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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May Holdings (as of 5/31/2020)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 116 11,518,276.00 0.67
10 Yr Japan Bond (OSE) Futures 63 88,910,936.00 5.13
10X Genomics, Inc. 7,994 623,292.00 0.04
1st Source Corp. 1,604 55,507.00 0.00
A-Living Services Co., Ltd. - Class H 120,258 650,294.00 0.04
a2 Milk Co., Ltd. 4,540 53,762.00 0.00
AAR Corp. 10,563 213,055.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 85,314,046 85,314,046.00 4.93
Abcam PLC 21,553 400,609.00 0.02
ACADIA Pharmaceuticals, Inc. 2,273 112,962.00 0.01
Accenture PLC - Class A 944 190,468.00 0.01
Ace Hardware Indonesia Tbk PT 314,164 33,468.00 0.00
Activia Properties, Inc. 48 165,100.00 0.01
Activision Blizzard, Inc. 2,178 156,822.00 0.01
Acuity Brands, Inc. 891 76,774.00 0.00
ADC Therapeutics SA 2,786 102,942.00 0.01
Addcn Technology Co., Ltd. 8,509 63,615.00 0.00
Adecco Group AG 96 4,625.00 0.00
adidas AG 1,673 443,726.00 0.03
Admiral Group PLC 22,196 641,126.00 0.04
Adobe, Inc. 13,930 5,385,636.00 0.31
Advantest Corp. 1,260 62,537.00 0.00
Adyen NV 629 826,730.00 0.05
AECOM 172,686 6,695,053.00 0.39
Aegon NV 20,225 54,278.00 0.00
Aena SME SA 203 28,939.00 0.00
AEON REIT Investment Corp. 222 235,646.00 0.01
AerCap Holdings NV 57,140 1,842,224.00 0.11
Aerie Pharmaceuticals, Inc. 3,745 52,548.00 0.00
Aerojet Rocketdyne Holdings, Inc. 4,390 192,539.00 0.01
Agnico Eagle Mines Ltd. 21,718 1,389,558.00 0.08
Agree Realty Corp. 5,167 324,370.00 0.02
Agricultural Bank of China Ltd. - Class H 610,472 247,749.00 0.01
AIA Group Ltd. 515,525 4,230,288.00 0.24
Air Water, Inc. 43,214 629,091.00 0.04
Airbus SE 13,878 886,953.00 0.05
Airtac International Group 1,136 19,600.00 0.00
Aisan Industry Co., Ltd. 11,631 62,891.00 0.00
Ajinomoto Co., Inc. 1,472 25,116.00 0.00
Akatsuki, Inc. 12,648 479,170.00 0.03
Aker BP ASA 10,208 165,009.00 0.01
Akzo Nobel NV 15,454 1,269,073.00 0.07
Alaris Royalty Corp. 11,942 84,392.00 0.00
Alaska Air Group, Inc. 8,894 304,085.00 0.02
Alcoa Corp. 16,886 155,523.00 0.01
Aldar Properties PJSC 237,531 112,531.00 0.01
Alexander & Baldwin, Inc. 17,702 201,985.00 0.01
Alexandria Real Estate Equities, Inc. 5,388 828,328.00 0.05
Alibaba Group Holding Ltd. 62,065 1,604,822.00 0.09
Alibaba Group Holding Ltd. (Sponsored ADR) 37,375 7,751,209.00 0.45
Align Technology, Inc. 17,871 4,389,475.00 0.25
Allakos, Inc. 1,361 88,517.00 0.01
ALLETE, Inc. 2,961 173,946.00 0.01
Alliant Energy Corp. 10,151 501,053.00 0.03
Allianz SE 6,988 1,266,521.00 0.07
Allied Properties Real Estate Investment Trust 21,740 631,611.00 0.04
Allison Transmission Holdings, Inc. 3,905 147,319.00 0.01
Allogene Therapeutics, Inc. 9,974 480,355.00 0.03
Almirall SA 32,672 428,455.00 0.02
Alphabet, Inc. - Class A 75 108,560.00 0.01
Alphabet, Inc. - Class C 30,483 43,558,325.00 2.52
Alstom SA 28,415 1,196,000.00 0.07
Altria Group, Inc. 3,611 141,022.00 0.01
Amadeus Fire AG 1,747 196,863.00 0.01
Amadeus IT Group SA - Class A 5,850 305,906.00 0.02
Amazon.com, Inc. 10,287 25,125,215.00 1.45
Amdocs Ltd. 6,919 430,776.00 0.02
Amedisys, Inc. 4,102 787,864.00 0.05
American Campus Communities, Inc. 134,164 4,333,513.00 0.25
American Electric Power Co., Inc. 145,050 12,365,512.00 0.71
American Equity Investment Life Holding Co. 5,771 125,180.00 0.01
American Financial Group, Inc./OH 5,072 305,537.00 0.02
American Homes 4 Rent - Class A 23,511 593,422.00 0.03
American Tower Corp. 378 97,627.00 0.01
Americold Realty Trust 158,182 5,648,707.00 0.33
AmerisourceBergen Corp. - Class A 615 58,700.00 0.00
AMETEK, Inc. 6,666 611,338.00 0.04
Amgen, Inc. 334 76,945.00 0.00
AMN Healthcare Services, Inc. 2,209 98,029.00 0.01
Amphastar Pharmaceuticals, Inc. 2,717 50,653.00 0.00
Amundi SA 244 18,292.00 0.00
Anaplan, Inc. 13,342 612,664.00 0.04
Anglo American PLC 10,477 221,799.00 0.01
AngloGold Ashanti Ltd. 16,924 412,411.00 0.02
Anhui Conch Cement Co., Ltd. - Class A 11,709 93,458.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 416,560 3,141,075.00 0.18
Ansell Ltd. 38,290 898,603.00 0.05
ANSYS, Inc. 1,547 437,801.00 0.03
Anthem, Inc. 43,980 12,934,957.00 0.75
Antofagasta PLC 55,864 609,972.00 0.04
APERAM SA 8,761 241,110.00 0.01
APG SGA SA 896 169,556.00 0.01
APL Apollo Tubes Ltd. 1,316 26,378.00 0.00
Apollo Hospitals Enterprise Ltd. 29,817 533,767.00 0.03
Apple, Inc. 109,998 34,972,998.00 2.02
Applied Industrial Technologies, Inc. 2,309 133,967.00 0.01
Applied Materials, Inc. 2,572 144,541.00 0.01
Aptiv PLC 8,085 609,257.00 0.04
ArcBest Corp. 3,705 82,961.00 0.00
ArcelorMittal SA 23,265 222,821.00 0.01
Arcosa, Inc. 3,120 119,124.00 0.01
Arcs Co., Ltd. 8,422 170,956.00 0.01
Arena Pharmaceuticals, Inc. 8,495 507,784.00 0.03
Ares Management Corp. - Class A 15,583 588,414.00 0.03
Aristocrat Leisure Ltd. 40,941 706,202.00 0.04
Armada Hoffler Properties, Inc. 20,527 176,945.00 0.01
Armstrong World Industries, Inc. 7,260 547,331.00 0.03
Aroundtown SA 289,225 1,590,756.00 0.09
Arrow Electronics, Inc. 3,670 253,523.00 0.01
Arrow Electronics, Inc. 2,893 199,901.00 0.01
Arrowhead Pharmaceuticals, Inc. 3,248 104,724.00 0.01
Asahi Group Holdings Ltd. 59,592 2,242,437.00 0.13
Ascendis Pharma A/S (Sponsored ADR) 2,733 397,700.00 0.02
ASGN, Inc. 2,735 168,468.00 0.01
Ashmore Group PLC 31,527 167,412.00 0.01
Ashtead Group PLC 48,173 1,438,581.00 0.08
Asics Corp. 35,717 380,041.00 0.02
ASM International NV 4,897 571,283.00 0.03
ASMedia Technology, Inc. 4,372 165,963.00 0.01
ASML Holding NV 29,862 9,782,272.00 0.56
ASPEED Technology, Inc. 8,076 419,504.00 0.02
Aspen Technology, Inc. 6,468 683,329.00 0.04
ASR Nederland NV 111,173 3,056,300.00 0.18
Associated Banc-Corp. 31,800 445,518.00 0.03
Assura PLC 529,324 517,274.00 0.03
Assured Guaranty Ltd. 5,327 138,141.00 0.01
Astellas Pharma, Inc. 330,443 5,904,350.00 0.34
Astral Foods Ltd. 19,339 170,155.00 0.01
Atco Ltd./Canada - Class I 1,600 45,108.00 0.00
Atea ASA 17,481 185,257.00 0.01
Aten International Co., Ltd. 55,814 166,727.00 0.01
Atkore International Group, Inc. 3,174 85,191.00 0.00
Atlantic Power Corp. 23,495 49,340.00 0.00
Atlantica Yield PLC 4,868 127,558.00 0.01
Atlas Copco AB - Class B SHS 1,537 54,630.00 0.00
Atos SE 13,429 1,022,137.00 0.06
ATS Automation Tooling Systems, Inc. 38,269 556,173.00 0.03
Aurizon Holdings Ltd. 914,240 2,900,274.00 0.17
Austevoll Seafood ASA 51,874 395,890.00 0.02
AUSTRALIAN DOLLAR -2,069,645 -1,379,521.00 -0.08
Australian Dollar Currency Forward 61,609,628 4,472,284.00 0.26
Australian Dollar Currency Forward -8,511,000 -213,850.00 -0.01
Australian Dollar Currency Forward 14,113,000 399,548.00 0.02
Australian Dollar Currency Forward 15,089,769 215,727.00 0.01
Australian Dollar Currency Forward -5,282,584 -132,152.00 -0.01
Australian Dollar Currency Forward 3,575,000 64,592.00 0.00
Australian Dollar Currency Forward -34,135,000 -459,261.00 -0.03
Australian Dollar Currency Forward -34,955,000 -91,514.00 -0.01
Auto Trader Group PLC 565,053 3,927,586.00 0.23
Automatic Data Processing, Inc. 57,333 8,398,711.00 0.48
AutoZone, Inc. 11,211 12,868,658.00 0.74
Avalara, Inc. 6,962 745,351.00 0.04
Avast PLC 696,353 4,344,210.00 0.25
Avista Corp. 3,076 120,504.00 0.01
Axfood AB 8,460 189,722.00 0.01
Axon Enterprise, Inc. 8,826 670,422.00 0.04
Axsome Therapeutics, Inc. 1,223 94,214.00 0.01
Aygaz AS 95,197 149,898.00 0.01
Azrieli Group Ltd. 3,100 163,476.00 0.01
B&M European Value Retail SA 128,456 620,429.00 0.04
B2Gold Corp. 27,236 149,257.00 0.01
B3 SA - Brasil Bolsa Balcao 2,437 20,810.00 0.00
BAE Systems PLC 218,286 1,347,225.00 0.08
Banco BTG Pactual SA 9,240 84,571.00 0.00
Banco de Sabadell SA 84,627 25,926.00 0.00
Bancorp, Inc. (The) 13,898 122,306.00 0.01
Bandai Namco Holdings, Inc. 10,882 605,034.00 0.03
Bank Central Asia Tbk PT 46,043 81,929.00 0.00
Bank for Foreign Trade of Vietnam JSC 50,768 186,770.00 0.01
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 8,035 29,407.00 0.00
