0001752724-20-125085.txt : 20200623
0001752724-20-125085.hdr.sgml : 20200623
20200623123219
ACCESSION NUMBER: 0001752724-20-125085
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200623
PERIOD START: 20200430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK FUNDS
CENTRAL INDEX KEY: 0000844779
IRS NUMBER: 510318674
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05742
FILM NUMBER: 20981238
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 800-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
FORMER COMPANY:
FORMER CONFORMED NAME: COMPASS CAPITAL FUNDS\
DATE OF NAME CHANGE: 19961114
FORMER COMPANY:
FORMER CONFORMED NAME: PNC FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NCP FUNDS
DATE OF NAME CHANGE: 19890511
0000844779
S000001870
BLACKROCK TACTICAL OPPORTUNITIES FUND
C000004878
INSTITUTIONAL
PBAIX
C000004879
SERVICE
PCBSX
C000004880
INVESTOR A
PCBAX
C000004882
INVESTOR C
BRBCX
C000173964
Class K Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000844779
XXXXXXXX
S000001870
C000004880
C000173964
C000004879
C000004882
C000004878
BlackRock Funds
811-05742
0000844779
549300OZUEVJZHOBFP42
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Tactical Opportunities Fund
S000001870
6FFMMI3AGWZH5SDXSF05
2020-04-30
2020-04-30
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
11643808.08000000
HKD
PLN
EUR
CHF
AUD
CAD
GBP
MXN
MYR
DKK
SGD
NOK
KRW
ILS
THB
TWD
JPY
HUF
CZK
NZD
SEK
ZAR
CNY
INR
BRL
USD
CNY
N
N/A
N/A
IRS
N/A
779000000.00000000
PA
2255315.01000000
0.255112872116
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
779000000.00000000
ZAR
2255315.01000000
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
1070.00000000
NS
USD
97305.80000000
0.011006871324
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
4087.00000000
NS
USD
331578.31000000
0.037506909066
Long
EC
CORP
US
N
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
2540.00000000
NS
184572.51000000
0.020878158009
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
227919.60000000
0.025781420116
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
15117000.00000000
CAD
11089159.87000000
USD
2020-06-17
227919.60000000
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
900.00000000
NS
40749.93000000
0.004609480997
Long
EC
CORP
JP
N
2
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
20745.00000000
NS
119418.74000000
0.013508205111
Long
EC
CORP
GB
N
2
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
12000.00000000
NS
190402.43000000
0.021537616944
Long
EC
CORP
JP
N
2
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
774.00000000
NS
71984.74000000
0.008142646897
Long
EC
CORP
DE
N
2
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
11172.00000000
NS
USD
1151386.32000000
0.130240551634
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
57000000.00000000
PA
-314474.20000000
-0.03557215555
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
8581.77000000
USD
57000000.00000000
EUR
-314474.20000000
N
N
N
Wesfarmers Ltd.
5493003L32ZX9557ST85
Wesfarmers Ltd.
N/A
30274.00000000
NS
735338.95000000
0.083178815678
Long
EC
CORP
AU
N
2
N
N
N
MEIJI Holdings Co. Ltd.
5299002D52YIP6DWMV49
MEIJI Holdings Co. Ltd.
N/A
2100.00000000
NS
145852.92000000
0.016498341545
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
DAX Index
N/A
-10.00000000
NC
-33291.40000000
-0.00376579973
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
DAX Index
DE0008469008
2020-06-19
-2712750.00000000
EUR
-33291.40000000
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
N/A
844.00000000
NS
34205.79000000
0.003869232143
Long
EC
CORP
DE
N
2
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
10232.00000000
NS
USD
511395.36000000
0.057847147071
Long
EC
CORP
US
N
1
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
N/A
1007.00000000
NS
66838.74000000
0.007560550457
Long
EC
CORP
FR
N
2
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
9054.00000000
NS
USD
803814.12000000
0.090924473030
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-203556.93000000
-0.02302560521
N/A
DFE
N/A
N
2
Bank of New York
WFLLPEPC7FZXENRZV188
6666000.00000000
CAD
4585821.10000000
USD
2020-06-17
-203556.93000000
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
4100.00000000
NS
101106.70000000
0.011436815040
Long
EC
CORP
JP
N
2
N
N
N
Allergan plc
635400FWJZQC1IPYUH69
Allergan plc
N/A
6020.00000000
NS
USD
1127786.80000000
0.127571061429
Long
EC
CORP
IE
N
1
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
2375.00000000
NS
USD
187577.50000000
0.021218071336
Long
EC
CORP
US
N
1
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc., Class A
83304A106
10331.00000000
NS
USD
181928.91000000
0.020579123778
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
2799.00000000
NS
USD
177316.65000000
0.020057402028
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-342427.83000000
-0.03873416654
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
28587478.32000000
USD
43338000.00000000
AUD
2020-06-17
-342427.83000000
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
4239.00000000
NS
USD
615884.31000000
0.069666549692
Long
EC
CORP
US
N
1
N
N
N
Yokogawa Electric Corp.
529900MV0U7C9WWF4L22
Yokogawa Electric Corp.
N/A
1200.00000000
NS
16356.44000000
0.001850179849
Long
EC
CORP
JP
N
2
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
3300.00000000
NS
363996.86000000
0.041173975247
Long
EC
CORP
JP
N
2
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
11169.00000000
NS
USD
996609.87000000
0.112732813459
Long
EC
CORP
US
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
763.00000000
NS
USD
33396.51000000
0.003777689390
Long
EC
CORP
US
N
1
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
N/A
94.00000000
NS
12333.84000000
0.001395158251
Long
EC
CORP
FR
N
2
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
4498.00000000
NS
USD
652479.88000000
0.073806104888
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
19184.00000000
NS
USD
3065411.36000000
0.346747967712
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Canada 10 Year Bond
N/A
2675.00000000
NC
2690472.37000000
0.304336259289
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
Canada
Canada 10 Year Bond
2020-06-19
399618250.00000000
CAD
2690472.37000000
N
N
N
AO Smith Corp.
549300XG4US7UJNECY36
AO Smith Corp.
831865209
5044.00000000
NS
USD
213764.72000000
0.024180272571
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
534965639.58000000
PA
-1226363.57000000
-0.13872170016
N/A
DE
US
N
2
Merrill Lynch International & Co.
AHYI0DDQ2LCHPGHJC422
TAIEX Index Futures May 2020
TAIEX Index Futures May 2020
Y
2020-05-20
0.00000000
USD
0.00000000
USD
534965639.58000000
TWD
-1226363.57000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
18578.00000000
NS
143473.67000000
0.016229209606
Long
EC
CORP
IT
N
2
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
197.00000000
NS
USD
64156.99000000
0.007257200840
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
3535.00000000
NS
USD
204853.25000000
0.023172240125
Long
EC
CORP
NL
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
31910.00000000
NS
USD
1964060.50000000
0.222167241801
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
N/A
7739.00000000
NS
205918.86000000
0.023292777977
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-85218.62000000
-0.00963961433
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
36874009.56000000
PLN
8800040.66000000
USD
2020-06-17
-85218.62000000
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
5634.00000000
NS
USD
1004035.14000000
0.113572732472
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
NDIRS
N/A
18445350000.00000000
PA
-34695.94000000
-0.00392467609
N/A
DIR
US
N
2
Citibank
E57ODZWZ7FF32TWEFA76
Y
2025-09-16
0.00000000
USD
0.00000000
USD
18445350000.00000000
KRW
-34695.94000000
N
N
N
FUJIFILM Holdings Corp.
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp.
N/A
3200.00000000
NS
152424.19000000
0.017241659244
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50959.95000000
-0.00576440060
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
6123723.00000000
CHF
6301319.39000000
USD
2020-06-17
-50959.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-45541.03000000
-0.00515143246
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1703308.29000000
USD
177785000.00000000
JPY
2020-06-17
-45541.03000000
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
12855.00000000
NS
USD
482576.70000000
0.054587287100
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA (Preference)
N/A
2155.00000000
NS
191335.05000000
0.021643111461
Long
EC
CORP
DE
N
2
N
N
N
Alexion Pharmaceuticals, Inc.
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
3698.00000000
NS
USD
397424.06000000
0.044955136176
Long
EC
CORP
US
N
1
N
N
N
Asahi Group Holdings Ltd.
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd.
N/A
10200.00000000
NS
350730.36000000
0.039673317954
Long
EC
CORP
JP
N
2
N
N
N
USS Co. Ltd.
5299000RRQD6UZXG4W72
USS Co. Ltd.
N/A
1500.00000000
NS
23752.28000000
0.002686769849
Long
EC
CORP
JP
N
2
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
N/A
9108.00000000
NS
160915.64000000
0.018202180585
Long
EC
CORP
ES
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
43939.00000000
NS
224514.54000000
0.025396252353
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
16063.00000000
NS
390015.48000000
0.044117105074
Long
EC
CORP
NL
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
N/A
18124.00000000
NS
310410.06000000
0.035112435109
Long
EC
CORP
NO
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18214.28000000
-0.00206033182
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
372985.89000000
USD
38047000.00000000
JPY
2020-06-17
-18214.28000000
N
N
N
NEC Corp.
5493000QYMPFRTEY4K28
NEC Corp.
N/A
2800.00000000
NS
107449.46000000
0.012154284535
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
OIS
N/A
1791350000.00000000
PA
1249657.64000000
0.141356639001
N/A
DIR
US
N
2
Citibank
E57ODZWZ7FF32TWEFA76
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1791350000.00000000
INR
1249657.64000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
18033.00000000
NS
143559.46000000
0.016238913853
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
MSCI Emerging Markets E-Mini Index
N/A
387.00000000
NC
USD
1577104.98000000
0.178396268057
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI Emerging Markets E-Mini Index
MXEF Index
2020-06-19
17529165.00000000
USD
1577104.98000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG (Registered)
N/A
4.00000000
NS
335825.37000000
0.037987320747
Long
EC
CORP
CH
N
2
N
N
N
JM Smucker Co. (The)
5493000WDH6A0LHDJD55
JM Smucker Co. (The)
832696405
3440.00000000
NS
USD
395290.40000000
0.044713784467
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
24865.00000000
NS
236872.32000000
0.026794118609
Long
EC
CORP
IT
N
2
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
6444.00000000
NS
383667.13000000
0.043399003259
Long
EC
CORP
GB
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
7717.00000000
NS
585032.74000000
0.066176734479
Long
EC
CORP
NL
N
1
N
N
N
Central Japan Railway Co.
353800YAR3OVUITHTG64
Central Japan Railway Co.
N/A
2600.00000000
NS
409121.60000000
0.046278318531
Long
EC
CORP
JP
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
9556.00000000
NS
796012.54000000
0.090041987225
Long
EC
CORP
GB
N
2
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
1232.00000000
NS
USD
116621.12000000
0.013191748709
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-440548.05000000
-0.04983316203
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
12431000.00000000
AUD
7661215.36000000
USD
2020-06-17
-440548.05000000
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
2765.00000000
NS
USD
70673.40000000
0.007994312979
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
121000000.00000000
PA
661344.39000000
0.074808825393
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
121000000.00000000
CAD
661344.39000000
N
N
N
Seattle Genetics, Inc.
N/A
Seattle Genetics, Inc.
812578102
2298.00000000
NS
USD
315354.54000000
0.035671736355
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
16232.00000000
NS
288548.14000000
0.032639495774
Long
EC
CORP
FR
N
2
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
3625.00000000
NS
USD
689583.75000000
0.078003157096
Long
EC
CORP
US
N
1
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
4118.00000000
NS
USD
1156046.14000000
0.130767653195
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N/A
2356.00000000
NS
98109.26000000
0.011097755740
Long
EC
CORP
NL
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
N/A
2922.00000000
NS
305724.28000000
0.034582397049
Long
EC
CORP
DE
N
2
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB, Class B
N/A
17625.00000000
NS
240926.67000000
0.027252731649
Long
EC
CORP
SE
N
2
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
1193.00000000
NS
USD
35288.94000000
0.003991754055
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
48000000.00000000
PA
-304505.09000000
-0.03444448679
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-16
0.00000000
USD
0.00000000
USD
48000000.00000000
PLN
-304505.09000000
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
1677.00000000
NS
USD
116132.25000000
0.013136449547
Long
EC
CORP
US
N
1
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
8569.00000000
NS
140473.76000000
0.015889870910
Long
EC
CORP
IT
N
2
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
17197.00000000
NS
336529.85000000
0.038067008912
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4259.20000000
0.000481784912
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1374000.00000000
EUR
1511324.70000000
USD
2020-06-17
4259.20000000
N
N
N
N/A
N/A
IRS
N/A
76000000.00000000
PA
698138.25000000
0.078970810420
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
11812.30000000
USD
76000000.00000000
CAD
698138.25000000
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
370.00000000
NS
USD
134339.60000000
0.015195997473
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
512550000.00000000
PA
-60752.74000000
-0.00687212470
N/A
DIR
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2025-09-16
0.00000000
USD
0.00000000
USD
512550000.00000000
THB
-60752.74000000
N
N
N
N/A
N/A
NDIRS
N/A
248000000.00000000
PA
175839.48000000
0.019890310034
N/A
DIR
US
N
2
Citibank
E57ODZWZ7FF32TWEFA76
Y
2025-09-16
0.00000000
USD
0.00000000
USD
248000000.00000000
CNY
175839.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-94106.19000000
-0.01064494330
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
15233000.00000000
SEK
1468006.41000000
USD
2020-06-17
-94106.19000000
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
9546.00000000
NS
USD
206193.60000000
0.023323855547
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
11818.00000000
NS
USD
2188575.42000000
0.247563537140
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29346.06000000
0.003319517503
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2240703.03000000
USD
1802000.00000000
GBP
2020-06-17
29346.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
88959.74000000
0.010062795961
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
7187104.51000000
USD
8832951437.00000000
KRW
2020-06-17
88959.74000000
N
N
N
Advantest Corp.
353800EMK32PDKS9XR54
Advantest Corp.
N/A
2800.00000000
NS
135860.06000000
0.015367986271
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
5600.00000000
NS
102966.95000000
0.011647239623
Long
EC
CORP
JP
N
2
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
7655.00000000
NS
USD
495737.80000000
0.056076021936
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co. KGaA
N/A
2858.00000000
NS
223983.16000000
0.025336144618
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
IRS
N/A
595560000.00000000
PA
-121851.70000000
-0.01378341252
N/A
DIR
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2025-09-16
0.00000000
USD
0.00000000
USD
595560000.00000000
THB
-121851.70000000
N
N
N
Twilio, Inc.
5493004W8TRGD63APX93
Twilio, Inc., Class A
90138F102
1841.00000000
NS
USD
206744.30000000
0.023386148690
Long
EC
CORP
US
N
1
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
4007.00000000
NS
USD
129626.45000000
0.014662863420
Long
EC
CORP
US
N
1
N
N
N
Lennox International, Inc.
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
1341.00000000
NS
USD
250337.88000000
0.028317292831
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
4634.00000000
NS
USD
563911.46000000
0.063787573594
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
22200.00000000
NS
309875.23000000
0.035051937123
Long
EC
CORP
JP
N
2
N
N
N
Metro, Inc.
549300KQ7DCG4IXSNW78
Metro, Inc.
59162N109
12890.00000000
NS
530342.54000000
0.059990381824
Long
EC
CORP
CA
N
1
N
N
N
CapitaLand Ltd.
2549006LYGY45GHGWZ89
CapitaLand Ltd.
N/A
74800.00000000
NS
158708.08000000
0.017952469582
Long
EC
CORP
SG
N
2
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
7314.00000000
NS
58822.83000000
0.006653820437
Long
EC
CORP
GB
N
2
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
1651.00000000
NS
USD
181065.17000000
0.020481420712
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
5511.00000000
NS
509284.76000000
0.057608403825
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
102946.18000000
0.011644890197
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2110000.00000000
EUR
2417289.85000000
USD
2020-06-17
102946.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
42866.21000000
0.004848866744
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1035000.00000000
GBP
1346695.74000000
USD
2020-06-17
42866.21000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
3025.00000000
NS
461904.62000000
0.052248938055
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51937.85000000
0.005875017027
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2754214.49000000
USD
300942000.00000000
JPY
2020-06-17
51937.85000000
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
1409.00000000
NS
USD
92881.28000000
0.010506386026
Long
EC
CORP
US
N
1
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
48633.00000000
NS
80625.16000000
0.009120019173
Long
EC
CORP
GB
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class B
N/A
14845.00000000
NS
146462.34000000
0.016567276876
Long
EC
CORP
SE
N
2
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
881.00000000
NS
USD
252582.70000000
0.028571218547
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-338462.97000000
-0.03828567627
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
41077000.00000000
NOK
3671990.76000000
USD
2020-06-17
-338462.97000000
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
10500.00000000
NS
195529.04000000
0.022117520060
Long
EC
CORP
JP
N
2
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
25442.00000000
NS
USD
1101384.18000000
0.124584494945
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
2287.00000000
NS
124720.45000000
0.014107914889
Long
EC
CORP
NL
N
2
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
4978.00000000
NS
USD
6703872.60000000
0.758317213208
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB, Class B
N/A
10564.00000000
NS
136218.80000000
0.015408565610
Long
EC
CORP
SE
N
2
N
N
N
Goodman Group
N/A
Goodman Group
N/A
26357.00000000
NS
224488.76000000
0.025393336215
Long
EC
CORP
AU
N
2
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
11074.00000000
NS
USD
758790.48000000
0.085831565803
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
11106.00000000
NS
USD
1013422.50000000
0.114634595830
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
2401.00000000
NS
USD
86219.91000000
0.009752876549
Long
EC
CORP
US
N
1
N
N
N
Sysmex Corp.
5299001ZO4CKWACMZI55
Sysmex Corp.
N/A
1700.00000000
NS
117448.32000000
0.013285318506
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40845.91000000
-0.00462033789
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6714052.96000000
USD
6084000.00000000
EUR
2020-06-17
-40845.91000000
N
N
N
N/A
N/A
IRS
N/A
213750000.00000000
PA
95199.73000000
0.010768640494
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
213750000.00000000
ZAR
95199.73000000
N
N
N
Flight Centre Travel Group Ltd.
254900BGNUI78EKEJY68
Flight Centre Travel Group Ltd.
N/A
1302.00000000
NS
3118.39000000
0.000352740715
Long
CORP
AU
N
2
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
2228.00000000
NS
USD
425102.40000000
0.048086007376
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
7282.00000000
NS
USD
227562.50000000
0.025741026288
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
12400.00000000
NS
397570.85000000
0.044971740516
Long
EC
CORP
HK
N
2
N
N
N
Daiwa House Industry Co. Ltd.
N/A
Daiwa House Industry Co. Ltd.
N/A
4800.00000000
NS
121633.58000000
0.013758739600
Long
EC
CORP
JP
N
2
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
N/A
4421.00000000
NS
193655.16000000
0.021905553702
Long
EC
CORP
DE
N
2
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
35827.00000000
NS
388707.64000000
0.043969167062
Long
EC
CORP
FR
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
4215.00000000
NS
182564.02000000
0.020650965067
Long
EC
CORP
DE
N
2
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
42975.00000000
NS
430492.65000000
0.048695732471
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
IRS
N/A
261250000.00000000
PA
140970.70000000
0.015946082920
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
261250000.00000000
ZAR
140970.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
302262.53000000
0.034190816723
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3233237.27000000
USD
5424720.00000000
AUD
2020-06-17
302262.53000000
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
29192.00000000
NS
522593.46000000
0.059113834625
Long
EC
CORP
SE
N
2
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
N/A
2645.00000000
NS
328573.82000000
0.037167052296
Long
EC
CORP
FR
N
2
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
99664.00000000
NS
256236.25000000
0.028984494577
Long
EC
CORP
GB
N
2
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
6607.00000000
NS
USD
1231743.01000000
0.139330202476
Long
EC
CORP
US
N
1
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG (Registered)
N/A
479.00000000
NS
86513.98000000
0.009786140658
Long
EC
CORP
CH
N
2
N
N
N
NTT DOCOMO, Inc.
353800TVPXCGWDZIIU09
NTT DOCOMO, Inc.
N/A
16000.00000000
NS
471539.57000000
0.053338807876
Long
EC
CORP
JP
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
4127.00000000
NS
351042.11000000
0.039708581958
Long
EC
CORP
NL
N
1
N
N
N
Taisho Pharmaceutical Holdings Co. Ltd.
