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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July Holdings (as of 7/31/2020)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
CDX-NAHY Series 34, 5 Year Index, 06/20/2025* 72,643,200 74,532,362.00 4.28
10 Yr Australian Bond Futures 362 38,653,284.00 2.22
10 Yr Canadian Bond Futures -136 -15,707,342.00 -0.90
10 Yr Japan Bond (OSE) Futures 232 333,945,869.00 19.19
10X Genomics, Inc. 9,264 911,299.00 0.05
1st Source Corp. 1,636 54,206.00 0.00
A-Living Services Co., Ltd. - Class H 90,138 509,108.00 0.03
a2 Milk Co., Ltd. 4,734 65,979.00 0.00
A3784 Long: IS234S1 TRS USD R E IS234S1 COMMODIT 2,323,884 2,596,410.00 0.15
A3784 Long: IS234U3 TRS USD R E IS234U3 COMMODIT 1,507,051 1,566,569.00 0.09
A3784 Long: IS234W5 TRS USD R E IS234W5 COMMODIT 5,031,572 5,565,178.00 0.32
A3784 Long: IS234Y7 TRS USD R E IS234Y7 COMMODIT 5,003,834 4,987,485.00 0.29
AAR Corp. 10,563 181,894.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 90,420,275 90,420,275.00 5.20
AbbVie, Inc. 1,051 99,800.00 0.01
Abcam PLC 22,689 381,656.00 0.02
ACADIA Pharmaceuticals, Inc. 1,116 46,415.00 0.00
Ace Hardware Indonesia Tbk PT 323,754 38,795.00 0.00
ACS Actividades de Construccion y Servicios SA 562 13,042.00 0.00
Activia Properties, Inc. 50 165,773.00 0.01
Activision Blizzard, Inc. 2,173 179,612.00 0.01
Acuity Brands, Inc. 1,468 145,576.00 0.01
ADC Therapeutics SA 5,322 247,473.00 0.01
Addcn Technology Co., Ltd. 8,710 62,943.00 0.00
Adecco Group AG 99 4,705.00 0.00
adidas AG 695 191,670.00 0.01
Admiral Group PLC 20,033 624,734.00 0.04
Adobe, Inc. 13,934 6,191,583.00 0.36
Adyen NV 584 975,759.00 0.06
AECOM 184,491 6,676,745.00 0.38
Aegon NV 20,939 61,359.00 0.00
AEON REIT Investment Corp. 341 336,801.00 0.02
AerCap Holdings NV 56,732 1,527,796.00 0.09
Aerie Pharmaceuticals, Inc. 3,820 44,159.00 0.00
Aerojet Rocketdyne Holdings, Inc. 4,478 184,729.00 0.01
AES Corp (The) 3,454 52,613.00 0.00
Agnico Eagle Mines Ltd. 24,603 1,953,842.00 0.11
Agricultural Bank of China Ltd. - Class H 629,108 223,300.00 0.01
AIA Group Ltd. 322,059 2,903,989.00 0.17
Air Water, Inc. 45,073 584,401.00 0.03
Airtac International Group 1,171 24,576.00 0.00
Aisan Industry Co., Ltd. 11,907 49,585.00 0.00
Aisin Seiki Co., Ltd. 258 7,460.00 0.00
Ajinomoto Co., Inc. 1,524 27,525.00 0.00
Akatsuki, Inc. 12,948 452,464.00 0.03
Aker BP ASA 10,568 201,247.00 0.01
Akzo Nobel NV 33,260 3,133,918.00 0.18
Alaris Royalty Corp. 12,224 121,203.00 0.01
Alaska Air Group, Inc. 8,894 306,309.00 0.02
Alcoa Corp. 17,482 227,270.00 0.01
Alcon, Inc. 6,561 396,569.00 0.02
Aldar Properties PJSC 244,782 116,302.00 0.01
Alexander & Baldwin, Inc. 21,855 258,336.00 0.01
Alexandria Real Estate Equities, Inc. 6,001 1,065,493.00 0.06
Alibaba Group Holding Ltd. 445,217 13,969,168.00 0.80
Alibaba Group Holding Ltd. (Sponsored ADR) 2,795 701,810.00 0.04
Align Technology, Inc. 11,516 3,383,631.00 0.19
Allakos, Inc. 1,388 104,267.00 0.01
ALLETE, Inc. 3,020 179,132.00 0.01
Alliant Energy Corp. 8,771 472,318.00 0.03
Allianz SE 7,153 1,484,147.00 0.09
Allied Properties Real Estate Investment Trust 22,368 669,816.00 0.04
Allison Transmission Holdings, Inc. 3,215 120,113.00 0.01
Allogene Therapeutics, Inc. 10,222 374,840.00 0.02
Alnylam Pharmaceuticals, Inc. 124 18,168.00 0.00
Alphabet, Inc. - Class A 78 116,659.00 0.01
Alphabet, Inc. - Class C 27,100 40,189,313.00 2.31
Alstom SA 31,256 1,741,699.00 0.10
Altria Group, Inc. 3,738 153,850.00 0.01
Amadeus Fire AG 1,789 206,762.00 0.01
Amadeus IT Group SA - Class A 5,277 263,530.00 0.02
Amazon.com, Inc. 9,610 30,413,356.00 1.75
Amdocs Ltd. 6,339 393,651.00 0.02
Amedisys, Inc. 4,361 1,021,235.00 0.06
American Campus Communities, Inc. 123,037 4,385,060.00 0.25
American Electric Power Co., Inc. 140,484 12,205,249.00 0.70
American Equity Investment Life Holding Co. 5,886 149,805.00 0.01
American Financial Group, Inc./OH 5,072 308,225.00 0.02
American Homes 4 Rent - Class A 24,340 705,887.00 0.04
American Tower Corp. 391 102,333.00 0.01
Americold Realty Trust 122,541 4,944,569.00 0.28
Ameriprise Financial, Inc. 1,010 155,195.00 0.01
AmerisourceBergen Corp. - Class A 1,499 150,218.00 0.01
AMETEK, Inc. 6,006 560,059.00 0.03
Amgen, Inc. 346 84,852.00 0.00
Amicus Therapeutics, Inc. 9,460 136,708.00 0.01
AMN Healthcare Services, Inc. 2,253 123,828.00 0.01
Amphastar Pharmaceuticals, Inc. 2,771 55,487.00 0.00
Amundi SA 253 19,290.00 0.00
Anaplan, Inc. 13,092 594,507.00 0.03
Anglo American PLC 10,847 262,592.00 0.02
AngloGold Ashanti Ltd. 17,521 571,627.00 0.03
Anhui Conch Cement Co., Ltd. - Class A 12,067 106,212.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 321,108 2,428,272.00 0.14
Ansell Ltd. 39,197 1,076,245.00 0.06
ANSYS, Inc. 1,507 468,074.00 0.03
Anthem, Inc. 42,866 11,736,710.00 0.67
Antofagasta PLC 51,571 685,687.00 0.04
APERAM SA 9,071 258,388.00 0.01
APG SGA SA 917 170,750.00 0.01
APL Apollo Tubes Ltd. 8,286 199,419.00 0.01
Apollo Hospitals Enterprise Ltd. 30,422 684,402.00 0.04
Apple, Inc. 100,880 42,878,141.00 2.46
Applied Industrial Technologies, Inc. 2,355 148,696.00 0.01
Applied Materials, Inc. 2,663 171,350.00 0.01
Aptiv PLC 6,286 488,744.00 0.03
ArcBest Corp. 4,281 130,110.00 0.01
ArcelorMittal SA 21,150 234,171.00 0.01
Arcosa, Inc. 3,183 134,388.00 0.01
Arcs Co., Ltd. 8,622 200,050.00 0.01
Arena Pharmaceuticals, Inc. 7,673 471,054.00 0.03
Ares Management Corp. - Class A 17,443 696,673.00 0.04
Aristocrat Leisure Ltd. 32,074 601,371.00 0.03
Armada Hoffler Properties, Inc. 21,251 204,866.00 0.01
Armstrong World Industries, Inc. 7,260 517,202.00 0.03
Aroundtown SA 438,009 2,637,507.00 0.15
Arrow Electronics, Inc. 3,634 260,333.00 0.01
Arrow Electronics, Inc. 4,350 311,547.00 0.02
Arrowhead Pharmaceuticals, Inc. 4,176 179,880.00 0.01
Asahi Group Holdings Ltd. 60,472 1,971,147.00 0.11
Ascendis Pharma A/S (Sponsored ADR) 2,682 369,078.00 0.02
ASGN, Inc. 2,789 190,989.00 0.01
Ashmore Group PLC 32,274 165,105.00 0.01
Ashtead Group PLC 47,672 1,518,057.00 0.09
Asics Corp. 46,728 521,311.00 0.03
ASM International NV 5,013 766,960.00 0.04
ASMedia Technology, Inc. 4,350 275,276.00 0.02
ASML Holding NV 24,553 8,729,542.00 0.50
ASPEED Technology, Inc. 6,311 251,852.00 0.01
Aspen Technology, Inc. 802 78,018.00 0.00
ASR Nederland NV 112,969 3,649,730.00 0.21
Associated Banc-Corp. 31,800 408,312.00 0.02
Assura PLC 600,426 619,066.00 0.04
Assured Guaranty Ltd. 4,125 90,051.00 0.01
Astellas Pharma, Inc. 285,567 4,454,272.00 0.26
Astral Foods Ltd. 19,797 159,344.00 0.01
Atco Ltd./Canada - Class I 1,656 51,554.00 0.00
Atea ASA 17,895 207,788.00 0.01
Aten International Co., Ltd. 57,136 163,630.00 0.01
Atkore International Group, Inc. 3,237 86,337.00 0.00
Atlantic Power Corp. 23,963 46,968.00 0.00
Atlantica Yield PLC 4,965 148,818.00 0.01
Atlas Copco AB - Class B SHS 1,616 62,572.00 0.00
Atos SE 13,818 1,181,583.00 0.07
ATS Automation Tooling Systems, Inc. 39,175 507,153.00 0.03
Aurizon Holdings Ltd. 683,066 2,178,264.00 0.13
Austevoll Seafood ASA 53,103 448,853.00 0.03
AUSTRALIAN DOLLAR 1,241,616 887,073.00 0.05
Australian Dollar Currency Forward 11,503,813 217,803.00 0.01
Australian Dollar Currency Forward -11,503,813 -230,992.00 -0.01
Australian Dollar Currency Forward -21,549,187 -432,700.00 -0.02
Auto Trader Group PLC 562,093 3,926,509.00 0.23
Automatic Data Processing, Inc. 50,740 6,743,853.00 0.39
AutoZone, Inc. 9,947 12,010,206.00 0.69
Avalara, Inc. 6,382 858,059.00 0.05
Avast PLC 661,783 4,961,866.00 0.29
Avista Corp. 3,137 116,503.00 0.01
Aviva PLC 14,819 50,965.00 0.00
Axfood AB 8,660 194,886.00 0.01
Axon Enterprise, Inc. 10,626 883,339.00 0.05
Axsome Therapeutics, Inc. 1,248 89,038.00 0.01
Aygaz AS 97,452 176,807.00 0.01
Azrieli Group Ltd. 3,209 156,115.00 0.01
B&M European Value Retail SA 385,915 2,320,231.00 0.13
B2Gold Corp. 27,779 191,676.00 0.01
B3 SA - Brasil Bolsa Balcao 16,252 197,651.00 0.01
BAE Systems PLC 55,681 356,860.00 0.02
Baker Hughes Co. - Class A 1,361 21,095.00 0.00
Balfour Beatty PLC 122,359 384,061.00 0.02
Banco BTG Pactual SA 9,522 157,752.00 0.01
Bancorp, Inc. (The) 14,175 133,672.00 0.01
Bandai Namco Holdings, Inc. 9,762 539,117.00 0.03
Bank BTPN Syariah Tbk PT 810,210 192,133.00 0.01
Bank Central Asia Tbk PT 47,449 101,634.00 0.01
Bank for Foreign Trade of Vietnam JSC 77,669 256,138.00 0.01
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 8,280 27,303.00 0.00
Bank Hapoalim BM 272,304 1,643,071.00 0.09
Bank Leumi Le-Israel BM 196,287 995,054.00 0.06
Bank Negara Indonesia Persero Tbk PT 595,132 188,148.00 0.01
Bank of America Corp. 577,568 14,369,908.00 0.83
Bank of Georgia Group PLC 1,421 14,461.00 0.00
Bank of Ireland Group PLC 378,703 786,790.00 0.05
Bank of NT Butterfield & Son Ltd. (The) 4,565 118,832.00 0.01
Bank of the Philippine Islands 166,658 231,437.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,980,337 149,857.00 0.01
BankUnited, Inc. 20,340 409,647.00 0.02
BankUnited, Inc. 7,911 159,338.00 0.01
Barloworld Ltd. 17,004 65,590.00 0.00
