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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August Holdings (as of 8/31/2019)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Japan Bond (OSE) Futures 43 62,819,221.00 3.17
1st Source Corp. 1,587 70,424.00 0.00
58.com, Inc. (ADR) 2,756 148,260.00 0.01
a2 Milk Co., Ltd. 7,606 69,139.00 0.00
AAR Corp. 10,563 453,786.00 0.02
Aaron's, Inc. 2,716 174,158.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 54,628,426 54,628,426.00 2.76
AbbVie, Inc. 2,521 165,740.00 0.01
Abcam PLC 21,507 303,044.00 0.02
Accenture PLC - Class A 1,342 266,086.00 0.01
Ace Hardware Indonesia Tbk PT 238,997 29,030.00 0.00
Adani Ports & Special Economic Zone Ltd. 42,578 217,430.00 0.01
Addcn Technology Co., Ltd. 8,390 66,023.00 0.00
Adecco Group AG 181 9,596.00 0.00
adidas AG 19,070 5,652,749.00 0.29
ADLER Real Estate AG 9,696 122,449.00 0.01
Admiral Group PLC 23,430 614,018.00 0.03
ADO Properties SA 18,292 750,556.00 0.04
Adobe, Inc. 19,570 5,567,974.00 0.28
Adtalem Global Education, Inc. 3,702 158,179.00 0.01
Advanced Energy Industries, Inc. 2,366 122,204.00 0.01
Advanced Micro Devices, Inc. 20,589 647,524.00 0.03
AECI Ltd. 29,945 179,630.00 0.01
Aecon Group, Inc. 12,296 170,773.00 0.01
AEON REIT Investment Corp. 91 120,451.00 0.01
AerCap Holdings NV 83,993 4,503,742.00 0.23
AG Mortgage Investment Trust, Inc. 3,994 59,884.00 0.00
Agnico Eagle Mines Ltd. 9,999 625,186.00 0.03
Agree Realty Corp. 6,772 505,835.00 0.03
Agricultural Bank of China Ltd. - Class H 593,347 228,113.00 0.01
AIA Group Ltd. 416,672 4,032,036.00 0.20
Aimmune Therapeutics, Inc. 12,227 249,317.00 0.01
Air New Zealand Ltd. 325,895 588,315.00 0.03
Air Water, Inc. 41,872 710,464.00 0.04
Airbus SE 15,100 2,080,727.00 0.11
Airports Corp. Of Vietnam Jsc 6,275 22,330.00 0.00
Aisan Industry Co., Ltd. 11,450 77,514.00 0.00
Akatsuki, Inc. 12,388 821,119.00 0.04
Aker BP ASA 26,543 701,169.00 0.04
Akzo Nobel NV 1,182 106,019.00 0.01
Alamo Group, Inc. 740 84,597.00 0.00
Alaris Royalty Corp. 11,821 171,631.00 0.01
Alaska Air Group, Inc. 10,149 606,098.00 0.03
Alcoa Corp. 25,047 449,093.00 0.02
Alcoa Corp. 13,494 241,947.00 0.01
Aldar Properties PJSC 285,624 174,367.00 0.01
Alexandria Real Estate Equities, Inc. 6,465 968,853.00 0.05
Alibaba Group Holding Ltd. (Sponsored ADR) 46,726 8,178,459.00 0.41
Alimentation Couche-Tard, Inc. - Class B 537 33,807.00 0.00
Allakos, Inc. 1,688 149,394.00 0.01
ALLETE, Inc. 2,584 221,552.00 0.01
Alliant Energy Corp. 12,913 677,286.00 0.03
Allianz SE 13,112 2,894,076.00 0.15
Allied Properties Real Estate Investment Trust 11,817 465,996.00 0.02
Allison Transmission Holdings, Inc. 3,862 171,631.00 0.01
Allogene Therapeutics, Inc. 8,605 234,320.00 0.01
Alphabet, Inc. - Class A 97 116,458.00 0.01
Alphabet, Inc. - Class C 36,143 42,942,039.00 2.17
Altran Technologies SA 59,272 943,435.00 0.05
Altria Group, Inc. 186,034 8,137,135.00 0.41
Altus Group Ltd./Canada 2,805 82,181.00 0.00
Amadeus Fire AG 1,427 166,870.00 0.01
Amadeus IT Group SA - Class A 26,265 1,958,628.00 0.10
Amazon.com, Inc. 149 265,539.00 0.01
Ambac Financial Group, Inc. 4,820 86,955.00 0.00
Amdocs Ltd. 8,310 537,989.00 0.03
Amedisys, Inc. 7,211 928,129.00 0.05
American Assets Trust, Inc. 3,821 179,082.00 0.01
American Campus Communities, Inc. 14,017 651,537.00 0.03
American Campus Communities, Inc. 10,025 465,962.00 0.02
American Electric Power Co., Inc. 176,278 16,067,739.00 0.81
American Equity Investment Life Holding Co. 5,708 123,014.00 0.01
American Financial Group, Inc./OH 5,072 512,119.00 0.03
American Homes 4 Rent - Class A 28,166 720,487.00 0.04
American International Group, Inc. 3,949 205,548.00 0.01
Americold Realty Trust 11,810 430,120.00 0.02
Americold Realty Trust 18,020 656,317.00 0.03
AMETEK, Inc. 6,856 589,136.00 0.03
AMN Healthcare Services, Inc. 3,557 207,785.00 0.01
Amphastar Pharmaceuticals, Inc. 2,687 60,368.00 0.00
Anaplan, Inc. 11,652 633,053.00 0.03
AngioDynamics, Inc. 1,689 31,032.00 0.00
Anglo American PLC 3,011 65,258.00 0.00
Anhui Conch Cement Co., Ltd. - Class A 7,696 42,492.00 0.00
Anhui Conch Cement Co., Ltd. - Class H 48,711 273,433.00 0.01
Ansell Ltd. 37,507 687,405.00 0.03
ANSYS, Inc. 3,739 772,327.00 0.04
Anthem, Inc. 44,899 11,741,986.00 0.59
Antofagasta PLC 47,386 500,898.00 0.03
Apartment Investment & Management Co. - Class A 12,540 639,544.00 0.03
APERAM SA 3,297 79,895.00 0.00
Apergy Corp. 3,465 90,039.00 0.00
APG SGA SA 663 175,247.00 0.01
Apollo Hospitals Enterprise Ltd. 46,195 976,162.00 0.05
Apple, Inc. 151,402 31,603,775.00 1.60
Applied Industrial Technologies, Inc. 2,284 121,972.00 0.01
Aptiv PLC 8,428 701,002.00 0.04
AquaVenture Holdings Ltd. 4,742 83,840.00 0.00
ArcBest Corp. 3,843 113,799.00 0.01
ArcelorMittal 21,465 309,128.00 0.02
Arch Coal, Inc. 1,386 106,134.00 0.01
Arcs Co., Ltd. 8,284 171,602.00 0.01
Arena Pharmaceuticals, Inc. 6,113 323,348.00 0.02
Ares Management Corp. - Class A 21,455 624,340.00 0.03
Argo Group International Holdings Ltd. 866 56,972.00 0.00
Arista Networks, Inc. 1,700 385,254.00 0.02
Aristocrat Leisure Ltd. 35,360 708,314.00 0.04
Arjo AB - Class B 49,400 198,138.00 0.01
Armada Hoffler Properties, Inc. 36,018 624,553.00 0.03
Armstrong World Industries, Inc. 7,990 762,805.00 0.04
Aroundtown SA 178,848 1,488,120.00 0.08
Arrowhead Pharmaceuticals, Inc. 4,251 145,260.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 2,828 316,915.00 0.02
Ascom Holding AG 9,757 99,624.00 0.01
ASGN, Inc. 2,288 142,950.00 0.01
Ashmore Group PLC 32,622 179,723.00 0.01
Ashtead Group PLC 14,098 391,394.00 0.02
ASMedia Technology, Inc. 1,803 28,974.00 0.00
ASML Holding NV 28,708 6,384,985.00 0.32
ASPEED Technology, Inc. 5,722 140,088.00 0.01
Aspen Technology, Inc. 8,497 1,131,813.00 0.06
ASR Nederland NV 114,208 3,993,619.00 0.20
Assa Abloy AB - Class B 17,283 360,771.00 0.02
Associated Banc-Corp. 19,640 377,873.00 0.02
Assura PLC 402,519 339,421.00 0.02
Assured Guaranty Ltd. 3,941 167,712.00 0.01
Astellas Pharma, Inc. 337,889 4,664,050.00 0.24
Astral Foods Ltd. 16,939 177,351.00 0.01
AT&S Austria Technologie & Systemtechnik AG 20,373 325,281.00 0.02
Aten International Co., Ltd. 61,201 162,865.00 0.01
Atkore International Group, Inc. 6,894 200,021.00 0.01
Atlantic Power Corp. 49,904 114,280.00 0.01
Atlas Air Worldwide Holdings, Inc. 4,251 109,888.00 0.01
Atlas Air Worldwide Holdings, Inc. 2,565 66,324.00 0.00
Atrion Corp. 96 74,650.00 0.00
Aurizon Holdings Ltd. 794,542 3,158,886.00 0.16
AUST 10Y BOND FUT SEP19 XSFE 20190916 -184 -18,437,083.00 -0.93
Austevoll Seafood ASA 50,813 521,466.00 0.03
Australia & New Zealand Banking Group Ltd. 907 16,326.00 0.00
AUSTRALIAN DOLLAR 755,838 509,019.00 0.03
Australian Dollar Currency Forward 22,290,361 -544,743.00 -0.03
Australian Dollar Currency Forward -22,290,361 110,198.00 0.01
Australian Dollar Currency Forward -19,902,187 98,391.00 0.00
Australian Dollar Currency Forward -10,242,619 78,622.00 0.00
Australian Dollar Currency Forward 30,144,806 -193,246.00 -0.01
Australian Dollar Currency Forward 40,144,020 -257,457.00 -0.01
Auto Trader Group PLC 633,913 4,109,455.00 0.21
Automatic Data Processing, Inc. 53,754 9,129,579.00 0.46
AutoZone, Inc. 11,782 12,980,111.00 0.66
Avalara, Inc. 8,690 732,914.00 0.04
AVEVA Group PLC 7,427 335,080.00 0.02
Avista Corp. 3,324 155,910.00 0.01
Avnet, Inc. 10,222 428,199.00 0.02
Avnet, Inc. 2,877 120,527.00 0.01
Axfood AB 9,830 206,245.00 0.01
Axon Enterprise, Inc. 10,286 616,851.00 0.03
Axos Financial, Inc. 4,359 112,966.00 0.01
Axsome Therapeutics, Inc. 2,050 52,178.00 0.00
Ayala Land, Inc. 177,698 161,378.00 0.01
Azrieli Group Ltd. 2,918 217,535.00 0.01
B&M European Value Retail SA 97,444 425,443.00 0.02
B3 SA - Brasil Bolsa Balcao 170,060 1,839,825.00 0.09
BAE Systems PLC 242,220 1,610,798.00 0.08
Banco Comercial Portugues SA 2,431,708 516,118.00 0.03
Banco Macro SA (ADR) 1,019 23,763.00 0.00
Bancolombia SA (Sponsored ADR) 1,853 92,323.00 0.00
Bancorp, Inc. (The) 13,372 122,086.00 0.01
Bandai Namco Holdings, Inc. 8,138 478,217.00 0.02
Bank Central Asia Tbk PT 240,513 516,205.00 0.03
Bank for Foreign Trade of Vietnam JSC 36,225 121,198.00 0.01
Bank for Foreign Trade of Vietnam JSC 35,103 117,642.00 0.01
Bank Hapoalim BM 304,781 2,236,129.00 0.11
Bank Leumi Le-Israel BM 210,497 1,434,303.00 0.07
Bank Mandiri Persero Tbk PT 725,235 368,744.00 0.02
Bank Negara Indonesia Persero Tbk PT 300,723 162,841.00 0.01
Bank of America Corp. 703,170 19,344,206.00 0.98
Bank of Georgia Group PLC 1,291 21,320.00 0.00
Bank of Ireland Group PLC 217,647 827,650.00 0.04
Bank of NT Butterfield & Son Ltd. (The) 4,427 122,014.00 0.01
Bank of the Philippine Islands 119,822 202,367.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 4,154,037 185,881.00 0.01
Bank Tabungan Negara Persero Tbk PT 148,115 20,821.00 0.00
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 151,461 34,365.00 0.00
BankUnited, Inc. 3,820 121,331.00 0.01
BankUnited, Inc. 16,560 525,945.00 0.03
Baozun, Inc. (Sponsored ADR) 5,646 258,382.00 0.01
Barclays PLC 28,356 47,237.00 0.00
Barloworld Ltd. 16,651 121,968.00 0.01
Barnes Group, Inc. 2,669 119,728.00 0.01
Barrett Business Services, Inc. 1,713 149,310.00 0.01
BB Seguridade Participacoes SA 13,049 102,955.00 0.01
BE Semiconductor Industries NV 3,472 102,603.00 0.01
Beach Energy Ltd. 421,092 692,670.00 0.03
Beazley PLC 59,918 415,949.00 0.02
Befesa SA 11,707 399,676.00 0.02
Beiersdorf AG 383 48,373.00 0.00
BeiGene Ltd. (Sponsored ADR) 2,237 321,607.00 0.02
Beijing Enterprises Water Group Ltd. 899,719 471,637.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 9,209 26,319.00 0.00
Belden, Inc. 1,605 73,229.00 0.00