N/A
Taisho Pharmaceutical Holdings Co. Ltd.
N/A
500.00000000
NS
31238.15000000
0.003533543709
Long
EC
CORP
JP
N
2
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
9600.00000000
NS
210680.85000000
0.023831436630
Long
EC
CORP
JP
N
2
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
259.00000000
NS
USD
100062.06000000
0.011318649236
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
1459.00000000
NS
USD
71826.57000000
0.008124755293
Long
EC
CORP
US
N
1
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
315608.00000000
NS
591272.90000000
0.066882598242
Long
EC
CORP
JE
N
2
N
N
N
N/A
N/A
OIS
N/A
1407958800.00000000
PA
519606.07000000
0.058775912144
N/A
DIR
GB
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1407958800.00000000
INR
519606.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
256.88000000
0.000029057313
N/A
DFE
N/A
N
2
Bank of New York
WFLLPEPC7FZXENRZV188
14000.00000000
NZD
8842.58000000
USD
2020-06-17
256.88000000
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
N/A
15991.00000000
NS
86161.12000000
0.009746226443
Long
EC
CORP
IL
N
2
N
N
N
Budweiser Brewing Co. APAC Ltd.
N/A
Budweiser Brewing Co. APAC Ltd.
N/A
19900.00000000
NS
54076.75000000
0.006116961464
Long
EC
CORP
KY
N
2
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
20371.00000000
NS
USD
315954.21000000
0.035739568802
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
62000000.00000000
PA
126132.66000000
0.014267658849
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
62000000.00000000
CAD
126132.66000000
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
N/A
60237.00000000
NS
377200.28000000
0.042667497164
Long
EC
CORP
IT
N
2
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB, Class B
N/A
9393.00000000
NS
304270.99000000
0.034418006272
Long
EC
CORP
SE
N
2
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
2600.00000000
NS
74906.23000000
0.008473115014
Long
EC
CORP
JP
N
2
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734107
1761.00000000
NS
31818.06000000
0.003599140978
Long
EC
CORP
CA
N
1
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
N/A
1338.00000000
NS
25003.13000000
0.002828261363
Long
EC
CORP
SE
N
2
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG (Registered)
N/A
890.00000000
NS
191390.40000000
0.021649372448
Long
EC
CORP
CH
N
2
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
11399.00000000
NS
USD
661369.98000000
0.074811720039
Long
EC
CORP
US
N
1
N
N
N
BioMarin Pharmaceutical, Inc.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
3460.00000000
NS
USD
318389.20000000
0.036015005843
Long
EC
CORP
US
N
1
N
N
N
Softbank Corp.
353800M1YCTS9JRBJ535
Softbank Corp.
N/A
21900.00000000
NS
298233.70000000
0.033735090411
Long
EC
CORP
JP
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
115389.00000000
NS
USD
20678862.69000000
2.339116278464
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
4590.00000000
NS
USD
1159112.70000000
0.131114531093
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
31000000.00000000
PA
978299.24000000
0.110661582882
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
31000000.00000000
SGD
978299.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1488816.50000000
0.168409402538
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
55187000.00000000
BRL
11602438.77000000
USD
2020-06-17
1488816.50000000
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
3129.00000000
NS
USD
494757.48000000
0.055965131772
Long
EC
CORP
US
N
1
N
N
N
Sun Hung Kai Properties Ltd.
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
N/A
3000.00000000
NS
41021.49000000
0.004640198857
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
NDIRS
N/A
1058000000.00000000
PA
-75458.44000000
-0.00853557896
N/A
DIR
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1058000000.00000000
TWD
-75458.44000000
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
841.00000000
NS
USD
42108.87000000
0.004763199251
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4484.43000000
-0.00050726209
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
970805.18000000
USD
881000.00000000
EUR
2020-06-17
-4484.43000000
N
N
N
Air Products & Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
3426.00000000
NS
USD
772837.08000000
0.087420465115
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd.
529900HUN51H3Y7QBB66
Spark New Zealand Ltd.
N/A
132685.00000000
NS
359087.41000000
0.040618636465
Long
EC
CORP
NZ
N
2
N
N
N
Hankyu Hanshin Holdings, Inc.
N/A
Hankyu Hanshin Holdings, Inc.
N/A
3100.00000000
NS
106059.80000000
0.011997091348
Long
EC
CORP
JP
N
2
N
N
N
CDW Corp.
N/A
CDW Corp.
12514G108
2918.00000000
NS
USD
323314.40000000
0.036572126206
Long
EC
CORP
US
N
1
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
662.00000000
NS
USD
48756.30000000
0.005515131886
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
505350000.00000000
PA
-17548.63000000
-0.00198503596
N/A
DIR
GB
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
Y
2025-09-16
0.00000000
USD
0.00000000
USD
505350000.00000000
THB
-17548.63000000
N
N
N
Dairy Farm International Holdings Ltd.
213800NOTG41PZVNNX48
Dairy Farm International Holdings Ltd.
N/A
10000.00000000
NS
USD
47922.24000000
0.005420786112
Long
EC
CORP
BM
N
2
N
N
N
Oriental Land Co. Ltd.
353800PIFKBZ6KTU5994
Oriental Land Co. Ltd.
N/A
2300.00000000
NS
290824.20000000
0.032896955243
Long
EC
CORP
JP
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
9979.00000000
NS
495938.39000000
0.056098711933
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-162135.72000000
-0.01834019151
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
60207000.00000000
SEK
6011967.44000000
USD
2020-06-17
-162135.72000000
N
N
N
Wirecard AG
529900A8LX4KL0YUTH71
Wirecard AG
N/A
894.00000000
NS
88468.09000000
0.010007182336
Long
EC
CORP
DE
N
2
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
4614.00000000
NS
USD
70363.50000000
0.007959258240
Long
EC
CORP
VG
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
535477.72000000
0.060571254347
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
16187231.90000000
USD
1793404304.00000000
JPY
2020-06-17
535477.72000000
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG (Registered)
N/A
689.00000000
NS
308122.91000000
0.034853721181
Long
EC
CORP
CH
N
2
N
N
N
Z Holdings Corp.
52990078MD2OL792YM35
Z Holdings Corp.
N/A
24200.00000000
NS
93395.70000000
0.010564575309
Long
EC
CORP
JP
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
N/A
16663.00000000
NS
106802.40000000
0.012081091507
Long
EC
CORP
IL
N
2
N
N
N
Mercury NZ Ltd.
254900XLT925U953KK55
Mercury NZ Ltd.
N/A
120726.00000000
NS
335612.01000000
0.037963186254
Long
EC
CORP
NZ
N
2
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
4580.00000000
NS
USD
404230.80000000
0.045725089368
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
14936.00000000
NS
USD
563385.92000000
0.063728126458
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-249657.51000000
-0.02824033190
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
12245000.00000000
CAD
8548112.36000000
USD
2020-06-17
-249657.51000000
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
8988.00000000
NS
USD
177423.12000000
0.020069445519
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33065.32000000
-0.00374022640
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
3982805.39000000
USD
3601000.00000000
EUR
2020-06-17
-33065.32000000
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
5209.00000000
NS
USD
60684.85000000
0.006864445236
Long
EC
CORP
US
N
1
N
N
N
Worldline SA
549300CJMQNCA0U4TS33
Worldline SA
N/A
977.00000000
NS
66171.58000000
0.007485083791
Long
EC
CORP
FR
N
2
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular SA
N/A
1150.00000000
NS
29884.01000000
0.003380368413
Long
EC
CORP
LU
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
62854.00000000
NS
USD
2365196.02000000
0.267542204572
Long
EC
CORP
US
N
1
N
N
N
M3, Inc.
N/A
M3, Inc.
N/A
2900.00000000
NS
104672.57000000
0.011840173033
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
N/A
872.00000000
NS
88342.02000000
0.009992921765
Long
EC
CORP
DE
N
2
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
8398.00000000
NS
USD
817377.34000000
0.092458694189
Long
EC
CORP
US
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
N/A
1460.00000000
NS
150075.20000000
0.016975950204
Long
EC
CORP
NL
N
2
N
N
N
Itochu Techno-Solutions Corp.
N/A
Itochu Techno-Solutions Corp.
N/A
3500.00000000
NS
106941.02000000
0.012096771687
Long
EC
CORP
JP
N
2
N
N
N
Tsuruha Holdings, Inc.
N/A
Tsuruha Holdings, Inc.
N/A
1400.00000000
NS
187716.39000000
0.021233782058
Long
EC
CORP
JP
N
2
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
14629.00000000
NS
USD
1697988.03000000
0.192070110486
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey plc
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
3584.00000000
NS
89799.06000000
0.010157736727
Long
EC
CORP
GB
N
2
N
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
30000.00000000
NS
588153.46000000
0.066529738755
Long
EC
CORP
JP
N
2
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
5261.00000000
NS
USD
854912.50000000
0.096704532323
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2386.14000000
-0.00026991130
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
830439.00000000
EUR
908477.01000000
USD
2020-06-17
-2386.14000000
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
21500.00000000
NS
622732.33000000
0.070441172324
Long
EC
CORP
JP
N
2
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
6400.00000000
NS
USD
1738368.00000000
0.196637742980
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38358.42000000
0.004338962252
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2966714.65000000
USD
3648080000.00000000
KRW
2020-06-17
38358.42000000
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
1186.00000000
NS
119798.40000000
0.013551150843
Long
EC
CORP
DK
N
2
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
19319.00000000
NS
USD
1157014.91000000
0.130877236866
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
1643.00000000
NS
USD
198885.15000000
0.022497150780
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
2226.00000000
NS
USD
231236.88000000
0.026156658530
Long
EC
CORP
US
N
1
N
N
N
Crown Resorts Ltd.
549300D88XW2GD6R0Y98
Crown Resorts Ltd.
N/A
35738.00000000
NS
228780.23000000
0.025878771391
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
IRS
N/A
278775000.00000000
PA
1253625.86000000
0.141805509335
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
278775000.00000000
ZAR
1253625.86000000
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
8642.00000000
NS
508367.83000000
0.057504684103
Long
EC
CORP
DE
N
2
N
N
N
Direct Line Insurance Group plc
213800FF2R23ALJQOP04
Direct Line Insurance Group plc
N/A
17127.00000000
NS
58352.37000000
0.006600603746
Long
EC
CORP
GB
N
2
N
N
N
I-CABLE Communications Ltd.
529900DMAV31G6XWLO55
I-CABLE Communications Ltd.
N/A
12579.00000000
NS
89.24000000
0.000010094497
Long
EC
CORP
HK
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
2750.00000000
NS
USD
45650.00000000
0.005163758747
Long
EC
CORP
US
N
1
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966V107
1516.00000000
NS
USD
13219.52000000
0.001495343089
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
2680.00000000
NS
USD
283249.20000000
0.032040099328
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
10168.00000000
NS
USD
2432388.96000000
0.275142820820
Long
EC
CORP
US
N
1
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE (Preference)
N/A
8128.00000000
NS
315167.81000000
0.035650614149
Long
EC
CORP
DE
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
17984.00000000
NS
218488.38000000
0.024714595477
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
IRS
N/A
60000000.00000000
PA
75844.92000000
0.008579296147
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
27503.19000000
USD
0.00000000
USD
60000000.00000000
CAD
75844.92000000
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
12091.00000000
NS
USD
1836864.72000000
0.207779326759
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
9812.00000000
NS
USD
576062.52000000
0.065162056450
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
18173.00000000
NS
USD
1394414.29000000
0.157730974549
Long
EC
CORP
US
N
1
N
N
N
Omron Corp.
549300ZHW0TR2QZ0NY83
Omron Corp.
N/A
1500.00000000
NS
88102.72000000
0.009965853036
Long
EC
CORP
JP
N
2
N
N
N
JD Sports Fashion plc
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
12262.00000000
NS
81276.53000000
0.009193699732
Long
EC
CORP
GB
N
2
N
N
N
Lehman Brothers Holdings, Inc.
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings, Inc.
N/A
190000.00000000
PA
USD
0.02000000
0.000000002262
Long
DBT
CORP
US
N
3
2017-12-28
Fixed
6.75000000
Y
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
1185.00000000
NS
USD
800112.00000000
0.090505702941
Long
EC
CORP
US
N
1
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
N/A
2047.00000000
NS
50357.09000000
0.005696207316
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2526.50000000
-0.00028578831
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
16414000.00000000
SEK
1532299.17000000
EUR
2020-06-17
-2526.50000000
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
3476.00000000
NS
USD
650463.88000000
0.073578062443
Long
EC
CORP
US
N
1
N
N
N
TDK Corp.
3538005O8WNU39U8NX03
TDK Corp.
N/A
2700.00000000
NS
232760.58000000
0.026329013825
Long
EC
CORP
JP
N
2
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
5825.00000000
NS
USD
298414.75000000
0.033755570116
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
10749.00000000
NS
USD
1349644.44000000
0.152666775106
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
306.00000000
NS
USD
32307.48000000
0.003654502354
Long
EC
CORP
US
N
1
N
N
N
Isracard Ltd.
N/A
Isracard Ltd.
N/A
99.10000000
NS
259.82000000
0.000029389875
Long
EC
CORP
IL
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
6300.00000000
NS
247615.63000000
0.028009362004
Long
EC
CORP
JP
N
2
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
2969.00000000
NS
USD
1012518.07000000
0.114532290062
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
17511.00000000
NS
325545.85000000
0.036824539556
Long
EC
CORP
DE
N
2
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
38616.00000000
NS
USD
2045489.52000000
0.231378190637
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
16700.00000000
NS
USD
658481.00000000
0.074484929333
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7940.84000000
0.000898238379
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1005000.00000000
AUD
662938.20000000
USD
2020-06-17
7940.84000000
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
3360.00000000
NS
USD
232612.80000000
0.026312297499
Long
EC
CORP
US
N
1
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
862.00000000
NS
USD
289114.80000000
0.032703594252
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products, Inc.
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products, Inc.
57772K101
778.00000000
NS
USD
42774.44000000
0.004838486062
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties, Inc.
5493008JKH5SOTI0JS97
National Retail Properties, Inc.
637417106
2695.00000000
NS
USD
87964.80000000
0.009950252037
Long
EC
CORP
US
N
1
N
N
N
Keppel Corp. Ltd.
254900SQ7IPDOY6IDW33
Keppel Corp. Ltd.
N/A
86600.00000000
NS
365601.54000000
0.041355490699
Long
EC
CORP
SG
N
2
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
1557.00000000
NS
USD
73521.54000000
0.008316484016
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
25000000.00000000
PA
86712.26000000
0.009808569356
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
4567.11000000
USD
0.00000000
USD
25000000.00000000
EUR
86712.26000000
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
2537.00000000
NS
USD
279577.40000000
0.031624758925
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
29000000.00000000
PA
-87599.83000000
-0.00990896798
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
9228.18000000
USD
29000000.00000000
GBP
-87599.83000000
N
N
N
AVEVA Group plc
213800XHATUM2LFMKG16
AVEVA Group plc
N/A
1451.00000000
NS
65124.19000000
0.007366606918
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
19800.00000000
NS
419918.22000000
0.047499592156
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
259776000.00000000
PA
1045806.42000000
0.118297744794
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
259776000.00000000
ZAR
1045806.42000000
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X101
1426.00000000
NS
USD
75649.30000000
0.008557168338
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
13043.00000000
NS
1553516.46000000
0.175728022131
Long
EC
CORP
DE
N
2
N
N
N
Tabcorp Holdings Ltd.
213800OCCFUN67NEY278
Tabcorp Holdings Ltd.
N/A
54067.00000000
NS
112722.92000000
0.012750798778
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
363530.03000000
0.041121169168
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
24111500.00000000
CAD
17687125.63000000
USD
2020-06-17
363530.03000000
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
6326.00000000
NS
USD
404864.00000000
0.045796714604
Long
EC
CORP
US
N
1
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
818.00000000
NS
USD
87673.24000000
0.009917271851
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
3314.00000000
NS
USD
323645.24000000
0.036609549600
Long
EC
CORP
US
N
1
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
7016.00000000
NS
USD
637263.28000000
0.072084859513
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co. Ltd.
N/A
Welcia Holdings Co. Ltd.
N/A
1100.00000000
NS
79858.20000000
0.009033263501
Long
EC
CORP
JP
N
2
N
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
300.00000000
NS
28525.64000000
0.003226714635
Long
EC
CORP
JP
N
2
N
N
N
METRO AG
5299006EQ03K3SSUYS12
METRO AG
N/A
24116.00000000
NS
210708.54000000
0.023834568821
Long
EC
CORP
DE
N
2
N
N
N
Canon, Inc.
529900JH1GSC035SSP77
Canon, Inc.
N/A
8100.00000000
NS
170384.60000000
0.019273274233
Long
EC
CORP
JP
N
2
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1758.00000000
NS
USD
368283.42000000
0.041658855021
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-72441.57000000
-0.00819432181
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
2141169.66000000
USD
221857937.00000000
JPY
2020-06-17
-72441.57000000
N
N
N
N/A
N/A
IRS
N/A
457514200.00000000
PA
2557670.00000000
0.289314147573
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
457514200.00000000
AUD
2557670.00000000
N
N
N
Bank of East Asia Ltd. (The)
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd. (The)
N/A
18200.00000000
NS
38554.99000000
0.004361197522
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-389789.56000000
-0.04409154984
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
19097966.01000000
USD
2006333000.00000000
JPY
2020-06-17
-389789.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21128.01000000
-0.00238992215
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2178000.00000000
SGD
1523682.13000000
USD
2020-06-17
-21128.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-70107.90000000
-0.00793034571
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29676084.19000000
PLN
7080720.17000000
USD
2020-06-17
-70107.90000000
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
11665.00000000
NS
USD
725563.00000000
0.082072996459
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
35138.00000000
NS
USD
1706301.28000000
0.193010474504
Long
EC
CORP
US
N
1
N
N
N
Waste Connections, Inc.
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
3990.00000000
NS
USD
342780.90000000
0.038774104512
Long
EC
CORP
CA
N
1
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
N/A
17797.00000000
NS
301722.18000000
0.034129694335
Long
EC
CORP
PT
N
2
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
1155.00000000
NS
USD
1710058.35000000
0.193435460333
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
127838.00000000
NS
199619.55000000
0.022580223385
Long
EC
CORP
IT
N
2
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
2528.00000000
NS
USD
386354.24000000
0.043702959180
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
2850.00000000
NS
USD
169518.00000000
0.019175247654
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
15613.00000000
NS
USD
747706.57000000
0.084577794998
Long
EC
CORP
US
N
1
N
N
N
VEREIT, Inc.
5493002H54FNIBW75H44
VEREIT, Inc.
92339V100
9511.00000000
NS
USD
52120.28000000
0.005895652832
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
12400.00000000
NS
145916.99000000
0.016505588906
Long
EC
CORP
JP
N
2
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
66624.00000000
NS
USD
3996107.52000000
0.452024866679
Long
EC
CORP
US
N
1
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
N/A
10371.00000000
NS
279005.29000000
0.031560043963
Long
EC
CORP
DE
N
2
N
N
N
Segro plc
213800XC35KGM9NFC641
Segro plc
N/A
20361.00000000
NS
213414.43000000
0.024140649065
Long
EC
CORP
GB
N
2
N
N
N
Fletcher Building Ltd.
549300UPHQTT2LG75045
Fletcher Building Ltd.
N/A
85267.00000000
NS
191040.80000000
0.021609826992
Long
EC
CORP
NZ
N
2
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
13961.00000000
NS
USD
3838856.17000000
0.434237176992
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
4410.00000000
NS
USD
294455.70000000
0.033307737058
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
9345.00000000
NS
USD
612097.50000000
0.069238199785
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Gas Chemical Co., Inc.
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co., Inc.
N/A
4300.00000000
NS
52678.61000000
0.005958809051
Long
EC
CORP
JP
N
2
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
3649.00000000
NS
USD
600078.05000000
0.067878604164
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
939.00000000
NS
USD
6610.56000000
0.000747762037
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
2712.00000000
NS
USD
265857.36000000
0.030072798869
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26785.96000000
-0.00302992848
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
922769.00000000
NZD
539115.05000000
USD
2020-06-17
-26785.96000000
N
N
N
N/A
N/A
IRS
N/A
106000000.00000000
PA
-385162.37000000
-0.04356813926
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-16
0.00000000
USD
0.00000000
USD
106000000.00000000
PLN
-385162.37000000
N
N
N
Domino's Pizza, Inc.