Barnes Group, Inc. 2,677 98,716.00 0.01
Barrett Business Services, Inc. 1,767 93,089.00 0.01
Bayer AG 1,407 93,505.00 0.01
BDO Unibank, Inc. 8,488 15,180.00 0.00
BE Semiconductor Industries NV 2,676 119,690.00 0.01
Beach Energy Ltd. 2,286,636 2,291,652.00 0.13
Beazley PLC 62,618 341,107.00 0.02
BeiGene Ltd. (Sponsored ADR) 1,414 295,526.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 9,049 34,431.00 0.00
Belden, Inc. 10,273 324,626.00 0.02
Benefytt Technologies, Inc. 4,639 143,456.00 0.01
Benesse Holdings, Inc. 26,545 692,313.00 0.04
Berger Paints India Ltd. 3,066 21,525.00 0.00
Berkeley Lights, Inc. 681 40,839.00 0.00
Berkshire Hathaway, Inc. - Class B 28,654 5,609,880.00 0.32
Best Buy Co., Inc. 1,087 108,323.00 0.01
BGF retail Co., Ltd. 200 20,981.00 0.00
BHP Group Ltd. 531 14,004.00 0.00
Bid Corp., Ltd. 906 14,954.00 0.00
Bidvest Group Ltd. (The) 16,900 130,456.00 0.01
Biffa PLC 153,988 409,553.00 0.02
Bio-Rad Laboratories, Inc. - Class A 1,346 706,848.00 0.04
BioGaia AB - Class B 3,517 224,845.00 0.01
Biogen, Inc. 29 8,195.00 0.00
Biohaven Pharmaceutical Holding Co., Ltd. 7,087 453,875.00 0.03
BioTelemetry, Inc. 3,453 146,981.00 0.01
Bioxcel Therapeutics, Inc. 1,241 56,298.00 0.00
Black Hills Corp. 5,375 310,997.00 0.02
Black Hills Corp. 2,652 153,490.00 0.01
Blackline, Inc. 3,145 279,656.00 0.02
Blueprint Medicines Corp. 7,702 563,668.00 0.03
Bluerock Residential Growth REIT, Inc. 10,450 75,662.00 0.00
BlueScope Steel Ltd. 188,151 1,504,720.00 0.09
BMC Stock Holdings, Inc. 4,346 111,274.00 0.01
BML, Inc. 14,431 359,399.00 0.02
BNP Paribas SA 677 27,321.00 0.00
Boiron SA 4,821 189,711.00 0.01
Boise Cascade Co. 5,040 234,850.00 0.01
Boliden AB 9,066 247,583.00 0.01
Booking Holdings, Inc. 3,669 6,098,774.00 0.35
Booz Allen Hamilton Holding Corp. 45,856 3,749,186.00 0.22
Boston Properties, Inc. 10,193 908,149.00 0.05
BP PLC 254,350 921,132.00 0.05
BR Properties SA 82,730 147,014.00 0.01
Brady Corp. - Class A 2,704 124,324.00 0.01
Brink's Co. (The) 1,841 81,668.00 0.00
Britannia Industries Ltd. 605 30,954.00 0.00
British American Tobacco PLC 92,729 3,064,565.00 0.18
Brixmor Property Group, Inc. 55,097 634,172.00 0.04
Broadcom, Inc. 582 184,518.00 0.01
BRP, Inc. 10,781 482,964.00 0.03
Brunswick Corp./DE 8,746 585,807.00 0.03
Budimex SA 3,157 196,415.00 0.01
Budweiser Brewing Co. APAC Ltd. 92,487 335,619.00 0.02
Builders FirstSource, Inc. 8,896 210,761.00 0.01
Burkhalter Holding AG 2,642 171,654.00 0.01
Burlington Stores, Inc. 3,180 597,840.00 0.03
C&S Paper Co., Ltd. 58,128 203,294.00 0.01
CA Immobilien Anlagen AG 36,355 1,139,476.00 0.07
CACI International, Inc. - Class A 624 129,871.00 0.01
Cactus, Inc. - Class A 8,773 198,458.00 0.01
Cadence Design Systems, Inc. 1,566 171,112.00 0.01
Calavo Growers, Inc. 2,215 128,016.00 0.01
Calbee, Inc. 128,782 4,092,352.00 0.24
Callaway Golf Co. 29,511 562,184.00 0.03
Camden Property Trust 6,849 622,009.00 0.04
Camden Property Trust 5,418 492,008.00 0.03
CANADIAN DOLLAR 1,824,932 1,362,449.00 0.08
Canadian Dollar Currency Forward 82,265,000 560,942.00 0.03
Canadian Dollar Currency Forward 14,853,000 132,050.00 0.01
Canadian Dollar Currency Forward -11,086,000 -7,846.00 0.00
Canadian Dollar Currency Forward 19,649,071 416,229.00 0.02
Canadian Dollar Currency Forward 14,468,929 306,497.00 0.02
Canadian Dollar Currency Forward -14,468,929 -369,221.00 -0.02
Canadian Dollar Currency Forward -82,574,000 169,661.00 0.01
Canadian Pacific Railway Ltd. 165 45,645.00 0.00
Capcom Co., Ltd. 31,188 1,225,750.00 0.07
Capgemini SE 83,002 10,764,947.00 0.62
Capital Power Corp. 31,643 669,264.00 0.04
CapitaLand Commercial Trust 302,631 356,867.00 0.02
Capitec Bank Holdings Ltd. 1,492 77,242.00 0.00
Capri Holdings Ltd. 8,556 128,168.00 0.01
CareTrust REIT, Inc. 6,379 114,952.00 0.01
Carlisle Cos., Inc. 1,870 222,679.00 0.01
Carpenter Technology Corp. 9,791 218,926.00 0.01
Carrier Global Corp. 5,940 161,815.00 0.01
Cascades, Inc. 17,536 199,921.00 0.01
Casey's General Stores, Inc. 3,260 518,959.00 0.03
Cathay General Bancorp 6,202 149,985.00 0.01
CBRE Group, Inc. - Class A 88,366 3,871,314.00 0.22
CDW Corp./DE 55,886 6,496,747.00 0.37
Cellnex Telecom SA 19,617 1,234,598.00 0.07
Cellnex Telecom SA 19,617 82,033.00 0.00
Cenovus Energy, Inc. 5,414 24,093.00 0.00
CenterPoint Energy, Inc. 606 11,535.00 0.00
Centrais Eletricas Brasileiras SA 15,077 106,769.00 0.01
Centrais Eletricas Brasileiras SA (Preference Shar 732 5,397.00 0.00
Central Asia Metals PLC 44,083 95,986.00 0.01
Central Pattana PCL 54,416 84,201.00 0.00
Centre Testing International Group Co., Ltd. - Cla 10,363 34,733.00 0.00
Cerner Corp. 2,158 149,905.00 0.01
Cewe Stiftung & Co. KGAA 1,834 206,346.00 0.01
Charter Hall Retail REIT 181,086 411,163.00 0.02
Check Point Software Technologies Ltd. 37,873 4,747,497.00 0.27
Chegg, Inc. 13,457 1,089,613.00 0.06
Chemed Corp. 130 64,416.00 0.00
ChemoCentryx, Inc. 2,143 112,972.00 0.01
Cheniere Energy, Inc. 1,444 71,451.00 0.00
Chesapeake Utilities Corp. 954 80,668.00 0.00
Chevron Corp. 89,852 7,542,205.00 0.43
China CITIC Bank Corp., Ltd. - Class H 3,194,292 1,393,749.00 0.08
China Construction Bank Corp. - Class H 400,356 291,911.00 0.02
China Everbright Ltd. 64,372 103,155.00 0.01
China General Plastics Corp. 110,113 65,052.00 0.00
China Lilang Ltd. 159,377 85,591.00 0.00
China Mobile Ltd. 316,745 2,162,149.00 0.12
China Overseas Property Holdings Ltd. 149,485 156,142.00 0.01
China Resources Cement Holdings Ltd. 1,914,356 2,620,933.00 0.15
China Resources Gas Group Ltd. 10,544 52,009.00 0.00
China Resources Land Ltd. 143,372 597,561.00 0.03
China Resources Pharmaceutical Group Ltd. 178,965 101,649.00 0.01
China Telecom Corp., Ltd. - Class H 428,213 127,147.00 0.01
China Yangtze Power Co., Ltd. - Class A 1,188,167 3,127,209.00 0.18
Chipotle Mexican Grill, Inc. - Class A 118 136,308.00 0.01
Chong Kun Dang Pharmaceutical Corp. 1,738 197,444.00 0.01
Chr Hansen Holding A/S 15,538 1,773,112.00 0.10
Churchill Downs, Inc. 1,463 202,764.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 447,562 1,933,854.00 0.11
Cie de Saint-Gobain 1,520 56,256.00 0.00
Ciena Corp. 13,368 795,570.00 0.05
CIFI Holdings Group Co., Ltd. 1,152,992 1,036,452.00 0.06
Cimarex Energy Co. 2,957 72,328.00 0.00
Cirrus Logic, Inc. 662 45,387.00 0.00
Cisco Systems, Inc. 188,547 8,880,563.00 0.51
Citi Trends, Inc. 6,785 116,851.00 0.01
Citigroup, Inc. 171,239 8,563,662.00 0.49
Citrix Systems, Inc. 30,402 4,340,189.00 0.25
City Developments Ltd. 32,252 193,146.00 0.01
City Union Bank Ltd. 12,645 20,432.00 0.00
Civista Bancshares, Inc. 6,555 86,079.00 0.00
CK Asset Holdings Ltd. 98,035 544,358.00 0.03
Clas Ohlson AB - Class B 17,527 197,262.00 0.01
Cleopatra Hospital 87,384 27,194.00 0.00
CNP Assurances 4,097 49,770.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 27,727 413,670.00 0.02
Coca-Cola European Partners PLC 33,163 1,365,347.00 0.08
Cochlear Ltd. 475 64,864.00 0.00
cocokara fine, Inc. 2,760 150,243.00 0.01
Coface SA 16,611 131,741.00 0.01
COFCO Meat Holdings Ltd. 247,555 123,156.00 0.01
Cogeco Communications, Inc. 15,157 1,155,359.00 0.07
Cognex Corp. 846 56,572.00 0.00
Coherus Biosciences, Inc. 24,809 436,407.00 0.03
Coles Group Ltd. 257,240 3,335,047.00 0.19
Collegium Pharmaceutical, Inc. 2,972 46,913.00 0.00
Collins Foods Ltd. 32,557 220,097.00 0.01
Coloplast A/S - Class B 494 84,465.00 0.00
Comcast Corp. - Class A 395,284 16,918,155.00 0.97
Comerica, Inc. 8,950 344,754.00 0.02
Comerica, Inc. 3,053 117,622.00 0.01
Comforia Residential REIT, Inc. 62 194,595.00 0.01
Comfort Systems USA, Inc. 2,895 143,931.00 0.01
Commercial Metals Co. 8,573 177,302.00 0.01
Community Trust Bancorp, Inc. 2,407 73,707.00 0.00
CommVault Systems, Inc. 10,430 459,754.00 0.03
CommVault Systems, Inc. 4,579 201,874.00 0.01
Compass Group PLC 44,235 608,647.00 0.03
Computacenter PLC 9,066 234,191.00 0.01
Computer Programs & Systems, Inc. 4,393 108,438.00 0.01
CONMED Corp. 800 66,090.00 0.00
Consolidated Water Co., Ltd. 6,929 85,029.00 0.00
Constellation Software, Inc./Canada 7,348 8,692,358.00 0.50
Construtora Tenda SA 24,179 154,860.00 0.01
Contact Energy Ltd. 398,173 1,548,946.00 0.09
Controladora Vuela Cia de Aviacion SAB de CV - Cla 163,976 90,185.00 0.01
ConvaTec Group PLC 1,028,724 2,734,001.00 0.16
Cooper Tire & Rubber Co. 3,758 116,723.00 0.01
Copart, Inc. 6,455 601,998.00 0.03
Corcept Therapeutics, Inc. 4,533 67,773.00 0.00
Corp. GEO SAB de CV Series B 170 0.00 0.00
Corus Entertainment, Inc. - Class B 56,649 101,503.00 0.01
CoStar Group, Inc. 725 616,076.00 0.04
Costco Wholesale Corp. 14,368 4,677,215.00 0.27
Country Garden Services Holdings Co., Ltd. 6,541 39,466.00 0.00
Coupa Software, Inc. 1,870 573,061.00 0.03
Cousins Properties, Inc. 9,470 290,918.00 0.02
Cousins Properties, Inc. 22,684 696,854.00 0.04
Cowen, Inc. - Class A 8,173 134,621.00 0.01
Credicorp Ltd. 1,243 158,178.00 0.01
Credit Suisse Group AG 101,539 1,082,846.00 0.06
Cree, Inc. 10,050 692,646.00 0.04