Belden, Inc. 2,681 122,280.00 0.01
Berger Paints India Ltd. 4,154 21,519.00 0.00
Berkshire Hathaway, Inc. - Class B 101,278 20,600,968.00 1.04
Berry Global Group, Inc. 97,887 3,831,297.00 0.19
BGF retail Co., Ltd. 153 25,723.00 0.00
BHP Group Ltd. 1,843 45,263.00 0.00
Bid Corp., Ltd. 823 17,618.00 0.00
Biffa PLC 164,600 397,767.00 0.02
BillerudKorsnas AB 60,345 669,103.00 0.03
Bio-Rad Laboratories, Inc. - Class A 1,268 428,321.00 0.02
BioGaia AB - Class B 4,578 197,954.00 0.01
Biogen, Inc. 30,717 6,750,060.00 0.34
Biohaven Pharmaceutical Holding Co., Ltd. 9,201 360,612.00 0.02
BioTelemetry, Inc. 2,699 107,054.00 0.01
BK Brasil Operacao e Assessoria a Restaurantes SA 5,574 25,981.00 0.00
Black Hills Corp. 4,865 373,194.00 0.02
Bloomberry Resorts Corp. 3,405,845 676,412.00 0.03
Bloomin' Brands, Inc. 19,375 349,525.00 0.02
Bloomin' Brands, Inc. 6,345 114,473.00 0.01
Blucora, Inc. 4,220 95,308.00 0.00
Blueprint Medicines Corp. 5,751 441,001.00 0.02
BlueScope Steel Ltd. 152,841 1,285,956.00 0.06
BMC Stock Holdings, Inc. 4,451 113,188.00 0.01
BMC Stock Holdings, Inc. 7,773 197,681.00 0.01
BOC Aviation Ltd. 262,612 2,278,485.00 0.12
Boeing Co. (The) 29,154 10,614,679.00 0.54
Boiron SA 4,334 177,945.00 0.01
Boise Cascade Co. 2,659 83,498.00 0.00
Boliden AB 12,935 286,549.00 0.01
Bolsa Mexicana de Valores SAB de CV 100,358 185,630.00 0.01
Bombardier, Inc. - Class B 236,845 305,974.00 0.02
Booking Holdings, Inc. 6,141 12,077,132.00 0.61
Booz Allen Hamilton Holding Corp. 1,345 101,566.00 0.01
Bosideng International Holdings Ltd. 1,529,199 523,864.00 0.03
Boston Beer Co., Inc. (The) - Class A 401 175,967.00 0.01
Boston Properties, Inc. 6,180 793,692.00 0.04
BP PLC 248,770 1,515,072.00 0.08
BR Properties SA 48,037 127,605.00 0.01
Brady Corp. - Class A 1,132 53,484.00 0.00
Brambles Ltd. 9,579 72,812.00 0.00
Bright Horizons Family Solutions, Inc. 6,635 1,095,251.00 0.06
Brinker International, Inc. 3,147 119,613.00 0.01
Bristol-Myers Squibb Co. 1,482 71,278.00 0.00
Britannia Industries Ltd. 374 14,186.00 0.00
Britannia Industries Ltd. 11,226 160.00 0.00
British American Tobacco PLC 105,157 3,688,754.00 0.19
Brixmor Property Group, Inc. 41,528 765,373.00 0.04
Broadcom, Inc. 40,245 11,374,846.00 0.57
Brunswick Corp./DE 7,220 336,452.00 0.02
Builders FirstSource, Inc. 12,880 250,530.00 0.01
Bunge Ltd. 342 18,295.00 0.00
Burberry Group PLC 1,635 43,281.00 0.00
Burkhalter Holding AG 2,540 200,849.00 0.01
Burlington Stores, Inc. 5,150 1,042,823.00 0.05
Buzzi Unicem SpA 63,048 1,328,166.00 0.07
CA Immobilien Anlagen AG 36,679 1,298,056.00 0.07
CACI International, Inc. - Class A 569 126,594.00 0.01
Cactus, Inc. - Class A 12,704 323,583.00 0.02
Cadence BanCorp 6,822 104,860.00 0.01
Cadence Design Systems, Inc. 2,715 185,965.00 0.01
Calavo Growers, Inc. 1,547 137,155.00 0.01
Calbee, Inc. 33,944 1,034,488.00 0.05
Callaway Golf Co. 16,901 300,161.00 0.02
Camden Property Trust 6,558 709,903.00 0.04
Camden Property Trust 6,916 748,737.00 0.04
CAN 10YR BOND FUT DEC19 XMOD 20191218 258 28,113,744.00 1.42
CANADIAN DOLLAR -3,350,279 -2,516,358.00 -0.13
Canadian Dollar Currency Forward 19,064,130 -208,428.00 -0.01
Canadian Dollar Currency Forward -19,064,130 111,260.00 0.01
Canadian Dollar Currency Forward -16,750,961 88,251.00 0.00
CANCOM SE 3,604 213,891.00 0.01
Capcom Co., Ltd. 2,305 59,906.00 0.00
Capgemini SE 56,429 6,770,881.00 0.34
Capital Power Corp. 30,278 694,311.00 0.04
CapitaLand Commercial Trust 276,505 424,156.00 0.02
Capitec Bank Holdings Ltd. 718 51,844.00 0.00
Capri Holdings Ltd. 8,556 225,707.00 0.01
CareTrust REIT, Inc. 4,343 103,329.00 0.01
Carlisle Cos., Inc. 5,554 805,107.00 0.04
Carlsberg Brewery Malaysia Bhd 33,259 204,711.00 0.01
Carpenter Technology Corp. 6,681 324,963.00 0.02
Carrefour SA 5,599 95,434.00 0.00
Casella Waste Systems, Inc. - Class A 2,551 116,115.00 0.01
Casey's General Stores, Inc. 87 14,602.00 0.00
Catalent, Inc. 1,091 57,576.00 0.00
Cathay General Bancorp 6,015 199,649.00 0.01
CBRE Group, Inc. - Class A 186,904 9,769,472.00 0.49
CDW Corp./DE 56,104 6,480,012.00 0.33
CECONOMY AG 12,054 61,815.00 0.00
Cellnex Telecom SA 15,770 631,997.00 0.03
Centene Corp. 1,098 51,226.00 0.00
Centrais Eletricas Brasileiras SA 236,674 2,625,648.00 0.13
Centrais Eletricas Brasileiras SA (Preference Shar 1,655 18,766.00 0.00
Central Garden & Pet Co. - Class A 3,537 85,110.00 0.00
Central Japan Railway Co. 434 85,911.00 0.00
Central Pattana PCL 49,474 108,827.00 0.01
Cerner Corp. 2,816 194,076.00 0.01
Cewe Stiftung & Co. KGAA 2,091 188,878.00 0.01
CH Robinson Worldwide, Inc. 2,324 196,382.00 0.01
Charter Court Financial Services Group PLC 52,831 168,428.00 0.01
Chartwell Retirement Residences 30,993 347,324.00 0.02
Check Point Software Technologies Ltd. 113,323 12,204,894.00 0.62
Chegg, Inc. 21,520 853,056.00 0.04
Chemed Corp. 293 125,900.00 0.01
Chesapeake Lodging Trust 2,583 66,521.00 0.00
Chesapeake Utilities Corp. 925 87,572.00 0.00
Chevron Corp. 103,721 12,210,147.00 0.62
Children's Place, Inc. (The) 863 75,383.00 0.00
China CITIC Bank Corp., Ltd. - Class H 5,882,240 3,071,348.00 0.16
China Construction Bank Corp. - Class H 383,308 284,841.00 0.01
China Everbright International Ltd. 651,960 510,795.00 0.03
China Everbright Ltd. 465,383 530,050.00 0.03
China General Plastics Corp. 100,800 60,781.00 0.00
China Lilang Ltd. 153,216 124,886.00 0.01
China Overseas Land & Investment Ltd. 140,918 444,530.00 0.02
China Overseas Property Holdings Ltd. 367,704 187,021.00 0.01
China Resources Gas Group Ltd. 22,345 110,268.00 0.01
China Resources Land Ltd. 185,072 750,316.00 0.04
China Resources Pharmaceutical Group Ltd. 162,545 167,544.00 0.01
China Unicom Hong Kong Ltd. 3,487,699 3,464,959.00 0.18
Chipotle Mexican Grill, Inc. - Class A 700 586,894.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,015 69,649.00 0.00
Chr Hansen Holding A/S 6,297 529,505.00 0.03
Churchill Downs, Inc. 761 93,865.00 0.00
CI Financial Corp. 5,062 72,546.00 0.00
Cia de Transmissao de Energia Eletrica Paulista (P 450,329 2,696,977.00 0.14
Cie Plastic Omnium SA 10,072 244,162.00 0.01
Ciena Corp. 17,429 713,392.00 0.04
CIFI Holdings Group Co., Ltd. 1,717,813 920,666.00 0.05
Cimarex Energy Co. 2,957 126,500.00 0.01
Cirrus Logic, Inc. 3,675 197,140.00 0.01
Cisco Systems, Inc. 233,094 10,911,152.00 0.55
Citi Trends, Inc. 2,971 49,945.00 0.00
Citigroup, Inc. 238,941 15,375,912.00 0.78
Citigroupglobal Markets ICE Long: SS1VEL9 CDS US 171,883,800 183,393,098.00 9.26
Citrix Systems, Inc. - Class C 47,902 4,453,927.00 0.23
City Developments Ltd. 35,546 245,135.00 0.01
City Office REIT, Inc. 16,126 218,358.00 0.01
City Union Bank Ltd. 9,439 26,656.00 0.00
CK Asset Holdings Ltd. 336,643 2,279,861.00 0.12
Clas Ohlson AB - Class B 20,923 204,552.00 0.01
Cleveland-Cliffs, Inc. 13,839 109,888.00 0.01
CNH/USD1 11,517,542 52,858.00 0.00
CNO Financial Group, Inc. 6,295 91,164.00 0.00
CNOOC Ltd. 82,939 122,868.00 0.01
Coca-Cola Amatil Ltd. 11,494 84,095.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 48,516 1,053,761.00 0.05
Coca-Cola European Partners PLC 28,527 1,607,265.00 0.08
Cochlear Ltd. 18,740 2,743,692.00 0.14
cocokara fine, Inc. 1,882 103,266.00 0.01
COFCO Meat Holdings Ltd. 371,248 106,314.00 0.01
Cogeco Communications, Inc. 14,164 1,113,226.00 0.06
Coles Group Ltd. 391,537 3,649,462.00 0.18
Colgate-Palmolive Co. 3,110 230,620.00 0.01
Collegium Pharmaceutical, Inc. 4,477 51,852.00 0.00
Collins Foods Ltd. 32,348 187,896.00 0.01
Coloplast A/S - Class B 881 105,090.00 0.01
Colruyt SA 1,976 101,230.00 0.01
Comcast Corp. - Class A 514,222 22,759,465.00 1.15
Comerica, Inc. 6,480 399,492.00 0.02
Comfort Systems USA, Inc. 2,807 108,552.00 0.01
Community Trust Bancorp, Inc. 2,335 90,837.00 0.00
CommVault Systems, Inc. 8,203 355,764.00 0.02
CommVault Systems, Inc. 3,129 135,744.00 0.01
Compass Group PLC 145,118 3,680,549.00 0.19
Computacenter PLC 8,874 144,199.00 0.01
CONMED Corp. 776 78,248.00 0.00
ConocoPhillips 447 23,327.00 0.00
CONSOL Energy, Inc. 4,080 68,383.00 0.00
Consolidated Edison, Inc. 2,095 186,296.00 0.01
Consolidated Water Co., Ltd. 6,720 98,521.00 0.00
Constellation Software, Inc./Canada 5,905 5,751,229.00 0.29
Construtora Tenda SA 32,880 201,208.00 0.01
Contact Energy Ltd. 400,722 2,114,836.00 0.11
Continental Building Products, Inc. 4,944 124,310.00 0.01
Continental Resources, Inc./OK 10,005 292,162.00 0.01
Controladora Vuela Cia de Aviacion SAB de CV - Cla 197,444 175,065.00 0.01
Cooper-Standard Holdings, Inc. 5,906 221,120.00 0.01
Copart, Inc. 7,450 561,655.00 0.03
Corcept Therapeutics, Inc. 4,396 55,437.00 0.00
Core-Mark Holding Co., Inc. 3,824 123,886.00 0.01
CoreCivic, Inc. 6,279 106,429.00 0.01
CorEnergy Infrastructure Trust, Inc. 2,972 134,070.00 0.01
Cornerstone OnDemand, Inc. 2,189 114,228.00 0.01
Corp. GEO SAB de CV Series B 155 0.00 0.00
Corus Entertainment, Inc. - Class B 50,732 194,334.00 0.01
Cosmax, Inc. 194 11,459.00 0.00
CoStar Group, Inc. 1,231 757,421.00 0.04
Costco Wholesale Corp. 45,079 13,287,486.00 0.67
Cott Corp. 36,151 455,864.00 0.02
Coupa Software, Inc. 676 93,975.00 0.00
Cousins Properties, Inc. 10,440 362,268.00 0.02
Cousins Properties, Inc. 20,029 695,009.00 0.04
Covestro AG 78,928 3,586,782.00 0.18
Cowen, Inc. - Class A 6,189 96,612.00 0.00
CP ALL PCL 148,800 408,840.00 0.02
Credit Suisse Group AG 94,423 1,104,774.00 0.06
Cree, Inc. 6,616 284,056.00 0.01
Criteo SA (Sponsored ADR) 17,346 336,859.00 0.02
Crocs, Inc. 3,988 88,934.00 0.00
CSR Ltd. 68,743 180,648.00 0.01
Cub Elecparts, Inc. 1,449 13,206.00 0.00
CubeSmart 282,553 10,140,856.00 0.51
Cummins, Inc. 571 85,261.00 0.00
Curtiss-Wright Corp. 1,022 125,442.00 0.01
CVR Energy, Inc. 2,979 118,509.00 0.01
