a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Women in Leadership U.S. Equity Portfolio
|
ii. Class identification number, if any |
C000164152
|
iii. Ticker symbol, if any |
GWILX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
Robert W. Baird & Co. Incorporated
|
ii. SEC file number |
8-497
|
iii. CRD number |
000008158
|
iv. LEI, if any |
549300772UJAHRD6LO53
|
v. State, if applicable |
WISCONSIN
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,441.72000000
|
Brokers Record:
2 |
i. Full name of broker |
Sanford C. Bernstein & Co., LLC
|
ii. SEC file number |
8-52942
|
iii. CRD number |
000104474
|
iv. LEI, if any |
549300I7JYZHT7D5CO04
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
763.10000000
|
Brokers Record:
3 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
20,788.38000000
|
Brokers Record:
4 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
111.00000000
|
Brokers Record:
5 |
i. Full name of broker |
Jefferies LLC
|
ii. SEC file number |
8-15074
|
iii. CRD number |
000002347
|
iv. LEI, if any |
58PU97L1C0WSRCWADL48
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,498.28000000
|
Brokers Record:
6 |
i. Full name of broker |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
3,164.52000000
|
Brokers Record:
7 |
i. Full name of broker |
Janney Montgomery Scott LLC
|
ii. SEC file number |
8-00462
|
iii. CRD number |
000000463
|
iv. LEI, if any |
549300QQRY1JCFQHYS08
|
v. State, if applicable |
PENNSYLVANIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
39.00000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
28,806.00000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
15 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
1,000,000.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
1
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
2
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Institutional Shares
|
ii. Class identification number, if any |
C000158302
|
iii. Ticker symbol, if any |
GTILX
|
Shares Outstanding Record:
2 |
i. Full name of Class |
Advisor Shares
|
ii. Class identification number, if any |
C000017535
|
iii. Ticker symbol, if any |
GTLLX
|
Pricing Services Record:
1 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
13,576,923.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
13
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
3 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
High Yield Municipal Portfolio
|
ii. Class identification number, if any |
C000164150
|
iii. Ticker symbol, if any |
GHYMX
|
Pricing Services Record:
1 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Principal Transactions Record:
1 |
i. Full name of dealer |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
21,139,040.15000000
|
Principal Transactions Record:
2 |
i. Full name of dealer |
RBC Capital Markets, LLC
|
ii. SEC file number |
8-45411
|
iii. CRD number |
000031194
|
iv. LEI, if any |
549300LCO2FLSSVFFR64
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
8,325,017.70000000
|
Principal Transactions Record:
3 |
i. Full name of dealer |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
18,078,325.00000000
|
Principal Transactions Record:
4 |
i. Full name of dealer |
J.P. Morgan Securities LLC
|
ii. SEC file number |
8-35008
|
iii. CRD number |
000000079
|
iv. LEI, if any |
ZBUT11V806EZRVTWT807
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
17,341,866.51000000
|
Principal Transactions Record:
5 |
i. Full name of dealer |
Piper Sandler & Co.
|
ii. SEC file number |
8-15204
|
iii. CRD number |
000000665
|
iv. LEI, if any |
549300GRQCWQ3XGH0H10
|
v. State, if applicable |
MINNESOTA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
6,171,507.50000000
|
Principal Transactions Record:
6 |
i. Full name of dealer |
Barclays Capital Inc.
|
ii. SEC file number |
8-41342
|
iii. CRD number |
000019714
|
iv. LEI, if any |
AC28XWWI3WIBK2824319
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
8,558,038.90000000
|
Principal Transactions Record:
7 |
i. Full name of dealer |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
36,037,438.55000000
|
Principal Transactions Record:
8 |
i. Full name of dealer |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
7,239,762.24000000
|
Principal Transactions Record:
9 |
i. Full name of dealer |
Pershing LLC
|
ii. SEC file number |
8-17574
|
iii. CRD number |
000007560
|
iv. LEI, if any |
ZI8Q1A8EI8LQFJNM0D94
|
v. State, if applicable |
NEW JERSEY
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
31,127,354.86000000
|
Principal Transactions Record:
10 |
i. Full name of dealer |
Goldman Sachs & Co. LLC
|
ii. SEC file number |
8-129
|
iii. CRD number |
000000361
|
iv. LEI, if any |
FOR8UP27PHTHYVLBNG30
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
7,419,332.70000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
3 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
4,250,000.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
12
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Core Fixed Income Portfolio
|
ii. Class identification number, if any |
C000017529
|
iii. Ticker symbol, if any |
GTCGX
|
Pricing Services Record:
1 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Principal Transactions Record:
1 |
i. Full name of dealer |
MarketAxess Corporation
|
ii. SEC file number |
8-50727
|
iii. CRD number |
000044542
|
iv. LEI, if any |
GPSMMRI21JE7ZCVYF972
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
11,182,237.40000000
|
Principal Transactions Record:
2 |
i. Full name of dealer |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
11,534,740.00000000
|
Principal Transactions Record:
3 |
i. Full name of dealer |
Stonex Financial Inc.
