Dynamic Asset Allocation Overlay Portfolio Holdings




Note: Holdings are updated monthly and are posted 30 days after the month-end. Holdings are subject to change without notice.

As described in the Portfolios' Prospectus, each Portfolio may invest in a variety of derivative instruments. For a description of these instruments and the Portfolios' exposures, please refer to the most recent semi-annual or annual shareholder report, as applicable.


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October Holdings (as of 10/31/2018)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures -86 -7,881,349.00 -0.38
10 Yr Canadian Bond Futures 413 41,458,429.00 2.00
10 Yr Japan Bond (OSE) Futures 35 46,723,534.00 2.25
1st Source Corp. 1,650 76,890.00 0.00
2U, Inc. 8,049 506,362.00 0.02
3SBio, Inc. 10,872 15,894.00 0.00
51job, Inc. (ADR) 3,890 238,892.00 0.01
58.com, Inc. (ADR) 5,893 386,541.00 0.02
77 Bank Ltd. (The) 13,303 274,798.00 0.01
888 Holdings PLC 69,864 165,247.00 0.01
Aareal Bank AG 9,842 366,141.00 0.02
AB Fixed Income Shares, Inc. - Government Money Ma 132,120,194 132,120,194.00 6.36
Abacus Property Group 55,378 128,898.00 0.01
AbbVie, Inc. 4,914 382,607.00 0.02
Accenture PLC - Class A 955 150,540.00 0.01
ACCO Brands Corp. 14,762 119,131.00 0.01
Ace Hardware Indonesia Tbk PT 198,337 17,873.00 0.00
Adamas Pharmaceuticals, Inc. 1,963 32,495.00 0.00
Addcn Technology Co., Ltd. 8,709 68,044.00 0.00
Addus HomeCare Corp. 2,519 165,036.00 0.01
Admiral Group PLC 28,652 736,550.00 0.04
ADO Properties SA 11,698 689,992.00 0.03
Adobe, Inc. 36,499 8,969,994.00 0.43
Adtalem Global Education, Inc. 4,008 202,941.00 0.01
Advanced Micro Devices, Inc. 30,740 559,775.00 0.03
Advantest Corp. 11,329 209,151.00 0.01
AECOM 10,732 312,730.00 0.02
Aerie Pharmaceuticals, Inc. 1,467 78,055.00 0.00
Aeroflot PJSC (GDR) 7,593 57,624.00 0.00
Aetna, Inc. 49,352 9,791,436.00 0.47
Affiliated Managers Group, Inc. 2,985 339,275.00 0.02
AG Mortgage Investment Trust, Inc. 4,913 85,005.00 0.00
Ageas 961 48,092.00 0.00
AGL Energy Ltd. 58,442 746,335.00 0.04
Agnico Eagle Mines Ltd. 38,854 1,372,428.00 0.07
Agree Realty Corp. 8,121 465,118.00 0.02
Agricultural Bank of China Ltd. - Class H 1,383,112 608,818.00 0.03
AI91282 S+P 500 INDEX JAN19 2820 CALL 342,000 13,594,341.00 0.65
AIA Group Ltd. 237,234 1,804,651.00 0.09
Aimmune Therapeutics, Inc. 10,977 291,781.00 0.01
Air New Zealand Ltd. 334,800 612,132.00 0.03
Air Water, Inc. 38,237 619,414.00 0.03
Airbus SE 27,685 3,059,663.00 0.15
Airtac International Group 1,058 9,132.00 0.00
Aisan Industry Co., Ltd. 11,885 88,994.00 0.00
Aker BP ASA 34,692 1,137,724.00 0.05
Alamo Group, Inc. 607 52,096.00 0.00
Alaska Air Group, Inc. 8,380 514,699.00 0.02
Alcoa Corp. 57,466 2,010,763.00 0.10
Aldar Properties PJSC 276,473 130,215.00 0.01
Alexandria Real Estate Equities, Inc. 10,959 1,339,603.00 0.06
Alibaba Group Holding Ltd. (Sponsored ADR) 62,788 8,933,535.00 0.43
ALLETE, Inc. 2,357 174,488.00 0.01
Alliant Energy Corp. 12,913 555,000.00 0.03
Allianz SE 7,984 1,663,386.00 0.08
Allied Properties Real Estate Investment Trust 9,565 307,355.00 0.01
Allogene Therapeutics, Inc. 3,762 90,325.00 0.00
Ally Financial, Inc. 4,923 125,117.00 0.01
Alphabet, Inc. - Class A 142 155,881.00 0.01
Alphabet, Inc. - Class C 32,241 34,716,696.00 1.67
alstria office REIT-AG 32,676 470,400.00 0.02
Altran Technologies SA 61,525 609,817.00 0.03
Altria Group, Inc. 194,263 12,634,873.00 0.61
Aluminum Corp. of China Ltd. - Class H 1,534,460 558,613.00 0.03
Amadeus Fire AG 1,785 204,297.00 0.01
Amadeus IT Group SA - Class A 31,922 2,570,531.00 0.12
Amazon.com, Inc. 375 599,290.00 0.03
Ambac Financial Group, Inc. 5,012 103,146.00 0.00
Amdocs Ltd. 6,360 402,397.00 0.02
Amedisys, Inc. 6,956 765,169.00 0.04
Amer Sports Oyj 111,416 4,141,556.00 0.20
American Campus Communities, Inc. 37,897 1,497,331.00 0.07
American Eagle Outfitters, Inc. 3,427 79,035.00 0.00
American Electric Power Co., Inc. 230,278 16,893,194.00 0.81
American Equity Investment Life Holding Co. 5,935 185,306.00 0.01
American Financial Group, Inc./OH 4,712 471,341.00 0.02
American Homes 4 Rent - Class A 51,009 1,074,777.00 0.05
American Tower Corp. 2,559 398,776.00 0.02
AmerisourceBergen Corp. - Class A 353 31,100.00 0.00
AMETEK, Inc. 7,216 484,049.00 0.02
Amgen, Inc. 2,174 419,146.00 0.02
AMN Healthcare Services, Inc. 3,541 179,286.00 0.01
Amphastar Pharmaceuticals, Inc. 3,822 68,619.00 0.00
ams AG 7,056 274,892.00 0.01
Anadarko Petroleum Corp. 23,789 1,265,603.00 0.06
AngioDynamics, Inc. 1,756 35,886.00 0.00
Anglo American PLC 9,309 198,702.00 0.01
Anhui Conch Cement Co., Ltd. - Class A 40,207 189,883.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 55,061 285,393.00 0.01
Anixter International, Inc. 8,336 547,618.00 0.03
Ansell Ltd. 38,933 641,864.00 0.03
ANSYS, Inc. 3,620 541,371.00 0.03
Anthem, Inc. 49,508 13,642,919.00 0.66
Antofagasta PLC 78,223 783,017.00 0.04
AO Smith Corp. 5,967 271,677.00 0.01
APERAM SA 7,630 260,551.00 0.01
APG SGA SA 560 197,442.00 0.01
Apollo Hospitals Enterprise Ltd. 56,854 879,105.00 0.04
Apollo Tyres Ltd. 170,770 503,196.00 0.02
Appfolio, Inc. - Class A 1,513 86,422.00 0.00
Apple, Inc. 175,531 38,416,758.00 1.85
Applied Industrial Technologies, Inc. 2,074 136,327.00 0.01
Aptiv PLC 12,261 941,664.00 0.05
ArcBest Corp. 2,947 109,418.00 0.01
Arch Coal, Inc. 1,886 180,921.00 0.01
Archer-Daniels-Midland Co. 1,074 50,777.00 0.00
Arcs Co., Ltd. 7,801 188,528.00 0.01
Argo Group International Holdings Ltd. 701 43,204.00 0.00
Arista Networks, Inc. 1,870 430,754.00 0.02
Aristocrat Leisure Ltd. 34,192 644,316.00 0.03
Arjo AB - Class B 62,926 213,805.00 0.01
Arkema SA 713 74,878.00 0.00
Armada Hoffler Properties, Inc. 48,863 731,981.00 0.04
Aroundtown SA 208,774 1,730,843.00 0.08
Array BioPharma, Inc. 7,213 116,852.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 4,126 265,293.00 0.01
ASGN, Inc. 2,379 159,609.00 0.01
ASML Holding NV 5,363 923,781.00 0.04
ASPEED Technology, Inc. 3,000 44,218.00 0.00
Aspen Technology, Inc. 6,377 541,424.00 0.03
ASR Nederland NV 115,341 5,236,175.00 0.25
Assa Abloy AB - Class B 19,781 393,460.00 0.02
Associated Banc-Corp. 17,890 414,690.00 0.02
Assured Guaranty Ltd. 5,587 223,392.00 0.01
Astellas Pharma, Inc. 437,830 6,764,558.00 0.33
Astral Foods Ltd. 13,011 174,616.00 0.01
AT&S Austria Technologie & Systemtechnik AG 17,548 415,681.00 0.02
Aten International Co., Ltd. 72,823 182,695.00 0.01
Atkore International Group, Inc. 8,031 154,691.00 0.01
Atlas Air Worldwide Holdings, Inc. 4,990 257,583.00 0.01
Atrion Corp. 205 140,523.00 0.01
ATS Automation Tooling Systems, Inc. 45,572 670,196.00 0.03
Attendo AB 21,410 193,614.00 0.01
AUD/USD 5,081,136 70,136.00 0.00
Audentes Therapeutics, Inc. 2,198 61,990.00 0.00
Aurobindo Pharma Ltd. 1,775 19,150.00 0.00
AUSTRALIAN DOLLAR 1,054,767 746,934.00 0.04
Australian Dollar Currency Forward 22,818,032 -310,427.00 -0.01
Australian Dollar Currency Forward -3,002,420 11,729.00 0.00
Australian Dollar Currency Forward -6,373,000 189,244.00 0.01
Australian Dollar Currency Forward -38,444,000 -49,623.00 0.00
Australian Dollar Currency Forward 40,446,000 23,111.00 0.00
Australian Dollar Currency Forward 9,603,604 -118,902.00 -0.01
Australian Dollar Currency Forward -18,096,000 588,991.00 0.03
Australian Dollar Currency Forward -4,241,000 143,016.00 0.01
Australian Dollar Currency Forward -3,711,636 67,631.00 0.00
Auto Trader Group PLC 489,579 2,558,231.00 0.12
AutoZone, Inc. 13,424 9,846,101.00 0.47
Avanos Medical, Inc. 1,524 86,299.00 0.00
Avnet, Inc. 23,937 959,182.00 0.05
Axfood AB 11,432 203,937.00 0.01
AxoGen, Inc. 10,176 379,463.00 0.02
Axos Financial, Inc. 3,089 93,794.00 0.00
Ayala Land, Inc. 300,242 222,781.00 0.01
Azimut Holding SpA 10,025 123,441.00 0.01
Azrieli Group Ltd. 7,859 381,616.00 0.02
B&M European Value Retail SA 101,804 541,725.00 0.03
BAE Systems PLC 591,904 3,968,889.00 0.19
Bakkafrost P/F 3,451 193,910.00 0.01
Banco Comercial Portugues SA 1,377,492 370,526.00 0.02
Banco Macro SA (ADR) 7,881 352,230.00 0.02
Bandai Namco Holdings, Inc. 13,431 477,809.00 0.02
Bank Central Asia Tbk PT 156,316 243,393.00 0.01
Bank Hapoalim BM 396,122 2,679,828.00 0.13
Bank Leumi Le-Israel BM 74,049 461,747.00 0.02
Bank of America Corp. 703,170 19,337,175.00 0.93
Bank of China Ltd. - Class H 619,914 264,109.00 0.01
Bank of Georgia Group PLC 1,249 24,909.00 0.00
Bank of Ireland Group PLC 93,612 661,429.00 0.03
Bank of NT Butterfield & Son Ltd. (The) 4,603 185,471.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 4,553,417 182,843.00 0.01
Bank Tabungan Negara Persero Tbk PT 90,625 12,651.00 0.00
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 125,150 14,035.00 0.00
BankUnited, Inc. 19,126 633,082.00 0.03
Baozun, Inc. (Sponsored ADR) 4,269 169,984.00 0.01
Barclays Bank PLC 2.285% CPI# 27,578,510 -27,655,492.00 -1.33
Barclays Bank PLC Barclays Commodity Hedging Insig 2,770,983 2,693,526.00 0.13
Barclays Bank PLC Barclays Commodity Hedging Insig 4,491,996 4,548,207.00 0.22
Barclays Bank PLC Barclays Commodity Hedging Insig 2,095,902 2,136,097.00 0.10
Barclays Bank PLC Barclays Commodity Hedging Insig 4,568,014 4,655,619.00 0.22
Barclays Bank PLC Barclays Commodity Strategy 1673 1,532,062 1,519,571.00 0.07
Barclays PLC 79,198 174,499.00 0.01
Barloworld Ltd. 16,118 131,377.00 0.01
Barnes Group, Inc. 1,358 76,900.00 0.00
Barrett Business Services, Inc. 1,905 119,866.00 0.01
BASF SE 5,121 393,001.00 0.02
BB Seguridade Participacoes SA 32,015 227,804.00 0.01
BE Semiconductor Industries NV 4,404 94,150.00 0.00
Beach Energy Ltd. 437,098 544,447.00 0.03
Befesa SA 12,152 539,531.00 0.03
BeiGene Ltd. (Sponsored ADR) 1,974 248,684.00 0.01
Beijing Enterprises Water Group Ltd. 958,080 489,252.00 0.02
Benesse Holdings, Inc. 1,248 34,818.00 0.00
Berger Paints India Ltd. 4,021 15,208.00 0.00
Berkeley Group Holdings PLC 7,428 332,022.00 0.02
Berkshire Hathaway, Inc. - Class B 100,536 20,638,030.00 0.99