Criteo SA (Sponsored ADR) 17,346 237,466.00 0.01
Crocs, Inc. 6,710 241,180.00 0.01
Crocs, Inc. 9,692 348,330.00 0.02
Crowdstrike Holdings, Inc. - Class A 5,660 640,712.00 0.04
CSG Systems International, Inc. 3,423 144,234.00 0.01
CSR Ltd. 68,052 169,670.00 0.01
CubeSmart 292,014 8,664,063.00 0.50
Cummins, Inc. 552 106,863.00 0.01
Curtiss-Wright Corp. 886 78,977.00 0.00
CVR Energy, Inc. 5,143 98,760.00 0.01
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,757 131,055.00 0.01
Daiichi Jitsugyo Co., Ltd. 5,027 167,640.00 0.01
Daiwa Office Investment Corp. 35 187,573.00 0.01
Daiwa Securities Living Investments Corp. 326 330,445.00 0.02
Dana, Inc. 36,552 417,789.00 0.02
DANISH KRONE 159,115 25,169.00 0.00
Danone SA 8,145 545,229.00 0.03
Dassault Systemes SE 4,631 843,277.00 0.05
Datadog, Inc. - Class A 5,760 540,633.00 0.03
DBS Group Holdings Ltd. 33,190 479,453.00 0.03
Deciphera Pharmaceuticals, Inc. 8,187 379,643.00 0.02
Deckers Outdoor Corp. 7,627 1,596,095.00 0.09
Desarrolladora Homex SAB de CV 205 0.00 0.00
Deutsche Wohnen SE 13,219 643,234.00 0.04
Deutz AG 73,968 370,616.00 0.02
Dialog Semiconductor PLC 5,546 259,993.00 0.01
Dicerna Pharmaceuticals, Inc. 3,638 78,237.00 0.00
Digital Realty Trust, Inc. 9,394 1,508,128.00 0.09
Dino Polska SA 6,256 346,363.00 0.02
Divi's Laboratories Ltd. 656 22,931.00 0.00
Dollar General Corp. 182 34,798.00 0.00
Domino's Pizza Enterprises Ltd. 4,857 256,485.00 0.01
Domino's Pizza, Inc. 163 63,269.00 0.00
Dongwon Development Co., Ltd. 50,858 154,295.00 0.01
Dongyue Group Ltd. 146,975 64,759.00 0.00
Douzone Bizon Co., Ltd. 3,527 311,047.00 0.02
Downer EDI Ltd. 165,624 484,319.00 0.03
Dr. Lal PathLabs Ltd. 9,215 231,337.00 0.01
Dream Industrial Real Estate Investment Trust 25,073 205,914.00 0.01
Dril-Quip, Inc. 10,209 339,857.00 0.02
Dropbox, Inc. - Class A 4,117 93,681.00 0.01
Dynatrace, Inc. 18,691 781,844.00 0.04
Eagle Pharmaceuticals, Inc./DE 958 44,448.00 0.00
East Japan Railway Co. 26,347 1,518,786.00 0.09
Eaton Corp. PLC 96,177 8,956,964.00 0.51
eBay, Inc. 3,025 167,273.00 0.01
Echo Global Logistics, Inc. 4,848 121,539.00 0.01
EDION Corp. 19,075 183,791.00 0.01
EDP - Energias de Portugal SA 1,559,744 7,839,419.00 0.45
EDP - Energias de Portugal SA 452,975 45,994.00 0.00
Edwards Lifesciences Corp. 120,098 9,416,921.00 0.54
Egis Technology, Inc. 27,608 183,395.00 0.01
Elan Microelectronics Corp. 53,150 285,623.00 0.02
Electrolux AB - Class B 3,083 57,943.00 0.00
Electronic Arts, Inc. 73,168 10,362,148.00 0.60
Eli Lilly & Co. 1,186 178,357.00 0.01
Elite Material Co., Ltd. 4,458 26,944.00 0.00
Ellington Financial, Inc. 7,083 83,299.00 0.00
Emaar Properties PJSC 305,791 216,263.00 0.01
Embassy Office Parks Reit 30,923 147,340.00 0.01
EMCOR Group, Inc. 2,853 195,477.00 0.01
eMemory Technology, Inc. 1,106 20,690.00 0.00
Emergent BioSolutions, Inc. 1,725 191,997.00 0.01
Emirates NBD Bank PJSC Merrill Lynch & Co., Inc. 92,641 222,976.00 0.01
Employers Holdings, Inc. 1,506 48,982.00 0.00
Encompass Health Corp. 774 52,727.00 0.00
Endesa SA 1,754 50,063.00 0.00
Enel SpA 633,597 5,804,085.00 0.33
ENEOS Holdings, Inc. 831,613 2,916,144.00 0.17
EnerSys 6,723 452,188.00 0.03
Enghouse Systems Ltd. 17,643 999,897.00 0.06
ENN Energy Holdings Ltd. 13,277 160,952.00 0.01
Enphase Energy, Inc. 1,360 82,116.00 0.00
Entegris, Inc. 16,158 1,161,925.00 0.07
Entra ASA 58,102 820,223.00 0.05
Envestnet, Inc. 3,076 249,837.00 0.01
EOG Resources, Inc. 125,380 5,874,067.00 0.34
EQT AB 3,168 74,903.00 0.00
Equatorial Energia SA 70,942 347,196.00 0.02
Equiniti Group PLC 203,487 339,994.00 0.02
Equity Group Holdings PLC/Kenya 75,866 22,953.00 0.00
ERO Copper Corp. 9,000 108,314.00 0.01
Erste Group Bank AG 181,251 4,056,994.00 0.23
Essent Group Ltd. 10,107 362,133.00 0.02
Essent Group Ltd. 6,979 250,085.00 0.01
Essential Properties Realty Trust, Inc. 26,036 419,193.00 0.02
Essex Property Trust, Inc. 2,951 651,491.00 0.04
Essity AB - Class B 20,410 673,426.00 0.04
Euro Buxl 30 Yr Bond Futures 64 16,950,427.00 0.97
EURO CURRENCY -2,304,560 -2,714,658.00 -0.16
Euro Currency Forward 23,835,237 1,128,222.00 0.06
Euro Currency Forward 73,394,959 3,091,973.00 0.18
Euro Currency Forward 21,776,040 902,632.00 0.05
Euro Currency Forward -5,462,000 -246,954.00 -0.01
Euro Currency Forward -7,912,000 -423,974.00 -0.02
Euro Currency Forward -15,923,000 -754,290.00 -0.04
Euro STOXX 50 Index Futures 1,438 54,094,540.00 3.11
Euro-BOBL Futures 211 33,613,575.00 1.93
Euro-Bund Futures 143 29,902,701.00 1.72
Eurocommercial Properties NV 13,781 170,374.00 0.01
Eurofins Scientific SE 980 641,884.00 0.04
Euronext NV 2,002 231,335.00 0.01
Europris ASA 46,597 229,080.00 0.01
Everbridge, Inc. 731 104,480.00 0.01
Evercore, Inc. - Class A 1,193 65,991.00 0.00
Everest Re Group Ltd. 2,450 536,035.00 0.03
EVERTEC, Inc. 5,955 184,915.00 0.01
Evolution Gaming Group AB 4,370 296,611.00 0.02
Evolution Mining Ltd. 1,148,141 4,904,869.00 0.28
Evonik Industries AG 43,552 1,176,629.00 0.07
Experian PLC 14,630 511,054.00 0.03
Extreme Networks, Inc. 13,752 62,576.00 0.00
Exxon Mobil Corp. 21,118 888,658.00 0.05
F5 Networks, Inc. 17,882 2,430,163.00 0.14
Fabege AB 13,636 174,889.00 0.01
Fabrinet 1,614 117,258.00 0.01
Facebook, Inc. - Class A 127,455 32,331,574.00 1.86
FactSet Research Systems, Inc. 443 153,735.00 0.01
Faes Farma SA 41,499 174,659.00 0.01
Fair Isaac Corp. 2,245 986,344.00 0.06
Faurecia SE 61,568 2,377,620.00 0.14
Feed One Co., Ltd. 98,394 189,000.00 0.01
Fibra Uno Administracion SA de CV 237,890 192,300.00 0.01
FinecoBank Banca Fineco SpA 5,543 80,805.00 0.00
First American Financial Corp. 7,156 365,027.00 0.02
First American Financial Corp. 3,075 156,896.00 0.01
First Citizens BancShares, Inc./NC - Class A 720 306,626.00 0.02
First Citizens BancShares, Inc./NC - Class A 261 111,267.00 0.01
First Gen Corp. 390,721 214,829.00 0.01
First Horizon National Corp. 13,953 129,347.00 0.01
First Industrial Realty Trust, Inc. 4,763 209,201.00 0.01
First Quantum Minerals Ltd. 45,189 381,910.00 0.02
Fisher & Paykel Healthcare Corp., Ltd. 808 19,368.00 0.00
Five Below, Inc. 5,298 577,005.00 0.03
Five9, Inc. 638 77,195.00 0.00
Fjordkraft Holding ASA 95,510 849,716.00 0.05
Flagstar Bancorp, Inc. 5,320 166,958.00 0.01
Fletcher Building Ltd. 95,813 215,375.00 0.01
Flex Ltd. 50,363 578,681.00 0.03
Floor & Decor Holdings, Inc. - Class A 12,716 838,040.00 0.05
FMC Corp. 6,430 681,901.00 0.04
Foot Locker, Inc. 10,596 311,416.00 0.02
Foot Locker, Inc. 4,813 141,483.00 0.01
Ford Otomotiv Sanayi AS 8,905 105,514.00 0.01
Formula Systems 1985 Ltd. 1,200 106,253.00 0.01
Fortescue Metals Group Ltd. 829 10,321.00 0.00
Fortinet, Inc. 1,120 154,964.00 0.01
Fortnox AB 6,904 203,271.00 0.01
Forward Air Corp. 2,229 115,893.00 0.01
Fox Factory Holding Corp. 1,909 169,949.00 0.01
FPT Corp. 2,865 5,487.00 0.00
FPT Corp. Macquarie Bank Ltd. 247,698 475,592.00 0.03
Freshpet, Inc. 11,222 1,077,920.00 0.06
FTI Consulting, Inc. 1,421 169,759.00 0.01
FTSE 100 Index Futures 32 2,455,116.00 0.14
Fu Shou Yuan International Group Ltd. 768,363 728,811.00 0.04
Fubon Financial Holding Co., Ltd. 1,094,674 1,559,019.00 0.09
Fuji Electric Co., Ltd. 59,511 1,622,218.00 0.09
Fujitsu Ltd. 193 25,941.00 0.00
GAIL India Ltd. 107,966 139,739.00 0.01
Galenica AG 6,283 465,234.00 0.03
Games Workshop Group PLC 2,519 289,233.00 0.02
Garmin Ltd. 969 95,545.00 0.01
GATX Corp. 4,571 278,785.00 0.02
GCP Applied Technologies, Inc. 3,510 80,098.00 0.00
GDS Holdings Ltd. (ADR) 52,861 4,244,237.00 0.24
Gecina SA 1,773 230,052.00 0.01
Geely Automobile Holdings Ltd. 159,791 335,207.00 0.02
Genesco, Inc. 5,552 86,347.00 0.00
Genesis Energy Ltd. 260,303 504,830.00 0.03
Genmab A/S 4,554 1,567,679.00 0.09
Genomma Lab Internacional SAB de CV - Class B 141,532 150,594.00 0.01
Genpact Ltd. 121,199 4,826,144.00 0.28
Genworth MI Canada, Inc. 5,031 124,672.00 0.01
Geo Holdings Corp. 12,940 176,515.00 0.01
Gerresheimer AG 21,527 2,476,537.00 0.14
Getinge AB - Class B 135,076 3,262,714.00 0.19
Getty Realty Corp. 5,982 177,251.00 0.01
Gigabyte Technology Co., Ltd. 46,211 132,392.00 0.01
Gilead Sciences, Inc. 655 45,577.00 0.00
GlaxoSmithKline PLC 118,234 2,355,265.00 0.14
Glencore PLC 270,366 618,748.00 0.04
Global Blood Therapeutics, Inc. 692 46,699.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 11,605 69,476.00 0.00
Globalwafers Co., Ltd. 1,724 24,690.00 0.00
Globant SA 230 39,903.00 0.00
Globus Medical, Inc. - Class A 2,730 131,534.00 0.01
GMO Payment Gateway, Inc. 4,226 443,042.00 0.03
GMS, Inc. 6,846 160,404.00 0.01
GoHealth, Inc. 23,339 414,267.00 0.02
Goldman Sachs Group, Inc. (The) 53,172 10,525,929.00 0.60
Goldman Sachs International 1.705% CPI# 31,775,635 -31,665,465.00 -1.82
Goldman Sachs International 1.900% 14,232,581 -14,259,800.00 -0.82
Goldman Sachs International 2.175% CPI# 9,010,480 -9,205,684.00 -0.53
Goosehead Insurance, Inc. - Class A 8,944 924,197.00 0.05
Gossamer Bio, Inc. 15,849 188,927.00 0.01
Grainger PLC 102,272 387,843.00 0.02