|
ii. SEC file number |
8-51269
|
iii. CRD number |
000045993
|
iv. LEI, if any |
549300LNKU6K5TJCRG93
|
v. State, if applicable |
FLORIDA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
31,962,202.75000000
|
Principal Transactions Record:
4 |
i. Full name of dealer |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
31,909,508.63000000
|
Principal Transactions Record:
5 |
i. Full name of dealer |
Natwest Markets Securities Inc.
|
ii. SEC file number |
8-37135
|
iii. CRD number |
000011707
|
iv. LEI, if any |
ZE2ZWJ5BTIQJ8M0C6K34
|
v. State, if applicable |
CONNECTICUT
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
30,532,786.78000000
|
Principal Transactions Record:
6 |
i. Full name of dealer |
Jane Street Execution Services, LLC
|
ii. SEC file number |
8-69254
|
iii. CRD number |
000167280
|
iv. LEI, if any |
549300HXJLXCPDWAH070
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
11,364,300.00000000
|
Principal Transactions Record:
7 |
i. Full name of dealer |
State Street Bank and Trust Company
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
571474TGEMMWANRLN572
|
v. State, if applicable |
MASSACHUSETTS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
1,247,138,871.63000000
|
Principal Transactions Record:
8 |
i. Full name of dealer |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
21,277,362.00000000
|
Principal Transactions Record:
9 |
i. Full name of dealer |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
15,666,513.40000000
|
Principal Transactions Record:
10 |
i. Full name of dealer |
Barclays Capital Inc.
|
ii. SEC file number |
8-41342
|
iii. CRD number |
000019714
|
iv. LEI, if any |
AC28XWWI3WIBK2824319
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
32,515,189.62000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
13 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Quantitative U.S. Small Cap Equity Portfolio
|
ii. Class identification number, if any |
C000195216
|
iii. Ticker symbol, if any |
GQSCX
|
Pricing Services Record:
1 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
RBC Capital Markets, LLC
|
ii. SEC file number |
8-45411
|
iii. CRD number |
000031194
|
iv. LEI, if any |
549300LCO2FLSSVFFR64
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
560.00000000
|
Brokers Record:
2 |
i. Full name of broker |
Janney Montgomery Scott LLC
|
ii. SEC file number |
8-00462
|
iii. CRD number |
000000463
|
iv. LEI, if any |
549300QQRY1JCFQHYS08
|
v. State, if applicable |
PENNSYLVANIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
13.02000000
|
Brokers Record:
3 |
i. Full name of broker |
Piper Sandler & Co.
|
ii. SEC file number |
8-15204
|
iii. CRD number |
000000665
|
iv. LEI, if any |
549300GRQCWQ3XGH0H10
|
v. State, if applicable |
MINNESOTA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
613.04000000
|
Brokers Record:
4 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
290.60000000
|
Brokers Record:
5 |
i. Full name of broker |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2.58000000
|
Brokers Record:
6 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,605.51000000
|
Brokers Record:
7 |
i. Full name of broker |
Robert W. Baird & Co. Incorporated
|
ii. SEC file number |
8-497
|
iii. CRD number |
000008158
|
iv. LEI, if any |
549300772UJAHRD6LO53
|
v. State, if applicable |
WISCONSIN
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
457.24000000
|
Brokers Record:
8 |
i. Full name of broker |
Truist Securities, Inc.
