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    NPORT-P
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          0000822977
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      Goldman Sachs Trust
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71 South Wacker Drive
      Chicago
      
      60606
      312-655-4400
      Goldman Sachs Absolute Return Tracker Fund
      S000020314
      DKFEL85SJZHUKV0SC582
      2020-12-31
      2020-12-31
      N
    
    
      3484578775.28
      14818247.45
      3469760527.83
      0.00000000
      14710582.71000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      106020828.69000000
      
        
        
        
        
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CBRE Group, Inc.
        52990016II9MJ2OSWA10
        CBRE Group, Inc., Class A
        12504L109
        
          
        
        2420.00000000
        NS
        USD
        151782.40000000
        0.004374434453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MonotaRO Co. Ltd.
        N/A
        MonotaRO Co. Ltd.
        N/A
        
          
        
        203.00000000
        NS
        
        10310.14000000
        0.000297142696
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, Inc.
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts, Inc.
        44107P104
        
          
        
        1157.00000000
        NS
        USD
        16926.91000000
        0.000487840871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        N/A
        
          
        
        359.00000000
        NS
        
        34596.32000000
        0.000997080914
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Micro Focus International plc
        213800F8E4X648142844
        Micro Focus International plc
        N/A
        
          
        
        2793.00000000
        NS
        
        16070.26000000
        0.000463151847
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866F104
        
          
        
        44769.00000000
        NS
        USD
        5161418.01000000
        0.148754300724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Square Enix Holdings Co. Ltd.
        529900KCRNRDF8DIA489
        Square Enix Holdings Co. Ltd.
        N/A
        
          
        
        68.00000000
        NS
        
        4122.88000000
        0.000118823185
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Japan 10 Year Bond
        N/A
        
          
          
        
        9.00000000
        NC
        
        -22100.30000000
        -0.00063694021
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                Japan
                Japan 10 Year Bond
                
                  
                
              
            
            2021-03-15
            1366560000.00000000
            JPY
            -22100.30000000
          
        
        
          N
          N
          N
        
      
      
        Pagegroup plc
        213800JK5ZEQW4AB8G71
        Pagegroup plc
        N/A
        
          
        
        4168.00000000
        NS
        
        25473.68000000
        0.000734162481
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Telecom Plus plc
        549300QGHDX5UKE58G86
        Telecom Plus plc
        N/A
        
          
        
        304.00000000
        NS
        
        5952.78000000
        0.000171561695
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CTS Eventim AG & Co. KGaA
        529900FDHSN08UBJII80
        CTS Eventim AG & Co. KGaA
        N/A
        
          
        
        55.00000000
        NS
        
        3676.27000000
        0.000105951692
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Melrose Industries plc
        213800RGNXXZY2M7TR85
        Melrose Industries plc
        N/A
        
          
        
        22173.00000000
        NS
        
        54022.13000000
        0.001556941165
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Clarkson plc
        2138007G6BGTEHI3OT22
        Clarkson plc
        N/A
        
          
        
        433.00000000
        NS
        
        15987.44000000
        0.000460764939
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp.
        68389X105
        
          
        
        151327.00000000
        NS
        USD
        9789343.63000000
        0.282133119893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        223.56000000
        0.000006443095
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            124111.47000000
            USD
            110000.00000000
            CHF
            2021-01-26
            223.56000000
          
        
        
          N
          N
          N
        
      
      
        Hitachi Metals Ltd.
        N/A
        Hitachi Metals Ltd.
        N/A
        
          
        
        81.00000000
        NS
        
        1231.52000000
        0.000035492939
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kraft Heinz Co. (The)
        N/A
        Kraft Heinz Co. (The)
        500754106
        
          
        
        13205.00000000
        NS
        USD
        457685.30000000
        0.013190688415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        44.00000000
        NC
        USD
        317522.48000000
        0.009151135285
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-01-20
            4373556.00000000
            USD
            317522.48000000
          
        
        
          N
          N
          N
        
      
      
        Nippon Suisan Kaisha Ltd.
        529900MPH5BMANQ3EC50
        Nippon Suisan Kaisha Ltd.
        N/A
        
          
        
        6383.00000000
        NS
        
        26384.30000000
        0.000760406944
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance, Inc.
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance, Inc.
        931427108
        
          
        
        12921.00000000
        NS
        USD
        515289.48000000
        0.014850865812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        N/A
        
          
        
        210.00000000
        NS
        
        2500.06000000
        0.000072052811
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Maruha Nichiro Corp.
        529900HGXVKT576NWZ27
        Maruha Nichiro Corp.
        N/A
        
          
        
        1174.00000000
        NS
        
        25278.29000000
        0.000728531257
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eaton Corp. plc
        549300VDIGTMXUNT7H71
        Eaton Corp. plc
        N/A
        
          
        
        2198.00000000
        NS
        USD
        264067.72000000
        0.007610545969
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MEIJI Holdings Co. Ltd.
        5299002D52YIP6DWMV49
        MEIJI Holdings Co. Ltd.
        N/A
        
          
        
        235.00000000
        NS
        
        16539.24000000
        0.000476668054
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SHO-BOND Holdings Co. Ltd.
        N/A
        SHO-BOND Holdings Co. Ltd.
        N/A
        
          
        
        98.00000000
        NS
        
        4762.04000000
        0.000137244053
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mizuho Financial Group, Inc.
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group, Inc.
        N/A
        
          
        
        4143.00000000
        NS
        
        52583.72000000
        0.001515485566
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Monster Beverage Corp.
        52990090AP0E7HCB6F33
        Monster Beverage Corp.
        61174X109
        
          
        
        44929.00000000
        NS
        USD
        4155033.92000000
        0.119749875724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanrio Co. Ltd.
        3538002Q5JQLOMSPH125
        Sanrio Co. Ltd.
        N/A
        
          
        
        67.00000000
        NS
        
        917.12000000
        0.000026431795
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashmore Group plc
        549300U3L59WB4YI2X12
        Ashmore Group plc
        N/A
        
          
        
        521.00000000
        NS
        
        3076.49000000
        0.000088665773
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaoko Co. Ltd.
        353800Y2SZOLTECIV233
        Yaoko Co. Ltd.
        N/A
        
          
        
        185.00000000
        NS
        
        12884.57000000
        0.000371338883
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        145061.00000000
        NS
        USD
        5035067.31000000
        0.145112818870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        80.00000000
        NC
        USD
        -169546.40000000
        -0.00488640062
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-02-17
            3978500.00000000
            USD
            -169546.40000000
          
        
        
          N
          N
          N
        
      
      
        Cadence Design Systems, Inc.
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems, Inc.
        127387108
        
          
        
        1876.00000000
        NS
        USD
        255942.68000000
        0.007376378800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co. Ltd.
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co. Ltd.
        N/A
        
          
        
        2881.00000000
        NS
        
        52821.10000000
        0.001522326961
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaskawa Electric Corp.
        3538003K39GR98R0CK58
        Yaskawa Electric Corp.
        N/A
        
          
        
        84.00000000
        NS
        
        4187.86000000
        0.000120695937
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pool Corp.
        5493005VZK1KMN6CO617
        Pool Corp.
        73278L105
        
          
        
        708.00000000
        NS
        USD
        263730.00000000
        0.007600812732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Zinc Base Metal
        N/A
        
          
          
        
        71.00000000
        NC
        USD
        141014.57000000
        0.004064100933
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-01-20
            4851660.75000000
            USD
            141014.57000000
          
        
        
          N
          N
          N
        
      
      
        Euronext NV
        724500QJ4QSZ3H9QU415
        Euronext NV
        N/A
        
          
        
        99.00000000
        NS
        
        10903.04000000
        0.000314230331
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Nikkon Holdings Co. Ltd.
        3538005QJ1M73DPIMH49
        Nikkon Holdings Co. Ltd.
        N/A
        
          
        
        88.00000000
        NS
        
        1764.45000000
        0.000050852212
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp.
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp.
        30231G102
        
          
        
        13231.00000000
        NS
        USD
        545381.82000000
        0.015718140074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirent Communications plc
        213800HKCUNWP1916L38
        Spirent Communications plc
        N/A
        
          
        
        2597.00000000
        NS
        
        9389.05000000
        0.000270596484
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class A
        02079K305
        
          
        
        10879.00000000
        NS
        USD
        19066970.56000000
        0.549518343040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Co.
        3C7474T6CDKPR9K6YT90
        General Electric Co.
        369604103
        
          
        
        716072.00000000
        NS
        USD
        7733577.60000000
        0.222885053247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nichirei Corp.
        529900MX3GPXXKO0MT06
        Nichirei Corp.
        N/A
        
          
        
        397.00000000
        NS
        
        11155.61000000
        0.000321509507
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TI Fluid Systems plc
        5493001T9RXVD6OAWY46
        TI Fluid Systems plc
        N/A
        
          
        
        5369.00000000
        NS
        
        18002.85000000
        0.000518849927
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Coats Group plc
        2138003SPYWGAITNFY17
        Coats Group plc
        N/A
        
          
        
        14396.00000000
        NS
        
        13264.54000000
        0.000382289783
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Experian plc
        635400RXXHHYT1JTSZ26
        Experian plc
        N/A
        
          
        
        605.00000000
        NS
        
        22983.14000000
        0.000662384041
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MorphoSys AG
        529900493806K77LRE72
        MorphoSys AG
        N/A
        
          
        
        73.00000000
        NS
        
        8535.12000000
        0.000245985852
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        429.62000000
        0.000012381834
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            298739.18000000
            USD
            4410000.00000000
            ZAR
            2021-01-26
            429.62000000
          
        
        
          N
          N
          N
        
      
      
        Expeditors International of Washington, Inc.
        984500B055A804AB6E40
        Expeditors International of Washington, Inc.
        302130109
        
          
        
        1885.00000000
        NS
        USD
        179282.35000000
        0.005166994913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart, Inc.
        Y87794H0US1R65VBXU25
        Walmart, Inc.
        931142103
        
          
        
        6114.00000000
        NS
        USD
        881333.10000000
        0.025400401351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
        
        3487.00000000
        NS
        USD
        151475.28000000
        0.004365583122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CME Group, Inc.
        LCZ7XYGSLJUHFXXNXD88
        CME Group, Inc.
        12572Q105
        
          
        
        26764.00000000
        NS
        USD
        4872386.20000000
        0.140424278878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evonik Industries AG
        41GUOJQTALQHLF39XJ34
        Evonik Industries AG
        N/A
        
          
        
        747.00000000
        NS
        
        24415.36000000
        0.000703661241
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913Y100
        
          
        
        1941.00000000
        NS
        USD
        109802.37000000
        0.003164551821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moneysupermarket.com Group plc
        54930016B7VO33FBE722
        Moneysupermarket.com Group plc
        N/A
        
          
        
        361.00000000
        NS
        
        1289.32000000
        0.000037158760
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        PayPal Holdings, Inc.
        70450Y103
        
          
        
        1618.00000000
        NS
        USD
        378935.60000000
        0.010921087981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Management, Inc.
        549300YX8JIID70NFS41
        Waste Management, Inc.
        94106L109
        
          
        
        116.00000000
        NS
        USD
        13679.88000000
        0.000394260061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aeroports de Paris
        969500PJMBSFHYC37989
        Aeroports de Paris
        N/A
        
          
        
        7.00000000
        NS
        
        905.63000000
        0.000026100648
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Group Corp.
        5493003BZYYYCDIO0R13
        SoftBank Group Corp.
        N/A
        
          
        
        425.00000000
        NS
        
        32994.91000000
        0.000950927585
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        N/A
        
          
        
        169.00000000
        NS
        
        19017.05000000
        0.000548079610
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PALTAC Corp.
        N/A
        PALTAC Corp.
        N/A
        
          
        
        310.00000000
        NS
        
        16873.73000000
        0.000486308200
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Just Group plc
        5493006456YEZEELRR90
        Just Group plc
        N/A
        
          
        
        38200.00000000
        NS
        
        36789.43000000
        0.001060287293
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oji Holdings Corp.
        529900LVC9GIIYUGE243
        Oji Holdings Corp.
        N/A
        
          
        
        3252.00000000
        NS
        
        18513.95000000
        0.000533580051
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Microchip Technology, Inc.
        5493007PTFULNYZJ1R12
        Microchip Technology, Inc.
        595017104
        
          
        
        2386.00000000
        NS
        USD
        329530.46000000
        0.009497210466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphenol Corp.
        549300D3L3G0R4U4VT04
        Amphenol Corp., Class A
        032095101
        
          
        
        1610.00000000
        NS
        USD
        210539.70000000
        0.006067845268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemring Group plc
        213800U9A54VQJ5P2J41
        Chemring Group plc
        N/A
        
          
        
        2341.00000000
        NS
        
        9139.77000000
        0.000263412126
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        BAWAG Group AG
        529900S9YO2JHTIIDG38
        BAWAG Group AG
        N/A
        
          
        
        71.00000000
        NS
        
        3302.41000000
        0.000095176885
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        AMETEK, Inc.
        549300WZDEF9KKE40E98
        AMETEK, Inc.
        031100100
        
          
        
        997.00000000
        NS
        USD
        120577.18000000
        0.003475086509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rank Group plc
        213800TXKD6XZWOFTE12
        Rank Group plc
        N/A
        
          
        
        2943.00000000
        NS
        
        5602.18000000
        0.000161457252
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        TBC Bank Group plc
        213800T6NS9N2WQ3B328
        TBC Bank Group plc
        N/A
        
          
        
        1128.00000000
        NS
        
        19243.87000000
        0.000554616661
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        T&D Holdings, Inc.
        3538008ARJ1MACEWA242
        T&D Holdings, Inc.
        N/A
        
          
        
        3086.00000000
        NS
        
        36503.84000000
        0.001052056466
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Computacenter plc
        549300XSXUZ1I19DB105
        Computacenter plc
        N/A
        
          
        
        798.00000000
        NS
        
        26722.81000000
        0.000770162948
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chubb Ltd.
        E0JAN6VLUDI1HITHT809
        Chubb Ltd.
        N/A
        
          
        
        43.00000000
        NS
        USD
        6618.56000000
        0.000190749763
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Schroders plc
        2138001YYBULX5SZ2H24
        Schroders plc
        N/A
        
          
        
        67.00000000
        NS
        
        3054.93000000
        0.000088044404
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Central Glass Co. Ltd.
        N/A
        Central Glass Co. Ltd.
        N/A
        
          
        
        887.00000000
        NS
        
        19339.23000000
        0.000557364977
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JTC plc
        213800DVUG4KLF2ASK33
        JTC plc
        N/A
        
          
        
        572.00000000
        NS
        
        4364.73000000
        0.000125793407
        Long
        EC
        CORP
        JE
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NASDAQ 100 E-Mini Index
        N/A
        
          
          
        
        46.00000000
        NC
        USD
        390829.90000000
        0.011263886855
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                NASDAQ 100 E-Mini Index
                US6311011026
              
            
            2021-03-19
            11854660.00000000
            USD
            390829.90000000
          
        
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        Baxter International, Inc.
        071813109
        
          
        
        213.00000000
        NS
        USD
        17091.12000000
        0.000492573474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amano Corp.
        N/A
        Amano Corp.
        N/A
        
          
        
        532.00000000
        NS
        
        12743.21000000
        0.000367264827
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        N/A
        
          
        
        9123.00000000
        NS
        
        114679.91000000
        0.003305124635
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        960.00000000
        NC
        USD
        155219.12000000
        0.004473482211
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2021-03-22
            132510000.00000000
            USD
            155219.12000000
          
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares, Inc.
        549300XTVCVV9I7B5T19
        Huntington Bancshares, Inc.
        446150104
        
          
        
        4433.00000000
        NS
        USD
        55988.79000000
        0.001613621157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CoStar Group, Inc.
        N/A
        CoStar Group, Inc.
        22160N109
        
          
        
        4207.00000000
        NS
        USD
        3888445.96000000
        0.112066695347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp.
        549300S4KLFTLO7GSQ80
        NVIDIA Corp.
        67066G104
        
          
        
        743.00000000
        NS
        USD
        387994.60000000
        0.011182172282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        N/A
        
          
        
        1304.00000000
        NS
        
        66812.58000000
        0.001925567469
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        31313.00000000
        NS
        
        139281.26000000
        0.004014146189
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc.
        023135106
        
          
        
        7072.00000000
        NS
        USD
        23033008.96000000
        0.663821286087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Umicore SA
        529900F3AIQECS8ZSV61
        Umicore SA
        N/A
        
          
        
        14.00000000
        NS
        
        672.91000000
        0.000019393557
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Matsui Securities Co. Ltd.
        3538007PRKOSDN175V58
        Matsui Securities Co. Ltd.
        N/A
        
          
        
        61.00000000
        NS
        
        479.10000000
        0.000013807869
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nihon Unisys Ltd.
        N/A
        Nihon Unisys Ltd.
        N/A
        
          
        
        406.00000000
        NS
        
        15913.52000000
        0.000458634533
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp.
        353800PJDODZEA4NP730
        Medipal Holdings Corp.
        N/A
        
          
        
        1870.00000000
        NS
        
        35165.89000000
        0.001013496168
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ube Industries Ltd.
        529900XMRZ2VNF3ZPS69
        Ube Industries Ltd.
        N/A
        
          
        
        479.00000000
        NS
        
        8705.20000000
        0.000250887631
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Grand City Properties SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        N/A
        
          
        
        32.00000000
        NS
        
        826.80000000
        0.000023828733
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Infrastrutture Wireless Italiane SpA
        81560066183FE361C071
        Infrastrutture Wireless Italiane SpA
        N/A
        
          
        
        211.00000000
        NS
        
        2557.84000000
        0.000073718055
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        FleetCor Technologies, Inc.
        549300DG6RR0NQSFLN74
        FleetCor Technologies, Inc.
        339041105
        
          
        
        1719.00000000
        NS
        USD
        468994.77000000
        0.013516632235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xylem, Inc.
        549300DF5MV96DRYLQ48
        Xylem, Inc.
        98419M100
        
          
        
        105.00000000
        NS
        USD
        10687.95000000
        0.000308031344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ajinomoto Co., Inc.
        353800UT0TLROREPIC92
        Ajinomoto Co., Inc.
        N/A
        
          
        
        482.00000000
        NS
        
        10922.00000000
        0.000314776766
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J Front Retailing Co. Ltd.
        N/A
        J Front Retailing Co. Ltd.
        N/A
        
          
        
        3218.00000000
        NS
        
        25522.30000000
        0.000735563731
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        29105951.88000000
        PA
        USD
        777058.30000000
        0.022395156488
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLTN.I
                USJPGSGLTN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            29105951.88000000
            USD
            777058.30000000
          
        
        
          N
          N
          N
        
      
      
        Anglo American plc
        549300S9XF92D1X8ME43
        Anglo American plc
        N/A
        
          
        
        576.00000000
        NS
        
        19020.80000000
        0.000548187687
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Hilton Food Group plc
        213800JY7VJFS2OOX355
        Hilton Food Group plc
        N/A
        
          
        
        97.00000000
        NS
        
        1481.04000000
        0.000042684213
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ninety One plc
        549300G0TJCT3K15ZG14
        Ninety One plc
        N/A
        
          
        
        556.00000000
        NS
        
        1761.59000000
        0.000050769786
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Infomart Corp.
        N/A
        Infomart Corp.
        N/A
        
          
        
        111.00000000
        NS
        
        1060.07000000
        0.000030551676
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        20783.87000000
        0.000599000127
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            1617184.18000000
            USD
            119970000.00000000
            INR
            2021-02-02
            20783.87000000
          
        
        
          N
          N
          N
        
      
      
        Antofagasta plc
        213800MY6QVH4FVLD628
        Antofagasta plc
        N/A
        
          
        
        466.00000000
        NS
        
        9142.53000000
        0.000263491671
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NVR, Inc.
        529900RWXR4JI3JYTV70
        NVR, Inc.
        62944T105
        
          
        
        44.00000000
        NS
        USD
        179513.84000000
        0.005173666555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SSP Group plc
        213800QGNIWTXFMENJ24
        SSP Group plc
        N/A
        
          
        
        488.00000000
        NS
        
        2215.50000000
        0.000063851668
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        N/A
        
          
        
        11741.00000000
        NS
        
        109166.00000000
        0.003146211363
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        N/A
        
          
        
        236.00000000
        NS
        
        31374.65000000
        0.000904230990
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yokohama Rubber Co. Ltd. (The)
        52990036XNWY2FMYWB76
        Yokohama Rubber Co. Ltd. (The)
        N/A
        
          
        
        2826.00000000
        NS
        
        42098.93000000
        0.001213309381
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wienerberger AG
        529900VXIFBHO0SW2I31
        Wienerberger AG
        N/A
        
          
        
        1887.00000000
        NS
        
        60121.01000000
        0.001732713526
        Long
        EC
        CORP
        AT
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Saison Co. Ltd.
        529900SV58ZWTGRH3A66
        Credit Saison Co. Ltd.
        N/A
        
          
        
        1929.00000000
        NS
        
        22208.19000000
        0.000640049646
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        N/A
        
          
        
        4285.00000000
        NS
        
        185241.56000000
        0.005338741925
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        N/A
        
          
        
        3515.00000000
        NS
        
        148710.01000000
        0.004285886844
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Zalando SE
        529900YRFFGH5AXU4S86
        Zalando SE
        N/A
        
          
        
        519.00000000
        NS
        
        57729.13000000
        0.001663778509
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund - Institutional Shares
        38141W273
        
          
        
        1902553324.19000000
        NS
        USD
        1902553324.19000000
        54.83241016001
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENEOS Holdings, Inc.
        3538001KQ5SAOZSQTT44
        ENEOS Holdings, Inc.
        N/A
        
          
        
        7793.00000000
        NS
        
        27990.14000000
        0.000806687947
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evotec SE
        529900F9KI6OYITO9B12
        Evotec SE
        N/A
        
          
        
        132.00000000
        NS
        
        4877.65000000
        0.000140575983
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Park24 Co. Ltd.
        549300LFG2WZWCWM4M68
        Park24 Co. Ltd.
        N/A
        
          
        
        92.00000000
        NS
        
        1600.84000000
        0.000046136901
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Azbil Corp.
        N/A
        Azbil Corp.
        N/A
        
          
        
        183.00000000
        NS
        
        10010.49000000
        0.000288506653
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lixil Corp.
        353800KB8G4F9WUJJ886
        Lixil Corp.
        N/A
        
          
        
        1292.00000000
        NS
        
        28019.18000000
        0.000807524893
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sony Corp.
        529900R5WX9N2OI2N910
        Sony Corp.
        N/A
        
          
        
        1739.00000000
        NS
        
        175235.71000000
        0.005050368997
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freenet AG
        5299003GLDODCVP8DO20
        Freenet AG
        N/A
        
          
        
        1743.00000000
        NS
        
        36613.94000000
        0.001055229596
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co.
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co.
        110122108
        
          
        
        10805.00000000
        NS
        USD
        670234.15000000
        0.019316438256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock, Inc.
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock, Inc.
        668771108
        
          
        
        10108.00000000
        NS
        USD
        210044.24000000
        0.006053565896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Amsterdam Exchange Index
        N/A
        
          
          
        
        47.00000000
        NC
        
        75835.42000000
        0.002185609623
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Long
            
              
                Amsterdam Exchange Index
                NL0000000107
              
            
            2021-01-15
            5870582.00000000
            EUR
            75835.42000000
          
        
        
          N
          N
          N
        
      
      
        Ain Holdings, Inc.
        N/A
        Ain Holdings, Inc.
        N/A
        
          
        
        140.00000000
        NS
        
        8649.23000000
        0.000249274551
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Waters Corp.
        5T547R1474YC9HOD8Q74
        Waters Corp.
        941848103
        
          
        
        275.00000000
        NS
        USD
        68040.50000000
        0.001960956655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly and Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly and Co.
        532457108
        
          
        
        366.00000000
        NS
        USD
        61795.44000000
        0.001780971323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851102
        
          
        
        28921.00000000
        NS
        USD
        6424510.94000000
        0.185157185588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toray Industries, Inc.
        35380099TCYR5FHT0A11
        Toray Industries, Inc.
        N/A
        
          
        
        3427.00000000
        NS
        
        20326.93000000
        0.000585830919
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co. Ltd.
        35380051BV8PV1I4S949
        Iida Group Holdings Co. Ltd.
        N/A
        
          
        
        2448.00000000
        NS
        
        49494.13000000
        0.001426442245
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        N/A
        
          
        
        11000.00000000
        NS
        
        178717.44000000
        0.005150713963
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hays plc
        213800QC8AWD4BO8TH08
        Hays plc
        N/A
        
          
        
        18262.00000000
        NS
        
        35824.82000000
        0.001032486816
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        N/A
        
          
        
        32.00000000
        NS
        
        74353.33000000
        0.002142895148
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        J M Smucker Co. (The)
        5493000WDH6A0LHDJD55
        J M Smucker Co. (The)
        832696405
        
          
        
        3029.00000000
        NS
        USD
        350152.40000000
        0.010091543701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marshalls plc
        213800S21IFC367J5V62
        Marshalls plc
        N/A
        
          
        
        309.00000000
        NS
        
        3161.28000000
        0.000091109457
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        19.00000000
        NC
        
        2358.27000000
        0.000067966361
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-06-14
            4728387.50000000
            CAD
            2358.27000000
          
        
        
          N
          N
          N
        
      
      
        Weir Group plc (The)
        549300KDR56WHY9I3D10
        Weir Group plc (The)
        N/A
        
          
        
        1636.00000000
        NS
        
        44482.07000000
        0.001281992507
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cummins, Inc.
        ZUNI8PYC725B6H8JU438
        Cummins, Inc.
        231021106
        
          
        
        1133.00000000
        NS
        USD
        257304.30000000
        0.007415621278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
        
        24771.00000000
        NS
        USD
        1234091.22000000
        0.035567043030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Television Holdings, Inc.
        N/A
        Nippon Television Holdings, Inc.
        N/A
        
          
        
        5324.00000000
        NS
        
        58041.45000000
        0.001672779707
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        101137107
        
          
        
        113189.00000000
        NS
        USD
        4069144.55000000
        0.117274506910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Aluminum Base Metal
        N/A
        
          
          
        
        128.00000000
        NC
        USD
        211974.51000000
        0.006109197113
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-01-20
            6332800.00000000
            USD
            211974.51000000
          
        
        
          N
          N
          N
        
      
      
        Intuit, Inc.
        VI90HBPH7XSFMB9E4M29
        Intuit, Inc.
        461202103
        
          
        
        275.00000000
        NS
        USD
        104458.75000000
        0.003010546381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        103350.47000000
        0.002978605271
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            7686452.55000000
            USD
            570550000.00000000
            INR
            2021-02-02
            103350.47000000
          
        
        
          N
          N
          N
        
      
      
        Liontrust Asset Management plc
        549300XVXU6S7PLCL855
        Liontrust Asset Management plc
        N/A
        
          
        
        321.00000000
        NS
        
        5706.58000000
        0.000164466105
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        JDE Peet's NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        N/A
        
          
        
        636.00000000
        NS
        
        28849.23000000
        0.000831447293
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        N/A
        
          
        
        6334.00000000
        NS
        
        106472.78000000
        0.003068591597
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp.
        459200101
        
          
        
        7163.00000000
        NS
        USD
        901678.44000000
        0.025986762854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Class A
        571903202
        
          
        
        1246.00000000
        NS
        USD
        164372.32000000
        0.004737281396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        888 Holdings plc
        213800H84UJQYSVF9750
        888 Holdings plc
        N/A
        
          
        
        4319.00000000
        NS
        
        16862.30000000
        0.000485978783
        Long
        EC
        CORP
        GI
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Centamin plc
        213800PDI9G7OUKLPV84
        Centamin plc
        N/A
        
          
        
        52795.00000000
        NS
        
        89367.52000000
        0.002575610601
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Biogen, Inc.
        W8J5WZB5IY3K0NDQT671
        Biogen, Inc.
        09062X103
        
          
        
        2125.00000000
        NS
        USD
        520327.50000000
        0.014996063729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prysmian SpA
        529900X0H1IO3RS1A464
        Prysmian SpA
        N/A
        
          
        
        2550.00000000
        NS
        
        90761.24000000
        0.002615778215
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        135.00000000
        NC
        USD
        59400.00000000
        0.001711933706
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3035.00000000
            USD
            2021-01-29
            XXXX
            -72608.37000000
          
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc., Class A
        21036P108
        
          
        
        1030.00000000
        NS
        USD
        225621.50000000
        0.006502509270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
        
        1813.00000000
        NS
        USD
        126801.22000000
        0.003654466035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JTEKT Corp.
        N/A
        JTEKT Corp.
        N/A
        
          
        
        239.00000000
        NS
        
        1855.98000000
        0.000053490146
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Halma plc
        2138007FRGLUR9KGBT40
        Halma plc
        N/A
        
          
        
        509.00000000
        NS
        
        17046.54000000
        0.000491288659
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bunge Ltd.
        5493007M0RIN8HY3MM77
        Bunge Ltd.
        N/A
        
          
        
        86443.00000000
        NS
        USD
        5668931.94000000
        0.163381071821
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Glanbia plc
        635400SRMCBHVMSKJS84
        Glanbia plc
        N/A
        
          
        
        7139.00000000
        NS
        
        90527.71000000
        0.002609047779
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        N/A
        
          
        
        3081.00000000
        NS
        
        202748.77000000
        0.005843307293
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        N/A
        
          
        