Best Buy Co., Inc. 6,667 467,814.00 0.02
BGF retail Co., Ltd. 101 15,068.00 0.00
Bharat Financial Inclusion Ltd. 135,445 1,597,984.00 0.08
Bidvest Group Ltd. (The) 12,346 154,080.00 0.01
Biesse SpA 6,044 138,948.00 0.01
Biffa PLC 170,856 513,214.00 0.02
Big Lots, Inc. 3,004 124,753.00 0.01
BillerudKorsnas AB 106,780 1,264,864.00 0.06
BioGaia AB - Class B 4,589 185,821.00 0.01
Biogen, Inc. 31,650 9,630,338.00 0.46
Biohaven Pharmaceutical Holding Co., Ltd. 8,611 310,433.00 0.01
Black Hills Corp. 5,257 312,791.00 0.02
Bloomberry Resorts Corp. 3,535,299 555,797.00 0.03
Bloomin' Brands, Inc. 32,333 645,057.00 0.03
Blucora, Inc. 1,909 55,221.00 0.00
Bluebird Bio, Inc. 2,250 258,075.00 0.01
Blueprint Medicines Corp. 5,584 339,362.00 0.02
BMC Stock Holdings, Inc. 21,811 365,129.00 0.02
BOC Aviation Ltd. 85,889 615,660.00 0.03
BOC Hong Kong Holdings Ltd. 387,227 1,449,667.00 0.07
Bodycote PLC 43,435 441,097.00 0.02
Boeing Co. (The) 34,621 12,285,608.00 0.59
Boingo Wireless, Inc. 3,254 101,978.00 0.00
Boiron SA 2,833 169,674.00 0.01
Boise Cascade Co. 1,751 53,933.00 0.00
Boliden AB 47,808 1,091,792.00 0.05
Bolsa Mexicana de Valores SAB de CV 104,173 157,030.00 0.01
Bonterra Energy Corp. 15,324 172,397.00 0.01
Booking Holdings, Inc. 3,694 6,924,698.00 0.33
Booz Allen Hamilton Holding Corp. 11,772 583,211.00 0.03
Boston Beer Co., Inc. (The) - Class A 569 175,083.00 0.01
Bottomline Technologies DE, Inc. 2,068 137,857.00 0.01
BP PLC 526,608 3,804,070.00 0.18
Brady Corp. - Class A 1,178 47,461.00 0.00
Brandywine Realty Trust 18,528 260,512.00 0.01
Bright Horizons Family Solutions, Inc. 6,609 759,440.00 0.04
Brinker International, Inc. 2,948 127,803.00 0.01
Britannia Industries Ltd. 136 10,342.00 0.00
British American Tobacco PLC 70,273 3,046,392.00 0.15
Brixmor Property Group, Inc. 55,065 892,065.00 0.04
BRL/USD 6,122,653 3,555.00 0.00
BRL/USD 4,910,255 63,077.00 0.00
Broadridge Financial Solutions, Inc. 45,767 5,351,992.00 0.26
Builders FirstSource, Inc. 13,393 165,810.00 0.01
Burberry Group PLC 11,626 269,030.00 0.01
Burford Capital Ltd. 39,087 828,539.00 0.04
Burkhalter Holding AG 2,574 201,044.00 0.01
Burlington Stores, Inc. 4,490 769,990.00 0.04
Buzzi Unicem SpA 78,009 1,497,959.00 0.07
BWP Trust 165,919 407,161.00 0.02
C&J Energy Services, Inc. 48,485 910,561.00 0.04
CA Immobilien Anlagen AG 44,831 1,459,357.00 0.07
Cabot Microelectronics Corp. 779 76,062.00 0.00
CACI International, Inc. - Class A 1,421 253,766.00 0.01
Cactus, Inc. - Class A 12,807 428,541.00 0.02
Cadence BanCorp 24,469 539,786.00 0.03
Cal-Maine Foods, Inc. 2,194 106,821.00 0.01
Calbee, Inc. 13,719 455,186.00 0.02
Caltex Australia Ltd. 13,060 261,323.00 0.01
Cambrex Corp. 405 21,591.00 0.00
Camden Property Trust 19,767 1,784,442.00 0.09
CANADIAN DOLLAR -7,119,299 -5,407,952.00 -0.26
Canadian Dollar Currency Forward 13,398,376 -153,870.00 -0.01
Canadian Dollar Currency Forward 14,296,000 -151,801.00 -0.01
Canadian Dollar Currency Forward 1,155,074 -11,292.00 0.00
Canadian Dollar Currency Forward -23,209,000 241,553.00 0.01
Canadian Dollar Currency Forward -18,957,000 272,036.00 0.01
Canadian Dollar Currency Forward -21,569,624 320,773.00 0.02
Canadian Dollar Currency Forward -13,398,376 199,254.00 0.01
Canadian Dollar Currency Forward -25,589,475 268,534.00 0.01
Canadian Dollar Currency Forward -14,680,624 154,057.00 0.01
Canadian Dollar Currency Forward -16,070,000 -2,932.00 0.00
Canadian Dollar Currency Forward -8,911,000 38,152.00 0.00
Canadian Dollar Currency Forward 7,273,624 -70,332.00 0.00
Canadian Dollar Currency Forward 24,356,475 -55,888.00 0.00
Canadian Dollar Currency Forward 26,214,000 -110,649.00 -0.01
Canadian Dollar Currency Forward 14,680,624 -168,596.00 -0.01
CANCOM SE 4,744 193,464.00 0.01
Canfor Corp. 9,589 137,743.00 0.01
Canfor Pulp Products, Inc. 10,795 180,572.00 0.01
Cantel Medical Corp. 507 40,163.00 0.00
Capcom Co., Ltd. 2,393 49,887.00 0.00
Capgemini SE 64,795 7,911,818.00 0.38
CapitaLand Commercial Trust 361,865 452,169.00 0.02
Cara Therapeutics, Inc. 4,002 75,006.00 0.00
Care.com, Inc. 4,092 72,020.00 0.00
CareTrust REIT, Inc. 4,516 79,757.00 0.00
Carlisle Cos., Inc. 3,784 365,496.00 0.02
Carlsberg Brewery Malaysia Bhd 45,713 194,588.00 0.01
Carrefour SA 10,236 198,531.00 0.01
carsales.com Ltd. 23,342 202,320.00 0.01
Casella Waste Systems, Inc. - Class A 2,653 86,399.00 0.00
Casino Guichard Perrachon SA 2,080 91,768.00 0.00
Catalent, Inc. 2,256 91,014.00 0.00
Cathay General Bancorp 6,593 248,385.00 0.01
CBRE Group, Inc. - Class A 186,904 7,530,362.00 0.36
CCC SA 212 9,221.00 0.00
CCL Industries, Inc. - Class B 7,783 327,418.00 0.02
CDW Corp./DE 58,614 5,275,846.00 0.25
Celgene Corp. 4,196 300,502.00 0.01
Cellnex Telecom SA 16,690 415,209.00 0.02
Centrais Eletricas Brasileiras SA 20,104 126,955.00 0.01
Centrais Eletricas Brasileiras SA (Preference Shar 2,177 15,562.00 0.00
Central Garden & Pet Co. - Class A 2,916 86,460.00 0.00
Central Japan Railway Co. 1,328 254,951.00 0.01
CH Robinson Worldwide, Inc. 5,197 462,747.00 0.02
Chailease Holding Co., Ltd. 97,213 278,825.00 0.01
Champion REIT 528,201 355,418.00 0.02
Charter Court Financial Services Group PLC 50,455 187,412.00 0.01
Charter Hall Retail REIT 121,910 367,432.00 0.02
Chartwell Retirement Residences 45,750 491,056.00 0.02
Check Point Software Technologies Ltd. 38,590 4,283,515.00 0.21
Chegg, Inc. 21,245 579,563.00 0.03
Chemed Corp. 423 128,936.00 0.01
Chesapeake Lodging Trust 2,686 78,946.00 0.00
Chesapeake Utilities Corp. 962 76,491.00 0.00
Chevron Corp. 147,719 16,492,898.00 0.79
Chico's FAS, Inc. 7,900 60,598.00 0.00
Children's Place, Inc. (The) 972 145,364.00 0.01
Chilisin Electronics Corp. 59,815 144,080.00 0.01
China CITIC Bank Corp., Ltd. - Class H 647,695 401,463.00 0.02
China Construction Bank Corp. - Class H 127,032 100,806.00 0.00
China Everbright International Ltd. 714,068 571,251.00 0.03
China Everbright Ltd. 61,227 108,575.00 0.01
China General Plastics Corp. 100,607 59,761.00 0.00
China Lilang Ltd. 146,451 120,756.00 0.01
China Medical System Holdings Ltd. 3,919 4,681.00 0.00
China Overseas Land & Investment Ltd. 221,204 695,430.00 0.03
China Overseas Property Holdings Ltd. 575,265 135,687.00 0.01
China Petroleum & Chemical Corp. - Class H 3,514,541 2,862,860.00 0.14
China Pioneer Pharma Holdings Ltd. 654,090 126,781.00 0.01
China Resources Gas Group Ltd. 19,798 75,887.00 0.00
China Resources Land Ltd. 236,790 805,370.00 0.04
China Resources Pharmaceutical Group Ltd. 217,778 319,963.00 0.02
China Shineway Pharmaceutical Group Ltd. 338,425 395,220.00 0.02
China Telecom Corp., Ltd. - Class H 1,691,455 800,282.00 0.04
China Unicom Hong Kong Ltd. 2,750,506 2,876,889.00 0.14
Chipotle Mexican Grill, Inc. - Class A 770 354,454.00 0.02
Chong Kun Dang Pharmaceutical Corp. 1,004 76,731.00 0.00
Chr Hansen Holding A/S 4,045 408,362.00 0.02
Churchill Downs, Inc. 316 79,010.00 0.00
Cia de Distribucion Integral Logista Holdings SA 8,355 201,725.00 0.01
Cia de Gas de Sao Paulo - COMGAS - Class A (Prefer 13,837 201,152.00 0.01
Cie de Saint-Gobain 10,829 407,952.00 0.02
Cie Financiere Richemont SA 5,020 366,984.00 0.02
Ciena Corp. 26,051 814,371.00 0.04
CIFI Holdings Group Co., Ltd. 1,769,634 742,461.00 0.04
Cirrus Logic, Inc. 3,392 127,026.00 0.01
Cisco Systems, Inc. 264,227 12,088,385.00 0.58
CIT Group, Inc. 9,587 454,232.00 0.02
Citi Trends, Inc. 2,654 67,226.00 0.00
Citibank, NA 2.200% CPI# 1,267,683 -1,270,138.00 -0.06
Citigroup, Inc. 171,960 11,256,554.00 0.54
City Office REIT, Inc. 19,569 215,651.00 0.01
CK Asset Holdings Ltd. 856,011 5,570,706.00 0.27
Cleveland-Cliffs, Inc. 13,461 144,841.00 0.01
CME Group, Inc. - Class A 51,354 9,410,106.00 0.45
CNH/USD 59,801,222 63,337.00 0.00
CNH/USD 198,013,063 334,193.00 0.02
CNO Financial Group, Inc. 10,658 201,446.00 0.01
CNOOC Ltd. 246,912 420,487.00 0.02
CNP Assurances 14,404 321,033.00 0.02
Coca-Cola Amatil Ltd. 33,434 235,301.00 0.01
Coca-Cola Bottlers Japan Holdings, Inc. 22,670 593,303.00 0.03
Cochlear Ltd. 39,698 5,002,469.00 0.24
cocokara fine, Inc. 13,552 746,006.00 0.04
Cognizant Technology Solutions Corp. - Class A 90,607 6,254,601.00 0.30
Collegium Pharmaceutical, Inc. 1,720 27,612.00 0.00
Colliers International Group, Inc. 3,139 213,224.00 0.01
Colruyt SA 5,855 340,482.00 0.02
Columbia Property Trust, Inc. 28,936 649,623.00 0.03
Com Hem Holding AB 46,270 721,893.00 0.03
Com2uSCorp 1,321 149,550.00 0.01
Comcast Corp. - Class A 538,922 20,554,485.00 0.99
Comerica, Inc. 5,900 481,204.00 0.02
Comfort Systems USA, Inc. 2,343 125,348.00 0.01
Commercial International Bank Egypt SAE 3,582 15,891.00 0.00
Commercial Metals Co. 5,905 112,560.00 0.01
CommScope Holding Co., Inc. 9,340 224,720.00 0.01
Community Trust Bancorp, Inc. 2,428 110,502.00 0.01
Compass Group PLC 48,959 962,968.00 0.05
Computacenter PLC 11,880 166,732.00 0.01
Comtech Telecommunications Corp. 3,123 87,194.00 0.00
Concho Resources, Inc. 4,278 595,086.00 0.03
CONEXIO Corp. 10,444 150,692.00 0.01
CONMED Corp. 1,022 68,924.00 0.00
CONSOL Energy, Inc. 4,013 159,885.00 0.01
Consolidated Edison, Inc. 1,284 97,633.00 0.00
Constellation Brands, Inc. - Class A 40,196 8,008,249.00 0.39
Constellation Software, Inc./Canada 5,848 4,024,829.00 0.19
Construtora Tenda SA 38,718 296,828.00 0.01
Contact Energy Ltd. 143,337 524,086.00 0.03
Continental Building Products, Inc. 5,141 142,986.00 0.01
Continental Resources, Inc./OK 15,969 841,287.00 0.04
Cooper-Standard Holdings, Inc. 5,439 503,977.00 0.02
Copart, Inc. 6,430 314,491.00 0.02
Corcept Therapeutics, Inc. 4,571 53,712.00 0.00
CoreCivic, Inc. 4,959 111,388.00 0.01
CorEnergy Infrastructure Trust, Inc. 3,090 111,655.00 0.01
CoreSite Realty Corp. 1,291 121,217.00 0.01
Cornerstone OnDemand, Inc. 2,008 98,909.00 0.00
Corp. GEO SAB de CV Series B 211 0.00 0.00
Cosan SA 35,213 305,154.00 0.01
Cosmax, Inc. 114 11,641.00 0.00
Costa Group Holdings Ltd. 16,536 71,649.00 0.00
CoStar Group, Inc. 1,000 361,420.00 0.02
Costco Wholesale Corp. 54,677 12,500,802.00 0.60