|
ii. SEC file number |
8-17212
|
iii. CRD number |
000006271
|
iv. LEI, if any |
CSVTK36R0PNGXEM7NS14
|
v. State, if applicable |
GEORGIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,086.84000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
4,628.83000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
16 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
6 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Quantitative U.S. Large Cap Value Equity Portfolio
|
ii. Class identification number, if any |
C000195215
|
iii. Ticker symbol, if any |
GQLVX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
Sanford C. Bernstein & Co., LLC
|
ii. SEC file number |
8-52942
|
iii. CRD number |
000104474
|
iv. LEI, if any |
549300I7JYZHT7D5CO04
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
303.18000000
|
Brokers Record:
2 |
i. Full name of broker |
UBS Securities LLC
|
ii. SEC file number |
8-22651
|
iii. CRD number |
000007654
|
iv. LEI, if any |
T6FIZBDPKLYJKFCRVK44
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
308.70000000
|
Brokers Record:
3 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
112.30000000
|
Brokers Record:
4 |
i. Full name of broker |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
672.12000000
|
Brokers Record:
5 |
i. Full name of broker |
Truist Securities, Inc.
|
ii. SEC file number |
8-17212
|
iii. CRD number |
000006271
|
iv. LEI, if any |
CSVTK36R0PNGXEM7NS14
|
v. State, if applicable |
GEORGIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
123.02000000
|
Brokers Record:
6 |
i. Full name of broker |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
181.14000000
|
Brokers Record:
7 |
i. Full name of broker |
RBC Capital Markets, LLC
|
ii. SEC file number |
8-45411
|
iii. CRD number |
000031194
|
iv. LEI, if any |
549300LCO2FLSSVFFR64
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
227.14000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
1,927.60000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
9 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
500,000.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
1
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Global Secured Options Portfolio
|
ii. Class identification number, if any |
C000118430
|
iii. Ticker symbol, if any |
NOVIX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
State Street Bank and Trust Company
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
571474TGEMMWANRLN572
|
v. State, if applicable |
MASSACHUSETTS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
160.50000000
|
Brokers Record:
2 |
i. Full name of broker |
Goldman Sachs & Co. LLC
|
ii. SEC file number |
8-129
|
iii. CRD number |
000000361
|
iv. LEI, if any |
FOR8UP27PHTHYVLBNG30
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
11,741.50000000
|
Brokers Record:
3 |
i. Full name of broker |
Fiduciary Trust Company International
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
N1YKEWO2IYPRS4742F57
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
765.00000000
|
Brokers Record:
4 |
i. Full name of broker |
BTIG, LLC
|
ii. SEC file number |
8-65473
|
iii. CRD number |
000122225
|
iv. LEI, if any |
549300GTG9PL6WO3EC51
|
v. State, if applicable |
CALIFORNIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
149.00000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
12,816.00000000
|
Principal Transactions Record:
1 |
i. Full name of dealer |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
991,379.55000000
|
Principal Transactions Record:
2 |
i. Full name of dealer |
J.P. Morgan Securities LLC
|
ii. SEC file number |
8-35008
|
iii. CRD number |
000000079
|
iv. LEI, if any |
ZBUT11V806EZRVTWT807
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
6,348,761.72000000
|
Principal Transactions Record:
3 |
i. Full name of dealer |
Fiduciary Trust Company International
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
N1YKEWO2IYPRS4742F57
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
4,863.97000000
|
Principal Transactions Record:
4 |
i. Full name of dealer |
Natwest Markets Securities Inc.