5299004V0Y8MI5D9FF45
Domino's Pizza, Inc.
25754A201
446.00000000
NS
USD
161420.78000000
0.018259320149
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
5760.00000000
NS
USD
218822.40000000
0.024752378581
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
12428.00000000
NS
250516.25000000
0.028337469385
Long
EC
CORP
SE
N
2
N
N
N
Air Water, Inc.
N/A
Air Water, Inc.
N/A
4200.00000000
NS
56623.21000000
0.006405007578
Long
EC
CORP
JP
N
2
N
N
N
Rohm Co. Ltd.
5493009V2FGDEP7JFE59
Rohm Co. Ltd.
N/A
2200.00000000
NS
139092.38000000
0.015733614326
Long
EC
CORP
JP
N
2
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
626.00000000
NS
USD
405810.76000000
0.045903808585
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-98506.37000000
-0.01114267535
N/A
DFE
N/A
N
2
Westpac Banking
EN5TNI6CI43VEPAMHL14
233615000.00000000
THB
7122017.69000000
USD
2020-06-17
-98506.37000000
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
1656.00000000
NS
USD
325420.56000000
0.036810367216
Long
EC
CORP
US
N
1
N
N
N
Suntory Beverage & Food Ltd.
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd.
N/A
4700.00000000
NS
176994.00000000
0.020020905056
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-2823.00000000
NC
USD
-37221338.18000000
-4.21033977294
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2020-06-19
-409673760.00000000
USD
-37221338.18000000
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
32474.00000000
NS
449661.72000000
0.050864066598
Long
EC
CORP
NO
N
2
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
941.00000000
NS
USD
53665.23000000
0.006070411848
Long
EC
CORP
US
N
1
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
155127.00000000
NS
226101.07000000
0.025575714745
Long
EC
CORP
GB
N
2
N
N
N
Whitbread plc
21380099VMZKRMN3EX36
Whitbread plc
N/A
5481.00000000
NS
205607.42000000
0.023257549039
Long
EC
CORP
GB
N
2
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
9763.00000000
NS
USD
189109.31000000
0.021391344004
Long
EC
CORP
US
N
1
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
5116.00000000
NS
USD
540965.84000000
0.061192050133
Long
EC
CORP
IL
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
1167.00000000
NS
39826.08000000
0.004504978510
Long
EC
CORP
ES
N
2
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
1287.00000000
NS
USD
202213.44000000
0.022873634605
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
18753.00000000
NS
USD
346180.38000000
0.039158641085
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
11012.00000000
NS
USD
3336636.00000000
0.377427893395
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
4664.00000000
NS
USD
855470.88000000
0.096767694198
Long
EC
CORP
US
N
1
N
N
N
Shimizu Corp.
353800BRAE0QFP3ZLY22
Shimizu Corp.
N/A
38400.00000000
NS
294914.51000000
0.033359635945
Long
EC
CORP
JP
N
2
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
22600.00000000
NS
119337.67000000
0.013499034773
Long
EC
CORP
JP
N
2
N
N
N
JGC Holdings Corp.
5493003WMGG79YLARU68
JGC Holdings Corp.
N/A
3800.00000000
NS
36695.82000000
0.004150895104
Long
EC
CORP
JP
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
10001.00000000
NS
USD
894589.45000000
0.101192641800
Long
EC
CORP
US
N
1
N
N
N
Kamigumi Co. Ltd.
N/A
Kamigumi Co. Ltd.
N/A
2600.00000000
NS
45774.20000000
0.005177807791
Long
EC
CORP
JP
N
2
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
6211.00000000
NS
USD
295084.61000000
0.033378877026
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
FTSE/MIB Index
N/A
-666.00000000
NC
-9184744.59000000
-1.03894425462
N/A
DE
IT
N
1
Cassa di Compensazione e Garanzia
8156006407E264D2C725
Short
FTSE/MIB Index
IT0003465736
2020-06-19
-58478130.00000000
EUR
-9184744.59000000
N
N
N
N/A
N/A
IRS
N/A
476900000.00000000
PA
392138.36000000
0.044357237389
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
476900000.00000000
ZAR
392138.36000000
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
3725.00000000
NS
USD
45854.75000000
0.005186919308
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
19826.00000000
NS
USD
199449.56000000
0.022560994747
Long
EC
CORP
US
N
1
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
17199.00000000
NS
62001.32000000
0.007013359442
Long
EC
CORP
FI
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
4606.00000000
NS
USD
362906.74000000
0.041050664914
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Mall Trust
54930031292WUTXF0L29
CapitaLand Mall Trust
N/A
8800.00000000
NS
11708.42000000
0.001324413060
Long
EC
CORP
SG
N
2
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
Sompo Holdings, Inc.
N/A
2000.00000000
NS
64871.03000000
0.007337970397
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co., CVR
110122157
11276.00000000
NS
USD
50854.76000000
0.005752501901
Long
CORP
US
N
1
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
6783.00000000
NS
USD
283461.57000000
0.032064121835
Long
EC
CORP
US
N
1
N
N
N
Tokyu Corp.
3538005PGNIBTZYXAE45
Tokyu Corp.
N/A
7400.00000000
NS
111384.61000000
0.012599414113
Long
EC
CORP
JP
N
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
1217.00000000
NS
266552.84000000
0.030151468988
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16891.17000000
0.001910666524
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
982767.09000000
USD
911394.00000000
EUR
2020-06-17
16891.17000000
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
4850.00000000
NS
USD
167761.50000000
0.018976558886
Long
EC
CORP
IE
N
1
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
28923.00000000
NS
USD
1072464.84000000
0.121313246426
Long
EC
CORP
US
N
1
N
N
N
Keihan Holdings Co. Ltd.
353800ADZSZ9AD39RL13
Keihan Holdings Co. Ltd.
N/A
1900.00000000
NS
85396.83000000
0.009659772791
Long
EC
CORP
JP
N
2
N
N
N
Evraz plc
5493005B7DAN39RXLK23
Evraz plc
N/A
20493.00000000
NS
67909.89000000
0.007681714973
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-111653.50000000
-0.01262982995
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
24759401.68000000
USD
1870449000.00000000
INR
2020-06-17
-111653.50000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
6456.00000000
NS
330395.56000000
0.037373120771
Long
EC
CORP
DE
N
2
N
N
N
Blackstone Group, Inc. (The)
5299004LW4QWGZUB8Y96
Blackstone Group, Inc. (The), Class A
09260D107
9220.00000000
NS
USD
481652.80000000
0.054482778958
Long
EC
CORP
US
N
1
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
12081.00000000
NS
311103.54000000
0.035190878996
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81773.86000000
0.009249955858
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
7624281.50000000
USD
10725519.00000000
CAD
2020-06-17
81773.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18303.76000000
-0.00207045346
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1032965.00000000
SGD
714356.85000000
USD
2020-06-17
-18303.76000000
N
N
N
Toray Industries, Inc.
35380099TCYR5FHT0A11
Toray Industries, Inc.
N/A
19200.00000000
NS
88026.43000000
0.009957223394
Long
EC
CORP
JP
N
2
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
457187102
2805.00000000
NS
USD
227766.00000000
0.025764045453
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
8040.00000000
NS
USD
2843265.60000000
0.321619662969
Long
EC
CORP
US
N
1
N
N
N
Mizrahi Tefahot Bank Ltd.
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd.
N/A
24649.00000000
NS
504839.22000000
0.057105540822
Long
EC
CORP
IL
N
2
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
3345.00000000
NS
USD
514795.50000000
0.058231758302
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
4009.00000000
NS
USD
496514.65000000
0.056163896328
Long
EC
CORP
US
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
6011.00000000
NS
USD
481541.21000000
0.054470156311
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
2434000000.00000000
PA
-442866.88000000
-0.05009545949
N/A
DIR
GB
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
Y
2025-09-16
0.00000000
USD
0.00000000
USD
2434000000.00000000
THB
-442866.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25379.44000000
0.002870828155
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
129756000.00000000
JPY
1235297.31000000
USD
2020-06-17
25379.44000000
N
N
N
Marvell Technology Group Ltd.
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd.
N/A
10474.00000000
NS
USD
280074.76000000
0.031681018444
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
IRS
N/A
229547520.00000000
PA
967369.26000000
0.109425224069
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
229547520.00000000
ZAR
967369.26000000
N
N
N
N/A
N/A
ETRSI
N/A
468016115.90000000
PA
-1563495.51000000
-0.17685681526
N/A
DE
US
N
2
Merrill Lynch International & Co.
AHYI0DDQ2LCHPGHJC422
TAIEX Index Futures May 2020
TAIEX Index Futures May 2020
Y
2020-05-20
0.00000000
USD
0.00000000
USD
468016115.90000000
TWD
-1563495.51000000
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
27618.00000000
NS
USD
835996.86000000
0.094564865258
Long
EC
CORP
US
N
1
N
N
N
Longview Energy Co.
N/A
Longview Energy Co.
N/A
3200.00000000
NS
USD
4704.00000000
0.000532099039
Long
EC
CORP
US
Y
3
N
N
N
BeiGene Ltd.
549300JFUK6FRD5MH739
BeiGene Ltd.
07725L102
539.00000000
NS
USD
82375.37000000
0.009317996439
Long
EC
CORP
KY
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
7509.00000000
NS
USD
786567.75000000
0.088973627598
Long
EC
CORP
US
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
N/A
3171.00000000
NS
143575.57000000
0.016240736157
Long
EC
CORP
AT
N
2
N
N
N
N/A
N/A
OIS
N/A
895480000.00000000
PA
344738.04000000
0.038995488932
N/A
DIR
US
N
2
HSBC
MP6I5ZYZBEU3UXPYFY54
Y
2025-09-16
0.00000000
USD
0.00000000
USD
895480000.00000000
INR
344738.04000000
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
2208.00000000
NS
USD
213403.20000000
0.024139378769
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
61000000.00000000
PA
219279.70000000
0.024804106661
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
7117.83000000
USD
61000000.00000000
EUR
219279.70000000
N
N
N
Seagate Technology plc
396PBGKP6TE3O062MS44
Seagate Technology plc
N/A
4832.00000000
NS
USD
241358.40000000
0.027301567346
Long
EC
CORP
IE
N
1
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
9935.00000000
NS
USD
364515.15000000
0.041232602290
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
1467.00000000
NS
USD
771465.96000000
0.087265369105
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
5952.00000000
NS
USD
456280.32000000
0.051612738091
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
47000000.00000000
PA
USD
-341736.92000000
-0.03865601336
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-15
0.00000000
USD
11413.09000000
USD
47000000.00000000
USD
-341736.92000000
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
2389.00000000
NS
USD
223729.85000000
0.025307491130
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
2705.00000000
NS
USD
168710.85000000
0.019083945839
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
832.00000000
NS
USD
54745.60000000
0.006192619297
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Heavy Industries Ltd.
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd.
N/A
1600.00000000
NS
41029.81000000
0.004641139984
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-217054.07000000
-0.02455235164
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
782589000.00000000
INR
10095473.35000000
USD
2020-06-17
-217054.07000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
19579.00000000
NS
USD
569944.69000000
0.064470030203
Long
EC
CORP
IE
N
1
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc., Class A
852234103
6811.00000000
NS
USD
443668.54000000
0.050186140297
Long
EC
CORP
US
N
1
N
N
N
McDonald's Holdings Co. Japan Ltd.
529900FY9FV0AYNRC729
McDonald's Holdings Co. Japan Ltd.
N/A
700.00000000
NS
34227.10000000
0.003871642651
Long
EC
CORP
JP
N
2
N
N
N
Suez
549300JQIZM6CL7POC81
Suez
N/A
15789.00000000
NS
178593.37000000
0.020201819860
Long
EC
CORP
FR
N
2
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
5604.00000000
NS
USD
278406.72000000
0.031492335944
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems, Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376100
1242.00000000
NS
USD
180102.42000000
0.020372518001
Long
EC
CORP
US
N
1
N
N
N
GPT Group (The)
N/A
GPT Group (The)
N/A
10392.00000000
NS
28560.03000000
0.003230604704
Long
EC
CORP
AU
N
2
N
N
N
NH Foods Ltd.
353800NLDBIOUQILWU82
NH Foods Ltd.
N/A
1700.00000000
NS
60343.24000000
0.006825803579
Long
EC
CORP
JP
N
2
N
N
N
Dentsply Sirona, Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
4727.00000000
NS
USD
200613.88000000
0.022692698308
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
246681.00000000
NS
1267931.18000000
0.143423674095
Long
EC
CORP
GB
N
2
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
1248.00000000
NS
USD
148274.88000000
0.016772304681
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
15431.00000000
NS
USD
953790.11000000
0.107889200967
Long
EC
CORP
US
N
1
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
21319.00000000
NS
358743.55000000
0.040579740297
Long
EC
CORP
GB
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
N/A
963.00000000
NS
88248.37000000
0.009982328424
Long
EC
CORP
BE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-712036.18000000
-0.08054289273
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
28528644.00000000
EUR
30579474.07000000
USD
2020-06-17
-712036.18000000
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
7697.00000000
NS
USD
500766.82000000
0.056644886033
Long
EC
CORP
US
N
1
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
1520.00000000
NS
USD
163764.80000000
0.018524467001
Long
EC
CORP
US
N
1
N
N
N
Hitachi Chemical Co. Ltd.
549300HJBGCOVO2MLG52
Hitachi Chemical Co. Ltd.
N/A
700.00000000
NS
30027.44000000
0.003396592682
Long
EC
CORP
JP
N
2
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
8772.00000000
NS
USD
687198.48000000
0.077733344197
Long
EC
CORP
US
N
1
N
N
N
Sonic Healthcare Ltd.
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
N/A
3650.00000000
NS
64459.90000000
0.007291464896
Long
EC
CORP
AU
N
2
N
N
N
Pinterest, Inc.
N/A
Pinterest, Inc., Class A
72352L106
2736.00000000
NS
USD
56525.76000000
0.006393984396
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-69443.99000000
-0.00785524667
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
4953458.32000000
USD
118569000.00000000
MXN
2020-06-17
-69443.99000000
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
3185.00000000
NS
USD
233046.45000000
0.026361350380
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
17423.00000000
NS
1111413.62000000
0.125718988013
Long
EC
CORP
DK
N
2
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
4118.00000000
NS
USD
451332.80000000
0.051053092972
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
28213.00000000
NS
USD
1029774.50000000
0.116484273444
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-52826.48000000
-0.00597553555
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
1701385.03000000
USD
1503000.00000000
EUR
2020-06-17
-52826.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
863890.48000000
0.097720088134
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
86610312000.00000000
KRW
72208355.50000000
USD
2020-06-17
863890.48000000
N
N
N
N/A
N/A
OMXS30 Index
N/A
-3079.00000000
NC
-2044740.19000000
-0.23129342920
N/A
DE
US
N
1
NASDAQ OMX Commodities Clearing
5493008EIVLUXM0PQX05
Short
OMXS30 Index
SE0000337842
2020-05-15
-485866200.00000000
SEK
-2044740.19000000
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
9709.00000000
NS
USD
398457.36000000
0.045072019241
Long
EC
CORP
US
N
1
N
N
N
HD Supply Holdings, Inc.
549300B7Z7O7RWEXS689
HD Supply Holdings, Inc.
40416M105
14546.00000000
NS
USD
431725.28000000
0.048835163007
Long
EC
CORP
US
N
1
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
14937.00000000
NS
80881.74000000
0.009149042551
Long
EC
CORP
AU
N
2
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
1846.00000000
NS
USD
73840.00000000
0.008352507030
Long
EC
CORP
US
N
1
N
N
N
Shiseido Co. Ltd.
5299008QCD0YDT5OF506
Shiseido Co. Ltd.
N/A
4400.00000000
NS
258690.28000000
0.029262085352
Long
EC
CORP
JP
N
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
3429.00000000
NS
USD
347049.09000000
0.039256906340
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
13951.00000000
NS
USD
653604.35000000
0.073933300766
Long
EC
CORP
US
N
1
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
21600.00000000
NS
172776.08000000
0.019543789584
Long
EC
CORP
JP
N
2
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
5128.00000000
NS
USD
6915928.48000000
0.782304188135
Long
EC
CORP
US
N
1
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
N/A
299.00000000
NS
22240.19000000
0.002515727834
Long
EC
CORP
FR
N
2
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
8595.00000000
NS
USD
1000286.10000000
0.113148654967
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
19335.00000000
NS
USD
770113.05000000
0.087112332941
Long
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
27557.00000000
NS
USD
871076.77000000
0.098532974614
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
18447.00000000
NS
472472.07000000
0.053444288819
Long
EC
CORP
ES
N
2
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
2772.00000000
NS
USD
676090.80000000
0.076476884619
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
3767.00000000
NS
USD
52285.96000000
0.005914393939
Long
EC
CORP
US
N
1
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
N/A
4519.00000000
NS
224152.51000000
0.025355300862
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31937.47000000
0.003612648194
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
626000.00000000
GBP
820533.88000000
USD
2020-06-17
31937.47000000
N
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB, Class B
N/A
3443.00000000
NS
144561.27000000
0.016352234886
Long
EC
CORP
SE
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
4905.00000000
NS
902674.11000000
0.102107148565
Long
EC
CORP
DE
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
11400.00000000
NS
63871.77000000
0.007224937811
Long
EC
CORP
NL
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
N/A
1409.00000000
NS
32333.60000000
0.003657456951
Long
EC
CORP
DE
N
2
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
2572.00000000
NS
USD
820545.16000000
0.092817026242
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
14500.00000000
NS
352120.56000000
0.039830572223
Long
EC
CORP
JP
N
2
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
1141.00000000
NS
147852.46000000
0.016724522096
Long
EC
CORP
CH
N
2
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
N/A
14388.00000000
NS
716512.57000000
0.081049245373
Long
EC
CORP
NL
N
2
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
9800.00000000
NS
189122.83000000
0.021392873337
Long
EC
CORP
JP
N
2
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508E101
2974.00000000
NS
USD
116818.72000000
0.013214100488
Long
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
2220.00000000
NS
344185.44000000
0.038932980869
Long
EC
CORP
DE
N
2
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA, Class B
N/A
10468.00000000
NS
203313.65000000
0.022998086281
Long
EC
CORP
NO
N
2
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
3345.00000000
NS
USD
182503.20000000
0.020644085334
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
2468.00000000
NS
USD
52494.36000000
0.005937967374
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
58000000.00000000
PA
-401654.54000000
-0.04543367238
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
22276.07000000
USD
0.00000000
USD
58000000.00000000
EUR
-401654.54000000
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
2753.00000000
NS
USD
360725.59000000
0.040803941313
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
20427.00000000
NS
USD
534166.05000000
0.060422883099
Long
EC
CORP
US
N
1
N
N
N
George Weston Ltd.
549300GEHU6LUSPS7Q65
George Weston Ltd.
961148509
8222.00000000
NS
583239.54000000
0.065973894343
Long
EC
CORP
CA
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
16039.00000000
NS
USD
4690926.33000000
0.530620194353
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
47000000.00000000
PA
-484269.18000000
-0.05477873416
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
13385.55000000
USD
47000000.00000000
EUR
-484269.18000000
N
N
N
Smiths Group plc
213800MJL6IPZS3ASA11
Smiths Group plc
N/A
6801.00000000
NS
105894.48000000
0.011978390962
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-262792.41000000
-0.02972610308
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2503000.00000000
GBP
2890333.49000000
USD
2020-06-17
-262792.41000000
N
N
N
Annaly Capital Management, Inc.