        518.00000000
        NS
        
        61090.07000000
        0.001760642254
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        N/A
        
          
        
        2848.00000000
        NS
        
        276036.74000000
        0.007955498305
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanne Group plc
        2138005UBLKEZRITH576
        Sanne Group plc
        N/A
        
          
        
        66.00000000
        NS
        
        556.07000000
        0.000016026178
        Long
        EC
        CORP
        JE
        N
        
        2
        
          N
          N
          N
        
      
      
        Howden Joinery Group plc
        213800KC1LJOJTY3JP45
        Howden Joinery Group plc
        N/A
        
          
        
        1029.00000000
        NS
        
        9693.61000000
        0.000279374035
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp.
        78410G104
        
          
        
        184.00000000
        NS
        USD
        51911.92000000
        0.001496124000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Next plc
        213800WQD8ECPZP9PH98
        Next plc
        N/A
        
          
        
        299.00000000
        NS
        
        28831.44000000
        0.000830934578
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Diploma plc
        2138008OGI7VYG8FGR19
        Diploma plc
        N/A
        
          
        
        203.00000000
        NS
        
        6069.85000000
        0.000174935703
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -96635.53000000
        -0.00278507779
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            76315320000.00000000
            IDR
            5349454.65000000
            USD
            2021-01-07
            -96635.53000000
          
        
        
          N
          N
          N
        
      
      
        Republic Services, Inc.
        NKNQHM6BLECKVOQP7O46
        Republic Services, Inc.
        760759100
        
          
        
        36737.00000000
        NS
        USD
        3537773.10000000
        0.101960151763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd.
        549300N24XF2VV0B3570
        Everest Re Group Ltd.
        N/A
        
          
        
        1497.00000000
        NS
        USD
        350432.73000000
        0.010099622933
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide, Inc.
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide, Inc.
        12541W209
        
          
        
        1437.00000000
        NS
        USD
        134891.19000000
        0.003887622471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oxford Instruments plc
        213800J364EZD6UCE231
        Oxford Instruments plc
        N/A
        
          
        
        219.00000000
        NS
        
        5977.26000000
        0.000172267219
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Bloomberg Barclays Convertible Securities ETF
        549300IXKU3G7R6DMX93
        SPDR Bloomberg Barclays Convertible Securities ETF
        78464A359
        
          
        
        488292.00000000
        NS
        USD
        40425694.68000000
        1.165086015468
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International, Inc.
        5493000BD5GJNUDIUG10
        Mettler-Toledo International, Inc.
        592688105
        
          
        
        4006.00000000
        NS
        USD
        4565558.08000000
        0.131581359675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intermediate Capital Group plc
        549300OGASR5WRKJ8R68
        Intermediate Capital Group plc
        N/A
        
          
        
        601.00000000
        NS
        
        14141.58000000
        0.000407566455
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Corp.
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp.
        N/A
        
          
        
        3440.00000000
        NS
        
        45590.16000000
        0.001313928140
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        255678.44000000
        0.007368763289
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            11427303.37000000
            USD
            15150000.00000000
            AUD
            2021-01-27
            255678.44000000
          
        
        
          N
          N
          N
        
      
      
        Japan Airlines Co. Ltd.
        3538002MH5L1QZZ93477
        Japan Airlines Co. Ltd.
        N/A
        
          
        
        193.00000000
        NS
        
        3721.87000000
        0.000107265904
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833100
        
          
        
        236225.00000000
        NS
        USD
        31344695.25000000
        0.903367681965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        60904.43000000
        0.001755292029
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            9166959.29000000
            USD
            443800000.00000000
            PHP
            2021-02-01
            60904.43000000
          
        
        
          N
          N
          N
        
      
      
        ResMed, Inc.
        529900T3QE5253CCXF22
        ResMed, Inc.
        761152107
        
          
        
        10.00000000
        NS
        USD
        2125.60000000
        0.000061260711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        N/A
        
          
        
        44.00000000
        NS
        
        2370.17000000
        0.000068309325
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Brenntag AG
        NNROIXVWJ7CPSR27SV97
        Brenntag AG
        N/A
        
          
        
        1330.00000000
        NS
        
        103422.84000000
        0.002980691006
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Iwatani Corp.
        353800TSKIDNENNV2L96
        Iwatani Corp.
        N/A
        
          
        
        65.00000000
        NS
        
        4004.59000000
        0.000115414016
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Moody's Corp.
        549300GCEDD8YCF5WU84
        Moody's Corp.
        615369105
        
          
        
        187.00000000
        NS
        USD
        54274.88000000
        0.001564225529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British American Tobacco plc
        213800FKA5MF17RJKT63
        British American Tobacco plc
        N/A
        
          
        
        9324.00000000
        NS
        
        346264.14000000
        0.009979482365
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Aedifica SA
        529900DTKNXL0AXQFN28
        Aedifica SA
        N/A
        
          
        
        15.00000000
        NS
        
        1802.03000000
        0.000051935284
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cerner Corp.
        549300L4UJ40IEVVI304
        Cerner Corp.
        156782104
        
          
        
        2345.00000000
        NS
        USD
        184035.60000000
        0.005303985636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TS Tech Co. Ltd.
        N/A
        TS Tech Co. Ltd.
        N/A
        
          
        
        904.00000000
        NS
        
        27919.80000000
        0.000804660718
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738108
        
          
        
        50589.00000000
        NS
        USD
        5760063.54000000
        0.166007523971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Drax Group plc
        549300YPSNTXR4ZHSR98
        Drax Group plc
        N/A
        
          
        
        13686.00000000
        NS
        
        70259.24000000
        0.002024901702
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Devon Energy Corp.
        54930042348RKR3ZPN35
        Devon Energy Corp.
        25179M103
        
          
        
        5494.00000000
        NS
        USD
        86860.14000000
        0.002503346824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        NextEra Energy, Inc.
        65339F101
        
          
        
        78505.00000000
        NS
        USD
        6056660.75000000
        0.174555583920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
        
        1791.00000000
        NS
        
        83230.58000000
        0.002398741334
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Recruit Holdings Co. Ltd.
        353800R2LRSMVVC4I806
        Recruit Holdings Co. Ltd.
        N/A
        
          
        
        389.00000000
        NS
        
        16339.15000000
        0.000470901373
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Komatsu Ltd.
        5493004LQ0B4T7QPQV17
        Komatsu Ltd.
        N/A
        
          
        
        130.00000000
        NS
        
        3587.78000000
        0.000103401372
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        70606.39000000
        0.002034906715
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            3816588.31000000
            USD
            54470730000.00000000
            IDR
            2021-01-07
            70606.39000000
          
        
        
          N
          N
          N
        
      
      
        JSR Corp.
        353800TL8FC0AWR22506
        JSR Corp.
        N/A
        
          
        
        294.00000000
        NS
        
        8197.48000000
        0.000236254921
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co.
        844741108
        
          
        
        83774.00000000
        NS
        USD
        3904706.14000000
        0.112535320771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entain plc
        213800GNI3K45LQR8L28
        Entain plc
        N/A
        
          
        
        2659.00000000
        NS
        
        41243.23000000
        0.001188647737
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        N/A
        
          
        
        92.00000000
        NS
        
        32728.49000000
        0.000943249245
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Rengo Co. Ltd.
        N/A
        Rengo Co. Ltd.
        N/A
        
          
        
        1745.00000000
        NS
        
        14626.28000000
        0.000421535719
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Inchcape plc
        213800RGEH1MPPNM2T57
        Inchcape plc
        N/A
        
          
        
        3036.00000000
        NS
        
        26726.71000000
        0.000770275348
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sun Communities, Inc.
        549300H5GEOJYN41ZG57
        Sun Communities, Inc.
        866674104
        
          
        
        35131.00000000
        NS
        USD
        5338155.45000000
        0.153847950231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class A
        35137L105
        
          
        
        15636.00000000
        NS
        USD
        455320.32000000
        0.013122528668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack Henry & Associates, Inc.
        529900X1QS8C54W0JB21
        Jack Henry & Associates, Inc.
        426281101
        
          
        
        627.00000000
        NS
        USD
        101567.73000000
        0.002927225933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        N/A
        
          
        
        93.00000000
        NS
        
        4262.75000000
        0.000122854299
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        N/A
        
          
        
        105.00000000
        NS
        
        17878.59000000
        0.000515268701
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Vistry Group plc
        2138001KOWN7CG9SLK53
        Vistry Group plc
        N/A
        
          
        
        1492.00000000
        NS
        
        19175.40000000
        0.000552643326
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpump Group SpA
        815600C79D0F31F4D395
        Interpump Group SpA
        N/A
        
          
        
        253.00000000
        NS
        
        12524.29000000
        0.000360955457
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Compass Group plc
        2138008M6MH9OZ6U2T68
        Compass Group plc
        N/A
        
          
        
        4118.00000000
        NS
        
        76806.29000000
        0.002213590516
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nitto Denko Corp.
        3538009GX5P09USH2J25
        Nitto Denko Corp.
        N/A
        
          
        
        82.00000000
        NS
        
        7345.56000000
        0.000211702218
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
        
        541.00000000
        NC
        
        217676.78000000
        0.006273539002
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bund
                
                  
                
              
            
            2021-03-08
            96103240.00000000
            EUR
            217676.78000000
          
        
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        Vodafone Group plc
        N/A
        
          
        
        187671.00000000
        NS
        
        308247.34000000
        0.008883821737
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Metso Outotec OYJ
        549300R0VN9C371W0E07
        Metso Outotec OYJ
        N/A
        
          
        
        658.00000000
        NS
        
        6611.44000000
        0.000190544561
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651107
        
          
        
        2787.00000000
        NS
        USD
        446449.53000000
        0.012866868661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4874.84000000
        0.000140494998
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1039549.66000000
            USD
            50230000.00000000
            PHP
            2021-02-01
            4874.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1328.67000000
        -0.00003829284
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            1179328.83000000
            USD
            32960000.00000000
            TWD
            2021-02-01
            -1328.67000000
          
        
        
          N
          N
          N
        
      
      
        Tokyo Ohka Kogyo Co. Ltd.
        N/A
        Tokyo Ohka Kogyo Co. Ltd.
        N/A
        
          
        
        120.00000000
        NS
        
        8429.91000000
        0.000242953654
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        As One Corp.
        N/A
        As One Corp.
        N/A
        
          
        
        68.00000000
        NS
        
        11630.60000000
        0.000335198925
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG (Registered)
        N/A
        
          
        
        4993.00000000
        NS
        
        353900.33000000
        0.010199560665
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Wm Morrison Supermarkets plc
        213800IN6LSRGTZSOS29
        Wm Morrison Supermarkets plc
        N/A
        
          
        
        7205.00000000
        NS
        
        17433.98000000
        0.000502454848
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ABIOMED, Inc.
        5493001EZN4ZTB4Z5887
        ABIOMED, Inc.
        003654100
        
          
        
        726.00000000
        NS
        USD
        235369.20000000
        0.006783442203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elisa OYJ
        743700TU2S3DXWGU7H32
        Elisa OYJ
        N/A
        
          
        
        99.00000000
        NS
        
        5427.11000000
        0.000156411658
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        GS Yuasa Corp.
        353800MW7O6PQQHLDR79
        GS Yuasa Corp.
        N/A
        
          
        
        686.00000000
        NS
        
        19741.70000000
        0.000568964337
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap-on, Inc.
        HHWAT5TDOYZMM26KKQ73
        Snap-on, Inc.
        833034101
        
          
        
        1692.00000000
        NS
        USD
        289568.88000000
        0.008345500436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brewin Dolphin Holdings plc
        213800PS7FS5UYOWAC49
        Brewin Dolphin Holdings plc
        N/A
        
          
        
        487.00000000
        NS
        
        2027.11000000
        0.000058422187
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        American Express Co.
        025816109
        
          
        
        232.00000000
        NS
        USD
        28051.12000000
        0.000808445417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        N/A
        
          
        
        1566.00000000
        NS
        
        244036.68000000
        0.007033242727
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Corbion NV
        724500BKS1TSAVLTWG46
        Corbion NV
        N/A
        
          
        
        322.00000000
        NS
        
        18029.31000000
        0.000519612516
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        TBS Holdings, Inc.
        N/A
        TBS Holdings, Inc.
        N/A
        
          
        
        1634.00000000
        NS
        
        28738.29000000
        0.000828249954
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hokkaido Electric Power Co., Inc.
        353800XDXIIZDHUO0J51
        Hokkaido Electric Power Co., Inc.
        N/A
        
          
        
        4610.00000000
        NS
        
        16806.17000000
        0.000484361092
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamada Holdings Co. Ltd.
        353800MDZ4K1DQKLO464
        Yamada Holdings Co. Ltd.
        N/A
        
          
        
        9980.00000000
        NS
        
        53023.96000000
        0.001528173474
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Valeo SA
        5493006IH2N2WMIBB742
        Valeo SA
        N/A
        
          
        
        940.00000000
        NS
        
        37077.63000000
        0.001068593342
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Neste OYJ
        5493009GY1X8GQ66AM14
        Neste OYJ
        N/A
        
          
        
        415.00000000
        NS
        
        30130.57000000
        0.000868376066
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kroger Co. (The)
        6CPEOKI6OYJ13Q6O7870
        Kroger Co. (The)
        501044101
        
          
        
        141614.00000000
        NS
        USD
        4497660.64000000
        0.129624526071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        221.00000000
        NC
        USD
        552.50000000
        0.000015923289
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3185.00000000
            USD
            2020-12-31
            XXXX
            -144284.84000000
          
        
        
          N
          N
          N
        
      
      
        Allstate Corp. (The)
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp. (The)
        020002101
        
          
        
        5550.00000000
        NS
        USD
        610111.50000000
        0.017583677464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        N/A
        
          
        
        90.00000000
        NS
        
        26521.29000000
        0.000764355055
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        12.00000000
        NC
        USD
        4440.00000000
        0.000127962721
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2955.00000000
            USD
            2021-01-29
            XXXX
            -8174.00000000
          
        
        
          N
          N
          N
        
      
      
        Merlin Properties Socimi SA
        959800L8KD863DP30X04
        Merlin Properties Socimi SA
        N/A
        
          
        
        24.00000000
        NS
        
        228.84000000
        0.000006595267
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust, Inc.
        549300HKCZ31D08NEI41
        Digital Realty Trust, Inc.
        253868103
        
          
        
        102.00000000
        NS
        USD
        14230.02000000
        0.000410115334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        1791.00000000
        NS
        USD
        112510.62000000
        0.003242604758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marks & Spencer Group plc
        213800EJP14A79ZG1X44
        Marks & Spencer Group plc
        N/A
        
          
        
        17446.00000000
        NS
        
        32360.27000000
        0.000932636985
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        Just Eat Takeaway.com NV
        N/A
        
          
        
        150.00000000
        NS
        
        16912.95000000
        0.000487438538
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Man Group plc
        2549003YWC1DW6LALB09
        Man Group plc
        N/A
        
          
        
        12543.00000000
        NS
        
        23683.73000000
        0.000682575348
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Maruichi Steel Tube Ltd.
        N/A
        Maruichi Steel Tube Ltd.
        N/A
        
          
        
        248.00000000
        NS
        
        5493.75000000
        0.000158332252
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        75846.00000000
        NS
        USD
        11936643.48000000
        0.344019230844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citrix Systems, Inc.
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems, Inc.
        177376100
        
          
        
        2138.00000000
        NS
        USD
        278153.80000000
        0.008016512890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Gas Co. Ltd.
        353800678EIJLOQSWZ83
        Tokyo Gas Co. Ltd.
        N/A
        
          
        
        490.00000000
        NS
        
        11341.15000000
        0.000326856851
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc.
        58933Y105
        
          
        
        97505.00000000
        NS
        USD
        7975909.00000000
        0.229869149067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard, Inc.
        AR5L2ODV9HN37376R084
        Mastercard, Inc., Class A
        57636Q104
        
          
        
        34747.00000000
        NS
        USD
        12402594.18000000
        0.357448131665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
        
        85314.00000000
        NS
        
        171147.89000000
        0.004932556256
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        Lloyds Banking Group plc
        N/A
        
          
        
        270757.00000000
        NS
        
        134987.98000000
        0.003890412001
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DTE Energy Co.
        549300IX8SD6XXD71I78
        DTE Energy Co.
        233331107
        
          
        
        1762.00000000
        NS
        USD
        213924.42000000
        0.006165394363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cranswick plc
        549300LDZLPU51XOSK43
        Cranswick plc
        N/A
        
          
        
        22.00000000
        NS
        
        1057.23000000
        0.000030469826
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206R102
        
          
        
        34220.00000000
        NS
        USD
        984167.20000000
        0.028364124616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hormel Foods Corp.
        MSD54751OJP1FS2ND863
        Hormel Foods Corp.
        440452100
        
          
        
        417.00000000
        NS
        USD
        19436.37000000
        0.000560164594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autobacs Seven Co. Ltd.
        5299006NCUSCPURTQB07
        Autobacs Seven Co. Ltd.
        N/A
        
          
        
        703.00000000
        NS
        
        9742.17000000
        0.000280773555
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kansai Paint Co. Ltd.
        549300ERRV6FTKH9NN70
        Kansai Paint Co. Ltd.
        N/A
        
          
        
        72.00000000
        NS
        
        2219.43000000
        0.000063964933
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kagome Co. Ltd.
        549300QC5KRGKXSZKO90
        Kagome Co. Ltd.
        N/A
        
          
        
        145.00000000
        NS
        
        5117.37000000
        0.000147484818
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rexel SA
        969500N6AVPA51648T62
        Rexel SA
        N/A
        
          
        
        8989.00000000
        NS
        
        141876.52000000
        0.004088942705
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        N/A
        
          
        
        588.00000000
        NS
        
        63112.75000000
        0.001818936767
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Nabtesco Corp.
        529900DVHQXYRTGW7739
        Nabtesco Corp.
        N/A
        
          
        
        162.00000000
        NS
        
        7110.62000000
        0.000204931145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        N/A
        
          
        
        256.00000000
        NS
        
        40035.60000000
        0.001153843317
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Bottlers Japan Holdings, Inc.
        353800XN1G90665VTQ16
        Coca-Cola Bottlers Japan Holdings, Inc.
        N/A
        
          
        
        64.00000000
        NS
        
        999.70000000
        0.000028811786
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pfizer, Inc.
        765LHXWGK1KXCLTFYQ30
        Pfizer, Inc.
        717081103
        
          
        
        232019.00000000
        NS
        USD
        8540619.39000000
        0.246144346893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        N/A
        
          
        
        4705.00000000
        NS
        
        248387.25000000
        0.007158628038
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sankyo Co. Ltd.
        3538009H2R9ZBZAOAK48
        Sankyo Co. Ltd.
        N/A
        
          
        
        166.00000000
        NS
        
        4491.57000000
        0.000129448991
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanwa Holdings Corp.
        5299003X6BCA4ROO5A70
        Sanwa Holdings Corp.
        N/A
        
          
        
        1236.00000000
        NS
        
        14433.62000000
        0.000415983174
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -54346.54000000
        -0.00156629080
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            3740930.89000000
            USD
            13770000.00000000
            PLN
            2021-01-26
            -54346.54000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        12598668.54000000
        PA
        
        -195736.10000000
        -0.00564119910
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                EURO STOXX Index
                EURO STOXX Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-06-15
            0.00000000
            USD
            0.00000000
            USD
            12598668.54000000
            EUR
            -195736.10000000
          
        
        
          N
          N
          N
        
      
      
        Vivo Energy plc
        213800TR7V9QN896AU56
        Vivo Energy plc
        N/A
        
          
        
        11791.00000000
        NS
        
        13705.56000000
        0.000395000170
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Pentair plc
        549300EVR9D56WPSRP15
        Pentair plc
        N/A
        
          
        
        3717.00000000
        NS
        USD
        197335.53000000
        0.005687295374
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        HSCEI
        N/A
        
          
          
        
        110.00000000
        NC
        
        155356.02000000
        0.004477427728
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Long
            
              
                HSCEI
                HK0000004330
              
            
            2021-01-28
            58855500.00000000
            HKD
            155356.02000000
          
        
        
          N
          N
          N
        
      
      
        Petrofac Ltd.
        2138004624W8CKCSJ177
        Petrofac Ltd.
        N/A
        
          
        
        1664.00000000
        NS
        
        3135.16000000
        0.000090356667
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Hang Seng Index
        N/A
        
          
          
        
        71.00000000
        NC
        
        424548.71000000
        0.012235677551
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Long
            
              
                Hang Seng Index
                HK0000004322
              
            
            2021-01-28
            96627450.00000000
            HKD
            424548.71000000
          
        
        
          N
          N
          N
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        N/A
        
          
        
        7.00000000
        NS
        
        1306.59000000
        0.000037656489
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp.
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp.
        517834107
        
          
        
        256.00000000
        NS
        USD
        15257.60000000
        0.000439730634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        34559.25000000
        0.000996012541
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3430299.58000000
            USD
            4410000.00000000
            CAD
            2021-01-26
            34559.25000000
          
        
        
          N
          N
          N
        
      
      
        BE Semiconductor Industries NV
        7245007A1YFLI2GNYX06
        BE Semiconductor Industries NV
        N/A
        
          
        
        255.00000000
        NS
        
        15313.09000000
        0.000441329880
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        11376719.89000000
        PA
        USD
        -870905.85000000
        -0.02509988349
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                Alerian MLP Total Return Index
                Alerian MLP Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-05-17
            0.00000000
            USD
            0.00000000
            USD
            11376719.89000000
            USD
            -870905.85000000
          
        
        
          N
          N
          N
        
      
      
        Yamaha Motor Co. Ltd.
        3538004LR5NXILJDHY88
        Yamaha Motor Co. Ltd.
        N/A
        
          
        
        143.00000000
        NS
        
        2918.77000000
        0.000084120214
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        N/A
        
          
        
        214.00000000
        NS
        
        6792.33000000
        0.000195757890
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Lasertec Corp.
        N/A
        Lasertec Corp.
        N/A
        
          
        
        102.00000000
        NS
        
        11972.04000000
        0.000345039373
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group plc
        213800JH9QQWHLO99821
        Legal & General Group plc
        N/A
        
          
        
        31322.00000000
        NS
        
        114150.33000000
        0.003289861910
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Boshoku Corp.
        529900KS87U6EY7PWG26
        Toyota Boshoku Corp.
        N/A
        
          
        
        104.00000000
        NS
        
        1689.03000000
        0.000048678575
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings, Inc.
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings, Inc.
        N/A
        
          
        
        958.00000000
        NS
        
        29558.83000000
        0.000851898272
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        N/A
        
          
        
        3202.00000000
        NS
        
        147267.66000000
        0.004244317693
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Toda Corp.
        N/A
        Toda Corp.
        N/A
        
          
        
        2214.00000000
        NS
        
        14666.00000000
        0.000422680466
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ZOZO, Inc.
        549300GC7XPQMZA0OW13
        ZOZO, Inc.
        N/A
        
          
        
        142.00000000
        NS
        
        3498.07000000
        0.000100815891
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OMXS30 Index
        N/A
        
          
          
        
        245.00000000
        NC
        
        -34924.72000000
        -0.00100654554
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NASDAQ OMX Commodities Clearing
              5493008EIVLUXM0PQX05
            
            Long
            
              
                OMXS30 Index
                SE0000337842
              
            
            2021-01-15
            46017125.00000000
            SEK
            -34924.72000000
          
        
        
          N
          N
          N
        
      
      
        Alfresa Holdings Corp.
        N/A
        Alfresa Holdings Corp.
        N/A
        
          
        
        1572.00000000
        NS
        
        28813.63000000
        0.000830421286
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon Marketing Japan, Inc.
        529900WMTZBIIROD5K97
        Canon Marketing Japan, Inc.
        N/A
        
          
        
        1031.00000000
        NS
        
        23561.67000000
        0.000679057526
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IPG Photonics Corp.
        5493002KZ51CADQ94G15
        IPG Photonics Corp.
        44980X109
        
          
        
        239.00000000
        NS
        USD
        53485.81000000
        0.001541484190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        N/A
        
          
        
        19.00000000
        NS
        
        13788.95000000
        0.000397403506
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG (Registered)
        N/A
        
          
        
        3334.00000000
        NS
        
        165152.26000000
        0.004759759605
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Arista Networks, Inc.
        635400H1WKBLOQERUU95
        Arista Networks, Inc.
        040413106
        
          
        
        779.00000000
        NS
        USD
        226354.03000000
        0.006523621102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atmos Energy Corp.
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp.
        049560105
        
          
        
        146.00000000
        NS
        USD
        13932.78000000
        0.000401548749
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terna Rete Elettrica Nazionale SpA
        8156009E94ED54DE7C31
        Terna Rete Elettrica Nazionale SpA
        N/A
        
          
        
        371.00000000
        NS
        
        2850.83000000
        0.000082162154
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Serco Group plc
        549300PT2CIHYN5GWJ21
        Serco Group plc
        N/A
        
          
        
        20843.00000000
        NS
        
        34221.35000000
        0.000986274116
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -12.00000000
        NC
        USD
        -47280.00000000
        -0.00136263006
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3620.00000000
            USD
            2021-01-29
            XXXX
            67196.00000000
          
        
        
          N
          N
          N
        
      
      
        Rinnai Corp.
        N/A
        Rinnai Corp.
        N/A
        
          
        
        54.00000000
        NS
        
        6277.07000000
        0.000180907873
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
        
        2379.00000000
        NS
        
        111543.13000000
        0.003214721278
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimizu Corp.
        353800BRAE0QFP3ZLY22
        Shimizu Corp.
        N/A
        
          
        
        84.00000000
        NS
        
        611.46000000
        0.000017622541
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        N/A
        
          
        
        534.00000000
        NS
        
        44155.50000000
        0.001272580618
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Dentsu Group, Inc.
        5299007PBBE83ZLJZG91
        Dentsu Group, Inc.
        N/A
        
          
        
        1909.00000000
        NS
        
        56815.41000000
        0.001637444703
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887109
        
          
        
        83.00000000
        NS
        USD
        20768.26000000
        0.000598550240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp.
        353800F1K6653B4VPY57
        Nippon Sanso Holdings Corp.
        N/A
        
          
        
        323.00000000
        NS
        
        6008.29000000
        0.000173161517
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nucor Corp.
        549300GGJCRSI2TIEJ46
        Nucor Corp.
        670346105
        
          
        
        3691.00000000
        NS
        USD
        196324.29000000
        0.005658150999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synthomer plc
        213800EHT3TI1KPQQJ56
        Synthomer plc
        N/A
        
          
        
        7767.00000000
        NS
        
        47653.98000000
        0.001373408326
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Co. Ltd.
        549300P7ZYCQJ36CCS16
        Honda Motor Co. Ltd.
        N/A
        
          
        
        3341.00000000
        NS
        
        94270.65000000
        0.002716920929
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Estate Co. Ltd.
        353800KOFMRGOXSJ5Z65
        Mitsubishi Estate Co. Ltd.
        N/A
        
          
        
        223.00000000
        NS
        
        3584.24000000
        0.000103299347
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Juniper Networks, Inc.
        AUHIXNGG7U2U7JEHM527
        Juniper Networks, Inc.
        48203R104
        
          
        
        25183.00000000
        NS
        USD
        566869.33000000
        0.016337419411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co. Ltd.
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co. Ltd.
        N/A
        
          
        
        546.00000000
        NS
        
        9821.26000000
        0.000283052963
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        N/A
        
          
        
        2773.00000000
        NS
        
        147266.01000000
        0.004244270139
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Orion OYJ
        74370029VAHCXDR7B745
        Orion OYJ, Class B
        N/A
        
          
        
        144.00000000
        NS
        
        6614.64000000
        0.000190636787
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        N/A
        
          
        
        4533.00000000
        NS
        
        81856.72000000
        0.002359146095
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        DeNA Co. Ltd.
        529900T9JQP7I5LDY154
        DeNA Co. Ltd.
        N/A
        
          
        
        751.00000000
        NS
        
        13368.51000000
        0.000385286243
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        N/A
        
          
        
        931.00000000
        NS
        USD
        121299.99000000
        0.003495918206
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Nihon Kohden Corp.
        N/A
        Nihon Kohden Corp.
        N/A
        
          
        
        66.00000000
        NS
        
        2458.06000000
        0.000070842352
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Generale des Etablissements Michelin SCA
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        N/A
        
          
        
        1705.00000000
        NS
        
        219530.41000000
        0.006326961421
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp.
        DS830JTTZQN6GK0I2E41
        LKQ Corp.
        501889208
        
          
        
        9047.00000000
        NS
        USD
        318816.28000000
        0.009188423161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        United Parcel Service, Inc., Class B
        911312106
        
          
        
        388.00000000
        NS
        USD
        65339.20000000
        0.001883104020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -159.00000000
        NC
        USD
        -397.50000000
        -0.00001145612
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3675.00000000
            USD
            2020-12-31
            XXXX
            700917.13000000
          
        
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings, Inc.
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings, Inc.
        N/A
        
          
        
        85.00000000
        NS
        
        2586.13000000
        0.000074533385
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        N/A
        
          
        
        347.00000000
        NS
        
        31748.00000000
        0.000914991099
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Genuine Parts Co.
        549300D46DQVEU651W04
        Genuine Parts Co.
        372460105
        
          
        
        2623.00000000
        NS
        USD
        263427.89000000
        0.007592105791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L Brands, Inc.
        GR3KVMWVCR54YWQNXU90
        L Brands, Inc.
        501797104
        
          
        