Bank Hapoalim BM 264,381 1,627,681.00 0.09
Bank Leumi Le-Israel BM 221,464 1,176,293.00 0.07
Bank Negara Indonesia Persero Tbk PT 577,503 152,006.00 0.01
Bank of America Corp. 629,217 15,176,714.00 0.88
Bank of Georgia Group PLC 1,379 15,780.00 0.00
Bank of Ireland Group PLC 220,338 393,530.00 0.02
Bank of NT Butterfield & Son Ltd. (The) 4,476 109,350.00 0.01
Bank of the Philippine Islands 161,722 212,284.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,888,242 130,098.00 0.01
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 790,114 156,222.00 0.01
BankUnited, Inc. 12,631 233,436.00 0.01
BankUnited, Inc. 20,340 375,883.00 0.02
Barloworld Ltd. 16,501 63,315.00 0.00
Barnes Group, Inc. 2,625 99,177.00 0.01
Barrett Business Services, Inc. 1,732 87,841.00 0.01
Bausch Health Cos., Inc. 2,455 45,228.00 0.00
Bayer AG 1,420 97,132.00 0.01
BDO Unibank, Inc. 4,293 8,531.00 0.00
BE Semiconductor Industries NV 2,615 100,002.00 0.01
Beach Energy Ltd. 2,250,640 2,431,624.00 0.14
Beazley PLC 61,169 291,027.00 0.02
BeiGene Ltd. (Sponsored ADR) 2,046 338,746.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 9,839 36,852.00 0.00
Belden, Inc. 10,273 349,692.00 0.02
Benefytt Technologies, Inc. 4,549 89,297.00 0.01
Benesse Holdings, Inc. 25,931 703,544.00 0.04
Berger Paints India Ltd. 764 4,959.00 0.00
Berkshire Hathaway, Inc. - Class B 59,019 10,952,746.00 0.63
BGF retail Co., Ltd. 163 22,058.00 0.00
BHP Group Ltd. 513 12,091.00 0.00
Bid Corp., Ltd. 879 12,419.00 0.00
Bidvest Group Ltd. (The) 18,266 158,562.00 0.01
Biffa PLC 168,037 522,202.00 0.03
Bio-Rad Laboratories, Inc. - Class A 1,227 603,031.00 0.03
BioGaia AB - Class B 3,436 185,814.00 0.01
Biogen, Inc. 28 8,850.00 0.00
Biohaven Pharmaceutical Holding Co., Ltd. 8,498 530,890.00 0.03
BioTelemetry, Inc. 3,386 159,754.00 0.01
Bioxcel Therapeutics, Inc. 1,216 56,659.00 0.00
Black Hills Corp. 4,865 300,219.00 0.02
Black Hills Corp. 2,600 160,507.00 0.01
Blackline, Inc. 2,131 158,353.00 0.01
Blueprint Medicines Corp. 6,179 402,516.00 0.02
Bluerock Residential Growth REIT, Inc. 10,094 64,907.00 0.00
BlueScope Steel Ltd. 182,277 1,342,950.00 0.08
BMC Stock Holdings, Inc. 4,261 111,530.00 0.01
BML, Inc. 14,097 397,626.00 0.02
BNP Paribas SA 654 23,538.00 0.00
Boiron SA 5,035 184,472.00 0.01
Boise Cascade Co. 4,942 168,188.00 0.01
Boliden AB 8,757 191,357.00 0.01
Booking Holdings, Inc. 3,666 6,010,457.00 0.35
Boston Properties, Inc. 9,067 779,634.00 0.05
BP PLC 245,680 939,466.00 0.05
BR Properties SA 80,815 130,697.00 0.01
Brady Corp. - Class A 1,507 77,103.00 0.00
Bright Horizons Family Solutions, Inc. 5,687 636,345.00 0.04
Brink's Co. (The) 1,805 72,400.00 0.00
Britannia Industries Ltd. 587 26,373.00 0.00
British American Tobacco PLC 87,389 3,465,901.00 0.20
Brixmor Property Group, Inc. 54,805 611,623.00 0.04
Broadcom, Inc. 303 88,487.00 0.01
BRP, Inc. 15,359 531,910.00 0.03
Brunswick Corp./DE 8,746 481,117.00 0.03
Budimex SA 2,822 159,092.00 0.01
Budweiser Brewing Co. APAC Ltd. 92,554 260,898.00 0.02
Builders FirstSource, Inc. 10,346 215,302.00 0.01
Burberry Group PLC 4,232 79,030.00 0.00
Burkhalter Holding AG 2,581 180,557.00 0.01
Burlington Stores, Inc. 3,390 710,781.00 0.04
C&S Paper Co., Ltd. 135,949 386,480.00 0.02
CA Immobilien Anlagen AG 35,400 1,196,888.00 0.07
CACI International, Inc. - Class A 612 153,658.00 0.01
Cactus, Inc. - Class A 8,602 164,131.00 0.01
Cadence Design Systems, Inc. 1,714 156,513.00 0.01
Calavo Growers, Inc. 2,172 127,124.00 0.01
Calbee, Inc. 120,695 3,494,896.00 0.20
Callaway Golf Co. 29,511 452,108.00 0.03
Camden Property Trust 5,151 471,712.00 0.03
Camden Property Trust 5,418 496,126.00 0.03
CAN 10YR BOND FUT SEP20 XMOD 20200921 -41 -4,575,109.00 -0.26
CANADIAN DOLLAR 26,735 19,417.00 0.00
Canadian Dollar Currency Forward 14,468,929 13,228.00 0.00
Canadian Dollar Currency Forward 19,649,071 17,964.00 0.00
Canadian Dollar Currency Forward -14,468,929 -75,952.00 0.00
Canadian Pacific Railway Ltd. 281 70,484.00 0.00
Canadian Utilities Ltd. - Class A 2,054 49,302.00 0.00
Capcom Co., Ltd. 30,467 1,078,033.00 0.06
Capgemini SE 82,473 8,519,090.00 0.49
Capital Power Corp. 30,910 600,100.00 0.03
CapitaLand Commercial Trust 292,315 363,162.00 0.02
Capitec Bank Holdings Ltd. 1,448 70,265.00 0.00
Capri Holdings Ltd. 8,556 128,682.00 0.01
CareTrust REIT, Inc. 6,254 116,523.00 0.01
Carlisle Cos., Inc. 4,214 505,090.00 0.03
Carpenter Technology Corp. 9,791 228,815.00 0.01
Cascades, Inc. 17,130 175,682.00 0.01
Casey's General Stores, Inc. 3,360 536,692.00 0.03
Cathay General Bancorp 6,081 165,363.00 0.01
CBRE Group, Inc. - Class A 97,229 4,276,131.00 0.25
CDW Corp./DE 60,934 6,758,189.00 0.39
Cellnex Telecom SA 19,616 1,100,623.00 0.06
CenterPoint Energy, Inc. 586 10,421.00 0.00
Centrais Eletricas Brasileiras SA 14,631 78,497.00 0.00
Centrais Eletricas Brasileiras SA (Preference Shar 710 4,087.00 0.00
Central Asia Metals PLC 43,063 82,532.00 0.00
Central Japan Railway Co. 224 38,487.00 0.00
Central Pattana PCL 52,561 81,379.00 0.00
Centre Testing International Group Co., Ltd. - Cla 7,416 18,839.00 0.00
Cerner Corp. 1,900 138,581.00 0.01
Cewe Stiftung & Co. KGAA 1,791 183,342.00 0.01
Charter Hall Retail REIT 176,897 386,381.00 0.02
Check Point Software Technologies Ltd. 37,961 4,163,202.00 0.24
Chegg, Inc. 12,817 782,862.00 0.05
Chemed Corp. 128 61,402.00 0.00
ChemoCentryx, Inc. 2,101 131,108.00 0.01
Chesapeake Utilities Corp. 936 84,569.00 0.00
Chevron Corp. 95,556 8,762,549.00 0.51
China CITIC Bank Corp., Ltd. - Class H 3,142,838 1,373,434.00 0.08
China Construction Bank Corp. - Class H 388,497 306,405.00 0.02
China Everbright Ltd. 62,465 88,317.00 0.01
China General Plastics Corp. 102,443 64,976.00 0.00
China Lilang Ltd. 155,689 83,220.00 0.00
China Mobile Ltd. 309,906 2,191,267.00 0.13
China Overseas Property Holdings Ltd. 146,026 166,727.00 0.01
China Resources Cement Holdings Ltd. 2,453,342 3,099,596.00 0.18
China Resources Gas Group Ltd. 10,231 56,052.00 0.00
China Resources Land Ltd. 154,953 617,923.00 0.04
China Resources Pharmaceutical Group Ltd. 173,664 94,949.00 0.01
China Telecom Corp., Ltd. - Class H 415,529 137,844.00 0.01
China Yangtze Power Co., Ltd. - Class A 1,170,872 2,851,330.00 0.16
Chipotle Mexican Grill, Inc. - Class A 468 469,829.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,698 129,753.00 0.01
Chr Hansen Holding A/S 11,310 1,098,380.00 0.06
Churchill Downs, Inc. 1,435 190,409.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 441,047 1,719,128.00 0.10
Cie de Saint-Gobain 1,468 48,067.00 0.00
Ciena Corp. 14,162 782,632.00 0.05
CIFI Holdings Group Co., Ltd. 1,348,660 979,744.00 0.06
Cimarex Energy Co. 2,957 77,709.00 0.00
Cirrus Logic, Inc. 1,288 93,364.00 0.01
Cisco Systems, Inc. 252,878 12,092,625.00 0.70
Citi Trends, Inc. 4,608 74,844.00 0.00
Citigroup, Inc. 195,493 9,366,104.00 0.54
Citigroupglobal Markets ICE Long: SS226X7 CDS US 75,734,400 73,958,773.00 4.27
Citrix Systems, Inc. 30,402 4,503,144.00 0.26
City Developments Ltd. 31,152 170,420.00 0.01
City Union Bank Ltd. 12,270 22,231.00 0.00
Civista Bancshares, Inc. 6,427 97,961.00 0.01
CK Asset Holdings Ltd. 94,693 520,109.00 0.03
Clas Ohlson AB - Class B 17,121 179,311.00 0.01
Cleopatra Hospital 84,796 28,069.00 0.00
CMS Energy Corp. 4,740 277,669.00 0.02
Coca-Cola Amatil Ltd. 7,519 43,971.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 51,449 1,021,619.00 0.06
Coca-Cola European Partners PLC 31,903 1,202,773.00 0.07
Cochlear Ltd. 3,364 433,914.00 0.03
Cochlear Ltd. 459 59,212.00 0.00
cocokara fine, Inc. 2,696 136,658.00 0.01
Coface SA 16,226 93,108.00 0.01
COFCO Meat Holdings Ltd. 240,222 62,889.00 0.00
Cogeco Communications, Inc. 14,688 1,096,906.00 0.06
Coherus Biosciences, Inc. 24,696 460,350.00 0.03
Coles Group Ltd. 253,664 2,596,767.00 0.15
Collegium Pharmaceutical, Inc. 2,914 64,274.00 0.00
Collins Foods Ltd. 31,804 170,071.00 0.01
Coloplast A/S - Class B 470 79,636.00 0.00
Comcast Corp. - Class A 423,815 16,783,074.00 0.97
Comerica, Inc. 8,950 325,332.00 0.02