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710409
12807.00000000
NS
USD
80043.75000000
0.009054252229
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
6744.00000000
NS
USD
531427.20000000
0.060113074542
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
3165.00000000
NS
USD
53899.95000000
0.006096962504
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
1693.00000000
NS
USD
243470.33000000
0.027540461038
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
N/A
1673.00000000
NS
163312.72000000
0.018473329387
Long
EC
CORP
FR
N
2
N
N
N
Sydney Airport
N/A
Sydney Airport
N/A
79967.00000000
NS
325736.71000000
0.036846128932
Long
EC
CORP
AU
N
2
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
1200.00000000
NS
495509.17000000
0.056050160158
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
OIS
N/A
738524903.00000000
PA
245107.17000000
0.027725614310
N/A
DIR
US
N
2
HSBC
MP6I5ZYZBEU3UXPYFY54
Y
2025-09-16
0.00000000
USD
0.00000000
USD
738524903.00000000
INR
245107.17000000
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
6705.00000000
NS
USD
586151.10000000
0.066303239215
Long
EC
CORP
IE
N
1
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
17300.00000000
NS
741523.65000000
0.083878406012
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
85000000.00000000
PA
USD
-798990.21000000
-0.09037881021
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
17253.74000000
USD
85000000.00000000
USD
-798990.21000000
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
23473.00000000
NS
USD
2291668.99000000
0.259225099548
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Euro-Bund
N/A
-1719.00000000
NC
-4381029.28000000
-0.49556578903
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bund
2020-06-08
-299845170.00000000
EUR
-4381029.28000000
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
102426.00000000
NS
1018912.10000000
0.115255559029
Long
EC
CORP
ES
N
2
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
17612.00000000
NS
USD
588945.28000000
0.066619306497
Long
EC
CORP
US
N
1
N
N
N
Newcrest Mining Ltd.
5299006MN50OZJUJI655
Newcrest Mining Ltd.
N/A
6517.00000000
NS
118453.31000000
0.013398999249
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20050.59000000
0.002268048401
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
716384.67000000
USD
78978000.00000000
JPY
2020-06-17
20050.59000000
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
998.00000000
NS
59093.05000000
0.006684386722
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
NDIRS
N/A
165900000.00000000
PA
61904.48000000
0.007002405260
N/A
DIR
FR
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Y
2025-09-16
0.00000000
USD
0.00000000
USD
165900000.00000000
CNY
61904.48000000
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
16546.00000000
NS
41974.85000000
0.004748039405
Long
EC
CORP
NO
N
2
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
1690.00000000
NS
USD
176250.10000000
0.019936757846
Long
EC
CORP
US
N
1
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
19577.00000000
NS
USD
2148379.98000000
0.243016777995
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
373.00000000
NS
USD
85663.18000000
0.009689901316
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp.
353800GPI4Z3MGDGN142
Asahi Kasei Corp.
N/A
15100.00000000
NS
107126.59000000
0.012117762677
Long
EC
CORP
JP
N
2
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
N/A
423.00000000
NS
94141.00000000
0.010648880882
Long
EC
CORP
CH
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
13273.00000000
NS
USD
1564488.51000000
0.176969139747
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
3187000000.00000000
PA
907332.26000000
0.102634061222
N/A
DIR
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2025-09-16
0.00000000
USD
0.00000000
USD
3187000000.00000000
INR
907332.26000000
N
N
N
STERIS plc
N/A
STERIS plc
N/A
2170.00000000
NS
USD
309225.00000000
0.034978385516
Long
EC
CORP
IE
N
1
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
60378.00000000
NS
707554.97000000
0.080035994872
Long
EC
CORP
GB
N
2
N
N
N
Omega Healthcare Investors, Inc.
549300OJ7ENK42CZ8E73
Omega Healthcare Investors, Inc.
681936100
1238.00000000
NS
USD
36087.70000000
0.004082106825
Long
EC
CORP
US
N
1
N
N
N
Yamaha Motor Co. Ltd.
3538004LR5NXILJDHY88
Yamaha Motor Co. Ltd.
N/A
2200.00000000
NS
28304.72000000
0.003201724983
Long
EC
CORP
JP
N
2
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
17205.00000000
NS
1799507.13000000
0.203553574686
Long
EC
CORP
GB
N
2
N
N
N
British Land Co. plc (The)
RV5B68J2GV3QGMRPW209
British Land Co. plc (The)
N/A
887.00000000
NS
4524.80000000
0.000511828599
Long
EC
CORP
GB
N
2
N
N
N
Nidec Corp.
353800IF171MZTNL6Y31
Nidec Corp.
N/A
5800.00000000
NS
337641.72000000
0.038192779524
Long
EC
CORP
JP
N
2
N
N
N
Iida Group Holdings Co. Ltd.
35380051BV8PV1I4S949
Iida Group Holdings Co. Ltd.
N/A
1300.00000000
NS
17267.22000000
0.001953203906
Long
EC
CORP
JP
N
2
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
11818.00000000
NS
USD
1558676.02000000
0.176311652429
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
363.00000000
NS
USD
80183.07000000
0.009070011591
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
-1646.00000000
NC
USD
-15070545.50000000
-1.70472423134
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Index
MSDUEAFE Index
2020-06-19
-134832090.00000000
USD
-15070545.50000000
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi SA
N/A
5782.00000000
NS
124967.28000000
0.014135835384
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74912.36000000
0.008473808417
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
15566687.17000000
USD
506073000.00000000
THB
2020-06-17
74912.36000000
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
50002.00000000
NS
USD
4788191.52000000
0.541622472025
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
2749.00000000
NS
USD
502214.81000000
0.056808677293
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
248676480.00000000
PA
995264.30000000
0.112580607570
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
248676480.00000000
ZAR
995264.30000000
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
31897.00000000
NS
738158.20000000
0.083497718785
Long
EC
CORP
AU
N
2
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
380.00000000
NS
USD
104500.00000000
0.011820652555
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
587.00000000
NS
USD
45040.51000000
0.005094815498
Long
EC
CORP
US
N
1
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
2604.00000000
NS
185167.55000000
0.020945466728
Long
EC
CORP
IE
N
2
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
5106.00000000
NS
477905.59000000
0.054058908456
Long
EC
CORP
GB
N
2
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
3402.00000000
NS
USD
97263.18000000
0.011002050308
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90116.12000000
-0.01019360137
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1933465000.00000000
JPY
17938598.15000000
USD
2020-06-17
-90116.12000000
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
4134.00000000
NS
USD
41091.96000000
0.004648170162
Long
EC
CORP
US
N
1
N
N
N
Loblaw Cos. Ltd.
5493008LN3O1DIDTSH67
Loblaw Cos. Ltd.
539481101
11818.00000000
NS
581581.95000000
0.065786393908
Long
EC
CORP
CA
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
N/A
812.00000000
NS
129379.73000000
0.014634955368
Long
EC
CORP
DE
N
2
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
25681.00000000
NS
USD
930165.82000000
0.105216908872
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
1419.00000000
NS
USD
62379.24000000
0.007056108351
Long
EC
CORP
US
N
1
N
N
N
City Developments Ltd.
254900BPLPJS0RJ72373
City Developments Ltd.
N/A
11400.00000000
NS
63723.14000000
0.007208125336
Long
EC
CORP
SG
N
2
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
N/A
76884.00000000
NS
344893.29000000
0.039013050237
Long
EC
CORP
IT
N
2
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
N/A
337.00000000
NS
33230.84000000
0.003758949414
Long
EC
CORP
DE
N
2
N
N
N
Ionis Pharmaceuticals, Inc.
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals, Inc.
462222100
2933.00000000
NS
USD
162869.49000000
0.018423192853
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
598000000.00000000
PA
1308710.68000000
0.148036499940
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
598000000.00000000
ZAR
1308710.68000000
N
N
N
Fisher & Paykel Healthcare Corp. Ltd.
N/A
Fisher & Paykel Healthcare Corp. Ltd.
N/A
8359.00000000
NS
139651.68000000
0.015796880268
Long
EC
CORP
NZ
N
2
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
222200.00000000
NS
258733.97000000
0.029267027403
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13229.60000000
-0.00149648330
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
710451.07000000
USD
983000.00000000
SGD
2020-06-17
-13229.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
363200.06000000
0.041083844185
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
13419000.00000000
BRL
2822378.80000000
USD
2020-06-17
363200.06000000
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc
N/A
3129.00000000
NS
USD
540284.43000000
0.061114971561
Long
EC
CORP
IE
N
1
N
N
N
Toshiba Corp.
549300LBHTST91VKHO68
Toshiba Corp.
N/A
5100.00000000
NS
126468.66000000
0.014305665923
Long
EC
CORP
JP
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
962.00000000
NS
36177.85000000
0.004092304258
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
IRS
N/A
119000000.00000000
PA
-776420.22000000
-0.08782577662
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-16
0.00000000
USD
0.00000000
USD
119000000.00000000
PLN
-776420.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-61234.56000000
-0.00692662639
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
4635000.00000000
EUR
5022643.59000000
USD
2020-06-17
-61234.56000000
N
N
N
Nissan Chemical Corp.
3538002E4L1CUGJFFU25
Nissan Chemical Corp.
N/A
1900.00000000
NS
72900.51000000
0.008246235404
Long
EC
CORP
JP
N
2
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
4303.00000000
NS
USD
1260262.64000000
0.142556237282
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
7819.00000000
NS
198123.61000000
0.022411008199
Long
EC
CORP
CH
N
2
N
N
N
Fortescue Metals Group Ltd.
529900VEJFORCO6I4826
Fortescue Metals Group Ltd.
N/A
33572.00000000
NS
256565.62000000
0.029021751690
Long
EC
CORP
AU
N
2
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
952.00000000
NS
USD
190133.44000000
0.021507189793
Long
EC
CORP
US
N
1
N
N
N
Berkeley Group Holdings plc
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
7037.00000000
NS
369393.85000000
0.041784462745
Long
EC
CORP
GB
N
2
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
1865.00000000
NS
USD
413712.95000000
0.046797675020
Long
EC
CORP
US
N
1
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
98660.00000000
NS
USD
3784597.60000000
0.428099648723
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
3149.00000000
NS
USD
124920.83000000
0.014130581132
Long
EC
CORP
BM
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
1135.00000000
NS
USD
55206.40000000
0.006244743284
Long
EC
CORP
US
N
1
N
N
N
Woodside Petroleum Ltd.
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd.
980228100
4462.00000000
NS
63892.44000000
0.007227275924
Long
EC
CORP
AU
N
2
N
N
N
MISUMI Group, Inc.
353800SJWGE5BEK2V032
MISUMI Group, Inc.
N/A
6600.00000000
NS
156772.22000000
0.017733492277
Long
EC
CORP
JP
N
2
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
2287.00000000
NS
USD
1788159.56000000
0.202269979640
Long
EC
CORP
US
N
1
N
N
N
Sundrug Co. Ltd.
N/A
Sundrug Co. Ltd.
N/A
4800.00000000
NS
164344.67000000
0.018590059745
Long
EC
CORP
JP
N
2
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
4800.00000000
NS
370158.46000000
0.041870952594
Long
EC
CORP
JP
N
2
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
766.00000000
NS
USD
34600.22000000
0.003913848602
Long
EC
CORP
US
N
1
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc., Class A
928563402
1322.00000000
NS
USD
173869.44000000
0.019667466413
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
15OMOPB0A8K0EFUVD031
IAC/InterActiveCorp
44919P508
1005.00000000
NS
USD
224597.40000000
0.025405625169
Long
EC
CORP
US
N
1
N
N
N
TD Ameritrade Holding Corp.
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp.
87236Y108
1830.00000000
NS
USD
71864.10000000
0.008129000548
Long
EC
CORP
US
N
1
N
N
N
Hong Kong & China Gas Co. Ltd.
254900P7BETXGC7YU827
Hong Kong & China Gas Co. Ltd.
N/A
328000.00000000
NS
587841.58000000
0.066494460045
Long
EC
CORP
HK
N
2
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
14319.00000000
NS
USD
589799.61000000
0.066715945139
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
7971.00000000
NS
USD
797259.42000000
0.090183029668
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
1374.00000000
NS
USD
381422.40000000
0.043145087724
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
418259.00000000
NS
590027.63000000
0.066741737916
Long
EC
CORP
GB
N
2
N
N
N
J Sainsbury plc
213800VGZAAJIKJ9Y484
J Sainsbury plc
N/A
159351.00000000
NS
396592.12000000
0.044861030207
Long
EC
CORP
GB
N
2
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
284.00000000
NS
USD
34429.32000000
0.003894517028
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
851.00000000
NC
USD
-85838.61000000
-0.00970974530
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2020-06-19
118342187.50000000
USD
-85838.61000000
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
2078.00000000
NS
USD
57145.00000000
0.006464030528
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
9500.00000000
NS
39421.37000000
0.004459199215
Long
EC
CORP
JP
N
2
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
1534.00000000
NS
USD
180827.92000000
0.020454583872
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
36900.00000000
NS
454041.52000000
0.051359493336
Long
EC
CORP
JP
N
2
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
7399.00000000
NS
USD
18305126.00000000
2.070607984966
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
1578.00000000
NS
USD
298999.44000000
0.033821708081
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
3346.00000000
NS
USD
1176252.84000000
0.133053360181
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934105
7256.00000000
NS
44309.06000000
0.005012076586
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
IRS
N/A
617650000.00000000
PA
-19116.70000000
-0.00216241022
N/A
DIR
GB
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
Y
2025-09-16
0.00000000
USD
0.00000000
USD
617650000.00000000
THB
-19116.70000000
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
88111.00000000
NS
USD
2684742.17000000
0.303688080310
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
3548.00000000
NS
USD
424695.60000000
0.048039991669
Long
EC
CORP
US
N
1
N
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
2676.00000000
NS
USD
260053.68000000
0.029416308105
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
34000000.00000000
PA
USD
-144668.99000000
-0.01636441977
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
29347.77000000
USD
34000000.00000000
USD
-144668.99000000
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
353.00000000
NS
USD
155355.30000000
0.017573215540
Long
EC
CORP
US
N
1
N
N
N
Azrieli Group Ltd.
N/A
Azrieli Group Ltd.
N/A
8800.00000000
NS
521077.25000000
0.058942326572
Long
EC
CORP
IL
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
126605.00000000
NS
USD
3044850.25000000
0.344422171181
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ETRSI
N/A
37958348950.00000000
PA
-1627170.63000000
-0.18405950876
N/A
DE
US
N
2
Merrill Lynch International & Co.
AHYI0DDQ2LCHPGHJC422
KOSPI 200 Index Futures June 2020
KOSPI 200 Index Futures June 2020
Y
2020-06-11
0.00000000
USD
0.00000000
USD
37958348950.00000000
KRW
-1627170.63000000
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
N/A
20351.00000000
NS
290340.61000000
0.032842253335
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
IRS
N/A
42000000.00000000
PA
-295054.45000000
-0.03337546543
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
36347.13000000
USD
0.00000000
USD
42000000.00000000
GBP
-295054.45000000
N
N
N
Land Securities Group plc
213800V8IAVKS37D6B88
Land Securities Group plc
N/A
9353.00000000
NS
77995.28000000
0.008822536898
Long
EC
CORP
GB
N
2
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
46181.00000000
NS
506027.40000000
0.057239943338
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
4024.00000000
NC
4966783.13000000
0.561824092801
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
Australia
Australia 10 Year Bond
2020-06-15
598967128.56000000
AUD
4966783.13000000
N
N
N
Standard Life Aberdeen plc
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen plc
N/A
52387.00000000
NS
145094.21000000
0.016412519083
Long
EC
CORP
GB
N
2
N
N
N
Nippon Paint Holdings Co. Ltd.
529900RYRJUN78A7PL87
Nippon Paint Holdings Co. Ltd.
N/A
700.00000000
NS
40456.82000000
0.004576325480
Long
EC
CORP
JP
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
14269.00000000
NS
USD
3136754.27000000
0.354818013180
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3095.55000000
0.000350157138
N/A
DFE
N/A
N
2
Bank of New York
WFLLPEPC7FZXENRZV188
593588.32000000
USD
544000.00000000
EUR
2020-06-17
3095.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4033.72000000
0.000456279450
N/A
DFE
N/A
N
2
Bank of New York
WFLLPEPC7FZXENRZV188
1095565.25000000
USD
117925000.00000000
JPY
2020-06-17
4033.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13123.46000000
0.001484477138
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
975000.00000000
SGD
704670.70000000
USD
2020-06-17
13123.46000000
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
2158.00000000
NS
USD
351646.10000000
0.039776903067
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
93364.24000000
0.010561016671
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2054000.00000000
CHF
2224025.89000000
USD
2020-06-17
93364.24000000
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
N/A
7605.00000000
NS
503777.95000000
0.056985493894
Long
EC
CORP
AU
N
2
N
N
N
AusNet Services
529900PPFC4A1KRQ2S64
AusNet Services
N/A
50951.00000000
NS
62141.11000000
0.007029171968
Long
EC
CORP
AU
N
2
N
N
N
Black Knight, Inc.
549300TUSNXS3BFFML48
Black Knight, Inc.
09215C105
4470.00000000
NS
USD
315447.90000000
0.035682296892
Long
EC
CORP
US
N
1
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG (Registered)
N/A
13975.00000000
NS
477987.16000000
0.054068135352
Long
EC
CORP
DE
N
2
N
N
N
Oji Holdings Corp.
529900LVC9GIIYUGE243
Oji Holdings Corp.
N/A
7100.00000000
NS
36050.21000000
0.004077866095
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
42916.95000000
0.004854606264
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
4207358.75000000
USD
3875000.00000000
EUR
2020-06-17
42916.95000000
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
3824.00000000
NS
USD
831720.00000000
0.094081082711
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
11350.00000000
NS
USD
1855271.00000000
0.209861376910
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
167000000.00000000
PA
-1652847.96000000
-0.18696403312
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-16
0.00000000
USD
0.00000000
USD
167000000.00000000
PLN
-1652847.96000000
N
N
N
N/A
N/A
NDIRS
N/A
229100000.00000000
PA
93182.34000000
0.010540440817
N/A
DIR
US
N
2
HSBC
MP6I5ZYZBEU3UXPYFY54
Y
2025-09-16
0.00000000
USD
0.00000000
USD
229100000.00000000
CNY
93182.34000000
N
N
N
West Japan Railway Co.
353800QGUXHZ7EBCR121
West Japan Railway Co.
N/A
1800.00000000
NS
111235.74000000
0.012582574490
Long
EC
CORP
JP
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
38119.00000000
NS
408158.98000000
0.046169430525
Long
EC
CORP
CH
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
30534.00000000
NS
USD
2811876.06000000
0.318068994585
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
4204.00000000
NS
USD
427630.88000000
0.048372019659
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9103.34000000
-0.00102973606
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
58723634.00000000
JPY
538468.83000000
USD
2020-06-17
-9103.34000000
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
11200.00000000
NS
136883.53000000
0.015483757403
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33894.20000000
0.003833986237
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2971696.64000000
USD
3648708563.00000000
KRW
2020-06-17
33894.20000000
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
17900.00000000
NS
156456.66000000
0.017697797299
Long
EC
CORP
JP
N
2
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
350.00000000
NS
USD
159253.50000000
0.018014165471
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-458665.13000000
-0.05188249895
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
6297000.00000000
GBP
7473909.30000000
USD
2020-06-17
-458665.13000000
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
1415.00000000
NS
USD
31681.85000000
0.003583733408
Long
EC
CORP
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
343.00000000
NS
46708.20000000
0.005283458408
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-224893.87000000
-0.02543916075
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
7343000.00000000
CAD
5050894.14000000
USD
2020-06-17
-224893.87000000
N
N
N
Boral Ltd.
549300KLCHOLFEMSPR08
Boral Ltd.
N/A
44799.00000000
NS
87066.15000000
0.009848600081
Long
EC
CORP
AU
N
2
N
N
N
Wix.com Ltd.
5493008P6N29Q1AG9464
Wix.com Ltd.
N/A
466.00000000
NS
USD
60957.46000000
0.006895281869
Long
EC
CORP
IL
N
1
N
N
N
Eisai Co. Ltd.
353800HDEE0ZYEX4QV91
Eisai Co. Ltd.
N/A
3300.00000000
NS
230376.15000000
0.026059295944
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14978.36000000
-0.00169429654
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
25005000.00000000
PLN
6010292.85000000
USD
2020-06-17
-14978.36000000
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
154715.00000000
NS
285734.07000000
0.032321178609
Long
EC
CORP
GB
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
242.00000000
NS
13126.31000000
0.001484799520
Long
EC
CORP
BE
N
2
N
N
N
Telia Co. AB
213800FSR9RNDUOTXO25
Telia Co. AB
N/A
50998.00000000
NS
177318.26000000
0.020057584145
Long
EC
CORP
SE
N
2
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
2484.00000000
NS
USD
179369.64000000
0.020289628645
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
25262.00000000
NS
USD
1673102.26000000
0.189255124451
Long
EC
CORP
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
33706.00000000
NS
USD
1733836.64000000
0.196125172337
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
8090.00000000
NS
USD
389938.00000000
0.044108340824
Long
EC
CORP
US
N
1
N
N
N
Toyo Seikan Group Holdings Ltd.