        5015.00000000
        NS
        USD
        186507.85000000
        0.005375236950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capita plc
        CMIGEWPLHL4M7ZV0IZ88
        Capita plc
        N/A
        
          
        
        18981.00000000
        NS
        
        10170.04000000
        0.000293104954
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co.
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co.
        42824C109
        
          
        
        41853.00000000
        NS
        USD
        495958.05000000
        0.014293725633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rightmove plc
        2138001JXGCFKBXYB828
        Rightmove plc
        N/A
        
          
        
        1551.00000000
        NS
        
        13780.28000000
        0.000397153633
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        FLIR Systems, Inc.
        VOBD35NEPH6WISIRTJ85
        FLIR Systems, Inc.
        302445101
        
          
        
        11962.00000000
        NS
        USD
        524294.46000000
        0.015110393233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raymond James Financial, Inc.
        RGUZHJ05YTITL6D76949
        Raymond James Financial, Inc.
        754730109
        
          
        
        915.00000000
        NS
        USD
        87538.05000000
        0.002522884484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Severn Trent plc
        213800RPBXRETY4A4C59
        Severn Trent plc
        N/A
        
          
        
        260.00000000
        NS
        
        8116.69000000
        0.000233926518
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        49.00000000
        NC
        USD
        122.50000000
        0.000003530503
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3420.00000000
            USD
            2020-12-31
            XXXX
            -10204.25000000
          
        
        
          N
          N
          N
        
      
      
        Grainger plc
        2138007CEIRKZMNI2979
        Grainger plc
        N/A
        
          
        
        983.00000000
        NS
        
        3823.58000000
        0.000110197230
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        N/A
        
          
        
        6460.00000000
        NS
        
        67440.54000000
        0.001943665548
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Rathbone Brothers plc
        213800MBTHM6UE8ZQP29
        Rathbone Brothers plc
        N/A
        
          
        
        42.00000000
        NS
        
        883.98000000
        0.000025476686
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        N/A
        
          
        
        1538.00000000
        NS
        
        153199.27000000
        0.004415269260
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
        
        7627.00000000
        NS
        USD
        355341.93000000
        0.010241108201
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        N/A
        
          
        
        1566.00000000
        NS
        
        77832.35000000
        0.002243162010
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teradyne, Inc.
        C3X4YJ278QNZHRJULN75
        Teradyne, Inc.
        880770102
        
          
        
        1640.00000000
        NS
        USD
        196619.60000000
        0.005666661961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cofinimmo SA
        549300TM914CSF6KI389
        Cofinimmo SA
        N/A
        
          
        
        10.00000000
        NS
        
        1488.12000000
        0.000042888262
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Assurant, Inc.
        H3F39CAXWQRVWURFXL38
        Assurant, Inc.
        04621X108
        
          
        
        725.00000000
        NS
        USD
        98759.50000000
        0.002846291529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -22882.84000000
        -0.00065949335
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1631914.93000000
            USD
            6010000.00000000
            PLN
            2021-01-26
            -22882.84000000
          
        
        
          N
          N
          N
        
      
      
        Globe Life, Inc.
        5493001JFHKQOPP6XA71
        Globe Life, Inc.
        37959E102
        
          
        
        1340.00000000
        NS
        USD
        127246.40000000
        0.003667296315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ocado Group plc
        213800LO8F61YB8MBC74
        Ocado Group plc
        N/A
        
          
        
        748.00000000
        NS
        
        23390.03000000
        0.000674110786
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5531.59000000
        0.000159422817
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            323750.56000000
            USD
            358230000.00000000
            KRW
            2021-02-01
            5531.59000000
          
        
        
          N
          N
          N
        
      
      
        First Republic Bank
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank
        33616C100
        
          
        
        55.00000000
        NS
        USD
        8081.15000000
        0.000232902240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Panasonic Corp.
        254900GE1G59KGWPHX32
        Panasonic Corp.
        N/A
        
          
        
        3422.00000000
        NS
        
        39891.05000000
        0.001149677324
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        KKR & Co., Inc.
        549300JOHU21WRN2Z451
        KKR & Co., Inc.
        48251W104
        
          
        
        99777.00000000
        NS
        USD
        4039970.73000000
        0.116433704793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teleperformance
        9695004GI61FHFFNRG61
        Teleperformance
        N/A
        
          
        
        65.00000000
        NS
        
        21578.77000000
        0.000621909489
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nihon M&A Center, Inc.
        N/A
        Nihon M&A Center, Inc.
        N/A
        
          
        
        177.00000000
        NS
        
        11836.56000000
        0.000341134781
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        196900000.00000000
        PA
        USD
        11014603.79000000
        0.317445647953
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American High Yield Index Series 35-V1
                Markit CDX North American High Yield Index Series 35-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            7597541.59000000
            USD
            0.00000000
            USD
            196900000.00000000
            USD
            11014603.79000000
          
        
        
          N
          N
          N
        
      
      
        Prudential plc
        5493001Z3ZE83NGK8Y12
        Prudential plc
        N/A
        
          
        
        951.00000000
        NS
        
        17486.96000000
        0.000503981754
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PTC, Inc.
        54930050SSMU8SKDJ030
        PTC, Inc.
        69370C100
        
          
        
        29308.00000000
        NS
        USD
        3505529.88000000
        0.101030888209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515104
        
          
        
        9999.00000000
        NS
        USD
        489751.02000000
        0.014114836343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        SEB SA
        N/A
        
          
        
        532.00000000
        NS
        
        96735.50000000
        0.002787958973
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315103
        
          
        
        55560.00000000
        NS
        USD
        5493772.80000000
        0.158332909603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rakuten, Inc.
        529900IMXUCQKUL1H943
        Rakuten, Inc.
        N/A
        
          
        
        3533.00000000
        NS
        
        33997.47000000
        0.000979821798
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Glencore plc
        2138002658CPO9NBH955
        Glencore plc
        N/A
        
          
        
        65461.00000000
        NS
        
        207890.69000000
        0.005991499653
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jupiter Fund Management plc
        5493003DJ1G01IMQ7S28
        Jupiter Fund Management plc
        N/A
        
          
        
        631.00000000
        NS
        
        2436.80000000
        0.000070229630
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        N/A
        
          
        
        2330.00000000
        NS
        
        180230.56000000
        0.005194322736
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International AG
        9ZHRYM6F437SQJ6OUG95
        Raiffeisen Bank International AG
        N/A
        
          
        
        7527.00000000
        NS
        
        152961.03000000
        0.004408403080
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp.
        929740108
        
          
        
        4505.00000000
        NS
        USD
        329766.00000000
        0.009503998830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        N/A
        
          
        
        2651.00000000
        NS
        
        8057.17000000
        0.000232211126
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Grifols SA
        959800HSSNXWRKBK4N60
        Grifols SA
        N/A
        
          
        
        101.00000000
        NS
        
        2948.84000000
        0.000084986844
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG (Registered)
        N/A
        
          
        
        3641.00000000
        NS
        
        214495.67000000
        0.006181858035
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Croda International plc
        2138004WCNBFJEEOXV26
        Croda International plc
        N/A
        
          
        
        250.00000000
        NS
        
        22482.48000000
        0.000647954803
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076102
        
          
        
        39221.00000000
        NS
        USD
        10417882.02000000
        0.300247868302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        -44.00000000
        NC
        USD
        -58331.68000000
        -0.00168114426
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-01-20
            -4373556.00000000
            USD
            -58331.68000000
          
        
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        General Mills, Inc.
        370334104
        
          
        
        6116.00000000
        NS
        USD
        359620.80000000
        0.010364427086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lancashire Holdings Ltd.
        5493002UNUYXLHOWF752
        Lancashire Holdings Ltd.
        N/A
        
          
        
        92.00000000
        NS
        
        912.55000000
        0.000026300085
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co. Ltd.
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co. Ltd.
        N/A
        
          
        
        483.00000000
        NS
        
        16552.51000000
        0.000477050501
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        St James's Place plc
        213800M993ICXOMBCP87
        St James's Place plc
        N/A
        
          
        
        808.00000000
        NS
        
        12503.05000000
        0.000360343311
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Illumina, Inc.
        SQ95QG8SR5Q56LSNF682
        Illumina, Inc.
        452327109
        
          
        
        158.00000000
        NS
        USD
        58460.00000000
        0.001684842499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comerica, Inc.
        I9Q57JVPWHHZ3ZGBW498
        Comerica, Inc.
        200340107
        
          
        
        3014.00000000
        NS
        USD
        168362.04000000
        0.004852266853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        54264.80000000
        0.001563935019
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            3426186.46000000
            USD
            69430000.00000000
            MXN
            2021-01-26
            54264.80000000
          
        
        
          N
          N
          N
        
      
      
        McCormick & Co., Inc.
        549300JQQA6MQ4OJP259
        McCormick & Co., Inc. (Non-Voting)
        579780206
        
          
        
        386.00000000
        NS
        USD
        36901.60000000
        0.001063520081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmont Corp.
        549300VSP3RIX7FGDZ51
        Newmont Corp.
        651639106
        
          
        
        113457.00000000
        NS
        USD
        6794939.73000000
        0.195833103624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyobo Co. Ltd.
        5299005EWBCNUAZ4PM62
        Toyobo Co. Ltd.
        N/A
        
          
        
        610.00000000
        NS
        
        8165.19000000
        0.000235324309
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Invesco Emerging Markets Sovereign Debt ETF
        549300VQ5VGUIVZMPZ95
        Invesco Emerging Markets Sovereign Debt ETF
        46138E784
        
          
        
        278859.00000000
        NS
        USD
        8042293.56000000
        0.231782380815
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
        
        455.00000000
        NS
        
        65759.98000000
        0.001895231082
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        136792.95000000
        0.003942432018
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            5338602.31000000
            USD
            76315320000.00000000
            IDR
            2021-02-01
            136792.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        DAX Index
        N/A
        
          
          
        
        31.00000000
        NC
        
        183596.04000000
        0.005291317326
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                DAX Index
                DE0008469008
              
            
            2021-03-19
            10653150.00000000
            EUR
            183596.04000000
          
        
        
          N
          N
          N
        
      
      
        Advance Auto Parts, Inc.
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts, Inc.
        00751Y106
        
          
        
        1879.00000000
        NS
        USD
        295961.29000000
        0.008529732459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
        
        1373.00000000
        NS
        
        54841.86000000
        0.001580566138
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Kamigumi Co. Ltd.
        N/A
        Kamigumi Co. Ltd.
        N/A
        
          
        
        1117.00000000
        NS
        
        20405.77000000
        0.000588103122
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        N/A
        
          
        
        51786.00000000
        NS
        
        206567.59000000
        0.005953367338
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        M&G plc
        254900TWUJUQ44TQJY84
        M&G plc
        N/A
        
          
        
        38386.00000000
        NS
        
        103610.40000000
        0.002986096566
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088M102
        
          
        
        29946.00000000
        NS
        USD
        4578144.48000000
        0.131944105170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TechnipFMC plc
        549300D5I93QWCJTCK36
        TechnipFMC plc
        N/A
        
          
        
        3963.00000000
        NS
        
        37249.24000000
        0.001073539216
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Trane Technologies plc
        549300BURLR9SLYY2705
        Trane Technologies plc
        N/A
        
          
        
        1066.00000000
        NS
        USD
        154740.56000000
        0.004459689905
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Dentsply Sirona, Inc.
        9NHEHR1SOZCYXDO8HO28
        Dentsply Sirona, Inc.
        24906P109
        
          
        
        5218.00000000
        NS
        USD
        273214.48000000
        0.007874159551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fuji Corp.
        353800G4VS3QLM6BSX66
        Fuji Corp.
        N/A
        
          
        
        336.00000000
        NS
        
        8856.46000000
        0.000255247009
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        American Water Works Co., Inc.
        549300DXHIJQMD5WFW18
        American Water Works Co., Inc.
        030420103
        
          
        
        21042.00000000
        NS
        USD
        3229315.74000000
        0.093070277158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rheinmetall AG
        5299001OU9CSE29O6S05
        Rheinmetall AG
        N/A
        
          
        
        665.00000000
        NS
        
        70408.58000000
        0.002029205745
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Relo Group, Inc.
        353800T595XRZDA8IB59
        Relo Group, Inc.
        N/A
        
          
        
        75.00000000
        NS
        
        1817.87000000
        0.000052391800
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lincoln National Corp.
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp.
        534187109
        
          
        
        10522.00000000
        NS
        USD
        529361.82000000
        0.015256436741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scout24 AG
        5493007EIKM2ENQS7U66
        Scout24 AG
        N/A
        
          
        
        377.00000000
        NS
        
        30806.12000000
        0.000887845710
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Gamesa Renewable Energy SA
        9598004BR8D81D3M1D64
        Siemens Gamesa Renewable Energy SA
        N/A
        
          
        
        898.00000000
        NS
        
        36464.49000000
        0.001050922382
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Hachijuni Bank Ltd. (The)
        FE70I3MHDCWOZWK19W48
        Hachijuni Bank Ltd. (The)
        N/A
        
          
        
        1633.00000000
        NS
        
        5440.05000000
        0.000156784595
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VeriSign, Inc.
        LMPL4N8ZOJRMF0KOF759
        VeriSign, Inc.
        92343E102
        
          
        
        776.00000000
        NS
        USD
        167926.40000000
        0.004839711520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic, Inc.
        549300DYP6F5ZJL0LB74
        Hologic, Inc.
        436440101
        
          
        
        81116.00000000
        NS
        USD
        5907678.28000000
        0.170261844660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persol Holdings Co. Ltd.
        3538000H6OI725NB2008
        Persol Holdings Co. Ltd.
        N/A
        
          
        
        920.00000000
        NS
        
        16621.38000000
        0.000479035364
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LXI REIT plc
        2138008YZGXOKAXQVI45
        LXI REIT plc
        N/A
        
          
        
        1373.00000000
        NS
        
        2236.86000000
        0.000064467273
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        N/A
        
          
        
        19.00000000
        NS
        
        20430.29000000
        0.000588809799
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        20.00000000
        NC
        
        585.05000000
        0.000016861394
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-09-13
            4977250.00000000
            CAD
            585.05000000
          
        
        
          N
          N
          N
        
      
      
        Ultra Electronics Holdings plc
        213800E68EATZGAJIP64
        Ultra Electronics Holdings plc
        N/A
        
          
        
        680.00000000
        NS
        
        19138.63000000
        0.000551583599
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-BTP
        N/A
        
          
          
        
        153.00000000
        NC
        
        127775.55000000
        0.003682546647
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Republic of Italy
                Euro-BTP
                
                  
                
              
            
            2021-03-08
            23257530.00000000
            EUR
            127775.55000000
          
        
        
          N
          N
          N
        
      
      
        Resona Holdings, Inc.
        52990067JE75XZCYYT81
        Resona Holdings, Inc.
        N/A
        
          
        
        7561.00000000
        NS
        
        26469.31000000
        0.000762856969
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alstom SA
        96950032TUYMW11FB530
        Alstom SA
        N/A
        
          
        
        15.00000000
        NS
        
        854.39000000
        0.000024623889
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sangetsu Corp.
        N/A
        Sangetsu Corp.
        N/A
        
          
        
        165.00000000
        NS
        
        2483.28000000
        0.000071569204
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax, Inc.
        N/A
        CarMax, Inc.
        143130102
        
          
        
        2334.00000000
        NS
        USD
        220469.64000000
        0.006354030436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA
        N/A
        
          
        
        49.00000000
        NS
        
        3993.59000000
        0.000115096992
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/MIB Index
        N/A
        
          
          
        
        43.00000000
        NC
        
        69650.45000000
        0.002007356111
        N/A
        DE
        
        IT
        N
        
        1
        
          
            
              Cassa di Compensazione e Garanzia
              8156006407E264D2C725
            
            Long
            
              
                FTSE/MIB Index
                IT0003465736
              
            
            2021-03-19
            4757735.00000000
            EUR
            69650.45000000
          
        
        
          N
          N
          N
        
      
      
        Hitachi Ltd.
        549300T6IPOCDWLKC615
        Hitachi Ltd.
        N/A
        
          
        
        1562.00000000
        NS
        
        61651.07000000
        0.001776810517
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Travelers Cos., Inc. (The)
        549300Y650407RU8B149
        Travelers Cos., Inc. (The)
        89417E109
        
          
        
        2529.00000000
        NS
        USD
        354995.73000000
        0.010231130568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        N/A
        
          
        
        6725.00000000
        NS
        
        68425.09000000
        0.001972040705
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Lease & Finance Co. Ltd.
        353800MZ3QX9RLMH7B09
        Mitsubishi UFJ Lease & Finance Co. Ltd.
        N/A
        
          
        
        5883.00000000
        NS
        
        28249.50000000
        0.000814162815
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tsumura & Co.
        N/A
        Tsumura & Co.
        N/A
        
          
        
        580.00000000
        NS
        
        17444.49000000
        0.000502757751
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        N/A
        
          
        
        1214.00000000
        NS
        
        117347.58000000
        0.003382008039
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Church & Dwight Co., Inc.
        POOXSI30AWAQGYJZC921
        Church & Dwight Co., Inc.
        171340102
        
          
        
        1846.00000000
        NS
        USD
        161026.58000000
        0.004640855722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill, Inc.
        N/A
        Chipotle Mexican Grill, Inc.
        169656105
        
          
        
        150.00000000
        NS
        USD
        208006.50000000
        0.005994837347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
        
        667.00000000
        NS
        USD
        333580.04000000
        0.009613921114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co. Ltd.
        353800RSAU9BD8U4DM91
        Sumitomo Chemical Co. Ltd.
        N/A
        
          
        
        5110.00000000
        NS
        
        20597.29000000
        0.000593622811
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        N/A
        
          
        
        354.00000000
        NS
        
        58037.20000000
        0.001672657220
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co. Ltd.
        54930042SK2Z708BA841
        Japan Post Insurance Co. Ltd.
        N/A
        
          
        
        1788.00000000
        NS
        
        36661.36000000
        0.001056596260
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        A2A SpA
        81560076E3944316DB24
        A2A SpA
        N/A
        
          
        
        65799.00000000
        NS
        
        105467.22000000
        0.003039610922
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Imperial Brands plc
        549300DFVPOB67JL3A42
        Imperial Brands plc
        N/A
        
          
        
        3363.00000000
        NS
        
        70537.52000000
        0.002032921852
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P/TSX 60 Index
        N/A
        
          
          
        
        42.00000000
        NC
        
        -48808.87000000
        -0.00140669275
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                S&P/TSX 60 Index
                XC0009654721
              
            
            2021-03-18
            8642760.00000000
            CAD
            -48808.87000000
          
        
        
          N
          N
          N
        
      
      
        Alexion Pharmaceuticals, Inc.
        M1YXUUZR0EIMU8T0EM75
        Alexion Pharmaceuticals, Inc.
        015351109
        
          
        
        2826.00000000
        NS
        USD
        441534.24000000
        0.012725207876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nidec Corp.
        353800IF171MZTNL6Y31
        Nidec Corp.
        N/A
        
          
        
        130.00000000
        NS
        
        16446.03000000
        0.000473981701
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PerkinElmer, Inc.
        549300IKL1SDPFI7N655
        PerkinElmer, Inc.
        714046109
        
          
        
        1454.00000000
        NS
        USD
        208649.00000000
        0.006013354475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        15924.53000000
        0.000458951846
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            3531362.71000000
            USD
            52290000.00000000
            ZAR
            2021-01-26
            15924.53000000
          
        
        
          N
          N
          N
        
      
      
        Kawasaki Heavy Industries Ltd.
        5493008FFSI8SQ74AT93
        Kawasaki Heavy Industries Ltd.
        N/A
        
          
        
        1998.00000000
        NS
        
        45118.37000000
        0.001300330949
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu General Ltd.
        N/A
        Fujitsu General Ltd.
        N/A
        
          
        
        353.00000000
        NS
        
        9573.16000000
        0.000275902614
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kainos Group plc
        213800H2PQMIF3OVZY47
        Kainos Group plc
        N/A
        
          
        
        552.00000000
        NS
        
        9194.19000000
        0.000264980534
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co. Ltd.
        529900TPT3I7C17MIM03
        Santen Pharmaceutical Co. Ltd.
        N/A
        
          
        
        379.00000000
        NS
        
        6155.43000000
        0.000177402156
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Casio Computer Co. Ltd.
        353800JRMIABSXKHV344
        Casio Computer Co. Ltd.
        N/A
        
          
        
        124.00000000
        NS
        
        2269.27000000
        0.000065401343
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Safestore Holdings plc
        213800WGA3YSJC1YOH73
        Safestore Holdings plc
        N/A
        
          
        
        645.00000000
        NS
        
        6893.79000000
        0.000198682011
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        N/A
        
          
        
        182749.00000000
        NS
        
        79086.86000000
        0.002279317531
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        James Fisher & Sons plc
        213800J975E5OYR6S216
        James Fisher & Sons plc
        N/A
        
          
        
        227.00000000
        NS
        
        2944.72000000
        0.000084868104
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        N/A
        
          
        
        180.00000000
        NS
        
        15186.09000000
        0.000437669685
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyo Suisan Kaisha Ltd.
        N/A
        Toyo Suisan Kaisha Ltd.
        892306101
        
          
        
        182.00000000
        NS
        
        8857.39000000
        0.000255273812
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        General Dynamics Corp.
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp.
        369550108
        
          
        
        2303.00000000
        NS
        USD
        342732.46000000
        0.009877697819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shionogi & Co. Ltd.
        35380049VXDTHZI3DY35
        Shionogi & Co. Ltd.
        N/A
        
          
        
        504.00000000
        NS
        
        27554.46000000
        0.000794131461
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar General Corp.
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp.
        256677105
        
          
        
        2084.00000000
        NS
        USD
        438265.20000000
        0.012630992729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp.
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp.
        751212101
        
          
        
        2693.00000000
        NS
        USD
        279371.82000000
        0.008051616754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        N/A
        
          
        
        1564.00000000
        NS
        
        55939.89000000
        0.001612211838
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Recordati Industria Chimica e Farmaceutica SpA
        815600FBF92FD3531704
        Recordati Industria Chimica e Farmaceutica SpA
        N/A
        
          
        
        236.00000000
        NS
        
        13123.69000000
        0.000378230425
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Autodesk, Inc.
        FRKKVKAIQEF3FCSTPG55
        Autodesk, Inc.
        052769106
        
          
        
        685.00000000
        NS
        USD
        209157.90000000
        0.006028021194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Co.
        PWFTNG3EI0Y73OXWDH08
        Deere & Co.
        244199105
        
          
        
        2019.00000000
        NS
        USD
        543211.95000000
        0.015655603481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc., Class A
        090572207
        
          
        
        267.00000000
        NS
        USD
        155644.98000000
        0.004485755681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysco Corp.
        5RGWIFLMGH3YS7KWI652
        Sysco Corp.
        871829107
        
          
        
        573.00000000
        NS
        USD
        42550.98000000
        0.001226337658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TransDigm Group, Inc.
        N/A
        TransDigm Group, Inc.
        893641100
        
          
        
        7198.00000000
        NS
        USD
        4454482.30000000
        0.128380107626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarketAxess Holdings, Inc.
        5493002U1CA1XJOVID83
        MarketAxess Holdings, Inc.
        57060D108
        
          
        
        82.00000000
        NS
        USD
        46785.92000000
        0.001348390461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electrocomponents plc
        549300KVXDURRKVW7R37
        Electrocomponents plc
        N/A
        
          
        
        1439.00000000
        NS
        
        17110.24000000
        0.000493124521
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Health Services, Inc.
        549300YGMGQDO0NMJD09
        Universal Health Services, Inc., Class B
        913903100
        
          
        
        4630.00000000
        NS
        USD
        636625.00000000
        0.018347808008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        N/A
        
          
        
        182.00000000
        NS
        
        15259.21000000
        0.000439777035
        Long
        EC
        CORP
        LU
        N
        
        1
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        N/A
        
          
        
        83.00000000
        NS
        
        17036.95000000
        0.000491012271
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        N/A
        
          
        
        3994.00000000
        NS
        
        57394.96000000
        0.001654147585
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        N/A
        
          
        
        70.00000000
        NS
        
        9283.26000000
        0.000267547570
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CANCOM SE
        391200T4AUN1BPBXAO14
        CANCOM SE
        N/A
        
          
        
        1671.00000000
        NS
        
        93543.35000000
        0.002695959829
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        N/A
        
          
        
        1731.00000000
        NS
        
        112052.32000000
        0.003229396354
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Steel Works Ltd. (The)
        529900AWFTILIHHO0936
        Japan Steel Works Ltd. (The)
        N/A
        
          
        
        89.00000000
        NS
        
        2658.54000000
        0.000076620273
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Consolidated Edison, Inc.
        54930033SBW53OO8T749
        Consolidated Edison, Inc.
        209115104
        
          
        
        3341.00000000
        NS
        USD
        241454.07000000
        0.006958810790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyocera Corp.
        N/A
        Kyocera Corp.
        N/A
        
          
        
        310.00000000
        NS
        
        19027.31000000
        0.000548375308
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nokian Renkaat OYJ
        743700YQIO8Y4L4WKR40
        Nokian Renkaat OYJ
        N/A
        
          
        
        1608.00000000
        NS
        
        56634.89000000
        0.001632242039
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CTRSI
        N/A
        
          
        
        758959.54000000
        PA
        USD
        13334.06000000
        0.000384293379
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                Bloomberg Roll Select Commodity Index
                Bloomberg Roll Select Commodity Index
              
            
            Y
            
              
                
              
            
            
            2021-02-26
            0.00000000
            USD
            0.00000000
            USD
            758959.54000000
            USD
            13334.06000000
          
        
        
          N
          N
          N
        
      
      
        Kaken Pharmaceutical Co. Ltd.
        N/A
        Kaken Pharmaceutical Co. Ltd.
        N/A
        
          
        
        539.00000000
        NS
        
        20828.72000000
        0.000600292724
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        N/A
        
          
        
        142.00000000
        NS
        
        19373.61000000
        0.000558355824
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Electric Glass Co. Ltd.
        529900NCIGSAX4V03234
        Nippon Electric Glass Co. Ltd.
        N/A
        
          
        
        297.00000000
        NS
        
        6506.11000000
        0.000187508905
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Newell Brands, Inc.
        549300LWGYFM1TVO1Z12
        Newell Brands, Inc.
        651229106
        
          
        
        14761.00000000
        NS
        USD
        313376.03000000
        0.009031632802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        Davide Campari-Milano NV
        N/A
        
          
        
        92.00000000
        NS
        
        1054.54000000
        0.000030392299
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Italgas SpA
        815600F25FF44EF1FA76
        Italgas SpA
        N/A
        
          
        
        9116.00000000
        NS
        
        58069.04000000
        0.001673574862
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Southern Co. (The)
        549300FC3G3YU2FBZD92
        Southern Co. (The)
        842587107
        
          
        
        489.00000000
        NS
        USD
        30039.27000000
        0.000865744761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSCI, Inc.
        549300HTIN2PD78UB763
        MSCI, Inc.
        55354G100
        
          
        
        17.00000000
        NS
        USD
        7591.01000000
        0.000218776193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348106
        
          
        
        8152.00000000
        NS
        USD
        5990986.32000000
        0.172662818426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Vopak NV
        724500UL634GFV1KYF10
        Koninklijke Vopak NV
        N/A
        
          
        
        59.00000000
        NS
        
        3098.61000000
        0.000089303281
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Celanese Corp.
        549300FHJQTDPPN41627
        Celanese Corp.
        150870103
        
          
        
        465.00000000
        NS
        USD
        60422.10000000
        0.001741391070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        N/A
        
          
        
        1515.00000000
        NS
        
        6026.11000000
        0.000173675098
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        N/A
        
          
        
        9080.00000000
        NS
        
        51280.16000000
        0.001477916403
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Electric Power Development Co. Ltd.
        549300KMHPUAQI8VEH90
        Electric Power Development Co. Ltd.
        N/A
        
          
        
        753.00000000
        NS
        
        10391.50000000
        0.000299487527
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
        
        13578.00000000
        NS
        USD
        837219.48000000
        0.024129027732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3i Group plc
        35GDVHRBMFE7NWATNM84
        3i Group plc
        N/A
        
          
        
        897.00000000
        NS
        
        14187.79000000
        0.000408898247
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Moncler SpA
        815600EBD7FB00525B20
        Moncler SpA
        N/A
        
          
        
        576.00000000
        NS
        
        35412.84000000
        0.001020613374
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Associated British Foods plc
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods plc
        N/A
        
          
        
        4134.00000000
        NS
        
        127635.94000000
        0.003678523027
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oki Electric Industry Co. Ltd.
        529900VJ2Q0182B3J852
        Oki Electric Industry Co. Ltd.
        N/A
        
          
        
        2915.00000000
        NS
        
        25778.90000000
        0.000742959054
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Schatz
        N/A
        
          
          
        
        -105.00000000
        NC
        
        -177.64000000
        -0.00000511966
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Schatz
                
                  
                
              
            
            2021-03-08
            -11788875.00000000
            EUR
            -177.64000000
          
        
        
          N
          N
          N
        
      
      
        Chugoku Electric Power Co., Inc. (The)
        353800MV866ELME96Q46
        Chugoku Electric Power Co., Inc. (The)
        N/A
        
          
        
        69.00000000
        NS
        
        809.75000000
        0.000023337345
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amplifon SpA
        ZYXJDNVM2JI3VBM8G556
        Amplifon SpA
        N/A
        
          
        