Cott Corp. 31,122 468,074.00 0.02
Cousins Properties, Inc. 11,152 92,675.00 0.00
Covestro AG 25,201 1,625,241.00 0.08
Covivio 6,101 612,233.00 0.03
Credicorp Ltd. 33,028 7,454,921.00 0.36
Credit Suisse Group AG 127,901 1,672,134.00 0.08
CRH PLC (London) 14,906 445,125.00 0.02
Croda International PLC 3,558 219,166.00 0.01
CSR Ltd. 189,314 474,901.00 0.02
Ctrip.com International Ltd. (ADR) 91,978 3,061,053.00 0.15
CTS Eventim AG & Co. KGaA 45,106 1,691,050.00 0.08
Cub Elecparts, Inc. 1,669 10,105.00 0.00
CubeSmart 351,570 10,188,527.00 0.49
Curtiss-Wright Corp. 1,182 129,477.00 0.01
CVC Brasil Operadora e Agencia de Viagens SA 12,543 190,766.00 0.01
CVR Energy, Inc. 4,109 176,713.00 0.01
CVS Health Corp. 5,315 384,798.00 0.02
CyberAgent, Inc. 1,216 51,764.00 0.00
Cypress Semiconductor Corp. 29,831 386,015.00 0.02
CytomX Therapeutics, Inc. 2,175 31,020.00 0.00
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 6,748 185,750.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,381 111,790.00 0.01
Daiichikosho Co., Ltd. 5,681 262,255.00 0.01
Daikyo, Inc. 10,100 265,091.00 0.01
Daito Trust Construction Co., Ltd. 1,120 147,715.00 0.01
Daiwa Securities Group, Inc. 40,591 232,780.00 0.01
DANISH KRONE 2 0.00 0.00
Dassault Systemes SE 8,237 1,031,216.00 0.05
Dave & Buster's Entertainment, Inc. 462 27,549.00 0.00
DBS Group Holdings Ltd. 199,667 3,387,846.00 0.16
Deciphera Pharmaceuticals, Inc. 2,116 42,740.00 0.00
Deckers Outdoor Corp. 2,020 257,006.00 0.01
Delek US Holdings, Inc. 5,086 186,758.00 0.01
Delphi Technologies PLC 14,575 312,508.00 0.02
Delta Air Lines, Inc. 132,431 7,247,948.00 0.35
Deluxe Corp. 1,583 74,741.00 0.00
Denny's Corp. 9,597 166,523.00 0.01
Dentium Co., Ltd. 309 19,687.00 0.00
Desarrolladora Homex SAB de CV 254 2.00 0.00
Detour Gold Corp. 38,182 281,630.00 0.01
Deutsche Bank AG 2.170% CPI# 2,001,402 -1,993,909.00 -0.10
Deutsche Bank AG 2.221% CPI# 10,722,486 -10,755,713.00 -0.52
Deutsche Pfandbriefbank AG 14,517 192,764.00 0.01
Deutsche Telekom AG 54,774 898,386.00 0.04
Deutsche Wohnen SE 34,872 1,595,073.00 0.08
Deutz AG 73,469 546,447.00 0.03
Diageo PLC 12,292 424,968.00 0.02
Digital Realty Trust, Inc. 12,463 1,287,027.00 0.06
Dillard's, Inc. - Class A 1,215 85,595.00 0.00
Diplomat Pharmacy, Inc. 997 19,787.00 0.00
Direct Line Insurance Group PLC 77,086 323,937.00 0.02
Discover Financial Services 6,595 459,528.00 0.02
Discovery Ltd. 2,405 25,811.00 0.00
DNB ASA 294,939 5,328,494.00 0.26
Domtar Corp. 9,089 421,059.00 0.02
DongKook Pharmaceutical Co., Ltd. 3,525 171,686.00 0.01
Dongwon Development Co., Ltd. 55,897 174,245.00 0.01
Dorel Industries, Inc. - Class B 11,186 182,860.00 0.01
Dover Corp. 5,794 480,031.00 0.02
Dr Lal PathLabs Ltd. 1,507 17,776.00 0.00
Dream Global Real Estate Investment Trust 11,854 120,844.00 0.01
Dril-Quip, Inc. 7,088 301,665.00 0.01
Duke Realty Corp. 41,174 1,135,169.00 0.05
Dycom Industries, Inc. 5,230 355,012.00 0.02
E-MART, Inc. 1,428 256,992.00 0.01
Eagle Bancorp, Inc. 3,814 187,535.00 0.01
Eagle Pharmaceuticals, Inc./DE 1,127 55,535.00 0.00
Eastern & Oriental Bhd 1,936 11.00 0.00
Echo Global Logistics, Inc. 4,741 121,909.00 0.01
Eclat Textile Co., Ltd. 1,316 15,670.00 0.00
Edelweiss Financial Services Ltd. 7,771 17,063.00 0.00
EDION Corp. 68,526 720,599.00 0.03
Edison International 74,447 5,165,877.00 0.25
EDP - Energias de Portugal SA 1,206,412 4,241,441.00 0.20
Edwards Lifesciences Corp. 43,385 6,403,626.00 0.31
Egis Technology, Inc. 19,395 61,176.00 0.00
Electrocomponents PLC 27,777 219,926.00 0.01
Electrolux AB - Class B 3,259 67,728.00 0.00
Elite Material Co., Ltd. 157,303 315,308.00 0.02
Emaar Malls PJSC 18,360 9,141.00 0.00
Emaar Properties PJSC 406,632 564,202.00 0.03
Embraer SA 161,349 907,441.00 0.04
EMCOR Group, Inc. 2,444 173,485.00 0.01
eMemory Technology, Inc. 1,859 13,799.00 0.00
Emergent BioSolutions, Inc. 2,684 164,278.00 0.01
Emerson Electric Co. 7,150 485,369.00 0.02
Empire State Realty Trust, Inc. - Class A 70,715 1,121,547.00 0.05
Employers Holdings, Inc. 2,544 116,934.00 0.01
Enanta Pharmaceuticals, Inc. 871 67,222.00 0.00
Ence Energia y Celulosa SA 6,181 51,923.00 0.00
Endo International PLC 8,225 139,333.00 0.01
Endurance Technologies Ltd. 952 15,565.00 0.00
EnerSys 6,179 491,698.00 0.02
Enghouse Systems Ltd. 3,517 194,676.00 0.01
Engie SA 26,022 345,771.00 0.02
ENN Energy Holdings Ltd. 79,886 681,638.00 0.03
Ennis, Inc. 2,707 52,419.00 0.00
Enterprise Financial Services Corp. 1,395 60,642.00 0.00
Entertainment One Ltd. 140,441 734,118.00 0.04
Entra ASA 25,386 343,519.00 0.02
Entravision Communications Corp. - Class A 23,638 116,774.00 0.01
Envestnet, Inc. 1,001 52,109.00 0.00
EOG Resources, Inc. 107,892 11,365,379.00 0.55
ePlus, Inc. 1,861 158,023.00 0.01
EPR Properties 8,446 580,606.00 0.03
Equatorial Energia SA 13,404 244,889.00 0.01
Equinix, Inc. 1,575 596,515.00 0.03
Equinor ASA 22,644 585,733.00 0.03
Equity Group Holdings Ltd./Kenya 66,697 25,150.00 0.00
Ercros SA 13,373 60,783.00 0.00
Erste Group Bank AG 37,809 1,539,119.00 0.07
Essent Group Ltd. 18,074 712,487.00 0.03
Essential Properties Realty Trust, Inc. 54,183 736,900.00 0.04
Essex Property Trust, Inc. 4,521 1,133,957.00 0.05
Essilor International Cie Generale d'Optique SA 38,513 5,260,126.00 0.25
Esso Thailand PCL 194,712 85,108.00 0.00
Estacio Participacoes SA 32,582 202,506.00 0.01
Etsy, Inc. 17,752 754,818.00 0.04
EUR/USD 3,682,843 28,115.00 0.00
Eurazeo SE 4,377 319,690.00 0.02
Euro Buxl 30 Yr Bond Futures 13 2,604,756.00 0.13
EURO CURRENCY 9,526,651 10,790,365.00 0.52
Euro Currency Forward 4,468,000 -121,381.00 -0.01
Euro Currency Forward -12,453,888 267,443.00 0.01
Euro Currency Forward 8,132,000 -120,073.00 -0.01
Euro Currency Forward 21,074,000 -983,212.00 -0.05
Euro Currency Forward 64,552,000 -3,187,367.00 -0.15
Euro Currency Forward 61,823,000 -2,361,153.00 -0.11
Euro Currency Forward -20,810,310 704,612.00 0.03
Euro Currency Forward -21,660,000 684,014.00 0.03
Euro Currency Forward -39,326,862 534,915.00 0.03
Euro Currency Forward -109,627,000 5,633,211.00 0.27
Euro Currency Forward -21,375,000 823,611.00 0.04
Euro Currency Forward 31,148,282 -1,230,252.00 -0.06
Euro STOXX 50 Index Futures 4,145 149,729,816.00 7.21
Euro-BOBL Futures 22 3,275,262.00 0.16
Euro-Bund Futures 12 2,178,222.00 0.10
Eurocommercial Properties NV 13,285 491,174.00 0.02
Eurofins Scientific SE 995 501,557.00 0.02
Euronext NV 9,344 574,983.00 0.03
Evercore, Inc. - Class A 1,203 98,299.00 0.00
Everest Re Group Ltd. 58,245 12,689,255.00 0.61
EVERTEC, Inc. 6,240 162,756.00 0.01
Exact Sciences Corp. 13,165 935,437.00 0.05
Exelon Corp. 7,032 308,091.00 0.01
Expedia Group, Inc. 4,036 506,247.00 0.02
Expeditors International of Washington, Inc. 11,918 800,704.00 0.04
Experian PLC 17,929 412,360.00 0.02
Exxon Mobil Corp. 229,797 18,310,264.00 0.88
F5 Networks, Inc. 2,821 494,590.00 0.02
Fabege AB 37,467 478,431.00 0.02
Fabrinet 2,319 100,480.00 0.00
Facebook, Inc. - Class A 127,420 19,341,151.00 0.93
Faes Farma SA 45,664 192,021.00 0.01
Fair Isaac Corp. 633 122,093.00 0.01
Fanhua, Inc. (Sponsored ADR) 878 23,537.00 0.00
FANUC Corp. 2,240 389,763.00 0.02
FCB Financial Holdings, Inc. - Class A 3,206 125,480.00 0.01
Federal Agricultural Mortgage Corp. - Class C 561 39,214.00 0.00
Feed One Co., Ltd. 98,724 168,041.00 0.01
Fevertree Drinks PLC 5,665 201,131.00 0.01
FGL Holdings 8,011 63,289.00 0.00
Fibra Uno Administracion SA de CV 574,155 614,765.00 0.03
Fidelity National Financial, Inc. 255,789 8,556,142.00 0.41
Fidelity National Information Services, Inc. 80,065 8,334,766.00 0.40
Fidelity Southern Corp. 1,777 41,284.00 0.00
Finisar Corp. 31,463 525,129.00 0.03
First American Financial Corp. 9,970 441,982.00 0.02
First Citizens BancShares, Inc./NC - Class A 283 120,916.00 0.01
First Financial Corp./IN 2,425 111,240.00 0.01
First Industrial Realty Trust, Inc. 3,758 115,371.00 0.01
First Quantum Minerals Ltd. 138,185 1,379,279.00 0.07
Firstsource Solutions Ltd. 463,392 382,819.00 0.02
Five Below, Inc. 8,105 922,547.00 0.04
Fletcher Building Ltd. 90,228 357,388.00 0.02
FLSmidth & Co. A/S 10,825 567,998.00 0.03
Ford Motor Co. 57,848 552,457.00 0.03
Formosa Chemicals & Fibre Corp. 742,032 2,692,878.00 0.13
Formosa Plastics Corp. 25,091 82,052.00 0.00
Fortinet, Inc. 3,588 294,908.00 0.01
Forward Air Corp. 1,018 61,086.00 0.00
Fossil Group, Inc. 4,131 89,695.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 6,718 28,353.00 0.00
FPT Corp. Macquarie Bank Ltd. 67,038 120,462.00 0.01
Frasers Logistics & Industrial Trust 165,882 122,135.00 0.01
Fresh Del Monte Produce, Inc. 1,723 56,940.00 0.00
FTI Consulting, Inc. 2,268 156,765.00 0.01
FTSE 100 Index Futures 271 24,592,733.00 1.18
Fu Shou Yuan International Group Ltd. 39,855 30,629.00 0.00
Fubon Financial Holding Co., Ltd. 1,872,349 2,937,537.00 0.14
Fujitsu Ltd. 624 37,977.00 0.00
Fukuoka REIT Corp. 281 425,005.00 0.02
G-III Apparel Group Ltd. 3,526 140,555.00 0.01
G4S PLC 115,054 315,750.00 0.02
Galenica AG 4,051 217,208.00 0.01
Galliford Try PLC 16,426 183,027.00 0.01
Games Workshop Group PLC 4,616 181,345.00 0.01
Gardner Denver Holdings, Inc. 19,260 521,175.00 0.03
Garrett Motion, Inc. 8,283 125,653.00 0.01
Gates Industrial Corp. PLC 20,921 314,861.00 0.02
Generac Holdings, Inc. 3,360 170,485.00 0.01
General Motors Co. 8,107 296,667.00 0.01
Genmab A/S 2,536 347,134.00 0.02
Genpact Ltd. 22,034 603,963.00 0.03
Genworth Financial, Inc. - Class A 24,331 104,140.00 0.01
Genworth MI Canada, Inc. 6,489 212,989.00 0.01
Geo Holdings Corp. 11,249 171,371.00 0.01
Geox SpA 82,462 149,033.00 0.01
Gerdau SA (Preference Shares) 354,843 1,550,385.00 0.07
Gerresheimer AG 8,388 591,218.00 0.03
Getinge AB - Class B 64,031 628,107.00 0.03
Gigabyte Technology Co., Ltd. 94,633 124,422.00 0.01
Gilead Sciences, Inc. 157,174 10,716,132.00 0.52
Giordano International Ltd. 339,889 151,039.00 0.01
GlaxoSmithKline PLC 20,747 401,829.00 0.02
Glencore PLC 546,590 2,224,435.00 0.11