Grand City Properties SA 30,833 734,023.00 0.04
Graphic Packaging Holding Co. 28,953 403,604.00 0.02
Graphic Packaging Holding Co. 5,956 83,034.00 0.00
Great British Pound Currency Forward -27,050,381 -1,327,828.00 -0.08
Great Southern Bancorp, Inc. 2,278 82,185.00 0.00
Greggs PLC 7,914 123,079.00 0.01
Grocery Outlet Holding Corp. 19,759 869,233.00 0.05
Growthpoint Properties Ltd. 186,014 144,912.00 0.01
Grupo Aeroportuario del Centro Norte SAB de CV 1,615 6,741.00 0.00
Grupo Cementos de Chihuahua SAB de CV 52,175 247,806.00 0.01
Grupo Televisa SAB (Sponsored ADR) 12,465 69,681.00 0.00
GS Retail Co., Ltd. 715 20,654.00 0.00
Guangdong Tapai Group Co., Ltd. - Class A 195,137 437,943.00 0.03
Guangzhou Automobile Group Co., Ltd. - Class H 3,130,506 2,992,063.00 0.17
Guardant Health, Inc. 11,140 948,905.00 0.05
GUD Holdings Ltd. 27,685 220,910.00 0.01
GVC Holdings PLC 224,329 1,941,461.00 0.11
GW Pharmaceuticals PLC (Sponsored ADR) 590 75,370.00 0.00
H&R Real Estate Investment Trust 14,961 112,254.00 0.01
Hain Celestial Group, Inc. (The) 17,827 605,761.00 0.03
Hain Celestial Group, Inc. (The) 2,850 96,853.00 0.01
Halma PLC 28,224 801,694.00 0.05
Halozyme Therapeutics, Inc. 6,141 166,996.00 0.01
Halyk Savings Bank of Kazakhstan JSC (GDR) 8,484 94,178.00 0.01
Hana Financial Group, Inc. 156,354 3,879,959.00 0.22
Handsome Co., Ltd. 6,323 161,149.00 0.01
Hang Seng Bank Ltd. 12,530 197,169.00 0.01
HANG SENG IDX FUT AUG20 XHKF 20200828 275 43,503,654.00 2.50
Hangzhou Hikvision Digital Technology Co., Ltd. - 74,895 397,090.00 0.02
Hangzhou Tigermed Consulting Co., Ltd. - Class A 2,191 33,820.00 0.00
Hanover Insurance Group, Inc. (The) 3,680 374,918.00 0.02
Haseko Corp. 18,159 214,557.00 0.01
HDFC Bank Ltd. 93,514 1,292,294.00 0.07
Health Catalyst, Inc. 4,377 152,770.00 0.01
Healthcare Realty Trust, Inc. 5,647 165,457.00 0.01
HealthEquity, Inc. 11,243 579,701.00 0.03
Heiwa Real Estate REIT, Inc. 97 100,596.00 0.01
Helen of Troy Ltd. 969 182,554.00 0.01
Helix Energy Solutions Group, Inc. 26,288 110,148.00 0.01
Hera SpA 51,691 198,706.00 0.01
Heron Therapeutics, Inc. 6,521 106,229.00 0.01
Hershey Co. (The) 954 138,797.00 0.01
Hikari Tsushin, Inc. 1,529 331,671.00 0.02
Hikma Pharmaceuticals PLC 6,793 190,347.00 0.01
Hillenbrand, Inc. 1,056 30,866.00 0.00
Hillenbrand, Inc. 2,887 84,387.00 0.00
Hilltop Holdings, Inc. 9,477 184,524.00 0.01
Hitachi Ltd. 1,692 50,683.00 0.00
HKT Trust & HKT Ltd. - Class SS 334,846 493,392.00 0.03
HMS Holdings Corp. 3,973 129,141.00 0.01
Hokuhoku Financial Group, Inc. 8,304 69,865.00 0.00
HollyFrontier Corp. 17,175 472,312.00 0.03
HollyFrontier Corp. 6,773 186,268.00 0.01
Home BancShares, Inc./AR 15,356 250,772.00 0.01
Home Depot, Inc. (The) 67,411 17,897,119.00 1.03
Honeywell International, Inc. 63,212 9,441,976.00 0.54
HONG KONG DOLLAR -3,233,366 -417,192.00 -0.02
Hornbach Holding AG & Co. KGaA 2,898 278,916.00 0.02
Houghton Mifflin Harcourt Co. 31,112 92,091.00 0.01
Houlihan Lokey, Inc. 2,662 145,902.00 0.01
Housing Development Finance Corp., Ltd. 41,282 984,314.00 0.06
Howden Joinery Group PLC 12,554 80,116.00 0.00
Huaxin Cement Co., Ltd. 626,546 2,461,579.00 0.14
Hub Group, Inc. - Class A 2,219 117,431.00 0.01
HubSpot, Inc. 3,875 909,113.00 0.05
Hugel, Inc. 5,025 663,236.00 0.04
HUGO BOSS AG 4,961 135,149.00 0.01
Huhtamaki Oyj 15,368 685,069.00 0.04
Hulic Co., Ltd. 5,166 44,410.00 0.00
Hulic Reit, Inc. 262 308,963.00 0.02
Humana, Inc. 268 105,385.00 0.01
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 6,005 111,106.00 0.01
Huons Co., Ltd. 2,261 114,537.00 0.01
HUYA, Inc. (ADR) 419 10,194.00 0.00
Hypoport SE 417 196,020.00 0.01
iA Financial Corp., Inc. 1,198 42,072.00 0.00
ICICI Bank Ltd. 19,349 90,147.00 0.01
ICICI Lombard General Insurance Co., Ltd. 1,704 29,545.00 0.00
ICON PLC 8,714 1,616,247.00 0.09
IDEX Corp. 3,518 579,836.00 0.03
IG Group Holdings PLC 70,090 669,902.00 0.04
IMA Industria Macchine Automatiche SpA 2,892 229,980.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 28,694 107,640.00 0.01
Inaba Denki Sangyo Co., Ltd. 8,149 186,465.00 0.01
Inari Medical, Inc. 7,506 422,016.00 0.02
Incyte Corp. 598 59,125.00 0.00
Independence Realty Trust, Inc. 36,443 419,101.00 0.02
Indo Tambangraya Megah Tbk PT 239,139 130,150.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
Industrial & Infrastructure Fund Investment Corp. 117 220,091.00 0.01
Industrial Bank Co., Ltd. - Class A 120,711 270,787.00 0.02
Industrial Logistics Properties Trust 6,545 138,170.00 0.01
Industrias Bachoco SAB de CV 42,185 124,347.00 0.01
Industrias Penoles SAB de CV 10,768 160,605.00 0.01
Inficon Holding AG 256 211,117.00 0.01
Infineon Technologies AG 37,591 958,408.00 0.06
Info Edge India Ltd. 450 19,206.00 0.00
Informa PLC 28,388 134,605.00 0.01
Ingersoll Rand, Inc. 118,519 3,744,015.00 0.22
Inmobiliaria Colonial Socimi SA 59,312 508,414.00 0.03
Innoviva, Inc. 5,385 72,943.00 0.00
Inovio Pharmaceuticals, Inc. 1,947 37,863.00 0.00
Inphi Corp. 6,870 897,634.00 0.05
Insight Enterprises, Inc. 1,597 79,598.00 0.00
Insmed, Inc. 4,259 111,246.00 0.01
Insperity, Inc. 2,820 188,605.00 0.01
Instone Real Estate Group AG 12,332 316,092.00 0.02
Insulet Corp. 2,863 582,367.00 0.03
Integer Holdings Corp. 2,102 138,295.00 0.01
Intel Corp. 104,025 4,965,131.00 0.29
Intermediate Capital Group PLC 40,554 709,861.00 0.04
International Bancshares Corp. 4,767 145,029.00 0.01
International Games System Co., Ltd. 9,301 238,300.00 0.01
Intertek Group PLC 3,427 241,086.00 0.01
Intertrust NV 39,645 734,639.00 0.04
Intuit, Inc. 607 186,186.00 0.01
Iovance Biotherapeutics, Inc. 2,474 71,936.00 0.00
IPG Photonics Corp. 3,490 624,744.00 0.04
IPSOS 6,517 172,979.00 0.01
IRB Brasil Resseguros S/A 7,132 1,367.00 0.00
IRB Brasil Resseguros S/A 19,845 30,320.00 0.00
Iren SpA 71,478 180,561.00 0.01
iRhythm Technologies, Inc. 8,228 1,024,297.00 0.06
iShares Global Energy ETF 46,725 879,382.00 0.05
iShares MSCI Global Metals & Mining Producers ETF 72,279 1,907,460.00 0.11
Isracard Ltd. 0 0.00 0.00
Isracard Ltd. 0 0.00 0.00
Israel Discount Bank Ltd. - Class A 79,447 244,268.00 0.01
Itochu Enex Co., Ltd. 21,651 170,055.00 0.01
IWG PLC 41,192 123,835.00 0.01
J Sainsbury PLC 8,580 20,913.00 0.00
j2 Global, Inc. 3,207 181,934.00 0.01
Jabil, Inc. 3,674 128,082.00 0.01
Jaccs Co., Ltd. 8,976 137,061.00 0.01
Jack Henry & Associates, Inc. 3,552 633,321.00 0.04
Jacobs Engineering Group, Inc. 5,820 496,737.00 0.03
Japan Post Holdings Co., Ltd. 2,854 19,495.00 0.00
Japan Real Estate Investment Corp. 38 194,416.00 0.01
Japanese Government CPI Linked Bond Series 21 517,209,801 4,868,920.00 0.28
JAPANESE YEN 120,517,232 1,138,512.00 0.07
Japanese Yen Currency Forward -1,404,372,000 -200,111.00 -0.01
Japanese Yen Currency Forward -4,279,888,000 -207,902.00 -0.01
Japanese Yen Currency Forward 4,285,732,000 385,868.00 0.02
Japanese Yen Currency Forward -670,250,000 49,267.00 0.00
Japanese Yen Currency Forward 2,899,362,251 448,266.00 0.03
Japanese Yen Currency Forward -2,899,362,251 -757,544.00 -0.04
Japanese Yen Currency Forward 5,830,718,749 901,480.00 0.05
JBS SA 98,745 407,738.00 0.02
JD.com, Inc. (ADR) 10,496 669,587.00 0.04
JD.com, Inc. - Class A 5,431 168,758.00 0.01
Jinxin Fertility Group Ltd. 165,531 231,469.00 0.01
JNBY Design Ltd. 100,801 100,839.00 0.01
John B Sanfilippo & Son, Inc. 1,132 99,809.00 0.01
Johnson & Johnson 108,614 15,831,640.00 0.91
JPMorgan Chase & Co. 525 50,753.00 0.00
JPMorgan Chase Bank Long: IS23544 TRS USD R E IS 1,390,996 1,538,513.00 0.09
JPMorgan Chase Bank Long: IS23566 TRS USD R E IS 204,145 212,207.00 0.01
JPMorgan Chase Bank Long: IS23588 TRS USD R E IS 1,042,000 1,114,431.00 0.06
JPMorgan Chase Bank Long: IS235A0 TRS USD R E IS 6,354,212 7,492,900.00 0.43
JPMorgan Chase Bank Long: IS235C2 TRS USD R E IS 249,198 278,422.00 0.02
JPMorgan Chase Bank Long: IS235Q6 TRS USD R E IS 3,608,684 3,652,040.00 0.21
JPMorgan Chase Bank, NA 2.183% CPI# 4,505,240 -4,604,666.00 -0.26
JPMorgan Long: IS23X73 TRS USD R E IS23X73 USDCA 22,474 142,818.00 0.01
JTEKT Corp. 5,192 34,556.00 0.00
JUMBO SA 850 16,597.00 0.00
JX Holdings, Inc. 51,342 180,038.00 0.01
Jyske Bank A/S 38,207 1,218,313.00 0.07
Kadant, Inc. 876 95,112.00 0.01
Kaga Electronics Co., Ltd. 4,111 77,867.00 0.00
Kajaria Ceramics Ltd. 5,488 29,703.00 0.00
Kakaku.com, Inc. 150,738 3,639,428.00 0.21
Kansas City Southern 4,000 687,400.00 0.04
Kardex Holding AG 1,200 209,262.00 0.01
Karuna Therapeutics, Inc. 393 32,156.00 0.00
Kasai Kogyo Co., Ltd. 16,439 60,101.00 0.00
Kaufman & Broad SA 4,940 213,313.00 0.01
KB Financial Group, Inc. 79,970 2,366,738.00 0.14
KB Home 8,840 297,377.00 0.02
KB Home 7,123 239,630.00 0.01
KBC Group NV 56,214 3,205,150.00 0.18
KBR, Inc. 9,723 216,240.00 0.01
Kemira Oyj 14,770 195,634.00 0.01
Kemper Corp. 732 57,476.00 0.00
Kenedix Residential Next Investment Corp. 70 128,599.00 0.01
Kenedix Retail REIT Corp. 45 78,295.00 0.00
Kennametal, Inc. 15,136 408,066.00 0.02
Kennametal, Inc. 6,868 185,171.00 0.01