Cypress Semiconductor Corp. 19,640 451,916.00 0.02
CytomX Therapeutics, Inc. 5,113 44,897.00 0.00
CZECH KORUNA 0 0.00 0.00
Daewon Pharmaceutical Co., Ltd. 983 11,866.00 0.00
Daiho Corp. 5,534 135,823.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,257 84,730.00 0.00
Daiichikosho Co., Ltd. 5,457 246,103.00 0.01
Daito Trust Construction Co., Ltd. 598 77,066.00 0.00
Daiwa Office Investment Corp. 35 279,471.00 0.01
Dana, Inc. 19,125 243,461.00 0.01
DANISH KRONE 2 0.00 0.00
Danone SA 11,383 1,019,842.00 0.05
Daqin Railway Co., Ltd. - Class A 1,141,214 1,236,393.00 0.06
Dassault Systemes SE 5,508 776,710.00 0.04
DBS Group Holdings Ltd. 209,022 3,685,711.00 0.19
Deciphera Pharmaceuticals, Inc. 4,596 166,742.00 0.01
Deckers Outdoor Corp. 924 136,317.00 0.01
Delek US Holdings, Inc. 3,808 124,714.00 0.01
Delta Air Lines, Inc. 193,515 11,196,777.00 0.57
Deluxe Corp. 3,068 141,399.00 0.01
Denny's Corp. 4,689 110,625.00 0.01
Desarrolladora Homex SAB de CV 186 0.00 0.00
Detour Gold Corp. 6,571 117,718.00 0.01
Deutsche Bank AG 2.170% CPI# 1,468,369 -1,503,720.00 -0.08
Deutsche Pfandbriefbank AG 16,373 194,420.00 0.01
Deutsche Telekom AG 39,443 658,500.00 0.03
Deutz AG 70,779 413,263.00 0.02
Diageo PLC 5,169 221,321.00 0.01
Dialog Semiconductor PLC 4,894 231,845.00 0.01
Digital Realty Trust, Inc. 8,904 1,100,908.00 0.06
Direct Line Insurance Group PLC 18,943 65,366.00 0.00
Discovery, Inc. - Class A 272,656 7,525,305.00 0.38
DMC Global, Inc. 2,140 92,974.00 0.00
DNB ASA 23,770 382,955.00 0.02
Dollar General Corp. 58,356 9,108,788.00 0.46
Dongwon Development Co., Ltd. 48,897 167,972.00 0.01
Dongyue Group Ltd. 141,300 66,492.00 0.00
Dorel Industries, Inc. - Class B 14,347 98,066.00 0.00
Douzone Bizon Co., Ltd. 749 35,585.00 0.00
Dream Global Real Estate Investment Trust 11,420 124,376.00 0.01
Dril-Quip, Inc. 7,088 324,984.00 0.02
DSV A/S 3,462 343,533.00 0.02
Dynatrace, Inc. 20,935 481,086.00 0.02
E-MART, Inc. 1,010 96,961.00 0.00
Eagle Bancorp, Inc. 2,901 118,201.00 0.01
Eagle Pharmaceuticals, Inc./DE 929 52,396.00 0.00
East Japan Railway Co. 3,582 340,968.00 0.02
East West Bancorp, Inc. 1,916 78,823.00 0.00
Easterly Government Properties, Inc. 16,539 339,876.00 0.02
Easterly Government Properties, Inc. 13,946 286,594.00 0.01
Eastern Co. SAE 28,447 26,471.00 0.00
eBay, Inc. 2,237 90,141.00 0.00
Echo Global Logistics, Inc. 5,534 110,904.00 0.01
EDION Corp. 18,466 175,916.00 0.01
EDP - Energias de Portugal SA 1,278,682 4,833,169.00 0.24
Edwards Lifesciences Corp. 44,066 9,775,676.00 0.49
Egis Technology, Inc. 16,710 141,960.00 0.01
Electrocomponents PLC 30,034 212,880.00 0.01
Electronic Arts, Inc. 56,040 5,249,866.00 0.27
Eli Lilly & Co. 80,705 9,117,251.00 0.46
Elite Material Co., Ltd. 34,375 144,509.00 0.01
Emaar Properties PJSC 248,627 335,693.00 0.02
Embraer SA 155,914 675,841.00 0.03
EMCOR Group, Inc. 2,243 196,158.00 0.01
eMemory Technology, Inc. 1,921 22,326.00 0.00
Emergent BioSolutions, Inc. 2,054 89,969.00 0.00
Emirates NBD PJSC Merrill Lynch & Co., Inc. 74,033 233,574.00 0.01
Empire Co., Ltd. - Class A 1,572 43,385.00 0.00
Empire State Realty Trust, Inc. - Class A 32,765 460,675.00 0.02
Empire State Realty Trust, Inc. - Class A 26,417 371,430.00 0.02
Employers Holdings, Inc. 3,807 164,234.00 0.01
Enanta Pharmaceuticals, Inc. 1,042 73,550.00 0.00
Enbridge, Inc. 673 22,521.00 0.00
Encompass Health Corp. 1,794 109,061.00 0.01
Endesa SA 3,910 100,505.00 0.01
Enel SpA 1,304,831 9,466,275.00 0.48
EnerSys 6,723 376,488.00 0.02
EnerSys 1,958 109,663.00 0.01
Enghouse Systems Ltd. 7,481 214,304.00 0.01
ENN Energy Holdings Ltd. 102,199 1,164,541.00 0.06
Enphase Energy, Inc. 1,519 45,077.00 0.00
Enterprise Financial Services Corp. 1,342 52,911.00 0.00
Entertainment One Ltd. 156,923 1,118,594.00 0.06
Entra ASA 21,608 325,252.00 0.02
Entravision Communications Corp. - Class A 20,583 62,984.00 0.00
Envestnet, Inc. 963 55,114.00 0.00
EOG Resources, Inc. 144,798 10,742,632.00 0.54
ePlus, Inc. 813 66,441.00 0.00
EPR Properties 5,231 409,372.00 0.02
Equatorial Energia SA 19,348 447,481.00 0.02
Equiniti Group PLC 194,713 486,289.00 0.02
Equinix, Inc. 387 215,638.00 0.01
Equity Group Holdings PLC/Kenya 68,905 26,596.00 0.00
Ercros SA 24,267 45,806.00 0.00
Erste Group Bank AG 101,905 3,277,731.00 0.17
Esperion Therapeutics, Inc. 1,428 52,327.00 0.00
Essent Group Ltd. 9,277 449,934.00 0.02
Essent Group Ltd. 4,453 215,985.00 0.01
Essential Properties Realty Trust, Inc. 16,831 382,244.00 0.02
Essex Property Trust, Inc. 2,569 825,449.00 0.04
Essity AB - Class B 11,690 365,178.00 0.02
Etsy, Inc. 13,498 712,576.00 0.04
EURO BUXL 30Y BND SEP19 XEUR 20190906 16 3,944,269.00 0.20
EURO CURRENCY 8,271,310 9,090,581.00 0.46
Euro Currency Forward -3,039,479 96,935.00 0.00
Euro Currency Forward -35,875,223 647,946.00 0.03
Euro Currency Forward 4,343,547 -102,097.00 -0.01
Euro Currency Forward 21,976,273 -591,712.00 -0.03
Euro Currency Forward 12,594,881 -278,307.00 -0.01
Euro Currency Forward 23,634,938 -522,258.00 -0.03
Euro Currency Forward -12,127,371 244,948.00 0.01
Euro Currency Forward -23,634,938 476,854.00 0.02
Euro STOXX 50 Futures 2,052 77,178,733.00 3.90
Euro-BOBL Futures 83 12,427,053.00 0.63
Euro-Bund Futures 49 9,645,149.00 0.49
Eurofins Scientific SE 1,165 534,013.00 0.03
Euronext NV 8,843 694,234.00 0.04
Evercore, Inc. - Class A 1,157 92,303.00 0.00
Everest Re Group Ltd. 49,296 11,627,940.00 0.59
Everi Holdings, Inc. 6,973 62,338.00 0.00
EVERTEC, Inc. 4,310 150,261.00 0.01
Evolution Mining Ltd. 819,429 2,872,244.00 0.15
Evonik Industries AG 32,489 830,577.00 0.04
Exact Sciences Corp. 3,818 455,197.00 0.02
Exelon Corp. 3,070 145,128.00 0.01
Expeditors International of Washington, Inc. 7,784 553,482.00 0.03
Experian PLC 17,895 550,395.00 0.03
Extreme Networks, Inc. 13,337 89,092.00 0.00
Exxon Mobil Corp. 27,104 1,856,130.00 0.09
F5 Networks, Inc. 34,975 4,502,331.00 0.23
Fabege AB 23,710 397,265.00 0.02
Fabrinet 2,560 129,275.00 0.01
Facebook, Inc. - Class A 160,952 29,884,006.00 1.51
Faes Farma SA 39,899 209,837.00 0.01
Fair Isaac Corp. 390 137,770.00 0.01
Faurecia SE 9,421 412,265.00 0.02
Federal Agricultural Mortgage Corp. - Class C 540 44,468.00 0.00
Feed One Co., Ltd. 103,725 154,098.00 0.01
Fiat Chrysler Automobiles NV 8,169 106,832.00 0.01
Fibra Uno Administracion SA de CV 270,460 374,486.00 0.02
Fidelity National Financial, Inc. 314,747 13,829,983.00 0.70
Fidelity National Information Services, Inc. 70,535 9,608,277.00 0.49
First American Financial Corp. 7,252 423,879.00 0.02
First American Financial Corp. 2,382 139,278.00 0.01
First BanCorp/Puerto Rico 11,498 110,157.00 0.01
First Citizens BancShares, Inc./NC - Class A 253 112,649.00 0.01
First Financial Corp./IN 2,332 94,711.00 0.00
First Gen Corp. 375,650 190,460.00 0.01
First Industrial Realty Trust, Inc. 3,614 140,772.00 0.01
First Quantum Minerals Ltd. 103,444 633,999.00 0.03
FirstCash, Inc. 3,813 376,457.00 0.02
Firstsource Solutions Ltd. 493,804 333,953.00 0.02
Five Below, Inc. 7,235 889,081.00 0.04
FLSmidth & Co. A/S 10,428 449,584.00 0.02
FMC Corp. 7,120 614,669.00 0.03
Fomento Economico Mexicano SAB de CV 47,599 435,371.00 0.02
Ford Motor Co. 16,194 148,504.00 0.01
Fortescue Metals Group Ltd. 1,774 9,575.00 0.00
Forward Air Corp. 2,356 146,815.00 0.01
Foschini Group Ltd. (The) 15,785 156,571.00 0.01
Fossil Group, Inc. 3,973 50,859.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 6,941 15,895.00 0.00
Fox Corp. - Class B 1,850 60,707.00 0.00
FPT Corp. Macquarie Bank Ltd. 104,059 238,315.00 0.01
Franklin Resources, Inc. 3,784 99,465.00 0.01
Frasers Logistics & Industrial Trust 143,584 126,149.00 0.01
Fresh Del Monte Produce, Inc. 3,868 100,745.00 0.01
FTI Consulting, Inc. 1,735 187,644.00 0.01
FTSE 100 Index Futures 442 38,703,898.00 1.96
Fu Shou Yuan International Group Ltd. 337,389 326,469.00 0.02
Fubon Financial Holding Co., Ltd. 1,896,932 2,634,901.00 0.13
Galenica AG 4,210 236,264.00 0.01
Games Workshop Group PLC 3,517 187,870.00 0.01
Gardner Denver Holdings, Inc. 13,320 382,017.00 0.02
Gecina SA 2,778 440,445.00 0.02
Geely Automobile Holdings Ltd. 128,577 198,068.00 0.01
Generac Holdings, Inc. 2,394 186,756.00 0.01
Genesco, Inc. 2,014 71,861.00 0.00
Genesis Energy Ltd. 337,047 730,527.00 0.04
Genmab A/S 2,454 501,750.00 0.03
Genomic Health, Inc. 1,341 102,829.00 0.01
Genpact Ltd. 1,927 78,958.00 0.00
Genpact Ltd. 9,506 389,365.00 0.02
Genworth Financial, Inc. - Class A 27,268 120,801.00 0.01
Genworth MI Canada, Inc. 6,161 233,256.00 0.01
Geo Holdings Corp. 12,000 150,427.00 0.01
Gerresheimer AG 9,518 719,320.00 0.04
Getinge AB - Class B 61,686 853,836.00 0.04
Getty Realty Corp. 2,227 70,757.00 0.00
GF Securities Co., Ltd. - Class H 55,125 56,430.00 0.00
Gigabyte Technology Co., Ltd. 44,420 74,653.00 0.00
Gilead Sciences, Inc. 172,587 10,966,178.00 0.55
Giordano International Ltd. 547,572 171,102.00 0.01
GlaxoSmithKline PLC 81,957 1,707,936.00 0.09
Glencore PLC 981,954 2,817,550.00 0.14
Global Unichip Corp. 3,399 25,621.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 10,540 92,755.00 0.00
Globant SA 202 19,192.00 0.00
Globus Medical, Inc. - Class A 2,647 135,209.00 0.01
Glory Ltd. 14,690 403,774.00 0.02
GlycoMimetics, Inc. 5,180 17,250.00 0.00
GMO Payment Gateway, Inc. 5,758 445,537.00 0.02
GMS, Inc. 4,747 139,848.00 0.01
Gol Linhas Aereas Inteligentes 933 2,975.00 0.00
Gol Linhas Aereas Inteligentes SA (Preference Shar 21,565 172,899.00 0.01
Goldman Sachs Group, Inc. (The) 59,309 12,093,698.00 0.61
Goldman Sachs International 2.175% CPI# 8,192,056 -8,311,935.00 -0.42
Goodman Group 40,712 397,664.00 0.02
Gossamer Bio, Inc. 11,104 232,743.00 0.01