5299004VWXGQPXR05T33
Toyo Seikan Group Holdings Ltd.
N/A
7300.00000000
NS
74057.62000000
0.008377123398
Long
EC
CORP
JP
N
2
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
N/A
54638.00000000
NS
838094.90000000
0.094802187764
Long
EC
CORP
NO
N
2
N
N
N
Yaskawa Electric Corp.
3538003K39GR98R0CK58
Yaskawa Electric Corp.
N/A
1000.00000000
NS
32604.71000000
0.003688123909
Long
EC
CORP
JP
N
2
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
1311.00000000
NS
USD
342197.22000000
0.038708080794
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
1895.00000000
NS
USD
150008.20000000
0.016968371413
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
2424.00000000
NS
USD
66199.44000000
0.007488235211
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
8321.00000000
NS
USD
201950.67000000
0.022843911037
Long
EC
CORP
US
N
1
N
N
N
REA Group Ltd.
N/A
REA Group Ltd.
N/A
1612.00000000
NS
92237.04000000
0.010433511986
Long
EC
CORP
AU
N
2
N
N
N
SEEK Ltd.
549300209NEKXBC8QO27
SEEK Ltd.
N/A
15759.00000000
NS
175937.86000000
0.019901438415
Long
EC
CORP
AU
N
2
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
N/A
950.00000000
NS
31214.67000000
0.003530887738
Long
EC
CORP
AT
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
25159.00000000
NS
1016335.35000000
0.114964086623
Long
EC
CORP
AU
N
2
N
N
N
Concho Resources, Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources, Inc.
20605P101
560.00000000
NS
USD
31763.20000000
0.003592935418
Long
EC
CORP
US
N
1
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
27479.00000000
NS
USD
4911046.88000000
0.555519414849
Long
EC
CORP
US
N
1
N
N
N
easyJet plc
2138001S47XKWIB7TH90
easyJet plc
N/A
7904.00000000
NS
59870.51000000
0.006772330115
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
75237.55000000
0.008510592704
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4170525.91000000
USD
4093000.00000000
CHF
2020-06-17
75237.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-141875.24000000
-0.01604840113
N/A
DFE
N/A
N
2
Northern Trust
6PTKHDJ8HDUF78PFWH30
3342601.20000000
USD
31212000.00000000
SEK
2020-06-17
-141875.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3082.93000000
0.000348729611
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9836243.01000000
USD
11944684000.00000000
KRW
2020-06-17
3082.93000000
N
N
N
Duke Realty Corp.
N/A
Duke Realty Corp.
264411505
3695.00000000
NS
USD
128216.50000000
0.014503375104
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
9071.00000000
NS
USD
1668973.29000000
0.188788070673
Long
EC
CORP
IE
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
12978.00000000
NS
407721.32000000
0.046119924049
Long
EC
CORP
FR
N
2
N
N
N
Coca-Cola Amatil Ltd.
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd.
N/A
51273.00000000
NS
285467.31000000
0.032291003707
Long
EC
CORP
AU
N
2
N
N
N
Schroders plc
2138001YYBULX5SZ2H24
Schroders plc
N/A
4555.00000000
NS
152135.16000000
0.017208965242
Long
EC
CORP
GB
N
2
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
2349.00000000
NS
USD
163372.95000000
0.018480142381
Long
EC
CORP
JE
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
976.00000000
NS
USD
96994.88000000
0.010971701207
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc.
N/A
2200.00000000
NS
64056.84000000
0.007245872243
Long
EC
CORP
JP
N
2
N
N
N
CyberArk Software Ltd.
529900YEXNDM894PWS93
CyberArk Software Ltd.
N/A
1758.00000000
NS
USD
173620.08000000
0.019639259735
Long
EC
CORP
IL
N
1
N
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
27300.00000000
NS
451518.83000000
0.051074135996
Long
EC
CORP
JP
N
2
N
N
N
Fast Retailing Co. Ltd.
353800ZCXKHDPY0N5218
Fast Retailing Co. Ltd.
N/A
800.00000000
NS
379397.61000000
0.042916050987
Long
EC
CORP
JP
N
2
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
4741.00000000
NS
USD
479409.92000000
0.054229072688
Long
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
1666.00000000
NS
USD
217496.30000000
0.024602375065
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
31000000.00000000
PA
868608.94000000
0.098253822835
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
31000000.00000000
SGD
868608.94000000
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
7103.00000000
NS
USD
549061.90000000
0.062107846424
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15105.80000000
0.001708712089
N/A
DFE
N/A
N
2
Bank of New York
WFLLPEPC7FZXENRZV188
483795.62000000
USD
4865056.00000000
SEK
2020-06-17
15105.80000000
N
N
N
N/A
N/A
ETRSI
N/A
196931865.60000000
PA
-445598.32000000
-0.05040442985
N/A
DE
US
N
2
Merrill Lynch International & Co.
AHYI0DDQ2LCHPGHJC422
TAIEX Index Futures May 2020
TAIEX Index Futures May 2020
Y
2020-05-20
0.00000000
USD
0.00000000
USD
196931865.60000000
TWD
-445598.32000000
N
N
N
N/A
N/A
IRS
N/A
50000000.00000000
PA
-206317.24000000
-0.02333784124
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
830.84000000
USD
50000000.00000000
GBP
-206317.24000000
N
N
N
Secom Co. Ltd.
529900TYCL9N3E9PGE47
Secom Co. Ltd.
N/A
3300.00000000
NS
274623.74000000
0.031064419272
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-340112.55000000
-0.03847227065
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6532000.00000000
AUD
3917044.44000000
USD
2020-06-17
-340112.55000000
N
N
N
Lehman Brothers Holdings, Inc.
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings, Inc.
N/A
110000.00000000
PA
USD
0.01000000
0.000000001131
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
5.85700000
Y
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45626.33000000
0.005161081285
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
10435000.00000000
SEK
1115713.97000000
USD
2020-06-17
45626.33000000
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
2419.00000000
NS
USD
666628.02000000
0.075406490029
Long
EC
CORP
US
N
1
N
N
N
Ono Pharmaceutical Co. Ltd.
N/A
Ono Pharmaceutical Co. Ltd.
N/A
5100.00000000
NS
122870.77000000
0.013898685946
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
283500000.00000000
PA
1475212.53000000
0.166870571890
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
283500000.00000000
ZAR
1475212.53000000
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
41188.00000000
NS
USD
2504642.28000000
0.283315848492
Long
EC
CORP
US
N
1
N
N
N
Sun Communities, Inc.
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
1961.00000000
NS
USD
263558.40000000
0.029812749037
Long
EC
CORP
US
N
1
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
2800.00000000
NS
45208.77000000
0.005113848446
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
448546.79000000
0.050737949851
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
29750324.00000000
CAD
21823516.50000000
USD
2020-06-17
448546.79000000
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
Kerry Group plc, Class A
N/A
1331.00000000
NS
152712.94000000
0.017274321573
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
211051.29000000
0.023873339430
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
18137285.24000000
USD
22274400000.00000000
KRW
2020-06-17
211051.29000000
N
N
N
Japan Post Bank Co. Ltd.
5493006JVO6N2HC2XZ76
Japan Post Bank Co. Ltd.
N/A
24300.00000000
NS
225630.02000000
0.025522431315
Long
EC
CORP
JP
N
2
N
N
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
3461.00000000
NS
USD
148580.73000000
0.016806901299
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
82486.00000000
NS
USD
419853.74000000
0.047492298417
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp. SA
5493009HMD0C90GUV498
Red Electrica Corp. SA
N/A
2461.00000000
NS
43318.23000000
0.004899997570
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-74460.14000000
-0.00842265496
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
261469000.00000000
JPY
2363623.76000000
USD
2020-06-17
-74460.14000000
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
77202.00000000
NS
1610634.26000000
0.182188975897
Long
EC
CORP
GB
N
2
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
1201.00000000
NS
USD
132410.25000000
0.014977756555
Long
EC
CORP
IE
N
1
N
N
N
Teva Pharmaceutical Industries Ltd.
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
23466.00000000
NS
USD
252024.84000000
0.028508115492
Long
EC
CORP
IL
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
10776.00000000
NS
USD
946132.80000000
0.107023034450
Long
EC
CORP
US
N
1
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
14922.00000000
NS
USD
2416617.90000000
0.273358856986
Long
EC
CORP
US
N
1
N
N
N
Taiheiyo Cement Corp.
N/A
Taiheiyo Cement Corp.
N/A
3000.00000000
NS
58892.58000000
0.006661710299
Long
EC
CORP
JP
N
2
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
8166.00000000
NS
USD
897280.08000000
0.101496995890
Long
EC
CORP
US
N
1
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
N/A
4399.00000000
NS
149409.65000000
0.016900665656
Long
EC
CORP
NO
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
11988.00000000
NS
982081.18000000
0.111089381913
Long
EC
CORP
FR
N
2
N
N
N
Cabot Oil & Gas Corp.
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp.
127097103
3741.00000000
NS
USD
80880.42000000
0.009148893237
Long
EC
CORP
US
N
1
N
N
N
Israel Chemicals Ltd.
529900FQVQD88SHIGM04
Israel Chemicals Ltd.
N/A
54921.00000000
NS
191620.75000000
0.021675428786
Long
EC
CORP
IL
N
2
N
N
N
Ryman Healthcare Ltd.
529900UR74KKRFG56I57
Ryman Healthcare Ltd.
N/A
20350.00000000
NS
148450.42000000
0.016792161115
Long
EC
CORP
NZ
N
2
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
14777.00000000
NS
USD
2285115.28000000
0.258483768171
Long
EC
CORP
US
N
1
N
N
N
Ocado Group plc
213800LO8F61YB8MBC74
Ocado Group plc
N/A
6060.00000000
NS
122398.07000000
0.013845215874
Long
EC
CORP
GB
N
2
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
11903.00000000
NS
USD
1087458.08000000
0.123009226145
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Hang Seng Index
N/A
-254.00000000
NC
-1307386.48000000
-0.14788671134
N/A
DE
HK
N
1
HKCC & SEOCH
213800NM8ZN1F16ARD34
Short
Hang Seng Index
HK0000004322
2020-05-28
-311175400.00000000
HKD
-1307386.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2236532.45000000
-0.25298825856
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
17005688.49000000
USD
275033000.00000000
ZAR
2020-06-17
-2236532.45000000
N
N
N
N/A
N/A
IRS
N/A
85000000.00000000
PA
-750308.15000000
-0.08487207608
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
37401.95000000
USD
0.00000000
USD
85000000.00000000
EUR
-750308.15000000
N
N
N
Singapore Technologies Engineering Ltd.
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd.
N/A
150900.00000000
NS
365441.03000000
0.041337334403
Long
EC
CORP
SG
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
8173.00000000
NS
2830288.50000000
0.320151741531
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
405292.15000000
0.045845145345
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
8943797.44000000
USD
91168000.00000000
SEK
2020-06-17
405292.15000000
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
3264.00000000
NS
USD
487935.36000000
0.055193438852
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
1305.00000000
NS
USD
378345.60000000
0.042797051516
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
4200.00000000
NS
383012.06000000
0.043324904170
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
442000000.00000000
PA
-391593.26000000
-0.04429557769
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
24381.72000000
USD
0.00000000
USD
442000000.00000000
SEK
-391593.26000000
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
2100.00000000
NS
269495.06000000
0.030484282006
Long
EC
CORP
JP
N
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
N/A
339.00000000
NS
81283.13000000
0.009194446299
Long
EC
CORP
FR
N
2
N
N
N
Xerox Holdings Corp.
N/A
Xerox Holdings Corp.
98421M106
1714.00000000
NS
USD
31349.06000000
0.003546089437
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
22922.00000000
NS
USD
349102.06000000
0.039489130695
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
8100.00000000
NS
380017.53000000
0.042986174039
Long
EC
CORP
JP
N
2
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
163400.00000000
NS
411487.47000000
0.046545936973
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
IRS
N/A
113000000.00000000
PA
-492266.60000000
-0.05568337266
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-16
0.00000000
USD
0.00000000
USD
113000000.00000000
PLN
-492266.60000000
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
7506.00000000
NS
USD
2512108.08000000
0.284160352108
Long
EC
CORP
US
N
1
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
31473.00000000
NS
USD
4163563.17000000
0.470966828948
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98529.49000000
0.011145290600
N/A
DFE
N/A
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
82934000.00000000
ZAR
4552050.29000000
USD
2020-06-17
98529.49000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
3315.00000000
NS
1281555.66000000
0.144964824758
Long
EC
CORP
FR
N
2
N
N
N
Knight-Swift Transportation Holdings, Inc.
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
8170.00000000
NS
USD
303760.60000000
0.034360272848
Long
EC
CORP
US
N
1
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG (Registered)
N/A
11432.00000000
NS
211329.23000000
0.023904778972
Long
EC
CORP
CH
N
2
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
10750.00000000
NS
USD
715735.00000000
0.080961289538
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26886.31000000
-0.00304127970
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24574000.00000000
SEK
2493126.50000000
USD
2020-06-17
-26886.31000000
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc.
679295105
1663.00000000
NS
USD
251611.90000000
0.028461405250
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
344655.95000000
0.038986203216
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
20066757.82000000
USD
660397000.00000000
THB
2020-06-17
344655.95000000
N
N
N
N/A
N/A
MSCI Singapore Index
N/A
247.00000000
NC
154540.88000000
0.017481091369
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
SIMSCI Index
2020-05-28
7365540.00000000
SGD
154540.88000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
3744.00000000
NS
1093568.13000000
0.123700372348
Long
EC
CORP
NL
N
2
N
N
N
DSV Panalpina A/S
529900X41C0BSLK67H70
DSV Panalpina A/S
N/A
520.00000000
NS
54028.11000000
0.006111459488
Long
EC
CORP
DK
N
2
N
N
N
Fiat Chrysler Automobiles NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
N/A
19673.00000000
NS
170642.57000000
0.019302454843
Long
EC
CORP
NL
N
2
N
N
N
Aurizon Holdings Ltd.
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
N/A
104028.00000000
NS
316021.75000000
0.035747208676
Long
EC
CORP
AU
N
2
N
N
N
Lendlease Group
N/A
Lendlease Group
N/A
11735.00000000
NS
93479.16000000
0.010574015995
Long
EC
CORP
AU
N
2
N
N
N
Calbee, Inc.
529900CIHZID6O8LJH81
Calbee, Inc.
N/A
600.00000000
NS
18154.55000000
0.002053575386
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10915.56000000
0.001234727676
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
1288438.14000000
USD
1184628.00000000
EUR
2020-06-17
10915.56000000
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
1532.00000000
NS
USD
140790.80000000
0.015925733299
Long
EC
CORP
US
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB, Class B
N/A
3257.00000000
NS
159827.31000000
0.018079072730
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
FTSE 100 Index
N/A
529.00000000
NC
1393304.70000000
0.157605461842
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2020-06-19
31131650.00000000
GBP
1393304.70000000
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB, Class A
N/A
12700.00000000
NS
150293.66000000
0.017000661589
Long
EC
CORP
SE
N
2
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
3900.00000000
NS
194818.41000000
0.022037136229
Long
EC
CORP
JP
N
2
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
3300.00000000
NS
66047.88000000
0.007471091306
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
176000000.00000000
PA
-1688923.37000000
-0.19104474975
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-16
0.00000000
USD
0.00000000
USD
176000000.00000000
PLN
-1688923.37000000
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
25982.00000000
NS
USD
2135720.40000000
0.241584773243
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-614073.55000000
-0.06946172323
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
10508000.00000000
AUD
6234396.40000000
USD
2020-06-17
-614073.55000000
N
N
N
DocuSign, Inc.
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
1889.00000000
NS
USD
197872.75000000
0.022382631846
Long
EC
CORP
US
N
1
N
N
N
TPG Telecom Ltd.
N/A
TPG Telecom Ltd.
N/A
22607.00000000
NS
107874.10000000
0.012202318237
Long
EC
CORP
AU
N
2
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
7522.00000000
NS
USD
372188.56000000
0.042100589979
Long
EC
CORP
US
N
1
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
2096.00000000
NS
USD
36512.32000000
0.004130138265
Long
EC
CORP
US
N
1
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
3800.00000000
NS
90639.04000000
0.010252752151
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
63292.17000000
0.007159375608
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1924788.37000000
USD
213209000.00000000
JPY
2020-06-17
63292.17000000
N
N
N
Knollwood CDO Ltd.
N/A
Knollwood CDO Ltd., Series 2004-1A, Class C
499169AD2
175848.55000000
PA
USD
0.02000000
0.000000002262
Long
ABS-CBDO
CORP
KY
N
3
2039-01-10
Floating
4.55238000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
1549.00000000
NS
USD
767111.27000000
0.086772782717
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
3326.00000000
NS
USD
474254.34000000
0.053645892593
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
987.00000000
NS
USD
86925.09000000
0.009832643897
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
N/A
1174.00000000
NS
56037.97000000
0.006338807399
Long
EC
CORP
ES
N
2
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
3296.00000000
NS
USD
57515.20000000
0.006505906180
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
2869.00000000
NS
USD
469081.50000000
0.053060760111
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
49851.00000000
NS
728803.43000000
0.082439541887
Long
EC
CORP
DE
N
2
N
N
N
Grubhub, Inc.
529900CR2K1AJ5W4RR39
Grubhub, Inc.
400110102
4444.00000000
NS
USD
212378.76000000
0.024023497914
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
N/A
16876.00000000
NS
297774.08000000
0.033683099901
Long
EC
CORP
NO
N
2
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc.
252131107
1578.00000000
NS
USD
528945.60000000
0.059832365151
Long
EC
CORP
US
N
1
N
N
N
Wayfair, Inc.
54930027N9ZAVYFDHK53
Wayfair, Inc., Class A
94419L101
2676.00000000
NS
USD
331931.04000000
0.037546808576
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5973.80000000
-0.00067573410
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1678906.25000000
PLN
398579.91000000
USD
2020-06-17
-5973.80000000
N
N
N
N/A
N/A
NDIRS
N/A
34255650000.00000000
PA
-46660.44000000
-0.00527805597
N/A
DIR
US
N
2
Citibank
E57ODZWZ7FF32TWEFA76
Y
2025-09-16
0.00000000
USD
0.00000000
USD
34255650000.00000000
KRW
-46660.44000000
N
N
N
Spirax-Sarco Engineering plc
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering plc
N/A
3817.00000000
NS
417730.59000000
0.047252135561
Long
EC
CORP
GB
N
2
N
N
N
Harley-Davidson, Inc.
ZDNAWZWXIKMWI51R2A08
Harley-Davidson, Inc.
412822108
3938.00000000
NS
USD
85966.54000000
0.009724216274
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
42000000.00000000
PA
-304328.43000000
-0.03442450367
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
6947.71000000
USD
0.00000000
USD
42000000.00000000
GBP
-304328.43000000
N
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
10467.00000000
NS
USD
650942.73000000
0.073632228179
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
9045.00000000
NS
29566.14000000
0.003344412137
Long
EC
CORP
ES
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB, Class B
N/A
12957.00000000
NS
246516.32000000
0.027885012133
Long
EC
CORP
SE
N
2
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
4380.00000000
NS
86306.53000000
0.009762674683
Long
EC
CORP
FR
N
2
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
2203.00000000
NS
USD
290135.10000000
0.032819006806
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
1250.00000000
NS
USD
98125.00000000
0.011099536191
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
7110.00000000
NS
USD
593685.00000000
0.067155446051
Long
EC
CORP
IE
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
894.00000000
NS
454782.07000000
0.051443261606
Long
EC
CORP
FR
N
2
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
N/A
446.00000000
NS
326057.49000000
0.036882414376
Long
EC
CORP
FR
N
2
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
11100.00000000
NS
323800.28000000
0.036627087150
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
9000.00000000
NS
280548.88000000
0.031734649141
Long
EC
CORP
JP
N
2
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
6099.00000000
NS
USD
527136.57000000
0.059627734384
Long
EC
CORP
US
N
1
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535104
154.00000000
NS
USD
133339.36000000
0.015082854033
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
9793.00000000
NS
903729.01000000
0.102226474942
Long
EC
CORP
DE
N
2
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA
N/A
2399.00000000
NS
187010.19000000
0.021153899333
Long
EC
CORP
DE
N
2
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
5289.00000000
NS
USD
96894.48000000
0.010960344331
Long
EC
CORP
US
N
1
N
N
N
Canadian Tire Corp. Ltd.