|
ii. SEC file number |
8-37135
|
iii. CRD number |
000011707
|
iv. LEI, if any |
ZE2ZWJ5BTIQJ8M0C6K34
|
v. State, if applicable |
CONNECTICUT
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
1,967,921.08000000
|
Principal Transactions Record:
5 |
i. Full name of dealer |
State Street Bank and Trust Company
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
571474TGEMMWANRLN572
|
v. State, if applicable |
MASSACHUSETTS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
232,710,871.75000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
3,000,000.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
2
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Responsible ESG U.S. Equity Portfolio
|
ii. Class identification number, if any |
C000164151
|
iii. Ticker symbol, if any |
RESGX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
295.32000000
|
Brokers Record:
2 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
29,069.07000000
|
Brokers Record:
3 |
i. Full name of broker |
Sanford C. Bernstein & Co., LLC
|
ii. SEC file number |
8-52942
|
iii. CRD number |
000104474
|
iv. LEI, if any |
549300I7JYZHT7D5CO04
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
350.00000000
|
Brokers Record:
4 |
i. Full name of broker |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
3,920.58000000
|
Brokers Record:
5 |
i. Full name of broker |
Robert W. Baird & Co. Incorporated
|
ii. SEC file number |
8-497
|
iii. CRD number |
000008158
|
iv. LEI, if any |
549300772UJAHRD6LO53
|
v. State, if applicable |
WISCONSIN
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
3,351.12000000
|
Brokers Record:
6 |
i. Full name of broker |
Janney Montgomery Scott LLC
|
ii. SEC file number |
8-00462
|
iii. CRD number |
000000463
|
iv. LEI, if any |
549300QQRY1JCFQHYS08
|
v. State, if applicable |
PENNSYLVANIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
27.33000000
|
Brokers Record:
7 |
i. Full name of broker |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
28.26000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
37,041.68000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
1,500,000.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
4
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
2
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Advisor Shares
|
ii. Class identification number, if any |
C000035926
|
iii. Ticker symbol, if any |
GTAPX
|
Shares Outstanding Record:
2 |
i. Full name of Class |
Institutional Shares
|
ii. Class identification number, if any |
C000211480
|
iii. Ticker symbol, if any |
GTLSX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
Truist Securities, Inc.
|
ii. SEC file number |
8-17212
|
iii. CRD number |
000006271
|
iv. LEI, if any |
CSVTK36R0PNGXEM7NS14
|
v. State, if applicable |
GEORGIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,012.00000000
|
Brokers Record:
2 |
i. Full name of broker |
Goldman Sachs & Co. LLC
|
ii. SEC file number |
8-129
|
iii. CRD number |
000000361
|
iv. LEI, if any |
FOR8UP27PHTHYVLBNG30
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
425.60000000
|
Brokers Record:
3 |
i. Full name of broker |
Piper Sandler & Co.
|
ii. SEC file number |
8-15204
|
iii. CRD number |
000000665
|
iv. LEI, if any |
549300GRQCWQ3XGH0H10
|
v. State, if applicable |
MINNESOTA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
772.00000000
|
Brokers Record:
4 |
i. Full name of broker |
Robert W. Baird & Co. Incorporated
|
ii. SEC file number |
8-497
|
iii. CRD number |
000008158
|
iv. LEI, if any |
549300772UJAHRD6LO53
|
v. State, if applicable |
WISCONSIN
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,127.20000000
|
Brokers Record:
5 |
i. Full name of broker |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,590.00000000
|
Brokers Record:
6 |
i. Full name of broker |
Evercore Group L.L.C.
|
ii. SEC file number |
8-49830
|
iii. CRD number |
000042405
|
iv. LEI, if any |
5493008F0LRLS5N8LZ81
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
200.00000000
|
Brokers Record:
7 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
161,899.89000000
|
Brokers Record:
8 |
i. Full name of broker |
Instinet, LLC
|
ii. SEC file number |
8-23669
|
iii. CRD number |
000007897
|
iv. LEI, if any |
549300MGMN3RKMU8FT57
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,361.60000000
|
Brokers Record:
9 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,185.40000000
|
Brokers Record:
10 |
i. Full name of broker |
J.P. Morgan Securities LLC
|
ii. SEC file number |
8-35008
|
iii. CRD number |
000000079
|
iv. LEI, if any |
ZBUT11V806EZRVTWT807
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
806.40000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
173,560.09000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
16 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
1,928,571.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
7
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
3 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
2
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Advisor Shares
|
ii. Class identification number, if any |
C000017538
|
iii. Ticker symbol, if any |
GTCSX
|
Shares Outstanding Record:
2 |
i. Full name of Class |
Institutional Shares
|
ii. Class identification number, if any |
C000017539
|
iii. Ticker symbol, if any |
GTSCX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
31,637.50000000
|
Brokers Record:
2 |
i. Full name of broker |
KeyBanc Capital Markets Inc.