Global Brass & Copper Holdings, Inc. 3,812 120,553.00 0.01
Global Dominion Access SA 35,292 188,472.00 0.01
Global Unichip Corp. 2,632 17,986.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 39,835 390,387.00 0.02
Globant SA 395 20,340.00 0.00
Globus Medical, Inc. - Class A 4,455 235,492.00 0.01
Glory Ltd. 38,380 893,750.00 0.04
Gluskin Sheff & Associates, Inc. 18,199 155,113.00 0.01
GMS, Inc. 5,393 88,665.00 0.00
Godrej Consumer Products Ltd. 57,002 560,079.00 0.03
Goldman Sachs & Co. Long: IS1PFN0 TRS USD R V 03 150,926,498 -149,352,364.00 -7.19
Goldman Sachs Group, Inc. (The) 51,287 11,558,574.00 0.56
Goldman Sachs International Goldman Sachs Commodit 267,185 259,569.00 0.01
Goldman Sachs International Goldman Sachs Commodit 1,071,557 1,041,010.00 0.05
Goldman Sachs International Goldman Sachs Commodit 1,295,375 1,246,784.00 0.06
Goodbaby International Holdings Ltd. 1,169,487 362,908.00 0.02
Goodman Group 71,979 529,011.00 0.03
Gourmet Master Co., Ltd. 2,285 13,860.00 0.00
GPT Group (The) 185,819 679,584.00 0.03
Gran Tierra Energy, Inc. 250,778 767,698.00 0.04
Grand Canyon Education, Inc. 6,742 840,850.00 0.04
Granges AB 18,533 195,941.00 0.01
Granite Construction, Inc. 7,770 355,244.00 0.02
Graphic Packaging Holding Co. 45,896 505,321.00 0.02
Great British Pound Currency Forward 18,910,000 -487,686.00 -0.02
Great British Pound Currency Forward 13,731,000 -378,698.00 -0.02
Great British Pound Currency Forward -10,749,000 388,931.00 0.02
Great British Pound Currency Forward -30,918,000 1,654,141.00 0.08
Great British Pound Currency Forward 35,389,000 -1,063,063.00 -0.05
Great British Pound Currency Forward -55,701,402 71,178.00 0.00
Great British Pound Currency Forward -11,315,000 143,857.00 0.01
Great British Pound Currency Forward -11,596,000 474,448.00 0.02
Great British Pound Currency Forward -9,366,000 345,098.00 0.02
Great British Pound Currency Forward -1,828,595 66,141.00 0.00
Great British Pound Currency Forward 29,631,000 -1,146,439.00 -0.06
Great Southern Bancorp, Inc. 2,458 133,141.00 0.01
Great Western Bancorp, Inc. 5,515 202,126.00 0.01
Green Dot Corp. - Class A 2,838 214,996.00 0.01
Green REIT PLC 73,260 120,983.00 0.01
Greenbrier Cos., Inc. (The) 2,116 100,447.00 0.00
Greencore Group PLC 228,093 552,045.00 0.03
Growthpoint Properties Ltd. 266,490 409,151.00 0.02
GrubHub, Inc. 6,937 643,343.00 0.03
GRUH Finance Ltd. 1,961 7,633.00 0.00
Grupo Aeroportuario del Centro Norte SAB de CV 1,791 9,383.00 0.00
Grupo Aeroportuario del Pacifico SAB de CV - Class 1,164 9,686.00 0.00
Grupo Cementos de Chihuahua SAB de CV 96,666 523,467.00 0.03
Grupo Financiero Banorte SAB de CV - Class O 22,819 125,806.00 0.01
Grupo Financiero Galicia SA (ADR) 6,369 146,871.00 0.01
Grupo Rotoplas SAB de CV 2,861 2,788.00 0.00
GS Engineering & Construction Corp. 2,193 80,887.00 0.00
Guaranty Bancorp 1,670 43,462.00 0.00
Guardant Health, Inc. 1,574 52,697.00 0.00
GUD Holdings Ltd. 13,174 115,502.00 0.01
Guidewire Software, Inc. 5,392 479,726.00 0.02
GW Pharmaceuticals PLC (Sponsored ADR) 1,790 246,127.00 0.01
H Lundbeck A/S 53,982 2,517,848.00 0.12
H&R Real Estate Investment Trust 133,870 2,024,660.00 0.10
Haemonetics Corp. 2,150 224,612.00 0.01
Halfords Group PLC 48,195 189,439.00 0.01
Halliburton Co. 17,043 591,061.00 0.03
Halma PLC 31,045 526,858.00 0.03
Halozyme Therapeutics, Inc. 6,193 96,180.00 0.00
Hana Financial Group, Inc. 46,278 1,558,908.00 0.08
Hana Tour Service, Inc. 214 11,256.00 0.00
Hancock Whitney Corp. 5,192 217,863.00 0.01
Handsome Co., Ltd. 2,615 83,530.00 0.00
Hang Seng Bank Ltd. 20,937 490,940.00 0.02
HANG SENG IDX FUT NOV18 XHKF 20181129 112 17,836,435.00 0.86
Hangzhou Hikvision Digital Technology Co., Ltd. - 109,354 382,465.00 0.02
Hankook Tire Co., Ltd. 40,730 1,479,728.00 0.07
Hanmi Financial Corp. 3,734 78,352.00 0.00
Hanover Insurance Group, Inc. (The) 2,550 284,019.00 0.01
Harsco Corp. 5,260 144,515.00 0.01
Haseko Corp. 16,174 204,960.00 0.01
Hawaiian Holdings, Inc. 15,281 528,899.00 0.03
HCP, Inc. 38,438 1,058,984.00 0.05
HDFC Bank Ltd. 128,276 3,316,422.00 0.16
Health & Happiness H&H International Holdings Ltd. 111,444 635,953.00 0.03
HealthStream, Inc. 2,580 67,905.00 0.00
HEG Ltd. 3,256 189,696.00 0.01
Heiwa Real Estate REIT, Inc. 124 121,663.00 0.01
Helen of Troy Ltd. 1,632 202,668.00 0.01
Helix Energy Solutions Group, Inc. 20,140 171,592.00 0.01
Hemfosa Fastigheter AB 55,749 688,744.00 0.03
Henkel AG & Co. KGaA (Preference Shares) 11,020 1,204,088.00 0.06
Hennes & Mauritz AB - Class B 9,535 168,425.00 0.01
Hera SpA 71,292 196,758.00 0.01
Heritage Insurance Holdings, Inc. 4,110 57,377.00 0.00
Hermes International 8,936 5,102,125.00 0.25
Hershey Co. (The) 4,629 496,010.00 0.02
Hexaware Technologies Ltd. 2,034 9,215.00 0.00
Hexcel Corp. 8,791 514,449.00 0.02
Hibernia REIT PLC 131,330 206,763.00 0.01
Highwoods Properties, Inc. 12,473 531,872.00 0.03
Hikari Tsushin, Inc. 864 150,958.00 0.01
Hillenbrand, Inc. 5,442 260,718.00 0.01
Hilltop Holdings, Inc. 2,633 52,398.00 0.00
Hilton Grand Vacations, Inc. 22,445 603,101.00 0.03
Hitachi Capital Corp. 32,636 800,221.00 0.04
HKT Trust & HKT Ltd. - Class SS 678,948 936,383.00 0.05
HMS Holdings Corp. 3,932 113,344.00 0.01
HollyFrontier Corp. 5,856 394,957.00 0.02
Hollysys Automation Technologies Ltd. 547 10,519.00 0.00
Home Depot, Inc. (The) 100,859 17,739,080.00 0.85
Honda Motor Co., Ltd. 123,242 3,518,015.00 0.17
Honeywell International, Inc. 82,830 11,995,440.00 0.58
HONG KONG DOLLAR -3,026,763 -385,970.00 -0.02
Hong Kong Exchanges & Clearing Ltd. 10,371 276,171.00 0.01
Hopewell Holdings Ltd. 74,748 230,958.00 0.01
Horiba Ltd. 7,067 330,773.00 0.02
Horizon Pharma PLC 7,524 137,018.00 0.01
Hoshizaki Corp. 4,030 325,343.00 0.02
Hota Industrial Manufacturing Co., Ltd. 5,121 21,561.00 0.00
Houghton Mifflin Harcourt Co. 27,982 187,479.00 0.01
Houlihan Lokey, Inc. 3,045 125,416.00 0.01
Housing Development Finance Corp., Ltd. 168,637 4,029,735.00 0.19
Howden Joinery Group PLC 38,569 230,940.00 0.01
Hoya Corp. 4,609 260,800.00 0.01
HP, Inc. 286,710 6,921,179.00 0.33
HSBC Bank USA 2.265% CPI# 39,615,097 -39,680,534.00 -1.91
Hua Hong Semiconductor Ltd. 268,235 468,208.00 0.02
Huaxin Cement Co., Ltd. 30,462 83,542.00 0.00
Huaxin Cement Co., Ltd. UBS AG 86,209 234,741.00 0.01
Huazhu Group Ltd. (ADR) 870 22,760.00 0.00
HubSpot, Inc. 3,840 520,896.00 0.03
Huchems Fine Chemical Corp. 3,017 57,928.00 0.00
HUGO BOSS AG 24,320 1,738,029.00 0.08
Hulic Reit, Inc. 395 575,049.00 0.03
Humana, Inc. 1,610 515,979.00 0.02
Hung Sheng Construction Ltd. 71,183 60,527.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntington Bancshares, Inc./OH 26,880 385,190.00 0.02
Huntsman Corp. 1,865 40,819.00 0.00
Huons Co., Ltd. 1,805 107,619.00 0.01
Husky Energy, Inc. 18,149 256,563.00 0.01
Hyster-Yale Materials Handling, Inc. 1,268 76,656.00 0.00
Ibstock PLC 130,099 372,995.00 0.02
ICADE 4,166 353,457.00 0.02
ICF International, Inc. 1,773 130,606.00 0.01
Ichigo Office REIT Investment 439 360,650.00 0.02
ICICI Bank Ltd. 264,777 1,264,233.00 0.06
ICON PLC 13,945 1,925,573.00 0.09
ICU Medical, Inc. 307 78,274.00 0.00
IDEX Corp. 5,078 643,991.00 0.03
IDI Insurance Co., Ltd. 3,193 179,524.00 0.01
IG Group Holdings PLC 93,352 721,307.00 0.03
IHI Corp. 108,683 3,975,927.00 0.19
II-VI, Inc. 673 25,056.00 0.00
IMA Industria Macchine Automatiche SpA 2,698 161,832.00 0.01
IMAX China Holding, Inc. 34,625 80,900.00 0.00
Imperial Brands PLC 12,395 419,858.00 0.02
Inaba Denki Sangyo Co., Ltd. 4,669 188,006.00 0.01
Incitec Pivot Ltd. 365,366 1,012,378.00 0.05
Incyte Corp. 3,900 252,798.00 0.01
Independence Realty Trust, Inc. 75,508 748,291.00 0.04
Indiabulls Housing Finance Ltd. 121,371 1,364,688.00 0.07
Indivior PLC 167,625 403,427.00 0.02
Indo Tambangraya Megah Tbk PT 99,317 162,732.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 12,489 239,992.00 0.01
Industrias Penoles SAB de CV 17,982 253,189.00 0.01
Industrivarden AB - Class C 1,833 38,093.00 0.00
Inficon Holding AG 417 200,083.00 0.01
Infineon Technologies AG 33,002 661,271.00 0.03
Infinera Corp. 28,560 158,222.00 0.01
InfraREIT, Inc. 5,964 125,374.00 0.01
Ingenico Group SA 6,051 428,279.00 0.02
Ingevity Corp. 1,626 148,142.00 0.01
Ingredion, Inc. 4,179 422,831.00 0.02
Inmobiliaria Colonial Socimi SA 41,453 416,210.00 0.02
Innoviva, Inc. 5,870 81,945.00 0.00
Inogen, Inc. 3,334 632,125.00 0.03
Inpex Corp. 40,047 456,002.00 0.02
Insight Enterprises, Inc. 3,040 157,173.00 0.01
Insperity, Inc. 1,874 205,954.00 0.01
Instone Real Estate Group AG 8,348 195,838.00 0.01
Integer Holdings Corp. 1,862 138,715.00 0.01
Intel Corp. 178,132 8,350,828.00 0.40
InterDigital, Inc./PA 2,465 174,932.00 0.01
InterGlobe Aviation Ltd. 1,187 14,227.00 0.00
Intermediate Capital Group PLC 48,859 593,434.00 0.03
International Bancshares Corp. 5,146 199,165.00 0.01
Intersect ENT, Inc. 1,362 38,220.00 0.00
Intertek Group PLC 67,871 4,066,628.00 0.20
Intertrust NV 32,980 532,026.00 0.03
Intuit, Inc. 2,460 519,190.00 0.03
Invesco Office J-Reit, Inc. 866 122,049.00 0.01
IPSOS 6,293 167,589.00 0.01
Iren SpA 84,100 182,224.00 0.01
iRhythm Technologies, Inc. 772 59,709.00 0.00
iShares Global Timber & Forestry ETF 8,252 546,145.00 0.03
iShares MSCI ACWI ETF 47,883 3,291,535.00 0.16
iShares MSCI EAFE Small-Cap ETF 1,692 95,223.00 0.00
iShares MSCI Global Metals & Mining Producers ETF 47,435 1,400,301.00 0.07
Israel Discount Bank Ltd. - Class A 205,766 672,438.00 0.03
iStar, Inc. 11,462 120,351.00 0.01
Itau Unibanco Holding SA (ADR) 18,240 240,229.00 0.01
Itau Unibanco Holding SA (Preference Shares) 14,847 196,489.00 0.01
ITC Ltd. 101,485 382,934.00 0.02
Itochu Enex Co., Ltd. 19,680 185,306.00 0.01
J Sainsbury PLC 82,629 328,293.00 0.02
j2 Global, Inc. 2,872 209,247.00 0.01
Jabil, Inc. 5,710 141,216.00 0.01
Jaccs Co., Ltd. 9,638 180,710.00 0.01
Jacobs Engineering Group, Inc. 5,530 415,247.00 0.02
Japan Airlines Co., Ltd. 213,278 7,569,516.00 0.36
Japan Post Holdings Co., Ltd. 21,080 249,977.00 0.01