Comerica, Inc. 5,228 190,073.00 0.01
Comforia Residential REIT, Inc. 60 181,090.00 0.01
Comfort Systems USA, Inc. 2,838 105,038.00 0.01
Commercial Metals Co. 7,294 125,172.00 0.01
Community Trust Bancorp, Inc. 2,360 77,532.00 0.00
CommVault Systems, Inc. 12,150 491,589.00 0.03
CommVault Systems, Inc. 3,504 141,789.00 0.01
Compass Group PLC 191,537 2,807,821.00 0.16
Computacenter PLC 8,856 176,423.00 0.01
CONMED Corp. 785 57,632.00 0.00
Consolidated Edison, Inc. 1,474 110,661.00 0.01
Consolidated Water Co., Ltd. 6,794 100,763.00 0.01
Constellation Software, Inc./Canada 7,321 8,322,175.00 0.48
Construtora Tenda SA 23,355 109,810.00 0.01
Contact Energy Ltd. 391,539 1,515,567.00 0.09
Controladora Vuela Cia de Aviacion SAB de CV - Cla 160,182 80,544.00 0.00
ConvaTec Group PLC 987,685 2,487,796.00 0.14
Copart, Inc. 7,260 649,036.00 0.04
Corcept Therapeutics, Inc. 4,444 67,294.00 0.00
Corp. GEO SAB de CV Series B 164 0.00 0.00
Corus Entertainment, Inc. - Class B 55,338 129,821.00 0.01
CoStar Group, Inc. 1,011 664,572.00 0.04
Costco Wholesale Corp. 14,368 4,432,096.00 0.26
Country Garden Services Holdings Co., Ltd. 5,494 26,034.00 0.00
Coupa Software, Inc. 3,140 714,381.00 0.04
Cousins Properties, Inc. 10,540 328,004.00 0.02
Cousins Properties, Inc. 20,649 642,603.00 0.04
Cowen, Inc. - Class A 6,257 81,784.00 0.00
Credicorp Ltd. 589 81,302.00 0.00
Credit Suisse Group AG 100,289 921,709.00 0.05
Cree, Inc. 5,190 273,461.00 0.02
Criteo SA (Sponsored ADR) 17,346 177,796.00 0.01
Crocs, Inc. 7,920 226,911.00 0.01
Crocs, Inc. 9,692 277,675.00 0.02
Crowdstrike Holdings, Inc. - Class A 7,010 615,548.00 0.04
CSG Systems International, Inc. 3,356 158,940.00 0.01
CSR Ltd. 66,478 181,228.00 0.01
CubeSmart 324,031 9,221,937.00 0.53
Cummins, Inc. 401 68,154.00 0.00
Curtiss-Wright Corp. 868 87,149.00 0.01
CVR Energy, Inc. 4,163 84,936.00 0.00
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,624 131,403.00 0.01
Daiichi Jitsugyo Co., Ltd. 4,910 172,619.00 0.01
Daiwa Office Investment Corp. 34 201,119.00 0.01
Daiwa Securities Living Investments Corp. 206 189,077.00 0.01
Dana, Inc. 35,406 447,531.00 0.03
DANISH KRONE 159,480 23,749.00 0.00
Danone SA 7,853 540,294.00 0.03
Dassault Systemes SE 4,479 764,742.00 0.04
Datadog, Inc. - Class A 8,880 632,877.00 0.04
DBS Group Holdings Ltd. 36,695 507,667.00 0.03
Deciphera Pharmaceuticals, Inc. 6,640 388,956.00 0.02
Deckers Outdoor Corp. 8,090 1,476,692.00 0.09
Desarrolladora Homex SAB de CV 198 0.00 0.00
Deutsche Wohnen SE 10,561 472,904.00 0.03
Deutz AG 72,257 288,543.00 0.02
Dialog Semiconductor PLC 5,418 216,668.00 0.01
Dicerna Pharmaceuticals, Inc. 3,567 76,959.00 0.00
Digital Realty Trust, Inc. 6,602 947,833.00 0.05
Dino Polska SA 13,798 629,554.00 0.04
Dollar General Corp. 15,427 2,954,527.00 0.17
Domino's Pizza Enterprises Ltd. 4,744 197,746.00 0.01
Domino's Pizza, Inc. 158 60,990.00 0.00
Dongwon Development Co., Ltd. 49,682 145,081.00 0.01
Dongyue Group Ltd. 143,574 57,422.00 0.00
Douzone Bizon Co., Ltd. 4,970 483,294.00 0.03
Downer EDI Ltd. 137,203 413,730.00 0.02
Dr. Lal PathLabs Ltd. 8,993 182,199.00 0.01
Dream Industrial Real Estate Investment Trust 24,219 178,716.00 0.01
Dril-Quip, Inc. 8,451 256,825.00 0.01
Dynatrace, Inc. 18,601 715,580.00 0.04
Eagle Pharmaceuticals, Inc./DE 939 48,155.00 0.00
East Japan Railway Co. 25,963 2,039,273.00 0.12
Easterly Government Properties, Inc. 12,979 325,383.00 0.02
Easterly Government Properties, Inc. 10,746 269,425.00 0.02
Eaton Corp. PLC 108,710 9,229,479.00 0.53
eBay, Inc. 3,621 164,903.00 0.01
Echo Global Logistics, Inc. 4,754 98,413.00 0.01
EDION Corp. 18,633 173,136.00 0.01
EDP - Energias de Portugal SA 1,727,987 8,072,439.00 0.47
Edwards Lifesciences Corp. 34,667 7,790,515.00 0.45
Egis Technology, Inc. 26,969 167,146.00 0.01
eHealth, Inc. 5,090 663,862.00 0.04
Elan Microelectronics Corp. 51,920 173,520.00 0.01
Electronic Arts, Inc. 82,447 10,131,143.00 0.59
Eli Lilly & Co. 1,146 175,327.00 0.01
Elisa Oyj 1,187 74,025.00 0.00
Elite Material Co., Ltd. 4,326 21,317.00 0.00
Ellington Financial, Inc. 6,944 70,838.00 0.00
Emaar Properties PJSC 295,367 201,535.00 0.01
Embassy Office Parks Reit 33,462 147,666.00 0.01
EMCOR Group, Inc. 2,797 177,811.00 0.01
eMemory Technology, Inc. 1,073 13,137.00 0.00
Emergent BioSolutions, Inc. 2,057 171,807.00 0.01
Emirates NBD Bank PJSC Merrill Lynch & Co., Inc. 89,896 210,358.00 0.01
Employers Holdings, Inc. 2,568 76,775.00 0.00
Encompass Health Corp. 759 55,623.00 0.00
Endesa SA 1,695 40,490.00 0.00
Enel SpA 1,149,688 8,889,069.00 0.51
EnerSys 6,723 425,565.00 0.02
Enghouse Systems Ltd. 17,235 749,068.00 0.04
ENN Energy Holdings Ltd. 11,179 131,245.00 0.01
Enphase Energy, Inc. 1,333 77,618.00 0.00
Entegris, Inc. 15,084 903,229.00 0.05
Entra ASA 71,178 964,337.00 0.06
EOG Resources, Inc. 133,949 6,827,381.00 0.39
Equatorial Energia SA 97,809 367,498.00 0.02
Equiniti Group PLC 198,779 328,812.00 0.02
Equity Group Holdings PLC/Kenya 73,619 24,332.00 0.00
ERO Copper Corp. 8,791 102,359.00 0.01
Erste Group Bank AG 111,944 2,476,091.00 0.14
Essent Group Ltd. 10,107 334,036.00 0.02
Essent Group Ltd. 7,279 240,575.00 0.01
Essential Properties Realty Trust, Inc. 20,712 282,522.00 0.02
Essex Property Trust, Inc. 2,412 585,774.00 0.03
Essity AB - Class B 19,432 643,606.00 0.04
Euro Buxl 30 Yr Bond Futures 39 9,179,628.00 0.53
EURO CURRENCY -15,492,082 -17,196,992.00 -0.99
Euro Currency Forward -5,498,420 -107,859.00 -0.01
Euro Currency Forward 30,668,336 846,244.00 0.05
Euro Currency Forward -14,125,000 -197,295.00 -0.01
Euro Currency Forward 37,960,237 927,157.00 0.05
Euro Currency Forward 18,672,000 527,161.00 0.03
Euro Currency Forward -21,071,763 -413,352.00 -0.02
Euro Currency Forward 35,815,664 498,139.00 0.03
Euro Currency Forward 5,498,420 76,474.00 0.00
Euro Currency Forward -21,498,000 -664,780.00 -0.04
Euro Currency Forward -14,317,664 -172,972.00 -0.01
Euro Currency Forward -30,668,336 -370,505.00 -0.02
Euro Currency Forward 2,399,763 58,612.00 0.00
EURO STOXX 50 JUN20 XEUR 20200619 131 4,459,679.00 0.26
Euro-BOBL Futures 101 15,152,354.00 0.87
Euro-Bund Futures 87 16,655,218.00 0.96
Eurofins Scientific SE 981 667,249.00 0.04
Euronext NV 4,011 372,663.00 0.02
Europris ASA 45,519 192,234.00 0.01
Eutelsat Communications SA 1,334 13,363.00 0.00
Everbridge, Inc. 717 104,922.00 0.01
Evercore, Inc. - Class A 1,170 64,481.00 0.00
Everest Re Group Ltd. 1,980 392,851.00 0.02
EVERTEC, Inc. 5,839 170,035.00 0.01
Evolution Gaming Group AB 4,269 251,025.00 0.01
Evolution Mining Ltd. 1,129,828 4,528,675.00 0.26
Evonik Industries AG 41,393 1,022,845.00 0.06
Experian PLC 17,430 611,331.00 0.04
Extreme Networks, Inc. 13,484 44,498.00 0.00
Exxon Mobil Corp. 18,051 820,809.00 0.05
F5 Networks, Inc. 20,889 3,027,233.00 0.17
Fabege AB 30,805 375,128.00 0.02
Fabrinet 1,582 101,213.00 0.01
Facebook, Inc. - Class A 159,311 35,859,442.00 2.07
Faes Farma SA 40,539 163,645.00 0.01
Fair Isaac Corp. 2,272 914,896.00 0.05
Faurecia SE 61,124 2,369,894.00 0.14
Feed One Co., Ltd. 96,118 166,267.00 0.01
Fibra Uno Administracion SA de CV 260,342 199,708.00 0.01
Fidelity National Information Services, Inc. 53,003 7,358,406.00 0.42
First American Financial Corp. 7,846 396,144.00 0.02
First American Financial Corp. 3,015 152,264.00 0.01
First Citizens BancShares, Inc./NC - Class A 256 98,625.00 0.01
First Gen Corp. 381,681 153,894.00 0.01
First Industrial Realty Trust, Inc. 4,670 176,908.00 0.01
First Quantum Minerals Ltd. 88,747 520,168.00 0.03
Firstsource Solutions Ltd. 504,116 207,722.00 0.01
Five Below, Inc. 6,118 640,248.00 0.04
Five9, Inc. 1,077 112,297.00 0.01
Fjordkraft Holding ASA 42,730 367,098.00 0.02
Flagstar Bancorp, Inc. 5,216 152,848.00 0.01
Flex Ltd. 24,839 241,189.00 0.01
Floor & Decor Holdings, Inc. - Class A 12,340 641,680.00 0.04
Flutter Entertainment PLC 7 971.00 0.00
FMC Corp. 6,430 632,776.00 0.04
Foot Locker, Inc. 10,596 293,509.00 0.02
Foot Locker, Inc. 4,672 129,417.00 0.01