        345.00000000
        NS
        
        14340.33000000
        0.000413294516
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        45.00000000
        NC
        USD
        112.50000000
        0.000003242298
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2520.00000000
            USD
            2020-12-31
            XXXX
            -34880.17000000
          
        
        
          N
          N
          N
        
      
      
        Teijin Ltd.
        3538000RF6UCIMPKCO54
        Teijin Ltd.
        N/A
        
          
        
        333.00000000
        NS
        
        6266.43000000
        0.000180601224
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IntegraFin Holdings plc
        213800CYIZKXK9PQYE87
        IntegraFin Holdings plc
        N/A
        
          
        
        1383.00000000
        NS
        
        10490.08000000
        0.000302328645
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        6685186.67999999
        PA
        USD
        -248531.02000000
        -0.00716277155
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLEN.I
                USJPGSGLEN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            6685187.00000000
            USD
            -248531.02000000
          
        
        
          N
          N
          N
        
      
      
        Sawai Pharmaceutical Co. Ltd.
        N/A
        Sawai Pharmaceutical Co. Ltd.
        N/A
        
          
        
        609.00000000
        NS
        
        27638.52000000
        0.000796554107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LANXESS AG
        529900PTLRE72EMYIJ77
        LANXESS AG
        N/A
        
          
        
        910.00000000
        NS
        
        69206.08000000
        0.001994549175
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Dow Jones International Real Estate ETF
        549300L6MO7H2RBO8F96
        SPDR Dow Jones International Real Estate ETF
        78463X863
        
          
        
        168414.00000000
        NS
        USD
        5741233.26000000
        0.165464827153
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Renault SA
        969500F7JLTX36OUI695
        Renault SA
        N/A
        
          
        
        3035.00000000
        NS
        
        132847.85000000
        0.003828732528
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mediclinic International plc
        2138002S5BSBIZTD5I60
        Mediclinic International plc
        N/A
        
          
        
        16850.00000000
        NS
        
        65100.33000000
        0.001876219683
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        EDP - Energias de Portugal SA
        N/A
        
          
        
        4587.00000000
        NS
        
        28790.33000000
        0.000829749770
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        ASM International NV
        N/A
        
          
        
        423.00000000
        NS
        
        92307.54000000
        0.002660343250
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co., Inc.
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co., Inc.
        N/A
        
          
        
        831.00000000
        NS
        
        19109.19000000
        0.000550735125
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV, Class A
        N/A
        
          
        
        138.00000000
        NS
        USD
        12649.08000000
        0.000364551959
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        N/A
        
          
        
        2312.00000000
        NS
        
        50863.39000000
        0.001465904911
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        CyberAgent, Inc.
        3538006T5KZABPGS8Q08
        CyberAgent, Inc.
        N/A
        
          
        
        153.00000000
        NS
        
        10554.65000000
        0.000304189580
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        KOSPI 200 Index
        N/A
        
          
          
        
        88.00000000
        NC
        
        617344.41000000
        0.017792133060
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Market Operation Department of KOFEX
              549300TJ3RRV6Q1UEW14
            
            Long
            
              
                KOSPI 200 Index
                KRD020020016
              
            
            2021-03-11
            8561300000.00000000
            KRW
            617344.41000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        74362.49000000
        0.002143159143
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            7157404.35000000
            USD
            23230000.00000000
            ILS
            2021-01-26
            74362.49000000
          
        
        
          N
          N
          N
        
      
      
        Corteva, Inc.
        549300WZN9I2QKLS0O94
        Corteva, Inc.
        22052L104
        
          
        
        5110.00000000
        NS
        USD
        197859.20000000
        0.005702387770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hera SpA
        8156009414FD99443B48
        Hera SpA
        N/A
        
          
        
        13510.00000000
        NS
        
        49162.08000000
        0.001416872421
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        TIS, Inc.
        35380064HYEZXBQHDF07
        TIS, Inc.
        N/A
        
          
        
        382.00000000
        NS
        
        7830.82000000
        0.000225687621
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Exact Sciences Corp.
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp.
        30063P105
        
          
        
        27998.00000000
        NS
        USD
        3709455.02000000
        0.106908098995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class A
        65249B109
        
          
        
        19054.00000000
        NS
        USD
        342400.38000000
        0.009868127130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund - Institutional Shares
        38141W273
        
          
        
        2117550.00000000
        NS
        USD
        2117550.00000000
        0.061028707399
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Ricoh Co. Ltd.
        549300HFIB2GRUMDID72
        Ricoh Co. Ltd.
        N/A
        
          
        
        5204.00000000
        NS
        
        34220.89000000
        0.000986260859
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mebuki Financial Group, Inc.
        353800K1RXV3E3JAE812
        Mebuki Financial Group, Inc.
        N/A
        
          
        
        9343.00000000
        NS
        
        18408.90000000
        0.000530552464
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Menicon Co. Ltd.
        3538000OOSRECSEX2327
        Menicon Co. Ltd.
        N/A
        
          
        
        105.00000000
        NS
        
        6368.49000000
        0.000183542637
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        N/A
        
          
        
        62.00000000
        NS
        
        5546.32000000
        0.000159847342
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        260.00000000
        NC
        USD
        48307.48000000
        0.001392242479
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2021-03-31
            57449843.36000000
            USD
            48307.48000000
          
        
        
          N
          N
          N
        
      
      
        SYNNEX Corp.
        5493004HI6PFLF46NS53
        SYNNEX Corp.
        87162W100
        
          
        
        22447.00000000
        NS
        USD
        1828083.68000000
        0.052686162786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings, Inc.
        353800E8OIV0XYBABS79
        Pola Orbis Holdings, Inc.
        N/A
        
          
        
        102.00000000
        NS
        
        2071.27000000
        0.000059694897
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P Global, Inc.
        Y6X4K52KMJMZE7I7MY94
        S&P Global, Inc.
        78409V104
        
          
        
        17327.00000000
        NS
        USD
        5695904.71000000
        0.164158438725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BioMerieux
        549300AK8Y0LBIQ4T071
        BioMerieux
        N/A
        
          
        
        231.00000000
        NS
        
        32512.05000000
        0.000937011351
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Seven Bank Ltd.
        353800WMG1NLGHB7B594
        Seven Bank Ltd.
        N/A
        
          
        
        1024.00000000
        NS
        
        2164.77000000
        0.000062389608
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius Medical Care AG & Co. KGaA
        549300CP8NY40UP89Q40
        Fresenius Medical Care AG & Co. KGaA
        N/A
        
          
        
        2345.00000000
        NS
        
        195543.43000000
        0.005635646276
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Clorox Co. (The)
        54930044KVSC06Z79I06
        Clorox Co. (The)
        189054109
        
          
        
        955.00000000
        NS
        USD
        192833.60000000
        0.005557547803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SCSK Corp.
        529900SNGFXMSUBB7864
        SCSK Corp.
        N/A
        
          
        
        62.00000000
        NS
        
        3545.50000000
        0.000102182844
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        25894.00000000
        NS
        USD
        6823327.94000000
        0.196651264122
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CenturyLink, Inc.
        8M3THTGWLTYZVE6BBY25
        CenturyLink, Inc.
        156700106
        
          
        
        58045.00000000
        NS
        USD
        565938.75000000
        0.016310599692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        165.00000000
        NS
        USD
        14274.15000000
        0.000411387180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intertek Group plc
        2138003GAT25WW1RN369
        Intertek Group plc
        N/A
        
          
        
        195.00000000
        NS
        
        15061.85000000
        0.000434089035
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AutoZone, Inc.
        GA3JGKJ41LJKXDN23E90
        AutoZone, Inc.
        053332102
        
          
        
        172.00000000
        NS
        USD
        203895.68000000
        0.005876361736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alps Alpine Co. Ltd.
        529900PWNU4ASLY9VI90
        Alps Alpine Co. Ltd.
        N/A
        
          
        
        2018.00000000
        NS
        
        26627.33000000
        0.000767411173
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco, Inc.
        353800Z0ENYBQO0XRJ31
        Japan Tobacco, Inc.
        N/A
        
          
        
        1787.00000000
        NS
        
        36431.86000000
        0.001049981971
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos., Inc. (The)
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos., Inc. (The)
        460690100
        
          
        
        16635.00000000
        NS
        USD
        391255.20000000
        0.011276144185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        98.00000000
        NC
        USD
        245.00000000
        0.000007061006
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2855.00000000
            USD
            2020-12-31
            XXXX
            -80732.41000000
          
        
        
          N
          N
          N
        
      
      
        Ulvac, Inc.
        N/A
        Ulvac, Inc.
        N/A
        
          
        
        543.00000000
        NS
        
        23279.57000000
        0.000670927281
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexi SpA
        5493000P70CQRQG8SN85
        Nexi SpA
        N/A
        
          
        
        2743.00000000
        NS
        
        54583.26000000
        0.001573113174
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp.
        549300ZLBKR8VSU25153
        Otis Worldwide Corp.
        68902V107
        
          
        
        2070.00000000
        NS
        USD
        139828.50000000
        0.004029917882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -203.00000000
        NC
        USD
        -507.50000000
        -0.00001462636
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3605.00000000
            USD
            2020-12-31
            XXXX
            1449440.20000000
          
        
        
          N
          N
          N
        
      
      
        Airtel Africa plc
        254900ZNZDQL6OWQH623
        Airtel Africa plc
        N/A
        
          
        
        2809.00000000
        NS
        
        2896.83000000
        0.000083487894
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresnillo plc
        549300JXWH1UV5J0XV81
        Fresnillo plc
        N/A
        
          
        
        975.00000000
        NS
        
        15059.46000000
        0.000434020154
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2745.26000000
        -0.00007911958
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            507753.82000000
            USD
            149910000.00000000
            HUF
            2021-01-26
            -2745.26000000
          
        
        
          N
          N
          N
        
      
      
        Finablr plc
        2138005C7F6N115PM802
        Finablr plc
        N/A
        
          
        
        16600.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        GB
        N
        
        3
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE 100 Index
        N/A
        
          
          
        
        569.00000000
        NC
        
        -340892.74000000
        -0.00982467629
        N/A
        DE
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                FTSE 100 Index
                GB0001383545
              
            
            2021-03-19
            36529800.00000000
            GBP
            -340892.74000000
          
        
        
          N
          N
          N
        
      
      
        Gecina SA
        9695003E4MMA10IBTR26
        Gecina SA
        N/A
        
          
        
        25.00000000
        NS
        
        3887.50000000
        0.000112039432
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kajima Corp.
        N/A
        Kajima Corp.
        N/A
        
          
        
        2271.00000000
        NS
        
        30465.49000000
        0.000878028606
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Dow Jones REIT ETF
        54930077YVRJPO64VF50
        SPDR Dow Jones REIT ETF
        78464A607
        
          
        
        54112.00000000
        NS
        USD
        4691510.40000000
        0.135211360045
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Invesco Ltd.
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd.
        N/A
        
          
        
        24040.00000000
        NS
        USD
        419017.20000000
        0.012076257039
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Penta-Ocean Construction Co. Ltd.
        529900QN42Q9UIW3AS17
        Penta-Ocean Construction Co. Ltd.
        N/A
        
          
        
        2867.00000000
        NS
        
        24681.05000000
        0.000711318542
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rollins, Inc.
        549300F2A0BXT4SGWD84
        Rollins, Inc.
        775711104
        
          
        
        6003.00000000
        NS
        USD
        234537.21000000
        0.006759463891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortive Corp.
        549300MU9YQJYHDQEF63
        Fortive Corp.
        34959J108
        
          
        
        45916.00000000
        NS
        USD
        3251771.12000000
        0.093717450928
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Kayaku Co. Ltd.
        N/A
        Nippon Kayaku Co. Ltd.
        N/A
        
          
        
        296.00000000
        NS
        
        2747.69000000
        0.000079189614
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hoya Corp.
        353800X4VR3BHEUCJB42
        Hoya Corp.
        N/A
        
          
        
        119.00000000
        NS
        
        16480.89000000
        0.000474986382
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class B
        35137L204
        
          
        
        15299.00000000
        NS
        USD
        441835.12000000
        0.012733879368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034109
        
          
        
        390.00000000
        NS
        USD
        28657.20000000
        0.000825912905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Konica Minolta, Inc.
        549300SVK6KRUOL1A740
        Konica Minolta, Inc.
        N/A
        
          
        
        4490.00000000
        NS
        
        17193.12000000
        0.000495513158
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135F101
        
          
        
        2108.00000000
        NS
        USD
        922987.80000000
        0.026600907832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corp.
        549300WZWOM80UCFSF54
        McKesson Corp.
        58155Q103
        
          
        
        3712.00000000
        NS
        USD
        645591.04000000
        0.018606213161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Corn
        N/A
        
          
          
        
        161.00000000
        NC
        USD
        367780.35000000
        0.010599588849
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Corn
                
                  
                
              
            
            2021-03-12
            3910287.50000000
            USD
            367780.35000000
          
        
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co. Ltd.
        529900TBXKVTQGYA3582
        Kyowa Kirin Co. Ltd.
        N/A
        
          
        
        249.00000000
        NS
        
        6799.70000000
        0.000195970296
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Gap, Inc. (The)
        T2ZG1WRWZ4BUCMQL9224
        Gap, Inc. (The)
        364760108
        
          
        
        2115.00000000
        NS
        USD
        42701.85000000
        0.001230685796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NH Foods Ltd.
        353800NLDBIOUQILWU82
        NH Foods Ltd.
        N/A
        
          
        
        284.00000000
        NS
        
        12508.62000000
        0.000360503841
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ANSYS, Inc.
        549300VJV8H15Z5FJ571
        ANSYS, Inc.
        03662Q105
        
          
        
        12061.00000000
        NS
        USD
        4387791.80000000
        0.126458058554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ibiden Co. Ltd.
        52990051DBFIQEY37C91
        Ibiden Co. Ltd.
        N/A
        
          
        
        184.00000000
        NS
        
        8601.48000000
        0.000247898376
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lintec Corp.
        3538002YOJO0IAM1PD28
        Lintec Corp.
        N/A
        
          
        
        214.00000000
        NS
        
        4731.57000000
        0.000136365895
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Big Yellow Group plc
        213800W7Q4V2ZI8LIW31
        Big Yellow Group plc
        N/A
        
          
        
        97.00000000
        NS
        
        1453.31000000
        0.000041885023
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Essentra plc
        5493007MOZNA03BVNE96
        Essentra plc
        N/A
        
          
        
        744.00000000
        NS
        
        3122.80000000
        0.000090000447
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamaguchi Financial Group, Inc.
        353800898JPV95YSY548
        Yamaguchi Financial Group, Inc.
        N/A
        
          
        
        1596.00000000
        NS
        
        9009.65000000
        0.000259662012
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Natwest Group plc
        2138005O9XJIJN4JPN90
        Natwest Group plc
        N/A
        
          
        
        14644.00000000
        NS
        
        33475.98000000
        0.000964792230
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nagase & Co. Ltd.
        N/A
        Nagase & Co. Ltd.
        N/A
        
          
        
        1125.00000000
        NS
        
        16443.51000000
        0.000473909074
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Itochu Techno-Solutions Corp.
        N/A
        Itochu Techno-Solutions Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        7141.61000000
        0.000205824290
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IG Group Holdings plc
        2138003A5Q1M7ANOUD76
        IG Group Holdings plc
        N/A
        
          
        
        1536.00000000
        NS
        
        18043.62000000
        0.000520024937
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Helios Towers plc
        213800DGC7GS4XCHCU30
        Helios Towers plc
        N/A
        
          
        
        1115.00000000
        NS
        
        2327.98000000
        0.000067093391
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesco plc
        2138002P5RNKC5W2JZ46
        Tesco plc
        N/A
        
          
        
        1049.00000000
        NS
        
        3310.40000000
        0.000095407160
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Huhtamaki OYJ
        5493007050SJVMXN6L29
        Huhtamaki OYJ
        N/A
        
          
        
        695.00000000
        NS
        
        36042.50000000
        0.001038760447
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kobe Bussan Co. Ltd.
        353800CJIFNHN2DXRD59
        Kobe Bussan Co. Ltd.
        N/A
        
          
        
        374.00000000
        NS
        
        11491.15000000
        0.000331179915
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Whirlpool Corp.
        WHENKOULSSK7WUM60H03
        Whirlpool Corp.
        963320106
        
          
        
        1574.00000000
        NS
        USD
        284091.26000000
        0.008187633057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        126.00000000
        NS
        USD
        13795.74000000
        0.000397599197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westrock Co.
        N/A
        Westrock Co.
        96145D105
        
          
        
        6209.00000000
        NS
        USD
        270277.77000000
        0.007789522297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        139042.23000000
        0.004007257241
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            8280361.24000000
            USD
            9159570000.00000000
            KRW
            2021-02-01
            139042.23000000
          
        
        
          N
          N
          N
        
      
      
        Lion Corp.
        529900MPGS2GM7VPG855
        Lion Corp.
        N/A
        
          
        
        68.00000000
        NS
        
        1647.28000000
        0.000047475322
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        International Paper Co.
        824LMFJDH41EY779Q875
        International Paper Co.
        460146103
        
          
        
        5125.00000000
        NS
        USD
        254815.00000000
        0.007343878574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Facebook, Inc.
        BQ4BKCS1HXDV9HN80Z93
        Facebook, Inc., Class A
        30303M102
        
          
        
        74169.00000000
        NS
        USD
        20260004.04000000
        0.583902084236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Tsusho Corp.
        549300CEE2ENIUJNXB84
        Toyota Tsusho Corp.
        N/A
        
          
        
        899.00000000
        NS
        
        36379.42000000
        0.001048470628
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Medtronic plc
        549300GX3ZBSQWUXY261
        Medtronic plc
        N/A
        
          
        
        56852.00000000
        NS
        USD
        6659643.28000000
        0.191933801384
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        N/A
        
          
        
        7861.00000000
        NS
        
        221769.30000000
        0.006391487199
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Products and Chemicals, Inc.
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals, Inc.
        009158106
        
          
        
        15769.00000000
        NS
        USD
        4308406.18000000
        0.124170130631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital One Financial Corp.
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp.
        14040H105
        
          
        
        50701.00000000
        NS
        USD
        5011793.85000000
        0.144442067681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P Midcap 400 E-Mini Index
        N/A
        
          
          
        
        19.00000000
        NC
        USD
        127084.85000000
        0.003662640374
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P Midcap 400 E-Mini Index
                XC0009692283
              
            
            2021-03-19
            4376650.00000000
            USD
            127084.85000000
          
        
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp.
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp.
        22160K105
        
          
        
        20179.00000000
        NS
        USD
        7603043.62000000
        0.219123007453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omron Corp.
        549300ZHW0TR2QZ0NY83
        Omron Corp.
        N/A
        
          
        
        78.00000000
        NS
        
        6963.16000000
        0.000200681284
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp.
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp.
        N/A
        
          
        
        832.00000000
        NS
        
        43889.68000000
        0.001264919571
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Polymetal International plc
        213800JKJ5HJWYS4GR61
        Polymetal International plc
        N/A
        
          
        
        609.00000000
        NS
        
        14019.31000000
        0.000404042581
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448C104
        
          
        
        6861.00000000
        NS
        USD
        258796.92000000
        0.007458639232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9503.83000000
        0.000273904493
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            437765.44000000
            USD
            580000.00000000
            AUD
            2021-01-27
            9503.83000000
          
        
        
          N
          N
          N
        
      
      
        RHI Magnesita NV
        724500UWG6A61XNA3Y36
        RHI Magnesita NV
        N/A
        
          
        
        480.00000000
        NS
        
        23004.43000000
        0.000662997628
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Brother Industries Ltd.
        549300O5FACQ67KI6R92
        Brother Industries Ltd.
        114813108
        
          
        
        1762.00000000
        NS
        
        36373.80000000
        0.001048308657
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        206.00000000
        NS
        
        54317.37000000
        0.001565450110
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Kogyo Co. Ltd.
        N/A
        Yamato Kogyo Co. Ltd.
        N/A
        
          
        
        327.00000000
        NS
        
        8745.69000000
        0.000252054570
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Group plc
        213800Q6ZKHAOV48JL75
        Domino's Pizza Group plc
        N/A
        
          
        
        1213.00000000
        NS
        
        5226.93000000
        0.000150642384
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Wohnen SE
        529900QE24Q67I3FWZ10
        Deutsche Wohnen SE
        N/A
        
          
        
        68.00000000
        NS
        
        3628.13000000
        0.000104564276
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Polypipe Group plc
        2138005IF1N2RKJ6KO18
        Polypipe Group plc
        N/A
        
          
        
        476.00000000
        NS
        
        3886.63000000
        0.000112014358
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Concentrix Corp.
        N/A
        Concentrix Corp.
        20602D101
        
          
        
        22447.00000000
        NS
        USD
        2215518.90000000
        0.063852213495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
        
        137.00000000
        NS
        
        28339.88000000
        0.000816767606
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        N/A
        
          
        
        48316.00000000
        NS
        
        186612.02000000
        0.005378239175
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings plc
        2138001P49OLAEU33T68
        Phoenix Group Holdings plc
        N/A
        
          
        
        4267.00000000
        NS
        
        40890.67000000
        0.001178486805
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP Renovaveis SA
        529900MUFAH07Q1TAX06
        EDP Renovaveis SA
        N/A
        
          
        
        1552.00000000
        NS
        
        43228.82000000
        0.001245873300
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        Sekisui House Ltd.
        529900GMNDOYQSAJAE76
        Sekisui House Ltd.
        N/A
        
          
        
        2524.00000000
        NS
        
        51418.43000000
        0.001481901404
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        N/A
        
          
        
        175.00000000
        NS
        
        84731.02000000
        0.002441984664
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Keysight Technologies, Inc.
        549300GLKVIO8YRCYN02
        Keysight Technologies, Inc.
        49338L103
        
          
        
        2881.00000000
        NS
        USD
        380551.29000000
        0.010967652866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VF Corp.
        CWAJJ9DJ5Z7P057HV541
        VF Corp.
        918204108
        
          
        
        392.00000000
        NS
        USD
        33480.72000000
        0.000964928839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Burberry Group plc
        213800PE1KEFCNFR1R50
        Burberry Group plc
        N/A
        
          
        
        1145.00000000
        NS
        
        27961.01000000
        0.000805848408
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Investec plc
        2138007Z3U5GWDN3MY22
        Investec plc
        N/A
        
          
        
        32894.00000000
        NS
        
        84535.75000000
        0.002436356899
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Greencore Group plc
        635400GGBEWULJXM5868
        Greencore Group plc
        N/A
        
          
        
        9344.00000000
        NS
        
        14895.58000000
        0.000429297061
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aon plc
        635400FALWQYX5E6QC64
        Aon plc, Class A
        N/A
        
          
        
        32407.00000000
        NS
        USD
        6846626.89000000
        0.197322749944
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International, Inc.
        718172109
        
          
        
        73931.00000000
        NS
        USD
        6120747.49000000
        0.176402591501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
        
        110.00000000
        NS
        USD
        42661.30000000
        0.001229517128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seino Holdings Co. Ltd.
        3538001D12EPCPYTTF24
        Seino Holdings Co. Ltd.
        N/A
        
          
        
        406.00000000
        NS
        
        5729.28000000
        0.000165120329
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sage Group plc (The)
        2138005RN5XYLTF8G138
        Sage Group plc (The)
        N/A
        
          
        
        2165.00000000
        NS
        
        17190.58000000
        0.000495439955
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Long Gilt
        N/A
        
          
          
        
        235.00000000
        NC
        
        316072.70000000
        0.009109351998
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                United Kingdom of Great Britain and Northern Ireland
                Long Gilt
                
                  
                
              
            
            2021-03-29
            31851900.00000000
            GBP
            316072.70000000
          
        
        
          N
          N
          N
        
      
      
        DS Smith plc
        39RSBE4RCI4M15BLWH36
        DS Smith plc
        N/A
        
          
        
        12916.00000000
        NS
        
        66022.97000000
        0.001902810567
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kubota Corp.
        549300CSY4INHEHQQT13
        Kubota Corp.
        N/A
        
          
        
        268.00000000
        NS
        
        5855.16000000
        0.000168748245
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEX Corp.
        549300U5Y5EL6PHYLF13
        IDEX Corp.
        45167R104
        
          
        
        90.00000000
        NS
        USD
        17928.00000000
        0.000516692718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658300
        
          
        
        3136.00000000
        NS
        USD
        67925.76000000
        0.001957649799
        Long
        EC
        CORP
        PA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Rentokil Initial plc
        549300VN4WV7Z6T14K68
        Rentokil Initial plc
        N/A
        
          
        
        1944.00000000
        NS
        
        13553.91000000
        0.000390629551
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SUMCO Corp.
        353800SUSRUOM0V6KU92
        SUMCO Corp.
        N/A
        
          
        
        436.00000000
        NS
        
        9573.83000000
        0.000275921923
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chemed Corp.
        54930020031IDJT2IM79
        Chemed Corp.
        16359R103
        
          
        
        7601.00000000
        NS
        USD
        4048368.61000000
        0.116675735328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half International, Inc.
        529900VPCUY9H3HLIC08
        Robert Half International, Inc.
        770323103
        
          
        
        4964.00000000
        NS
        USD
        310150.72000000
        0.008938677972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Indivior plc
        213800V3NCQTY7IED471
        Indivior plc
        N/A
        
          
        
        6258.00000000
        NS
        
        9310.90000000
        0.000268344167
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Elis SA
        969500UX71LCE8MAY492
        Elis SA
        N/A
        
          
        
        4078.00000000
        NS
        
        67556.32000000
        0.001947002378
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GlaxoSmithKline plc
        5493000HZTVUYLO1D793
        GlaxoSmithKline plc
        N/A
        
          
        
        17473.00000000
        NS
        
        319720.33000000
        0.009214478274
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Oil Corp.
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp.
        565849106
        
          
        
        11205.00000000
        NS
        USD
        74737.35000000
        0.002153962770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group plc
        5493003JFSMOJG48V108
        Reckitt Benckiser Group plc
        N/A
        
          
        
        647.00000000
        NS
        
        57747.47000000
        0.001664307076
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon, Inc.
        529900JH1GSC035SSP77
        Canon, Inc.
        N/A
        
          
        
        1625.00000000
        NS
        
        31480.36000000
        0.000907277598
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp.
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp.
        N/A
        
          
        
        2647.00000000
        NS
        
        76128.03000000
        0.002194042770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NOK Corp.
        N/A
        NOK Corp.
        N/A
        
          
        
        3122.00000000
        NS
        
        33575.35000000
        0.000967656117
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
        
        3635.00000000
        NS
        
        154584.12000000
        0.004455181236
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kingspan Group plc
        635400HM7V74SUB9OG75
        Kingspan Group plc
        N/A
        
          
        
        406.00000000
        NS
        
        28469.82000000
        0.000820512533
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
        
        65832.00000000
        NS
        
        155608.37000000
        0.004484700565
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp., Class A
        20030N101
        
          
        
        215207.00000000
        NS
        USD
        11276846.80000000
        0.325003604990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M3, Inc.
        N/A
        M3, Inc.
        N/A
        
          
        
        206.00000000
        NS
        
        19460.27000000
        0.000560853403
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortinet, Inc.
        549300O0QJWDBAS0QX03
        Fortinet, Inc.
        34959E109
        
          
        
        1319.00000000
        NS
        USD
        195911.07000000
        0.005646241820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp.
        549300MIX43II8JLN536
        Liberty Broadband Corp., Class C
        530307305
        
          
        
        33850.00000000
        NS
        USD
        5360824.50000000
        0.154501282062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Osaka Cement Co. Ltd.
        5299001WJ26J6HQN5D67
        Sumitomo Osaka Cement Co. Ltd.
        N/A
        
          
        
        156.00000000
        NS
        
        4564.79000000
        0.000131559223
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Xcel Energy, Inc.
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy, Inc.
        98389B100
        
          
        
        276.00000000
        NS
        USD
        18400.92000000
        0.000530322477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spectris plc
        213800Z4CO2CZO3M3T10
        Spectris plc
        N/A
        
          
        
        444.00000000
        NS
        
        17101.27000000
        0.000492866002
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Conagra Brands, Inc.
        54930035UDEIH090K650
        Conagra Brands, Inc.
        205887102
        
          
        
        10649.00000000
        NS
        USD
        386132.74000000
        0.011128512671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pennon Group plc
        213800V1CCTS41GWH423
        Pennon Group plc
        N/A
        
          
        
        203.00000000
        NS
        
        2627.42000000
        0.000075723381
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Petropavlovsk plc
        213800ZZOU5P76L8XB92
        Petropavlovsk plc
        N/A
        
          
        
        47252.00000000
        NS
        
        20960.30000000
        0.000604084916
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Maeda Corp.
        N/A
        Maeda Corp.
        N/A
        
          
        
        3422.00000000
        NS
        
        30454.67000000
        0.000877716769
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        John Wood Group plc
        549300PLYY6I10B6S323
        John Wood Group plc
        N/A
        
          
        
        41845.00000000
        NS
        
        176516.37000000
        0.005087278173
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hanesbrands, Inc.
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands, Inc.
        410345102
        
          
        
        20090.00000000
        NS
        USD
        292912.20000000
        0.008441856365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions, Inc.
        6S552MUG6KGJVEBSEC55
        Motorola Solutions, Inc.
        620076307
        
          
        
        2126.00000000
        NS
        USD
        361547.56000000
        0.010419957144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rotork plc
        213800AH5RZIHGWRJ718
        Rotork plc
        N/A
        