GPT Group (The) 174,632 750,916.00 0.04
Gran Tierra Energy, Inc. 82,277 116,797.00 0.01
Grand Canyon Education, Inc. 6,742 846,795.00 0.04
Granges AB 19,366 175,750.00 0.01
Graphic Packaging Holding Co. 30,773 424,975.00 0.02
Graphic Packaging Holding Co. 6,350 87,696.00 0.00
Gray Television, Inc. 8,010 122,553.00 0.01
Great British Pound Currency Forward -2,612,365 93,651.00 0.00
Great British Pound Currency Forward -16,990,346 187,153.00 0.01
Great Portland Estates PLC 34,253 290,175.00 0.01
Great Southern Bancorp, Inc. 2,209 124,490.00 0.01
Great Western Bancorp, Inc. 5,303 158,216.00 0.01
Green REIT PLC 61,796 129,418.00 0.01
Greencore Group PLC 212,519 545,043.00 0.03
Greenland Hong Kong Holdings Ltd. 335,270 115,946.00 0.01
Greggs PLC 7,423 191,163.00 0.01
Grocery Outlet Holding Corp. 12,034 486,775.00 0.02
Growthpoint Properties Ltd. 184,550 279,547.00 0.01
Grupo Aval Acciones y Valores SA (ADR) 3,030 22,214.00 0.00
Grupo Cementos de Chihuahua SAB de CV 47,418 248,433.00 0.01
Grupo Financiero Galicia SA (ADR) 1,411 15,305.00 0.00
Guangzhou Automobile Group Co., Ltd. - Class H 280,741 282,202.00 0.01
Guardant Health, Inc. 5,809 508,461.00 0.03
GUD Holdings Ltd. 29,157 177,185.00 0.01
GVC Holdings PLC 221,335 1,698,257.00 0.09
GW Pharmaceuticals PLC (Sponsored ADR) 1,307 186,250.00 0.01
GWA Group Ltd. 76,204 169,187.00 0.01
H&R Real Estate Investment Trust 267,491 4,546,596.00 0.23
Haemonetics Corp. 1,845 246,397.00 0.01
Hain Celestial Group, Inc. (The) 20,433 389,248.00 0.02
Hain Celestial Group, Inc. (The) 6,330 120,597.00 0.01
Haitong Securities Co., Ltd. - Class H 81,118 77,012.00 0.00
Halliburton Co. 21,710 409,032.00 0.02
Halozyme Therapeutics, Inc. 5,956 98,395.00 0.00
Han's Laser Technology Industry Group Co., Ltd. 18,084 78,453.00 0.00
Han's Laser Technology Industry Group Co., Ltd. UB 6,780 29,417.00 0.00
Hana Financial Group, Inc. 122,115 3,280,208.00 0.17
Hancock Whitney Corp. 4,993 175,319.00 0.01
Handsome Co., Ltd. 6,079 148,094.00 0.01
Hanesbrands, Inc. 5,595 76,437.00 0.00
Hang Seng Bank Ltd. 23,947 498,855.00 0.03
HANG SENG IDX FUT SEP19 XHKF 20190927 -22 -3,583,440.00 -0.18
Hangzhou Tigermed Consulting Co., Ltd. - Class A 2,918 24,933.00 0.00
Hanmi Financial Corp. 5,827 104,372.00 0.01
Hanover Insurance Group, Inc. (The) 2,550 339,532.00 0.02
Harsco Corp. 5,059 90,564.00 0.00
Harvey Norman Holdings Ltd. 25,183 74,259.00 0.00
Haseko Corp. 20,412 218,936.00 0.01
Hawaiian Holdings, Inc. 13,831 337,614.00 0.02
HCL Technologies Ltd. 8,072 124,486.00 0.01
HCP, Inc. 28,205 979,029.00 0.05
HDFC Bank Ltd. 62,929 1,963,425.00 0.10
Health & Happiness H&H International Holdings Ltd. 71,594 297,609.00 0.02
HealthEquity, Inc. 1,908 113,287.00 0.01
HealthStream, Inc. 2,482 62,725.00 0.00
Heidrick & Struggles International, Inc. 3,530 93,743.00 0.00
Heiwa Real Estate REIT, Inc. 107 135,683.00 0.01
Helen of Troy Ltd. 805 123,659.00 0.01
Hemfosa Fastigheter AB 27,356 276,159.00 0.01
Hennes & Mauritz AB - Class B 6,117 117,232.00 0.01
Hera SpA 56,993 227,548.00 0.01
Heritage Insurance Holdings, Inc. 3,428 44,944.00 0.00
Hermes International 66 45,629.00 0.00
Hershey Co. (The) 1,297 205,572.00 0.01
Hexcel Corp. 9,791 823,912.00 0.04
Hikari Tsushin, Inc. 997 233,632.00 0.01
Hillenbrand, Inc. 5,655 155,191.00 0.01
Hilltop Holdings, Inc. 9,190 218,282.00 0.01
Hitachi Ltd. 2,677 91,334.00 0.00
HKT Trust & HKT Ltd. - Class SS 405,138 632,880.00 0.03
HMS Holdings Corp. 4,229 154,487.00 0.01
Hokuhoku Financial Group, Inc. 11,246 103,575.00 0.01
HollyFrontier Corp. 1,333 59,148.00 0.00
Home BancShares, Inc./AR 6,895 122,194.00 0.01
Home Depot, Inc. (The) 94,528 21,543,961.00 1.09
Honeywell International, Inc. 82,830 13,635,474.00 0.69
HONG KONG DOLLAR 590,732 75,344.00 0.00
Horiba Ltd. 10,867 556,829.00 0.03
Horizon Therapeutics PLC 2,814 77,757.00 0.00
Houghton Mifflin Harcourt Co. 31,112 185,116.00 0.01
Houlihan Lokey, Inc. 3,160 139,645.00 0.01
Housing Development Finance Corp., Ltd. 96,340 2,925,006.00 0.15
Hoya Corp. 8,513 692,203.00 0.03
Hua Hong Semiconductor Ltd. 303,259 505,396.00 0.03
Huafa Industrial Co., Ltd. Zhuhai 109,080 107,962.00 0.01
Huaneng Power International, Inc. - Class H 230,493 126,502.00 0.01
Huaxin Cement Co., Ltd. 744,552 1,937,221.00 0.10
Huazhu Group Ltd. (ADR) 3,312 109,414.00 0.01
Hub Group, Inc. - Class A 2,079 89,521.00 0.00
Hub Group, Inc. - Class A 2,906 125,164.00 0.01
HubSpot, Inc. 5,353 1,069,066.00 0.05
Hugel, Inc. 1,310 399,286.00 0.02
HUGO BOSS AG 23,010 1,284,876.00 0.06
Hulic Reit, Inc. 153 272,201.00 0.01
Humana AB 33,551 165,443.00 0.01
Hung Sheng Construction Ltd. 68,577 43,519.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 5,679 113,134.00 0.01
Huons Co., Ltd. 2,226 83,716.00 0.00
Husqvarna AB - Class B 40,433 313,816.00 0.02
Ia Financial Corp., Inc. 1,924 80,044.00 0.00
IBERIABANK Corp. 2,384 164,539.00 0.01
Ibstock PLC 125,335 326,978.00 0.02
ICF International, Inc. 1,300 110,107.00 0.01
ICICI Bank Ltd. 202,752 1,164,388.00 0.06
ICICI Lombard General Insurance Co., Ltd. 1,760 30,767.00 0.00
ICON PLC 11,598 1,788,448.00 0.09
IDEX Corp. 4,298 707,923.00 0.04
IHI Corp. 82,481 1,603,549.00 0.08
IMA Industria Macchine Automatiche SpA 2,395 164,261.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 19,448 114,141.00 0.01
Imperial Oil Ltd. 2,200 54,000.00 0.00
Inaba Denki Sangyo Co., Ltd. 4,498 201,283.00 0.01
Incyte Corp. 5,180 423,827.00 0.02
Independence Realty Trust, Inc. 46,972 653,391.00 0.03
Independent Bank Group, Inc. 1,507 73,724.00 0.00
Indiabulls Housing Finance Ltd. 17,145 108,759.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
Indra Sistemas SA 5,283 41,637.00 0.00
IndusInd Bank Ltd. 18,123 354,884.00 0.02
Industria de Diseno Textil SA 4,116 127,386.00 0.01
Industrial Bank Co., Ltd. - Class A 112,822 271,078.00 0.01
Industrias Bachoco SAB de CV 20,867 95,674.00 0.00
Industrias Penoles SAB de CV 7,770 93,440.00 0.00
Industrivarden AB - Class C 2,018 42,294.00 0.00
Inficon Holding AG 313 196,845.00 0.01
Infineon Technologies AG 40,285 698,181.00 0.04
Info Edge India Ltd. 1,048 29,854.00 0.00
Ingevity Corp. 1,584 120,694.00 0.01
Inmobiliaria Colonial Socimi SA 70,931 819,195.00 0.04
Innovative Industrial Properties, Inc. 1,199 106,931.00 0.01
Innoviva, Inc. 5,222 60,528.00 0.00
Inpex Corp. 22,335 192,808.00 0.01
Insight Enterprises, Inc. 1,877 90,236.00 0.00
Insperity, Inc. 1,506 149,253.00 0.01
Instone Real Estate Group AG 14,882 303,244.00 0.02
Insulet Corp. 6,906 1,064,804.00 0.05
Integer Holdings Corp. 1,791 129,697.00 0.01
InterDigital, Inc. 2,038 100,244.00 0.01
Intermediate Capital Group PLC 33,466 546,467.00 0.03
International Bancshares Corp. 4,623 164,548.00 0.01
Intertek Group PLC 3,253 215,653.00 0.01
Intertrust NV 42,402 880,750.00 0.04
Intuit, Inc. 834 240,628.00 0.01
Invincible Investment Corp. 220 131,789.00 0.01
Invitae Corp. 24,742 600,255.00 0.03
Iovance Biotherapeutics, Inc. 4,689 98,535.00 0.00
IPG Photonics Corp. 2,740 339,020.00 0.02
IPH Ltd. 36,357 227,763.00 0.01
IPSOS 7,474 201,435.00 0.01
Iren SpA 75,034 203,693.00 0.01
iRhythm Technologies, Inc. 818 62,294.00 0.00
iShares MSCI ACWI ETF 23,022 1,660,616.00 0.08
iShares MSCI Global Metals & Mining Producers ETF 38,850 993,783.00 0.05
iShares Russell 2000 ETF 2,783 414,273.00 0.02
Israel Discount Bank Ltd. - Class A 198,232 824,985.00 0.04
Itau Unibanco Holding SA (Preference Shares) 53,503 438,517.00 0.02
Itochu Enex Co., Ltd. 21,893 167,081.00 0.01
j2 Global, Inc. 1,796 152,020.00 0.01
Jabil, Inc. 2,876 82,859.00 0.00
Jaccs Co., Ltd. 9,286 193,064.00 0.01
Jack Henry & Associates, Inc. 4,272 619,269.00 0.03
Jacobs Engineering Group, Inc. 7,570 672,670.00 0.03
Japan Airlines Co., Ltd. 177,574 5,542,378.00 0.28
Japan Hotel REIT Investment Corp. 732 563,903.00 0.03
Japan Post Bank Co., Ltd. 9,241 84,142.00 0.00
Japan Post Holdings Co., Ltd. 10,122 91,985.00 0.00
Japan Real Estate Investment Corp. 39 264,928.00 0.01
Japan Rental Housing Investments, Inc. 188 174,483.00 0.01
Japan Retail Fund Investment Corp. 73 147,349.00 0.01
Japanese Government CPI Linked Bond Series 21 1,006,826,174 9,794,745.00 0.49
JAPANESE YEN -279,543,970 -2,631,373.00 -0.13
Japanese Yen Currency Forward 4,757,206,752 278,374.00 0.01
Japanese Yen Currency Forward 1,354,882,876 79,282.00 0.00
Japanese Yen Currency Forward -1,354,882,876 -194,261.00 -0.01
Japanese Yen Currency Forward -3,611,548,253 -80,984.00 0.00
Japanese Yen Currency Forward -1,891,100,138 75,736.00 0.00
Japanese Yen Currency Forward -2,866,106,614 -63,852.00 0.00
JBS SA 76,553 547,949.00 0.03
Jeronimo Martins SGPS SA 2,936 48,462.00 0.00
Jinxin Fertility Group Ltd. 237,338 288,182.00 0.01
JNBY Design Ltd. 96,914 138,200.00 0.01
John B Sanfilippo & Son, Inc. 1,097 101,655.00 0.01
Johnson & Johnson 72,878 9,354,725.00 0.47
Johnson Matthey PLC 34,646 1,231,837.00 0.06
JPMorgan Chase & Co. 187,082 20,552,847.00 1.04
JPMorgan Chase Bank Long: IS1VNB2 IRS USD R V 12 26,157,978 -26,118,760.00 -1.32
JPMorgan Chase Bank, NA 2.170% CPI# 1,350,350 -1,382,624.00 -0.07
JPMorgan Chase Bank, NA 2.170% CPI# 9,009,265 -9,225,225.00 -0.47
JPMorgan Chase Bank, NA 2.183% CPI# 8,192,056 -8,315,017.00 -0.42
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 5,869,263 6,141,506.00 0.31
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 405,323 416,980.00 0.02
JPMorgan Chase Bank, NA Bloomberg Petroleum Subind 8,240,707 8,311,136.00 0.42
JPMorgan Chase Bank, NA Bloomberg Precious Metals 4,703,898 5,406,838.00 0.27
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 2,634,280 2,397,924.00 0.12
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 2,568,659 2,466,601.00 0.12