Formula Systems 1985 Ltd. 1,172 90,454.00 0.01
Fortescue Metals Group Ltd. 800 7,414.00 0.00
Fortinet, Inc. 1,168 162,691.00 0.01
Fortnox AB 6,744 186,107.00 0.01
Forward Air Corp. 2,185 108,581.00 0.01
FPT Corp. 2,780 5,706.00 0.00
FPT Corp. Macquarie Bank Ltd. 222,688 458,644.00 0.03
Franklin Resources, Inc. 2,662 50,248.00 0.00
Frasers Logistics & Industrial Trust 136,868 107,909.00 0.01
Freshpet, Inc. 11,184 863,187.00 0.05
FTI Consulting, Inc. 1,393 167,865.00 0.01
FTSE 100 Index Futures -239 -18,034,874.00 -1.04
Fu Shou Yuan International Group Ltd. 749,971 700,875.00 0.04
Fubon Financial Holding Co., Ltd. 1,037,093 1,467,609.00 0.08
Fuji Electric Co., Ltd. 58,047 1,550,720.00 0.09
Fujitsu Ltd. 187 19,284.00 0.00
GAIL India Ltd. 104,768 127,010.00 0.01
Galenica AG 7,396 547,907.00 0.03
Games Workshop Group PLC 2,461 243,593.00 0.01
Garmin Ltd. 936 84,406.00 0.00
GDS Holdings Ltd. (ADR) 56,045 3,194,595.00 0.18
Gecina SA 1,712 220,091.00 0.01
Geely Automobile Holdings Ltd. 155,057 214,245.00 0.01
Generac Holdings, Inc. 1,569 174,658.00 0.01
Genesco, Inc. 6,666 123,267.00 0.01
Genesis Energy Ltd. 254,280 451,162.00 0.03
Genmab A/S 2,336 723,475.00 0.04
Genomma Lab Internacional SAB de CV - Class B 137,340 126,535.00 0.01
Genpact Ltd. 158,283 5,690,289.00 0.33
Genworth MI Canada, Inc. 4,915 110,340.00 0.01
Geo Holdings Corp. 12,641 158,226.00 0.01
Gerresheimer AG 22,286 1,906,824.00 0.11
Getinge AB - Class B 97,944 1,818,217.00 0.10
Getty Realty Corp. 5,865 156,136.00 0.01
Gigabyte Technology Co., Ltd. 45,142 88,905.00 0.01
Gilead Sciences, Inc. 1,579 122,901.00 0.01
GlaxoSmithKline PLC 103,417 2,142,051.00 0.12
Glencore PLC 261,150 493,195.00 0.03
Global Blood Therapeutics, Inc. 1,941 135,742.00 0.01
Global Unichip Corp. 1,642 12,668.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 11,261 62,804.00 0.00
Globalwafers Co., Ltd. 1,673 20,291.00 0.00
Globant SA 324 45,473.00 0.00
Globus Medical, Inc. - Class A 2,676 146,284.00 0.01
GMO Payment Gateway, Inc. 5,599 631,548.00 0.04
GMS, Inc. 6,712 137,537.00 0.01
Goldman Sachs Group, Inc. (The) 55,407 10,886,939.00 0.63
Goldman Sachs International 1.705% CPI# 30,692,453 -31,094,837.00 -1.80
Goldman Sachs International 1.900% 13,747,414 -13,845,187.00 -0.80
Goldman Sachs International 2.175% CPI# 8,703,327 -9,034,995.00 -0.52
Goosehead Insurance, Inc. - Class A 7,670 459,816.00 0.03
Gossamer Bio, Inc. 15,070 183,112.00 0.01
Grainger PLC 98,785 352,339.00 0.02
Grand City Properties SA 30,119 684,736.00 0.04
Graphic Packaging Holding Co. 24,173 349,783.00 0.02
Graphic Packaging Holding Co. 5,840 84,508.00 0.00
Great British Pound Currency Forward -26,619,381 -322,813.00 -0.02
Great Southern Bancorp, Inc. 2,234 90,611.00 0.01
Greencore Group PLC 24,378 40,905.00 0.00
Greenland Hong Kong Holdings Ltd. 293,640 96,116.00 0.01
Greggs PLC 7,731 177,129.00 0.01
Grocery Outlet Holding Corp. 19,270 709,346.00 0.04
Growthpoint Properties Ltd. 179,673 127,753.00 0.01
Grupo Aeroportuario del Centro Norte SAB de CV 1,567 6,904.00 0.00
Grupo Cementos de Chihuahua SAB de CV 50,480 180,824.00 0.01
GS Retail Co., Ltd. 534 18,424.00 0.00
Guangdong Tapai Group Co., Ltd. - Class A 190,622 326,596.00 0.02
Guangzhou Automobile Group Co., Ltd. - Class H 1,415,711 1,172,548.00 0.07
Guardant Health, Inc. 9,429 852,287.00 0.05
GUD Holdings Ltd. 27,044 188,215.00 0.01
GVC Holdings PLC 216,976 2,130,009.00 0.12
GW Pharmaceuticals PLC (Sponsored ADR) 579 71,073.00 0.00
Haemonetics Corp. 598 65,645.00 0.00
Hain Celestial Group, Inc. (The) 17,827 561,193.00 0.03
Hain Celestial Group, Inc. (The) 2,794 87,975.00 0.01
Halma PLC 27,282 791,737.00 0.05
Halozyme Therapeutics, Inc. 6,021 146,151.00 0.01
Halyk Savings Bank of Kazakhstan JSC (GDR) 8,233 86,860.00 0.01
Hana Financial Group, Inc. 153,773 3,715,430.00 0.21
Handsome Co., Ltd. 6,177 151,205.00 0.01
Hang Seng Bank Ltd. 21,055 323,378.00 0.02
HANG SENG IDX FUT JUN20 XHKF 20200629 -83 -12,304,145.00 -0.71
Hangzhou Hikvision Digital Technology Co., Ltd. - 49,206 190,068.00 0.01
Hangzhou Tigermed Consulting Co., Ltd. - Class A 3,118 37,176.00 0.00
Hanover Insurance Group, Inc. (The) 2,965 297,537.00 0.02
Haseko Corp. 17,739 216,704.00 0.01
HDFC Bank Ltd. 143,909 1,813,496.00 0.10
Health Catalyst, Inc. 2,851 77,401.00 0.00
Healthcare Realty Trust, Inc. 5,536 169,978.00 0.01
HealthEquity, Inc. 11,189 693,412.00 0.04
Healthpeak Properties, Inc. 28,893 711,933.00 0.04
Heiwa Real Estate REIT, Inc. 94 91,145.00 0.01
Helen of Troy Ltd. 950 172,971.00 0.01
Hennes & Mauritz AB - Class B 1,728 26,281.00 0.00
Hera SpA 50,495 193,389.00 0.01
Heron Therapeutics, Inc. 6,393 116,495.00 0.01
Hershey Co. (The) 921 125,094.00 0.01
Hikari Tsushin, Inc. 1,676 367,656.00 0.02
Hikma Pharmaceuticals PLC 6,635 211,352.00 0.01
Hillenbrand, Inc. 2,830 72,860.00 0.00
Hilltop Holdings, Inc. 9,292 173,673.00 0.01
Hitachi Ltd. 1,634 52,788.00 0.00
HKT Trust & HKT Ltd. - Class SS 374,975 533,439.00 0.03
HMS Holdings Corp. 2,886 90,173.00 0.01
Hokuhoku Financial Group, Inc. 8,112 68,630.00 0.00
HollyFrontier Corp. 15,065 473,794.00 0.03
HollyFrontier Corp. 5,496 172,850.00 0.01
Home BancShares, Inc./AR 15,056 217,870.00 0.01
Home Depot, Inc. (The) 71,610 17,793,652.00 1.03
Honeywell International, Inc. 71,242 10,390,645.00 0.60
HONG KONG DOLLAR 6,828,303 880,900.00 0.05
Horizon Therapeutics PLC 1,748 88,710.00 0.01
Hornbach Holding AG & Co. KGaA 2,831 203,990.00 0.01
Houghton Mifflin Harcourt Co. 31,112 47,601.00 0.00
Houlihan Lokey, Inc. 2,610 157,880.00 0.01
Housing Development Finance Corp., Ltd. 58,508 1,297,083.00 0.07
Howden Joinery Group PLC 12,264 89,957.00 0.01
Huaxin Cement Co., Ltd. 803,339 2,804,146.00 0.16
Hub Group, Inc. - Class A 747 34,937.00 0.00
Hub Group, Inc. - Class A 2,176 101,796.00 0.01
HubSpot, Inc. 3,775 754,773.00 0.04
Hugel, Inc. 1,636 488,870.00 0.03
HUGO BOSS AG 4,846 133,011.00 0.01
Huhtamaki Oyj 14,663 595,927.00 0.03
Hulic Co., Ltd. 4,990 50,532.00 0.00
Hulic Reit, Inc. 288 370,082.00 0.02
Humana, Inc. 259 106,513.00 0.01
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 5,888 106,875.00 0.01
Huons Co., Ltd. 2,209 87,164.00 0.01
Hypoport SE 408 182,338.00 0.01
iA Financial Corp., Inc. 1,157 36,962.00 0.00
IBERIABANK Corp. 2,984 126,572.00 0.01
ICICI Bank Ltd. 18,775 81,683.00 0.00
ICICI Lombard General Insurance Co., Ltd. 1,908 32,917.00 0.00
ICON PLC 8,555 1,441,144.00 0.08
IDEX Corp. 4,008 638,754.00 0.04
IG Group Holdings PLC 68,469 647,470.00 0.04
IMA Industria Macchine Automatiche SpA 2,825 171,876.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 28,030 101,635.00 0.01
Inaba Denki Sangyo Co., Ltd. 7,961 181,470.00 0.01
Inari Medical, Inc. 2,398 105,512.00 0.01
Incyte Corp. 578 58,931.00 0.00
Independence Realty Trust, Inc. 35,201 348,141.00 0.02
Indo Tambangraya Megah Tbk PT 233,606 130,017.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
Industrial & Infrastructure Fund Investment Corp. 155 254,970.00 0.01
Industrial Bank Co., Ltd. - Class A 117,136 264,946.00 0.02
Industrias Bachoco SAB de CV 42,925 131,383.00 0.01
Industrias Penoles SAB de CV 10,401 98,360.00 0.01
Inficon Holding AG 250 187,582.00 0.01
Infineon Technologies AG 35,865 755,956.00 0.04
Info Edge India Ltd. 437 15,581.00 0.00
Informa PLC 35,993 206,191.00 0.01
Ingersoll Rand, Inc. 21,030 593,046.00 0.03
Inmobiliaria Colonial Socimi SA 61,299 554,249.00 0.03
Innoviva, Inc. 5,280 73,763.00 0.00
Inphi Corp. 5,090 639,669.00 0.04
Insight Enterprises, Inc. 1,565 80,267.00 0.00
Insmed, Inc. 4,175 101,432.00 0.01
Insperity, Inc. 2,765 143,380.00 0.01
Instone Real Estate Group AG 11,912 259,095.00 0.01
Insulet Corp. 3,987 751,970.00 0.04
Integer Holdings Corp. 1,811 143,408.00 0.01
Integrated Diagnostics Holdings PLC 4,333 15,341.00 0.00
Intel Corp. 112,426 7,075,028.00 0.41
Intermediate Capital Group PLC 29,665 466,507.00 0.03
International Bancshares Corp. 4,674 143,880.00 0.01
International Games System Co., Ltd. 9,086 169,983.00 0.01