          
        
        966.00000000
        NS
        
        4201.94000000
        0.000121101729
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        15097.24000000
        0.000435108990
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            6650582.12000000
            USD
            688080000.00000000
            JPY
            2021-01-26
            15097.24000000
          
        
        
          N
          N
          N
        
      
      
        IP Group plc
        213800HG22UM138WFG43
        IP Group plc
        N/A
        
          
        
        6418.00000000
        NS
        
        8715.80000000
        0.000251193127
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Watches of Switzerland Group plc
        2138008ZOT5K9PJW7168
        Watches of Switzerland Group plc
        N/A
        
          
        
        1029.00000000
        NS
        
        8147.44000000
        0.000234812746
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Hakuhodo DY Holdings, Inc.
        N/A
        Hakuhodo DY Holdings, Inc.
        N/A
        
          
        
        1813.00000000
        NS
        
        24912.08000000
        0.000717976926
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Copper
        N/A
        
          
          
        
        86.00000000
        NC
        USD
        783437.64000000
        0.022579011828
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Copper
                
                  
                
              
            
            2021-03-29
            7576600.00000000
            USD
            783437.64000000
          
        
        
          N
          N
          N
        
      
      
        United Utilities Group plc
        2138002IEYQAOC88ZJ59
        United Utilities Group plc
        N/A
        
          
        
        170.00000000
        NS
        
        2079.27000000
        0.000059925461
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mazda Motor Corp.
        52990044YZJLICDQKK92
        Mazda Motor Corp.
        N/A
        
          
        
        51.00000000
        NS
        
        341.39000000
        0.000009839007
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimamura Co. Ltd.
        N/A
        Shimamura Co. Ltd.
        N/A
        
          
        
        104.00000000
        NS
        
        10927.79000000
        0.000314943636
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dialog Semiconductor plc
        529900QA2LORU6646N15
        Dialog Semiconductor plc
        N/A
        
          
        
        1774.00000000
        NS
        
        96670.64000000
        0.002786089680
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class A
        25470F104
        
          
        
        21027.00000000
        NS
        USD
        632702.43000000
        0.018234757843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nintendo Co. Ltd.
        353800FEEXU6I9M0ZF27
        Nintendo Co. Ltd.
        N/A
        
          
        
        51.00000000
        NS
        
        32739.02000000
        0.000943552724
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ulta Beauty, Inc.
        529900CIV6HN8M28YM82
        Ulta Beauty, Inc.
        90384S303
        
          
        
        434.00000000
        NS
        USD
        124627.44000000
        0.003591816755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardinal Health, Inc.
        CCU46N3GJMF4OK4N7U60
        Cardinal Health, Inc.
        14149Y108
        
          
        
        9480.00000000
        NS
        USD
        507748.80000000
        0.014633540151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atos SE
        5493001EZOOA66PTBR68
        Atos SE
        N/A
        
          
        
        2030.00000000
        NS
        
        185370.83000000
        0.005342467542
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group, Inc.
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group, Inc.
        744573106
        
          
        
        2844.00000000
        NS
        USD
        165805.20000000
        0.004778577618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -45.00000000
        NC
        USD
        -112.50000000
        -0.00000324229
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3290.00000000
            USD
            2020-12-31
            XXXX
            335187.35000000
          
        
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class B
        65249B208
        
          
        
        7727.00000000
        NS
        USD
        137308.79000000
        0.003957298750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
        
        718.00000000
        NS
        
        145994.69000000
        0.004207630147
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Elia Group SA/NV
        549300S1MP1NFDIKT460
        Elia Group SA/NV
        N/A
        
          
        
        17.00000000
        NS
        
        2029.12000000
        0.000058480116
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Laboratory Corp. of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp. of America Holdings
        50540R409
        
          
        
        2611.00000000
        NS
        USD
        531469.05000000
        0.015317168021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        N/A
        
          
        
        2997.00000000
        NS
        
        388167.81000000
        0.011187164269
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Diageo plc
        213800ZVIELEA55JMJ32
        Diageo plc
        N/A
        
          
        
        121.00000000
        NS
        
        4787.82000000
        0.000137987044
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        Netflix, Inc.
        64110L106
        
          
        
        23286.00000000
        NS
        USD
        12591438.78000000
        0.362890714762
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke DSM NV
        724500SNT1MK246AHP04
        Koninklijke DSM NV
        N/A
        
          
        
        182.00000000
        NS
        
        31298.75000000
        0.000902043519
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co.
        54930049QLLMPART6V29
        Arthur J Gallagher & Co.
        363576109
        
          
        
        413.00000000
        NS
        USD
        51092.23000000
        0.001472500179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubu Electric Power Co., Inc.
        529900A76GOP0PGNHT63
        Chubu Electric Power Co., Inc.
        N/A
        
          
        
        1020.00000000
        NS
        
        12309.34000000
        0.000354760505
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NEC Corp.
        5493000QYMPFRTEY4K28
        NEC Corp.
        N/A
        
          
        
        854.00000000
        NS
        
        45868.05000000
        0.001321937051
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        421.00000000
        NS
        USD
        19614.39000000
        0.000565295208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp.
        9N3UAJSNOUXFKQLF3V18
        PPL Corp.
        69351T106
        
          
        
        2370.00000000
        NS
        USD
        66834.00000000
        0.001926184803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olympus Corp.
        5299000Y52IFDI1I2A21
        Olympus Corp.
        N/A
        
          
        
        740.00000000
        NS
        
        16201.48000000
        0.000466933665
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Dutch Shell plc
        21380068P1DRHMJ8KU70
        Royal Dutch Shell plc, Class A
        N/A
        
          
        
        12679.00000000
        NS
        
        222343.95000000
        0.006408048861
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DexCom, Inc.
        549300YSK3QDSFR5EU59
        DexCom, Inc.
        252131107
        
          
        
        631.00000000
        NS
        USD
        233293.32000000
        0.006723614443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLS Holdings plc
        213800A357TKB2TD9U78
        CLS Holdings plc
        N/A
        
          
        
        61.00000000
        NS
        
        187.05000000
        0.000005390861
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Activision Blizzard, Inc.
        549300TPQQDBP9GNOF40
        Activision Blizzard, Inc.
        00507V109
        
          
        
        68926.00000000
        NS
        USD
        6399779.10000000
        0.184444403256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        718.00000000
        NC
        USD
        189470.06000000
        0.005460609125
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2021-03-31
            90568968.75000000
            USD
            189470.06000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        949746101
        
          
        
        284553.00000000
        NS
        USD
        8587809.54000000
        0.247504387438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NET One Systems Co. Ltd.
        N/A
        NET One Systems Co. Ltd.
        N/A
        
          
        
        277.00000000
        NS
        
        9773.97000000
        0.000281690045
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        100 oz Gold
        N/A
        
          
          
        
        114.00000000
        NC
        USD
        -75154.64000000
        -0.00216598924
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                100 oz Gold
                
                  
                
              
            
            2021-02-24
            21704460.00000000
            USD
            -75154.64000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -221.00000000
        NC
        USD
        -552.50000000
        -0.00001592328
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3635.00000000
            USD
            2020-12-31
            XXXX
            1311851.32000000
          
        
        
          N
          N
          N
        
      
      
        JFE Holdings, Inc.
        N/A
        JFE Holdings, Inc.
        N/A
        
          
        
        81.00000000
        NS
        
        777.71000000
        0.000022413938
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        33465.86000000
        0.000964500568
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            5668950.67000000
            USD
            273850000.00000000
            PHP
            2021-01-05
            33465.86000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Lufthansa AG
        529900PH63HYJ86ASW55
        Deutsche Lufthansa AG (Registered)
        N/A
        
          
        
        229.00000000
        NS
        
        3030.08000000
        0.000087328216
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Perrigo Co. plc
        549300IFOQS6R1QLY196
        Perrigo Co. plc
        N/A
        
          
        
        10746.00000000
        NS
        USD
        480561.12000000
        0.013849979448
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Taisei Corp.
        529900TF7XJKIOWMLQ79
        Taisei Corp.
        N/A
        
          
        
        661.00000000
        NS
        
        22803.53000000
        0.000657207603
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quilter plc
        54930092XIVK28RZGM95
        Quilter plc
        N/A
        
          
        
        1555.00000000
        NS
        
        3256.65000000
        0.000093858062
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever plc
        549300MKFYEKVRWML317
        Unilever plc
        N/A
        
          
        
        3606.00000000
        NS
        
        218347.20000000
        0.006292860796
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
        
        15723.00000000
        NS
        USD
        258014.43000000
        0.007436087531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bodycote plc
        213800V93QFW53NB7Y29
        Bodycote plc
        N/A
        
          
        
        1181.00000000
        NS
        
        12041.93000000
        0.000347053633
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities, Inc.
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities, Inc.
        015271109
        
          
        
        15.00000000
        NS
        USD
        2673.30000000
        0.000077045662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sirius Real Estate Ltd.
        213800NURUF5W8QSK566
        Sirius Real Estate Ltd.
        N/A
        
          
        
        621.00000000
        NS
        
        795.52000000
        0.000022927230
        Long
        EC
        CORP
        GG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WPP plc
        549300LSGBXPYHXGDT93
        WPP plc
        N/A
        
          
        
        256.00000000
        NS
        
        2774.01000000
        0.000079948168
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Cisco Systems, Inc.
        8E6NF1YAL0WT6CWXXV93
        Cisco Systems, Inc.
        17275R102
        
          
        
        25213.00000000
        NS
        USD
        1128281.75000000
        0.032517568314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kaneka Corp.
        529900FWWCF6RY313R16
        Kaneka Corp.
        N/A
        
          
        
        155.00000000
        NS
        
        5430.27000000
        0.000156502731
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UDG Healthcare plc
        549300IWG5ZPP6B8HH13
        UDG Healthcare plc
        N/A
        
          
        
        15248.00000000
        NS
        
        162755.91000000
        0.004690695761
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sankyu, Inc.
        529900QWTXZZEM1T5G75
        Sankyu, Inc.
        N/A
        
          
        
        580.00000000
        NS
        
        21932.22000000
        0.000632096071
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Heavy Industries Ltd.
        353800TJ98PCAZROVE69
        Mitsubishi Heavy Industries Ltd.
        N/A
        
          
        
        436.00000000
        NS
        
        13352.98000000
        0.000384838662
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ackermans & van Haaren NV
        5493005E2GHATS0Z6J59
        Ackermans & van Haaren NV
        N/A
        
          
        
        7.00000000
        NS
        
        1051.39000000
        0.000030301514
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        N/A
        
          
        
        3758.00000000
        NS
        
        65796.55000000
        0.001896285045
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        DIC Corp.
        549300F1YB9ARLPUKB67
        DIC Corp.
        N/A
        
          
        
        611.00000000
        NS
        
        15450.20000000
        0.000445281450
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wartsila OYJ Abp
        743700G7A9J1PHM3X223
        Wartsila OYJ Abp
        N/A
        
          
        
        4052.00000000
        NS
        
        40553.98000000
        0.001168783253
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        NGK Spark Plug Co. Ltd.
        549300RG3XQGTFM4HH31
        NGK Spark Plug Co. Ltd.
        N/A
        
          
        
        902.00000000
        NS
        
        15403.42000000
        0.000443933230
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -73.00000000
        NC
        USD
        -351860.00000000
        -0.01014075747
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3665.00000000
            USD
            2021-01-29
            XXXX
            252208.92000000
          
        
        
          N
          N
          N
        
      
      
        PepsiCo, Inc.
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo, Inc.
        713448108
        
          
        
        46425.00000000
        NS
        USD
        6884827.50000000
        0.198423708056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings, Inc.
        N/A
        Bandai Namco Holdings, Inc.
        N/A
        
          
        
        115.00000000
        NS
        
        9959.09000000
        0.000287025283
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
        
        4523.00000000
        NS
        
        191114.84000000
        0.005508012396
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Corning, Inc.
        549300X2937PB0CJ7I56
        Corning, Inc.
        219350105
        
          
        
        4468.00000000
        NS
        USD
        160848.00000000
        0.004635708969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
        
        11849.00000000
        NS
        USD
        326676.93000000
        0.009414970496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asics Corp.
        3538002LJMRZ83SU0B85
        Asics Corp.
        N/A
        
          
        
        128.00000000
        NS
        
        2461.63000000
        0.000070945241
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Seven & i Holdings Co. Ltd.
        52990037G8JRM3TWGY86
        Seven & i Holdings Co. Ltd.
        N/A
        
          
        
        1572.00000000
        NS
        
        55665.45000000
        0.001604302359
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp.
        337932107
        
          
        
        8216.00000000
        NS
        USD
        251491.76000000
        0.007248101359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hochschild Mining plc
        549300JK10TVQ3CCJQ89
        Hochschild Mining plc
        N/A
        
          
        
        737.00000000
        NS
        
        2100.41000000
        0.000060534725
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co. Ltd.
        N/A
        Ono Pharmaceutical Co. Ltd.
        N/A
        
          
        
        424.00000000
        NS
        
        12777.15000000
        0.000368242992
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Holdings Corp.
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Holdings Corp.
        N/A
        
          
        
        3488.00000000
        NS
        
        21131.52000000
        0.000609019551
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Benesse Holdings, Inc.
        549300XOPEJA8L2IV934
        Benesse Holdings, Inc.
        N/A
        
          
        
        895.00000000
        NS
        
        17485.13000000
        0.000503929013
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp.
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp., Class A
        192446102
        
          
        
        9121.00000000
        NS
        USD
        747465.95000000
        0.021542292155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Construction Machinery Co. Ltd.
        5493009B7C53PDH8W826
        Hitachi Construction Machinery Co. Ltd.
        N/A
        
          
        
        721.00000000
        NS
        
        20500.56000000
        0.000590835011
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625H100
        
          
        
        100285.00000000
        NS
        USD
        12743214.95000000
        0.367264969665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acciona SA
        54930002KP75TLLLNO21
        Acciona SA
        N/A
        
          
        
        21.00000000
        NS
        
        3004.93000000
        0.000086603383
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Corp.
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp.
        N/A
        
          
        
        2535.00000000
        NS
        
        62492.42000000
        0.001801058588
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries, Inc.
        446413106
        
          
        
        2021.00000000
        NS
        USD
        344540.08000000
        0.009929794210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        K's Holdings Corp.
        3538003LJ09YLR6NHG27
        K's Holdings Corp.
        N/A
        
          
        
        3227.00000000
        NS
        
        44964.32000000
        0.001295891161
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NTT Data Corp.
        353800SZGJGSLJRRWB43
        NTT Data Corp.
        N/A
        
          
        
        1885.00000000
        NS
        
        25802.46000000
        0.000743638063
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        NiSource, Inc.
        65473P105
        
          
        
        4197.00000000
        NS
        USD
        96279.18000000
        0.002774807633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc., Class B
        084670702
        
          
        
        65566.00000000
        NS
        USD
        15202788.42000000
        0.438150941486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia SpA
        549300W384M3RI3VXU42
        Telecom Italia SpA
        N/A
        
          
        
        214938.00000000
        NS
        
        99763.48000000
        0.002875226667
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        7924.00000000
        NS
        USD
        543031.72000000
        0.015650409175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Holdings, Inc.
        549300B3CEAHYG7K8164
        Nomura Holdings, Inc.
        N/A
        
          
        
        6675.00000000
        NS
        
        35291.20000000
        0.001017107656
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever plc
        549300MKFYEKVRWML317
        Unilever plc
        N/A
        
          
        
        452.00000000
        NS
        
        27108.10000000
        0.000781267173
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bechtle AG
        529900HA2QT774RUXW59
        Bechtle AG
        N/A
        
          
        
        496.00000000
        NS
        
        108099.41000000
        0.003115471777
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Vesuvius plc
        213800ORZ521W585SY02
        Vesuvius plc
        N/A
        
          
        
        4739.00000000
        NS
        
        34664.36000000
        0.000999041856
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 E-Mini Index
        N/A
        
          
          
        
        -246.00000000
        NC
        USD
        -1350795.10000000
        -0.03893049935
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2021-03-19
            -46110240.00000000
            USD
            -1350795.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        98250000.00000000
        PA
        
        5343465.57000000
        0.154000990187
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                iTraxx Europe Crossover Index Series 34.V1
                iTraxx Europe Crossover Index Series 34.V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            9024113.32000000
            USD
            0.00000000
            USD
            98250000.00000000
            EUR
            5343465.57000000
          
        
        
          N
          N
          N
        
      
      
        Gamesys Group plc
        213800J9SZ4YJ2RYMU17
        Gamesys Group plc
        N/A
        
          
        
        2150.00000000
        NS
        
        33468.44000000
        0.000964574924
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PPG Industries, Inc.
        549300BKPEP01R3V6C59
        PPG Industries, Inc.
        693506107
        
          
        
        182.00000000
        NS
        USD
        26248.04000000
        0.000756479872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kurita Water Industries Ltd.
        52990086GS2ON69UMX34
        Kurita Water Industries Ltd.
        N/A
        
          
        
        440.00000000
        NS
        
        16818.86000000
        0.000484726823
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T-Mobile US, Inc.
        872590104
        
          
        
        65606.00000000
        NS
        USD
        8846969.10000000
        0.254973478112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        Quanta Services, Inc.
        74762E102
        
          
        
        6236.00000000
        NS
        USD
        449116.72000000
        0.012943738232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greggs plc
        213800I71QMUFJ64IW20
        Greggs plc
        N/A
        
          
        
        38.00000000
        NS
        
        929.85000000
        0.000026798679
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Savills plc
        213800WXICGMBWHTA933
        Savills plc
        N/A
        
          
        
        1793.00000000
        NS
        
        23396.12000000
        0.000674286303
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO STOXX 50 Index
        N/A
        
          
          
        
        2652.00000000
        NC
        
        721896.42000000
        0.020805367235
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                EU0009658145
              
            
            2021-03-19
            94146000.00000000
            EUR
            721896.42000000
          
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
        
        534.00000000
        NS
        
        39000.20000000
        0.001124002641
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        Advanced Micro Devices, Inc.
        007903107
        
          
        
        2528.00000000
        NS
        USD
        231842.88000000
        0.006681812134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renishaw plc
        21380048ADXM6Z67CT18
        Renishaw plc
        N/A
        
          
        
        176.00000000
        NS
        
        13878.66000000
        0.000399988987
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ball Corp.
        0BGI85ALH27ZJP15DY16
        Ball Corp.
        058498106
        
          
        
        48339.00000000
        NS
        USD
        4504228.02000000
        0.129813800804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOITEC
        969500ZR92SQCU9TST26
        SOITEC
        N/A
        
          
        
        58.00000000
        NS
        
        11247.60000000
        0.000324160699
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Ciena Corp.
        W0CZ7N0GH8UIGXDM1H41
        Ciena Corp.
        171779309
        
          
        
        105399.00000000
        NS
        USD
        5570337.15000000
        0.160539527305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        5974527.00000000
        NS
        USD
        370659655.08000000
        10.68257166761
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP, Inc.
        WHKXQACZ14C5XRO8LW03
        HP, Inc.
        40434L105
        
          
        
        28200.00000000
        NS
        USD
        693438.00000000
        0.019985183255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals, Inc.
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals, Inc.
        92532F100
        
          
        
        161.00000000
        NS
        USD
        38050.74000000
        0.001096638793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        N/A
        
          
        
        407.00000000
        NS
        
        35295.89000000
        0.001017242824
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dowa Holdings Co. Ltd.
        353800ZSQZKFE140A689
        Dowa Holdings Co. Ltd.
        N/A
        
          
        
        281.00000000
        NS
        
        10186.40000000
        0.000293576456
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lowe's Cos., Inc.
        WAFCR4OKGSC504WU3E95
        Lowe's Cos., Inc.
        548661107
        
          
        
        44678.00000000
        NS
        USD
        7171265.78000000
        0.206678983246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LEG Immobilien AG
        391200SO40AKONBO0Z96
        LEG Immobilien AG
        N/A
        
          
        
        19.00000000
        NS
        
        2947.76000000
        0.000084955718
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MISUMI Group, Inc.
        353800SJWGE5BEK2V032
        MISUMI Group, Inc.
        N/A
        
          
        
        66.00000000
        NS
        
        2166.61000000
        0.000062442637
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        N/A
        
          
        
        490.00000000
        NS
        
        25410.93000000
        0.000732353999
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Frasers Group plc
        213800JEGHHEAXIJDX34
        Frasers Group plc
        N/A
        
          
        
        1387.00000000
        NS
        
        8540.95000000
        0.000246153875
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
        
        8433.00000000
        NS
        USD
        184092.39000000
        0.005305622348
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co.
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co.
        194162103
        
          
        
        271.00000000
        NS
        USD
        23173.21000000
        0.000667861940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kakaku.com, Inc.
        353800KA15Y0DCPWYY65
        Kakaku.com, Inc.
        N/A
        
          
        
        206.00000000
        NS
        
        5638.91000000
        0.000162515826
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Materials, Inc.
        41BNNE1AFPNAZELZ6K07
        Applied Materials, Inc.
        038222105
        
          
        
        7205.00000000
        NS
        USD
        621791.50000000
        0.017920300119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets, Inc.
        529900RLNSGA90UPEH54
        Cboe Global Markets, Inc.
        12503M108
        
          
        
        211.00000000
        NS
        USD
        19648.32000000
        0.000566273085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        98.00000000
        NC
        USD
        245.00000000
        0.000007061006
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3310.00000000
            USD
            2020-12-31
            XXXX
            -47859.03000000
          
        
        
          N
          N
          N
        
      
      
        Direct Line Insurance Group plc
        213800FF2R23ALJQOP04
        Direct Line Insurance Group plc
        N/A
        
          
        
        13679.00000000
        NS
        
        59827.93000000
        0.001724266833
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE (Registered)
        N/A
        
          
        
        1066.00000000
        NS
        
        261887.40000000
        0.007547708203
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding AG
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        N/A
        
          
        
        1682.00000000
        NS
        
        4632.69000000
        0.000133516130
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5706.56000000
        0.000164465528
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            228073.86000000
            USD
            3258400000.00000000
            IDR
            2021-02-01
            5706.56000000
          
        
        
          N
          N
          N
        
      
      
        Toyo Seikan Group Holdings Ltd.
        5299004VWXGQPXR05T33
        Toyo Seikan Group Holdings Ltd.
        N/A
        
          
        
        284.00000000
        NS
        
        3110.19000000
        0.000089637021
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fuji Media Holdings, Inc.
        353800TG2T8DSPV7H313
        Fuji Media Holdings, Inc.
        N/A
        
          
        
        877.00000000
        NS
        
        9360.12000000
        0.000269762709
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evraz plc
        5493005B7DAN39RXLK23
        Evraz plc
        N/A
        
          
        
        3510.00000000
        NS
        
        22432.13000000
        0.000646503694
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Dixons Carphone plc
        2138001E12GWLLDQQF16
        Dixons Carphone plc
        N/A
        
          
        
        19386.00000000
        NS
        
        30738.84000000
        0.000885906671
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        18.00000000
        NC
        
        4322.08000000
        0.000124564216
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-03-15
            4479525.00000000
            CAD
            4322.08000000
          
        
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software, Inc.
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software, Inc.
        874054109
        
          
        
        1652.00000000
        NS
        USD
        343269.08000000
        0.009893163440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -184.00000000
        NC
        USD
        -811440.00000000
        -0.02338605196
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3645.00000000
            USD
            2021-01-29
            XXXX
            459376.53000000
          
        
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161N101
        
          
        
        8721.00000000
        NS
        USD
        368200.62000000
        0.010611701212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein, Inc.
        VGO3WGL8H45T73F4RR92
        Henry Schein, Inc.
        806407102
        
          
        
        7791.00000000
        NS
        USD
        520906.26000000
        0.015012743842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yokogawa Electric Corp.
        529900MV0U7C9WWF4L22
        Yokogawa Electric Corp.
        N/A
        
          
        
        544.00000000
        NS
        
        10850.18000000
        0.000312706883
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown plc
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown plc
        N/A
        
          
        
        233.00000000
        NS
        
        4851.55000000
        0.000139823770
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Provident Financial plc
        213800U93SZC44VXN635
        Provident Financial plc
        N/A
        
          
        
        12154.00000000
        NS
        
        50924.17000000
        0.001467656617
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nishi-Nippon Financial Holdings, Inc.
        N/A
        Nishi-Nippon Financial Holdings, Inc.
        N/A
        
          
        
        3539.00000000
        NS
        
        22668.41000000
        0.000653313386
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        Chevron Corp.
        166764100
        
          
        
        438.00000000
        NS
        USD
        36989.10000000
        0.001066041869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        Cigna Corp.
        125523100
        
          
        
        4056.00000000
        NS
        USD
        844378.08000000
        0.024335341682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aggreko plc
        2138003R7TGCSVF27H47
        Aggreko plc
        N/A
        
          
        
        5256.00000000
        NS
        
        45055.23000000
        0.001298511226
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinden Corp.
        N/A
        Kinden Corp.
        N/A
        
          
        
        1127.00000000
        NS
        
        18352.54000000
        0.000528928145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Realty Corp.
        N/A
        Duke Realty Corp.
        264411505
        
          
        
        134.00000000
        NS
        USD
        5355.98000000
        0.000154361661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toppan Printing Co. Ltd.
        3538003H9W4KIDODQY20
        Toppan Printing Co. Ltd.
        890747108
        
          
        
        592.00000000
        NS
        
        8359.97000000
        0.000240937953
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mohawk Industries, Inc.
        549300JI1115MG3Q6322
        Mohawk Industries, Inc.
        608190104
        
          
        
        2663.00000000
        NS
        USD
        375349.85000000
        0.010817745114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        7560.00000000
        NS
        
        95573.00000000
        0.002754455220
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kokuyo Co. Ltd.
        3538001EN1YX65H42410
        Kokuyo Co. Ltd.
        N/A
        
          
        
        1169.00000000
        NS
        
        15837.06000000
        0.000456430922
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Softcat plc
        213800N42YZLR9GLVC42
        Softcat plc
        N/A
        
          
        
        32.00000000
        NS
        
        601.92000000
        0.000017347594
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        3468896.44000000
        PA
        
        32483.11000000
        0.000936177287
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                FTSE 100 Total Return Index
                FTSE 100 Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-09-14
            0.00000000
            USD
            0.00000000
            USD
            3468896.44000000
            GBP
            32483.11000000
          
        
        
          N
          N
          N
        
      
      
        F5 Networks, Inc.
        N/A
        F5 Networks, Inc.
        315616102
        
          
        
        4119.00000000
        NS
        USD
        724696.86000000
        0.020886077128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/JSE Top 40 Index
        N/A
        
          
          
        
        156.00000000
        NC
        
        -14937.54000000
        -0.00043050636
        N/A
        DE
        
        ZA
        N
        
        1
        
          
            
              JSE Clear
              213800PJDCEXAVMM3J32
            
            Long
            
              
                FTSE/JSE Top 40 Index
                TOP40 Index
              
            
            2021-03-18
            85211880.00000000
            ZAR
            -14937.54000000
          
        
        
          N
          N
          N
        
      
      
        Sabre Insurance Group plc
        2138006RXRQ8P8VKGV98
        Sabre Insurance Group plc
        N/A
        
          
        
        399.00000000
        NS
        
        1516.64000000
        0.000043710221
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ebara Corp.
        353800UV8U3SOMCDTI49
        Ebara Corp.
        N/A
        
          
        
        671.00000000
        NS
        
        21960.58000000
        0.000632913419
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PureTech Health plc
        213800LVPDNO2Z9T9I39
        PureTech Health plc
        N/A
        
          
        
        107.00000000
        NS
        
        587.60000000
        0.000016934886
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bankinter SA
        VWMYAEQSTOPNV0SUGU82
        Bankinter SA
        N/A
        
          
        
        116.00000000
        NS
        
        629.21000000
        0.000018134104
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Sopra Steria Group
        96950020QIOHAAK9V551
        Sopra Steria Group
        N/A
        
          
        
        1095.00000000
        NS
        
        176505.80000000
        0.005086973541
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Target Corp.
        8WDDFXB5T1Z6J0XC1L66
        Target Corp.
        87612E106
        
          
        
        3302.00000000
        NS
        USD
        582902.06000000
        0.016799489628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Black & Decker, Inc.
        549300DJ09SMTO561131
        Stanley Black & Decker, Inc.
        854502101
        
          
        
        1524.00000000
        NS
        USD
        272125.44000000
        0.007842772946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abertis Infraestructuras SA
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        N/A
        
          
        
        2100.00000000
        NS
        
        16598.56000000
        0.000478377682
        Long
        EC
        CORP
        ES
        N
        
        3
        
          N
          N
          N
        
      
      
        Twilio, Inc.
        5493004W8TRGD63APX93
        Twilio, Inc., Class A
        90138F102
        
          
        
        15979.00000000
        NS
        USD
        5408891.50000000
        0.155886593804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216101
        
          
        
        11219.00000000
        NS
        USD
        212039.10000000
        0.006111058624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Campbell Soup Co.
        5493007JDSMX8Z5Z1902
        Campbell Soup Co.
        134429109
        
          
        
        5088.00000000
        NS
        USD
        246004.80000000
        0.007089964798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        voestalpine AG
        529900ZAXBMQDIWPNB72
        voestalpine AG
        N/A
        
          
        
        3139.00000000
        NS
        
        112033.00000000
        0.003228839543
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Insulet Corp.
        549300TZTYD2PYN92D43
        Insulet Corp.
        45784P101
        
          
        