549300RLHDA7VQYMUB14
Canadian Tire Corp. Ltd., Class A
136681202
1629.00000000
NS
114303.27000000
0.012929562111
Long
EC
CORP
CA
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
N/A
25984.00000000
NS
37757.20000000
0.004270954475
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
IRS
N/A
22000000.00000000
PA
USD
-65008.66000000
-0.00735353859
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
7223.02000000
USD
0.00000000
USD
22000000.00000000
USD
-65008.66000000
N
N
N
TripAdvisor, Inc.
N/A
TripAdvisor, Inc.
896945201
2134.00000000
NS
USD
42615.98000000
0.004820561654
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Long Gilt
N/A
300.00000000
NC
439287.34000000
0.049690555197
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2020-06-26
41310000.00000000
GBP
439287.34000000
N
N
N
SMC Corp.
N/A
SMC Corp.
N/A
600.00000000
NS
271213.59000000
0.030678675748
Long
EC
CORP
JP
N
2
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
11709.00000000
NS
324412.61000000
0.036696351649
Long
EC
CORP
GB
N
2
N
N
N
UOL Group Ltd.
254900O9PRCWTMR86R25
UOL Group Ltd.
N/A
3500.00000000
NS
16833.84000000
0.001904181567
Long
EC
CORP
SG
N
2
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
5040.00000000
NS
USD
554954.40000000
0.062774384176
Long
EC
CORP
US
N
1
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
Vifor Pharma AG
N/A
103.00000000
NS
15452.47000000
0.001747926114
Long
EC
CORP
CH
N
2
N
N
N
Galaxy Entertainment Group Ltd.
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd.
N/A
25000.00000000
NS
160787.63000000
0.018187700568
Long
EC
CORP
HK
N
2
N
N
N
Kajima Corp.
N/A
Kajima Corp.
N/A
13800.00000000
NS
143392.66000000
0.016220046056
Long
EC
CORP
JP
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
N/A
4169.00000000
NS
183535.56000000
0.020760862070
Long
EC
CORP
DE
N
2
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
584.00000000
NS
USD
21748.16000000
0.002460071225
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
1439.00000000
NS
USD
141223.46000000
0.015974674194
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
OIS
N/A
1514590000.00000000
PA
592014.40000000
0.066966473973
N/A
DIR
GB
N
2
Nomura International plc
DGQCSV2PHVF7I2743539
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1514590000.00000000
INR
592014.40000000
N
N
N
Nagoya Railroad Co. Ltd.
353800P62OOYUY3I8T51
Nagoya Railroad Co. Ltd.
N/A
1800.00000000
NS
51509.13000000
0.005826521810
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
966370.35000000
0.109312231073
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2015262241.00000000
JPY
19757808.06000000
USD
2020-06-17
966370.35000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
6251.00000000
NS
USD
123707.29000000
0.013993309987
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
1307.00000000
NS
USD
61023.83000000
0.006902789397
Long
EC
CORP
US
N
1
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
20208.00000000
NS
USD
529247.52000000
0.059866517222
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
6271.00000000
NS
USD
1032770.99000000
0.116823225283
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
9320.00000000
NS
USD
382213.20000000
0.043234540088
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
10756.00000000
NS
370699.91000000
0.041932199410
Long
EC
CORP
SE
N
2
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
23191.00000000
NS
227825.28000000
0.025770750987
Long
EC
CORP
GB
N
2
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
4600.00000000
NS
85562.02000000
0.009678458472
Long
EC
CORP
JP
N
2
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
147.00000000
NS
USD
78455.37000000
0.008874580572
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
83000000.00000000
PA
USD
-404969.21000000
-0.04580861556
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
21523.32000000
USD
0.00000000
USD
83000000.00000000
USD
-404969.21000000
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
80.00000000
NS
60866.22000000
0.006884961138
Long
EC
CORP
CH
N
2
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
4320.00000000
NS
USD
70804.80000000
0.008009176459
Long
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano SpA
213800ED5AN2J56N6Z02
Davide Campari-Milano SpA
N/A
15468.00000000
NS
120222.88000000
0.013599166446
Long
EC
CORP
IT
N
2
N
N
N
Nabtesco Corp.
529900DVHQXYRTGW7739
Nabtesco Corp.
N/A
1300.00000000
NS
37199.94000000
0.004207919290
Long
EC
CORP
JP
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
5613.00000000
NS
USD
2356618.05000000
0.266571896410
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG (Registered)
N/A
7673.00000000
NS
68693.96000000
0.007770406065
Long
EC
CORP
DE
N
2
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
6700.00000000
NS
460566.44000000
0.052097568094
Long
EC
CORP
JP
N
2
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
825.00000000
NS
USD
481395.75000000
0.054453702415
Long
EC
CORP
US
N
1
N
N
N
Associated British Foods plc
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
N/A
21944.00000000
NS
520936.07000000
0.058926356813
Long
EC
CORP
GB
N
2
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
23318.00000000
NS
USD
2032863.24000000
0.229949952657
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
3305.00000000
NS
USD
424692.50000000
0.048039641008
Long
EC
CORP
US
N
1
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
13940.00000000
NS
USD
261793.20000000
0.029613076158
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
1027.00000000
NS
USD
250690.70000000
0.028357202522
Long
EC
CORP
US
N
1
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
35383.00000000
NS
USD
1735536.15000000
0.196317414607
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
246069.08000000
0.027834422002
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
294589000.00000000
THB
9351164.91000000
USD
2020-06-17
246069.08000000
N
N
N
RSA Insurance Group plc
549300HOGQ7E0TY86138
RSA Insurance Group plc
N/A
9914.00000000
NS
44930.85000000
0.005082411166
Long
EC
CORP
GB
N
2
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
1949.00000000
NS
USD
140133.10000000
0.015851336713
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies, Inc.
N/A
Tyler Technologies, Inc.
902252105
1255.00000000
NS
USD
402465.95000000
0.045525456079
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250P103
5688.00000000
NS
USD
148684.32000000
0.016818619015
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1061.23000000
0.000120042402
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1594940.13000000
USD
171161000.00000000
JPY
2020-06-17
1061.23000000
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
15826.00000000
NS
USD
1245031.42000000
0.140833338147
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
12066.00000000
NS
USD
961298.22000000
0.108738490533
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
527100000.00000000
PA
619656.95000000
0.070093296741
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
527100000.00000000
ZAR
619656.95000000
N
N
N
Hargreaves Lansdown plc
2138008ZCE93ZDSESG90
Hargreaves Lansdown plc
N/A
3145.00000000
NS
56907.15000000
0.006437125818
Long
EC
CORP
GB
N
2
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
13098.00000000
NS
USD
2456660.88000000
0.277888370420
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
1968.00000000
NS
USD
86237.76000000
0.009754895675
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
58249.00000000
NS
606030.96000000
0.068551975272
Long
EC
CORP
AU
N
2
N
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
1400.00000000
NS
214586.03000000
0.024273176113
Long
EC
CORP
JP
N
2
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
9354.00000000
NS
USD
100555.50000000
0.011374465340
Long
EC
CORP
US
N
1
N
N
N
Magellan Financial Group Ltd.
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd.
N/A
2220.00000000
NS
72719.74000000
0.008225787372
Long
EC
CORP
AU
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
2300.00000000
NS
USD
229011.00000000
0.025904875237
Long
EC
CORP
NL
N
1
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
1756.00000000
NS
USD
196531.52000000
0.022230916881
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
4849.00000000
NS
USD
684921.25000000
0.077475752383
Long
EC
CORP
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
336.00000000
NS
25498.99000000
0.002884351208
Long
EC
CORP
NL
N
2
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
10181.00000000
NS
151200.50000000
0.017103239968
Long
EC
CORP
FR
N
2
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
2300.00000000
NS
821127.93000000
0.092882947024
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
193725000.00000000
PA
629310.31000000
0.071185249033
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
193725000.00000000
ZAR
629310.31000000
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
1306.00000000
NS
USD
232846.74000000
0.026338759925
Long
EC
CORP
IE
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
4717.00000000
NS
USD
151321.36000000
0.017116911203
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
5913.00000000
NS
USD
1595386.53000000
0.180464209212
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
8087.00000000
NS
USD
2363668.36000000
0.267369401337
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp. Japan
N/A
2800.00000000
NS
288254.46000000
0.032606275781
Long
EC
CORP
JP
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
37032.00000000
NS
3922060.25000000
0.443648914034
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-106942.13000000
-0.01209689724
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
164702000.00000000
ZAR
8737485.77000000
USD
2020-06-17
-106942.13000000
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
12566.00000000
NS
USD
800831.18000000
0.090587053916
Long
EC
CORP
US
N
1
N
N
N
Auckland International Airport Ltd.
549300HFZIZDJWB7AK60
Auckland International Airport Ltd.
N/A
79996.00000000
NS
295408.42000000
0.033415505213
Long
EC
CORP
NZ
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15339.91000000
-0.00173519374
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1386598.07000000
USD
2104000.00000000
AUD
2020-06-17
-15339.91000000
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
110800.00000000
NS
1016896.85000000
0.115027601421
Long
EC
CORP
HK
N
2
N
N
N
Flight Centre Travel Group Ltd.
254900BGNUI78EKEJY68
Flight Centre Travel Group Ltd.
N/A
2267.00000000
NS
16066.12000000
0.001817339927
Long
EC
CORP
AU
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1119372.89000000
0.126619311125
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
41357000.00000000
BRL
8698496.16000000
USD
2020-06-17
1119372.89000000
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
4065.00000000
NS
70582.75000000
0.007984058987
Long
EC
CORP
GB
N
2
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
862.00000000
NS
USD
163142.12000000
0.018454031748
Long
EC
CORP
US
N
1
N
N
N
ASX Ltd.
N/A
ASX Ltd.
N/A
2361.00000000
NS
124484.90000000
0.014081270347
Long
EC
CORP
AU
N
2
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
20100.00000000
NS
457750.09000000
0.051778993024
Long
EC
CORP
JP
N
2
N
N
N
Coles Group Ltd.
549300OHQRG2HN8LZ793
Coles Group Ltd.
N/A
27644.00000000
NS
277209.19000000
0.031356875790
Long
EC
CORP
AU
N
2
N
N
N
a2 Milk Co. Ltd.
529900PVC9CV0KFA2U62
a2 Milk Co. Ltd.
N/A
21004.00000000
NS
249988.27000000
0.028277746244
Long
EC
CORP
NZ
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
8745.00000000
NS
407255.16000000
0.046067193758
Long
EC
CORP
BE
N
2
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
10055.00000000
NS
USD
2323911.60000000
0.262872264048
Long
EC
CORP
US
N
1
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
N/A
1747.00000000
NS
49221.21000000
0.005567720782
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-70715.72000000
-0.00799910006
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1047228.00000000
GBP
1248517.89000000
USD
2020-06-17
-70715.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
73549.77000000
0.008319677288
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3136916.54000000
USD
2927000.00000000
EUR
2020-06-17
73549.77000000
N
N
N
Scentre Group
N/A
Scentre Group
N/A
90149.00000000
NS
135426.11000000
0.015318899456
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
120633.42000000
0.013645605209
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
5488328.10000000
USD
54696000.00000000
SEK
2020-06-17
120633.42000000
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
6658.00000000
NS
USD
288690.88000000
0.032655641994
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
960.00000000
NS
USD
79939.20000000
0.009042425921
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS, Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H206
1953.00000000
NS
USD
33708.78000000
0.003813012214
Long
EC
CORP
US
N
1
N
N
N
Kyocera Corp.
N/A
Kyocera Corp.
N/A
2200.00000000
NS
117546.89000000
0.013296468379
Long
EC
CORP
JP
N
2
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
2067.00000000
NS
USD
90761.97000000
0.010266657536
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40484.89000000
-0.00457950065
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2077000.00000000
NZD
1233264.44000000
USD
2020-06-17
-40484.89000000
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
11081.00000000
NS
USD
466510.10000000
0.052769892877
Long
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
N/A
859.00000000
NS
105280.69000000
0.011908961313
Long
EC
CORP
NL
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
3997.00000000
NS
51219.84000000
0.005793798397
Long
EC
CORP
SE
N
2
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
3880.00000000
NS
USD
116128.40000000
0.013136014049
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-632801.88000000
-0.07158020248
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
14858885.95000000
USD
12970000.00000000
EUR
2020-06-17
-632801.88000000
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
2058.00000000
NS
USD
71268.54000000
0.008061633009
Long
EC
CORP
US
N
1
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB, Class A
N/A
30656.00000000
NS
252374.31000000
0.028547646243
Long
EC
CORP
SE
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
6344.00000000
NS
51027.73000000
0.005772067626
Long
EC
CORP
FR
N
2
N
N
N
TUI AG
529900SL2WSPV293B552
TUI AG
N/A
5308.00000000
NS
21145.48000000
0.002391898298
Long
EC
CORP
DE
N
2
N
N
N
Israel Discount Bank Ltd.
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd., Class A
465074201
141368.00000000
NS
458642.20000000
0.051879905200
Long
EC
CORP
IL
N
2
N
N
N
WP Carey, Inc.
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
3867.00000000
NS
USD
254371.26000000
0.028773533823
Long
EC
CORP
US
N
1
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
2470.00000000
NS
USD
943095.40000000
0.106679455023
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
88000000.00000000
PA
214319.94000000
0.024243076999
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
88000000.00000000
CAD
214319.94000000
N
N
N
Mitsubishi Estate Co. Ltd.
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co. Ltd.
N/A
8100.00000000
NS
131042.88000000
0.014823084730
Long
EC
CORP
JP
N
2
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
4393.00000000
NS
USD
164605.71000000
0.018619587622
Long
EC
CORP
US
N
1
N
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
6366.00000000
NS
1268918.09000000
0.143535309695
Long
EC
CORP
AU
N
2
N
N
N
Murata Manufacturing Co. Ltd.
529900QZG6DL8ZRI7140
Murata Manufacturing Co. Ltd.
N/A
7400.00000000
NS
416967.88000000
0.047165860633
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
68198.00000000
NS
152380.92000000
0.017236764702
Long
EC
CORP
ES
N
2
N
N
N
Kintetsu Group Holdings Co. Ltd.
N/A
Kintetsu Group Holdings Co. Ltd.
N/A
700.00000000
NS
33439.39000000
0.003782539816
Long
EC
CORP
JP
N
2
N
N
N
GoDaddy, Inc.
N/A
GoDaddy, Inc., Class A
380237107
2626.00000000
NS
USD
182323.18000000
0.020623722139
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8894.65000000
0.001006129830
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2831000.00000000
MYR
665960.95000000
USD
2020-06-17
8894.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4532918.46000000
-0.51274692992
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
50596642.84000000
USD
1118287000.00000000
MXN
2020-06-17
-4532918.46000000
N
N
N
E*TRADE Financial Corp.
549300LYE2HSVYJFJD24
E*TRADE Financial Corp.
269246401
1907.00000000
NS
USD
77443.27000000
0.008760095573
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
6782.00000000
NS
USD
73991.62000000
0.008369657722
Long
EC
CORP
US
N
1
N
N
N
Pearson plc
2138004JBXWWJKIURC57
Pearson plc
N/A
10678.00000000
NS
61576.26000000
0.006965278230
Long
EC
CORP
GB
N
2
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
N/A
24596.00000000
NS
872971.38000000
0.098747285873
Long
EC
CORP
FR
N
2
N
N
N
LafargeHolcim Ltd.
529900EHPFPYHV6IQO98
LafargeHolcim Ltd. (Registered)
N/A
4184.00000000
NS
173774.05000000
0.019656676250
Long
EC
CORP
CH
N
2
N
N
N
Guidewire Software, Inc.
549300WXSG0J8IXZCK32
Guidewire Software, Inc.
40171V100
2007.00000000
NS
USD
182315.88000000
0.020622896390
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
1024.00000000
NS
USD
247040.00000000
0.027944248873
Long
EC
CORP
US
N
1
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
297.00000000
NS
234048.00000000
0.026474642002
Long
EC
CORP
CH
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG (Registered)
N/A
317.00000000
NS
164710.77000000
0.018631471620
Long
EC
CORP
CH
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
N/A
2246.00000000
NS
260667.45000000
0.029485735492
Long
EC
CORP
DE
N
2
N
N
N
Varian Medical Systems, Inc.
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems, Inc.
92220P105
1093.00000000
NS
USD
125017.34000000
0.014141497986
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
760.00000000
NS
39751.64000000
0.004496558133
Long
EC
CORP
ES
N
2
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
2636.00000000
NS
USD
488846.20000000
0.055296469696
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
11194.00000000
NS
346251.41000000
0.039166675736
Long
EC
CORP
SE
N
2
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
2234.00000000
NS
USD
499254.32000000
0.056473797641
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Motors Corp.
5299006ZTN6MO1N5BR16
Mitsubishi Motors Corp.
N/A
26900.00000000
NS
76231.53000000
0.008623028037
Long
EC
CORP
JP
N
2
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
1674.00000000
NS
USD
123507.72000000
0.013970735368
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
222.00000000
NC
USD
2018393.28000000
0.228313164431
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE E-Mini Index
MSDUEAFE Index
2020-06-19
18185130.00000000
USD
2018393.28000000
N
N
N
Yamato Holdings Co. Ltd.
N/A
Yamato Holdings Co. Ltd.
N/A
4400.00000000
NS
76796.12000000
0.008686892364
Long
EC
CORP
JP
N
2
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
318.00000000
NS
12489.50000000
0.001412765933
Long
EC
CORP
CH
N
2
N
N
N
Marks & Spencer Group plc
213800EJP14A79ZG1X44
Marks & Spencer Group plc
N/A
111795.00000000
NS
130248.75000000
0.014733255689
Long
EC
CORP
GB
N
2
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
46718.00000000
NS
1608493.90000000
0.181946866310
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
185249.71000000
0.020954760362
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3571053.81000000
USD
38473871.00000000
NOK
2020-06-17
185249.71000000
N
N
N
WPP plc
549300LSGBXPYHXGDT93
WPP plc
N/A
26674.00000000
NS
206966.99000000
0.023411338557
Long
EC
CORP
JE
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
53528.00000000
NS
457298.46000000
0.051727906313
Long
EC
CORP
SE
N
2
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
4247.00000000
NS
USD
233245.24000000
0.026383836767
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6844.24000000
-0.00077419505
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2396836.67000000
USD
2304000.00000000
CHF
2020-06-17
-6844.24000000
N
N
N
Sony Corp.
529900R5WX9N2OI2N910
Sony Corp.
N/A
12300.00000000
NS
791555.59000000
0.089537833566
Long
EC
CORP
JP
N
2
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc., Class C
904311206
6505.00000000
NS
USD
60301.35000000
0.006821065138
Long
EC
CORP
US
N
1
N
N
N
Colruyt SA
5493000O0NZ1BCXO8K39
Colruyt SA
N/A
3164.00000000
NS
189623.66000000
0.021449525369
Long
EC
CORP
BE
N
2
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
4871.00000000
NS
147779.46000000
0.016716264607
Long
EC
CORP
IE
N
2
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
1350.00000000
NS
USD
212071.50000000
0.023988741802
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
29114.00000000
NS
USD
1091192.72000000
0.123431674776
Long
EC
CORP
US
N
1
N
N
N
Mondi plc
213800LOZA69QFDC9N34
Mondi plc
N/A
11389.00000000
NS
201121.94000000
0.022750168172
Long
EC
CORP
GB
N
2
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
2000.00000000
NS
326426.72000000
0.036924180305
Long
EC
CORP
JP
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
13724.00000000
NS
1340474.78000000
0.151629537164
Long
EC
CORP
FR
N
2
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
3711.00000000
NS
USD
227966.73000000
0.025786751287
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
2128.00000000
NS
USD
128339.68000000
0.014517308768
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
917.00000000
NS
USD
140878.71000000
0.015935677352
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
13071.00000000
NS
USD
684789.69000000
0.077460870803
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
N/A
1495.00000000
NS
334893.72000000
0.037881935953
Long
EC
CORP
FR
N
2
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
19970.00000000
NS
91312.58000000
0.010328940498
Long
EC
CORP
ES
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
10305.00000000
NS
USD
831613.50000000
0.094069035826
Long
EC
CORP
US
N
1
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
N/A
1567.00000000
NS
39185.08000000
0.004432470966
Long
EC
CORP
ES
N
2
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
1587.00000000
NS
USD
39698.81000000
0.004490582199
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1867.00000000
NS
USD
953812.96000000
0.107891785674
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
40000000.00000000
PA
-307674.65000000
-0.03480301567
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
5920.80000000
USD
40000000.00000000
EUR
-307674.65000000
N
N
N
Tiffany & Co.