Intertek Group PLC 3,879 265,529.00 0.02
Intertrust NV 41,166 649,812.00 0.04
Intuit, Inc. 587 170,417.00 0.01
Intuitive Surgical, Inc. 259 150,519.00 0.01
Iovance Biotherapeutics, Inc. 3,786 121,513.00 0.01
IPG Photonics Corp. 3,250 505,050.00 0.03
IPSOS 6,366 155,817.00 0.01
IRB Brasil Resseguros S/A 55,429 86,213.00 0.00
Iren SpA 69,825 174,374.00 0.01
iRhythm Technologies, Inc. 8,303 1,032,182.00 0.06
iShares Global Energy ETF 141,761 2,847,994.00 0.16
iShares MSCI Global Metals & Mining Producers ETF 69,815 1,644,161.00 0.09
iShares Russell 2000 ETF 1,429 198,495.00 0.01
iShares Russell 2000 Value Index Fund 4,124 392,634.00 0.02
Isracard Ltd. 0 0.00 0.00
Isracard Ltd. 0 0.00 0.00
Israel Discount Bank Ltd. - Class A 149,923 476,019.00 0.03
Itochu Enex Co., Ltd. 21,150 170,097.00 0.01
IWG PLC 40,239 147,839.00 0.01
j2 Global, Inc. 2,579 201,944.00 0.01
Jabil, Inc. 3,602 107,785.00 0.01
Jaccs Co., Ltd. 8,768 154,170.00 0.01
Jack Henry & Associates, Inc. 4,192 758,165.00 0.04
Jacobs Engineering Group, Inc. 6,530 548,650.00 0.03
Japan Post Bank Co., Ltd. 6,462 53,480.00 0.00
Japan Post Holdings Co., Ltd. 2,757 20,112.00 0.00
Japan Real Estate Investment Corp. 36 200,324.00 0.01
Japanese Government CPI Linked Bond Series 21 670,622,661 6,224,612.00 0.36
JAPANESE YEN 30,901,256 286,533.00 0.02
Japanese Yen Currency Forward -1,852,353,171 166,278.00 0.01
Japanese Yen Currency Forward 821,817,000 -33,205.00 0.00
Japanese Yen Currency Forward 1,514,059,000 -85,235.00 0.00
Japanese Yen Currency Forward 1,310,870,000 -27,333.00 0.00
Japanese Yen Currency Forward 3,504,325,915 -236,691.00 -0.01
Japanese Yen Currency Forward -2,573,002,000 64,900.00 0.00
Japanese Yen Currency Forward -1,018,659,000 79,208.00 0.00
Japanese Yen Currency Forward -2,351,675,995 -185,859.00 -0.01
Japanese Yen Currency Forward -2,254,744,000 -164,442.00 -0.01
JBS SA 95,379 392,686.00 0.02
JD.com, Inc. (ADR) 13,323 723,854.00 0.04
Jeronimo Martins SGPS SA 126,073 2,149,772.00 0.12
Jinxin Fertility Group Ltd. 160,628 217,144.00 0.01
JNBY Design Ltd. 98,468 85,065.00 0.00
John B Sanfilippo & Son, Inc. 1,109 96,495.00 0.01
Johnson & Johnson 118,250 17,589,773.00 1.02
JPMorgan Chase Bank Long: IS22E66 TRS USD R E IS 343,594 357,642.00 0.02
JPMorgan Chase Bank Long: IS22E88 TRS USD R E IS 458,129 580,161.00 0.03
JPMorgan Chase Bank Long: IS22FW9 TRS USD R E IS 331,237 377,329.00 0.02
JPMorgan Chase Bank, NA 2.183% CPI# 4,351,663 -4,519,249.00 -0.26
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 905,738 899,541.00 0.05
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 540,885 570,860.00 0.03
JPMorgan Chase Bank, NA Bloomberg Livestock Subind 197,417 199,521.00 0.01
JPMorgan Chase Bank, NA Bloomberg Precious Metals 5,179,672 6,285,153.00 0.36
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 244,068 232,558.00 0.01
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 2,605,244 2,486,683.00 0.14
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 1,064,530 908,948.00 0.05
JUMBO SA 825 15,020.00 0.00
JXTG Holdings, Inc. 853,946 3,300,445.00 0.19
Jyske Bank A/S 37,651 1,039,702.00 0.06
Kadant, Inc. 859 83,217.00 0.00
Kaga Electronics Co., Ltd. 4,016 87,200.00 0.01
Kajaria Ceramics Ltd. 4,326 19,633.00 0.00
Kakaku.com, Inc. 150,770 3,661,369.00 0.21
Kansas City Southern 3,890 585,522.00 0.03
Kardex AG 1,172 203,472.00 0.01
Karuna Therapeutics, Inc. 385 36,177.00 0.00
Kasai Kogyo Co., Ltd. 16,059 77,321.00 0.00
Kaufman & Broad SA 4,826 171,329.00 0.01
KB Financial Group, Inc. 78,146 2,132,708.00 0.12
KB Home 6,730 222,628.00 0.01
KB Home 6,984 231,039.00 0.01
KBC Group NV 25,757 1,351,439.00 0.08
KBR, Inc. 9,533 223,553.00 0.01
Kemira Oyj 14,428 185,024.00 0.01
Kemper Corp. 3,912 248,020.00 0.01
Kenedix Office Investment Corp. - Class A 38 214,490.00 0.01
Kenedix Residential Next Investment Corp. 68 115,617.00 0.01
Kennametal, Inc. 16,886 468,417.00 0.03
KEPCO Plant Service & Engineering Co., Ltd. 6,786 169,647.00 0.01
Kerry Group PLC - Class A 8,475 1,050,090.00 0.06
Keyence Corp. 8,746 3,602,478.00 0.21
Kforce, Inc. 3,608 108,980.00 0.01
KGHM Polska Miedz SA 3,678 78,870.00 0.00
Kia Motors Corp. 45,149 1,255,453.00 0.07
Killam Apartment Real Estate Investment Trust 75,808 931,602.00 0.05
Kilroy Realty Corp. 7,703 440,052.00 0.03
Kimball International, Inc. - Class B 5,184 58,016.00 0.00
Kimberly-Clark Corp. 257 36,421.00 0.00
Kingspan Group PLC 12,012 740,754.00 0.04
Kinnevik AB - Class B 3,525 89,373.00 0.01
KION Group AG 8,638 483,616.00 0.03
Kirkland Lake Gold Ltd. 1,286 49,550.00 0.00
KLA Corp. 32,770 5,766,209.00 0.33
Knight-Swift Transportation Holdings, Inc. 31,982 1,330,775.00 0.08
Koh Young Technology, Inc. 385 29,213.00 0.00
Kohnan Shoji Co., Ltd. 6,605 193,067.00 0.01
Kojamo Oyj 7,812 159,292.00 0.01
Koninklijke Ahold Delhaize NV 304,948 7,731,629.00 0.45
Koninklijke DSM NV 5,101 652,510.00 0.04
Koninklijke Philips NV 98,151 4,462,257.00 0.26
Korea Zinc Co., Ltd. 540 165,680.00 0.01
Kose Corp. 3,088 388,960.00 0.02
Kuehne & Nagel International AG 2,505 362,306.00 0.02
Kulicke & Soffa Industries, Inc. 18,907 422,760.00 0.02
Kulicke & Soffa Industries, Inc. 4,441 99,305.00 0.01
Kumho Petrochemical Co., Ltd. 5,393 310,317.00 0.02
Kweichow Moutai Co., Ltd. - Class A 2,834 543,224.00 0.03
Kyokuto Securities Co., Ltd. 6,468 31,772.00 0.00
L&T Technology Services Ltd. 7,118 109,585.00 0.01
L3Harris Technologies, Inc. 47,939 9,561,433.00 0.55
Labrador Iron Ore Royalty Corp. 12,092 196,813.00 0.01
Lam Research Corp. 503 137,768.00 0.01
Largo Resources Ltd. 7,039 4,601.00 0.00
Lattice Semiconductor Corp. 38,775 964,351.00 0.06
LCI Industries 1,872 185,269.00 0.01
Lear Corp. 3,566 378,174.00 0.02
LEG Immobilien AG 2,179 272,731.00 0.02
Legal & General Group PLC 6,685 16,506.00 0.00
Legrand SA 1,023 70,103.00 0.00
LHC Group, Inc. 855 138,971.00 0.01
Li Ning Co., Ltd. 10,310 34,930.00 0.00
Ligand Pharmaceuticals, Inc. 1,033 104,942.00 0.01
Light SA 135,851 354,376.00 0.02
Link REIT 61,931 467,686.00 0.03
Lithia Motors, Inc. - Class A 1,361 164,232.00 0.01
Littelfuse, Inc. 3,800 617,462.00 0.04
Livongo Health, Inc. 1,206 72,291.00 0.00
Localiza Rent a Car SA 2,704 19,505.00 0.00
Lojas Renner SA 1,745 12,609.00 0.00
London Stock Exchange Group PLC 9,888 986,351.00 0.06
LONG GILT FUTURE SEP20 IFLL 20200928 190 32,250,280.00 1.86
Lonza Group AG 1,482 731,932.00 0.04
Louisiana-Pacific Corp. 3,751 88,582.00 0.01
LPL Financial Holdings, Inc. 34,550 2,466,524.00 0.14
LUKOIL PJSC (Sponsored ADR) 50,202 3,779,744.00 0.22
Lumentum Holdings, Inc. 1,305 95,751.00 0.01
Lundin Mining Corp. 117,151 539,448.00 0.03
LVMH Moet Hennessy Louis Vuitton SE 1,092 458,205.00 0.03
M&G PLC 8,447 14,701.00 0.00
Machvision, Inc. 14,546 159,202.00 0.01
Macronix International 265,732 285,400.00 0.02
Madrigal Pharmaceuticals, Inc. 3,110 360,877.00 0.02
Maeil Dairies Co., Ltd. 2,289 149,853.00 0.01
Magazine Luiza SA 2,112 25,476.00 0.00
Magellan Financial Group Ltd. 1,342 52,485.00 0.00
Magna International, Inc. - Class A (United States 172,076 7,258,165.00 0.42
Maire Tecnimont SpA 74,945 119,368.00 0.01
Malibu Boats, Inc. 4,365 205,758.00 0.01
Man Group PLC/Jersey 114,135 200,895.00 0.01
Manappuram Finance Ltd. 68,882 114,786.00 0.01
Manhattan Associates, Inc. 10,024 886,126.00 0.05
ManTech International Corp./VA - Class A 1,568 121,972.00 0.01
Mapletree North Asia Commercial Trust 155,913 92,542.00 0.01
Marcus & Millichap, Inc. 3,370 92,924.00 0.01
Marriott Vacations Worldwide Corp. 2,499 224,501.00 0.01
Masco Corp. 70,000 3,265,500.00 0.19
Masmovil Ibercom SA 30,857 644,356.00 0.04
Masonite International Corp. 8,682 576,311.00 0.03
Masonite International Corp. 3,495 232,028.00 0.01
MasTec, Inc. 3,903 152,808.00 0.01
Mastercard, Inc. - Class A 511 153,761.00 0.01
MasterCraft Boat Holdings, Inc. 10,040 149,202.00 0.01
Matrix Service Co. 8,981 98,972.00 0.01
MAXIMUS, Inc. 2,722 196,070.00 0.01
MaxLinear, Inc. - Class A 19,950 345,534.00 0.02
Maytronics Ltd. 10,144 96,031.00 0.01