        11966.00000000
        NS
        USD
        3058868.58000000
        0.088157916244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        545.00000000
        NS
        USD
        21794.55000000
        0.000628128362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        N/A
        
          
        
        234.00000000
        NS
        
        29783.52000000
        0.000858373935
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        American Electric Power Co., Inc.
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co., Inc.
        025537101
        
          
        
        139.00000000
        NS
        USD
        11574.53000000
        0.000333582963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamato Holdings Co. Ltd.
        N/A
        Yamato Holdings Co. Ltd.
        N/A
        
          
        
        1202.00000000
        NS
        
        30690.32000000
        0.000884508304
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alten SA
        969500Y7G9TY7Y24GN07
        Alten SA
        N/A
        
          
        
        536.00000000
        NS
        
        60778.40000000
        0.001751659790
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822V101
        
          
        
        31890.00000000
        NS
        USD
        5076569.10000000
        0.146308918419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDK Global, Inc.
        5493000L10CYRTHIJ385
        CDK Global, Inc.
        12508E101
        
          
        
        77957.00000000
        NS
        USD
        4040511.31000000
        0.116449284542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
        
        1346.00000000
        NS
        
        14904.58000000
        0.000429556445
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sojitz Corp.
        5493004SE33MRLPB1W98
        Sojitz Corp.
        N/A
        
          
        
        13071.00000000
        NS
        
        29188.90000000
        0.000841236729
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions, Inc.
        N/A
        Broadridge Financial Solutions, Inc.
        11133T103
        
          
        
        10.00000000
        NS
        USD
        1532.00000000
        0.000044152902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ship Healthcare Holdings, Inc.
        353800BIFUE1L527TH13
        Ship Healthcare Holdings, Inc.
        N/A
        
          
        
        84.00000000
        NS
        
        4678.42000000
        0.000134834089
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toho Holdings Co. Ltd.
        353800Z8BQ3ZHELA4J90
        Toho Holdings Co. Ltd.
        N/A
        
          
        
        1695.00000000
        NS
        
        29797.48000000
        0.000858776268
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co. Ltd.
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co. Ltd.
        N/A
        
          
        
        426.00000000
        NS
        
        22729.29000000
        0.000655067974
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Accor SA
        969500QZC2Q0TK11NV07
        Accor SA
        N/A
        
          
        
        168.00000000
        NS
        
        6095.18000000
        0.000175665725
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion plc
        213800HROV6Y9MUU8375
        JD Sports Fashion plc
        N/A
        
          
        
        2537.00000000
        NS
        
        29805.31000000
        0.000859001932
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Lennar Corp.
        529900G61XVRLX5TJX09
        Lennar Corp., Class A
        526057104
        
          
        
        4832.00000000
        NS
        USD
        368343.36000000
        0.010615815040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rubis SCA
        969500MGFIKUGLTC9742
        Rubis SCA
        N/A
        
          
        
        1066.00000000
        NS
        
        49279.27000000
        0.001420249887
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Tempur Sealy International, Inc.
        549300HFEKVR3US71V91
        Tempur Sealy International, Inc.
        88023U101
        
          
        
        164896.00000000
        NS
        USD
        4452192.00000000
        0.128314100189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kuraray Co. Ltd.
        549300W9JPTOE739QZ31
        Kuraray Co. Ltd.
        N/A
        
          
        
        72.00000000
        NS
        
        766.60000000
        0.000022093743
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Viscofan SA
        95980020140005684765
        Viscofan SA
        N/A
        
          
        
        44.00000000
        NS
        
        3120.34000000
        0.000089929549
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd.
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd.
        N/A
        
          
        
        214.00000000
        NS
        
        7655.53000000
        0.000220635687
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ViacomCBS, Inc.
        5KYC8KF17ROCY24M3H09
        ViacomCBS, Inc.
        92556H206
        
          
        
        16877.00000000
        NS
        USD
        628837.02000000
        0.018123355054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyson Foods, Inc.
        WD6L6041MNRW1JE49D58
        Tyson Foods, Inc., Class A
        902494103
        
          
        
        8759.00000000
        NS
        USD
        564429.96000000
        0.016267115712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        N/A
        
          
        
        20500.00000000
        NS
        
        764799.80000000
        0.022041861213
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        OKUMA Corp.
        N/A
        OKUMA Corp.
        N/A
        
          
        
        153.00000000
        NS
        
        8581.66000000
        0.000247327155
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Akamai Technologies, Inc.
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies, Inc.
        00971T101
        
          
        
        2352.00000000
        NS
        USD
        246936.48000000
        0.007116816218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        N/A
        
          
        
        12.00000000
        NS
        
        1129.54000000
        0.000032553831
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Avery Dennison Corp.
        549300PW7VPFCYKLIV37
        Avery Dennison Corp.
        053611109
        
          
        
        53.00000000
        NS
        USD
        8220.83000000
        0.000236927878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suzuken Co. Ltd.
        N/A
        Suzuken Co. Ltd.
        N/A
        
          
        
        898.00000000
        NS
        
        32484.22000000
        0.000936209278
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kesko OYJ
        743700OX6HSVMCAHPB95
        Kesko OYJ, Class B
        N/A
        
          
        
        3899.00000000
        NS
        
        100074.16000000
        0.002884180599
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        N/A
        
          
        
        536.00000000
        NS
        
        12505.29000000
        0.000360407869
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bobl
        N/A
        
          
          
        
        453.00000000
        NC
        
        -22761.46000000
        -0.00065599512
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bobl
                
                  
                
              
            
            2021-03-08
            61236540.00000000
            EUR
            -22761.46000000
          
        
        
          N
          N
          N
        
      
      
        Tokai Rika Co. Ltd.
        N/A
        Tokai Rika Co. Ltd.
        N/A
        
          
        
        1040.00000000
        NS
        
        17601.70000000
        0.000507288611
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Meggitt plc
        YMFO3TKB4UAWQTDZJJ31
        Meggitt plc
        N/A
        
          
        
        2385.00000000
        NS
        
        15166.49000000
        0.000437104805
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp.
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp.
        28176E108
        
          
        
        735.00000000
        NS
        USD
        67054.05000000
        0.001932526739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TV Asahi Holdings Corp.
        N/A
        TV Asahi Holdings Corp.
        N/A
        
          
        
        2743.00000000
        NS
        
        45033.32000000
        0.001297879771
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cooper Cos., Inc. (The)
        QJKMVPIGLH7530PCUE20
        Cooper Cos., Inc. (The)
        216648402
        
          
        
        70.00000000
        NS
        USD
        25432.40000000
        0.000732972774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3561.62000000
        -0.00010264742
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            2074590.10000000
            USD
            44480000.00000000
            CZK
            2021-01-26
            -3561.62000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        159.00000000
        NC
        USD
        397.50000000
        0.000011456122
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3305.00000000
            USD
            2020-12-31
            XXXX
            -80271.95000000
          
        
        
          N
          N
          N
        
      
      
        Etablissements Franz Colruyt NV
        5493000O0NZ1BCXO8K39
        Etablissements Franz Colruyt NV
        N/A
        
          
        
        318.00000000
        NS
        
        18829.85000000
        0.000542684425
        Long
        EC
        CORP
        BE
        N
        
        1
        
          N
          N
          N
        
      
      
        Marubeni Corp.
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp.
        N/A
        
          
        
        7032.00000000
        NS
        
        46850.08000000
        0.001350239580
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Micron Technology, Inc.
        B3DXGBC8GAIYWI2Z0172
        Micron Technology, Inc.
        595112103
        
          
        
        4335.00000000
        NS
        USD
        325905.30000000
        0.009392731786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lawson, Inc.
        529900IWO8XQO92PR233
        Lawson, Inc.
        N/A
        
          
        
        531.00000000
        NS
        
        24710.64000000
        0.000712171338
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Suntory Beverage & Food Ltd.
        549300FONLMVK7YYYH41
        Suntory Beverage & Food Ltd.
        N/A
        
          
        
        534.00000000
        NS
        
        18913.96000000
        0.000545108512
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hokuriku Electric Power Co.
        353800Z4ZNGBULYR8W57
        Hokuriku Electric Power Co.
        N/A
        
          
        
        1871.00000000
        NS
        
        12206.65000000
        0.000351800935
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        N/A
        
          
        
        3974.00000000
        NS
        
        97988.24000000
        0.002824063482
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Segro plc
        213800XC35KGM9NFC641
        Segro plc
        N/A
        
          
        
        787.00000000
        NS
        
        10211.92000000
        0.000294311953
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Verisk Analytics, Inc.
        549300I1YSWNIRKBWP67
        Verisk Analytics, Inc.
        92345Y106
        
          
        
        562.00000000
        NS
        USD
        116665.58000000
        0.003362352504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pan Pacific International Holdings Corp.
        529900QLHJM2E18A5763
        Pan Pacific International Holdings Corp.
        N/A
        
          
        
        251.00000000
        NS
        
        5799.03000000
        0.000167130554
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tohoku Electric Power Co., Inc.
        353800KTF7EYIIYHY088
        Tohoku Electric Power Co., Inc.
        N/A
        
          
        
        118.00000000
        NS
        
        973.87000000
        0.000028067354
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TAG Immobilien AG
        529900TAE68USJNXLR59
        TAG Immobilien AG
        N/A
        
          
        
        1034.00000000
        NS
        
        32996.97000000
        0.000950986955
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Teledyne Technologies, Inc.
        549300VSMO9KYQWDND94
        Teledyne Technologies, Inc.
        879360105
        
          
        
        204.00000000
        NS
        USD
        79963.92000000
        0.002304594779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC plc
        213800UPS1QEE4TD3T45
        DCC plc
        N/A
        
          
        
        555.00000000
        NS
        
        39273.14000000
        0.001131868890
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings, Inc.
        5299009QN2NZ191KLS29
        Tokio Marine Holdings, Inc.
        N/A
        
          
        
        107.00000000
        NS
        
        5512.81000000
        0.000158881569
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ingersoll Rand, Inc.
        5299004C02FMZCUOIR50
        Ingersoll Rand, Inc.
        45687V106
        
          
        
        3448.00000000
        NS
        USD
        157090.88000000
        0.004527427144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        N/A
        
          
        
        2372.00000000
        NS
        
        187489.23000000
        0.005403520747
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Resorttrust, Inc.
        353800FM9MYWH105SE11
        Resorttrust, Inc.
        N/A
        
          
        
        79.00000000
        NS
        
        1130.41000000
        0.000032578905
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Network International Holdings plc
        213800XVRNKWENNLKK60
        Network International Holdings plc
        N/A
        
          
        
        1178.00000000
        NS
        
        5307.72000000
        0.000152970787
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        51.00000000
        NC
        USD
        68233.92000000
        0.001966531103
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2021-02-17
            5075622.00000000
            USD
            68233.92000000
          
        
        
          N
          N
          N
        
      
      
        IDEXX Laboratories, Inc.
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories, Inc.
        45168D104
        
          
        
        7817.00000000
        NS
        USD
        3907483.79000000
        0.112615373846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Close Brothers Group plc
        213800W73SYHR14I3X91
        Close Brothers Group plc
        N/A
        
          
        
        75.00000000
        NS
        
        1414.42000000
        0.000040764196
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        T. Rowe Price Group, Inc.
        549300SIV6FPS9Y7IH33
        T. Rowe Price Group, Inc.
        74144T108
        
          
        
        241.00000000
        NS
        USD
        36484.99000000
        0.001051513201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameren Corp.
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp.
        023608102
        
          
        
        219.00000000
        NS
        USD
        17095.14000000
        0.000492689332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        N/A
        
          
        
        752.00000000
        NS
        
        86045.27000000
        0.002479861918
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co. (The)
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co. (The)
        191216100
        
          
        
        134733.00000000
        NS
        USD
        7388757.72000000
        0.212947195079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        N/A
        
          
        
        10606.00000000
        NS
        
        181621.62000000
        0.005234413687
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        DuPont de Nemours, Inc.
        5493004JF0SDFLM8GD76
        DuPont de Nemours, Inc.
        26614N102
        
          
        
        77232.00000000
        NS
        USD
        5491967.52000000
        0.158280880653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Proximus SADP
        549300CWRXC5EP004533
        Proximus SADP
        N/A
        
          
        
        225.00000000
        NS
        
        4444.50000000
        0.000128092413
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Premier Foods plc
        213800ZD5I8XHNMCJA67
        Premier Foods plc
        N/A
        
          
        
        41448.00000000
        NS
        
        56793.51000000
        0.001636813536
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Iyo Bank Ltd. (The)
        549300WDPFPR0TE6OX32
        Iyo Bank Ltd. (The)
        N/A
        
          
        
        667.00000000
        NS
        
        4190.31000000
        0.000120766547
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CMS Energy Corp.
        549300IA9XFBAGNIBW29
        CMS Energy Corp.
        125896100
        
          
        
        522.00000000
        NS
        USD
        31847.22000000
        0.000917850662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp.
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp., Class A
        989207105
        
          
        
        1307.00000000
        NS
        USD
        502319.31000000
        0.014477059899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fuji Electric Co. Ltd.
        5299000HVNGZZTYYM906
        Fuji Electric Co. Ltd.
        N/A
        
          
        
        291.00000000
        NS
        
        10503.96000000
        0.000302728672
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748102
        
          
        
        546.00000000
        NS
        USD
        63882.00000000
        0.001841106885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        N/A
        
          
        
        1138.00000000
        NS
        
        43458.65000000
        0.001252497100
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        TJX Cos., Inc. (The)
        V167QI9I69W364E2DY52
        TJX Cos., Inc. (The)
        872540109
        
          
        
        82821.00000000
        NS
        USD
        5655846.09000000
        0.163003931961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Oil & Gas Corp.
        FCNMH6O7VWU7LHXMK351
        Cabot Oil & Gas Corp.
        127097103
        
          
        
        1191.00000000
        NS
        USD
        19389.48000000
        0.000558813204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co. Ltd.
        5299003D9N4JBS256X18
        Japan Post Holdings Co. Ltd.
        N/A
        
          
        
        5392.00000000
        NS
        
        41999.05000000
        0.001210430796
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        20623.09000000
        0.000594366378
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3518269.33000000
            USD
            169950000.00000000
            PHP
            2021-01-05
            20623.09000000
          
        
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services, Inc.
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services, Inc.
        955306105
        
          
        
        848.00000000
        NS
        USD
        240246.88000000
        0.006924019051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Horiba Ltd.
        529900OOTWPYSNW0EC84
        Horiba Ltd.
        N/A
        
          
        
        236.00000000
        NS
        
        13861.43000000
        0.000399492411
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ServiceNow, Inc.
        549300HJTQM36M0E1G39
        ServiceNow, Inc.
        81762P102
        
          
        
        481.00000000
        NS
        USD
        264756.83000000
        0.007630406417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp.
        54930036C8MWP850MI84
        Norfolk Southern Corp.
        655844108
        
          
        
        18165.00000000
        NS
        USD
        4316185.65000000
        0.124394338323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        23496.04000000
        0.000677166041
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            1171059.45000000
            USD
            1660000.00000000
            NZD
            2021-01-27
            23496.04000000
          
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial, Inc.
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial, Inc.
        03076C106
        
          
        
        185.00000000
        NS
        USD
        35951.05000000
        0.001036124819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gunma Bank Ltd. (The)
        54930054A69VC4I5BP89
        Gunma Bank Ltd. (The)
        N/A
        
          
        
        6556.00000000
        NS
        
        20247.35000000
        0.000583537389
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co. Ltd.
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co. Ltd.
        N/A
        
          
        
        2243.00000000
        NS
        
        81172.77000000
        0.002339434360
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Paper Industries Co. Ltd.
        N/A
        Nippon Paper Industries Co. Ltd.
        N/A
        
          
        
        593.00000000
        NS
        
        6867.33000000
        0.000197919422
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        N/A
        
          
        
        197.00000000
        NS
        
        14640.72000000
        0.000421951886
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SPIE SA
        969500TJNS5GSFWJ8X85
        SPIE SA
        N/A
        
          
        
        5417.00000000
        NS
        
        118105.47000000
        0.003403850757
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Aozora Bank Ltd.
        X0XUGKC9FD2CYUQNC010
        Aozora Bank Ltd.
        N/A
        
          
        
        534.00000000
        NS
        
        9874.18000000
        0.000284578140
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        17585969.14000000
        PA
        USD
        370935.00000000
        0.010690507227
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLMN.I
                USJPGSGLMN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            17585969.00000000
            USD
            370935.00000000
          
        
        
          N
          N
          N
        
      
      
        77 Bank Ltd. (The)
        549300U6CT3EHB9XS980
        77 Bank Ltd. (The)
        N/A
        
          
        
        952.00000000
        NS
        
        12991.54000000
        0.000374421805
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Warehouses De Pauw CVA
        549300HWDYC5JXC85138
        Warehouses De Pauw CVA
        N/A
        
          
        
        100.00000000
        NS
        
        3466.86000000
        0.000099916405
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        ConvaTec Group plc
        213800LS272L4FIDOH92
        ConvaTec Group plc
        N/A
        
          
        
        40976.00000000
        NS
        
        111621.08000000
        0.003216967831
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings, Inc.
        549300W3R20NM4KQPH86
        IQVIA Holdings, Inc.
        46266C105
        
          
        
        29576.00000000
        NS
        USD
        5299131.92000000
        0.152723275208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -150.00000000
        NC
        USD
        -375.00000000
        -0.00001080766
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3575.00000000
            USD
            2020-12-31
            XXXX
            1096714.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        184.00000000
        NC
        USD
        86480.00000000
        0.002492391025
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3060.00000000
            USD
            2021-01-29
            XXXX
            -59390.93000000
          
        
        
          N
          N
          N
        
      
      
        Aalberts NV
        549300EMP9DT6Q35HZ31
        Aalberts NV
        N/A
        
          
        
        739.00000000
        NS
        
        32881.76000000
        0.000947666553
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Dow, Inc.
        5493003S21INSLK2IP73
        Dow, Inc.
        260557103
        
          
        
        4190.00000000
        NS
        USD
        232545.00000000
        0.006702047537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co. (The)
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co. (The)
        742718109
        
          
        
        62206.00000000
        NS
        USD
        8655342.84000000
        0.249450726370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H.U. Group Holdings, Inc.
        N/A
        H.U. Group Holdings, Inc.
        N/A
        
          
        
        531.00000000
        NS
        
        14309.46000000
        0.000412404829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Worldline SA
        549300CJMQNCA0U4TS33
        Worldline SA
        N/A
        
          
        
        253.00000000
        NS
        
        24578.47000000
        0.000708362142
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        27369.95000000
        0.000788813803
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            18656794.33000000
            USD
            16530000.00000000
            CHF
            2021-01-26
            27369.95000000
          
        
        
          N
          N
          N
        
      
      
        Glory Ltd.
        3538003FKID28TGG5U64
        Glory Ltd.
        N/A
        
          
        
        597.00000000
        NS
        
        12056.87000000
        0.000347484211
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Agilent Technologies, Inc.
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies, Inc.
        00846U101
        
          
        
        1048.00000000
        NS
        USD
        124177.52000000
        0.003578849865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daifuku Co. Ltd.
        N/A
        Daifuku Co. Ltd.
        N/A
        
          
        
        101.00000000
        NS
        
        12498.30000000
        0.000360206414
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        N/A
        
          
        
        4230.00000000
        NS
        
        34278.84000000
        0.000987931003
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Valmet OYJ
        213800D9O7FUQDH83V62
        Valmet OYJ
        N/A
        
          
        
        1838.00000000
        NS
        
        52843.39000000
        0.001522969368
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Dechra Pharmaceuticals plc
        213800J4UVB5OWG8VX82
        Dechra Pharmaceuticals plc
        N/A
        
          
        
        290.00000000
        NS
        
        13658.04000000
        0.000393630623
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Smith plc
        2138001KJNGUJ34G7X91
        WH Smith plc
        N/A
        
          
        
        84.00000000
        NS
        
        1732.21000000
        0.000049923041
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Signify NV
        549300072P3J1X8NZO35
        Signify NV
        N/A
        
          
        
        2120.00000000
        NS
        
        89010.74000000
        0.002565328047
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza, Inc.
        5299004V0Y8MI5D9FF45
        Domino's Pizza, Inc.
        25754A201
        
          
        
        166.00000000
        NS
        USD
        63654.36000000
        0.001834546202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        338998515.85000002
        PA
        USD
        -6109584.73000000
        -0.17608087592
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                MSCI World Net Total Return Index
                MSCI World Net Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            338998516.00000000
            USD
            -6109584.73000000
          
        
        
          N
          N
          N
        
      
      
        Global Payments, Inc.
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940X102
        
          
        
        1142.00000000
        NS
        USD
        246009.64000000
        0.007090104288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Chartered plc
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered plc
        N/A
        
          
        
        18310.00000000
        NS
        
        116267.45000000
        0.003350878225
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        J Sainsbury plc
        213800VGZAAJIKJ9Y484
        J Sainsbury plc
        N/A
        
          
        
        54386.00000000
        NS
        
        167166.67000000
        0.004817815773
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        G4S plc
        549300L3KWKK8X35QR12
        G4S plc
        N/A
        
          
        
        9900.00000000
        NS
        
        34387.88000000
        0.000991073583
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Topcon Corp.
        N/A
        Topcon Corp.
        N/A
        
          
        
        86.00000000
        NS
        
        1070.29000000
        0.000030846220
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dunelm Group plc
        213800WCOWEI3T5DUV19
        Dunelm Group plc
        N/A
        
          
        
        927.00000000
        NS
        
        15347.97000000
        0.000442335137
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        N/A
        
          
        
        642.00000000
        NS
        
        17609.36000000
        0.000507509375
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Acom Co. Ltd.
        N/A
        Acom Co. Ltd.
        N/A
        
          
        
        273.00000000
        NS
        
        1165.65000000
        0.000033594537
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Secom Co. Ltd.
        529900TYCL9N3E9PGE47
        Secom Co. Ltd.
        N/A
        
          
        
        164.00000000
        NS
        
        15129.28000000
        0.000436032397
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Persimmon plc
        213800XI72Y57UWN6F31
        Persimmon plc
        N/A
        
          
        
        171.00000000
        NS
        
        6454.01000000
        0.000186007361
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Aluminum Base Metal
        N/A
        
          
        
        158.00000000
        NC
        USD
        -145254.14000000
        -0.00418628717
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-02-17
            7801250.00000000
            USD
            -145254.14000000
          
        
        
          N
          N
          N
        
      
      
        Shiga Bank Ltd. (The)
        3538002NUIQ8JFEJNS94
        Shiga Bank Ltd. (The)
        N/A
        
          
        
        67.00000000
        NS
        
        1372.03000000
        0.000039542498
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Obayashi Corp.
        529900YT4O5S0LCXWD54
        Obayashi Corp.
        N/A
        
          
        
        3044.00000000
        NS
        
        26283.64000000
        0.000757505879
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma, Inc.
        529900IB708DY2HBBB35
        Astellas Pharma, Inc.
        N/A
        
          
        
        2206.00000000
        NS
        
        34157.17000000
        0.000984424421
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sofina SA
        5493000GMVR38VUO5D39
        Sofina SA
        N/A
        
          
        
        46.00000000
        NS
        
        15560.72000000
        0.000448466684
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        RSA Insurance Group plc
        549300HOGQ7E0TY86138
        RSA Insurance Group plc
        N/A
        
          
        
        3936.00000000
        NS
        
        36482.23000000
        0.001051433656
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Capcom Co. Ltd.
        529900JJWQKXS3TC8744
        Capcom Co. Ltd.
        N/A
        
          
        
        383.00000000
        NS
        
        24838.57000000
        0.000715858336
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Assura plc
        21380026T19N2Y52XF72
        Assura plc
        N/A
        
          
        
        6773.00000000
        NS
        
        7128.42000000
        0.000205444149
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MetLife, Inc.
        C4BXATY60WC6XEOZDX54
        MetLife, Inc.
        59156R108
        
          
        
        12249.00000000
        NS
        USD
        575090.55000000
        0.016574358529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        203.00000000
        NC
        USD
        507.50000000
        0.000014626369
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3085.00000000
            USD
            2020-12-31
            XXXX
            -163087.25000000
          
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos., Inc. (The)
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos., Inc. (The), Class A
        518439104
        
          
        
        17674.00000000
        NS
        USD
        4704642.06000000
        0.135589820169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co. (The)
        28ID94QU1140NC23S047
        Western Union Co. (The)
        959802109
        
          
        
        21008.00000000
        NS
        USD
        460915.52000000
        0.013283784754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyushu Electric Power Co., Inc.
        549300BYNZPLKQVQH430
        Kyushu Electric Power Co., Inc.
        N/A
        
          
        
        76.00000000
        NS
        
        655.64000000
        0.000018895828
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        N/A
        
          
        
        7874.00000000
        NS
        
        180078.02000000
        0.005189926467
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        easyJet plc
        2138001S47XKWIB7TH90
        easyJet plc
        N/A
        
          
        
        208.00000000
        NS
        
        2360.65000000
        0.000068034954
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG (Registered)
        N/A
        
          
        
        286.00000000
        NS
        
        41197.29000000
        0.001187323726
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferrexpo plc
        213800CEDKSNUTPAQZ41
        Ferrexpo plc
        N/A
        
          
        
        14632.00000000
        NS
        
        56394.24000000
        0.001625306402
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AO World plc
        2138005FFOAJIUZY4375
        AO World plc
        N/A
        
          
        
        2778.00000000
        NS
        
        15667.98000000
        0.000451557964
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343V104
        
          
        
        149257.00000000
        NS
        USD
        8768848.75000000
        0.252722015818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        N/A
        
          
        
        7701.00000000
        NS
        
        78771.72000000
        0.002270235059
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Kellogg Co.
        LONOZNOJYIBXOHXWDB86
        Kellogg Co.
        487836108
        
          
        
        2094.00000000
        NS
        USD
        130309.62000000
        0.003755579641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suez SA
        549300JQIZM6CL7POC81
        Suez SA
        N/A
        
          
        
        3125.00000000
        NS
        
        61935.20000000
        0.001784999267
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hill & Smith Holdings plc
        2138003A3ISGQZBOWI83
        Hill & Smith Holdings plc
        N/A
        
          
        
        258.00000000
        NS
        
        4975.29000000
        0.000143390010
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        150.00000000
        NC
        USD
        375.00000000
        0.000010807662
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3000.00000000
            USD
            2020-12-31
            XXXX
            -119178.61000000
          
        
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        N/A
        
          
        
        867.00000000
        NS
        
        28804.47000000
        0.000830157290
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        Walt Disney Co. (The)
        254687106
        
          
        
        63204.00000000
        NS
        USD
        11451300.72000000
        0.330031442462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Red Electrica Corp. SA
        5493009HMD0C90GUV498
        Red Electrica Corp. SA
        N/A
        
          
        
        155.00000000
        NS
        
        3182.31000000
        0.000091715551
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Franklin Resources, Inc.
        RIFQSET379FOGTEFKS80
        Franklin Resources, Inc.
        354613101
        
          
        
        9557.00000000
        NS
        USD
        238829.43000000
        0.006883167529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AstraZeneca plc
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca plc
        N/A
        
          
        
        624.00000000
        NS
        
        62221.09000000
        0.001793238740
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Zinc Base Metal
        N/A
        
          
          
        
        -71.00000000
        NC
        USD
        72858.07000000
        0.002099801107
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-01-20
            -4851660.75000000
            USD
            72858.07000000
          
        
        
          N
          N
          N
        
      
      
        Humana, Inc.
        529900YLDW34GJAO4J06
        Humana, Inc.
        444859102
        
          
        
        12476.00000000
        NS
        USD
        5118528.52000000
        0.147518207062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group, Inc.
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group, Inc.
        74251V102
        
          
        
        8426.00000000
        NS
        USD
        418013.86000000
        0.012047340346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DMG Mori Co. Ltd.
        353800P4I3FIXTQV2E13
        DMG Mori Co. Ltd.
        N/A
        
          
        
        215.00000000
        NS
        
        3279.39000000
        0.000094513439
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amgen, Inc.
        62QBXGPJ34PQ72Z12S66
        Amgen, Inc.
        031162100
        
          
        
        93.00000000
        NS
        USD
        21382.56000000
        0.000616254632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co. Ltd.
        N/A
        Otsuka Holdings Co. Ltd.
        N/A
        
          
        
        901.00000000
        NS
        
        38604.63000000
        0.001112602143
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ANDRITZ AG
        549300VZKC61IR5U8G96
        ANDRITZ AG
        N/A
        
          
        
        1578.00000000
        NS
        
        72337.29000000
        0.002084792002
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
        
        103627.00000000
        NS
        USD
        23048717.34000000
        0.664274008397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORIX Corp.
        35380016EMHNBOVYE123
        ORIX Corp.
        N/A
        
          
        
        2068.00000000
        NS
        
        31814.35000000
        0.000916903335
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Advanced Materials plc
        I4K14LL95N2PHDL7EG85
        Morgan Advanced Materials plc
        N/A
        
          
        
        6346.00000000
        NS
        
        27024.51000000
        0.000778858073
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        Beiersdorf AG
        N/A
        
          
        
        142.00000000
        NS
        
        16324.26000000
        0.000470472237
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp.
        5299000EPC47VJQOFB81
        Renesas Electronics Corp.
        N/A
        
          
        
        2750.00000000
        NS
        
        28784.22000000
        0.000829573677
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics, Inc.
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics, Inc.
        74834L100
        
          
        