Japan Real Estate Investment Corp. 63 327,941.00 0.02
Japan Rental Housing Investments, Inc. 447 351,374.00 0.02
Japan Retail Fund Investment Corp. 226 418,022.00 0.02
Japan Tobacco, Inc. 57,524 1,478,098.00 0.07
Japanese Government CPI Linked Bond Series 21 1,888,009,053 17,393,409.00 0.84
Japanese Government CPI Linked Bond Series 22 405,183,909 3,735,908.00 0.18
JAPANESE YEN 825,115,227 7,312,582.00 0.35
Japanese Yen Currency Forward -6,481,861,954 235,663.00 0.01
Japanese Yen Currency Forward -1,519,443,600 101,712.00 0.00
Japanese Yen Currency Forward -4,083,262,000 65,404.00 0.00
Japanese Yen Currency Forward 3,354,904,000 -307,409.00 -0.01
Japanese Yen Currency Forward 5,548,046,000 92,567.00 0.00
Japanese Yen Currency Forward 6,481,861,954 454,904.00 0.02
Japanese Yen Currency Forward 1,746,355,046 129,432.00 0.01
Japanese Yen Currency Forward -2,082,624,265 282,234.00 0.01
Japanese Yen Currency Forward 1,828,787,000 -356,676.00 -0.02
Japanese Yen Currency Forward 1,341,884,311 -303,967.00 -0.01
Japanese Yen Currency Forward 233,486,000 -45,190.00 0.00
Japanese Yen Currency Forward 676,917,000 -175,282.00 -0.01
Japanese Yen Currency Forward 428,770,000 -82,834.00 0.00
Japanese Yen Currency Forward -2,427,220,046 88,247.00 0.00
Jardine Strategic Holdings Ltd. 41,431 1,391,795.00 0.07
JBG SMITH Properties 10,496 393,420.00 0.02
Jefferies Financial Group, Inc. 22,685 487,059.00 0.02
Jindal Steel & Power Ltd. 8,226 18,951.00 0.00
JNBY Design Ltd. 12,660 19,451.00 0.00
John B Sanfilippo & Son, Inc. 1,602 101,032.00 0.00
Johnson Matthey PLC 46,757 1,772,735.00 0.09
JPMorgan Chase & Co. 248,794 27,123,521.00 1.31
JPMorgan Chase Bank, NA 2.170% CPI# 12,279,719 -12,233,539.00 -0.59
JPMorgan Chase Bank, NA 2.170% CPI# 1,840,541 -1,833,435.00 -0.09
JPMorgan Chase Bank, NA 2.318% CPI# 10,242,303 -10,282,216.00 -0.50
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 11,351,265 11,238,742.00 0.54
JPMorgan Chase Bank, NA Bloomberg Petroleum Subind 16,496,774 15,975,382.00 0.77
JPMorgan Chase Bank, NA Bloomberg Precious Metals 8,742,355 8,803,620.00 0.42
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 4,563,680 5,024,198.00 0.24
JPMorgan Chase Bank, NA JPMorgan Cross Sectional M 351,210 342,367.00 0.02
JPMorgan Chase Bank, NA JPMorgan Cross Sectional M 1,740,589 1,696,766.00 0.08
JPMorgan Chase Bank, NA JPMorgan Cross Sectional M 2,270,786 2,171,029.00 0.10
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 777,341 781,889.00 0.04
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 3,850,952 3,873,487.00 0.19
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 5,159,708 5,084,110.00 0.24
JPMorgan Chase Bank, NA JPMorgan RCI - 24 Alpha 1,760,996 1,719,862.00 0.08
JPMorgan Chase Bank, NA JPMorgan RCI - 24 Alpha 2,259,734 2,177,102.00 0.10
JSW Steel Ltd. ADR 63,824 292,509.00 0.01
JUMBO SA 1,108 16,134.00 0.00
JXTG Holdings, Inc. 979,682 6,619,698.00 0.32
Jyske Bank A/S 59,434 2,426,762.00 0.12
K12, Inc. 8,646 185,128.00 0.01
Kadant, Inc. 763 75,317.00 0.00
Kaga Electronics Co., Ltd. 4,105 91,954.00 0.00
Kajaria Ceramics Ltd. 2,882 15,407.00 0.00
Kajima Corp. 16,918 217,850.00 0.01
Kakaku.com, Inc. 28,731 520,395.00 0.03
Kasai Kogyo Co., Ltd. 14,857 136,979.00 0.01
Kaveri Seed Co., Ltd. 1,560 10,470.00 0.00
KB Financial Group, Inc. 51,764 2,155,708.00 0.10
KEC International Ltd. 2,312 8,877.00 0.00
Kenedix Office Investment Corp. - Class A 66 411,633.00 0.02
Kerry Group PLC - Class A 7,637 782,845.00 0.04
Keyence Corp. 1,027 502,117.00 0.02
Kforce, Inc. 3,711 114,381.00 0.01
KGHM Polska Miedz SA 10,273 232,257.00 0.01
Kiatnakin Bank PCL 80,756 173,767.00 0.01
Killam Apartment Real Estate Investment Trust 100,194 1,230,694.00 0.06
Kilroy Realty Corp. 9,712 668,997.00 0.03
Kimball International, Inc. - Class B 3,520 57,953.00 0.00
Kimberly-Clark Corp. 4,642 484,186.00 0.02
Kindred Group PLC (SDR) 20,931 223,152.00 0.01
Kingspan Group PLC 24,999 1,087,321.00 0.05
Kinross Gold Corp. 27,194 70,647.00 0.00
KION Group AG 5,564 325,147.00 0.02
KMG Chemicals, Inc. 885 66,417.00 0.00
Knight-Swift Transportation Holdings, Inc. 16,630 532,160.00 0.03
Koh Young Technology, Inc. 2,950 233,758.00 0.01
Kohnan Shoji Co., Ltd. 2,129 53,285.00 0.00
Kokuyo Co., Ltd. 39,481 623,280.00 0.03
Komax Holding AG 658 180,481.00 0.01
Koninklijke Ahold Delhaize NV 39,801 911,074.00 0.04
Koninklijke DSM NV 7,014 612,443.00 0.03
Koninklijke Volkerwessels NV 9,712 172,720.00 0.01
Kroger Co. (The) 12,972 386,060.00 0.02
Kronos Worldwide, Inc. 3,983 55,895.00 0.00
Kulicke & Soffa Industries, Inc. 6,139 124,813.00 0.01
Kumho Petrochemical Co., Ltd. 3,655 277,729.00 0.01
Kungsleden AB 40,690 284,433.00 0.01
Kweichow Moutai Co., Ltd. - Class A 5,624 445,535.00 0.02
Kyokuto Securities Co., Ltd. 6,608 79,783.00 0.00
Kyudenko Corp. 10,490 381,672.00 0.02
L&T Technology Services Ltd. 13,817 317,465.00 0.02
L'Oreal SA 209 47,278.00 0.00
Land Securities Group PLC 22,416 243,849.00 0.01
LandMark Optoelectronics Corp. 1,001 6,655.00 0.00
Largan Precision Co., Ltd. 1,344 146,928.00 0.01
Larsen & Toubro Infotech Ltd. 7,938 188,350.00 0.01
Lazard Ltd. - Class A 15,107 600,352.00 0.03
Lear Corp. 2,079 276,299.00 0.01
Legal & General Group PLC 106,524 341,822.00 0.02
Lennar Corp. - Class A 9,767 419,785.00 0.02
Lennox International, Inc. 3,010 634,778.00 0.03
Lenovo Group Ltd. 220,762 140,800.00 0.01
Leonardo SpA 91,934 996,628.00 0.05
LF Corp. 7,173 138,212.00 0.01
LHC Group, Inc. 1,105 101,070.00 0.00
LIC Housing Finance Ltd. 23,536 130,493.00 0.01
LifePoint Health, Inc. 8,150 528,609.00 0.03
Ligand Pharmaceuticals, Inc. 788 130,019.00 0.01
Lincoln Electric Holdings, Inc. 6,582 532,549.00 0.03
Link REIT 95,140 845,521.00 0.04
Littelfuse, Inc. 2,916 528,399.00 0.03
LivaNova PLC 1,238 138,741.00 0.01
Lloyds Banking Group PLC 476,724 347,884.00 0.02
Localiza Rent a Car SA 3,810 29,441.00 0.00
Logitech International SA 5,618 208,029.00 0.01
Lojas Renner SA 2,809 28,386.00 0.00
London Stock Exchange Group PLC 7,887 434,597.00 0.02
Long Gilt Futures -202 -31,605,828.00 -1.52
Lonza Group AG 1,156 363,499.00 0.02
Louisiana-Pacific Corp. 5,802 126,328.00 0.01
Loxo Oncology, Inc. 2,994 457,088.00 0.02
LTC Properties, Inc. 13,497 577,307.00 0.03
LUKOIL PJSC (Sponsored ADR) 72,995 5,446,342.00 0.26
Lundin Mining Corp. 199,855 821,312.00 0.04
LVMH Moet Hennessy Louis Vuitton SE 6,402 1,942,593.00 0.09
LyondellBasell Industries NV - Class A 100,541 8,975,308.00 0.43
Macronix International 383,218 213,375.00 0.01
Madrigal Pharmaceuticals, Inc. 1,453 277,398.00 0.01
Magna International, Inc. - Class A 214,433 10,558,723.00 0.51
Mail.Ru Group Ltd. (GDR) 4,436 118,193.00 0.01
Maire Tecnimont SpA 45,336 198,180.00 0.01
MakeMyTrip Ltd. 6,333 156,996.00 0.01
Makino Milling Machine Co., Ltd. 11,644 443,158.00 0.02
Mallinckrodt PLC 4,865 121,927.00 0.01
Mammoth Energy Services, Inc. 6,748 168,444.00 0.01
Man Group PLC 115,416 228,999.00 0.01
Man Wah Holdings Ltd. 18,951 8,745.00 0.00
Manappuram Finance Ltd. 34,649 37,401.00 0.00
ManpowerGroup, Inc. 286 21,870.00 0.00
ManTech International Corp./VA - Class A 2,322 133,027.00 0.01
Mapletree North Asia Commercial Trust 154,977 126,595.00 0.01
Marathon Petroleum Corp. 108,013 7,609,515.00 0.37
Marcus & Millichap, Inc. 4,654 161,606.00 0.01
Marks & Spencer Group PLC 651,623 2,464,565.00 0.12
Masimo Corp. 1,052 121,709.00 0.01
MasTec, Inc. 1,271 55,344.00 0.00
Mastercard, Inc. - Class A 3,329 658,191.00 0.03
Matador Resources Co. 4,963 143,155.00 0.01
Matrix Service Co. 6,131 124,644.00 0.01
Max Financial Services Ltd. 1,765 8,993.00 0.00
MAXIMUS, Inc. 3,379 219,543.00 0.01
MaxLinear, Inc. - Class A 14,057 272,846.00 0.01
MCBC Holdings, Inc. 3,255 96,616.00 0.00
McDonald's Corp. 55,597 9,835,198.00 0.47
MedEquities Realty Trust, Inc. 5,208 43,073.00 0.00
Mediaset Espana Comunicacion SA 29,235 198,795.00 0.01
Medical Facilities Corp. 17,041 181,487.00 0.01
Medical Properties Trust, Inc. 60,208 894,698.00 0.04
Medidata Solutions, Inc. 854 60,047.00 0.00
Medifast, Inc. 879 186,169.00 0.01
Medtronic PLC 83,078 7,462,065.00 0.36
Medy-Tox, Inc. 238 97,518.00 0.00
Megacable Holdings SAB de CV 143,896 639,744.00 0.03
Melexis NV 2,571 169,148.00 0.01
Mellanox Technologies Ltd. 2,490 210,878.00 0.01
Merck & Co., Inc. 163,910 12,065,456.00 0.58
Merit Medical Systems, Inc. 1,779 101,668.00 0.00
Meritor, Inc. 10,380 176,372.00 0.01
Merlin Entertainments PLC 77,939 321,874.00 0.02
Merlin Properties Socimi SA 63,836 799,881.00 0.04
Methanex Corp. 4,362 282,533.00 0.01
Metrovacesa SA 17,678 217,453.00 0.01
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 25,650 313,189.00 0.02
MGM Growth Properties LLC - Class A 30,423 860,691.00 0.04
Michaels Cos., Inc. (The) 20,100 318,585.00 0.02
Microlife Corp. 37,180 101,319.00 0.00
Microport Scientific Corp. 54,745 65,357.00 0.00
Microsoft Corp. 297,102 31,733,534.00 1.53
Mid-America Apartment Communities, Inc. 157,156 15,355,724.00 0.74
Minth Group Ltd. 3,147 10,225.00 0.00
Mirait Holdings Corp. 8,248 133,185.00 0.01
Mirvac Group 320,727 493,353.00 0.02
Mitra Adiperkasa Tbk PT 219,389 11,558.00 0.00
Mitsubishi Estate Co., Ltd. 18,294 292,386.00 0.01
Mitsubishi UFJ Financial Group, Inc. 983,146 5,950,485.00 0.29
Mitsui Fudosan Co., Ltd. 78,045 1,757,764.00 0.08
Mixi, Inc. 8,263 180,546.00 0.01
Miyazaki Bank Ltd. (The) 6,630 172,746.00 0.01
MKS Instruments, Inc. 903 66,567.00 0.00
MLP Saglik Hizmetleri AS 37,088 88,215.00 0.00
MMC Norilsk Nickel PJSC (ADR) 35,924 594,543.00 0.03
MMC Norilsk Nickel PJSC (ADR) (London) 680 11,262.00 0.00
Mobile World Investment Corp. Macquarie Bank Ltd. 9,698 46,862.00 0.00
Modetour Network, Inc. 648 13,452.00 0.00
Molina Healthcare, Inc. 4,236 537,113.00 0.03
Moncler SpA 64,378 2,235,706.00 0.11
Moneysupermarket.com Group PLC 109,759 411,483.00 0.02
Monmouth Real Estate Investment Corp. - Class A 4,600 68,819.00 0.00
Monolithic Power Systems, Inc. 485 57,349.00 0.00
Morgan Sindall Group PLC 12,127 183,845.00 0.01