Mebuki Financial Group, Inc. 13,324 30,289.00 0.00
Mediaset Espana Comunicacion SA 38,372 137,033.00 0.01
MediaTek, Inc. 37,896 585,096.00 0.03
Medical Properties Trust, Inc. 31,923 577,183.00 0.03
Mediobanca Banca di Credito Finanziario SpA 288,146 1,895,528.00 0.11
Medpace Holdings, Inc. 1,723 159,960.00 0.01
Medtronic PLC 135,243 13,332,254.00 0.77
Megacable Holdings SAB de CV 30,809 93,090.00 0.01
Megaworld Corp. 2,210,265 124,703.00 0.01
Meggitt PLC 64,918 224,398.00 0.01
Meitec Corp. 9,305 450,208.00 0.03
Melexis NV 2,638 173,973.00 0.01
Merck & Co., Inc. 59,420 4,796,389.00 0.28
Meritor, Inc. 4,560 92,933.00 0.01
Merlin Properties Socimi SA 41,982 353,691.00 0.02
Merrill Lynch International Bloomberg Grains Subin 5,267,566 5,178,810.00 0.30
Merrill Lynch International Bloomberg Industrial M 4,737,157 4,704,750.00 0.27
Merrill Lynch International Bloomberg Livestock Su 1,457,380 1,472,918.00 0.09
Merrill Lynch International Bloomberg Softs Subind 2,276,048 2,168,709.00 0.13
Mesa Laboratories, Inc. 347 91,841.00 0.01
MetLife, Inc. 3,141 113,120.00 0.01
Metro Pacific Investments Corp. 792,879 45,423.00 0.00
Metropolis Healthcare Ltd. 7,326 134,756.00 0.01
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 21,925 180,006.00 0.01
MGM Growth Properties LLC - Class A 16,970 470,578.00 0.03
MGM Growth Properties LLC - Class A 12,874 357,019.00 0.02
Micron Technology, Inc. 1,675 80,264.00 0.00
Microsoft Corp. 331,004 60,656,527.00 3.50
Mid-America Apartment Communities, Inc. 105,958 12,329,367.00 0.71
Midea Real Estate Holding Ltd. 403,428 951,808.00 0.05
Mineral Resources Ltd. 15,036 188,949.00 0.01
Minerva SA/Brazil 137,126 344,082.00 0.02
Mirait Holdings Corp. 8,624 123,502.00 0.01
Mirati Therapeutics, Inc. 1,004 99,679.00 0.01
Mirvac Group 213,538 335,016.00 0.02
Mitsubishi Estate Co., Ltd. 20,997 333,738.00 0.02
Mitsui Chemicals, Inc. 3,405 71,025.00 0.00
Mitsui Fudosan Co., Ltd. 51,314 987,151.00 0.06
Mitsui Mining & Smelting Co., Ltd. 8,235 177,726.00 0.01
Mixi, Inc. 8,884 144,709.00 0.01
Miyazaki Bank Ltd. (The) 6,915 150,516.00 0.01
Mizuho Financial Group, Inc. 37,216 46,451.00 0.00
MKS Instruments, Inc. 6,686 706,272.00 0.04
MLP Saglik Hizmetleri AS 37,165 91,193.00 0.01
MMC Norilsk Nickel PJSC (ADR) 4,221 134,160.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 14,273 51,867.00 0.00
Moelis & Co. 9,617 323,419.00 0.02
Moelis & Co. 5,612 188,748.00 0.01
Molina Healthcare, Inc. 2,445 454,329.00 0.03
Molina Healthcare, Inc. 654 121,686.00 0.01
Momenta Pharmaceuticals, Inc. 3,732 117,489.00 0.01
Momo, Inc. (Sponsored ADR) 65,622 1,273,081.00 0.07
Moneysupermarket.com Group PLC 145,776 622,201.00 0.04
Monolithic Power Systems, Inc. 679 142,621.00 0.01
Monster Beverage Corp. 546 39,322.00 0.00
Moody's Corp. 588 157,270.00 0.01
Morgan Sindall Group PLC 11,224 170,179.00 0.01
Morgan Stanley 275 12,197.00 0.00
Morgan Stanley Capital Services LLC Bloomberg Grai 231,833 230,188.00 0.01
Morgan Stanley Capital Services LLC Bloomberg Grai 538,273 509,106.00 0.03
Morgan Stanley Capital Services LLC Bloomberg Grai 570,953 548,073.00 0.03
Mori Hills REIT Investment Corp. 152 205,972.00 0.01
Morinaga & Co., Ltd./Japan 65,028 2,793,194.00 0.16
Morinaga Milk Industry Co., Ltd. 15,037 634,215.00 0.04
Motor Oil Hellas Corinth Refineries SA 36,403 610,549.00 0.04
Mowi ASA 14,109 265,943.00 0.02
Mr Cooper Group, Inc. 9,354 104,299.00 0.01
MRC Global, Inc. 40,948 242,412.00 0.01
MRC Global, Inc. 21,903 129,666.00 0.01
MRV Engenharia e Participacoes SA 25,413 72,246.00 0.00
MSCI EAFE JUN20 IFUS 20200619 -1,731 -149,350,680.00 -8.62
MSCI Emerging Markets Futures -801 -37,362,645.00 -2.16
MSCI SING IX ETS JUN20 XSIM 20200629 2,373 48,529,740.00 2.80
MTU Aero Engines AG 3,799 614,131.00 0.04
Muangthai Capital PCL 111,038 194,605.00 0.01
Mueller Industries, Inc. 5,989 160,409.00 0.01
Murata Manufacturing Co., Ltd. 11,250 632,820.00 0.04
Muthoot Finance Ltd. 54,567 622,689.00 0.04
My EG Services Bhd 450,333 140,304.00 0.01
Nantex Industry Co., Ltd. 130,349 162,520.00 0.01
Nanya Technology Corp. 2,428,827 4,860,732.00 0.28
Naspers Ltd. - Class N 3,356 546,437.00 0.03
National Bank of Canada 452 19,700.00 0.00
National Storage Affiliates Trust 18,721 561,827.00 0.03
National Vision Holdings, Inc. 34,719 929,786.00 0.05
National Western Life Group, Inc. - Class A 382 74,869.00 0.00
Navient Corp. 21,047 156,596.00 0.01
NCR Corp. 16,874 304,575.00 0.02
NCR Corp. 5,423 97,895.00 0.01
NCSoft Corp. 928 593,279.00 0.03
NEC Networks & System Integration Corp. 66,840 1,261,349.00 0.07
Nelnet, Inc. - Class A 2,323 114,525.00 0.01
Nemetschek SE 2,911 231,478.00 0.01
Neste Oyj 18,275 744,711.00 0.04
Nestle SA 107,163 11,635,470.00 0.67
NetEase, Inc. (ADR) 958 366,955.00 0.02
Netflix, Inc. 456 191,711.00 0.01
NetScout Systems, Inc. 12,760 350,517.00 0.02
Network International Holdings PLC 17,033 98,227.00 0.01
Neurocrine Biosciences, Inc. 5,920 738,579.00 0.04
Nevro Corp. 1,608 202,088.00 0.01
New Frontier Health Corp. 9,696 79,608.00 0.00
New Jersey Resources Corp. 3,727 130,925.00 0.01
New Oriental Education & Technology Group, Inc. (S 37,386 4,484,897.00 0.26
New Work SE 581 183,706.00 0.01
New World Development Co., Ltd. 196,997 200,222.00 0.01
NEW ZEALAND DOLLAR 74,433 46,204.00 0.00
New Zealand Dollar Currency Forward 63,815,259 1,644,376.00 0.09
New Zealand Dollar Currency Forward 62,045,666 815,343.00 0.05
New Zealand Dollar Currency Forward 2,986,653 39,247.00 0.00
New Zealand Dollar Currency Forward 1,679,992 28,020.00 0.00
New Zealand Dollar Currency Forward 34,900,687 582,100.00 0.03
New Zealand Dollar Currency Forward -43,692,354 -544,410.00 -0.03
New Zealand Dollar Currency Forward -30,709,905 -206,043.00 -0.01
New Zealand Dollar Currency Forward -7,248,000 -96,824.00 -0.01
New Zealand Dollar Currency Forward 17,835,000 339,708.00 0.02
New Zealand Dollar Currency Forward -4,666,646 -58,146.00 0.00
Newcrest Mining Ltd. 82,578 1,673,275.00 0.10
Nexans SA 12,775 523,536.00 0.03
NexPoint Residential Trust, Inc. 3,332 106,560.00 0.01
Nexstar Media Group, Inc. - Class A 743 61,933.00 0.00
Next PLC 1,206 72,945.00 0.00
NextCure, Inc. 7,963 248,531.00 0.01
NextEra Energy, Inc. 29,083 7,432,451.00 0.43
NGK Spark Plug Co., Ltd. 50,115 810,830.00 0.05
NIBC Holding NV 18,964 150,936.00 0.01
NIC, Inc. 4,799 115,477.00 0.01
NICE Information Service Co., Ltd. 10,910 160,842.00 0.01
Nice Ltd. 17,989 3,338,210.00 0.19
Nichirei Corp. 62,686 1,771,989.00 0.10
Nidec Corp. 7,859 483,812.00 0.03
Nihon Unisys Ltd. 27,239 843,907.00 0.05
NIKE, Inc. - Class B 140,042 13,805,428.00 0.80
Nintendo Co., Ltd. 3,206 1,303,873.00 0.08
Nippon Building Fund, Inc. 300 1,878,131.00 0.11
Nippon Express Co., Ltd. 1,210 62,253.00 0.00
Nippon Paper Industries Co., Ltd. 5,805 85,694.00 0.00
Nippon Prologis REIT, Inc. 375 1,058,448.00 0.06
NIPPON REIT Investment Corp. 34 121,216.00 0.01
Nippon Telegraph & Telephone Corp. 363,426 8,272,019.00 0.48
NMC Health PLC 20,122 0.00 0.00
NN Group NV 83,229 2,554,735.00 0.15
Nobina AB 27,151 159,156.00 0.01
Nomad Foods Ltd. 23,384 495,273.00 0.03
Nomad Foods Ltd. 4,463 94,542.00 0.01
Nomura Holdings, Inc. 16,368 70,546.00 0.00
Nordson Corp. 5,060 953,051.00 0.06
Norfolk Southern Corp. 23,185 4,133,653.00 0.24
Northeast Bank 4,794 82,270.00 0.00
Northern Star Resources Ltd. 172,789 1,673,017.00 0.10
Northview Apartment Real Estate Investment Trust 7,812 197,065.00 0.01
NorthWestern Corp. 1,681 101,116.00 0.01
NortonLifeLock, Inc. 6,069 138,254.00 0.01
Norwegian Finans Holding ASA 105,175 749,950.00 0.04
NORWEGIAN KRONE 2,656 273.00 0.00
Norwegian Krone Currency Forward -23,219,642 -103,994.00 -0.01
Notre Dame Intermedica Participacoes SA 2,703 31,559.00 0.00
Novagold Resources, Inc. 16,242 155,281.00 0.01
Novanta, Inc. 7,040 723,078.00 0.04
Novartis AG 190 16,617.00 0.00
Novo Nordisk A/S (Sponsored ADR) 46,502 3,066,341.00 0.18
Novo Nordisk A/S - Class B 126,178 8,265,254.00 0.48
Novocure Ltd. 2,751 185,538.00 0.01