KEPCO Plant Service & Engineering Co., Ltd. 6,947 171,708.00 0.01
Kerry Group PLC - Class A 8,636 1,143,933.00 0.07
Keyence Corp. 5,319 2,243,148.00 0.13
Kforce, Inc. 3,680 106,145.00 0.01
KGHM Polska Miedz SA 3,791 127,635.00 0.01
Kia Motors Corp. 131,230 4,466,597.00 0.26
Killam Apartment Real Estate Investment Trust 78,033 1,013,689.00 0.06
Kilroy Realty Corp. 9,261 539,641.00 0.03
Kimball International, Inc. - Class B 5,287 57,849.00 0.00
Kimberly-Clark Corp. 266 40,533.00 0.00
Kingspan Group PLC 12,367 887,246.00 0.05
Kinnevik AB - Class B 2,381 83,835.00 0.00
KION Group AG 8,632 659,772.00 0.04
KLA Corp. 30,095 6,013,883.00 0.35
KMC Kuei Meng International, Inc. 5,695 33,894.00 0.00
Knight-Swift Transportation Holdings, Inc. 30,732 1,336,554.00 0.08
Koh Young Technology, Inc. 397 32,826.00 0.00
Kohnan Shoji Co., Ltd. 6,761 252,325.00 0.01
Kojamo Oyj 8,088 201,031.00 0.01
Koninklijke Ahold Delhaize NV 307,231 8,848,517.00 0.51
Koninklijke DSM NV 5,214 798,149.00 0.05
Koninklijke Philips NV 102,017 5,271,347.00 0.30
Korea Zinc Co., Ltd. 560 194,746.00 0.01
Kose Corp. 3,092 313,201.00 0.02
Kuehne & Nagel International AG 2,123 366,036.00 0.02
Kulicke & Soffa Industries, Inc. 17,616 417,499.00 0.02
Kulicke & Soffa Industries, Inc. 4,529 107,352.00 0.01
Kumho Petrochemical Co., Ltd. 5,557 395,312.00 0.02
Kungsleden AB 19,421 157,089.00 0.01
Kweichow Moutai Co., Ltd. - Class A 648 156,087.00 0.01
Kyokuto Securities Co., Ltd. 6,621 34,470.00 0.00
L&T Technology Services Ltd. 7,335 147,790.00 0.01
L3Harris Technologies, Inc. 54,202 9,123,822.00 0.52
La Francaise des Jeux SAEM 1,904 69,743.00 0.00
Labrador Iron Ore Royalty Corp. 12,378 237,135.00 0.01
Lam Research Corp. 213 80,624.00 0.00
Lattice Semiconductor Corp. 37,701 1,172,137.00 0.07
LCI Industries 1,910 240,281.00 0.01
Lear Corp. 3,566 393,615.00 0.02
Lear Corp. 182 20,131.00 0.00
LEENO Industrial, Inc. 316 36,547.00 0.00
LEG Immobilien AG 2,256 314,637.00 0.02
Legal & General Group PLC 6,921 19,161.00 0.00
Legend Biotech Corp. (ADR) 6,857 241,640.00 0.01
Legrand SA 1,059 81,943.00 0.00
LHC Group, Inc. 872 170,172.00 0.01
Li Ning Co., Ltd. 10,625 34,248.00 0.00
Ligand Pharmaceuticals, Inc. 1,053 123,481.00 0.01
Light SA 139,069 503,860.00 0.03
Link REIT 71,414 554,113.00 0.03
Lithia Motors, Inc. - Class A 3,199 733,058.00 0.04
Littelfuse, Inc. 3,740 664,411.00 0.04
Livongo Health, Inc. 767 97,681.00 0.01
LIXIL Group Corp. 4,611 61,548.00 0.00
Localiza Rent a Car SA 2,787 27,210.00 0.00
Logitech International SA 4,090 298,402.00 0.02
Lojas Renner SA 2,439 19,236.00 0.00
London Stock Exchange Group PLC 10,241 1,131,235.00 0.06
Long Gilt Futures 331 60,030,800.00 3.45
Lonza Group AG 1,485 929,217.00 0.05
Louisiana-Pacific Corp. 3,826 121,189.00 0.01
Lovesac Co. (The) 3,031 96,353.00 0.01
Lowe's Cos., Inc. 1,323 197,011.00 0.01
LPL Financial Holdings, Inc. 54,000 4,267,080.00 0.25
LUKOIL PJSC (Sponsored ADR) 15,625 1,069,895.00 0.06
LUKOIL PJSC (Sponsored ADR) (London) 36,815 2,497,383.00 0.14
Lumentum Holdings, Inc. 991 92,083.00 0.01
Lundin Mining Corp. 120,268 673,418.00 0.04
LVMH Moet Hennessy Louis Vuitton SE 1,091 474,595.00 0.03
Lyra Therapeutics, Inc. 4,393 58,870.00 0.00
M&G PLC 51,569 107,931.00 0.01
Machvision, Inc. 14,891 140,863.00 0.01
MACOM Technology Solutions Holdings, Inc. 3,876 163,823.00 0.01
Madrigal Pharmaceuticals, Inc. 3,276 336,225.00 0.02
Maeil Dairies Co., Ltd. 2,343 146,065.00 0.01
Magazine Luiza SA 1,806 27,945.00 0.00
Magna International, Inc. - Class A (Canada) 1,309 60,524.00 0.00
Magna International, Inc. - Class A (United States 152,721 7,051,128.00 0.41
Maire Tecnimont SpA 76,720 137,590.00 0.01
Malibu Boats, Inc. 3,228 189,796.00 0.01
Man Group PLC/Jersey 116,839 188,499.00 0.01
Manappuram Finance Ltd. 106,791 227,031.00 0.01
Manhattan Associates, Inc. 10,861 1,040,443.00 0.06
ManTech International Corp./VA - Class A 1,600 111,343.00 0.01
Marcus & Millichap, Inc. 3,437 93,640.00 0.01
Marriott Vacations Worldwide Corp. 2,195 185,895.00 0.01
Masco Corp. 71,818 4,105,145.00 0.24
Masmovil Ibercom SA 31,588 844,523.00 0.05
Masonite International Corp. 6,437 542,960.00 0.03
Masonite International Corp. 2,319 195,614.00 0.01
MasTec, Inc. 3,328 132,404.00 0.01
Mastercard, Inc. - Class A 529 163,229.00 0.01
MasterCraft Boat Holdings, Inc. 7,669 158,765.00 0.01
Matrix Service Co. 10,334 90,482.00 0.01
MAXIMUS, Inc. 2,776 206,056.00 0.01
MaxLinear, Inc. - Class A 8,682 220,088.00 0.01
Maytronics Ltd. 10,384 160,128.00 0.01
Mebuki Financial Group, Inc. 29,565 65,770.00 0.00
Mediaset Espana Comunicacion SA 39,281 128,489.00 0.01
MediaTek, Inc. 32,218 769,316.00 0.04
Medical Properties Trust, Inc. 40,703 819,360.00 0.05
Mediobanca Banca di Credito Finanziario SpA 392,734 3,171,746.00 0.18
Medpace Holdings, Inc. 1,757 209,776.00 0.01
Medtronic PLC 120,104 11,587,633.00 0.67
Megacable Holdings SAB de CV 31,749 94,985.00 0.01
Megaworld Corp. 2,288,269 140,005.00 0.01
Meggitt PLC 66,456 232,192.00 0.01
Meitec Corp. 8,555 398,177.00 0.02
Melexis NV 2,701 231,571.00 0.01
Merck & Co., Inc. 2,585 207,437.00 0.01
Meridian Bioscience, Inc. 4,525 110,820.00 0.01
Meritor, Inc. 6,335 144,140.00 0.01
Merlin Properties Socimi SA 39,418 326,131.00 0.02
Mesa Laboratories, Inc. 354 83,990.00 0.00
MetLife, Inc. 3,252 123,096.00 0.01
Metro Pacific Investments Corp. 817,082 52,085.00 0.00
Metropolis Healthcare Ltd. 7,500 157,166.00 0.01
Mettler-Toledo International, Inc. 79 74,030.00 0.00
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 20,028 165,634.00 0.01
MGM Growth Properties LLC - Class A 13,329 364,420.00 0.02
MGM Growth Properties LLC - Class A 16,970 463,959.00 0.03
Micron Technology, Inc. 1,726 86,417.00 0.00
Microsoft Corp. 298,116 61,116,837.00 3.51
Mid-America Apartment Communities, Inc. 94,219 11,229,968.00 0.65
Middleby Corp. (The) 3,430 284,895.00 0.02
Midea Real Estate Holding Ltd. 416,381 1,065,366.00 0.06
Mineral Resources Ltd. 15,392 283,443.00 0.02
Minerva SA/Brazil 87,191 226,982.00 0.01
Mini MSCI EAFE Futures -1,731 -156,967,080.00 -9.02
Mirait Holdings Corp. 8,828 121,632.00 0.01
Mirati Therapeutics, Inc. 1,261 153,042.00 0.01
Mitsubishi Chemical Holdings Corp. 12,309 66,135.00 0.00
Mitsubishi Estate Co., Ltd. 19,452 279,434.00 0.02
Mitsubishi Heavy Industries Ltd. 2,919 67,908.00 0.00
Mitsui Chemicals, Inc. 3,048 58,013.00 0.00
Mitsui Fudosan Co., Ltd. 67,514 1,055,511.00 0.06
Mitsui Mining & Smelting Co., Ltd. 8,430 179,033.00 0.01
Mixi, Inc. 9,094 177,618.00 0.01
Miyazaki Bank Ltd. (The) 7,079 150,747.00 0.01
MKS Instruments, Inc. 9,491 1,209,629.00 0.07
MLP Saglik Hizmetleri AS 22,219 56,134.00 0.00
MMC Norilsk Nickel PJSC (ADR) 4,370 115,250.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 14,709 47,282.00 0.00
Moelis & Co. 12,647 376,754.00 0.02
Moelis & Co. 5,724 170,526.00 0.01
Molina Healthcare, Inc. 2,445 451,591.00 0.03
Molina Healthcare, Inc. 841 155,449.00 0.01
Momenta Pharmaceuticals, Inc. 3,806 112,254.00 0.01
Momo, Inc. (Sponsored ADR) 5,831 107,708.00 0.01
Moneysupermarket.com Group PLC 138,375 530,119.00 0.03
MongoDB, Inc. 3,720 852,177.00 0.05
Monster Beverage Corp. 200 15,742.00 0.00
Moody's Corp. 595 167,462.00 0.01
Morgan Sindall Group PLC 11,490 156,205.00 0.01
Morgan Stanley Capital Services, Inc. Long: IS234I 1,336,362 1,331,996.00 0.08
Morinaga & Co., Ltd./Japan 65,254 2,365,751.00 0.14
Morinaga Milk Industry Co., Ltd. 15,393 718,546.00 0.04
Motor Oil Hellas Corinth Refineries SA 39,134 534,523.00 0.03
Mowi ASA 14,607 265,294.00 0.02
Mr Cooper Group, Inc. 9,540 155,796.00 0.01
MRC Global, Inc. 47,709 283,868.00 0.02
MRC Global, Inc. 22,339 132,919.00 0.01
MRV Engenharia e Participacoes SA 26,310 96,536.00 0.01
MSCI Emerging Markets Futures 1,344 71,856,960.00 4.13
MSCI SING IX ETS AUG20 XSIM 20200828 2,373 49,789,696.00 2.86
MTU Aero Engines AG 3,971 688,578.00 0.04
Muangthai Capital PCL 114,427 183,481.00 0.01
Mueller Industries, Inc. 6,109 170,812.00 0.01
Murata Manufacturing Co., Ltd. 11,249 722,588.00 0.04
Muthoot Finance Ltd. 64,781 1,099,418.00 0.06
My EG Services Bhd 464,080 147,582.00 0.01
MyoKardia, Inc. 723 65,247.00 0.00
Nantex Industry Co., Ltd. 133,436 162,278.00 0.01
Nanya Technology Corp. 1,432,544 2,964,365.00 0.17
Naspers Ltd. - Class N 3,208 583,733.00 0.03
Natera, Inc. 2,500 120,081.00 0.01
National Bank of Canada 468 22,112.00 0.00
National Retail Properties, Inc. 9,848 349,138.00 0.02
National Storage Affiliates Trust 19,329 595,726.00 0.03
National Vision Holdings, Inc. 36,147 1,156,361.00 0.07
National Western Life Group, Inc. - Class A 553 107,806.00 0.01
Navient Corp. 21,467 170,878.00 0.01
NCR Corp. 16,874 310,987.00 0.02
NCR Corp. 5,531 101,947.00 0.01
NCSoft Corp. 1,759 1,198,702.00 0.07
NEC Networks & System Integration Corp. 68,423 1,453,588.00 0.08
Nelnet, Inc. - Class A 2,369 137,447.00 0.01
Nemetschek SE 2,980 218,513.00 0.01
Neogen Corp. 2,358 181,038.00 0.01
Neste Oyj 19,238 883,640.00 0.05
Nestle SA 107,919 12,834,017.00 0.74