Morgan Stanley 12,185 556,372.00 0.03
Morgan Stanley Capital Services LLC Bloomberg Grai 17,348,512 17,598,816.00 0.85
Morgan Stanley Capital Services LLC Bloomberg Live 4,492,662 4,501,054.00 0.22
Morinaga Milk Industry Co., Ltd. 15,290 407,589.00 0.02
Mosaic Co. (The) 39,134 1,210,834.00 0.06
Motor Oil Hellas Corinth Refineries SA 66,159 1,566,142.00 0.08
MRC Global, Inc. 22,770 360,449.00 0.02
MRF Ltd. 89 77,931.00 0.00
MRV Engenharia e Participacoes SA 88,097 299,221.00 0.01
MSCI EMGMKT DEC18 IFUS 20181221 -316 -15,115,860.00 -0.73
MSG Networks, Inc. 4,922 125,779.00 0.01
MTU Aero Engines AG 4,574 971,300.00 0.05
Murata Manufacturing Co., Ltd. 2,090 325,326.00 0.02
Muthoot Finance Ltd. 10,708 59,227.00 0.00
My EG Services Bhd 275,884 79,332.00 0.00
MyoKardia, Inc. 1,317 69,762.00 0.00
Myriad Genetics, Inc. 3,370 151,768.00 0.01
Mytilineos Holdings SA 50,150 442,944.00 0.02
Nabtesco Corp. 15,414 338,352.00 0.02
Nantex Industry Co., Ltd. 200,142 186,968.00 0.01
Nanya Technology Corp. 21,372 35,686.00 0.00
Naspers Ltd. - Class N 657 115,322.00 0.01
National Beverage Corp. 1,221 112,913.00 0.01
National Health Investors, Inc. 1,317 96,803.00 0.00
National Oilwell Varco, Inc. 163,036 5,999,724.00 0.29
National Retail Properties, Inc. 15,652 731,748.00 0.04
National Storage Affiliates Trust 35,958 957,581.00 0.05
National Western Life Group, Inc. - Class A 392 105,825.00 0.01
NCI Building Systems, Inc. 10,752 131,712.00 0.01
NCR Corp. 23,059 619,156.00 0.03
NCSoft Corp. 56 21,519.00 0.00
NEC Networks & System Integration Corp. 8,577 186,960.00 0.01
Nelnet, Inc. - Class A 2,765 155,673.00 0.01
Neogen Corp. 1,666 101,216.00 0.00
Neopost SA 6,121 196,912.00 0.01
Neste Oyj 1,964 161,348.00 0.01
Nestle SA 23,232 1,961,360.00 0.09
NET One Systems Co., Ltd. 5,364 112,317.00 0.01
NetScout Systems, Inc. 16,430 415,021.00 0.02
Neurocrine Biosciences, Inc. 6,538 700,581.00 0.03
New Jersey Resources Corp. 2,371 106,936.00 0.01
New Relic, Inc. 8,328 743,321.00 0.04
New Zealand Dollar Currency Forward -44,083,000 -248,743.00 -0.01
New Zealand Dollar Currency Forward -29,587,000 -268,715.00 -0.01
New Zealand Dollar Currency Forward -21,342,000 254,525.00 0.01
New Zealand Dollar Currency Forward 77,619,000 -1,278,236.00 -0.06
New Zealand Dollar Currency Forward 25,000 -152.00 0.00
New Zealand Dollar Currency Forward 17,368,000 -502,462.00 -0.02
Newcrest Mining Ltd. 33,881 495,967.00 0.02
Nexity SA 3,939 188,367.00 0.01
Nexon Co., Ltd. 19,127 218,189.00 0.01
Nexstar Media Group, Inc. - Class A 2,131 159,592.00 0.01
Next PLC 4,719 313,501.00 0.02
Nexteer Automotive Group Ltd. 6,694 9,440.00 0.00
NGK Spark Plug Co., Ltd. 75,123 1,520,138.00 0.07
NICE Information Service Co., Ltd. 19,982 191,247.00 0.01
Nice Ltd. 23,902 2,536,174.00 0.12
Nichirei Corp. 30,449 731,336.00 0.04
Nidec Corp. 4,157 534,013.00 0.03
Nihon Unisys Ltd. 48,746 1,068,247.00 0.05
NIKE, Inc. - Class B 171,693 12,883,842.00 0.62
Nikon Corp. 412,266 7,186,895.00 0.35
Nintendo Co., Ltd. 3,406 1,063,633.00 0.05
Nippon Building Fund, Inc. 184 1,054,834.00 0.05
Nippon Light Metal Holdings Co., Ltd. 38,475 81,129.00 0.00
Nippon Paper Industries Co., Ltd. 5,928 107,408.00 0.01
Nippon Prologis REIT, Inc. 243 490,692.00 0.02
Nippon Shokubai Co., Ltd. 12,079 779,366.00 0.04
Nippon Telegraph & Telephone Corp. 196,955 8,122,181.00 0.39
NiSource, Inc. 410,342 10,406,273.00 0.50
Nissha Co., Ltd. 5,708 92,892.00 0.00
NMC Health PLC 672 30,316.00 0.00
NMI Holdings, Inc. - Class A 4,544 96,060.00 0.00
NN Group NV 101,222 4,346,317.00 0.21
Noah Holdings Ltd. (Sponsored ADR) 651 24,550.00 0.00
Nobina AB 28,348 189,156.00 0.01
Nokia Oyj 1,339,431 7,565,891.00 0.36
Nokia Oyj (Sponsored ADR) - Class A 1,073,739 6,034,413.00 0.29
Nomad Foods Ltd. 36,265 692,669.00 0.03
Norbord, Inc. 7,588 193,503.00 0.01
Nordson Corp. 4,910 602,309.00 0.03
Norfolk Southern Corp. 50,482 8,472,394.00 0.41
Norsk Hydro ASA 330,532 1,714,069.00 0.08
Northeast Bancorp 3,379 63,559.00 0.00
Northern Star Resources Ltd. 130,838 817,374.00 0.04
Northrop Grumman Corp. 32,099 8,408,333.00 0.41
Northview Apartment Real Estate Investment Trust 18,746 360,416.00 0.02
NorthWestern Corp. 926 54,454.00 0.00
Norwegian Finans Holding ASA 17,429 155,670.00 0.01
NORWEGIAN KRONE 2,656 315.00 0.00
Norwegian Krone Currency Forward -79,153,000 16,284.00 0.00
Norwegian Krone Currency Forward 191,314,000 -278,742.00 -0.01
Norwegian Krone Currency Forward -120,059,000 67,372.00 0.00
Norwegian Krone Currency Forward 112,704,000 -487,484.00 -0.02
Norwegian Krone Currency Forward -246,038,000 507,131.00 0.02
Norwegian Krone Currency Forward 109,846,000 -465,773.00 -0.02
Norwegian Krone Currency Forward 257,185,627 -318,469.00 -0.02
Novanta, Inc. 753 43,852.00 0.00
Novo Nordisk A/S - Class B 171,853 7,421,763.00 0.36
Nuance Communications, Inc. 18,504 321,784.00 0.02
Nutanix, Inc. - Class A 11,527 478,506.00 0.02
Nutrisystem, Inc. 3,110 110,621.00 0.01
Oasis Petroleum, Inc. 42,850 431,071.00 0.02
Oceaneering International, Inc. 16,860 319,328.00 0.02
Oesterreichische Post AG 4,850 196,907.00 0.01
Oil States International, Inc. 14,320 318,906.00 0.02
Old Republic International Corp. 25,596 564,391.00 0.03
Ollie's Bargain Outlet Holdings, Inc. 8,454 785,439.00 0.04
ONE Gas, Inc. 1,226 96,799.00 0.00
OneMain Holdings, Inc. 10,230 291,759.00 0.01
OneSavings Bank PLC 39,969 190,395.00 0.01
Ono Pharmaceutical Co., Ltd. 45,444 1,031,291.00 0.05
OPAP SA 36,132 339,465.00 0.02
Oracle Corp. 302,895 14,793,391.00 0.71
Oracle Corp. Japan 40,897 2,768,302.00 0.13
Orange SA 21,989 343,214.00 0.02
Origin Energy Ltd. 110,744 573,906.00 0.03
Origin Property PCL 179,583 49,968.00 0.00
Orion Engineered Carbons SA 15,038 388,131.00 0.02
Orion Oyj - Class B 5,185 178,382.00 0.01
ORIX Corp. 269,228 4,385,998.00 0.21
Orkla ASA 669,334 5,775,890.00 0.28
Ormat Technologies, Inc. 1,977 101,195.00 0.00
Orocobre Ltd. 43,093 102,443.00 0.00
Orthofix Medical, Inc. 2,768 168,379.00 0.01
Oshkosh Corp. 6,320 354,804.00 0.02
OSI Systems, Inc. 1,575 108,986.00 0.01
Otsuka Corp. 86,168 2,858,101.00 0.14
Otter Tail Corp. 1,466 66,107.00 0.00
Oversea-Chinese Banking Corp., Ltd. 30,653 238,130.00 0.01
OZ Minerals Ltd. 146,967 942,786.00 0.05
Panalpina Welttransport Holding AG 1,467 179,321.00 0.01
Panasonic Corp. 179,824 1,929,780.00 0.09
Pandora A/S 15,281 956,048.00 0.05
Par Pacific Holdings, Inc. 3,111 55,008.00 0.00
Parade Technologies Ltd. 1,087 14,470.00 0.00
Park Hotels & Resorts, Inc. 34,601 1,005,879.00 0.05
Parque Arauco SA 87,004 197,508.00 0.01
Partners Group Holding AG 7,483 5,327,877.00 0.26
Patrick Industries, Inc. 1,467 63,840.00 0.00
Patterson-UTI Energy, Inc. 23,870 397,196.00 0.02
Paycom Software, Inc. 366 45,849.00 0.00
PC Connection, Inc. 3,306 109,572.00 0.01
Peabody Energy Corp. 5,555 196,941.00 0.01
Pebblebrook Hotel Trust 2,936 99,005.00 0.00
Pegasystems, Inc. 1,916 102,558.00 0.00
Penn National Gaming, Inc. 8,309 201,762.00 0.01
Penn Virginia Corp. 1,120 77,070.00 0.00
PennyMac Mortgage Investment Trust 2,686 51,879.00 0.00
Pentair PLC 12,026 482,883.00 0.02
Penumbra, Inc. 4,539 617,358.00 0.03
PepsiCo, Inc. 111,065 12,481,484.00 0.60
Perficient, Inc. 6,229 155,860.00 0.01
Pernod Ricard SA 24,218 3,692,950.00 0.18
Persimmon PLC 4,764 139,432.00 0.01
Perspecta, Inc. 9,113 223,197.00 0.01
PetroChina Co., Ltd. - Class H 5,086,653 3,657,422.00 0.18
Petrofac Ltd. 23,782 174,881.00 0.01
Petroleo Brasileiro SA (Preference Shares) 108,370 804,293.00 0.04
Peugeot SA 236,361 5,618,493.00 0.27
Pfizer, Inc. 454,161 19,556,189.00 0.94
Phibro Animal Health Corp. - Class A 1,980 85,005.00 0.00
Philip Morris International, Inc. 6,708 590,829.00 0.03
PICC Property & Casualty Co., Ltd. - Class H 1,016,288 987,872.00 0.05
Pidilite Industries Ltd. 1,088 14,131.00 0.00
Pieris Pharmaceuticals, Inc. 7,210 29,706.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 49,382 466,864.00 0.02
PLA Administradora Industrial S de RL de CV 72,019 88,175.00 0.00
Planet Fitness, Inc. 18,217 894,295.00 0.04
PNM Resources, Inc. 14,614 561,359.00 0.03
PolyOne Corp. 14,694 474,763.00 0.02
Polyus PJSC (GDR) 9,962 314,595.00 0.02
Polyus PJSC (GDR) 2,493 76,415.00 0.00
Portland General Electric Co. 13,503 608,742.00 0.03
POSCO 2,051 469,605.00 0.02
PotlatchDeltic Corp. 1,854 67,240.00 0.00
POUND STERLING 59,620 76,206.00 0.00
Power Assets Holdings Ltd. 13,525 90,319.00 0.00
PRA Health Sciences, Inc. 956 92,696.00 0.00
Premier Oil PLC 366,397 502,644.00 0.02
Premium Leisure Corp. 4,037,841 55,845.00 0.00
President Chain Store Corp. 1,373 15,535.00 0.00
Primax Electronics Ltd. 202,630 273,863.00 0.01
Primerica, Inc. 1,181 129,701.00 0.01
Primoris Services Corp. 3,864 81,802.00 0.00
Procter & Gamble Co. (The) 143,848 12,756,440.00 0.61
Progress Software Corp. 5,007 160,929.00 0.01
Progressive Corp. (The) 176,064 12,271,660.00 0.59
Prologis, Inc. 34,744 2,239,974.00 0.11
ProPetro Holding Corp. 5,446 96,137.00 0.00
Prosegur Cash SA 7,692 15,238.00 0.00
Prudential PLC 74,601 1,493,789.00 0.07
Pure Storage, Inc. - Class A 25,160 507,728.00 0.02
Qantas Airways Ltd. 1,236,308 4,799,045.00 0.23
QEP Resources, Inc. 59,742 532,305.00 0.03
Quad/Graphics, Inc. 3,594 55,461.00 0.00
Quanta Services, Inc. 17,873 557,664.00 0.03
RadNet, Inc. 4,145 61,355.00 0.00
Raia Drogasil SA 1,173 19,801.00 0.00
Rakuten, Inc. 27,306 184,700.00 0.01
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 3,855 196,485.00 0.01
Rational AG 296 171,662.00 0.01
Rayonier Advanced Materials, Inc. 4,652 57,599.00 0.00
Raytheon Co. 61,331 10,735,378.00 0.52
RE/MAX Holdings, Inc. - Class A 2,114 79,078.00 0.00
REA Group Ltd. 56,648 2,883,051.00 0.14
Real Gold Mining Ltd. 180,965 0.00 0.00
Realtek Semiconductor Corp. 219,311 883,108.00 0.04
Recipe Unlimited Corp. 8,998 185,652.00 0.01
Reckitt Benckiser Group PLC 66,024 5,338,994.00 0.26
Recruit Holdings Co., Ltd. 21,884 587,378.00 0.03
Regal Beloit Corp. 5,770 413,709.00 0.02