549300EJG9IEYQL5XT21
Tiffany & Co.
886547108
7189.00000000
NS
USD
909408.50000000
0.102868917793
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-28469.07000000
-0.00322031564
N/A
DFE
N/A
N
2
Bank of New York
WFLLPEPC7FZXENRZV188
1749000.00000000
EUR
1889913.43000000
USD
2020-06-17
-28469.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
561455.80000000
0.063509798440
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16762139.80000000
USD
24111500.00000000
CAD
2020-06-17
561455.80000000
N
N
N
Informa plc
5493006VM2LKUPSEDU20
Informa plc
N/A
27771.00000000
NS
153403.18000000
0.017352398963
Long
EC
CORP
GB
N
2
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc., Class A
76680R206
1147.00000000
NS
USD
262123.91000000
0.029650484847
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
7076.00000000
NS
USD
434183.36000000
0.049113211903
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
N/A
67679.00000000
NS
611336.28000000
0.069152093400
Long
EC
CORP
NO
N
2
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
164.00000000
NS
USD
41865.92000000
0.004735717648
Long
EC
CORP
US
N
1
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB, Class C
N/A
4323.00000000
NS
88461.55000000
0.010006442555
Long
EC
CORP
SE
N
2
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG (Registered)
N/A
579.00000000
NS
374423.24000000
0.042353368695
Long
EC
CORP
CH
N
2
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
800.00000000
NS
120049.21000000
0.013579521540
Long
EC
CORP
JP
N
2
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
5008.00000000
NS
USD
46273.92000000
0.005234334265
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
394.00000000
NS
USD
283656.36000000
0.032086155757
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
18700.00000000
NS
674349.18000000
0.076279879022
Long
EC
CORP
JP
N
2
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
677.00000000
NS
85405.59000000
0.009660763690
Long
EC
CORP
DK
N
2
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
2752.00000000
NS
USD
318213.76000000
0.035995160720
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
7000.00000000
NS
232278.32000000
0.026274462362
Long
EC
CORP
JP
N
2
N
N
N
Aeon Co. Ltd.
5299009MXFL34SA71416
Aeon Co. Ltd.
N/A
14900.00000000
NS
299960.61000000
0.033930432068
Long
EC
CORP
JP
N
2
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
2453.00000000
NS
USD
380999.96000000
0.043097302878
Long
EC
CORP
US
N
1
N
N
N
Telstra Corp. Ltd.
PCTXNQGRJVR3OG33JG65
Telstra Corp. Ltd.
N/A
138477.00000000
NS
272414.17000000
0.030814480906
Long
EC
CORP
AU
N
2
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
954.00000000
NS
USD
178398.00000000
0.020179720330
Long
EC
CORP
US
N
1
N
N
N
Electrolux Professional AB
254900KI62Q46ZWD8084
Electrolux Professional AB, Class B
N/A
2612.00000000
NS
6013.46000000
0.000680220299
Long
EC
CORP
SE
N
1
N
N
N
Qantas Airways Ltd.
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd.
N/A
62642.00000000
NS
155581.29000000
0.017598778691
Long
EC
CORP
AU
N
2
N
N
N
Asahi Intecc Co. Ltd.
N/A
Asahi Intecc Co. Ltd.
N/A
1200.00000000
NS
31789.51000000
0.003595911508
Long
EC
CORP
JP
N
2
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
2232.00000000
NS
USD
164699.28000000
0.018630171913
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
N/A
Allegion plc
N/A
3336.00000000
NS
USD
335401.44000000
0.037939367357
Long
EC
CORP
IE
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
4236.00000000
NS
USD
311176.56000000
0.035199138747
Long
EC
CORP
CH
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
4436.00000000
NS
USD
82908.84000000
0.009378340587
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
N/A
3192.00000000
NS
USD
214821.60000000
0.024299822918
Long
EC
CORP
BM
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
8895.00000000
NS
USD
1304807.55000000
0.147594992346
Long
EC
CORP
US
N
1
N
N
N
Wm Morrison Supermarkets plc
213800IN6LSRGTZSOS29
Wm Morrison Supermarkets plc
N/A
235284.00000000
NS
540723.67000000
0.061164656761
Long
EC
CORP
GB
N
2
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
952.00000000
NS
USD
311304.00000000
0.035213554288
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland
N/A
41789.00000000
NS
77598.27000000
0.008777628598
Long
EC
CORP
AU
N
2
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
2334.00000000
NS
USD
1251887.58000000
0.141608881546
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-46684.24000000
-0.00528074814
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4898244.39000000
USD
4677000.00000000
CHF
2020-06-17
-46684.24000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG (Registered)
N/A
21590.00000000
NS
197130.46000000
0.022298666753
Long
EC
CORP
CH
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284W7
70000000.00000000
PA
USD
72324218.40000000
8.181047435865
Long
DBT
UST
US
N
2
2021-08-15
Fixed
2.75000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
1800.00000000
NS
USD
61650.00000000
0.006973619426
Long
EC
CORP
US
N
1
N
N
N
United Utilities Group plc
2138002IEYQAOC88ZJ59
United Utilities Group plc
N/A
6119.00000000
NS
69266.25000000
0.007835141388
Long
EC
CORP
GB
N
2
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
116.00000000
NS
USD
118357.12000000
0.013388118593
Long
EC
CORP
US
N
1
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
N/A
236.00000000
NS
52138.84000000
0.005897752270
Long
EC
CORP
BE
N
2
N
N
N
SS&C Technologies Holdings, Inc.
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
6269.00000000
NS
USD
345798.04000000
0.039115392202
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
18670.00000000
NS
USD
2296410.00000000
0.259761385021
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
5333.00000000
NS
435822.44000000
0.049298618555
Long
EC
CORP
FR
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
941.00000000
NS
46121.90000000
0.005217138326
Long
EC
CORP
DE
N
2
N
N
N
East West Bancorp, Inc.
N/A
East West Bancorp, Inc.
27579R104
1673.00000000
NS
USD
58672.11000000
0.006636771550
Long
EC
CORP
US
N
1
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
63189.00000000
NS
563315.41000000
0.063720150628
Long
EC
CORP
AU
N
2
N
N
N
Westlake Chemical Corp.
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp.
960413102
1126.00000000
NS
USD
48924.70000000
0.005534180670
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
5386.00000000
NS
USD
894183.72000000
0.101146747127
Long
EC
CORP
US
N
1
N
N
N
Yakult Honsha Co. Ltd.
353800YJPSPGG7KI0S71
Yakult Honsha Co. Ltd.
N/A
700.00000000
NS
40663.51000000
0.004599705487
Long
EC
CORP
JP
N
2
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
67608.00000000
NS
USD
19863230.40000000
2.246854977860
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
6287.00000000
NS
USD
710242.39000000
0.080339985859
Long
EC
CORP
US
N
1
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
21500.00000000
NS
163390.46000000
0.018482123048
Long
EC
CORP
JP
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
7675.00000000
NS
534925.16000000
0.060508750808
Long
EC
CORP
FR
N
2
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
3369.00000000
NS
USD
87290.79000000
0.009874010525
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
3343.00000000
NS
36516.22000000
0.004130579418
Long
EC
CORP
LU
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
N/A
7931.00000000
NS
617943.35000000
0.069899460662
Long
EC
CORP
NL
N
1
N
N
N
RPM International, Inc.
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
4873.00000000
NS
USD
323615.93000000
0.036606234161
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
5456.00000000
NS
USD
489184.96000000
0.055334788971
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
13643.00000000
NS
USD
506701.02000000
0.057316140735
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
27300.00000000
NS
1687873.35000000
0.190925975386
Long
EC
CORP
JP
N
2
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
28249.00000000
NS
56040.21000000
0.006339060780
Long
EC
CORP
GB
N
2
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
4223.00000000
NS
222877.41000000
0.025211066278
Long
EC
CORP
CH
N
2
N
N
N
Sumitomo Realty & Development Co. Ltd.
N/A
Sumitomo Realty & Development Co. Ltd.
N/A
2100.00000000
NS
56243.36000000
0.006362040355
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
46000000.00000000
PA
USD
-296749.94000000
-0.03356725298
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
38393.70000000
USD
0.00000000
USD
46000000.00000000
USD
-296749.94000000
N
N
N
ComfortDelGro Corp. Ltd.
2549005O5PVA2JCH6Q33
ComfortDelGro Corp. Ltd.
N/A
95300.00000000
NS
111102.98000000
0.012567557171
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
OIS
N/A
1465650000.00000000
PA
1009479.10000000
0.114188533043
N/A
DIR
US
N
2
J.P. Morgan
7H6GLXDRUGQFU57RNE97
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1465650000.00000000
INR
1009479.10000000
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
7459.00000000
NS
USD
1443316.50000000
0.163262611234
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
1877.00000000
NS
USD
306983.35000000
0.034724818379
Long
EC
CORP
US
N
1
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
2900.00000000
NS
281730.55000000
0.031868315270
Long
EC
CORP
JP
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
N/A
1027.00000000
NS
48691.25000000
0.005507773672
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14810.21000000
-0.00167527604
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5260362.05000000
USD
4164000.00000000
GBP
2020-06-17
-14810.21000000
N
N
N
Ascendas REIT
549300ILIBAEMQZK3L20
Ascendas REIT
N/A
43600.00000000
NS
91179.85000000
0.010313926573
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1303434.36000000
-0.14743966218
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
14930113.52000000
USD
56551000.00000000
PLN
2020-06-17
-1303434.36000000
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
5739.00000000
NS
USD
760015.77000000
0.085970166065
Long
EC
CORP
US
N
1
N
N
N
Severn Trent plc
213800RPBXRETY4A4C59
Severn Trent plc
N/A
2484.00000000
NS
74538.72000000
0.008431543646
Long
EC
CORP
GB
N
2
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
11555.00000000
NS
USD
254325.55000000
0.028768363277
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SPI 200 Index
N/A
924.00000000
NC
6338864.46000000
0.717028845717
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SPI 200 Index
XC0006013624
2020-06-18
127974000.00000000
AUD
6338864.46000000
N
N
N
Admiral Group plc
213800FGVM7Z9EJB2685
Admiral Group plc
N/A
2150.00000000
NS
62738.28000000
0.007096721624
Long
EC
CORP
GB
N
2
N
N
N
Expedia Group, Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212P303
4463.00000000
NS
USD
316783.74000000
0.035833402160
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG (Registered)
N/A
9781.00000000
NS
72440.36000000
0.008194184943
Long
EC
CORP
DE
N
2
N
N
N
Broadridge Financial Solutions, Inc.
N/A
Broadridge Financial Solutions, Inc.
11133T103
2086.00000000
NS
USD
241976.00000000
0.027371427968
Long
EC
CORP
US
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO
023586100
1185.00000000
NS
USD
331954.05000000
0.037549411381
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
1130.00000000
NS
176613.79000000
0.019977897110
Long
EC
CORP
NL
N
2
N
N
N
KKR & Co., Inc.
549300JOHU21WRN2Z451
KKR & Co., Inc., Class A
48251W104
3518.00000000
NS
USD
88688.78000000
0.010032145970
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
10671.00000000
NS
USD
1870626.30000000
0.211598311514
Long
EC
CORP
US
N
1
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
3692.00000000
NS
467353.37000000
0.052865280453
Long
EC
CORP
ES
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
93693.00000000
NS
USD
4299571.77000000
0.486351617514
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
136.00000000
NC
USD
649591.66000000
0.073479400150
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bond
2020-06-19
30570250.00000000
USD
649591.66000000
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
1355.00000000
NS
USD
291121.75000000
0.032930612995
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
1200.00000000
NS
255577.23000000
0.028909948678
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
626450000.00000000
PA
-85604.57000000
-0.00968327157
N/A
DIR
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2025-09-16
0.00000000
USD
0.00000000
USD
626450000.00000000
THB
-85604.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
167702.41000000
0.018969874845
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
321747000.00000000
MXN
13420887.98000000
USD
2020-06-17
167702.41000000
N
N
N
N/A
N/A
IRS
N/A
71000000.00000000
PA
-626692.78000000
-0.07088916374
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
47770.68000000
USD
71000000.00000000
EUR
-626692.78000000
N
N
N
AGNC Investment Corp.
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
5839.00000000
NS
USD
72520.38000000
0.008203236508
Long
EC
CORP
US
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
7212.00000000
NS
USD
419017.20000000
0.047397672114
Long
EC
CORP
US
N
1
N
N
N
Flutter Entertainment plc
635400EG4YIJLJMZJ782
Flutter Entertainment plc
N/A
2.00000000
NS
246.15000000
0.000027843575
Long
EC
CORP
IE
N
2
N
N
N
N/A
N/A
TOPIX Index
N/A
-315.00000000
NC
-1658761.83000000
-0.18763298817
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
TOPIX Index
JP9010100007
2020-06-11
-4580100000.00000000
JPY
-1658761.83000000
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
1374.00000000
NS
USD
190848.60000000
0.021588086041
Long
EC
CORP
US
N
1
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
451.00000000
NS
53622.75000000
0.006065606668
Long
EC
CORP
AU
N
2
N
N
N
MTR Corp. Ltd.
254900IH4U9NHH9AQM97
MTR Corp. Ltd.
N/A
49000.00000000
NS
271476.10000000
0.030708369906
Long
EC
CORP
HK
N
2
N
N
N
Kyushu Railway Co.
5299002CCI6HLWAN3K50
Kyushu Railway Co.
N/A
1000.00000000
NS
26903.14000000
0.003043183450
Long
EC
CORP
JP
N
2
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
17614.00000000
NS
USD
991139.78000000
0.112114057160
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
2790.00000000
NS
USD
220437.90000000
0.024935117951
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275R102
72834.00000000
NS
USD
3086704.92000000
0.349156616271
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
4247.00000000
NS
66631.36000000
0.007537092400
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-180678.95000000
-0.02043773293
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4648972.03000000
USD
3547000.00000000
GBP
2020-06-17
-180678.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41154.97000000
-0.00465529762
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3439940.81000000
USD
4126037000.00000000
KRW
2020-06-17
-41154.97000000
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
6544.00000000
NS
USD
1557472.00000000
0.176175458151
Long
EC
CORP
US
N
1
N
N
N
Keisei Electric Railway Co. Ltd.
529900VNP95IIHXPCY17
Keisei Electric Railway Co. Ltd.
N/A
2500.00000000
NS
75410.80000000
0.008530190102
Long
EC
CORP
JP
N
2
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
25111.00000000
NS
USD
2715754.65000000
0.307196097065
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
1475.00000000
NS
USD
67968.00000000
0.007688288161
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands, Inc.
N/A
Acuity Brands, Inc.
00508Y102
1485.00000000
NS
USD
128586.15000000
0.014545188541
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Commercial Trust
5493006N1HMMKB2HAT92
CapitaLand Commercial Trust
N/A
40600.00000000
NS
46135.69000000
0.005218698199
Long
EC
CORP
SG
N
2
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620R303
2083.00000000
NS
USD
56345.15000000
0.006373554462
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
12988.00000000
NS
USD
658621.48000000
0.074500819910
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
1176.00000000
NS
USD
103770.24000000
0.011738104809
Long
EC
CORP
US
N
1
N
N
N
NWS Holdings Ltd.
2549002WHK9XGQC01O62
NWS Holdings Ltd.
N/A
89000.00000000
NS
92752.97000000
0.010491872075
Long
EC
CORP
BM
N
2
N
N
N
SEI Investments Co.
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
1831.00000000
NS
USD
93307.76000000
0.010554627863
Long
EC
CORP
US
N
1
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
N/A
14400.00000000
NS
205763.29000000
0.023275180476
Long
EC
CORP
SG
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
302.00000000
NS
28391.26000000
0.003211514067
Long
EC
CORP
FR
N
2
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
7308.00000000
NS
USD
372050.28000000
0.042084948258
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
410.00000000
NS
USD
360205.50000000
0.040745110660
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Scotland Group plc
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
N/A
102015.00000000
NS
142322.32000000
0.016098973163
Long
EC
CORP
GB
N
2
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
1572.00000000
NS
USD
152122.44000000
0.017207526403
Long
EC
CORP
US
N
1
N
N
N
Nice Ltd.
254900YTY4EF5Z4W0A51
Nice Ltd.
N/A
3027.00000000
NS
497122.78000000
0.056232685739
Long
EC
CORP
IL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
701012.85000000
0.079295974514
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
153487000.00000000
SEK
16440786.83000000
USD
2020-06-17
701012.85000000
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
1838.00000000
NS
USD
78464.22000000
0.008875581652
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
20500.00000000
NS
539093.16000000
0.060980219515
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
18900.00000000
NS
159017.60000000
0.017987481337
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-93394.39000000
-0.01056442712
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
7833344.73000000
USD
9396097000.00000000
KRW
2020-06-17
-93394.39000000
N
N
N
ICA Gruppen AB
549300ZEFN8VKPK9I111
ICA Gruppen AB
N/A
11496.00000000
NS
503012.35000000
0.056898892061
Long
EC
CORP
SE
N
2
N
N
N
Perrigo Co. plc
549300IFOQS6R1QLY196
Perrigo Co. plc
N/A
2655.00000000
NS
USD
141511.50000000
0.016007256211
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
595179.78000000
0.067324530022
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
11666000.00000000
GBP
15291291.16000000
USD
2020-06-17
595179.78000000
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
11900.00000000
NS
353185.15000000
0.039950994697
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
HSCEI
N/A
597.00000000
NC
1394967.43000000
0.157793543695
N/A
DE
HK
N
1
HKCC & SEOCH
213800NM8ZN1F16ARD34
Long
HSCEI
HK0000004330
2020-05-28
297962700.00000000
HKD
1394967.43000000
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
1420.00000000
NS
USD
159153.60000000
0.018002865153
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
3622.00000000
NS
USD
47339.54000000
0.005354873248
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
7939.00000000
NS
USD
1554297.42000000
0.175816361431
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
3935.00000000
NS
USD
288986.40000000
0.032689070120
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
1282.00000000
NS
USD
125264.22000000
0.014169424136
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
37385.00000000
NS
USD
833311.65000000
0.094261124258
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
4722.00000000
NS
USD
539535.72000000
0.061030280261
Long
EC
CORP
US
N
1
N
N
N
Lawson, Inc.
529900IWO8XQO92PR233
Lawson, Inc.
N/A
3900.00000000
NS
202720.15000000
0.022930951762
Long
EC
CORP
JP
N
2
N
N
N
Meggitt plc
YMFO3TKB4UAWQTDZJJ31
Meggitt plc
N/A
7979.00000000
NS
27939.73000000
0.003160438668
Long
EC
CORP
GB
N
2
N
N
N
Panasonic Corp.
254900GE1G59KGWPHX32
Panasonic Corp.