NetEase, Inc. 9,903 179,910.00 0.01
NetEase, Inc. (ADR) 680 311,952.00 0.02
Netflix, Inc. 40 19,890.00 0.00
NetScout Systems, Inc. 9,040 230,158.00 0.01
Network International Holdings PLC 13,464 71,071.00 0.00
Neurocrine Biosciences, Inc. 5,650 680,034.00 0.04
Nevro Corp. 1,641 218,191.00 0.01
New Frontier Health Corp. 9,842 83,664.00 0.00
New Jersey Resources Corp. 3,802 118,095.00 0.01
New Oriental Education & Technology Group, Inc. (S 37,627 5,275,384.00 0.30
New Work SE 595 194,381.00 0.01
New World Development Co., Ltd. 50,987 248,960.00 0.01
NEW ZEALAND DOLLAR 74,433 49,363.00 0.00
New Zealand Dollar Currency Forward 96,946,354 2,666,292.00 0.15
New Zealand Dollar Currency Forward -70,350,000 -808,853.00 -0.05
New Zealand Dollar Currency Forward -1,240,646 -16,148.00 0.00
New Zealand Dollar Currency Forward -26,596,354 -346,177.00 -0.02
New Zealand Dollar Currency Forward 11,299,354 131,730.00 0.01
New Zealand Dollar Currency Forward 1,240,646 14,463.00 0.00
New Zealand Dollar Currency Forward -1,235,646 -7,807.00 0.00
New Zealand Dollar Currency Forward -11,299,354 -71,391.00 0.00
Newcrest Mining Ltd. 83,797 2,134,820.00 0.12
Nexans SA 13,077 681,600.00 0.04
NexPoint Residential Trust, Inc. 3,398 129,922.00 0.01
Nexstar Media Group, Inc. - Class A 758 66,457.00 0.00
Next PLC 16,736 1,181,295.00 0.07
NextEra Energy, Inc. 31,413 8,817,629.00 0.51
NGK Spark Plug Co., Ltd. 52,023 699,635.00 0.04
NIBC Holding NV 19,413 167,164.00 0.01
NIC, Inc. 4,895 107,301.00 0.01
NICE Information Service Co., Ltd. 11,169 190,315.00 0.01
Nice Ltd. 17,858 3,667,932.00 0.21
Nichirei Corp. 61,266 1,749,386.00 0.10
Nidec Corp. 10,572 839,851.00 0.05
Nihon Unisys Ltd. 27,884 843,818.00 0.05
NIKE, Inc. - Class B 126,460 12,343,773.00 0.71
Nintendo Co., Ltd. 3,254 1,431,241.00 0.08
Nippon Building Fund, Inc. 294 1,645,949.00 0.09
Nippon Express Co., Ltd. 1,252 59,561.00 0.00
Nippon Paper Industries Co., Ltd. 5,942 74,836.00 0.00
Nippon Prologis REIT, Inc. 249 862,431.00 0.05
NIPPON REIT Investment Corp. 35 108,173.00 0.01
Nippon Telegraph & Telephone Corp. 366,826 8,514,582.00 0.49
Nissan Motor Co., Ltd. 2,105 7,201.00 0.00
NMC Health PLC 22,543 0.00 0.00
NN Group NV 114,325 4,184,559.00 0.24
Nobina AB 27,794 175,067.00 0.01
Nokia Oyj 11,843 56,848.00 0.00
Nomad Foods Ltd. 20,224 466,365.00 0.03
Nomad Foods Ltd. 4,552 104,984.00 0.01
Nomura Holdings, Inc. 15,822 74,463.00 0.00
Nomura Real Estate Master Fund, Inc. 167 207,759.00 0.01
Nordson Corp. 4,550 881,016.00 0.05
Norfolk Southern Corp. 23,185 4,456,388.00 0.26
Northeast Bank 4,889 93,102.00 0.01
Northern Star Resources Ltd. 146,216 1,659,517.00 0.10
Northview Apartment Real Estate Investment Trust 8,088 211,588.00 0.01
NorthWestern Corp. 1,715 96,508.00 0.01
NortonLifeLock, Inc. 6,283 134,777.00 0.01
Norwegian Finans Holding ASA 107,666 804,318.00 0.05
NORWEGIAN KRONE 2,656 291.00 0.00
Norwegian Krone Currency Forward -15,883,642 -60,834.00 0.00
Notre Dame Intermedica Participacoes SA 2,785 35,651.00 0.00
Novagold Resources, Inc. 16,566 151,084.00 0.01
Novanta, Inc. 6,720 696,729.00 0.04
Novavax, Inc. 970 138,908.00 0.01
Novo Nordisk A/S - Class B 126,740 8,315,799.00 0.48
Novocure Ltd. 931 70,572.00 0.00
NOW, Inc. 16,262 128,148.00 0.01
NRG Energy, Inc. 1,646 55,662.00 0.00
Nuance Communications, Inc. 5,435 148,660.00 0.01
NVIDIA Corp. 20,125 8,544,873.00 0.49
NVR, Inc. 209 822,267.00 0.05
NXP Semiconductors NV 65,827 7,736,668.00 0.44
O'Reilly Automotive, Inc. 367 175,300.00 0.01
Oesterreichische Post AG 4,866 155,647.00 0.01
Omega Healthcare Investors, Inc. 22,038 713,614.00 0.04
Omnicom Group, Inc. 2,601 139,785.00 0.01
OMV AG 761 24,055.00 0.00
OneMain Holdings, Inc. 9,417 270,267.00 0.02
OneMain Holdings, Inc. 5,814 166,865.00 0.01
OneSavings Bank PLC 40,206 124,297.00 0.01
OPAP SA 211,851 1,919,137.00 0.11
Open Text Corp. 19,394 872,956.00 0.05
Oracle Corp. 152,190 8,438,983.00 0.48
Oracle Corp. Japan 38,392 4,624,898.00 0.27
Orange Belgium SA 8,465 141,736.00 0.01
Orange SA 88,729 1,039,992.00 0.06
Orbia Advance Corp. SAB de CV 219,862 348,638.00 0.02
Orion Corp./Republic of Korea 8,843 994,681.00 0.06
Orion Engineered Carbons SA 25,825 263,415.00 0.02
Orion Engineered Carbons SA 9,940 101,391.00 0.01
ORIX Corp. 54,291 587,163.00 0.03
Ormat Technologies, Inc. 2,217 131,950.00 0.01
Orocobre Ltd. 20,205 43,018.00 0.00
Orora Ltd. 251,827 411,698.00 0.02
Orsted A/S 5,056 720,686.00 0.04
Orthofix Medical, Inc. 3,259 100,109.00 0.01
Oshkosh Corp. 6,540 514,828.00 0.03
OSI Systems, Inc. 1,797 127,550.00 0.01
Osmotica Pharmaceuticals PLC 10,744 57,485.00 0.00
Otis Worldwide Corp. 2,730 171,313.00 0.01
Otsuka Corp. 46,142 2,405,831.00 0.14
Otter Tail Corp. 3,864 147,835.00 0.01
Oversea-Chinese Banking Corp., Ltd. 54,205 339,532.00 0.02
Oxford Industries, Inc. 2,668 114,568.00 0.01
OZ Minerals Ltd. 106,533 1,033,995.00 0.06
Pagseguro Digital Ltd. 8,818 337,142.00 0.02
Palomar Holdings, Inc. 1,768 161,493.00 0.01
Pan American Silver Corp. 1,340 50,087.00 0.00
Pandora A/S 30,427 1,935,239.00 0.11
Panin Financial Tbk PT 7,501,514 95,232.00 0.01
Papa John's International, Inc. 1,834 173,717.00 0.01
Papa John's International, Inc. 6,580 622,928.00 0.04
Parade Technologies Ltd. 16,224 706,246.00 0.04
Parex Resources, Inc. 13,951 168,735.00 0.01
Park24 Co., Ltd. 84,980 1,132,180.00 0.07
Partners Group Holding AG 10,410 10,084,280.00 0.58
Patrick Industries, Inc. 2,628 168,076.00 0.01
PayPal Holdings, Inc. 54,543 10,694,246.00 0.61
PC Connection, Inc. 3,074 134,340.00 0.01
Pegasystems, Inc. 602 70,394.00 0.00
Penn National Gaming, Inc. 2,690 91,088.00 0.01
PennyMac Financial Services, Inc. 3,655 176,431.00 0.01
PennyMac Mortgage Investment Trust 8,938 168,486.00 0.01
Penumbra, Inc. 3,864 857,534.00 0.05
PepsiCo, Inc. 93,589 12,883,461.00 0.74
Perdoceo Education Corp. 9,491 136,680.00 0.01
Perficient, Inc. 3,470 136,074.00 0.01
Pernod Ricard SA 9,062 1,557,445.00 0.09
Perrigo Co. PLC 5,940 314,938.00 0.02
Persimmon PLC 5,481 171,140.00 0.01
Persol Holdings Co., Ltd. 981 12,410.00 0.00
Perspecta, Inc. 6,388 136,722.00 0.01
PetroChina Co., Ltd. - Class H 2,089,357 726,579.00 0.04
Petroleo Brasileiro SA (ADR) 45,090 390,936.00 0.02
Petroleo Brasileiro SA (Preference Shares) 250,410 1,065,667.00 0.06
Petronet LNG Ltd. 27,409 90,620.00 0.01
Peugeot SA 433,178 6,963,224.00 0.40
Pfizer, Inc. 253,103 9,739,429.00 0.56
Philip Morris International, Inc. 9,249 710,428.00 0.04
Physicians Realty Trust 38,374 692,276.00 0.04
Physicians Realty Trust 24,030 433,501.00 0.02
Piaggio & C SpA 154,620 433,595.00 0.02
PICC Property & Casualty Co., Ltd. - Class H 147,391 116,474.00 0.01
Pidilite Industries Ltd. 1,514 27,510.00 0.00
Pilipinas Shell Petroleum Corp. 210,409 74,804.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 5,041 54,761.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 58,986 622,374.00 0.04
Ping Identity Holding Corp. 5,722 196,636.00 0.01
Pinnacle Investment Management Group Ltd. 63,820 230,049.00 0.01
Pinnacle West Capital Corp. 39,000 3,240,120.00 0.19
PJT Partners, Inc. 8,937 478,397.00 0.03
Planet Fitness, Inc. 15,517 810,038.00 0.05
PNC Financial Services Group, Inc. (The) 69,633 7,427,752.00 0.43
PNM Resources, Inc. 7,195 303,844.00 0.02
Poly Developments and Holdings Group Co., Ltd. - C 121,567 271,319.00 0.02
Polyus PJSC (GDR) 2,435 277,899.00 0.02
Polyus PJSC (GDR) 2,368 271,236.00 0.02
Pool Corp. 1,740 551,058.00 0.03
Portland General Electric Co. 3,648 161,013.00 0.01
POUND STERLING -74,954 -98,115.00 -0.01
Power Grid Corp. of India Ltd. 94,511 225,171.00 0.01
Poya International Co., Ltd. 1,269 26,651.00 0.00
PRA Health Sciences, Inc. 441 47,036.00 0.00
Precinct Properties New Zealand Ltd. 110,367 125,849.00 0.01
Preferred Bank/Los Angeles CA 3,071 114,413.00 0.01
Premium Leisure Corp. 4,592,902 28,044.00 0.00
Primerica, Inc. 1,172 140,252.00 0.01
Primo Water Corp. 26,901 382,263.00 0.02
Primo Water Corp. 17,209 244,547.00 0.01
Procter & Gamble Co. (The) 141,331 18,531,370.00 1.06
Progress Software Corp. 4,772 166,383.00 0.01
Progressive Corp. (The) 144,378 13,043,108.00 0.75
Prologis, Inc. 52,959 5,582,981.00 0.32
Prudential PLC 24,910 355,990.00 0.02
Prysmian SpA 3,069 78,481.00 0.00
PSP Swiss Property AG (REG) 2,880 319,975.00 0.02
PTC Therapeutics, Inc. 9,669 447,987.00 0.03
PulteGroup, Inc. 15,970 696,292.00 0.04
PulteGroup, Inc. 6,438 280,732.00 0.02
Puma SE 7,275 566,319.00 0.03
QTS Realty Trust, Inc. - Class A 3,924 282,393.00 0.02
QUALCOMM, Inc. 119,690 12,640,493.00 0.73
Qualicorp Consultoria e Corretora de Seguros SA 23,172 124,376.00 0.01
Quanta Services, Inc. 12,982 518,890.00 0.03
Quanta Services, Inc. 3,631 145,140.00 0.01
Quilter PLC 212,913 405,261.00 0.02
Radian Group, Inc. 10,195 152,113.00 0.01
Radiant Logistics, Inc. 23,890 101,532.00 0.01
Raia Drogasil SA 1,282 30,503.00 0.00
Ralph Lauren Corp. 4,000 285,200.00 0.02
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 2,648 160,571.00 0.01
Rational AG 369 219,404.00 0.01