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 2,180,676 2,179,544.00 0.11
JUMBO SA 1,399 27,013.00 0.00
JXTG Holdings, Inc. 348,949 1,439,563.00 0.07
Jyske Bank A/S 60,093 1,686,344.00 0.09
K12, Inc. 3,377 88,989.00 0.00
Kadant, Inc. 1,037 85,365.00 0.00
Kaga Electronics Co., Ltd. 3,955 59,276.00 0.00
Kajaria Ceramics Ltd. 3,386 22,449.00 0.00
Kakaku.com, Inc. 17,335 433,524.00 0.02
Kansai Electric Power Co., Inc. (The) 17,179 208,885.00 0.01
Kardex AG 1,391 195,224.00 0.01
Kasai Kogyo Co., Ltd. 15,801 106,049.00 0.01
KB Financial Group, Inc. 52,294 1,708,609.00 0.09
KBC Group NV 21,374 1,237,044.00 0.06
KBR, Inc. 5,881 150,105.00 0.01
Kemper Corp. 4,017 281,109.00 0.01
Kenedix Office Investment Corp. - Class A 19 151,859.00 0.01
Kenedix Residential Next Investment Corp. 67 128,210.00 0.01
Kennametal, Inc. 9,973 298,092.00 0.02
Kerry Group PLC - Class A 6,991 832,229.00 0.04
Keyence Corp. 1,995 1,179,219.00 0.06
Kforce, Inc. 3,569 116,142.00 0.01
KGHM Polska Miedz SA 2,838 55,759.00 0.00
Kiatnakin Bank PCL 84,448 200,262.00 0.01
Killam Apartment Real Estate Investment Trust 71,372 1,099,479.00 0.06
Kilroy Realty Corp. 6,128 477,186.00 0.02
Kimball International, Inc. - Class B 5,128 89,997.00 0.00
Kindred Group PLC (SDR) 32,800 183,918.00 0.01
Kingspan Group PLC 17,460 797,155.00 0.04
KION Group AG 6,958 337,207.00 0.02
Kirkland Lake Gold Ltd. 1,305 63,463.00 0.00
Knight-Swift Transportation Holdings, Inc. 13,797 471,029.00 0.02
Knowles Corp. 5,649 114,564.00 0.01
Koh Young Technology, Inc. 297 18,861.00 0.00
Kohnan Shoji Co., Ltd. 2,763 60,244.00 0.00
Kokuyo Co., Ltd. 38,035 507,199.00 0.03
Koninklijke Ahold Delhaize NV 29,191 683,812.00 0.03
Koninklijke DSM NV 23,258 2,892,559.00 0.15
Koninklijke Philips NV 50,102 2,361,530.00 0.12
Koninklijke Volkerwessels NV 10,143 173,910.00 0.01
Kose Corp. 3,245 558,198.00 0.03
Kronos Worldwide, Inc. 3,831 41,954.00 0.00
Kulicke & Soffa Industries, Inc. 19,136 398,602.00 0.02
Kulicke & Soffa Industries, Inc. 6,160 128,327.00 0.01
Kumho Petrochemical Co., Ltd. 3,588 208,752.00 0.01
Kvaerner ASA 135,598 175,734.00 0.01
Kweichow Moutai Co., Ltd. - Class A 2,499 399,498.00 0.02
Kyokuto Securities Co., Ltd. 6,366 48,273.00 0.00
L Brands, Inc. 5,624 92,853.00 0.00
L&T Technology Services Ltd. 13,738 313,477.00 0.02
Labrador Iron Ore Royalty Corp. 8,349 163,305.00 0.01
Lantheus Holdings, Inc. 4,583 99,747.00 0.01
Largan Precision Co., Ltd. 650 80,746.00 0.00
Larsen & Toubro Ltd. 15,034 279,682.00 0.01
Las Vegas Sands Corp. 1,621 89,931.00 0.00
Lattice Semiconductor Corp. 27,214 535,853.00 0.03
Lear Corp. 3,016 338,576.00 0.02
Legal & General Group PLC 27,986 74,981.00 0.00
LEM Holding SA 142 181,468.00 0.01
Lennar Corp. - Class A 8,587 437,937.00 0.02
Lennar Corp. - Class A 5,380 274,417.00 0.01
Lennox International, Inc. 2,478 628,933.00 0.03
Leonardo SpA 454,226 5,581,281.00 0.28
LF Corp. 7,165 114,182.00 0.01
LHC Group, Inc. 845 100,229.00 0.01
Li Ning Co., Ltd. 14,246 42,018.00 0.00
LIC Housing Finance Ltd. 36,159 215,964.00 0.01
Ligand Pharmaceuticals, Inc. 831 75,616.00 0.00
Light SA 38,008 185,866.00 0.01
Link REIT 71,621 802,903.00 0.04
Lithia Motors, Inc. - Class A 1,175 154,077.00 0.01
Littelfuse, Inc. 2,910 454,163.00 0.02
LivaNova PLC 971 75,441.00 0.00
Lloyds Banking Group PLC 203,888 124,049.00 0.01
Localiza Rent a Car SA 22,690 257,758.00 0.01
Lojas Renner SA 2,591 31,633.00 0.00
London Stock Exchange Group PLC 13,993 1,186,989.00 0.06
LONG GILT FUTURE DEC19 IFLL 20191227 363 59,311,242.00 3.00
Lonza Group AG 1,657 588,418.00 0.03
Louisiana-Pacific Corp. 6,796 163,395.00 0.01
Low SU Gasoil Futures 128,625 132,354.00 0.01
LUKOIL PJSC (Sponsored ADR) 13,011 1,052,399.00 0.05
LUKOIL PJSC (Sponsored ADR) (London) 48,055 3,873,593.00 0.20
Lundin Mining Corp. 121,583 579,882.00 0.03
Luxshare Precision Industry Co., Ltd. - Class A 77,076 264,351.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 6,727 2,682,722.00 0.14
Machvision, Inc. 13,819 149,686.00 0.01
Madrigal Pharmaceuticals, Inc. 1,976 183,232.00 0.01
Maeil Dairies Co., Ltd. 2,630 198,727.00 0.01
Magna International, Inc. - Class A (Canada) 1,624 81,343.00 0.00
Magna International, Inc. - Class A (United States 174,532 8,745,798.00 0.44
Maire Tecnimont SpA 43,676 106,587.00 0.01
Malaysia Airports Holdings Bhd 206,654 403,747.00 0.02
Mammoth Energy Services, Inc. 7,394 26,914.00 0.00
Man Group PLC/Jersey 103,633 210,540.00 0.01
Manappuram Finance Ltd. 105,839 176,802.00 0.01
Manhattan Associates, Inc. 1,157 95,648.00 0.00
ManTech International Corp./VA - Class A 1,668 117,292.00 0.01
Mapletree North Asia Commercial Trust 130,025 123,547.00 0.01
Marcus & Millichap, Inc. 3,333 120,279.00 0.01
Masimo Corp. 916 140,388.00 0.01
Masmovil Ibercom SA 1,416 28,984.00 0.00
Masonite International Corp. 2,204 117,696.00 0.01
Masonite International Corp. 7,136 380,991.00 0.02
MasTec, Inc. 2,537 159,559.00 0.01
Mastercard, Inc. - Class A 1,197 336,861.00 0.02
MasterCraft Boat Holdings, Inc. 5,297 80,251.00 0.00
Matrix Service Co. 5,896 117,161.00 0.01
MAXIMUS, Inc. 2,692 207,177.00 0.01
MaxLinear, Inc. - Class A 17,982 356,403.00 0.02
McDonald's Corp. 522 113,930.00 0.01
McKesson Corp. 979 135,386.00 0.01
Mediaset Espana Comunicacion SA 32,172 203,592.00 0.01
Medical Facilities Corp. 19,985 101,174.00 0.01
Medical Properties Trust, Inc. 37,119 690,043.00 0.03
Medifast, Inc. 857 85,756.00 0.00
Mediobanca Banca di Credito Finanziario SpA 108,385 1,077,172.00 0.05
Medpace Holdings, Inc. 1,704 137,912.00 0.01
Medtronic PLC 76,299 8,231,899.00 0.42
Megacable Holdings SAB de CV 133,118 544,657.00 0.03
Meitec Corp. 17,762 915,299.00 0.05
Melexis NV 2,477 157,327.00 0.01
Merck & Co., Inc. 183,438 15,861,902.00 0.80
Merit Medical Systems, Inc. 1,711 59,535.00 0.00
Meritage Homes Corp. 1,943 126,995.00 0.01
Meritor, Inc. 9,005 151,478.00 0.01
Merlin Properties Socimi SA 175,431 2,347,406.00 0.12
Mesa Laboratories, Inc. 530 117,391.00 0.01
MetLife, Inc. 4,464 197,794.00 0.01
METRO AG 5,721 88,583.00 0.00
Mettler-Toledo International, Inc. 97 64,170.00 0.00
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 13,083 165,511.00 0.01
MGM Growth Properties LLC - Class A 16,269 501,735.00 0.03
MGM Growth Properties LLC - Class A 15,823 487,996.00 0.02
Michaels Cos., Inc. (The) 23,690 134,322.00 0.01
Micron Technology, Inc. 5,858 265,209.00 0.01
Microsoft Corp. 369,500 50,939,288.00 2.57
Mid-America Apartment Communities, Inc. 170,961 21,657,406.00 1.09
Millicom International Cellular SA 1,367 69,608.00 0.00
Minerva SA/Brazil 81,042 166,154.00 0.01
Mirait Holdings Corp. 7,946 117,235.00 0.01
Mirati Therapeutics, Inc. 993 81,474.00 0.00
Mirvac Group 153,597 329,686.00 0.02
Mitra Adiperkasa Tbk PT 297,545 20,762.00 0.00
Mitsubishi Estate Co., Ltd. 14,855 284,180.00 0.01
Mitsubishi UFJ Financial Group, Inc. 744,541 3,583,662.00 0.18
Mitsui Fudosan Co., Ltd. 60,594 1,450,733.00 0.07
Mitsui Mining & Smelting Co., Ltd. 8,877 185,767.00 0.01
Mixi, Inc. 8,792 183,885.00 0.01
Miyazaki Bank Ltd. (The) 6,804 146,252.00 0.01
MKS Instruments, Inc. 1,267 99,255.00 0.01
MLP Saglik Hizmetleri AS 38,315 91,316.00 0.00
MMC Norilsk Nickel PJSC (ADR) 10,397 253,905.00 0.01
Mobile Telecommunications Co. 57,202 106,583.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 13,359 67,357.00 0.00
Molina Healthcare, Inc. 3,205 417,547.00 0.02
Molina Healthcare, Inc. 587 76,513.00 0.00
Momo, Inc. (Sponsored ADR) 8,678 319,196.00 0.02
Moncler SpA 43,253 1,627,396.00 0.08
Moneysupermarket.com Group PLC 103,183 469,812.00 0.02
Monolithic Power Systems, Inc. 577 87,013.00 0.00
Monster Beverage Corp. 3,271 191,934.00 0.01
Moody's Corp. 267 57,593.00 0.00
Morgan Sindall Group PLC 13,780 199,872.00 0.01
Morgan Stanley Capital Services LLC Bloomberg Grai 7,006,964 5,924,841.00 0.30
Morgan Stanley Capital Services LLC Bloomberg Live 2,289,065 2,096,580.00 0.11
Morinaga Milk Industry Co., Ltd. 14,731 608,403.00 0.03
Motor Oil Hellas Corinth Refineries SA 44,486 1,087,149.00 0.05
Mowi ASA 29,949 716,419.00 0.04
MRC Global, Inc. 17,050 214,318.00 0.01
MRV Engenharia e Participacoes SA 23,920 113,799.00 0.01
MSCI Emerging Markets Futures -539 -26,518,800.00 -1.34
MSCI, Inc. - Class A 397 93,239.00 0.00
MSG Networks, Inc. 5,310 87,092.00 0.00
MTU Aero Engines AG 4,706 1,287,951.00 0.07
Muangthai Capital PCL 103,512 186,218.00 0.01
Murata Manufacturing Co., Ltd. 11,805 490,789.00 0.02
Muthoot Finance Ltd. 65,662 558,034.00 0.03
My EG Services Bhd 285,015 95,917.00 0.00
MyoKardia, Inc. 1,267 68,144.00 0.00
Myriad Genetics, Inc. 2,625 61,789.00 0.00
Mytilineos Holdings SA 48,314 536,035.00 0.03
Nanometrics, Inc. 3,580 97,710.00 0.00
Nantex Industry Co., Ltd. 173,776 180,382.00 0.01
Nanya Technology Corp. 1,019,336 2,282,856.00 0.12
Naspers Ltd. - Class N 2,648 602,731.00 0.03
National Bank of Canada 643 30,218.00 0.00
National Health Investors, Inc. 886 73,549.00 0.00
National Presto Industries, Inc. 750 64,338.00 0.00
National Retail Properties, Inc. 7,162 402,156.00 0.02
National Storage Affiliates Trust 23,554 788,119.00 0.04
National Vision Holdings, Inc. 22,753 645,275.00 0.03
National Western Life Group, Inc. - Class A 377 97,443.00 0.00
Navient Corp. 6,695 85,305.00 0.00
Navigant Consulting, Inc. 2,788 77,723.00 0.00
NCR Corp. 18,884 595,034.00 0.03
NCR Corp. 2,125 66,983.00 0.00
NCSoft Corp. 77 34,331.00 0.00
NEC Networks & System Integration Corp. 8,806 229,736.00 0.01
Nedbank Group Ltd. 9,899 147,605.00 0.01
Nelnet, Inc. - Class A 2,298 154,090.00 0.01
Neste Oyj 21,683 683,980.00 0.03
Nestle SA 106,496 11,967,459.00 0.60
NET One Systems Co., Ltd. 5,168 138,139.00 0.01
Netflix, Inc. 487 143,225.00 0.01