NOW, Inc. 15,944 118,790.00 0.01
Nuance Communications, Inc. 6,924 158,424.00 0.01
Nuance Communications, Inc. 13,352 305,493.00 0.02
NVIDIA Corp. 22,621 8,030,907.00 0.46
NVR, Inc. 155 499,349.00 0.03
NWS Holdings Ltd. 193,600 152,703.00 0.01
NXP Semiconductors NV 67,264 6,464,081.00 0.37
O'Reilly Automotive, Inc. 343 143,204.00 0.01
Oesterreichische Post AG 4,754 159,702.00 0.01
Omega Healthcare Investors, Inc. 21,054 655,626.00 0.04
OMV AG 735 24,310.00 0.00
OneMain Holdings, Inc. 5,997 139,910.00 0.01
OneMain Holdings, Inc. 5,700 132,994.00 0.01
OneSavings Bank PLC 39,276 135,606.00 0.01
OPAP SA 208,558 1,948,382.00 0.11
Open Text Corp. 18,215 756,732.00 0.04
Oracle Corp. 171,992 9,248,043.00 0.53
Oracle Corp. Japan 38,852 4,545,680.00 0.26
Orange Belgium SA 8,269 134,064.00 0.01
Orange SA 87,500 1,052,327.00 0.06
Orbia Advance Corp. SAB de CV 240,653 349,783.00 0.02
Orion Corp./Republic of Korea 8,638 921,229.00 0.05
Orion Engineered Carbons SA 25,825 285,624.00 0.02
Orion Engineered Carbons SA 9,746 107,793.00 0.01
ORIX Corp. 51,639 683,371.00 0.04
Ormat Technologies, Inc. 2,174 158,315.00 0.01
Orocobre Ltd. 19,517 30,578.00 0.00
Orora Ltd. 220,010 388,792.00 0.02
Orsted A/S 4,861 571,755.00 0.03
Orthofix Medical, Inc. 3,196 108,926.00 0.01
Oshkosh Corp. 6,080 436,665.00 0.03
OSI Systems, Inc. 1,762 133,537.00 0.01
Osmotica Pharmaceuticals PLC 10,535 62,894.00 0.00
Otsuka Corp. 46,679 2,260,505.00 0.13
Otter Tail Corp. 3,789 162,607.00 0.01
Oversea-Chinese Banking Corp., Ltd. 58,871 357,438.00 0.02
Oxford Industries, Inc. 2,616 111,493.00 0.01
OZ Minerals Ltd. 107,778 680,027.00 0.04
Paddy Power Betfair PLC 178 22,755.00 0.00
Pagseguro Digital Ltd. 13,770 436,926.00 0.03
Palomar Holdings, Inc. 1,733 129,008.00 0.01
Pan Pacific International Holdings Corp. 237 4,779.00 0.00
Panasonic Corp. 4,229 37,890.00 0.00
Pandora A/S 28,737 1,439,873.00 0.08
Panin Financial Tbk PT 7,327,949 84,581.00 0.00
Papa John's International, Inc. 1,799 140,135.00 0.01
Papa John's International, Inc. 7,570 589,627.00 0.03
Parade Technologies Ltd. 15,843 456,326.00 0.03
Parex Resources, Inc. 13,628 153,227.00 0.01
Park Hotels & Resorts, Inc. 16,508 162,273.00 0.01
Park Hotels & Resorts, Inc. 28,546 280,610.00 0.02
Park24 Co., Ltd. 48,076 928,709.00 0.05
Parque Arauco SA 62,318 105,109.00 0.01
Partners Group Holding AG 9,992 8,324,768.00 0.48
Patrick Industries, Inc. 3,255 168,836.00 0.01
Paychex, Inc. 1,147 82,908.00 0.00
PayPal Holdings, Inc. 67,536 10,468,755.00 0.60
PC Connection, Inc. 3,014 130,451.00 0.01
Pegasystems, Inc. 1,195 113,726.00 0.01
Penn National Gaming, Inc. 2,638 86,565.00 0.00
PennyMac Financial Services, Inc. 3,584 120,366.00 0.01
PennyMac Mortgage Investment Trust 8,763 96,488.00 0.01
Penumbra, Inc. 3,854 664,510.00 0.04
PepsiCo, Inc. 106,901 14,062,932.00 0.81
Perdoceo Education Corp. 9,306 151,507.00 0.01
Perficient, Inc. 3,402 115,825.00 0.01
Pernod Ricard SA 8,930 1,391,763.00 0.08
Perrigo Co. PLC 5,940 325,333.00 0.02
Persimmon PLC 5,294 151,030.00 0.01
Perspecta, Inc. 6,264 138,876.00 0.01
PetroChina Co., Ltd. - Class H 1,962,306 676,981.00 0.04
Petroleo Brasileiro SA (Preference Shares) 255,683 974,570.00 0.06
Petronet LNG Ltd. 26,597 90,069.00 0.01
Peugeot SA 312,716 4,489,175.00 0.26
Pfizer, Inc. 380,169 14,518,654.00 0.84
Philip Morris International, Inc. 11,836 868,302.00 0.05
Physicians Realty Trust 20,160 348,163.00 0.02
Physicians Realty Trust 37,230 642,963.00 0.04
Piaggio & C SpA 151,043 364,881.00 0.02
PICC Property & Casualty Co., Ltd. - Class H 143,025 125,136.00 0.01
Pidilite Industries Ltd. 1,469 28,649.00 0.00
Pilipinas Shell Petroleum Corp. 205,540 69,582.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 4,891 48,678.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 42,648 422,057.00 0.02
Pinnacle Investment Management Group Ltd. 50,084 143,390.00 0.01
PJT Partners, Inc. 8,072 441,457.00 0.03
Planet Fitness, Inc. 16,844 1,088,654.00 0.06
PNC Financial Services Group, Inc. (The) 78,521 8,954,534.00 0.52
PNM Resources, Inc. 7,195 293,699.00 0.02
Poly Developments and Holdings Group Co., Ltd. - C 117,966 238,256.00 0.01
Polyus PJSC (GDR) 2,352 195,151.00 0.01
Polyus PJSC (GDR) 2,298 189,873.00 0.01
Portland General Electric Co. 3,577 168,529.00 0.01
POUND STERLING 382,820 472,783.00 0.03
Power Grid Corp. of India Ltd. 91,711 191,164.00 0.01
Poya International Co., Ltd. 1,231 23,743.00 0.00
PPL Corp. 4,369 122,076.00 0.01
PRA Health Sciences, Inc. 855 88,557.00 0.01
Preferred Bank/Los Angeles CA 3,011 113,142.00 0.01
Premium Leisure Corp. 4,456,853 25,507.00 0.00
Primerica, Inc. 1,149 130,596.00 0.01
Primo Water Corp. 36,151 434,896.00 0.03
Primo Water Corp. 16,873 202,988.00 0.01
Procter & Gamble Co. (The) 142,844 16,558,476.00 0.96
Progress Software Corp. 4,679 189,059.00 0.01
Progressive Corp. (The) 162,749 12,642,342.00 0.73
Prologis, Inc. 56,719 5,189,857.00 0.30
Prudential PLC 25,193 326,737.00 0.02
Prysmian SpA 757 16,241.00 0.00
PSP Swiss Property AG (REG) 2,389 272,000.00 0.02
PTC Therapeutics, Inc. 9,506 482,098.00 0.03
Public Storage 616 124,952.00 0.01
PulteGroup, Inc. 15,030 510,569.00 0.03
PulteGroup, Inc. 8,130 276,199.00 0.02
Puma SE 4,820 346,827.00 0.02
Put - RUB vs. USD 297,630,384 221,653.00 0.01
QTS Realty Trust, Inc. - Class A 3,848 263,987.00 0.02
QUALCOMM, Inc. 1,938 156,788.00 0.01
Qualicorp Consultoria e Corretora de Seguros SA 22,635 100,617.00 0.01
Quanta Services, Inc. 12,982 479,425.00 0.03
Quanta Services, Inc. 4,633 171,125.00 0.01
Quidel Corp. 380 66,539.00 0.00
Quilter PLC 207,987 334,626.00 0.02
Radian Group, Inc. 12,630 200,578.00 0.01
Radiant Logistics, Inc. 23,423 93,460.00 0.01
Raia Drogasil SA 1,023 20,984.00 0.00
Ralph Lauren Corp. 3,530 266,550.00 0.02
Ralph Lauren Corp. 1,268 95,817.00 0.01
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 2,587 162,417.00 0.01
Rational AG 360 194,147.00 0.01
Raytheon Technologies Corp. 110,360 7,120,427.00 0.41
RE/MAX Holdings, Inc. - Class A 4,250 118,963.00 0.01
Real Matters, Inc. 11,264 194,309.00 0.01
Realtek Semiconductor Corp. 127,836 1,104,202.00 0.06
Realty Income Corp. 16,175 894,653.00 0.05
Reata Pharmaceuticals, Inc. - Class A 735 106,862.00 0.01
Recipharm AB 14,131 174,555.00 0.01
Reckitt Benckiser Group PLC 4,377 392,110.00 0.02
Recruit Holdings Co., Ltd. 124,787 4,298,546.00 0.25
Red Electrica Corp. SA 3,705 65,254.00 0.00
Regal Beloit Corp. 6,456 513,510.00 0.03
Regeneron Pharmaceuticals, Inc. 11,233 6,883,694.00 0.40
Regional SAB de CV 5,258 14,657.00 0.00
Regis Resources Ltd. 50,506 179,629.00 0.01
Reinsurance Group of America, Inc. - Class A 50,928 4,621,716.00 0.27
RELX PLC 115,432 2,663,943.00 0.15
RELX PLC (London) 57,366 1,335,237.00 0.08
Renewable Energy Group, Inc. 5,210 148,241.00 0.01
Rentokil Initial PLC 82,389 509,544.00 0.03
Repligen Corp. 5,334 698,656.00 0.04
Repsol SA 433,250 4,079,085.00 0.24
Republic Bancorp, Inc./KY - Class A 2,766 88,658.00 0.01
Retail Properties of America, Inc. - Class A 85,596 463,930.00 0.03
Revance Therapeutics, Inc. 15,915 332,624.00 0.02
Rexford Industrial Realty, Inc. 7,380 293,758.00 0.02
Rheinmetall AG 6,607 538,119.00 0.03
Richter Gedeon Nyrt 1,856 40,576.00 0.00
Rightmove PLC 12,808 93,318.00 0.01
RingCentral, Inc. - Class A 2,920 800,810.00 0.05
Rio Tinto PLC 17,433 945,480.00 0.05
RLJ Lodging Trust 13,633 140,565.00 0.01
Road King Infrastructure Ltd. 85,524 111,565.00 0.01
Roche Holding AG 44,609 15,484,960.00 0.89
Roche Holding AG (Sponsored ADR) 368,787 15,986,916.00 0.92
Roland DG Corp. 11,840 138,402.00 0.01
Round One Corp. 19,491 165,589.00 0.01
Royal Bank of Canada 7,181 465,931.00 0.03
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 88,959 1,420,308.00 0.08
Royal Dutch Shell PLC (Sponsored ADR) 164,569 5,009,480.00 0.29
Royal Dutch Shell PLC - Class A 8,446 133,693.00 0.01
Royal Dutch Shell PLC - Class B 178,469 2,724,660.00 0.16
Royal Unibrew A/S 7,739 622,006.00 0.04
Rumo SA 6,243 26,359.00 0.00