|
ii. SEC file number |
8-30177
|
iii. CRD number |
000000566
|
iv. LEI, if any |
2EQWV0180Z211YVAD813
|
v. State, if applicable |
OHIO
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
30,320.96000000
|
Brokers Record:
3 |
i. Full name of broker |
Robert W. Baird & Co. Incorporated
|
ii. SEC file number |
8-497
|
iii. CRD number |
000008158
|
iv. LEI, if any |
549300772UJAHRD6LO53
|
v. State, if applicable |
WISCONSIN
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
17,560.92000000
|
Brokers Record:
4 |
i. Full name of broker |
Instinet, LLC
|
ii. SEC file number |
8-23669
|
iii. CRD number |
000007897
|
iv. LEI, if any |
549300MGMN3RKMU8FT57
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
17,598.12000000
|
Brokers Record:
5 |
i. Full name of broker |
RBC Capital Markets, LLC
|
ii. SEC file number |
8-45411
|
iii. CRD number |
000031194
|
iv. LEI, if any |
549300LCO2FLSSVFFR64
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
25,807.52000000
|
Brokers Record:
6 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
310,723.11000000
|
Brokers Record:
7 |
i. Full name of broker |
Wells Fargo Securities, LLC
|
ii. SEC file number |
8-65876
|
iii. CRD number |
000126292
|
iv. LEI, if any |
VYVVCKR63DVZZN70PB21
|
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
31,142.42000000
|
Brokers Record:
8 |
i. Full name of broker |
Sanford C. Bernstein & Co., LLC
|
ii. SEC file number |
8-52942
|
iii. CRD number |
000104474
|
iv. LEI, if any |
549300I7JYZHT7D5CO04
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
45,040.68000000
|
Brokers Record:
9 |
i. Full name of broker |
Liquidnet, Inc.
|
ii. SEC file number |
8-52461
|
iii. CRD number |
000103987
|
iv. LEI, if any |
213800HSKBBO1GCVRG79
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
179,464.44000000
|
Brokers Record:
10 |
i. Full name of broker |
Goldman Sachs & Co. LLC
|
ii. SEC file number |
8-129
|
iii. CRD number |
000000361
|
iv. LEI, if any |
FOR8UP27PHTHYVLBNG30
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
71,988.84000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
828,802.80000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
12 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
14,285,714.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
7
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
16 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Short Term Tax Aware Fixed Income Portfolio
|
ii. Class identification number, if any |
C000170952
|
iii. Ticker symbol, if any |
GTAWX
|
Pricing Services Record:
1 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Principal Transactions Record:
1 |
i. Full name of dealer |
Barclays Capital Inc.
|
ii. SEC file number |
8-41342
|
iii. CRD number |
000019714
|
iv. LEI, if any |
AC28XWWI3WIBK2824319
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
2,885,153.11000000
|
Principal Transactions Record:
2 |
i. Full name of dealer |
RBC Capital Markets, LLC
|
ii. SEC file number |
8-45411
|
iii. CRD number |
000031194
|
iv. LEI, if any |
549300LCO2FLSSVFFR64
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
4,717,543.05000000
|
Principal Transactions Record:
3 |
i. Full name of dealer |
BNY Mellon Capital Markets, LLC
|
ii. SEC file number |
8-35255
|
iii. CRD number |
000017454
|
iv. LEI, if any |
VJW2DOOHGDT6PR0ZRO63
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
2,964,604.95000000
|
Principal Transactions Record:
4 |
i. Full name of dealer |
Headlands Tech Holdings, LLC
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
00000000000000000000
|
v. State, if applicable |
CALIFORNIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
2,854,053.80000000
|
Principal Transactions Record:
5 |
i. Full name of dealer |
State Street Bank and Trust Company
|
ii. SEC file number |
N/A
|
iii. CRD number |
N/A
|
iv. LEI, if any |
571474TGEMMWANRLN572
|
v. State, if applicable |
MASSACHUSETTS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
674,202,274.86000000
|
Principal Transactions Record:
6 |
i. Full name of dealer |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
10,971,646.41000000
|
Principal Transactions Record:
7 |
i. Full name of dealer |
Goldman Sachs & Co. LLC
|
ii. SEC file number |
8-129
|
iii. CRD number |
000000361
|
iv. LEI, if any |
FOR8UP27PHTHYVLBNG30
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
8,840,225.87000000
|
Principal Transactions Record:
8 |
i. Full name of dealer |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
4,389,447.60000000
|
Principal Transactions Record:
9 |
i. Full name of dealer |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
3,124,061.46000000
|
Principal Transactions Record:
10 |
i. Full name of dealer |
J.P. Morgan Securities LLC
|
ii. SEC file number |
8-35008
|
iii. CRD number |
000000079
|
iv. LEI, if any |
ZBUT11V806EZRVTWT807
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
9,002,320.02000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