        3556.00000000
        NS
        USD
        423768.52000000
        0.012213192138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co.
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co., Class B
        60871R209
        
          
        
        12245.00000000
        NS
        USD
        553351.55000000
        0.015947831141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hokuhoku Financial Group, Inc.
        N/A
        Hokuhoku Financial Group, Inc.
        N/A
        
          
        
        2638.00000000
        NS
        
        25097.88000000
        0.000723331763
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexon Co. Ltd.
        5299005SFO0GAJFLKN43
        Nexon Co. Ltd.
        N/A
        
          
        
        1074.00000000
        NS
        
        33138.17000000
        0.000955056400
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        116.00000000
        NC
        USD
        -132982.16000000
        -0.00383260340
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2021-03-22
            20060750.00000000
            USD
            -132982.16000000
          
        
        
          N
          N
          N
        
      
      
        DXC Technology Co.
        549300DOVZ3EDJB7O259
        DXC Technology Co.
        23355L106
        
          
        
        27715.00000000
        NS
        USD
        713661.25000000
        0.020568026071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        060505104
        
          
        
        366219.00000000
        NS
        USD
        11100097.89000000
        0.319909624914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CF Industries Holdings, Inc.
        529900CG8YAQFZ2JMV97
        CF Industries Holdings, Inc.
        125269100
        
          
        
        5733.00000000
        NS
        USD
        221924.43000000
        0.006395958113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
        
        73.00000000
        NS
        USD
        16857.89000000
        0.000485851685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anritsu Corp.
        N/A
        Anritsu Corp.
        N/A
        
          
        
        1900.00000000
        NS
        
        42415.15000000
        0.001222422978
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Miura Co. Ltd.
        N/A
        Miura Co. Ltd.
        N/A
        
          
        
        121.00000000
        NS
        
        6755.21000000
        0.000194688075
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034W106
        
          
        
        4339.00000000
        NS
        USD
        240857.89000000
        0.006941628624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        Rio Tinto plc
        N/A
        
          
        
        791.00000000
        NS
        
        59541.01000000
        0.001715997675
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tritax Big Box REIT plc
        213800L6X88MIYPVR714
        Tritax Big Box REIT plc
        N/A
        
          
        
        2587.00000000
        NS
        
        5943.67000000
        0.000171299141
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Primary Health Properties plc
        213800Y5CJHXOATK7X11
        Primary Health Properties plc
        N/A
        
          
        
        1102.00000000
        NS
        
        2303.68000000
        0.000066393054
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp.
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp.
        494368103
        
          
        
        137.00000000
        NS
        USD
        18471.71000000
        0.000532362676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE, Inc.
        787RXPR0UX0O0XUXPZ81
        NIKE, Inc., Class B
        654106103
        
          
        
        802.00000000
        NS
        USD
        113458.94000000
        0.003269935751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unicharm Corp.
        353800UQ4BZIJTAQEG85
        Unicharm Corp.
        N/A
        
          
        
        340.00000000
        NS
        
        16124.84000000
        0.000464724867
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AVEVA Group plc
        213800XHATUM2LFMKG16
        AVEVA Group plc
        N/A
        
          
        
        91.00000000
        NS
        
        3972.93000000
        0.000114501561
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashtead Group plc
        2138007UTBN8X9K1A235
        Ashtead Group plc
        N/A
        
          
        
        1528.00000000
        NS
        
        71970.31000000
        0.002074215480
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Centrica plc
        E26EDV109X6EEPBKVH76
        Centrica plc
        N/A
        
          
        
        99636.00000000
        NS
        
        63220.89000000
        0.001822053409
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Taiyo Yuden Co. Ltd.
        353800V9G3X5PLB9AD43
        Taiyo Yuden Co. Ltd.
        N/A
        
          
        
        81.00000000
        NS
        
        3803.04000000
        0.000109605258
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kerry Group plc
        635400TLVVBNXLFHWC59
        Kerry Group plc, Class A
        N/A
        
          
        
        25.00000000
        NS
        
        3631.09000000
        0.000104649585
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Pets at Home Group plc
        2138003Y9ULD24PD3J93
        Pets at Home Group plc
        N/A
        
          
        
        4928.00000000
        NS
        
        28035.62000000
        0.000807998701
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sohgo Security Services Co. Ltd.
        N/A
        Sohgo Security Services Co. Ltd.
        N/A
        
          
        
        235.00000000
        NS
        
        12190.66000000
        0.000351340096
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokai Carbon Co. Ltd.
        5299002HKWA5B57KLT43
        Tokai Carbon Co. Ltd.
        N/A
        
          
        
        833.00000000
        NS
        
        10428.92000000
        0.000300565987
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Inmobiliaria Colonial SOCIMI SA
        95980020140005007414
        Inmobiliaria Colonial Socimi SA
        N/A
        
          
        
        323.00000000
        NS
        
        3189.47000000
        0.000091921905
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Playtech plc
        21380068TTB6Z9ZEU548
        Playtech plc
        N/A
        
          
        
        5455.00000000
        NS
        
        29966.30000000
        0.000863641734
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp. (The)
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp. (The)
        064058100
        
          
        
        11118.00000000
        NS
        USD
        471847.92000000
        0.013598861253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nisshin Seifun Group, Inc.
        529900N4QFZS1P6PYX29
        Nisshin Seifun Group, Inc.
        N/A
        
          
        
        1132.00000000
        NS
        
        18032.46000000
        0.000519703301
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rational AG
        529900K139N6UFJ1A758
        Rational AG
        N/A
        
          
        
        16.00000000
        NS
        
        14884.58000000
        0.000428980037
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Civitas Social Housing plc
        213800PGBG84J8GM6F95
        Civitas Social Housing plc
        N/A
        
          
        
        3550.00000000
        NS
        
        5071.74000000
        0.000146169741
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd.
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd.
        N/A
        
          
        
        2443.00000000
        NS
        USD
        295774.01000000
        0.008524334968
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Banco BPM SpA
        815600E4E6DCD2D25E30
        Banco BPM SpA
        N/A
        
          
        
        57751.00000000
        NS
        
        128134.80000000
        0.003692900388
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CDW Corp.
        9845001B052ABF0B6755
        CDW Corp.
        12514G108
        
          
        
        3348.00000000
        NS
        USD
        441232.92000000
        0.012716523704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADEKA Corp.
        N/A
        ADEKA Corp.
        N/A
        
          
        
        704.00000000
        NS
        
        12310.22000000
        0.000354785867
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Emerson Electric Co.
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co.
        291011104
        
          
        
        3121.00000000
        NS
        USD
        250834.77000000
        0.007229166623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aeon Co. Ltd.
        5299009MXFL34SA71416
        Aeon Co. Ltd.
        N/A
        
          
        
        312.00000000
        NS
        
        10235.58000000
        0.000294993845
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp.
        353800M1YCTS9JRBJ535
        SoftBank Corp.
        N/A
        
          
        
        5077.00000000
        NS
        
        63726.48000000
        0.001836624732
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        N/A
        
          
        
        1030.00000000
        NS
        
        63461.85000000
        0.001828997981
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp.
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp.
        N/A
        
          
        
        5777.00000000
        NS
        
        148232.06000000
        0.004272112118
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -8979.31000000
        -0.00025878760
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            10482315.65000000
            USD
            293040000.00000000
            TWD
            2021-02-01
            -8979.31000000
          
        
        
          N
          N
          N
        
      
      
        Nitori Holdings Co. Ltd.
        N/A
        Nitori Holdings Co. Ltd.
        N/A
        
          
        
        60.00000000
        NS
        
        12546.08000000
        0.000361583455
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JCR Pharmaceuticals Co. Ltd.
        N/A
        JCR Pharmaceuticals Co. Ltd.
        N/A
        
          
        
        118.00000000
        NS
        
        2791.07000000
        0.000080439845
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Plus500 Ltd.
        549300X8NGW9C5OJZU13
        Plus500 Ltd.
        N/A
        
          
        
        904.00000000
        NS
        
        17909.57000000
        0.000516161558
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius SE & Co. KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co. KGaA
        N/A
        
          
        
        5298.00000000
        NS
        
        244989.17000000
        0.007060693901
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        3M Co.
        LUZQVYP4VS22CLWDAR65
        3M Co.
        88579Y101
        
          
        
        30986.00000000
        NS
        USD
        5416042.94000000
        0.156092701399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry, Inc.
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        876030107
        
          
        
        135524.00000000
        NS
        USD
        4212085.92000000
        0.121394139054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gerresheimer AG
        5299006GD4UWSYZOKC28
        Gerresheimer AG
        N/A
        
          
        
        87.00000000
        NS
        
        9381.95000000
        0.000270391859
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Honeywell International, Inc.
        ISRPG12PN4EIEOEMW547
        Honeywell International, Inc.
        438516106
        
          
        
        171.00000000
        NS
        USD
        36371.70000000
        0.001048248134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokuyama Corp.
        529900MHGZKHNMNCQB62
        Tokuyama Corp.
        N/A
        
          
        
        495.00000000
        NS
        
        11143.92000000
        0.000321172597
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TOTAL SE
        529900S21EQ1BO4ESM68
        TOTAL SE
        N/A
        
          
        
        6731.00000000
        NS
        
        290525.00000000
        0.008373056228
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Light Metal Holdings Co. Ltd.
        353800J9KCFJSF2CGT47
        Nippon Light Metal Holdings Co. Ltd.
        N/A
        
          
        
        805.00000000
        NS
        
        14942.54000000
        0.000430650469
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        Naturgy Energy Group SA
        N/A
        
          
        
        352.00000000
        NS
        
        8185.45000000
        0.000235908211
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Kone OYJ
        2138001CNF45JP5XZK38
        Kone OYJ, Class B
        N/A
        
          
        
        392.00000000
        NS
        
        31940.21000000
        0.000920530674
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        N/A
        
          
        
        9086.00000000
        NS
        
        139288.50000000
        0.004014354849
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ContourGlobal plc
        5493002I3A4J5TFOR115
        ContourGlobal plc
        N/A
        
          
        
        6523.00000000
        NS
        
        19178.44000000
        0.000552730940
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ProSiebenSat.1 Media SE
        529900NY0WWQUKOMWQ37
        ProSiebenSat.1 Media SE
        N/A
        
          
        
        1599.00000000
        NS
        
        26920.63000000
        0.000775864206
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Future plc
        213800K2581YRLEXV353
        Future plc
        N/A
        
          
        
        130.00000000
        NS
        
        3081.51000000
        0.000088810451
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BT Group plc
        213800LRO7NS5CYQMN21
        BT Group plc
        N/A
        
          
        
        3459.00000000
        NS
        
        6234.71000000
        0.000179687040
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
        
        27285.00000000
        NS
        
        108529.68000000
        0.003127872345
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        N/A
        
          
        
        2636.00000000
        NS
        
        232644.39000000
        0.006704911999
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Admiral Group plc
        213800FGVM7Z9EJB2685
        Admiral Group plc
        N/A
        
          
        
        535.00000000
        NS
        
        21154.90000000
        0.000609693373
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        73.00000000
        NC
        USD
        33580.00000000
        0.000967790132
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3055.00000000
            USD
            2021-01-29
            XXXX
            -33930.81000000
          
        
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
        
        92.00000000
        NS
        
        6438.27000000
        0.000185553727
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hasbro, Inc.
        549300NUB6D2R1ITYR45
        Hasbro, Inc.
        418056107
        
          
        
        40680.00000000
        NS
        USD
        3805207.20000000
        0.109667718261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Sindall Group plc
        2138008339ULDGZRB345
        Morgan Sindall Group plc
        N/A
        
          
        
        665.00000000
        NS
        
        13907.46000000
        0.000400819015
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group, Inc.
        353800578ADEGIJTVW07
        Japan Exchange Group, Inc.
        N/A
        
          
        
        643.00000000
        NS
        
        16429.81000000
        0.000473514234
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -147.00000000
        NC
        USD
        -367.50000000
        -0.00001059150
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3670.00000000
            USD
            2020-12-31
            XXXX
            479510.05000000
          
        
        
          N
          N
          N
        
      
      
        Seagate Technology plc
        396PBGKP6TE3O062MS44
        Seagate Technology plc
        N/A
        
          
        
        4850.00000000
        NS
        USD
        301476.00000000
        0.008688668788
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        -71.00000000
        NC
        USD
        150212.57000000
        0.004329191274
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-01-20
            -3520268.75000000
            USD
            150212.57000000
          
        
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp.
        N/A
        Cosmos Pharmaceutical Corp.
        N/A
        
          
        
        92.00000000
        NS
        
        14855.96000000
        0.000428155196
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp.
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp.
        723484101
        
          
        
        679.00000000
        NS
        USD
        54286.05000000
        0.001564547454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Taiheiyo Cement Corp.
        N/A
        Taiheiyo Cement Corp.
        N/A
        
          
        
        519.00000000
        NS
        
        13000.48000000
        0.000374679459
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sapporo Holdings Ltd.
        353800ITDYV3AD2X5M34
        Sapporo Holdings Ltd.
        N/A
        
          
        
        1166.00000000
        NS
        
        22531.55000000
        0.000649369021
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ito En Ltd.
        N/A
        Ito En Ltd.
        N/A
        
          
        
        107.00000000
        NS
        
        6775.46000000
        0.000195271689
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals plc
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals plc
        N/A
        
          
        
        2252.00000000
        NS
        
        77402.65000000
        0.002230777870
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line, Inc.
        5299009TWK32WE417T96
        Old Dominion Freight Line, Inc.
        679580100
        
          
        
        722.00000000
        NS
        USD
        140919.96000000
        0.004061374232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare, Inc.
        529900PH4ZGUH2MNEU89
        HCA Healthcare, Inc.
        40412C101
        
          
        
        27564.00000000
        NS
        USD
        4533175.44000000
        0.130648077976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        Unum Group
        91529Y106
        
          
        
        22757.00000000
        NS
        USD
        522045.58000000
        0.015045579538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ecolab, Inc.
        82DYEISM090VG8LTLS26
        Ecolab, Inc.
        278865100
        
          
        
        127.00000000
        NS
        USD
        27477.72000000
        0.000791919781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8952.07000000
        0.000258002531
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            744421.83000000
            USD
            2420000.00000000
            ILS
            2021-01-26
            8952.07000000
          
        
        
          N
          N
          N
        
      
      
        Alliant Energy Corp.
        5493009ML300G373MZ12
        Alliant Energy Corp.
        018802108
        
          
        
        229.00000000
        NS
        USD
        11800.37000000
        0.000340091770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyowa Exeo Corp.
        N/A
        Kyowa Exeo Corp.
        N/A
        
          
        
        442.00000000
        NS
        
        12477.70000000
        0.000359612713
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sushiro Global Holdings Ltd.
        529900CWF7GCVZKS5M87
        Sushiro Global Holdings Ltd.
        N/A
        
          
        
        71.00000000
        NS
        
        2723.69000000
        0.000078497924
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Rubber Industries Ltd.
        353800JD4V72SJ3EOX37
        Sumitomo Rubber Industries Ltd.
        N/A
        
          
        
        5287.00000000
        NS
        
        45490.77000000
        0.001311063678
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem, Inc.
        8MYN82XMYQH89CTMTH67
        Anthem, Inc.
        036752103
        
          
        
        2586.00000000
        NS
        USD
        830338.74000000
        0.023930721827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599106
        
          
        
        2458.00000000
        NS
        USD
        135017.94000000
        0.003891275461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp.
        549300ZFEEJ2IP5VME73
        State Street Corp.
        857477103
        
          
        
        5404.00000000
        NS
        USD
        393303.12000000
        0.011335166125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TOPIX Index
        N/A
        
          
          
        
        260.00000000
        NC
        
        1222236.64000000
        0.035225388904
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                TOPIX Index
                JP9010100007
              
            
            2021-03-11
            4691700000.00000000
            JPY
            1222236.64000000
          
        
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings plc
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings plc
        N/A
        
          
        
        355.00000000
        NS
        
        22964.09000000
        0.000661835011
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599105
        
          
        
        441.00000000
        NS
        USD
        7633.71000000
        0.000220006825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondelez International, Inc.
        549300DV9GIB88LZ5P30
        Mondelez International, Inc., Class A
        609207105
        
          
        
        88076.00000000
        NS
        USD
        5149803.72000000
        0.148419571860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pilot Corp.
        N/A
        Pilot Corp.
        N/A
        
          
        
        289.00000000
        NS
        
        8121.00000000
        0.000234050734
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287Y109
        
          
        
        5285.00000000
        NS
        USD
        566287.75000000
        0.016320658024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group, Inc.
        HKUPACFHSSASQK8HLS17
        Omnicom Group, Inc.
        681919106
        
          
        
        4463.00000000
        NS
        USD
        278357.31000000
        0.008022378137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group, Inc.
        549300CZ8QS1GE53O776
        Jacobs Engineering Group, Inc.
        469814107
        
          
        
        422.00000000
        NS
        USD
        45981.12000000
        0.001325195777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyudenko Corp.
        N/A
        Kyudenko Corp.
        N/A
        
          
        
        509.00000000
        NS
        
        16437.72000000
        0.000473742204
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ezaki Glico Co. Ltd.
        3538001RG4BHKDFV6G61
        Ezaki Glico Co. Ltd.
        N/A
        
          
        
        275.00000000
        NS
        
        12091.75000000
        0.000348489467
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Etsy, Inc.
        54930089Q7XT501AEA40
        Etsy, Inc.
        29786A106
        
          
        
        1746.00000000
        NS
        USD
        310630.86000000
        0.008952515815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Internet AG
        3VEKWPJHTD4NKMBVG947
        United Internet AG (Registered)
        N/A
        
          
        
        416.00000000
        NS
        
        17511.56000000
        0.000504690737
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sealed Air Corp.
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp.
        81211K100
        
          
        
        1316.00000000
        NS
        USD
        60259.64000000
        0.001736708903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        28953.06000000
        0.000834439719
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            5360508.40000000
            USD
            44330000.00000000
            SEK
            2021-01-26
            28953.06000000
          
        
        
          N
          N
          N
        
      
      
        UPM-Kymmene OYJ
        213800EC6PW5VU4J9U64
        UPM-Kymmene OYJ
        N/A
        
          
        
        143.00000000
        NS
        
        5332.71000000
        0.000153691010
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Union Pacific Corp.
        549300LMMRSZZCZ8CL11
        Union Pacific Corp.
        907818108
        
          
        
        33756.00000000
        NS
        USD
        7028674.32000000
        0.202569435660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Australia 10 Year Bond
        N/A
        
          
          
        
        129.00000000
        NC
        
        19644.29000000
        0.000566156939
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                Australia
                Australia 10 Year Bond
                
                  
                
              
            
            2021-03-15
            18992680.32000000
            AUD
            19644.29000000
          
        
        
          N
          N
          N
        
      
      
        Dollar Tree, Inc.
        549300PMSTQITB1WHR43
        Dollar Tree, Inc.
        256746108
        
          
        
        3528.00000000
        NS
        USD
        381165.12000000
        0.010985343712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takashimaya Co. Ltd.
        353800IFO566STDN4V78
        Takashimaya Co. Ltd.
        N/A
        
          
        
        375.00000000
        NS
        
        3227.30000000
        0.000093012182
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WEC Energy Group, Inc.
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc.
        92939U106
        
          
        
        312.00000000
        NS
        USD
        28713.36000000
        0.000827531461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FP Corp.
        N/A
        FP Corp.
        N/A
        
          
        
        121.00000000
        NS
        
        5085.56000000
        0.000146568040
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp.
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp.
        56585A102
        
          
        
        2633.00000000
        NS
        USD
        108900.88000000
        0.003138570489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl plc
        213800Q1Q9DV4L78UM09
        Bunzl plc
        N/A
        
          
        
        1650.00000000
        NS
        
        55090.05000000
        0.001587719081
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pearson plc
        2138004JBXWWJKIURC57
        Pearson plc
        N/A
        
          
        
        467.00000000
        NS
        
        4286.24000000
        0.000123531291
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd.
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd.
        N/A
        
          
        
        99.00000000
        NS
        
        22024.25000000
        0.000634748416
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        Western Digital Corp.
        958102105
        
          
        
        6719.00000000
        NS
        USD
        372165.41000000
        0.010725968176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baker Hughes Co.
        N/A
        Baker Hughes Co.
        05722G100
        
          
        
        8053.00000000
        NS
        USD
        167905.05000000
        0.004839096204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals, Inc.
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals, Inc.
        75886F107
        
          
        
        404.00000000
        NS
        USD
        195176.44000000
        0.005625069466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        2053.00000000
        NS
        
        32487.36000000
        0.000936299774
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        09857L108
        
          
        
        3059.00000000
        NS
        USD
        6813218.93000000
        0.196359918079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        50499062.12000000
        PA
        USD
        1084200.88000000
        0.031247138564
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLHN.I
                USJPGSGLHN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            50499062.12000000
            USD
            1084200.88000000
          
        
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class C
        25470F302
        
          
        
        23814.00000000
        NS
        USD
        623688.66000000
        0.017974977091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp, Inc.
        QTX3D84DZDD5JYOCYH15
        NetApp, Inc.
        64110D104
        
          
        
        7003.00000000
        NS
        USD
        463878.72000000
        0.013369185460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo, Inc.
        254900YAUJV2EUEVBR11
        Qorvo, Inc.
        74736K101
        
          
        
        3228.00000000
        NS
        USD
        536719.56000000
        0.015468489992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        N/A
        
          
        
        372.00000000
        NS
        
        22339.70000000
        0.000643839821
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        United Rentals, Inc.
        5323X5O7RN0NKFCDRY08
        United Rentals, Inc.
        911363109
        
          
        
        1534.00000000
        NS
        USD
        355749.94000000
        0.010252867226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SG Holdings Co. Ltd.
        N/A
        SG Holdings Co. Ltd.
        N/A
        
          
        
        511.00000000
        NS
        
        13933.07000000
        0.000401557107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tractor Supply Co.
        549300OJ9VZHZRO6I137
        Tractor Supply Co.
        892356106
        
          
        
        3268.00000000
        NS
        USD
        459415.44000000
        0.013240551799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        N/A
        
          
        
        408.00000000
        NS
        
        2211.52000000
        0.000063736963
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sysmex Corp.
        5299001ZO4CKWACMZI55
        Sysmex Corp.
        N/A
        
          
        
        89.00000000
        NS
        
        10709.07000000
        0.000308640031
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        N/A
        
          
        
        19.00000000
        NS
        
        2117.34000000
        0.000061022655
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co. (The)
        21X2CX66SU2BR6QTAD08
        Hershey Co. (The)
        427866108
        
          
        
        439.00000000
        NS
        USD
        66872.87000000
        0.001927305053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hirogin Holdings, Inc.
        N/A
        Hirogin Holdings, Inc.
        N/A
        
          
        
        1320.00000000
        NS
        
        7432.73000000
        0.000214214495
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamazaki Baking Co. Ltd.
        N/A
        Yamazaki Baking Co. Ltd.
        984632109
        
          
        
        987.00000000
        NS
        
        16484.33000000
        0.000475085524
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        John Laing Group plc
        213800GLLXRSIIKN6I12
        John Laing Group plc
        N/A
        
          
        
        208.00000000
        NS
        
        946.19000000
        0.000027269605
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Tate & Lyle plc
        2138008K14474WPKZ244
        Tate & Lyle plc
        N/A
        
          
        
        5223.00000000
        NS
        
        48125.74000000
        0.001387004653
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu Ltd.
        3538000246DHJLRTUZ24
        Fujitsu Ltd.
        N/A
        
          
        
        463.00000000
        NS
        
        66919.92000000
        0.001928661054
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        National Oilwell Varco, Inc.
        549300EHF3IW1AR6U008
        National Oilwell Varco, Inc.
        637071101
        
          
        
        13129.00000000
        NS
        USD
        180261.17000000
        0.005195204929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyler Technologies, Inc.
        N/A
        Tyler Technologies, Inc.
        902252105
        
          
        
        145.00000000
        NS
        USD
        63295.40000000
        0.001824200819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings plc
        549300ZVCBHQE0XHG367
        Nielsen Holdings plc
        N/A
        
          
        
        20184.00000000
        NS
        USD
        421240.08000000
        0.012140321403
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Copart, Inc.
        549300KVYX3JWMYEHU61
        Copart, Inc.
        217204106
        
          
        
        48838.00000000
        NS
        USD
        6214635.50000000
        0.179108484581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kewpie Corp.
        529900LQQ53U4P4VZN24
        Kewpie Corp.
        N/A
        
          
        
        532.00000000
        NS
        
        11712.98000000
        0.000337573152
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        N/A
        
          
        
        1639.00000000
        NS
        
        122032.62000000
        0.003517032919
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        EOG Resources, Inc.
        XWTZDRYZPBUHIQBKDB46
        EOG Resources, Inc.
        26875P101
        
          
        
        3909.00000000
        NS
        USD
        194941.83000000
        0.005618307904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
        
        6253.00000000
        NS
        USD
        364299.78000000
        0.010499277315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fiat Chrysler Automobiles NV
        549300LKT9PW7ZIBDF31
        Fiat Chrysler Automobiles NV
        N/A
        
          
        
        8656.00000000
        NS
        
        156379.89000000
        0.004506936105
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441C204
        
          
        
        3263.00000000
        NS
        USD
        298760.28000000
        0.008610400562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        21364.35000000
        0.000615729812
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            804669.71000000
            USD
            586980000.00000000
            CLP
            2021-02-01
            21364.35000000
          
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324P102
        
          
        
        34473.00000000
        NS
        USD
        12088991.64000000
        0.348409970746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Co.
        54930070NSV60J38I987
        General Motors Co.
        37045V100
        
          
        
        214832.00000000
        NS
        USD
        8945604.48000000
        0.257816192450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Buxl
        N/A
        
          
          
        
        48.00000000
        NC
        
        108915.32000000
        0.003138986657
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Buxl
                
                  
                
              
            
            2021-03-08
            10811520.00000000
            EUR
            108915.32000000
          
        
        
          N
          N
          N
        
      
      
        Avast plc
        213800IR8G8LCZH4BO27
        Avast plc
        N/A
        
          
        
        324.00000000
        NS
        
        2379.05000000
        0.000068565250
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group plc
        549300C116EOWV835768
        BHP Group plc
        N/A
        
          
        
        1081.00000000
        NS
        
        28543.13000000
        0.000822625359
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Invesco Senior Loan ETF
        549300SIHU6DQELRNG59
        Invesco Senior Loan ETF
        46138G508
        
          
        
        3239584.00000000
        NS
        USD
        72177931.52000000
        2.080199222427
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556102
        
          
        
        18502.00000000
        NS
        USD
        8617861.56000000
        0.248370499660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        11500000.00000000
        PA
        USD
        11352.86000000
        0.000327194338
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American Investment Grade Index Series 35-V1
                Markit CDX North American Investment Grade Index Series 35-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            273854.68000000
            USD
            0.00000000
            USD
            11500000.00000000
            USD
            11352.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-OAT
        N/A
        
          
          
        
        194.00000000
        NC
        
        104455.33000000
        0.003010447815
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                French Republic
                Euro-OAT
                
                  
                
              
            
            2021-03-08
            32564840.00000000
            EUR
            104455.33000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBEX 35 Index
        N/A
        
          
          
        
        43.00000000
        NC
        
        -8349.25000000
        -0.00024062899
        N/A
        DE
        
        ES
        N
        
        1
        
          
            
              BME Clearing
              5299009QA8BBE2OOB349
            
            Long
            
              
                IBEX 35 Index
                ES0SI0000005
              
            
            2021-01-15
            3470401.00000000
            EUR
            -8349.25000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Aluminum Base Metal
        N/A
        
          
          
        
        -128.00000000
        NC
        USD
        92405.76000000
        0.002663173993
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-01-20
            -6332800.00000000
            USD
            92405.76000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG (Registered)
        N/A
        
          
        
        9755.00000000
        NS
        
        178054.12000000
        0.005131596793
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        FedEx Corp.
        549300E707U7WNPZN687
        FedEx Corp.
        31428X106
        
          
        
        803.00000000
        NS
        USD
        208474.86000000
        0.006008335685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -135.00000000
        NC
        USD
        -622350.00000000
        -0.01793639633
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3655.00000000
            USD
            2021-01-29
            XXXX
            474471.45000000
          
        
        
          N
          N
          N
        
      
      
        FDM Group Holdings plc
        213800YR62D7GUZLMZ71
        FDM Group Holdings plc
        N/A
        
          
        
        349.00000000
        NS
        
        5394.76000000
        0.000155479317
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys, Inc.
        QG7T915N9S0NY5UKNE63
        Synopsys, Inc.
        871607107
        
          
        
        18225.00000000
        NS
        USD
        4724649.00000000
        0.136166428838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -233.00000000
        NC
        USD
        -1261695.00000000
        -0.03636259591
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3690.00000000
            USD
            2021-01-29
            XXXX
            185271.25000000
          
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive, Inc.
        549300K2RLMQL149Q332
        O'Reilly Automotive, Inc.
        67103H107
        
          
        
        431.00000000
        NS
        USD
        195057.67000000
        0.005621646463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sompo Holdings, Inc.
        353800CWW4SRGEYEB512
        Sompo Holdings, Inc.
        N/A
        
          
        
        491.00000000
        NS
        
        19906.54000000
        0.000573715097
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp.
        549300FMC2ALGA7N9E80
        Dover Corp.
        260003108
        
          
        