NetScout Systems, Inc. 16,430 363,924.00 0.02
NetScout Systems, Inc. 5,017 111,137.00 0.01
Network International Holdings PLC 2,449 18,055.00 0.00
Neurocrine Biosciences, Inc. 6,823 678,343.00 0.03
New Jersey Resources Corp. 2,721 124,482.00 0.01
New Oriental Education & Technology Group, Inc. (S 38,061 4,316,190.00 0.22
New Zealand Dollar Currency Forward 4,301,280 -149,664.00 -0.01
New Zealand Dollar Currency Forward 19,373,807 -779,447.00 -0.04
New Zealand Dollar Currency Forward -5,970,642 151,555.00 0.01
New Zealand Dollar Currency Forward -17,633,483 424,358.00 0.02
New Zealand Dollar Currency Forward -70,961 1,279.00 0.00
New Zealand Dollar Currency Forward -5,412,347 100,058.00 0.01
New Zealand Dollar Currency Forward 5,412,347 -82,821.00 0.00
New Zealand Dollar Currency Forward 40,440,433 -620,706.00 -0.03
Newcrest Mining Ltd. 67,872 1,696,390.00 0.09
Nexity SA 4,444 206,470.00 0.01
Nexstar Media Group, Inc. - Class A 1,105 109,347.00 0.01
Next PLC 1,887 136,632.00 0.01
NextCure, Inc. 3,316 115,195.00 0.01
NGK Spark Plug Co., Ltd. 77,934 1,341,950.00 0.07
NIBC Holding NV 21,326 168,250.00 0.01
NIC, Inc. 5,045 105,056.00 0.01
NICE Information Service Co., Ltd. 15,454 168,587.00 0.01
Nice Ltd. 21,006 3,216,769.00 0.16
Nichirei Corp. 29,334 673,395.00 0.03
Nidec Corp. 4,027 524,055.00 0.03
Nihon Unisys Ltd. 36,639 1,182,227.00 0.06
NIKE, Inc. - Class B 147,967 12,503,211.00 0.63
Nintendo Co., Ltd. 3,690 1,396,571.00 0.07
Nippon Accommodations Fund, Inc. 24 156,278.00 0.01
Nippon Building Fund, Inc. 160 1,177,157.00 0.06
Nippon Express Co., Ltd. 1,714 88,504.00 0.00
Nippon Light Metal Holdings Co., Ltd. 37,066 64,112.00 0.00
Nippon Paper Industries Co., Ltd. 5,711 94,749.00 0.00
Nippon Prologis REIT, Inc. 240 652,693.00 0.03
Nippon Telegraph & Telephone Corp. 149,639 7,173,372.00 0.36
NiSource, Inc. 410,342 12,125,606.00 0.61
NMC Health PLC 28,895 882,094.00 0.04
NMI Holdings, Inc. - Class A 3,231 91,589.00 0.00
NN Group NV 92,712 3,106,680.00 0.16
Nobina AB 33,002 186,349.00 0.01
Nokia Oyj 220,624 1,091,497.00 0.06
Nomad Foods Ltd. 28,316 570,567.00 0.03
Nomad Foods Ltd. 5,097 102,722.00 0.01
Norbord, Inc. 8,454 206,700.00 0.01
Nordea Bank Abp 1,436 8,960.00 0.00
Nordson Corp. 4,700 639,012.00 0.03
Norfolk Southern Corp. 50,482 8,786,392.00 0.44
Norsk Hydro ASA 51,259 160,857.00 0.01
Northeast Bank 4,741 99,534.00 0.01
Northern Star Resources Ltd. 108,093 869,914.00 0.04
Northview Apartment Real Estate Investment Trust 12,264 272,761.00 0.01
NorthWestern Corp. 1,066 77,250.00 0.00
Norwegian Finans Holding ASA 92,618 716,260.00 0.04
NORWEGIAN KRONE 2,656 291.00 0.00
Norwegian Krone Currency Forward 16,767,650 -50,276.00 0.00
Norwegian Krone Currency Forward -16,767,650 39,011.00 0.00
Norwegian Krone Currency Forward 168,833,642 -368,687.00 -0.02
Norwegian Krone Currency Forward 64,733,291 -196,926.00 -0.01
Notre Dame Intermedica Participacoes SA 3,171 42,951.00 0.00
Novanta, Inc. 8,799 659,982.00 0.03
Novartis AG 213 19,268.00 0.00
Novatek Microelectronics Corp. 99,629 590,120.00 0.03
Novo Nordisk A/S (Sponsored ADR) 124,425 6,483,786.00 0.33
Novo Nordisk A/S - Class B 192,423 10,025,731.00 0.51
Novocure Ltd. 520 47,276.00 0.00
Nuance Communications, Inc. 8,302 139,568.00 0.01
Nuance Communications, Inc. 33,402 561,487.00 0.03
NuCana PLC (ADR) 4,214 38,265.00 0.00
NVR, Inc. 55 198,217.00 0.01
NWS Holdings Ltd. 1,068,659 1,837,085.00 0.09
Oasis Petroleum, Inc. 42,850 133,692.00 0.01
Oesterreichische Post AG 5,893 209,982.00 0.01
Oil States International, Inc. 15,570 214,710.00 0.01
Old Republic International Corp. 17,521 409,290.00 0.02
Ollie's Bargain Outlet Holdings, Inc. 7,094 393,387.00 0.02
Omega Healthcare Investors, Inc. 19,054 775,137.00 0.04
Omnicell, Inc. 629 45,224.00 0.00
ON Semiconductor Corp. 23,360 415,808.00 0.02
ONE Gas, Inc. 1,179 108,076.00 0.01
OneMain Holdings, Inc. 8,857 317,523.00 0.02
OneSavings Bank PLC 43,625 170,822.00 0.01
oOh!media Ltd. 148,406 306,502.00 0.02
OPAP SA 243,412 2,569,616.00 0.13
Open House Co., Ltd. 5,918 268,388.00 0.01
Oracle Corp. 261,889 13,633,968.00 0.69
Oracle Corp. Japan 39,756 3,419,193.00 0.17
Orange Belgium SA 8,260 180,391.00 0.01
Origin Energy Ltd. 47,855 245,445.00 0.01
Origin Property PCL - Class F 661,600 170,958.00 0.01
Orion Corp./Republic of Korea 6,956 518,236.00 0.03
Orion Engineered Carbons SA 16,657 231,698.00 0.01
Orion Engineered Carbons SA 5,250 73,035.00 0.00
ORIX Corp. 211,896 3,126,544.00 0.16
Orix JREIT, Inc. 133 281,622.00 0.01
Orkla ASA 622,407 5,702,453.00 0.29
Ormat Technologies, Inc. 2,338 173,674.00 0.01
Orocobre Ltd. 18,622 30,711.00 0.00
Orthofix Medical, Inc. 2,662 135,362.00 0.01
OSI Systems, Inc. 1,120 117,639.00 0.01
Otsuka Corp. 46,190 1,712,660.00 0.09
Otter Tail Corp. 2,762 139,826.00 0.01
Oversea-Chinese Banking Corp., Ltd. 51,926 397,963.00 0.02
OZ Minerals Ltd. 113,836 702,057.00 0.04
Pagseguro Digital Ltd. 11,339 566,499.00 0.03
Panasonic Corp. 9,735 74,988.00 0.00
Pandora A/S 19,677 837,163.00 0.04
Panin Financial Tbk PT 7,712,979 165,203.00 0.01
Papa John's International, Inc. 3,414 169,904.00 0.01
Papa John's International, Inc. 8,039 400,020.00 0.02
Par Pacific Holdings, Inc. 4,206 91,438.00 0.00
Parade Technologies Ltd. 1,123 19,452.00 0.00
Parex Resources, Inc. 12,714 194,724.00 0.01
Park Hotels & Resorts, Inc. 16,508 388,763.00 0.02
Park Hotels & Resorts, Inc. 34,212 805,696.00 0.04
Parque Arauco SA 58,657 164,038.00 0.01
Partners Group Holding AG 6,162 5,016,045.00 0.25
Patrick Industries, Inc. 2,141 77,388.00 0.00
Patterson Cos., Inc. 3,945 65,973.00 0.00
Patterson-UTI Energy, Inc. 25,855 223,645.00 0.01
Patterson-UTI Energy, Inc. 7,714 66,732.00 0.00
Paychex, Inc. 2,428 198,407.00 0.01
Paycom Software, Inc. 278 69,581.00 0.00
PayPal Holdings, Inc. 83,907 9,150,128.00 0.46
Paysign, Inc. 4,152 55,190.00 0.00
PC Connection, Inc. 3,410 120,158.00 0.01
Peabody Energy Corp. 5,694 104,943.00 0.01
Pebblebrook Hotel Trust 2,824 76,178.00 0.00
Pegasystems, Inc. 1,182 82,956.00 0.00
Penn National Gaming, Inc. 4,215 80,810.00 0.00
Penn Virginia Corp. 665 18,980.00 0.00
Penumbra, Inc. 5,768 839,585.00 0.04
PepsiCo, Inc. 113,274 15,488,068.00 0.78
Perficient, Inc. 3,365 123,984.00 0.01
Pernod Ricard SA 19,967 3,811,954.00 0.19
Perspecta, Inc. 6,195 160,780.00 0.01
Petrobras Distribuidora SA 3,750 26,086.00 0.00
PetroChina Co., Ltd. - Class H 3,459,998 1,703,054.00 0.09
Petrofac Ltd. 10,277 52,406.00 0.00
Petroleo Brasileiro SA (Preference Shares) 766,066 4,717,387.00 0.24
Petronet LNG Ltd. 24,894 93,105.00 0.00
Peugeot SA 241,326 5,395,365.00 0.27
Pfizer, Inc. 410,457 14,591,748.00 0.74
Philip Morris International, Inc. 7,936 572,168.00 0.03
Phillips 66 75,759 7,472,110.00 0.38
Physicians Realty Trust 14,622 253,255.00 0.01
PICC Property & Casualty Co., Ltd. - Class H 133,868 153,077.00 0.01
Pidilite Industries Ltd. 1,375 26,527.00 0.00
Pieris Pharmaceuticals, Inc. 9,305 43,270.00 0.00
Pilipinas Shell Petroleum Corp. 202,297 122,019.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 7,442 91,065.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 85,304 978,697.00 0.05
Pinterest, Inc. - Class A 13,652 469,901.00 0.02
Planet Fitness, Inc. 17,382 1,227,377.00 0.06
PNM Resources, Inc. 8,006 408,386.00 0.02
PNM Resources, Inc. 3,715 189,543.00 0.01
Polyus PJSC (GDR) 2,493 143,227.00 0.01
Polyus PJSC (GDR) 2,235 127,885.00 0.01
Portland General Electric Co. 5,945 338,211.00 0.02
Portland General Electric Co. 4,356 247,841.00 0.01
POSCO 7,525 1,312,409.00 0.07
POSCO Chemical Co., Ltd. 370 16,156.00 0.00
PotlatchDeltic Corp. 1,904 73,281.00 0.00
POUND STERLING 1,706,861 2,076,908.00 0.10
Power Assets Holdings Ltd. 1,233 8,198.00 0.00
Power Grid Corp. of India Ltd. 29,489 83,207.00 0.00
PPL Corp. 6,672 197,175.00 0.01
PRA Health Sciences, Inc. 846 83,647.00 0.00
Preferred Apartment Communities, Inc. - Class A 6,434 86,610.00 0.00
Preferred Bank/Los Angeles CA 2,978 148,812.00 0.01
Premier Oil PLC 352,980 347,923.00 0.02
Premium Leisure Corp. 4,171,490 56,108.00 0.00
Primerica, Inc. 1,136 135,455.00 0.01
Procter & Gamble Co. (The) 143,848 17,294,845.00 0.87
Progress Software Corp. 3,429 129,554.00 0.01
Progressive Corp. (The) 172,144 13,048,515.00 0.66
Prologis, Inc. 20,717 1,732,394.00 0.09
ProPetro Holding Corp. 7,295 77,695.00 0.00
Prudential PLC 51,791 863,263.00 0.04
Public Storage 533 141,143.00 0.01
Puma SE 5,682 432,248.00 0.02
Qantas Airways Ltd. 1,245,650 5,121,584.00 0.26
QEP Resources, Inc. 43,739 155,710.00 0.01
QIAGEN NV 13,893 484,187.00 0.02
QUALCOMM, Inc. 1,310 101,920.00 0.01
Qualicorp SA 34,274 236,635.00 0.01
Quanta Services, Inc. 12,652 428,902.00 0.02
Quanta Services, Inc. 3,435 116,471.00 0.01
Radian Group, Inc. 4,779 107,786.00 0.01
Radiant Logistics, Inc. 17,315 84,497.00 0.00
RadNet, Inc. 6,188 86,084.00 0.00
Raia Drogasil SA 1,303 28,972.00 0.00
Randstad NV 601 28,090.00 0.00
Rapid7, Inc. 1,804 96,901.00 0.00
Rational AG 297 208,441.00 0.01
Raytheon Co. 50,181 9,299,542.00 0.47
RE/MAX Holdings, Inc. - Class A 1,453 37,317.00 0.00
Real Gold Mining Ltd. 148,087 0.00 0.00
Realtek Semiconductor Corp. 19,035 130,187.00 0.01
Realty Income Corp. 2,628 193,982.00 0.01
Recipe Unlimited Corp. 5,139 95,345.00 0.00
Reckitt Benckiser Group PLC 41,299 3,227,574.00 0.16
Recruit Holdings Co., Ltd. 34,202 1,035,652.00 0.05
Red Electrica Corp. SA 5,275 104,759.00 0.01
Regal Beloit Corp. 4,198 297,638.00 0.02
Regency Centers Corp. 243,783 15,726,494.00 0.79
REGENXBIO, Inc. 800 27,605.00 0.00
Reinsurance Group of America, Inc. - Class A 4,490 691,325.00 0.03
RELX PLC 130,549 3,121,558.00 0.16
RELX PLC (London) 47,795 1,146,911.00 0.06