Regency Centers Corp. 175,917 11,146,130.00 0.54
REGENXBIO, Inc. 1,759 117,303.00 0.01
Reinsurance Group of America, Inc. - Class A 5,240 746,018.00 0.04
RELX PLC 134,718 2,665,734.00 0.13
RELX PLC (London) 58,544 1,157,816.00 0.06
Renewable Energy Group, Inc. 3,818 118,676.00 0.01
Rentokil Initial PLC 214,402 864,605.00 0.04
Repco Home Finance Ltd. 19,475 97,143.00 0.00
Repsol SA 529,964 9,469,843.00 0.46
Republic Bancorp, Inc./KY - Class A 3,033 136,130.00 0.01
Retail Opportunity Investments Corp. 35,255 620,136.00 0.03
Retrophin, Inc. 2,882 73,963.00 0.00
Revance Therapeutics, Inc. 10,471 227,964.00 0.01
REX American Resources Corp. 1,229 91,201.00 0.00
Rexford Industrial Realty, Inc. 21,419 678,351.00 0.03
RH 591 68,407.00 0.00
Rheinmetall AG 8,692 752,262.00 0.04
Richter Gedeon Nyrt 1,187 22,050.00 0.00
Rightmove PLC 22,464 129,678.00 0.01
Rio Tinto Ltd. 2,403 130,778.00 0.01
Rio Tinto PLC 15,993 776,486.00 0.04
Riso Kagaku Corp. 8,643 182,302.00 0.01
RLJ Lodging Trust 27,655 537,619.00 0.03
RMR Group, Inc. (The) - Class A 1,869 141,821.00 0.01
Roche Holding AG 39,135 9,524,026.00 0.46
Roland DG Corp. 2,942 62,656.00 0.00
Ross Stores, Inc. 127,349 12,607,551.00 0.61
Round One Corp. 9,499 112,676.00 0.01
Royal Bank of Canada 10,851 790,643.00 0.04
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 80,248 2,548,806.00 0.12
Royal Dutch Shell PLC - Class A 27,542 877,443.00 0.04
Royal Dutch Shell PLC - Class B 472,385 15,405,879.00 0.74
Royal Unibrew A/S 7,869 558,421.00 0.03
RPC, Inc. 33,041 491,650.00 0.02
Rubius Therapeutics, Inc. 12,994 213,504.00 0.01
Rumo SA 5,656 25,306.00 0.00
Rush Enterprises, Inc. - Class A 2,782 98,459.00 0.00
Russell 2000 E-Mini Futures -143 -10,810,085.00 -0.52
Ruth's Hospitality Group, Inc. 4,765 128,800.00 0.01
RWE AG 16,514 321,278.00 0.02
Ryman Hospitality Properties, Inc. 2,555 198,294.00 0.01
Ryoyo Electro Corp. 12,573 180,314.00 0.01
S&P 500 E-Mini Futures -3,882 -526,224,510.00 -25.35
S&P Global, Inc. 28,708 5,234,042.00 0.25
S&P Mid 400 E-Mini Futures -25 -4,562,000.00 -0.22
S&P/TSX 60 Index Futures -962 -130,687,895.00 -6.29
S&T Bancorp, Inc. 2,442 97,976.00 0.00
S-1 Corp. 175 14,852.00 0.00
S-Oil Corp. 6,790 740,953.00 0.04
SA Corporate Real Estate Ltd. 766,696 205,562.00 0.01
Saab AB - Class B 19,739 773,915.00 0.04
Sabra Health Care REIT, Inc. 33,365 722,357.00 0.03
Safaricom PLC 1,086,791 249,153.00 0.01
Safestore Holdings PLC 44,043 300,735.00 0.01
Saga PLC 118,307 180,104.00 0.01
Sage Therapeutics, Inc. 2,198 282,838.00 0.01
Saia, Inc. 679 42,703.00 0.00
SailPoint Technologies Holding, Inc. 21,442 558,349.00 0.03
Salmar ASA 72,719 3,838,562.00 0.18
Samjin Pharmaceutical Co., Ltd. 4,759 155,123.00 0.01
Sampo Oyj - Class A 7,607 349,829.00 0.02
Samsonite International SA 95,288 274,809.00 0.01
Samsung Card Co., Ltd. 3,002 88,718.00 0.00
Samsung Electronics Co., Ltd. 123,543 4,624,962.00 0.22
Samsung Electronics Co., Ltd. (GDR) (London) 360 336,561.00 0.02
Samsung Electronics Co., Ltd. (Preference Shares) 24,252 765,198.00 0.04
Samyang Foods Co., Ltd. 5,242 280,976.00 0.01
Sanderson Farms, Inc. 1,091 107,423.00 0.01
Sanmina Corp. 16,187 409,552.00 0.02
Sanofi 15,871 1,418,290.00 0.07
SAP SE 2,009 215,173.00 0.01
Sarana Menara Nusantara Tbk PT 436,332 13,894.00 0.00
Saras SpA 100,126 195,403.00 0.01
Sarepta Therapeutics, Inc. 345 46,183.00 0.00
Sasol Ltd. 4,837 158,081.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 28,220 329,895.00 0.02
Scandinavian Tobacco Group A/S 56,521 857,658.00 0.04
Schneider Electric SE 11,854 857,229.00 0.04
Schnitzer Steel Industries, Inc. - Class A 1,432 38,535.00 0.00
Scholastic Corp. 5,820 252,471.00 0.01
Science Applications International Corp. 1,488 103,489.00 0.00
SCREEN Holdings Co., Ltd. 11,768 639,745.00 0.03
Segro PLC 39,762 311,734.00 0.02
Selective Insurance Group, Inc. 5,754 373,146.00 0.02
Semtech Corp. 12,919 580,598.00 0.03
Senao International Co., Ltd. 91,559 101,851.00 0.00
Senior PLC 191,336 666,420.00 0.03
Seven Bank Ltd. 201,178 628,733.00 0.03
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 51,127 113,222.00 0.01
Shenandoah Telecommunications Co. 152 5,782.00 0.00
Shenzhou International Group Holdings Ltd. 48,042 532,628.00 0.03
Sherwin-Williams Co. (The) 1,231 484,561.00 0.02
Shikoku Bank Ltd. (The) 11,285 126,773.00 0.01
Shinhan Financial Group Co., Ltd. 2,576 95,950.00 0.00
Shionogi & Co., Ltd. 3,889 248,707.00 0.01
Shizuoka Gas Co., Ltd. 21,641 187,212.00 0.01
Shoprite Holdings Ltd. 1,359 16,594.00 0.00
Showa Sangyo Co., Ltd. 4,545 113,830.00 0.01
Showa Shell Sekiyu KK 73,934 1,411,128.00 0.07
Shutterfly, Inc. 7,130 356,500.00 0.02
Siemens AG 9,436 1,084,689.00 0.05
SIG PLC 123,771 177,267.00 0.01
Signet Jewelers Ltd. 11,698 655,713.00 0.03
Signify NV 9,457 232,978.00 0.01
Sika AG 3,485 446,906.00 0.02
Silergy Corp. 23,003 293,071.00 0.01
Silicon Laboratories, Inc. 1,084 88,459.00 0.00
Siltronic AG 6,119 560,417.00 0.03
Simon Property Group, Inc. 15,891 2,916,348.00 0.14
Sims Metal Management Ltd. 19,038 152,664.00 0.01
SINGAPORE DOLLAR 0 0.00 0.00
Singapore Exchange Ltd. 72,768 359,969.00 0.02
Sinopec Shanghai Petrochemical Co., Ltd. - Class H 637,063 279,953.00 0.01
Sinotruk Hong Kong Ltd. 49,339 71,343.00 0.00
Sirius XM Holdings, Inc. 78,389 471,904.00 0.02
SiteOne Landscape Supply, Inc. 6,164 419,398.00 0.02
SK Hynix, Inc. 4,152 250,091.00 0.01
Skechers U.S.A., Inc. - Class A 9,410 268,843.00 0.01
SkyWest, Inc. 10,391 595,357.00 0.03
Sleep Number Corp. 2,484 90,346.00 0.00
SM Energy Co. 48,696 1,185,275.00 0.06
SM Prime Holdings, Inc. 511,538 323,406.00 0.02
Soft-World International Corp. 36,960 79,182.00 0.00
Softcat PLC 21,947 181,037.00 0.01
Sonic Healthcare Ltd. 84,027 1,344,848.00 0.06
Sotheby's 9,830 412,871.00 0.02
SOUTH KOREAN WON 15,408 13.00 0.00
South32 Ltd. 1,523,834 3,930,198.00 0.19
Southwest Gas Holdings, Inc. 6,381 493,079.00 0.02
SP Plus Corp. 2,255 72,091.00 0.00
Spar Nord Bank A/S 21,427 177,546.00 0.01
SpareBank 1 Nord Norge 23,953 191,386.00 0.01
SpareBank 1 SMN 19,042 194,066.00 0.01
SpareBank 1 SR-Bank ASA 48,189 535,714.00 0.03
Spark Therapeutics, Inc. 1,374 61,827.00 0.00
SpartanNash Co. 2,002 35,743.00 0.00
SPDR S&P 500 ETF Trust 106,123 28,720,067.00 1.38
SPDR S&P 500 ETF Trust 1,019 554,233.00 0.03
SPDR S&P Bank ETF 80,108 3,433,441.00 0.17
SPI 200 Futures 211 21,726,538.00 1.05
Spin Master Corp. 16,727 595,162.00 0.03
Splunk, Inc. 4,358 435,102.00 0.02
Sporton International, Inc. 3,314 12,351.00 0.00
SPS Commerce, Inc. 813 75,706.00 0.00
SPX FLOW, Inc. 4,886 167,247.00 0.01
SRC Energy, Inc. 60,184 426,104.00 0.02
St Barbara Ltd. 72,447 213,864.00 0.01
St. Shine Optical Co., Ltd. 25,689 458,611.00 0.02
STAG Industrial, Inc. 58,274 1,541,942.00 0.07
Stamps.com, Inc. 905 183,023.00 0.01
Starbucks Corp. 5,940 346,153.00 0.02
State Bank Financial Corp. 3,076 78,659.00 0.00
Steelcase, Inc. - Class A 23,858 396,048.00 0.02
Stepan Co. 2,241 185,148.00 0.01
Sterling Bancorp/DE 25,150 452,197.00 0.02
Stifel Financial Corp. 12,698 580,587.00 0.03
Stoneridge, Inc. 2,821 71,683.00 0.00
Strategic Education, Inc. 1,442 181,530.00 0.01
Sturm Ruger & Co., Inc. 2,331 138,448.00 0.01
Subaru Corp. 198,523 5,355,105.00 0.26
Suez 44,683 644,522.00 0.03
SUMCO Corp. 68,605 925,968.00 0.04
Sumitomo Metal Mining Co., Ltd. 14,373 452,563.00 0.02
Sumitomo Mitsui Financial Group, Inc. 10,047 391,195.00 0.02
Sumitomo Realty & Development Co., Ltd. 30,123 1,035,044.00 0.05
Summit Hotel Properties, Inc. 6,898 79,471.00 0.00
Summit Materials, Inc. - Class A 2,438 32,917.00 0.00
Sun Communities, Inc. 102,765 10,324,801.00 0.50
Sun Hung Kai & Co., Ltd. 342,012 154,242.00 0.01
Sun TV Network Ltd. 11,525 101,397.00 0.00
Suncor Energy, Inc. 5,012 168,147.00 0.01
Sunny Optical Technology Group Co., Ltd. 26,018 227,167.00 0.01
Sunstone Hotel Investors, Inc. 8,327 120,496.00 0.01
Super Retail Group Ltd. 30,603 156,944.00 0.01
Superior Plus Corp. 21,747 195,428.00 0.01
Supernus Pharmaceuticals, Inc. 2,820 134,147.00 0.01
Supreme Industries Ltd. 593 7,911.00 0.00
Sushiro Global Holdings Ltd. 14,741 776,492.00 0.04
SVB Financial Group 1,977 469,003.00 0.02
Svenska Handelsbanken AB - Class A SHS 60,283 655,267.00 0.03
Swedbank AB - Class A 40,325 907,108.00 0.04
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 90,507,000 -95,055.00 0.00
Swedish Krona Currency Forward -90,507,000 16,953.00 0.00
Swire Properties Ltd. 202,381 691,602.00 0.03
SWISS FRANC 231,838 230,192.00 0.01
Swiss Franc Currency Forward 11,454,302 -520,534.00 -0.03
Swiss Franc Currency Forward 23,097,000 -496,802.00 -0.02
Swiss Franc Currency Forward 17,394,000 -824,709.00 -0.04
Swiss Franc Currency Forward -33,219,421 666,413.00 0.03
Swiss Franc Currency Forward -18,236,000 483,489.00 0.02
Swiss Franc Currency Forward -6,035,000 109,156.00 0.01
Swiss Franc Currency Forward -9,628,000 391,602.00 0.02
Swiss Re AG 4,773 430,687.00 0.02
Synchrony Financial 232,719 6,720,924.00 0.32
Syncmold Enterprise Corp. 88,192 145,913.00 0.01
SYNNEX Corp. 1,720 133,490.00 0.01
Synovus Financial Corp. 13,114 492,567.00 0.02
Syrah Resources Ltd. 160,816 182,914.00 0.01
T-Gaia Corp. 7,450 168,686.00 0.01
T-Mobile US, Inc. 98,765 6,770,340.00 0.33
Tactile Systems Technology, Inc. 1,216 79,686.00 0.00
Tailored Brands, Inc. 4,258 89,463.00 0.00
Taisei Corp. 12,830 548,745.00 0.03
Taiwan Semiconductor Manufacturing Co., Ltd. 1,039,780 7,806,028.00 0.38
Taiwan Semiconductor Manufacturing Co., Ltd. (Spon 1,238 47,167.00 0.00
Take-Two Interactive Software, Inc. 2,771 357,098.00 0.02
Target Corp. 6,047 505,786.00 0.02
Tatneft PJSC (Sponsored ADR) 61,871 4,372,878.00 0.21
Taylor Morrison Home Corp. - Class A 15,820 261,662.00 0.01
TCF Financial Corp. 7,503 156,670.00 0.01
TCI Co., Ltd. 175,371 2,456,748.00 0.12
TCS Group Holding PLC (GDR) 8,367 138,894.00 0.01
TeamLease Services Ltd. 1,820 63,418.00 0.00
Tecan Group AG 3,269 737,544.00 0.04
Tech Data Corp. 1,924 135,953.00 0.01