        1323.00000000
        NS
        USD
        167028.75000000
        0.004813840859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nisshinbo Holdings, Inc.
        353800YAM89GL5GPHB47
        Nisshinbo Holdings, Inc.
        N/A
        
          
        
        3354.00000000
        NS
        
        24509.99000000
        0.000706388518
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        N/A
        
          
        
        230.00000000
        NS
        
        24835.09000000
        0.000715758041
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc., Class A
        92826C839
        
          
        
        63953.00000000
        NS
        USD
        13988439.69000000
        0.403152885560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendel SE
        969500M98ZMIZYJD5O34
        Wendel SE
        N/A
        
          
        
        21.00000000
        NS
        
        2506.14000000
        0.000072228039
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp.
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp.
        701094104
        
          
        
        1095.00000000
        NS
        USD
        298288.95000000
        0.008596816627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        N/A
        
          
        
        138.00000000
        NS
        
        28813.12000000
        0.000830406587
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        PZ Cussons plc
        XB3CXKKKED7OMV80FY35
        PZ Cussons plc
        N/A
        
          
        
        2365.00000000
        NS
        
        7435.95000000
        0.000214307297
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        189876795.25000000
        PA
        USD
        4983684.72000000
        0.143631950390
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                MSCI Daily TR Net Growth World Index
                MSCI Daily TR Net Growth World Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-25
            0.00000000
            USD
            0.00000000
            USD
            189876795.00000000
            USD
            4983684.72000000
          
        
        
          N
          N
          N
        
      
      
        Crown Holdings, Inc.
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings, Inc.
        228368106
        
          
        
        42424.00000000
        NS
        USD
        4250884.80000000
        0.122512339566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -98.00000000
        NC
        USD
        -245.00000000
        -0.00000706100
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3510.00000000
            USD
            2020-12-31
            XXXX
            794406.85000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Tool Works, Inc.
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works, Inc.
        452308109
        
          
        
        168.00000000
        NS
        USD
        34251.84000000
        0.000987152851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keyence Corp.
        529900M7PQBS7A89DZ11
        Keyence Corp.
        N/A
        
          
        
        64.00000000
        NS
        
        36001.09000000
        0.001037566993
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fuji Oil Holdings, Inc.
        N/A
        Fuji Oil Holdings, Inc.
        N/A
        
          
        
        531.00000000
        NS
        
        15187.66000000
        0.000437714933
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McDonald's Corp.
        UE2136O97NLB5BYP9H04
        McDonald's Corp.
        580135101
        
          
        
        27843.00000000
        NS
        USD
        5974550.94000000
        0.172189143662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albemarle Corp.
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp.
        012653101
        
          
        
        156.00000000
        NS
        USD
        23013.12000000
        0.000663248077
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bureau Veritas SA
        969500TPU5T3HA5D1F11
        Bureau Veritas SA
        N/A
        
          
        
        29.00000000
        NS
        
        774.15000000
        0.000022311338
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        C&C Group plc
        635400LNUHA2LDXXV850
        C&C Group plc
        N/A
        
          
        
        23948.00000000
        NS
        
        74553.69000000
        0.002148669609
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 10 Year Bond
        N/A
        
          
          
        
        184.00000000
        NC
        
        65131.02000000
        0.001877104182
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2021-03-22
            27432560.00000000
            CAD
            65131.02000000
          
        
        
          N
          N
          N
        
      
      
        PVH Corp.
        123WALMHY1GZXG2YDL90
        PVH Corp.
        693656100
        
          
        
        4777.00000000
        NS
        USD
        448512.53000000
        0.012926325214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        Kinder Morgan, Inc.
        49456B101
        
          
        
        11076.00000000
        NS
        USD
        151408.92000000
        0.004363670598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software, Inc.
        254900LSB0HNJUDC6Q18
        Paycom Software, Inc.
        70432V102
        
          
        
        65.00000000
        NS
        USD
        29396.25000000
        0.000847212646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paragon Banking Group plc
        213800S1TDKIB1IUTS72
        Paragon Banking Group plc
        N/A
        
          
        
        8105.00000000
        NS
        
        54321.65000000
        0.001565573461
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        alstria office REIT-AG
        529900QIJIGPI0DRL085
        alstria office REIT-AG
        N/A
        
          
        
        103.00000000
        NS
        
        1873.96000000
        0.000054008338
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aflac, Inc.
        549300N0B7DOGLXWPP39
        Aflac, Inc.
        001055102
        
          
        
        10364.00000000
        NS
        USD
        460887.08000000
        0.013282965101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Zinc Base Metal
        N/A
        
          
          
        
        83.00000000
        NC
        USD
        -84957.14000000
        -0.00244850154
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-02-17
            5689297.25000000
            USD
            -84957.14000000
          
        
        
          N
          N
          N
        
      
      
        HollyFrontier Corp.
        549300J3U2WK73C9ZK26
        HollyFrontier Corp.
        436106108
        
          
        
        3423.00000000
        NS
        USD
        88484.55000000
        0.002550163023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Firstgroup plc
        549300DEJZCPWA4HKM93
        Firstgroup plc
        N/A
        
          
        
        46619.00000000
        NS
        
        47402.73000000
        0.001366167192
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        143500.20000000
        0.004135737865
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            14375908.22000000
            USD
            18480000.00000000
            CAD
            2021-01-26
            143500.20000000
          
        
        
          N
          N
          N
        
      
      
        Biffa plc
        2138008RB4WDK7HYYS91
        Biffa plc
        N/A
        
          
        
        10314.00000000
        NS
        
        32369.59000000
        0.000932905592
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings, Inc.
        549300IUTGTP6EJP8124
        Leidos Holdings, Inc.
        525327102
        
          
        
        6011.00000000
        NS
        USD
        631876.32000000
        0.018210948995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        214456.80000000
        0.006180737785
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            10500562.01000000
            USD
            14890000.00000000
            NZD
            2021-01-27
            214456.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        18600000.00000000
        PA
        
        83639.58000000
        0.002410528891
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                iTraxx Europe Main Index Series 34.V1
                iTraxx Europe Main Index Series 34.V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            514761.46000000
            USD
            0.00000000
            USD
            18600000.00000000
            EUR
            83639.58000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Bakelite Co. Ltd.
        N/A
        Sumitomo Bakelite Co. Ltd.
        N/A
        
          
        
        246.00000000
        NS
        
        8483.67000000
        0.000244503040
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Varta AG
        529900E7KB95KOXBWP63
        Varta AG
        N/A
        
          
        
        52.00000000
        NS
        
        7497.35000000
        0.000216076871
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Crest Nicholson Holdings plc
        213800ROIFXRRRKVQD25
        Crest Nicholson Holdings plc
        N/A
        
          
        
        1629.00000000
        NS
        
        7263.75000000
        0.000209344418
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO internet, Inc.
        529900BFZEY3BESHBW90
        GMO internet, Inc.
        N/A
        
          
        
        568.00000000
        NS
        
        16310.09000000
        0.000470063852
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498101
        
          
        
        423.00000000
        NS
        USD
        45920.88000000
        0.001323459634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IWG plc
        2138003LWDII27UTAG52
        IWG plc
        N/A
        
          
        
        2070.00000000
        NS
        
        9727.97000000
        0.000280364305
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Catalent, Inc.
        N/A
        Catalent, Inc.
        148806102
        
          
        
        2239.00000000
        NS
        USD
        233012.73000000
        0.006715527718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications, Inc.
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications, Inc., Class A
        16119P108
        
          
        
        830.00000000
        NS
        USD
        549086.50000000
        0.015824910554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stora Enso OYJ
        7437000ZP669LKUTZ738
        Stora Enso OYJ, Class R
        N/A
        
          
        
        4730.00000000
        NS
        
        90568.71000000
        0.002610229417
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture plc
        N/A
        Accenture plc, Class A
        N/A
        
          
        
        3271.00000000
        NS
        USD
        854417.91000000
        0.024624693927
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens Energy AG
        5299005CHJZ14D4FDJ62
        Siemens Energy AG
        N/A
        
          
        
        3858.00000000
        NS
        
        141393.77000000
        0.004075029641
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
        
        898.00000000
        NS
        
        36981.64000000
        0.001065826869
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        Fortum OYJ
        N/A
        
          
        
        1866.00000000
        NS
        
        45082.83000000
        0.001299306670
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -58606.68000000
        -0.00168906988
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            443800000.00000000
            PHP
            9182702.26000000
            USD
            2021-01-05
            -58606.68000000
          
        
        
          N
          N
          N
        
      
      
        COMSYS Holdings Corp.
        529900BXEDA1UA6QX260
        COMSYS Holdings Corp.
        N/A
        
          
        
        466.00000000
        NS
        
        14489.74000000
        0.000417600577
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup, Inc.
        N/A
        PulteGroup, Inc.
        745867101
        
          
        
        7567.00000000
        NS
        USD
        326289.04000000
        0.009403791338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy, Inc.
        ILUL7B6Z54MRYCF6H308
        Dominion Energy, Inc.
        25746U109
        
          
        
        267.00000000
        NS
        USD
        20078.40000000
        0.000578668177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XP Power Ltd.
        213800I7RWQ3FV72EZ26
        XP Power Ltd.
        N/A
        
          
        
        61.00000000
        NS
        
        3915.45000000
        0.000112844963
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Leggett & Platt, Inc.
        DKOVQUCDW4ZLYCUD4T55
        Leggett & Platt, Inc.
        524660107
        
          
        
        5079.00000000
        NS
        USD
        224999.70000000
        0.006484588725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        CVS Health Corp.
        126650100
        
          
        
        13301.00000000
        NS
        USD
        908458.30000000
        0.026182161354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        DaVita, Inc.
        23918K108
        
          
        
        3325.00000000
        NS
        USD
        390355.00000000
        0.011250200031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hulic Co. Ltd.
        N/A
        Hulic Co. Ltd.
        N/A
        
          
        
        319.00000000
        NS
        
        3509.05000000
        0.000101132339
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner, Inc.
        549300DSFX2IE88NSX47
        BorgWarner, Inc.
        099724106
        
          
        
        6646.00000000
        NS
        USD
        256801.44000000
        0.007401128635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skylark Holdings Co. Ltd.
        353800P64XSC0Q9CEB70
        Skylark Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        1549.48000000
        0.000044656684
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAC 40 10 Euro Index
        N/A
        
          
          
        
        87.00000000
        NC
        
        -506.37000000
        -0.00001459380
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Long
            
              
                CAC 40 10 Euro Index
                FR0003500008
              
            
            2021-01-15
            4821540.00000000
            EUR
            -506.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4081.74000000
        0.000117637513
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            642702.27000000
            USD
            5320000.00000000
            SEK
            2021-01-26
            4081.74000000
          
        
        
          N
          N
          N
        
      
      
        Fastenal Co.
        529900PP0C7H2HHPSJ32
        Fastenal Co.
        311900104
        
          
        
        531.00000000
        NS
        USD
        25928.73000000
        0.000747277219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FinecoBank Banca Fineco SpA
        549300L7YCATGO57ZE10
        FinecoBank Banca Fineco SpA
        N/A
        
          
        
        830.00000000
        NS
        
        13688.38000000
        0.000394505035
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Seiko Epson Corp.
        549300NIOFQDR749W206
        Seiko Epson Corp.
        N/A
        
          
        
        2119.00000000
        NS
        
        31488.62000000
        0.000907515655
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dell Technologies, Inc.
        549300TJB5YBRUPOG437
        Dell Technologies, Inc., Class C
        24703L202
        
          
        
        74766.00000000
        NS
        USD
        5479600.14000000
        0.157924447409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        N/A
        
          
        
        1126.00000000
        NS
        
        175151.98000000
        0.005047955863
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co.
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787107
        
          
        
        110.00000000
        NS
        USD
        12527.90000000
        0.000361059499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts, Inc.
        549300O7A67PUEYKDL45
        Electronic Arts, Inc.
        285512109
        
          
        
        2724.00000000
        NS
        USD
        391166.40000000
        0.011273584930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B&M European Value Retail SA
        213800UK7ZRLY2K1X530
        B&M European Value Retail SA
        N/A
        
          
        
        6288.00000000
        NS
        
        44266.00000000
        0.001275765276
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Entergy Corp.
        4XM3TW50JULSLG8BNC79
        Entergy Corp.
        29364G103
        
          
        
        256.00000000
        NS
        USD
        25559.04000000
        0.000736622593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondi plc
        213800LOZA69QFDC9N34
        Mondi plc
        N/A
        
          
        
        2877.00000000
        NS
        
        67413.47000000
        0.001942885379
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Suzuki Motor Corp.
        353800D83H0V3ZV1SV24
        Suzuki Motor Corp.
        N/A
        
          
        
        72.00000000
        NS
        
        3337.60000000
        0.000096191076
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM, Inc.
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM, Inc.
        747525103
        
          
        
        860.00000000
        NS
        USD
        131012.40000000
        0.003775834065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AJ Bell plc
        213800VNKA7DPWXWJJ36
        AJ Bell plc
        N/A
        
          
        
        524.00000000
        NS
        
        3110.58000000
        0.000089648261
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MINEBEA MITSUMI, Inc.
        353800CCB0CZ75YZ4010
        MINEBEA MITSUMI, Inc.
        N/A
        
          
        
        570.00000000
        NS
        
        11340.02000000
        0.000326824283
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SCREEN Holdings Co. Ltd.
        353800ND89FTQ9XQ0R07
        SCREEN Holdings Co. Ltd.
        N/A
        
          
        
        366.00000000
        NS
        
        26990.50000000
        0.000777877890
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        N/A
        
          
        
        1034.00000000
        NS
        
        5340.85000000
        0.000153925608
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CMC Markets plc
        213800VB75KAZBFH5U07
        CMC Markets plc
        N/A
        
          
        
        920.00000000
        NS
        
        4919.17000000
        0.000141772608
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering plc
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering plc
        N/A
        
          
        
        111.00000000
        NS
        
        17134.39000000
        0.000493820534
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co. Ltd.
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co. Ltd.
        N/A
        
          
        
        73.00000000
        NS
        
        12812.66000000
        0.000369266406
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Dainippon Pharma Co. Ltd.
        529900D60UKVYLJ2OJ79
        Sumitomo Dainippon Pharma Co. Ltd.
        N/A
        
          
        
        1774.00000000
        NS
        
        26218.82000000
        0.000755637738
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Chemicals, Inc.
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals, Inc.
        N/A
        
          
        
        358.00000000
        NS
        
        10516.37000000
        0.000303086334
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Heavy Industries Ltd.
        353800VSTEIRMBC3S374
        Sumitomo Heavy Industries Ltd.
        N/A
        
          
        
        250.00000000
        NS
        
        6179.24000000
        0.000178088370
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security, Inc.
        54930032LHW54PQUJD44
        Fortune Brands Home & Security, Inc.
        34964C106
        
          
        
        3031.00000000
        NS
        USD
        259817.32000000
        0.007488047602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        N/A
        
          
        
        58.00000000
        NS
        
        5991.25000000
        0.000172670417
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        AES Corp. (The)
        2NUNNB7D43COUIRE5295
        AES Corp. (The)
        00130H105
        
          
        
        159625.00000000
        NS
        USD
        3751187.50000000
        0.108110847129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        N/A
        
          
        
        60.00000000
        NS
        
        22893.13000000
        0.000659789913
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        629377508
        
          
        
        9160.00000000
        NS
        USD
        343958.00000000
        0.009913018412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bollore SA
        969500LEKCHH6VV86P94
        Bollore SA
        N/A
        
          
        
        19200.00000000
        NS
        
        79490.87000000
        0.002290961274
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto Trader Group plc
        213800QLK9BZILB1DI86
        Auto Trader Group plc
        N/A
        
          
        
        1187.00000000
        NS
        
        9661.87000000
        0.000278459274
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitec Co. Ltd.
        353800YTI2P5MIZAV086
        Fujitec Co. Ltd.
        N/A
        
          
        
        879.00000000
        NS
        
        18991.71000000
        0.000547349301
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5736.55000000
        0.000165329853
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            392788.40000000
            USD
            7950000.00000000
            MXN
            2021-01-26
            5736.55000000
          
        
        
          N
          N
          N
        
      
      
        Mosaic Co. (The)
        2YD5STGSJNMUB7H76907
        Mosaic Co. (The)
        61945C103
        
          
        
        11944.00000000
        NS
        USD
        274831.44000000
        0.007920761037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Continental AG
        529900A7YD9C0LLXM621
        Continental AG
        N/A
        
          
        
        1388.00000000
        NS
        
        206583.36000000
        0.005953821837
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sampo OYJ
        743700UF3RL386WIDA22
        Sampo OYJ, Class A
        N/A
        
          
        
        271.00000000
        NS
        
        11586.21000000
        0.000333919586
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Centene Corp.
        549300Z7JJ4TQSQGT333
        Centene Corp.
        15135B101
        
          
        
        6786.00000000
        NS
        USD
        407363.58000000
        0.011740394667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingfisher plc
        213800KBMEV7I92FY281
        Kingfisher plc
        N/A
        
          
        
        13973.00000000
        NS
        
        51632.22000000
        0.001488062924
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027X100
        
          
        
        204.00000000
        NS
        USD
        45789.84000000
        0.001319683005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vectura Group plc
        213800SR8BL1K6EPX533
        Vectura Group plc
        N/A
        
          
        
        1173.00000000
        NS
        
        1998.68000000
        0.000057602822
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Koei Tecmo Holdings Co. Ltd.
        N/A
        Koei Tecmo Holdings Co. Ltd.
        N/A
        
          
        
        211.00000000
        NS
        
        12881.26000000
        0.000371243487
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        M&T Bank Corp.
        549300WYXDDBYRASEG81
        M&T Bank Corp.
        55261F104
        
          
        
        1644.00000000
        NS
        USD
        209281.20000000
        0.006031574753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Taisho Pharmaceutical Holdings Co. Ltd.
        N/A
        Taisho Pharmaceutical Holdings Co. Ltd.
        N/A
        
          
        
        376.00000000
        NS
        
        25354.19000000
        0.000730718728
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp.
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp.
        03073E105
        
          
        
        2893.00000000
        NS
        USD
        282819.68000000
        0.008150985571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co.
        20S05OYHG0MQM4VUIC57
        Ford Motor Co.
        345370860
        
          
        
        620616.00000000
        NS
        USD
        5455214.64000000
        0.157221646746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CenterPoint Energy, Inc.
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy, Inc.
        15189T107
        
          
        
        6641.00000000
        NS
        USD
        143711.24000000
        0.004141820129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citizens Financial Group, Inc.
        2138004JDDA4ZQUPFW65
        Citizens Financial Group, Inc.
        174610105
        
          
        
        9895.00000000
        NS
        USD
        353845.20000000
        0.010197971795
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowserve Corp.
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corp.
        34354P105
        
          
        
        5874.00000000
        NS
        USD
        216456.90000000
        0.006238381532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daido Steel Co. Ltd.
        N/A
        Daido Steel Co. Ltd.
        N/A
        
          
        
        281.00000000
        NS
        
        11747.74000000
        0.000338574950
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitchells & Butlers plc
        213800JHYNDNB1NS2W10
        Mitchells & Butlers plc
        N/A
        
          
        
        5819.00000000
        NS
        
        19184.41000000
        0.000552902998
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        N/A
        
          
        
        3071.00000000
        NS
        
        126304.04000000
        0.003640137092
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Genus plc
        54930022EOITNKSIGH56
        Genus plc
        N/A
        
          
        
        181.00000000
        NS
        
        10356.80000000
        0.000298487458
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eastman Chemical Co.
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co.
        277432100
        
          
        
        2127.00000000
        NS
        USD
        213295.56000000
        0.006147270345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Land Securities Group plc
        213800V8IAVKS37D6B88
        Land Securities Group plc
        N/A
        
          
        
        158.00000000
        NS
        
        1459.29000000
        0.000042057369
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7236.22000000
        -0.00020855099
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3652954.06000000
            USD
            78300000.00000000
            CZK
            2021-01-26
            -7236.22000000
          
        
        
          N
          N
          N
        
      
      
        Packaging Corp. of America
        549300XZP8MFZFY8TJ84
        Packaging Corp. of America
        695156109
        
          
        
        581.00000000
        NS
        USD
        80125.71000000
        0.002309257637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        Repsol SA
        N/A
        
          
        
        4929.00000000
        NS
        
        49655.33000000
        0.001431088099
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        IMI plc
        2138002W9Q21PF751R30
        IMI plc
        N/A
        
          
        
        2024.00000000
        NS
        
        32253.28000000
        0.000929553487
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
        
        40772.00000000
        NS
        USD
        6691908.36000000
        0.192863694953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain, Inc.
        46284V101
        
          
        
        524.00000000
        NS
        USD
        15447.52000000
        0.000445204211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        28236.17000000
        0.000813778639
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            1530659.31000000
            USD
            21844590000.00000000
            IDR
            2021-01-07
            28236.17000000
          
        
        
          N
          N
          N
        
      
      
        Bridgestone Corp.
        549300DHPOF90OYYD780
        Bridgestone Corp.
        N/A
        
          
        
        91.00000000
        NS
        
        2984.43000000
        0.000086012564
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE plc
        549300KI75VYLLMSK856
        SSE plc
        N/A
        
          
        
        6487.00000000
        NS
        
        132874.38000000
        0.003829497134
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Shinsei Bank Ltd.
        549300PZYOQ2NW83V760
        Shinsei Bank Ltd.
        N/A
        
          
        
        797.00000000
        NS
        
        9846.02000000
        0.000283766557
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Avon Rubber plc
        213800JM1AN62REBWA71
        Avon Rubber plc
        N/A
        
          
        
        141.00000000
        NS
        
        6092.55000000
        0.000175589927
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        salesforce.com, Inc.
        79466L302
        
          
        
        665.00000000
        NS
        USD
        147982.45000000
        0.004264918250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verbund AG
        5299006UDSEJCTTEJS30
        Verbund AG
        N/A
        
          
        
        219.00000000
        NS
        
        18605.62000000
        0.000536222020
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Lead Base Metal
        N/A
        
          
          
        
        71.00000000
        NC
        USD
        -70331.18000000
        -0.00202697504
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2021-01-20
            3520268.75000000
            USD
            -70331.18000000
          
        
        
          N
          N
          N
        
      
      
        AEON Financial Service Co. Ltd.
        35380044PRFENBU7WT74
        AEON Financial Service Co. Ltd.
        N/A
        
          
        
        2076.00000000
        NS
        
        24898.71000000
        0.000717591597
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Travis Perkins plc
        2138001I27OUBAF22K83
        Travis Perkins plc
        N/A
        
          
        
        1677.00000000
        NS
        
        30874.77000000
        0.000889824232
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Information Services, Inc.
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services, Inc.
        31620M106
        
          
        
        45228.00000000
        NS
        USD
        6397952.88000000
        0.184391770806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp.
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp.
        N/A
        
          
        
        3375.00000000
        NS
        
        51008.57000000
        0.001470089062
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Extra Space Storage, Inc.
        N/A
        Extra Space Storage, Inc.
        30225T102
        
          
        
        16.00000000
        NS
        USD
        1853.76000000
        0.000053426165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cairn Energy plc
        213800ZJEUQ8ZOC9AL24
        Cairn Energy plc
        N/A
        
          
        
        12862.00000000
        NS
        
        36879.64000000
        0.001062887184
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Games Workshop Group plc
        213800RP9QJQYGWHNT41
        Games Workshop Group plc
        N/A
        
          
        
        119.00000000
        NS
        
        18221.46000000
        0.000525150362
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Mail plc
        213800TCZZU84G8Z2M70
        Royal Mail plc
        N/A
        
          
        
        11751.00000000
        NS
        
        54160.26000000
        0.001560922131
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mochida Pharmaceutical Co. Ltd.
        3538008YGVRYRM8B7Q95
        Mochida Pharmaceutical Co. Ltd.
        N/A
        
          
        
        153.00000000
        NS
        
        5821.31000000
        0.000167772673
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hannover Rueck SE
        529900KIN5BE45V5KB18
        Hannover Rueck SE
        N/A
        
          
        
        44.00000000
        NS
        
        7011.67000000
        0.000202079363
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
        
        4429.00000000
        NS
        USD
        305246.68000000
        0.008797341417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        N/A
        
          
        
        49.00000000
        NS
        
        9938.16000000
        0.000286422072
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferguson plc
        213800DU1LGY3R2S2X42
        Ferguson plc
        N/A
        
          
        
        782.00000000
        NS
        
        95013.29000000
        0.002738324136
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Makita Corp.
        529900CDR9E94BCM6294
        Makita Corp.
        N/A
        
          
        
        118.00000000
        NS
        
        5918.54000000
        0.000170574884
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co. Ltd.
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co. Ltd.
        N/A
        
          
        
        241.00000000
        NS
        
        21817.62000000
        0.000628793250
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Metal Mining Co. Ltd.
        353800CF81IXL9974H84
        Sumitomo Metal Mining Co. Ltd.
        N/A
        
          
        
        305.00000000
        NS
        
        13566.70000000
        0.000390998165
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        99109.53000000
        0.002856379545
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            3507095.29000000
            USD
            2562570000.00000000
            CLP
            2021-02-01
            99109.53000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -16552.94000000
        -0.00047706289
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3583851.77000000
            USD
            1058940000.00000000
            HUF
            2021-01-26
            -16552.94000000
          
        
        
          N
          N
          N
        
      
      
        Amada Co. Ltd.
        529900QF5O6TQGCPDX85
        Amada Co. Ltd.
        N/A
        
          
        
        169.00000000
        NS
        
        1859.71000000
        0.000053597647
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Russell 2000 E-Mini Index
        N/A
        
          
          
        
        -124.00000000
        NC
        USD
        -397959.40000000
        -0.01146936213
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                Russell 2000 E-Mini Index
                US1248351090
              
            
            2021-03-19
            -12243760.00000000
            USD
            -397959.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Silver
        N/A
        
          
          
        
        28.00000000
        NC
        USD
        280322.70000000
        0.008079021527
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Silver
                
                  
                
              
            
            2021-03-29
            3718400.00000000
            USD
            280322.70000000
          
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        N/A
        
          
        
        14.00000000
        NS
        
        2688.66000000
        0.000077488344
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Diversified Gas & Oil plc
        213800YR9TFRVHPGOS67
        Diversified Gas & Oil plc
        N/A
        
          
        
        2083.00000000
        NS
        
        3207.77000000
        0.000092449319
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO Payment Gateway, Inc.
        353800Q6U21E2PM83F86
        GMO Payment Gateway, Inc.
        N/A
        
          
        
        81.00000000
        NS
        
        10885.05000000
        0.000313711851
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OSB Group plc
        213800ZBKL9BHSL2K459
        OSB Group plc
        N/A
        
          
        
        4492.00000000
        NS
        
        26020.94000000
        0.000749934751
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        ASR Nederland NV
        7245000G0HS48PZWUD53
        ASR Nederland NV
        N/A
        
          
        
        2207.00000000
        NS
        
        88304.45000000
        0.002544972463
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        TeamViewer AG
        3912000FZ0R0KEK9JS42
        TeamViewer AG
        N/A
        
          
        
        661.00000000
        NS
        
        35507.21000000
        0.001023333158
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        N/A
        
          
        
        185.00000000
        NS
        
        31730.17000000
        0.000914477231
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        QinetiQ Group plc
        213800S8OBDOZMCMUW34
        QinetiQ Group plc
        N/A
        
          
        
        2321.00000000
        NS
        
        10146.81000000
        0.000292435455
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Benefit One, Inc.
        N/A
        Benefit One, Inc.
        N/A
        
          
        
        236.00000000
        NS
        
        6986.01000000
        0.000201339831
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoetis, Inc.
        549300HD9Q1LOC9KLJ48
        Zoetis, Inc.
        98978V103
        
          
        
        795.00000000
        NS
        USD
        131572.50000000
        0.003791976389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444U700
        
          
        
        7929.00000000
        NS
        USD
        5662733.22000000
        0.163202422028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eBay, Inc.
        OML71K8X303XQONU6T67
        eBay, Inc.
        278642103
        
          
        
        111456.00000000
        NS
        USD
        5600664.00000000
        0.161413560246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A O Smith Corp.
        549300XG4US7UJNECY36
        A O Smith Corp.
        831865209
        
          
        
        2283.00000000
        NS
        USD
        125154.06000000
        0.003606994171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cintas Corp.
        N/A
        Cintas Corp.
        172908105
        
          
        
        241.00000000
        NS
        USD
        85183.86000000
        0.002455035709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        233.00000000
        NC
        USD
        146790.00000000
        0.004230551325
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3165.00000000
            USD
            2021-01-29
            XXXX
            -21295.76000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Soybean
        N/A
        
          
          
        
        78.00000000
        NC
        USD
        575004.30000000
        0.016571872767
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Soybean
                
                  
                
              
            
            2021-03-12
            5109000.00000000
            USD
            575004.30000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4807.14000000
        0.000138543855
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            2154118.13000000
            USD
            222860000.00000000
            JPY
            2021-01-26
            4807.14000000
          
        
        
          N
          N
          N
        
      
      
        Toyota Industries Corp.
        35380000WKGEAHEMW830
        Toyota Industries Corp.
        N/A
        
          
        
        320.00000000
        NS
        
        25424.36000000
        0.000732741057
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Best Buy Co., Inc.
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co., Inc.
        086516101
        
          
        
        3810.00000000
        NS
        USD
        380199.90000000
        0.010957525654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-02-01
      Goldman Sachs Trust
      Peter Fortner
      Peter Fortner
      Assistant Treasurer
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