Renewable Energy Group, Inc. 6,079 73,983.00 0.00
Rentokil Initial PLC 206,551 1,134,923.00 0.06
Repco Home Finance Ltd. 10,511 45,490.00 0.00
Repligen Corp. 1,564 145,182.00 0.01
Repsol SA 535,499 7,791,232.00 0.39
Republic Bancorp, Inc./KY - Class A 2,736 116,144.00 0.01
Restaurant Brands International, Inc. 329 25,868.00 0.00
Retail Properties of America, Inc. - Class A 52,220 593,228.00 0.03
Retrophin, Inc. 2,772 34,900.00 0.00
Revance Therapeutics, Inc. 11,793 125,010.00 0.01
REX American Resources Corp. 1,182 81,218.00 0.00
Rexford Industrial Realty, Inc. 8,115 358,633.00 0.02
Rheinmetall AG 5,929 701,192.00 0.04
Richter Gedeon Nyrt 1,717 28,627.00 0.00
Rio Tinto Ltd. 24,922 1,469,725.00 0.07
Rio Tinto PLC 11,450 580,392.00 0.03
RLJ Lodging Trust 35,532 575,975.00 0.03
RMR Group, Inc. (The) - Class A 1,797 83,745.00 0.00
Road King Infrastructure Ltd. 91,802 161,068.00 0.01
Roche Holding AG 47,186 12,894,201.00 0.65
Roche Holding AG (Sponsored ADR) 274,778 9,391,912.00 0.47
Roland DG Corp. 2,834 52,139.00 0.00
Rolls-Royce Holdings PLC 91,576 860,663.00 0.04
Ross Stores, Inc. 117,349 12,440,167.00 0.63
Round One Corp. 10,160 165,903.00 0.01
Royal Bank of Canada 9,570 715,820.00 0.04
Royal Bank of Scotland Group PLC 8,016 18,044.00 0.00
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 84,762 2,353,615.00 0.12
Royal Dutch Shell PLC (Sponsored ADR) 221,331 12,341,416.00 0.62
Royal Dutch Shell PLC - Class A 8,690 241,439.00 0.01
Royal Dutch Shell PLC - Class B 286,316 7,928,040.00 0.40
Royal Unibrew A/S 7,581 657,058.00 0.03
RPC, Inc. 24,160 128,289.00 0.01
RPS Group PLC 78,380 129,381.00 0.01
Rubius Therapeutics, Inc. 15,055 139,716.00 0.01
Rumo SA 5,843 31,186.00 0.00
Rush Enterprises, Inc. - Class A 2,675 96,616.00 0.00
Russell 2000 E-Mini Futures -140 -10,459,400.00 -0.53
Ruth's Hospitality Group, Inc. 5,104 99,290.00 0.01
Ryman Hospitality Properties, Inc. 2,233 177,958.00 0.01
Ryoyo Electro Corp. 11,189 184,446.00 0.01
S&P 500 E Mini Futures -2,871 -419,855,040.00 -21.21
S&P Global, Inc. 823 214,218.00 0.01
S&P Mid 400 E-Mini Futures -52 -9,783,280.00 -0.49
S&P TSX 60 Index Futures -575 -84,777,302.00 -4.28
S&T Bancorp, Inc. 2,349 80,389.00 0.00
S-Oil Corp. 5,269 421,701.00 0.02
SA Corporate Real Estate Ltd. 651,112 137,787.00 0.01
Saab AB - Class B 20,922 586,521.00 0.03
Sabra Health Care REIT, Inc. 6,676 144,349.00 0.01
Safaricom PLC 959,888 260,143.00 0.01
Safestore Holdings PLC 21,913 178,921.00 0.01
Sage Group PLC (The) 9,652 82,561.00 0.00
Sage Therapeutics, Inc. 2,318 397,931.00 0.02
Saia, Inc. 653 55,886.00 0.00
Salmar ASA 78,945 3,745,300.00 0.19
Samjin Pharmaceutical Co., Ltd. 4,176 92,968.00 0.00
Sampo Oyj - Class A 14,361 570,592.00 0.03
Samsung Electronics Co., Ltd. 152,540 5,553,828.00 0.28
Samsung Electronics Co., Ltd. (Preference Shares) 27,270 830,865.00 0.04
Samsung SDI Co., Ltd. 1,495 308,945.00 0.02
Sanmina Corp. 3,310 95,665.00 0.00
Sanofi 5,873 504,612.00 0.03
Sany Heavy Industry Co., Ltd. 2,092,588 3,947,442.00 0.20
SAP SE 4,629 552,687.00 0.03
Saras SpA 96,460 150,164.00 0.01
Sarepta Therapeutics, Inc. 3,240 292,086.00 0.01
Sartorius Stedim Biotech 566 87,627.00 0.00
Sasol Ltd. 13,548 256,840.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 35,419 486,313.00 0.02
Scandi Standard AB 29,756 224,051.00 0.01
Schneider Electric SE 10,641 891,397.00 0.05
Schnitzer Steel Industries, Inc. - Class A 4,659 103,158.00 0.01
SCREEN Holdings Co., Ltd. 33,103 1,894,133.00 0.10
Sealed Air Corp. 1,758 70,018.00 0.00
Sealed Air Corp. 8,214 327,081.00 0.02
Seazen Holdings Co., Ltd. - Class A 16,866 58,534.00 0.00
Secom Co., Ltd. 2,692 229,451.00 0.01
Segro PLC 67,427 645,072.00 0.03
Selective Insurance Group, Inc. 4,534 361,042.00 0.02
Sempra Energy 876 124,123.00 0.01
Semtech Corp. 1,155 48,491.00 0.00
Senao International Co., Ltd. 78,617 76,703.00 0.00
ServiceNow, Inc. 669 175,235.00 0.01
SG Holdings Co., Ltd. 15,730 420,368.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 131,012 246,945.00 0.01
Shenandoah Telecommunications Co. 3,009 94,925.00 0.00
Shenzhou International Group Holdings Ltd. 51,093 693,195.00 0.04
Sherwin-Williams Co. (The) 190 100,456.00 0.01
Shikoku Bank Ltd. (The) 10,872 93,939.00 0.00
Shinhan Financial Group Co., Ltd. 4,820 162,243.00 0.01
Shionogi & Co., Ltd. 1,655 88,626.00 0.00
Shizuoka Gas Co., Ltd. 22,732 187,397.00 0.01
Shoprite Holdings Ltd. 1,964 14,642.00 0.00
Showa Sangyo Co., Ltd. 6,747 194,250.00 0.01
Sichuan Swellfun Co., Ltd. - Class A 4,004 26,654.00 0.00
Siemens AG 3,308 330,850.00 0.02
SIG PLC 123,917 190,137.00 0.01
Signet Jewelers Ltd. 9,395 114,994.00 0.01
Signet Jewelers Ltd. 4,777 58,471.00 0.00
Sika AG 5,017 722,100.00 0.04
Silergy Corp. 3,162 70,271.00 0.00
Silicon Laboratories, Inc. 1,298 141,492.00 0.01
Siltronic AG 5,895 379,407.00 0.02
SimCorp A/S 1,502 139,707.00 0.01
Simon Property Group, Inc. 2,965 441,665.00 0.02
Sims Metal Management Ltd. 26,419 204,209.00 0.01
Sinclair Broadcast Group, Inc. - Class A 5,070 225,969.00 0.01
Sinclair Broadcast Group, Inc. - Class A 2,542 113,311.00 0.01
SINGAPORE DOLLAR 0 0.00 0.00
Singapore Exchange Ltd. 351,762 2,076,572.00 0.10
Sino-American Silicon Products, Inc. 24,889 58,817.00 0.00
Sinotruk Hong Kong Ltd. 26,262 40,408.00 0.00
SITE Centers Corp. 25,072 347,510.00 0.02
SiteOne Landscape Supply, Inc. 6,764 528,944.00 0.03
SK Hynix, Inc. 64,838 4,152,292.00 0.21
Skechers U.S.A., Inc. - Class A 8,590 271,959.00 0.01
Skechers U.S.A., Inc. - Class A 3,032 95,997.00 0.00
Skyline Champion Corp. 2,217 62,092.00 0.00
SkyWest, Inc. 8,255 472,681.00 0.02
SkyWest, Inc. 888 50,898.00 0.00
Slack Technologies Inc- Cl A - Class A 8,490 243,153.00 0.01
Sleep Number Corp. 3,439 143,894.00 0.01
SM Energy Co. 18,640 176,707.00 0.01
SM Energy Co. 5,019 47,582.00 0.00
SM Prime Holdings, Inc. 175,842 119,197.00 0.01
Smartsheet, Inc. - Class A 11,495 558,657.00 0.03
SMC Corp./Japan 1,767 666,248.00 0.03
Snam SpA 20,760 105,287.00 0.01
Soft-World International Corp. 35,607 82,894.00 0.00
Softbank Corp. 5,671 79,544.00 0.00
Softcat PLC 16,932 215,027.00 0.01
Sojitz Corp. 71,862 218,912.00 0.01
Sonic Healthcare Ltd. 94,009 1,860,951.00 0.09
Sotheby's 6,031 348,290.00 0.02
SOUTH AFRICAN RAND -31,084 -2,049.00 0.00
SOUTH KOREAN WON 15,422 12.00 0.00
South32 Ltd. 531,733 939,599.00 0.05
Southwest Gas Holdings, Inc. 4,100 374,043.00 0.02
Southwest Gas Holdings, Inc. 1,528 139,446.00 0.01
SP Plus Corp. 2,835 97,856.00 0.00
Spar Nord Bank A/S 22,390 171,278.00 0.01
SpareBank 1 Nord Norge 25,650 191,111.00 0.01
SpareBank 1 SMN 18,345 193,171.00 0.01
SpareBank 1 SR-Bank ASA 46,425 481,228.00 0.02
Spark Energy, Inc. 7,952 75,230.00 0.00
SpartanNash Co. 4,089 44,042.00 0.00
SPDR S&P 500 ETF Trust 106,123 31,035,671.00 1.57
SPDR S+P 500 ETF TRUST SEP19 295 CALL 456 137,515.00 0.01
Spectris PLC 13,453 379,956.00 0.02
SPI 200 Futures -33 -3,649,292.00 -0.18
SPIE SA 10,744 194,969.00 0.01
Spin Master Corp. 43,420 1,347,869.00 0.07
Spirax-Sarco Engineering PLC 1,199 117,559.00 0.01
Splunk, Inc. 4,418 494,020.00 0.02
SPS Commerce, Inc. 1,764 89,188.00 0.00
St. Shine Optical Co., Ltd. 24,748 358,710.00 0.02
STAG Industrial, Inc. 19,670 572,003.00 0.03
STAG Industrial, Inc. 20,820 605,447.00 0.03
Starbucks Corp. 109,144 10,538,944.00 0.53
State Bank of India 87,645 335,555.00 0.02
Steelcase, Inc. - Class A 5,818 90,353.00 0.00
Steelcase, Inc. - Class A 4,577 71,089.00 0.00
Stelco Holdings, Inc. 17,150 143,372.00 0.01
Stepan Co. 511 48,785.00 0.00
Sterling Bancorp./DE 25,150 479,610.00 0.02
Sterling Bancorp./DE 8,434 160,841.00 0.01
Stifel Financial Corp. 9,541 509,680.00 0.03
STMicroelectronics NV 21,624 383,367.00 0.02
Stockland 9,033 27,464.00 0.00
Stoneridge, Inc. 2,287 70,259.00 0.00
Strategic Education, Inc. 641 108,558.00 0.01
Sturm Ruger & Co., Inc. 2,241 91,942.00 0.00
Subaru Corp. 35,236 942,761.00 0.05
Suez 46,209 717,444.00 0.04
Sumitomo Metal Mining Co., Ltd. 6,212 174,606.00 0.01
Sumitomo Mitsui Financial Group, Inc. 93,354 3,059,075.00 0.15
Sumitomo Realty & Development Co., Ltd. 4,121 154,863.00 0.01
Summit Hotel Properties, Inc. 6,634 74,041.00 0.00
Summit Materials, Inc. - Class A 6,932 145,449.00 0.01
Sun Communities, Inc. 4,919 727,028.00 0.04
Sun Communities, Inc. 6,242 922,708.00 0.05
Sun Hung Kai & Co., Ltd. 329,488 139,000.00 0.01
Sun Hung Kai Properties Ltd. 42,158 595,906.00 0.03
Sunny Friend Environmental Technology Co., Ltd. 25,183 209,629.00 0.01
Sunstone Hotel Investors, Inc. 8,008 105,233.00 0.01
Super Retail Group Ltd. 30,511 192,326.00 0.01
Supernus Pharmaceuticals, Inc. 2,712 73,322.00 0.00
Sushiro Global Holdings Ltd. 14,201 895,817.00 0.05
Suzano SA 37,484 263,231.00 0.01
SVB Financial Group 1,447 281,615.00 0.01
Svenska Handelsbanken AB - Class A 37,046 326,417.00 0.02
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 48,759,557 -150,393.00 -0.01
Swedish Krona Currency Forward 34,594,769 -106,458.00 -0.01
Swedish Krona Currency Forward 171,270,204 -411,538.00 -0.02
Swire Properties Ltd. 93,147 305,309.00 0.02
SWISS FRANC 240,000 242,486.00 0.01
Swiss Franc Currency Forward -36,077,212 581,121.00 0.03
Swiss Re AG 54,233 5,232,102.00 0.26
Synchrony Financial 367,171 11,767,830.00 0.59
SYNNEX Corp. 1,322 110,846.00 0.01
Synovus Financial Corp. 15,274 542,837.00 0.03
Synovus Financial Corp. 3,807 135,318.00 0.01
Syrah Resources Ltd. 114,059 51,871.00 0.00
Sysco Corp. 302 22,485.00 0.00
T-Gaia Corp. 7,861 157,774.00 0.01
Tactile Systems Technology, Inc. 1,355 68,353.00 0.00
Taisei Corp. 19,519 689,818.00 0.03
Taiwan Semiconductor Manufacturing Co., Ltd. 273,277 2,245,422.00 0.11
TAL Education Group (ADR) 10,567 376,511.00 0.02