Raytheon Technologies Corp. 97,291 5,514,453.00 0.32
RE/MAX Holdings, Inc. - Class A 4,334 140,319.00 0.01
Real Matters, Inc. 11,531 256,550.00 0.01
Realtek Semiconductor Corp. 133,983 1,709,383.00 0.10
Realty Income Corp. 17,280 1,037,715.00 0.06
Recipharm AB 14,466 232,671.00 0.01
Reckitt Benckiser Group PLC 4,374 438,673.00 0.03
Recruit Holdings Co., Ltd. 127,046 3,963,311.00 0.23
Red Electrica Corp. SA 3,836 74,795.00 0.00
Regal Beloit Corp. 6,826 627,787.00 0.04
Regal Beloit Corp. 1,808 166,337.00 0.01
Regeneron Pharmaceuticals, Inc. 10,033 6,341,558.00 0.36
Regional SAB de CV 5,418 14,112.00 0.00
Regis Resources Ltd. 86,820 353,773.00 0.02
Reinsurance Group of America, Inc. - Class A 50,378 4,294,724.00 0.25
RELX PLC 117,137 2,482,299.00 0.14
RELX PLC (London) 51,975 1,094,200.00 0.06
Renewable Energy Group, Inc. 5,314 146,570.00 0.01
Renrui Human Resources Technology Holdings Ltd. 55,719 219,277.00 0.01
Rentokil Initial PLC 64,870 452,560.00 0.03
Repligen Corp. 7,902 1,192,568.00 0.07
Repsol SA 461,481 3,639,118.00 0.21
Republic Bancorp, Inc./KY - Class A 2,821 85,260.00 0.00
Retail Properties of America, Inc. - Class A 67,623 430,087.00 0.02
Revance Therapeutics, Inc. 17,283 405,807.00 0.02
Rexford Industrial Realty, Inc. 12,642 593,315.00 0.03
Rheinmetall AG 6,763 639,475.00 0.04
Richter Gedeon Nyrt 1,715 39,689.00 0.00
Rightmove PLC 13,111 94,626.00 0.01
RingCentral, Inc. - Class A 2,260 656,010.00 0.04
Rio Tinto PLC 16,830 1,024,530.00 0.06
RLJ Lodging Trust 22,447 179,800.00 0.01
RLJ Lodging Trust 42,122 337,404.00 0.02
Road King Infrastructure Ltd. 87,550 117,773.00 0.01
Robert Half International, Inc. 6,436 327,399.00 0.02
Roche Holding AG 47,314 16,387,846.00 0.94
Roche Holding AG (Sponsored ADR) 379,404 16,352,312.00 0.94
Rockwell Automation, Inc. 302 66,015.00 0.00
Roland DG Corp. 12,121 127,514.00 0.01
Round One Corp. 19,953 118,758.00 0.01
Royal Bank of Canada 6,562 452,734.00 0.03
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 83,593 1,245,429.00 0.07
Royal Dutch Shell PLC (Sponsored ADR) 141,792 4,012,713.00 0.23
Royal Dutch Shell PLC - Class A 7,357 107,533.00 0.01
Royal Dutch Shell PLC - Class B 297,490 4,175,709.00 0.24
Royal Unibrew A/S 7,922 801,525.00 0.05
RPM International, Inc. 1,923 156,939.00 0.01
Rumo SA 52,783 224,830.00 0.01
Russel Metals, Inc. 16,693 223,587.00 0.01
Russell 2000 E-Mini Futures 129 9,531,810.00 0.55
RWE AG 49,879 1,880,163.00 0.11
Ryoyo Electro Corp. 7,042 196,112.00 0.01
S&P 500 E-Mini Futures -205 -33,450,875.00 -1.92
S&P Global, Inc. 428 150,014.00 0.01
S&P Mid 400 E-Mini Futures -14 -2,604,700.00 -0.15
S&P/TSX 60 Index Futures -166 -23,928,687.00 -1.37
Saab AB - Class B 162,993 5,266,125.00 0.30
Sabra Health Care REIT, Inc. 10,143 149,517.00 0.01
Safaricom PLC 718,391 189,675.00 0.01
Safestore Holdings PLC 20,278 203,846.00 0.01
Saia, Inc. 1,748 208,885.00 0.01
SAIC Motor Corp., Ltd. 108,415 282,345.00 0.02
Salmar ASA 36,121 1,717,993.00 0.10
Samhallsbyggnadsbolaget i Norden AB 104,749 285,572.00 0.02
Samjin Pharmaceutical Co., Ltd. 4,344 104,694.00 0.01
Sampo Oyj - Class A 13,894 502,206.00 0.03
Samsung Electronics Co., Ltd. 156,605 7,653,892.00 0.44
Samsung Electronics Co., Ltd. (Preference Shares) 10,978 458,543.00 0.03
Sankyu, Inc. 11,073 381,787.00 0.02
Sanmina Corp. 5,668 168,234.00 0.01
Sanofi 3,610 379,099.00 0.02
SAP SE 6,437 1,016,246.00 0.06
Saras SpA 155,182 115,086.00 0.01
Sarepta Therapeutics, Inc. 4,743 728,214.00 0.04
Sartorius Stedim Biotech 272 85,284.00 0.00
Sberbank of Russia PJSC (Sponsored ADR) 60,613 722,513.00 0.04
Scandi Standard AB 27,254 203,278.00 0.01
Scandic Hotels Group AB 19,424 67,127.00 0.00
Scandinavian Tobacco Group A/S 14,118 207,660.00 0.01
Schneider Electric SE 42,615 4,886,422.00 0.28
Schweiter Technologies AG 172 214,203.00 0.01
Science Applications International Corp. 1,348 107,842.00 0.01
SCREEN Holdings Co., Ltd. 63,643 3,198,796.00 0.18
Sealed Air Corp. 13,948 497,664.00 0.03
Sealed Air Corp. 3,982 142,080.00 0.01
SEB SA 88 14,652.00 0.00
Secom Co., Ltd. 5,197 449,511.00 0.03
Segro PLC 19,150 242,521.00 0.01
Selective Insurance Group, Inc. 4,534 246,377.00 0.01
Selvaag Bolig ASA 41,579 231,151.00 0.01
Sempra Energy 1,078 134,216.00 0.01
ServiceNow, Inc. 427 187,602.00 0.01
SG Holdings Co., Ltd. 40,906 1,501,195.00 0.09
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 138,591 246,405.00 0.01
Shenzhou International Group Holdings Ltd. 43,144 515,346.00 0.03
Shikoku Bank Ltd. (The) 11,309 75,550.00 0.00
Shimizu Corp. 7,827 56,111.00 0.00
Shinhan Financial Group Co., Ltd. 6,918 173,616.00 0.01
Shizuoka Gas Co., Ltd. 19,621 158,025.00 0.01
Showa Sangyo Co., Ltd. 5,558 179,937.00 0.01
Sichuan Swellfun Co., Ltd. - Class A 510 4,659.00 0.00
Sika AG 3,205 704,380.00 0.04
Silergy Corp. 1,041 62,474.00 0.00
Silicon Laboratories, Inc. 1,624 163,275.00 0.01
Silk Road Medical, Inc. 9,673 449,433.00 0.03
Simon Property Group, Inc. 2,743 171,069.00 0.01
Simplo Technology Co., Ltd. 225,323 2,504,459.00 0.14
Simpson Manufacturing Co., Inc. 2,732 263,833.00 0.02
Sims Ltd. 38,523 216,773.00 0.01
SINGAPORE DOLLAR -1,176,449 -856,222.00 -0.05
Singapore Exchange Ltd. 660,325 3,939,056.00 0.23
Sino-American Silicon Products, Inc. 25,910 86,501.00 0.00
Sinopec Shanghai Petrochemical Co., Ltd. - Class H 437,131 97,326.00 0.01
Sinotruk Hong Kong Ltd. 37,311 116,436.00 0.01
SITE Centers Corp. 43,481 318,721.00 0.02
SiteOne Landscape Supply, Inc. 6,750 864,202.00 0.05
Sitronix Technology Corp. 21,776 111,756.00 0.01
SK Hynix, Inc. 46,134 3,230,170.00 0.19
Skechers U.S.A., Inc. - Class A 7,970 233,361.00 0.01
SkyWest, Inc. 8,953 235,553.00 0.01
SkyWest, Inc. 4,358 114,665.00 0.01
SL Green Realty Corp. 6,733 313,099.00 0.02
Sleep Number Corp. 4,132 192,168.00 0.01
SM Prime Holdings, Inc. 193,410 118,596.00 0.01
Smartsheet, Inc. - Class A 12,005 573,118.00 0.03
SMC Corp./Japan 1,531 804,825.00 0.05
Snam SpA 15,099 80,382.00 0.00
Sociedad Quimica y Minera de Chile SA (Sponsored A 871 26,615.00 0.00
Societe Generale SA 2,676 41,200.00 0.00
Soft-World International Corp. 37,057 127,895.00 0.01
Softcat PLC 12,463 205,468.00 0.01
Sojitz Corp. 87,188 182,893.00 0.01
SOUTH KOREAN WON 15,432 12.00 0.00
Southwest Gas Holdings, Inc. 5,140 357,949.00 0.02
SP Plus Corp. 2,924 46,462.00 0.00
Spar Nord Bank A/S 22,668 186,763.00 0.01
SpareBank 1 Nord Norge 29,531 204,072.00 0.01
SpareBank 1 SMN 24,033 207,071.00 0.01
SpartanNash Co. 7,080 148,872.00 0.01
SPI 200 Futures -421 -44,173,848.00 -2.54
Splunk, Inc. 2,828 593,370.00 0.03
SPS Commerce, Inc. 1,819 136,788.00 0.01
St. James's Place PLC 22,386 273,800.00 0.02
STAG Industrial, Inc. 16,750 546,050.00 0.03
STAG Industrial, Inc. 22,102 720,549.00 0.04
State Bank of India 38,674 98,427.00 0.01
Steel Dynamics, Inc. 273 7,498.00 0.00
Steelcase, Inc. - Class A 9,229 99,032.00 0.01
Stepan Co. 1,164 127,201.00 0.01
STERIS PLC 2,541 405,705.00 0.02
Sterling Bancorp/DE 23,680 266,400.00 0.02
Sterling Bancorp/DE 13,084 147,197.00 0.01
Sterlite Technologies Ltd. 156,247 254,558.00 0.01
STMicroelectronics NV 34,191 960,672.00 0.06
Stockland 189,369 427,996.00 0.02
Strategic Education, Inc. 6,257 789,781.00 0.05
Subaru Corp. 38,712 731,169.00 0.04
Sumitomo Chemical Co., Ltd. 13,885 40,067.00 0.00
Sumitomo Metal Mining Co., Ltd. 4,856 145,986.00 0.01
Sumitomo Realty & Development Co., Ltd. 6,535 166,673.00 0.01
Sumitomo Rubber Industries Ltd. 6,264 52,116.00 0.00
Sun Communities, Inc. 6,088 912,834.00 0.05
Sun Hung Kai & Co., Ltd. 342,672 132,308.00 0.01
Sun Hung Kai Properties Ltd. 42,882 521,527.00 0.03
Sun Life Financial, Inc. 1,514 59,046.00 0.00
Sunac China Holdings Ltd. 80,598 380,041.00 0.02
Suncorp Group Ltd. 178,029 1,087,372.00 0.06
Sunny Friend Environmental Technology Co., Ltd. 40,810 362,612.00 0.02
Sushiro Global Holdings Ltd. 34,893 740,041.00 0.04
Suzano SA 37,276 300,126.00 0.02
SVB Financial Group 2,695 604,498.00 0.03
Svenska Handelsbanken AB - Class A 77,051 726,631.00 0.04
SWEDISH KRONA 14 1.00 0.00
Swedish Krona Currency Forward 199,003,011 895,324.00 0.05
Swedish Krona Currency Forward 539,782,000 2,649,458.00 0.15
Swedish Krona Currency Forward -283,789,000 51,617.00 0.00
Swedish Match AB 57,177 4,405,427.00 0.25
Swire Properties Ltd. 85,377 197,306.00 0.01
SWISS FRANC 236,096 258,156.00 0.01
Swiss Franc Currency Forward 16,722,198 1,017,764.00 0.06
Swiss Franc Currency Forward -43,754,802 -1,698,994.00 -0.10
Swiss Franc Currency Forward -16,722,198 -649,321.00 -0.04
Swiss Franc Currency Forward 7,598,000 268,095.00 0.02
Swiss Re AG 2,952 232,968.00 0.01
Synaptics, Inc. 2,273 181,940.00 0.01
Syneos Health, Inc. 2,066 128,898.00 0.01
SYNNEX Corp. 764 95,362.00 0.01
Synovus Financial Corp. 21,574 434,716.00 0.02
Synovus Financial Corp. 7,009 141,237.00 0.01
T-Gaia Corp. 8,179 146,986.00 0.01
Tactile Systems Technology, Inc. 1,107 45,384.00 0.00
Taiwan Semiconductor Manufacturing Co., Ltd. 541,949 7,887,319.00 0.45