N/A
18300.00000000
NS
139500.74000000
0.015779806495
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-131438.24000000
-0.01486780638
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1914446.50000000
USD
33203394.32000000
ZAR
2020-06-17
-131438.24000000
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
1677.00000000
NS
383919.91000000
0.043427596796
Long
EC
CORP
DE
N
2
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
59780.00000000
NS
USD
1736609.00000000
0.196438771421
Long
EC
CORP
US
N
1
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB, Class B
N/A
4579.00000000
NS
94112.04000000
0.010645605034
Long
EC
CORP
SE
N
2
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
4470.00000000
NS
USD
1122864.00000000
0.127014212545
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
83.00000000
NC
USD
908940.08000000
0.102815931859
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2020-06-19
12044960.00000000
USD
908940.08000000
N
N
N
N/A
N/A
CAC 40 Index
N/A
1313.00000000
NC
1694743.97000000
0.191703154447
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
CAC 40 Index
FR0003500008
2020-05-15
59682415.00000000
EUR
1694743.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
301764.05000000
0.034134430514
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
6185000.00000000
EUR
7085752.48000000
USD
2020-06-17
301764.05000000
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
5772.00000000
NS
USD
484097.64000000
0.054759330194
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
8183.00000000
NS
USD
466676.49000000
0.052788714297
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15474.57000000
-0.00175042598
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
7914000.00000000
EUR
8664959.46000000
USD
2020-06-17
-15474.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2756.02000000
-0.00031175076
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
728000.00000000
EUR
795747.39000000
USD
2020-06-17
-2756.02000000
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
10175.00000000
NS
USD
251424.25000000
0.028440178978
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2164.73000000
0.000244866231
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
288000.00000000
NOK
30282.91000000
USD
2020-06-17
2164.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-147602.00000000
-0.01669619099
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3187000.00000000
GBP
3867185.16000000
USD
2020-06-17
-147602.00000000
N
N
N
Recordati SpA
815600FBF92FD3531704
Recordati SpA
N/A
1708.00000000
NS
74379.48000000
0.008413531007
Long
EC
CORP
IT
N
2
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
5087.00000000
NS
USD
111252.69000000
0.012584491811
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
7065.00000000
NS
307981.05000000
0.034837674504
Long
EC
CORP
NL
N
2
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
21802.00000000
NS
1012019.71000000
0.114475917427
Long
EC
CORP
GB
N
2
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
31037.00000000
NS
437851.93000000
0.049528186940
Long
EC
CORP
GB
N
2
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
2023.00000000
NS
USD
183142.19000000
0.020716365514
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
14702.00000000
NS
USD
691288.04000000
0.078195940062
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81555.50000000
0.009225255784
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1220618.36000000
USD
1998000.00000000
AUD
2020-06-17
81555.50000000
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class A
N/A
27842.00000000
NS
278632.42000000
0.031517866291
Long
EC
CORP
SE
N
2
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
2485.00000000
NS
USD
140203.70000000
0.015859322724
Long
EC
CORP
US
N
1
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
9226.00000000
NS
208155.22000000
0.023545746729
Long
EC
CORP
GB
N
2
N
N
N
Toho Gas Co. Ltd.
353800BCVTE4F8012906
Toho Gas Co. Ltd.
N/A
800.00000000
NS
39307.74000000
0.004446345811
Long
EC
CORP
JP
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
2969.00000000
NS
146813.69000000
0.016607020285
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
IRS
N/A
53000000.00000000
PA
-380105.77000000
-0.04299615542
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
71877.27000000
USD
0.00000000
USD
53000000.00000000
EUR
-380105.77000000
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
1444.00000000
NS
USD
77976.00000000
0.008820356015
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
4509.00000000
NS
USD
982601.28000000
0.111148213697
Long
EC
CORP
US
N
1
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc.
003654100
614.00000000
NS
USD
117427.50000000
0.013282963425
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
44249.00000000
NS
USD
6639119.96000000
0.750992634649
Long
EC
CORP
US
N
1
N
N
N
BOC Hong Kong Holdings Ltd.
N/A
BOC Hong Kong Holdings Ltd.
N/A
52000.00000000
NS
159594.92000000
0.018052785635
Long
EC
CORP
HK
N
2
N
N
N
Sony Financial Holdings, Inc.
353800O7BDSU41WOZA60
Sony Financial Holdings, Inc.
N/A
1800.00000000
NS
34121.98000000
0.003859751866
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Bottlers Japan Holdings, Inc.
353800XN1G90665VTQ16
Coca-Cola Bottlers Japan Holdings, Inc.
N/A
3800.00000000
NS
68041.87000000
0.007696644062
Long
EC
CORP
JP
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
3049.00000000
NS
387388.73000000
0.043819976853
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
162900.00000000
NS
658116.09000000
0.074443652067
Long
EC
CORP
JP
N
2
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
1344.00000000
NS
USD
74766.72000000
0.008457334161
Long
EC
CORP
US
N
1
N
N
N
SSE plc
549300KI75VYLLMSK856
SSE plc
N/A
15555.00000000
NS
243986.05000000
0.027598797372
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66149.33000000
-0.00748256695
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
30782000.00000000
NOK
2939176.93000000
USD
2020-06-17
-66149.33000000
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
5665.00000000
NS
USD
146553.55000000
0.016577594213
Long
EC
CORP
US
N
1
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
3200.00000000
NS
74270.92000000
0.008401251103
Long
EC
CORP
JP
N
2
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class C
530307305
484.00000000
NS
USD
59377.12000000
0.006716519667
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
3526000000.00000000
PA
5094374.34000000
0.576256737419
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-09-11
0.00000000
USD
0.00000000
USD
3526000000.00000000
MXN
5094374.34000000
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
8000.00000000
NS
281213.96000000
0.031809880525
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3741.08000000
0.000423177099
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1072264.20000000
USD
981000.00000000
EUR
2020-06-17
3741.08000000
N
N
N
Odakyu Electric Railway Co. Ltd.
N/A
Odakyu Electric Railway Co. Ltd.
N/A
1100.00000000
NS
24257.57000000
0.002743926380
Long
EC
CORP
JP
N
2
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
16400.00000000
NS
66395.35000000
0.007510395824
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
AEX Index
N/A
779.00000000
NC
2448364.14000000
0.276949873952
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
AEX Index
NL0000000107
2020-05-15
79691700.00000000
EUR
2448364.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-554123.58000000
-0.06268040489
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
8131435.06000000
USD
141105605.68000000
ZAR
2020-06-17
-554123.58000000
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
576.00000000
NS
USD
45665.28000000
0.005165487164
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
4300.00000000
NS
237478.35000000
0.026862670476
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
IRS
N/A
324615000.00000000
PA
251626.84000000
0.028463095208
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
0.00000000
USD
0.00000000
USD
324615000.00000000
ZAR
251626.84000000
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
41531.00000000
NS
270755.47000000
0.030626854912
Long
EC
CORP
GB
N
2
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
27607.00000000
NS
USD
2539844.00000000
0.287297736544
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-73342.65000000
-0.00829624864
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
21230000.00000000
AUD
13763069.32000000
USD
2020-06-17
-73342.65000000
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
64901.00000000
NS
USD
3015949.47000000
0.341153022100
Long
EC
CORP
US
N
1
N
N
N
Hang Seng Bank Ltd.
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd.
N/A
2300.00000000
NS
40227.13000000
0.004550343799
Long
EC
CORP
HK
N
2
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
21203.00000000
NS
USD
1781052.00000000
0.201465998804
Long
EC
CORP
US
N
1
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
N/A
79.00000000
NS
43700.50000000
0.004943238535
Long
EC
CORP
LU
N
2
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
18963.00000000
NS
173081.81000000
0.019578372628
Long
EC
CORP
SE
N
2
N
N
N
Sekisui House Ltd.
529900GMNDOYQSAJAE76
Sekisui House Ltd.
N/A
1800.00000000
NS
30878.48000000
0.003492859172
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
ETRSI
N/A
7950817350.00000000
PA
-147180.97000000
-0.01664856563
N/A
DE
US
N
2
Merrill Lynch International & Co.
AHYI0DDQ2LCHPGHJC422
KOSPI 200 Index Futures June 2020
KOSPI 200 Index Futures June 2020
Y
2020-06-11
0.00000000
USD
0.00000000
USD
7950817350.00000000
KRW
-147180.97000000
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
8134.00000000
NS
USD
1391727.40000000
0.157427043514
Long
EC
CORP
US
N
1
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
N/A
23428.00000000
NS
360402.83000000
0.040767431898
Long
EC
CORP
SE
N
2
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
3902.00000000
NS
236282.25000000
0.026727372079
Long
EC
CORP
FI
N
2
N
N
N
BlackRock Liquidity Funds
5493002L9DNZ83RX7V61
T-Fund, Institutional Class
09248U718
45699838.59000000
NS
USD
45699838.59000000
5.169396304408
Long
STIV
RF
US
N
1
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
16432.00000000
NS
61394.95000000
0.006944769115
Long
EC
CORP
AU
N
2
N
N
N
Kraft Heinz Co. (The)
N/A
Kraft Heinz Co. (The)
500754106
25692.00000000
NS
USD
779238.36000000
0.088144554176
Long
EC
CORP
US
N
1
N
N
N
TOTO Ltd.
N/A
TOTO Ltd.
N/A
6300.00000000
NS
219285.20000000
0.024804728801
Long
EC
CORP
JP
N
2
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
4600.00000000
NS
89119.00000000
0.010080810862
Long
EC
CORP
JP
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
646.00000000
NS
282085.96000000
0.031908517932
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-643195.27000000
-0.07275586422
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8301000.00000000
AUD
4766887.43000000
USD
2020-06-17
-643195.27000000
N
N
N
GVC Holdings plc
213800GNI3K45LQR8L28
GVC Holdings plc
N/A
11668.00000000
NS
110750.59000000
0.012527696121
Long
EC
CORP
IM
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG (Registered)
N/A
8431.00000000
NS
250461.37000000
0.028331261562
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
IRS
N/A
822440000.00000000
PA
-162061.99000000
-0.01833185144
N/A
DIR
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
Y
2025-09-16
0.00000000
USD
0.00000000
USD
822440000.00000000
THB
-162061.99000000
N
N
N
Coca-Cola European Partners plc
549300LTH67W4GWMRF57
Coca-Cola European Partners plc
N/A
9793.00000000
NS
USD
388194.52000000
0.043911124830
Long
EC
CORP
GB
N
1
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
4836.00000000
NS
272562.70000000
0.030831282069
Long
EC
CORP
AU
N
2
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
189.00000000
NS
USD
16579.08000000
0.001875364060
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
7772.00000000
NS
USD
186761.16000000
0.021125729982
Long
EC
CORP
BM
N
1
N
N
N
SATS Ltd.
529900SEP1R0K8049D51
SATS Ltd.
N/A
56600.00000000
NS
131130.66000000
0.014833014078
Long
EC
CORP
SG
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
23640.00000000
NS
448741.23000000
0.050759944182
Long
EC
CORP
CH
N
2
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
N/A
45571.00000000
NS
551769.56000000
0.062414126884
Long
EC
CORP
NO
N
2
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
N/A
3159.00000000
NS
52345.14000000
0.005921088161
Long
EC
CORP
FI
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282F6
70000000.00000000
PA
USD
70880468.40000000
8.017735788718
Long
DBT
UST
US
N
2
2021-08-31
Fixed
1.12500000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
2307.00000000
NS
670739.99000000
0.075871620830
Long
EC
CORP
FR
N
2
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
19208.00000000
NS
USD
340173.68000000
0.038479185452
Long
EC
CORP
US
N
1
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919101
2575.00000000
NS
USD
225055.00000000
0.025457387185
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc. (Non-Voting)
579780206
4624.00000000
NS
USD
725228.16000000
0.082035120600
Long
EC
CORP
US
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
N/A
4601.00000000
NS
367829.38000000
0.041607495700
Long
EC
CORP
FR
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
4377.00000000
NS
USD
188079.69000000
0.021274877207
Long
EC
CORP
US
N
1
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
12308.00000000
NS
USD
352993.44000000
0.039929309173
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
50860.00000000
NS
552464.99000000
0.062492791347
Long
EC
CORP
AU
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
45687.00000000
NS
USD
3624806.58000000
0.410024680983
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
9115.00000000
NS
USD
1178660.65000000
0.133325722721
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
2021.00000000
NS
USD
232293.74000000
0.026276206615
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
249460.67000000
0.028218066089
N/A
DFE
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
14269553.91000000
USD
20208000.00000000
CAD
2020-06-17
249460.67000000
N
N
N
Rakuten, Inc.
529900IMXUCQKUL1H943
Rakuten, Inc.
N/A
2300.00000000
NS
19502.23000000
0.002206019951
Long
EC
CORP
JP
N
2
N
N
N
East Japan Railway Co.
353800SENYJ2DSM6PS44
East Japan Railway Co.
N/A
6900.00000000
NS
503837.88000000
0.056992272954
Long
EC
CORP
JP
N
2
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
5203.00000000
NS
USD
327997.12000000
0.037101818131
Long
EC
CORP
US
N
1
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
36500.00000000
NS
232881.49000000
0.026342690716
Long
EC
CORP
SG
N
2
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
6083.00000000
NS
USD
969812.69000000
0.109701615811
Long
EC
CORP
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
3038.00000000
NS
USD
109611.04000000
0.012398794450
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
626.00000000
NS
USD
108379.38000000
0.012259473637
Long
EC
CORP
BM
N
1
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
5900.00000000
NS
147045.97000000
0.016633294938
Long
EC
CORP
JP
N
2
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
6521.00000000
NS
USD
326702.10000000
0.036955330270
Long
EC
CORP
US
N
1
N
N
N
Splunk, Inc.
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
2432.00000000
NS
USD
341355.52000000
0.038612870811
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp.
549300L4UJ40IEVVI304
Cerner Corp.
156782104
6294.00000000
NS
USD
436740.66000000
0.049402484197
Long
EC
CORP
US
N
1
N
N
N
Meridian Energy Ltd.
N/A
Meridian Energy Ltd.
N/A
128521.00000000
NS
350181.58000000
0.039611241995
Long
EC
CORP
NZ
N
2
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
5746.00000000
NS
USD
167093.68000000
0.018901017564
Long
EC
CORP
US
N
1
N
N
N
Singapore Telecommunications Ltd.
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
N/A
90000.00000000
NS
179841.40000000
0.020342992387
Long
EC
CORP
SG
N
2
N
N
N
Ingenico Group SA
969500C1KK5OLNWK1S69
Ingenico Group SA
N/A
625.00000000
NS
78636.12000000
0.008895026342
Long
EC
CORP
FR
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
N/A
4096.00000000
NS
126026.50000000
0.014255650423
Long
EC
CORP
FR
N
2
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
3208.00000000
NS
USD
952230.64000000
0.107712799502
Long
EC
CORP
US
N
1
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
N/A
22.00000000
NS
171379.85000000
0.019385853223
Long
EC
CORP
CH
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
239320.00000000
NS
943020.74000000
0.106671009761
Long
EC
CORP
GB
N
2
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
5162.00000000
NS
USD
145155.44000000
0.016419445193
Long
EC
CORP
NL
N
1
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
17216.00000000
NS
886489.40000000
0.100276394176
Long
EC
CORP
GB
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
56018.00000000
NS
USD
3218234.10000000
0.364034709455
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
2900.00000000
NS
345684.99000000
0.039102604405
Long
EC
CORP
JP
N
2
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
2785.00000000
NS
USD
70822.55000000
0.008011184274
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
376.00000000
NS
USD
61697.84000000
0.006979030909
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9836.87000000
0.001112710263
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
5039683.87000000
USD
541529000.00000000
JPY
2020-06-17
9836.87000000
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
4500.00000000
NS
110164.61000000
0.012461412236
Long
EC
CORP
JP
N
2
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
174.00000000
NS
USD
33611.58000000
0.003802017311
Long
EC
CORP
US
N
1
N
N
N
Empire Co. Ltd.
549300TX0ZUSTEF7C719
Empire Co. Ltd., Class A
291843407
9860.00000000
NS
217678.65000000
0.024623001821
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
ETRSI
N/A
49799403625.00000000
PA
888857.67000000
0.100544284098
N/A
DE
US
N
2
Merrill Lynch International & Co.
AHYI0DDQ2LCHPGHJC422
KOSPI 200 Index Futures June 2020
KOSPI 200 Index Futures June 2020
Y
2020-06-11
0.00000000
USD
0.00000000
USD
49799403625.00000000
KRW
888857.67000000
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
1305.00000000
NS
USD
144058.95000000
0.016295414310
Long
EC
CORP
US
N
1
N
N
N
Aisin Seiki Co. Ltd.
3538004IOK08PDY6I723
Aisin Seiki Co. Ltd.
N/A
1300.00000000
NS
37439.26000000
0.004234990281
Long
EC
CORP
JP
N
2
N
N
N
Sensata Technologies Holding plc
529900MS7KFYCY9MS037
Sensata Technologies Holding plc
N/A
5471.00000000
NS
USD
199034.98000000
0.022514098994
Long
EC
CORP
GB
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
21434.00000000
NS
USD
799916.88000000
0.090483631690
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
61994.00000000
NS
397625.61000000
0.044977934765
Long
EC
CORP
FI
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
N/A
41263.00000000
NS
291558.85000000
0.032980056127
Long
EC
CORP
AU
N
2
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
N/A
398.00000000
NS
58295.24000000
0.006594141413
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32542.70000000
0.003681109568
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7194000.00000000
SEK
770272.50000000
USD
2020-06-17
32542.70000000
N
N
N
Aviva plc
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
N/A
85856.00000000
NS
259639.61000000
0.029369470042
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4218715.23000000
-0.47720542549
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
99060085.53000000
USD
86467405.00000000
EUR
2020-06-17
-4218715.23000000
N
N
N
MonotaRO Co. Ltd.
N/A
MonotaRO Co. Ltd.
N/A
1700.00000000
NS
54623.39000000
0.006178795354
Long
EC
CORP
JP
N
2
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
285990.00000000
NS
381882.95000000
0.043197183433
Long
EC
CORP
GB
N
2
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
8962.00000000
NS
USD
909015.66000000
0.102824481189
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
19800.00000000
NS
278766.41000000
0.031533022743
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
716945.07000000
0.081098168170
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
51008000.00000000
BRL
10064719.81000000
USD
2020-06-17
716945.07000000
N
N
N
Sumitomo Dainippon Pharma Co. Ltd.
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co. Ltd.
N/A
800.00000000
NS
11068.51000000
0.001252028813
Long
EC
CORP
JP
N
2
N
N
N
Facebook, Inc.
BQ4BKCS1HXDV9HN80Z93
Facebook, Inc., Class A
30303M102
39003.00000000
NS
USD
7984304.13000000
0.903154880549
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
983.00000000
NS
311664.44000000
0.035254325924
Long
EC
CORP
CH
N
2
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
N/A
9939.00000000
NS
USD
166677.03000000
0.018853887661
Long
EC
CORP
NL
N
1
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
22955.00000000
NS
USD
186394.60000000
0.021084266074
Long
EC
CORP
US
N
1
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
689.00000000
NS
41119.01000000
0.004651229958
Long
EC
CORP
GB
N
2
N
N
N
Kirkland Lake Gold Ltd.
N/A
Kirkland Lake Gold Ltd.
49741E100
4938.00000000
NS
204125.52000000
0.023089922005
Long
EC
CORP
CA
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
643.00000000
NS
USD
168356.69000000
0.019043884572
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
10728.00000000
NS
USD
703649.52000000
0.079594224848
Long
EC
CORP
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG (Preference)
N/A
246.00000000
NS
69111.60000000
0.007817647953
Long
EC
CORP
DE
N
2
N
N
N
St. James's Place plc
213800M993ICXOMBCP87
St. James's Place plc
N/A
16040.00000000
NS
170796.97000000
0.019319919998
Long
EC
CORP
GB
N
2
N
N
N
Invitation Homes, Inc.
N/A
Invitation Homes, Inc.
46187W107
6962.00000000
NS
USD
164651.30000000
0.018624744594
Long
EC
CORP
US
N
1
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
10900.00000000
NS
347876.43000000
0.039350491973
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
204638.94000000
0.023147998172
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4608979.00000000
EUR
5259976.08000000
USD
2020-06-17
204638.94000000
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
1750.00000000
NS
USD
228007.50000000
0.025791363038
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS
N/A
40000000.00000000
PA
-242875.68000000
-0.02747319643
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2025-09-16
5604.43000000
USD
0.00000000
USD
40000000.00000000
EUR
-242875.68000000
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
416.00000000
NS
USD
43546.88000000
0.004925861611
Long
EC
CORP
US
N
1
N
N
N
Polaris, Inc.
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
1283.00000000
NS
USD
91003.19000000
0.010293943449
Long
EC
CORP
US
N
1
N
N
N
Hikari Tsushin, Inc.
3538001SOIIV8U3OXH94
Hikari Tsushin, Inc.
N/A
500.00000000
NS
96765.12000000
0.010945711607
Long
EC
CORP
JP
N
2
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
21770.00000000
NS
USD
1410913.70000000
0.159597326635
Long
EC
CORP
US
N
1
N
N
N
Agnico Eagle Mines Ltd.
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd.
008474108
5553.00000000
NS
324455.25000000
0.036701174928
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Euro-buxl 30y Bnd Bond
N/A
-126.00000000
NC
-344270.25000000
-0.03894257426
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Buxl
2020-06-08
-27619200.00000000
EUR
-344270.25000000
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
3900.00000000
NS
48875.69000000
0.005528636841
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
864130.04000000
0.097747186273
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1802051000.00000000
JPY
17667466.32000000
USD
2020-06-17
864130.04000000
N
N
N
2020-04-30
BlackRock Funds
Ann Frechette
Ann Frechette
Assistant Treasurer