Tatneft PJSC (Sponsored ADR) 2,466 166,248.00 0.01
Tatneft PJSC (Sponsored ADR) (London) 44,337 2,955,383.00 0.15
Taylor Morrison Home Corp. - Class A 22,013 525,230.00 0.03
TC Energy Corp. 2,159 110,667.00 0.01
TCF Financial Corp. 3,469 133,782.00 0.01
TCI Co., Ltd. 190,775 1,869,798.00 0.09
TCI Express Ltd. 1,299 11,527.00 0.00
TCS Group Holding PLC (GDR) 14,451 268,794.00 0.01
TeamLease Services Ltd. 4,919 188,498.00 0.01
Tecan Group AG 3,015 725,059.00 0.04
Tech Data Corp. 1,583 146,877.00 0.01
Tech Mahindra Ltd. 2,230 21,730.00 0.00
TEGNA, Inc. 12,548 179,571.00 0.01
Teladoc Health, Inc. 13,895 804,265.00 0.04
Telecom Plus PLC 11,916 168,769.00 0.01
Telenor ASA 5,253 107,817.00 0.01
Teleperformance 4,064 887,555.00 0.04
Telephone & Data Systems, Inc. 3,477 87,627.00 0.00
TELUS Corp. 5,931 214,872.00 0.01
Temenos AG 3,407 574,090.00 0.03
Tencent Holdings Ltd. 97,444 4,023,035.00 0.20
Teradyne, Inc. 2,661 140,983.00 0.01
Terex Corp. 10,950 271,888.00 0.01
Terna Rete Elettrica Nazionale SpA 17,330 109,200.00 0.01
Tesco PLC 973,043 2,600,849.00 0.13
Test Research, Inc. 46,324 70,901.00 0.00
Tetra Tech, Inc. 2,141 173,698.00 0.01
Texas Capital Bancshares, Inc. 7,767 418,485.00 0.02
Texas Capital Bancshares, Inc. 1,989 107,219.00 0.01
Texas Instruments, Inc. 116,561 14,424,438.00 0.73
Texas Pacific Land Trust 96 63,458.00 0.00
Texas Roadhouse, Inc. - Class A 1,892 97,379.00 0.00
Thomson Reuters Corp. 1,318 90,629.00 0.00
Thor Industries, Inc. 1,057 48,554.00 0.00
Tianneng Power International Ltd. 164,003 129,228.00 0.01
Tieto Oyj 7,827 192,523.00 0.01
Times China Holdings Ltd. 617,452 938,608.00 0.05
Tisco Financial Group PCL 59,678 199,108.00 0.01
Titan Machinery, Inc. 5,076 76,458.00 0.00
TJX Cos., Inc. (The) 243,044 13,360,136.00 0.67
TKH Group NV 9,788 469,561.00 0.02
TLG Immobilien AG 43,937 1,318,303.00 0.07
Toei Animation Co., Ltd. 17,257 772,484.00 0.04
Tokio Marine Holdings, Inc. 869 44,692.00 0.00
Tokyo Electron Ltd. 575 102,603.00 0.01
Tokyo Gas Co., Ltd. 9,112 230,181.00 0.01
Tokyu Construction Co., Ltd. 9,307 64,145.00 0.00
TOMONY Holdings, Inc. 22,160 67,289.00 0.00
TopBuild Corp. 1,520 140,847.00 0.01
TOPIX Index Futures -621 -88,145,384.00 -4.45
Toronto-Dominion Bank (The) 11,524 624,941.00 0.03
Toshiba Corp. 3,041 94,398.00 0.00
Tosoh Corp. 428,969 5,497,520.00 0.28
TOTAL SA 34,046 1,700,219.00 0.09
Towa Bank Ltd. (The) 19,798 130,679.00 0.01
Toyo Tire Corp. 36,361 443,785.00 0.02
TP ICAP PLC 150,275 533,011.00 0.03
Trade Desk, Inc. (The) - Class A 3,255 800,026.00 0.04
Transurban Group 56,982 573,573.00 0.03
TravelSky Technology Ltd. - Class H 32,750 65,634.00 0.00
Treasury Wine Estates Ltd. 48,144 606,736.00 0.03
Trend Micro, Inc./Japan 1,761 85,206.00 0.00
Trex Co., Inc. 6,386 546,275.00 0.03
Trinseo SA 8,090 283,878.00 0.01
Trinseo SA 3,603 126,443.00 0.01
Tritax Big Box REIT PLC 162,339 277,045.00 0.01
TrueBlue, Inc. 4,494 87,232.00 0.00
Tsumura & Co. 13,578 372,127.00 0.02
TTEC Holdings, Inc. 2,516 118,043.00 0.01
TTM Technologies, Inc. 26,233 279,643.00 0.01
TTM Technologies, Inc. 7,942 84,662.00 0.00
Tupras Turkiye Petrol Rafinerileri AS 16,127 348,765.00 0.02
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,617,281 2,477,315.00 0.13
Turning Point Brands, Inc. 1,361 48,791.00 0.00
Turning Point Therapeutics, Inc. - Class I 1,526 83,255.00 0.00
Tutor Perini Corp. 17,250 172,327.00 0.01
Tutor Perini Corp. 4,413 44,087.00 0.00
Twilio, Inc. - Class A 3,140 409,675.00 0.02
Tyson Foods, Inc. - Class A 1,343 125,024.00 0.01
U.S. Treasury Bill 2,348,640 2,340,349.00 0.12
U.S. Treasury Bill 4,000,000 3,995,042.00 0.20
U.S. Treasury Bill 4,000,000 3,993,333.00 0.20
Ube Industries Ltd. 9,307 177,870.00 0.01
Ubisoft Entertainment SA 1,142 92,081.00 0.00
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 9,977,426 -9,998,825.00 -0.51
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,513,758 -1,548,031.00 -0.08
UCB SA 1,357 101,433.00 0.01
Ulta Salon Cosmetics & Fragrance, Inc. 16,567 3,938,472.00 0.20
Ultragenyx Pharmaceutical, Inc. 6,960 379,163.00 0.02
Umpqua Holdings Corp. 7,460 117,206.00 0.01
Umpqua Holdings Corp. 31,038 487,606.00 0.02
Uni-President China Holdings Ltd. 640,362 710,020.00 0.04
Unibail-Rodamco-Westfield 4,058 531,238.00 0.03
Unicharm Corp. 22,733 697,873.00 0.04
Unilever NV 2,449 151,980.00 0.01
Unilever PLC 80,594 5,091,794.00 0.26
Union Pacific Corp. 197 31,971.00 0.00
Uniper SE 1,469 44,595.00 0.00
Unipol Gruppo SpA 20,305 102,523.00 0.01
Unisys Corp. 7,671 50,170.00 0.00
UNITE Group PLC (The) 26,209 334,573.00 0.02
United Parcel Service, Inc. - Class B 481 57,117.00 0.00
United Rentals, Inc. 3,460 389,457.00 0.02
UnitedHealth Group, Inc. 86,213 20,173,842.00 1.02
Universal Display Corp. 3,370 692,486.00 0.03
Universal Insurance Holdings, Inc. 4,508 112,706.00 0.01
UOL Group Ltd. 155,439 821,991.00 0.04
UPL Ltd. 13,214 104,186.00 0.01
Urbi Desarrollos Urbanos SAB de CV 20 1.00 0.00
US 10YR NOTE (CBT)DEC19 XCBT 20191219 971 127,898,906.00 6.46
US 2YR NOTE (CBT) DEC19 XCBT 20191231 394 85,150,172.00 4.30
US DOLLAR -11,763,573 -11,763,573.00 -0.59
US Foods Holding Corp. 178,270 7,211,027.00 0.36
US ULTRA BOND CBT DEC19 XCBT 20191219 254 50,149,125.00 2.53
UT Group Co., Ltd. 43,415 794,826.00 0.04
V-Mart Retail Ltd. 651 18,279.00 0.00
Valeo SA 23,008 629,581.00 0.03
Valero Energy Corp. 773 58,222.00 0.00
VanEck Vectors Agribusiness ETF 6,763 445,488.00 0.02
VanEck Vectors Gold Miners ETF 16,314 487,160.00 0.02
Vanguard Real Estate ETF 2,537 234,005.00 0.01
Vectrus, Inc. 1,145 46,351.00 0.00
Vedanta Ltd. 61,328 120,242.00 0.01
Veeva Systems, Inc. - Class A 1,236 198,262.00 0.01
Veolia Environnement SA 3,694 88,339.00 0.00
Vera Bradley, Inc. 6,161 65,245.00 0.00
Verint Systems, Inc. 2,482 132,269.00 0.01
Verint Systems, Inc. 7,512 400,314.00 0.02
VeriSign, Inc. 847 172,740.00 0.01
Verizon Communications, Inc. 260,215 15,134,127.00 0.76
Verso Corp. 5,733 58,542.00 0.00
Vertex Pharmaceuticals, Inc. 36,656 6,598,852.00 0.33
Vestas Wind Systems A/S 9,225 678,403.00 0.03
Viavi Solutions, Inc. 8,337 115,806.00 0.01
Vicinity Centres 90,407 157,596.00 0.01
Vieworks Co., Ltd. 657 13,414.00 0.00
Village Super Market, Inc. - Class A 3,776 94,292.00 0.00
Vincom Retail JSC Deutsche Bank AG 118,273 175,732.00 0.01
Vincom Retail JSC Macquarie Bank Ltd. 144,885 215,271.00 0.01
Visa, Inc. - Class A 120,703 21,825,643.00 1.10
Vistra Energy Corp. 3,597 89,769.00 0.00
Vital KSK Holdings, Inc. 19,566 192,464.00 0.01
Vitasoy International Holdings Ltd. 1,832 8,517.00 0.00
VMware, Inc. - Class A 500 70,856.00 0.00
Voltronic Power Technology Corp. 1,270 28,533.00 0.00
Volvo AB - Class B 7,518 104,048.00 0.01
Vonage Holdings Corp. 11,023 145,734.00 0.01
Vonovia SE 31,470 1,570,344.00 0.08
VST Industries Ltd. 178 8,561.00 0.00
VTech Holdings Ltd. 18,247 144,109.00 0.01
W&T Offshore, Inc. 12,230 53,568.00 0.00
Wabash National Corp. 10,841 147,880.00 0.01
Waddell & Reed Financial, Inc. - Class A 5,189 83,909.00 0.00
Walker & Dunlop, Inc. 2,564 143,260.00 0.01
Walmart, Inc. 145,527 16,627,929.00 0.84
Walt Disney Co. (The) 92,150 12,648,509.00 0.64
Warrior Met Coal, Inc. 5,812 121,482.00 0.01
Warsaw Stock Exchange 19,556 193,190.00 0.01
Watkin Jones PLC 76,321 200,593.00 0.01
Wayfair, Inc. - Class A 860 96,956.00 0.00
Webster Financial Corp. 9,471 423,921.00 0.02
Weichai Power Co., Ltd. - Class H 203,063 309,876.00 0.02
WellCare Health Plans, Inc. 856 231,753.00 0.01
Wells Fargo & Co. 371,130 17,283,568.00 0.87
Welltower, Inc. 1,661 148,818.00 0.01
Wesfarmers Ltd. 117,629 3,097,957.00 0.16
Western Alliance Bancorp 3,425 148,732.00 0.01
Western Forest Products, Inc. 126,842 114,324.00 0.01
Westlake Chemical Corp. 85,211 4,992,512.00 0.25
Westpac Banking Corp. 17,994 341,455.00 0.02
WH Group Ltd. 4,104,180 3,288,937.00 0.17
Wharf Real Estate Investment Co., Ltd. 84,785 458,066.00 0.02
Wheaton Precious Metals Corp. 3,125 91,920.00 0.00
Whitbread PLC 2,482 132,363.00 0.01
Whitehaven Coal Ltd. 17,951 41,459.00 0.00
Wilcon Depot, Inc. 75,364 24,466.00 0.00
Williams-Sonoma, Inc. 782 51,494.00 0.00
Wingstop, Inc. 1,580 158,333.00 0.01
Winnebago Industries, Inc. 1,761 56,415.00 0.00
Wintrust Financial Corp. 5,055 317,632.00 0.02
Wirecard AG 3,321 532,202.00 0.03
Wizz Air Holdings PLC 17,907 785,161.00 0.04
WNS Holdings Ltd. (ADR) 1,471 89,467.00 0.00
Wolters Kluwer NV 34,002 2,447,701.00 0.12
Wolverine World Wide, Inc. 3,042 78,960.00 0.00
Woolworths Group Ltd. 1,993 50,706.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 24,665 488,396.00 0.02
X5 Retail Group NV (GDR) 7,422 255,465.00 0.01
Xenia Hotels & Resorts, Inc. 7,249 146,520.00 0.01
Xilinx, Inc. 94,410 9,824,304.00 0.50
Xperi Corp. 5,094 93,331.00 0.00
Xylem, Inc./NY 4,652 356,426.00 0.02
Y-mAbs Therapeutics, Inc. 3,121 82,949.00 0.00
Yageo Corp. 14,512 104,699.00 0.01
Yamato Kogyo Co., Ltd. 56,151 1,371,602.00 0.07
Yandex NV - Class A 13,421 497,944.00 0.03
YDUQS Part 625,828 4,754,545.00 0.24
Yestar Healthcare Holdings Co., Ltd. 220,281 37,929.00 0.00
YETI Holdings, Inc. 3,000 84,760.00 0.00
Yihai International Holding Ltd. 110,064 658,174.00 0.03
YPF SA (Sponsored ADR) 11,473 98,210.00 0.00
Yuasa Trading Co., Ltd. 5,824 160,297.00 0.01
Yue Yuen Industrial Holdings Ltd. 21,020 53,731.00 0.00
Yurtec Corp. 21,794 135,898.00 0.01
Zendesk, Inc. 10,647 853,889.00 0.04
Zions Bancorp NA 14,001 575,301.00 0.03
Zoetis, Inc. 83,740 10,586,451.00 0.53
Zoom Video Communications, Inc. - Class A 2,296 210,474.00 0.01
Zumiez, Inc. 2,351 61,091.00 0.00
Zurich Insurance Group AG 5,537 1,973,247.00 0.10


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.