5 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
1,500,000.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
1
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
12 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Strategic Equity Portfolio
|
ii. Class identification number, if any |
C000017540
|
iii. Ticker symbol, if any |
GTCEX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
UBS Securities LLC
|
ii. SEC file number |
8-22651
|
iii. CRD number |
000007654
|
iv. LEI, if any |
T6FIZBDPKLYJKFCRVK44
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,600.20000000
|
Brokers Record:
2 |
i. Full name of broker |
Sanford C. Bernstein & Co., LLC
|
ii. SEC file number |
8-52942
|
iii. CRD number |
000104474
|
iv. LEI, if any |
549300I7JYZHT7D5CO04
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,053.72000000
|
Brokers Record:
3 |
i. Full name of broker |
RBC Capital Markets, LLC
|
ii. SEC file number |
8-45411
|
iii. CRD number |
000031194
|
iv. LEI, if any |
549300LCO2FLSSVFFR64
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,424.06000000
|
Brokers Record:
4 |
i. Full name of broker |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,785.95000000
|
Brokers Record:
5 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,708.48000000
|
Brokers Record:
6 |
i. Full name of broker |
J.P. Morgan Securities LLC
|
ii. SEC file number |
8-35008
|
iii. CRD number |
000000079
|
iv. LEI, if any |
ZBUT11V806EZRVTWT807
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,637.52000000
|
Brokers Record:
7 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
5,467.11000000
|
Brokers Record:
8 |
i. Full name of broker |
Liquidnet, Inc.
|
ii. SEC file number |
8-52461
|
iii. CRD number |
000103987
|
iv. LEI, if any |
213800HSKBBO1GCVRG79
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
2,223.63000000
|
Brokers Record:
9 |
i. Full name of broker |
Piper Sandler & Co.
|
ii. SEC file number |
8-15204
|
iii. CRD number |
000000665
|
iv. LEI, if any |
549300GRQCWQ3XGH0H10
|
v. State, if applicable |
MINNESOTA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,423.08000000
|
Brokers Record:
10 |
i. Full name of broker |
Truist Securities, Inc.
|
ii. SEC file number |
8-17212
|
iii. CRD number |
000006271
|
iv. LEI, if any |
CSVTK36R0PNGXEM7NS14
|
v. State, if applicable |
GEORGIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,388.68000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
25,260.74000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
9 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
14 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Quantitative U.S. Total Market Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use?
|
1,166,667.00000000
|
vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?
|
6
|
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1
|
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0
|
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0
|
d. For each Class with shares outstanding,
provide the
information requested below: |
Shares Outstanding Record:
1 |
i. Full name of Class |
Quantitative U.S. Total Market Equity Portfolio
|
ii. Class identification number, if any |
C000035927
|
iii. Ticker symbol, if any |
GTTMX
|
Pricing Services Record:
1 |
i. Full name |
Refinitiv US Holdings Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
549300NF240HXJO7N016
|
Description of other identifying number |
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name |
ICE Data Services, Inc.
|
ii. LEI, if any, or provide and describe other
identifying number
|
13-3668779
|
Description of other identifying number |
Tax ID
|
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Shareholder servicing agents Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or provide and describe
other
identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
Administrators Record:
1 |
i. Full name |
State Street Bank and Trust Company
|
ii. LEI, if any, or other identifying number |
571474TGEMMWANRLN572
|
Description of other identifying number |
|
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
vi. Is the administrator a sub-administrator?
|
Yes
No
|
Brokers Record:
1 |
i. Full name of broker |
BofA Securities, Inc.
|
ii. SEC file number |
8-69787
|
iii. CRD number |
000283942
|
iv. LEI, if any |
549300HN4UKV1E2R3U73
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
678.40000000
|
Brokers Record:
2 |
i. Full name of broker |
UBS Securities LLC
|
ii. SEC file number |
8-22651
|
iii. CRD number |
000007654
|
iv. LEI, if any |
T6FIZBDPKLYJKFCRVK44
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
46.00000000
|
Brokers Record:
3 |
i. Full name of broker |
Sanford C. Bernstein & Co., LLC
|
ii. SEC file number |
8-52942
|
iii. CRD number |
000104474
|
iv. LEI, if any |
549300I7JYZHT7D5CO04
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,213.68000000
|
Brokers Record:
4 |
i. Full name of broker |
Citigroup Global Markets Inc.