Teck Resources Ltd. - Class B 710 14,682.00 0.00
Teladoc Health, Inc. 12,439 862,534.00 0.04
Telenor ASA 18,396 337,314.00 0.02
Teleperformance 29,497 4,858,059.00 0.23
Temenos AG 2,210 303,857.00 0.01
Tencent Holdings Ltd. 159,381 5,460,286.00 0.26
Terex Corp. 8,350 278,806.00 0.01
Test Research, Inc. 48,085 66,876.00 0.00
Tetra Tech, Inc. 2,844 187,879.00 0.01
Teva Pharmaceutical Industries Ltd. 543 10,864.00 0.00
Teva Pharmaceutical Industries Ltd. (Sponsored ADR 114,007 2,277,862.00 0.11
Texas Capital Bancshares, Inc. 8,374 546,238.00 0.03
Texas Instruments, Inc. 79,230 7,354,973.00 0.35
Texas Pacific Land Trust 67 51,082.00 0.00
Texas Roadhouse, Inc. - Class A 2,032 122,894.00 0.01
Third Point Reinsurance Ltd. 5,145 56,908.00 0.00
Thor Industries, Inc. 858 59,789.00 0.00
Tianneng Power International Ltd. 134,228 107,719.00 0.01
Tieto Oyj 7,057 227,178.00 0.01
Times China Holdings Ltd. 1,353,383 1,185,910.00 0.06
Titan Machinery, Inc. 5,711 81,386.00 0.00
Tivity Health, Inc. 1,361 46,852.00 0.00
TJX Cos., Inc. (The) 154,099 16,932,398.00 0.82
TKH Group NV 14,348 724,788.00 0.03
TMK PJSC (GDR) 48,320 183,619.00 0.01
Toei Animation Co., Ltd. 17,913 604,557.00 0.03
Tokyo Electric Power Co. Holdings, Inc. 47,330 242,243.00 0.01
TOMONY Holdings, Inc. 23,003 89,155.00 0.00
Tongda Group Holdings Ltd. 592,533 76,641.00 0.00
TopBuild Corp. 1,710 78,022.00 0.00
TOPIX Index Futures 1,613 233,809,021.00 11.26
Toronto-Dominion Bank (The) 13,160 730,100.00 0.04
Tosoh Corp. 306,938 4,041,082.00 0.19
TOTAL SA 156,211 9,165,773.00 0.44
Total System Services, Inc. 81,658 7,443,126.00 0.36
Towa Bank Ltd. (The) 20,551 167,359.00 0.01
Tower Bersama Infrastructure Tbk PT 423,090 130,246.00 0.01
Tower International, Inc. 4,978 147,823.00 0.01
Toyo Tire & Rubber Co., Ltd. 37,743 629,613.00 0.03
Trade Desk, Inc. (The) - Class A 5,662 699,552.00 0.03
Transportadora de Gas del Sur SA (Sponsored ADR) 722 10,492.00 0.00
Transurban Group 99,617 801,258.00 0.04
TravelSky Technology Ltd. - Class H 5,693 13,830.00 0.00
Treasury Wine Estates Ltd. 49,775 535,758.00 0.03
Trend Micro, Inc./Japan 3,873 222,979.00 0.01
Trex Co., Inc. 2,390 146,542.00 0.01
TriNet Group, Inc. 1,004 47,185.00 0.00
Trinseo SA 9,889 532,836.00 0.03
Tripod Technology Corp. 42,029 101,557.00 0.00
Tritax Big Box REIT PLC 220,781 403,072.00 0.02
TrueBlue, Inc. 5,407 126,155.00 0.01
TRY/EUR 7,673,266 35,821.00 0.00
TRY/USD 9,399,550 54,186.00 0.00
Tsumura & Co. 14,094 438,384.00 0.02
Tsuruha Holdings, Inc. 5,023 524,322.00 0.03
TTM Technologies, Inc. 6,582 77,009.00 0.00
Tupras Turkiye Petrol Rafinerileri AS 39,236 925,730.00 0.04
Turkcell Iletisim Hizmetleri AS 46,737 95,108.00 0.00
TURKISH LIRA 0 0.00 0.00
Turkiye Sise ve Cam Fabrikalari AS 91,968 77,887.00 0.00
Tutor Perini Corp. 23,327 361,576.00 0.02
Twilio, Inc. - Class A 10,190 766,491.00 0.04
Tyler Technologies, Inc. 2,123 449,354.00 0.02
U.S. T-Note 10 Yr (CBT) Futures 1,514 179,314,375.00 8.64
U.S. Treasury Bill 4,000,000 3,984,495.00 0.19
U.S. Treasury Bill 4,000,000 3,986,311.00 0.19
U.S. Treasury Inflation Index 9,266,318 8,624,915.00 0.42
U.S. Treasury Inflation Index 28,471,039 27,514,590.00 1.33
U.S. Ultra Bond (CBT) Futures 409 61,030,468.00 2.94
Ube Industries Ltd. 8,870 193,223.00 0.01
Ubiquiti Networks, Inc. 1,251 116,460.00 0.01
Ubisoft Entertainment SA 3,113 279,289.00 0.01
Ultragenyx Pharmaceutical, Inc. 5,625 272,576.00 0.01
Umicore SA 10,180 479,210.00 0.02
Umpqua Holdings Corp. 34,399 660,472.00 0.03
Uni-President China Holdings Ltd. 664,702 646,647.00 0.03
Unibail-Rodamco-Westfield 2,346 424,619.00 0.02
Unicaja Banco SA 361,460 462,700.00 0.02
Unicharm Corp. 155,219 4,210,915.00 0.20
Unilever PLC 21,544 1,141,209.00 0.05
Union Pacific Corp. 356 52,144.00 0.00
Unipol Gruppo Finanziario SpA 27,137 109,215.00 0.01
Unisys Corp. 5,820 107,150.00 0.01
UNITE Group PLC (The) 56,175 611,652.00 0.03
United Microelectronics Corp. 200,477 76,398.00 0.00
United Rentals, Inc. 3,850 462,269.00 0.02
UnitedHealth Group, Inc. 80,358 21,001,563.00 1.01
Universal Display Corp. 2,850 350,578.00 0.02
Universal Insurance Holdings, Inc. 4,540 190,614.00 0.01
UOL Group Ltd. 60,166 262,065.00 0.01
Urbi Desarrollos Urbanos SAB de CV 27 4.00 0.00
US DOLLAR 3,711,153 3,711,153.00 0.18
US Foods Holding Corp. 267,363 7,798,986.00 0.38
USANA Health Sciences, Inc. 1,874 219,340.00 0.01
Vale SA 14,359 218,822.00 0.01
Vale SA (Sponsored ADR) - Class B 103,889 1,568,726.00 0.08
Valeo SA 29,624 955,508.00 0.05
Valero Energy Corp. 1,712 155,976.00 0.01
Vanda Pharmaceuticals, Inc. 4,677 88,731.00 0.00
VanEck Vectors Agribusiness ETF 22,120 1,359,762.00 0.07
Vanguard Global ex-U.S. Real Estate ETF 26,410 1,397,910.00 0.07
Vanguard Real Estate ETF 53,805 4,214,081.00 0.20
Vectrus, Inc. 2,227 59,708.00 0.00
Vectura Group PLC 201,716 183,247.00 0.01
Vedanta Ltd. 69,531 198,375.00 0.01
Veolia Environnement SA 17,428 347,339.00 0.02
Vera Bradley, Inc. 4,989 65,812.00 0.00
Verint Systems, Inc. 16,360 747,175.00 0.04
Verizon Communications, Inc. 258,287 14,745,642.00 0.71
Verso Corp. 4,854 136,452.00 0.01
Vertex Pharmaceuticals, Inc. 1,820 308,453.00 0.01
Vestas Wind Systems A/S 11,854 743,415.00 0.04
Via Varejo SA 22,184 100,567.00 0.00
Victrex PLC 11,954 404,360.00 0.02
Vieworks Co., Ltd. 495 14,059.00 0.00
Vincom Retail JSC Deutsche Bank AG 114,484 146,136.00 0.01
Vincome Retail (maq) 31/03/20 8,121 10,366.00 0.00
Visa, Inc. - Class A 144,158 19,872,188.00 0.96
Vistra Energy Corp. 3,741 84,662.00 0.00
Vital KSK Holdings, Inc. 17,945 186,961.00 0.01
Vitasoy International Holdings Ltd. 7,496 23,896.00 0.00
Vocera Communications, Inc. 691 24,009.00 0.00
Voltronic Power Technology Corp. 1,001 16,208.00 0.00
Vonage Holdings Corp. 51,731 685,964.00 0.03
Vonovia SE 53,690 2,453,453.00 0.12
VRL Logistics Ltd. 46,734 160,572.00 0.01
VTech Holdings Ltd. 18,282 214,791.00 0.01
W&T Offshore, Inc. 9,407 63,406.00 0.00
Wabash National Corp. 2,920 44,098.00 0.00
Waddell & Reed Financial, Inc. - Class A 4,670 89,059.00 0.00
Walker & Dunlop, Inc. 3,674 154,172.00 0.01
Walmart, Inc. 196,649 19,720,050.00 0.95
Walt Disney Co. (The) 108,729 12,485,446.00 0.60
Warrior Met Coal, Inc. 8,098 226,757.00 0.01
Warsaw Stock Exchange 16,344 164,631.00 0.01
Watkin Jones PLC 71,127 190,921.00 0.01
Watsco, Inc. 2,676 396,529.00 0.02
Wayfair, Inc. - Class A 4,950 545,935.00 0.03
Webster Financial Corp. 7,901 464,894.00 0.02
Weichai Power Co., Ltd. - Class H 124,686 123,265.00 0.01
Weight Watchers International, Inc. 1,082 71,556.00 0.00
WellCare Health Plans, Inc. 1,902 525,083.00 0.03
Wells Fargo & Co. 351,482 18,709,387.00 0.90
Wereldhave NV 3,588 123,120.00 0.01
Wesfarmers Ltd. 86,599 2,867,965.00 0.14
Western Alliance Bancorp 3,561 171,819.00 0.01
Western Areas Ltd. 141,551 226,263.00 0.01
Western Forest Products, Inc. 115,371 154,243.00 0.01
Westpac Banking Corp. 17,318 328,976.00 0.02
WH Group Ltd. 1,552,953 1,090,583.00 0.05
Wharf Real Estate Investment Co., Ltd. 476,818 2,963,012.00 0.14
Whitehaven Coal Ltd. 56,608 195,542.00 0.01
Whiting Petroleum Corp. 11,041 411,829.00 0.02
Williams-Sonoma, Inc. 1,451 86,201.00 0.00
Wilson Bayly Holmes-Ovcon Ltd. 17,960 186,298.00 0.01
Wingstop, Inc. 2,263 141,739.00 0.01
Winnebago Industries, Inc. 3,037 83,707.00 0.00
Wintrust Financial Corp. 8,811 670,921.00 0.03
Wirecard AG 1,363 255,127.00 0.01
WNS Holdings Ltd. (ADR) 1,996 100,185.00 0.00
Wolters Kluwer NV 13,019 738,664.00 0.04
Wolverine World Wide, Inc. 3,163 111,274.00 0.01
Workspace Group PLC 46,324 567,776.00 0.03
Wuliangye Yibin Co., Ltd. - Class A 34,208 237,558.00 0.01
Xenia Hotels & Resorts, Inc. 8,160 167,704.00 0.01
Xerox Corp. 245,272 6,835,730.00 0.33
Xilinx, Inc. 94,410 8,059,781.00 0.39
XPO Logistics, Inc. 6,018 537,974.00 0.03
Yageo Corp. 14,048 144,049.00 0.01
Yahoo Japan Corp. 263,633 822,483.00 0.04
Yamato Kogyo Co., Ltd. 68,593 1,807,689.00 0.09
Yandex NV - Class A 7,399 222,960.00 0.01
Yes Bank Ltd. 110,567 281,571.00 0.01
Yestar Healthcare Holdings Co., Ltd. 213,223 55,467.00 0.00
Yihai International Holding Ltd. 245,109 538,615.00 0.03
YPF SA (Sponsored ADR) 26,810 402,154.00 0.02
Yuasa Trading Co., Ltd. 5,657 185,591.00 0.01
Yurtec Corp. 24,906 187,646.00 0.01
ZAR/USD 23,400,277 1,475.00 0.00
Zendesk, Inc. 7,980 438,660.00 0.02
Zhejiang Dahua Technology Co., Ltd. - Class A 47,994 79,866.00 0.00
Zions Bancorp NA 14,027 659,970.00 0.03
Zoetis, Inc. 112,721 10,161,801.00 0.49
ZTO Express Cayman, Inc. (ADR) 4,651 75,439.00 0.00


Footnotes

The Overlay Portfolios are intended to be used as part of a broader investment program administered directly by the Bernstein Global Wealth Management Unit of AllianceBernstein L.P. The Portfolios are not designed to be used as stand-alone investments.


Because each Portfolio pursues its own unique investment objective, each Portfolio has its own set of risks. Each Portfolio may invest in a diversified portfolio of securities and other financial instruments, including derivative instruments, that provide investment exposure to a variety of asset classes. These asset classes may include: equity securities and fixed-income instruments of issuers located within and outside the United States, real estate related securities, below-investment grade securities, currencies and commodities. The risks associated with an investment in each Portfolio are fully discussed in the Portfolios' prospectus.


Investors should consider the investment objectives, risks, charges and expenses of the Fund/Portfolio carefully before investing. For copies of our prospectus or summary prospectus, which contain this and other information, visit us online at www.bernstein.com or contact your Bernstein Advisor. Please read the prospectus and/or summary prospectus carefully before investing.


Bernstein Global Wealth Management is a unit of AllianceBernstein L.P. Sanford C. Bernstein & Co., LLC, the distributor of the funds, is a member of FINRA and a subsidiary of AllianceBernstein L.P.