Take-Two Interactive Software, Inc. 32,918 5,399,210.00 0.31
TAL Education Group (ADR) 4,878 381,314.00 0.02
Tatneft PJSC (Sponsored ADR) 2,094 93,845.00 0.01
Taylor Morrison Home Corp. - Class A 12,813 300,464.00 0.02
Taylor Morrison Home Corp. - Class A 9,806 229,958.00 0.01
TCI Co., Ltd. 73,967 714,672.00 0.04
TCS Group Holding PLC (GDR) 1,369 34,453.00 0.00
TeamViewer AG 7,606 409,923.00 0.02
Tecan Group AG 2,843 1,192,503.00 0.07
Tech Mahindra Ltd. 2,953 26,809.00 0.00
Teekay Tankers Ltd. - Class A 4,521 67,690.00 0.00
Teijin Ltd. 4,146 59,877.00 0.00
Teladoc Health, Inc. 3,290 781,802.00 0.04
Telefonaktiebolaget LM Ericsson - Class B 2,383 27,728.00 0.00
Telekomunikasi Indonesia Persero Tbk PT 956,419 199,489.00 0.01
Teleperformance 1,617 473,334.00 0.03
TELUS Corp. 15,309 265,513.00 0.02
Temenos AG 3,899 576,338.00 0.03
Tempur Sealy International, Inc. 8,623 698,031.00 0.04
Tencent Holdings Ltd. 98,776 6,775,871.00 0.39
Teradyne, Inc. 1,852 164,818.00 0.01
Terna Rete Elettrica Nazionale SpA 11,353 84,730.00 0.00
Terreno Realty Corp. 2,298 139,674.00 0.01
Tesco PLC 365,556 1,031,726.00 0.06
Tesla, Inc. 9 14,229.00 0.00
Test Research, Inc. 94,341 174,334.00 0.01
Tetra Tech, Inc. 1,825 161,831.00 0.01
Texas Capital Bancshares, Inc. 9,445 313,762.00 0.02
Texas Instruments, Inc. 84,649 10,796,979.00 0.62
Thor Industries, Inc. 1,432 163,345.00 0.01
Tianneng Power International Ltd. 130,070 301,916.00 0.02
TietoEVRY Oyj 20,049 588,886.00 0.03
Times China Holdings Ltd. 830,480 1,471,586.00 0.08
Times Neighborhood Holdings Ltd. 112,213 176,693.00 0.01
TJX Cos., Inc. (The) 206,550 10,738,534.00 0.62
TKH Group NV 12,083 476,556.00 0.03
TMX Group Ltd. 606 62,042.00 0.00
TOA Paint Thailand PCL 10,765 13,378.00 0.00
Tobu Railway Co., Ltd. 774 21,702.00 0.00
Toei Animation Co., Ltd. 18,038 928,429.00 0.05
Tokyo Gas Co., Ltd. 20,364 432,384.00 0.02
Tokyu Construction Co., Ltd. 9,685 45,037.00 0.00
TOMONY Holdings, Inc. 23,046 70,289.00 0.00
TOMRA Systems ASA 16,331 672,414.00 0.04
Top Glove Corp. Bhd 61,657 377,674.00 0.02
TopBuild Corp. 1,402 185,075.00 0.01
TOPIX Index Futures 427 60,902,068.00 3.50
Torex Gold Resources, Inc. 5,993 105,107.00 0.01
Toshiba Corp. 2,350 71,889.00 0.00
Tosoh Corp. 236,480 3,174,072.00 0.18
TOTAL SA 34,568 1,308,196.00 0.08
Towa Bank Ltd. (The) 26,206 157,729.00 0.01
Toyo Tire Corp. 37,994 505,539.00 0.03
TP ICAP PLC 167,242 721,880.00 0.04
TQM Corp. PCL 5,695 24,382.00 0.00
Trade Desk, Inc. (The) - Class A 1,304 588,521.00 0.03
Transcontinental, Inc. - Class A 20,514 236,473.00 0.01
Transurban Group 52,458 518,888.00 0.03
TravelSky Technology Ltd. - Class H 21,804 41,940.00 0.00
Treasury Wine Estates Ltd. 56,336 432,536.00 0.02
Trend Micro, Inc./Japan 942 55,299.00 0.00
Trex Co., Inc. 6,142 855,764.00 0.05
TriNet Group, Inc. 3,117 205,778.00 0.01
Trinseo SA 9,460 205,282.00 0.01
True North Commercial Real Estate Investment Trust 18,938 83,559.00 0.00
TrueBlue, Inc. 3,188 49,196.00 0.00
TTEC Holdings, Inc. 3,912 185,677.00 0.01
TTM Technologies, Inc. 21,028 258,854.00 0.01
TTM Technologies, Inc. 10,267 126,396.00 0.01
Tupras Turkiye Petrol Rafinerileri AS 13,799 163,528.00 0.01
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,263,707 1,270,259.00 0.07
Turning Point Therapeutics, Inc. - Class I 7,160 424,109.00 0.02
Tutor Perini Corp. 8,722 102,662.00 0.01
Twist Bioscience Corp. 2,235 125,279.00 0.01
U.S. T-Note 10 Yr (CBT) Futures 2,667 373,588,359.00 21.47
U.S. T-Note 2 Yr (CBT) Futures 666 147,175,594.00 8.46
U.S. Treasury Bill 4,000,000 3,999,451.00 0.23
U.S. Ultra Bond (CBT) Futures 596 135,701,750.00 7.80
Ube Industries Ltd. 11,331 185,065.00 0.01
Ubisoft Entertainment SA 2,966 247,786.00 0.01
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 3,727,571 -3,732,323.00 -0.21
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 3,818,076 -3,895,586.00 -0.22
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,241,488 -1,446,651.00 -0.08
UCB SA 668 85,886.00 0.00
UFP Industries, Inc. 3,333 194,061.00 0.01
UGI Corp. 4,328 144,317.00 0.01
Ultragenyx Pharmaceutical, Inc. 8,021 626,975.00 0.04
Umicore SA 1,596 75,396.00 0.00
Umpqua Holdings Corp. 35,938 389,927.00 0.02
Uni-President China Holdings Ltd. 757,540 821,979.00 0.05
Unibail-Rodamco-Westfield 2,775 145,589.00 0.01
Unicharm Corp. 15,387 696,025.00 0.04
Unilever PLC 17,796 1,059,683.00 0.06
Unipol Gruppo SpA 21,119 88,728.00 0.01
United Rentals, Inc. 26,682 4,145,582.00 0.24
United Urban Investment Corp. 398 387,500.00 0.02
UnitedHealth Group, Inc. 79,060 23,937,786.00 1.38
Universal Display Corp. 4,882 851,664.00 0.05
Universal Insurance Holdings, Inc. 3,715 65,054.00 0.00
UOL Group Ltd. 444,989 2,155,478.00 0.12
Uponor Oyj 12,988 217,536.00 0.01
Urbi Desarrollos Urbanos SAB de CV 1 0.00 0.00
US DOLLAR 13,155,523 13,155,523.00 0.76
US Foods Holding Corp. 13,391 271,837.00 0.02
USANA Health Sciences, Inc. 1,415 114,949.00 0.01
UT Group Co., Ltd. 56,626 1,154,558.00 0.07
VanEck Vectors Agribusiness ETF 7,023 448,399.00 0.03
VanEck Vectors Gold Miners ETF 49,502 2,125,648.00 0.12
Vanguard Global ex-U.S. Real Estate ETF 13,707 649,712.00 0.04
Vectrus, Inc. 1,181 51,966.00 0.00
VeriSign, Inc. 210 44,539.00 0.00
Verizon Communications, Inc. 242,959 13,965,283.00 0.80
Verso Corp. 7,208 88,020.00 0.01
Vertex Pharmaceuticals, Inc. 35,802 9,738,142.00 0.56
Vestas Wind Systems A/S 8,091 1,037,194.00 0.06
Viavi Solutions, Inc. 8,597 118,900.00 0.01
VICI Properties, Inc. 3,310 71,873.00 0.00
Vicinity Centres 5,648,151 5,217,590.00 0.30
Village Super Market, Inc. - Class A 5,071 128,051.00 0.01
Vincom Retail JSC 69,283 75,148.00 0.00
Vincom Retail JSC Macquarie Bank Ltd. 95,539 103,469.00 0.01
Vir Biotechnology, Inc. 10,477 500,417.00 0.03
Visa, Inc. - Class A 121,745 23,180,405.00 1.33
Vishay Intertechnology, Inc. 22,210 348,474.00 0.02
Vistra Energy Corp. 16,582 309,435.00 0.02
Vital KSK Holdings, Inc. 17,141 165,011.00 0.01
VMware, Inc. - Class A 33,611 4,712,700.00 0.27
Voltas Ltd. 1,386 11,041.00 0.00
Voltronic Power Technology Corp. 2,836 86,410.00 0.00
Vonage Holdings Corp. 22,390 267,567.00 0.02
Vonovia SE 26,565 1,717,078.00 0.10
Vornado Realty Trust 1,875 64,758.00 0.00
Voya Financial, Inc. 5,940 293,436.00 0.02
VTech Holdings Ltd. 24,176 131,159.00 0.01
Wabash National Corp. 11,179 127,335.00 0.01
Walker & Dunlop, Inc. 1,713 86,400.00 0.00
Walmart, Inc. 122,617 15,866,639.00 0.91
Warrior Met Coal, Inc. 12,443 198,092.00 0.01
Warsaw Stock Exchange 17,141 199,432.00 0.01
Watkin Jones PLC 63,206 114,343.00 0.01
Webster Financial Corp. 12,432 339,020.00 0.02
Webster Financial Corp. 5,615 153,127.00 0.01
Weichai Power Co., Ltd. - Class A 1,028,401 2,385,897.00 0.14
Weichai Power Co., Ltd. - Class H 905,472 1,939,217.00 0.11
Wells Fargo & Co. 330,397 8,015,431.00 0.46
Welltower, Inc. 24,525 1,313,594.00 0.08
West Japan Railway Co. 309 13,387.00 0.00
Western Alliance Bancorp 3,382 121,601.00 0.01
Westlake Chemical Corp. 88,969 4,848,810.00 0.28
Westpac Banking Corp. 43,418 521,398.00 0.03
WH Group Ltd. 2,045,521 1,820,835.00 0.10
Wharf Real Estate Investment Co., Ltd. 39,782 140,705.00 0.01
Wheaton Precious Metals Corp. 1,324 71,835.00 0.00
Wihlborgs Fastigheter AB 18,456 311,025.00 0.02
Wilcon Depot, Inc. 82,977 25,230.00 0.00
Williams-Sonoma, Inc. 6,925 603,306.00 0.03
Williams-Sonoma, Inc. 1,692 147,426.00 0.01
Win Semiconductors Corp. 1,464 15,792.00 0.00
Wingstop, Inc. 1,290 201,627.00 0.01
Winnebago Industries, Inc. 2,930 177,001.00 0.01
Wizz Air Holdings PLC 25,342 1,062,832.00 0.06
WNS Holdings Ltd. (ADR) 2,795 178,784.00 0.01
Wolters Kluwer NV 40,342 3,177,275.00 0.18
Wuliangye Yibin Co., Ltd. - Class A 189,472 5,905,990.00 0.34
WW Grainger, Inc. 455 155,455.00 0.01
WW International, Inc. 2,834 73,082.00 0.00
Wyndham Destinations, Inc. 3,612 96,085.00 0.01
X5 Retail Group NV (GDR) 57,547 2,161,491.00 0.12
Xilinx, Inc. 60,493 6,493,923.00 0.37
XPO Logistics, Inc. 5,044 378,400.00 0.02
Xylem, Inc./NY 5,845 426,628.00 0.02
Y-mAbs Therapeutics, Inc. 2,523 88,643.00 0.01
Yageo Corp. 8,005 106,306.00 0.01
Yandex NV - Class A 438 25,204.00 0.00
Yara International ASA 5,554 234,291.00 0.01
YDUQS Participacoes SA 114,072 741,088.00 0.04
Yestar Healthcare Holdings Co., Ltd. 242,534 39,152.00 0.00
Yuasa Trading Co., Ltd. 6,178 165,210.00 0.01
Yuhan Corp. 478 23,005.00 0.00
Yum China Holdings, Inc. 7,402 379,284.00 0.02
Yurtec Corp. 31,004 178,094.00 0.01
Z Holdings Corp. 525,225 2,793,009.00 0.16
Zai Lab Ltd. (ADR) 453 34,528.00 0.00
Zalando SE 1,139 82,278.00 0.00
Zentalis Pharmaceuticals, Inc. 1,659 57,265.00 0.00
Zhen Ding Technology Holding Ltd. 269,256 1,241,296.00 0.07
Zhongsheng Group Holdings Ltd. 24,619 152,192.00 0.01
Zions Bancorp NA 13,121 426,038.00 0.02
Zoetis, Inc. 73,168 11,098,176.00 0.64
Zoomlion Heavy Industry Science and Technology Co. 2,470,983 2,547,572.00 0.15
Zumiez, Inc. 2,424 56,012.00 0.00
Zurich Insurance Group AG 1,139 421,469.00 0.02


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.