|
ii. SEC file number |
8-8177
|
iii. CRD number |
000007059
|
iv. LEI, if any |
MBNUM2BPBDO7JBLYG310
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
98,376.78000000
|
Brokers Record:
5 |
i. Full name of broker |
Robert W. Baird & Co. Incorporated
|
ii. SEC file number |
8-497
|
iii. CRD number |
000008158
|
iv. LEI, if any |
549300772UJAHRD6LO53
|
v. State, if applicable |
WISCONSIN
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,428.00000000
|
Brokers Record:
6 |
i. Full name of broker |
Piper Sandler & Co.
|
ii. SEC file number |
8-15204
|
iii. CRD number |
000000665
|
iv. LEI, if any |
549300GRQCWQ3XGH0H10
|
v. State, if applicable |
MINNESOTA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
1,204.00000000
|
Brokers Record:
7 |
i. Full name of broker |
Morgan Stanley & Co. LLC
|
ii. SEC file number |
8-15869
|
iii. CRD number |
000008209
|
iv. LEI, if any |
9R7GPTSO7KV3UQJZQ078
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
3,115.20000000
|
Brokers Record:
8 |
i. Full name of broker |
Instinet, LLC
|
ii. SEC file number |
8-23669
|
iii. CRD number |
000007897
|
iv. LEI, if any |
549300MGMN3RKMU8FT57
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
148.00000000
|
Brokers Record:
9 |
i. Full name of broker |
Truist Securities, Inc.
|
ii. SEC file number |
8-17212
|
iii. CRD number |
000006271
|
iv. LEI, if any |
CSVTK36R0PNGXEM7NS14
|
v. State, if applicable |
GEORGIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
232.00000000
|
Brokers Record:
10 |
i. Full name of broker |
Virtu Americas LLC
|
ii. SEC file number |
8-68193
|
iii. CRD number |
000149823
|
iv. LEI, if any |
549300RA02N3BNSWBV74
|
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period |
407.20000000
|
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
106,849.29000000
|
If yes, for each line of credit, provide the information
requested below:
Line of Credit details Record:
1 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,000.00000000
|
iii. With which institution(s) is the line of credit? |
Line Institutions Record:
1 |
Name of institution |
State Street Bank and Trust Company
|
iv. Is the line of credit just for the Fund, or is
it shared among
multiple funds?
|
Sole
Shared
|
1. If shared, list the names of other funds that may use
the line of credit.
Shared Credit Users Record:
1 |
Name of fund |
Global Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
2 |
Name of fund |
Women in Leadership U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
3 |
Name of fund |
Secured Options Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
4 |
Name of fund |
Quantitative U.S. Large Cap Value Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
5 |
Name of fund |
Equity Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
6 |
Name of fund |
High Yield Municipal Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
7 |
Name of fund |
Responsible ESG U.S. Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
8 |
Name of fund |
Quantitative U.S. Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
9 |
Name of fund |
Quantitative U.S. Large Cap Core Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
10 |
Name of fund |
Small Cap Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
11 |
Name of fund |
Quantitative U.S. Long/Short Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
12 |
Name of fund |
Short Term Tax Aware Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
13 |
Name of fund |
Muni Intermediate Portfolio
|
SEC File number(
e.g., 811-
)
|
811-06578
|
Shared Credit Users Record:
14 |
Name of fund |
Quantitative International Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
15 |
Name of fund |
Quantitative U.S. Large Cap Growth Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
16 |
Name of fund |
Strategic Equity Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
Shared Credit Users Record:
17 |
Name of fund |
Core Fixed Income Portfolio
|
SEC File number(
e.g., 811-
)
|
811-05577
|
v. Did the Fund draw on the line of credit this
period? |
Yes
No
|
Line of Credit details Record:
2 |
i. Is the line of credit a committed or uncommitted
line of
credit?
|
Committed
Uncommitted
|
ii. What size is the line of credit?
|
50,000,0 |