Russel Metals, Inc. 16,307 173,396.00 0.01
Russell 2000 E-Mini Futures -154 -10,724,560.00 -0.62
RWE AG 49,153 1,638,035.00 0.09
Ryoyo Electro Corp. 6,879 170,818.00 0.01
S&P 500 E-Mini Futures -857 -130,349,700.00 -7.53
S&P Global, Inc. 413 134,463.00 0.01
S&P Mid 400 E-Mini Futures -61 -10,750,030.00 -0.62
S&P/TSX 60 Index Futures -211 -28,065,904.00 -1.62
Saab AB - Class B 66,335 1,619,373.00 0.09
Sabra Health Care REIT, Inc. 9,945 133,867.00 0.01
Safaricom PLC 697,111 192,476.00 0.01
Safestore Holdings PLC 19,587 162,307.00 0.01
Saia, Inc. 1,714 185,929.00 0.01
SAIC Motor Corp., Ltd. 105,203 264,731.00 0.02
Salmar ASA 37,322 1,683,131.00 0.10
Samhallsbyggnadsbolaget i Norden AB 91,321 184,451.00 0.01
Samjin Pharmaceutical Co., Ltd. 4,243 95,016.00 0.01
Sampo Oyj - Class A 15,519 557,623.00 0.03
Samsung Electronics Co., Ltd. 146,603 6,038,031.00 0.35
Samsung Electronics Co., Ltd. (Preference Shares) 8,260 287,595.00 0.02
Sankyu, Inc. 10,816 441,525.00 0.03
Sanmina Corp. 4,794 127,588.00 0.01
Sanofi 4,015 392,750.00 0.02
Sany Heavy Industry Co., Ltd. 725,009 1,868,774.00 0.11
SAP SE 6,793 867,046.00 0.05
Saras SpA 151,591 136,502.00 0.01
Sarepta Therapeutics, Inc. 4,250 647,147.00 0.04
Sartorius Stedim Biotech 317 86,489.00 0.00
Sberbank of Russia PJSC (Sponsored ADR) 24,178 276,601.00 0.02
Scandi Standard AB 26,623 175,041.00 0.01
Scandic Hotels Group AB 18,975 85,202.00 0.00
SCANDIC HOTELS GROUP AB RIGHT 18,975 -37,630.00 0.00
Scandinavian Tobacco Group A/S 13,791 207,642.00 0.01
Schneider Electric SE 23,819 2,358,467.00 0.14
Schweiter Technologies AG 168 195,834.00 0.01
Science Applications International Corp. 1,322 116,392.00 0.01
SCREEN Holdings Co., Ltd. 58,240 2,629,514.00 0.15
Sealed Air Corp. 13,948 447,730.00 0.03
Sealed Air Corp. 5,132 164,741.00 0.01
Secom Co., Ltd. 5,875 509,944.00 0.03
Segro PLC 30,849 320,577.00 0.02
Selective Insurance Group, Inc. 4,534 237,808.00 0.01
Selvaag Bolig ASA 40,617 209,337.00 0.01
Sempra Energy 1,041 131,568.00 0.01
ServiceNow, Inc. 489 190,061.00 0.01
Severn Trent PLC 3,133 94,876.00 0.01
SG Holdings Co., Ltd. 47,302 1,546,718.00 0.09
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 134,486 213,198.00 0.01
Shenzhou International Group Holdings Ltd. 41,269 496,614.00 0.03
Shikoku Bank Ltd. (The) 11,047 85,200.00 0.00
Shinhan Financial Group Co., Ltd. 6,713 164,100.00 0.01
Shizuoka Gas Co., Ltd. 19,419 178,988.00 0.01
Showa Sangyo Co., Ltd. 5,430 166,229.00 0.01
Sichuan Swellfun Co., Ltd. - Class A 1,309 9,260.00 0.00
Sika AG 3,207 551,055.00 0.03
Silergy Corp. 1,168 63,251.00 0.00
Silicon Laboratories, Inc. 1,592 149,176.00 0.01
Silk Road Medical, Inc. 2,687 102,837.00 0.01
Simon Property Group, Inc. 1,143 65,954.00 0.00
Simplo Technology Co., Ltd. 221,525 2,373,345.00 0.14
Simpson Manufacturing Co., Inc. 3,108 248,900.00 0.01
Sims Ltd. 37,632 195,293.00 0.01
SINGAPORE DOLLAR -645,056 -456,580.00 -0.03
Singapore Exchange Ltd. 663,244 3,896,641.00 0.23
Sino-American Silicon Products, Inc. 25,311 74,489.00 0.00
Sinopec Shanghai Petrochemical Co., Ltd. - Class H 383,381 95,439.00 0.01
SITE Centers Corp. 41,999 238,137.00 0.01
SiteOne Landscape Supply, Inc. 6,380 678,257.00 0.04
Sitronix Technology Corp. 21,273 108,213.00 0.01
SK Hynix, Inc. 66,016 4,377,713.00 0.25
Skechers U.S.A., Inc. - Class A 7,970 249,620.00 0.01
SkyWest, Inc. 8,953 287,122.00 0.02
SkyWest, Inc. 5,035 161,482.00 0.01
Slack Technologies, Inc. - Class A 11,650 408,332.00 0.02
Sleep Number Corp. 5,289 164,865.00 0.01
SM Prime Holdings, Inc. 186,817 111,512.00 0.01
Smartsheet, Inc. - Class A 12,045 694,514.00 0.04
SMC Corp./Japan 1,472 745,290.00 0.04
Snam SpA 14,584 68,321.00 0.00
Societe Generale SA 2,584 38,238.00 0.00
Soft-World International Corp. 36,200 129,263.00 0.01
Softcat PLC 12,174 173,392.00 0.01
Sojitz Corp. 85,171 198,442.00 0.01
Sonic Healthcare Ltd. 74,101 1,393,004.00 0.08
SOUTH KOREAN WON 15,429 12.00 0.00
Southwest Gas Holdings, Inc. 3,220 244,559.00 0.01
SP Plus Corp. 2,866 58,399.00 0.00
Spar Nord Bank A/S 22,144 166,552.00 0.01
SpareBank 1 Nord Norge 28,848 189,813.00 0.01
SpareBank 1 SMN 23,477 188,507.00 0.01
SpartanNash Co. 5,274 112,932.00 0.01
Spectris PLC 19,750 629,277.00 0.04
SPI 200 FUTURES JUN20 XSFE 20200618 622 59,719,654.00 3.45
Spirax-Sarco Engineering PLC 818 100,416.00 0.01
Splunk, Inc. 3,258 605,466.00 0.03
SPS Commerce, Inc. 1,784 121,610.00 0.01
St. James's Place PLC 22,401 255,513.00 0.01
STAG Industrial, Inc. 16,750 450,575.00 0.03
STAG Industrial, Inc. 24,685 664,051.00 0.04
State Bank of India 37,528 80,672.00 0.00
Steelcase, Inc. - Class A 5,837 67,602.00 0.00
Stepan Co. 517 50,238.00 0.00
Sterling Bancorp/DE 23,680 291,264.00 0.02
Sterling Bancorp/DE 12,828 157,793.00 0.01
Stifel Financial Corp. 2,995 142,891.00 0.01
STMicroelectronics NV 33,448 830,679.00 0.05
Stockland 123,332 294,462.00 0.02
Strategic Education, Inc. 5,967 1,012,293.00 0.06
Subaru Corp. 38,575 854,624.00 0.05
Suez 4,827 55,047.00 0.00
Sumitomo Metal Mining Co., Ltd. 4,691 130,768.00 0.01
Sumitomo Realty & Development Co., Ltd. 6,312 174,810.00 0.01
Sumitomo Rubber Industries Ltd. 6,400 65,377.00 0.00
Sun Communities, Inc. 2,528 346,816.00 0.02
Sun Communities, Inc. 6,098 836,624.00 0.05
Sun Hung Kai & Co., Ltd. 334,743 134,530.00 0.01
Sun Hung Kai Properties Ltd. 41,420 485,145.00 0.03
Sun Life Financial, Inc. 1,463 50,191.00 0.00
Sunac China Holdings Ltd. 90,576 382,867.00 0.02
Suncorp Group Ltd. 168,819 1,041,081.00 0.06
Sunny Friend Environmental Technology Co., Ltd. 39,601 343,352.00 0.02
Sushiro Global Holdings Ltd. 34,085 722,899.00 0.04
Suzano SA 36,006 255,455.00 0.01
SVB Financial Group 2,017 433,150.00 0.03
Svenska Handelsbanken AB - Class A SHS 75,618 714,289.00 0.04
SWEDISH KRONA 14 1.00 0.00
Swedish Krona Currency Forward 22,818,000 109,947.00 0.01
Swedish Krona Currency Forward 692,040,011 2,484,727.00 0.14
Swedish Krona Currency Forward -177,812,000 -484,118.00 -0.03
Swedish Krona Currency Forward 180,314,000 440,321.00 0.03
Swedish Krona Currency Forward 180,314,000 372,038.00 0.02
Swedish Match AB 57,609 4,020,748.00 0.23
Swire Properties Ltd. 82,467 185,035.00 0.01
SWISS FRANC 236,798 246,203.00 0.01
Swiss Franc Currency Forward 16,722,198 150,278.00 0.01
Swiss Re AG 3,355 229,149.00 0.01
Synaptics, Inc. 2,229 142,050.00 0.01
Syneos Health, Inc. 2,025 123,545.00 0.01
SYNNEX Corp. 412 43,985.00 0.00
Synovus Financial Corp. 16,704 320,549.00 0.02
Synovus Financial Corp. 6,872 131,881.00 0.01
T-Gaia Corp. 7,990 170,365.00 0.01
T-Mobile US, Inc. 1,576 157,736.00 0.01
T. Rowe Price Group, Inc. 1,166 140,971.00 0.01
Tactile Systems Technology, Inc. 1,085 52,609.00 0.00
Taiwan Cement Corp. 1,166,418 1,655,965.00 0.10
Taiwan Semiconductor Manufacturing Co., Ltd. 258,938 2,517,214.00 0.15
Take-Two Interactive Software, Inc. 964 131,356.00 0.01
TAL Education Group (ADR) 8,989 507,532.00 0.03
Tatneft PJSC (Sponsored ADR) 2,485 104,866.00 0.01
Taylor Morrison Home Corp. - Class A 12,813 247,675.00 0.01
Taylor Morrison Home Corp. - Class A 9,614 185,855.00 0.01
TC Energy Corp. 1,262 56,877.00 0.00
TCI Co., Ltd. 42,762 377,316.00 0.02
TCS Group Holding PLC (GDR) 1,329 23,077.00 0.00
TeamLease Services Ltd. 272 5,354.00 0.00
TeamViewer AG 6,832 347,004.00 0.02
Tecan Group AG 2,750 963,559.00 0.06
Tech Mahindra Ltd. 2,865 20,156.00 0.00
Teekay Tankers Ltd. - Class A 4,433 77,053.00 0.00
Teladoc Health, Inc. 4,474 778,872.00 0.04
Telecom Italia SpA/Milano (Savings Shares) 64,050 24,787.00 0.00
Telekomunikasi Indonesia Persero Tbk PT 928,088 200,277.00 0.01
Telenor ASA 3,696 56,022.00 0.00
Teleperformance 1,823 434,120.00 0.03
TELUS Corp. 17,025 295,045.00 0.02
Temenos AG 3,902 599,826.00 0.03
Tempur Sealy International, Inc. 8,383 546,823.00 0.03
Tencent Holdings Ltd. 47,494 2,572,098.00 0.15
Terna Rete Elettrica Nazionale SpA 11,643 79,102.00 0.00
Tesco PLC 356,527 1,012,361.00 0.06
Test Research, Inc. 92,159 168,317.00 0.01
Tetra Tech, Inc. 1,789 141,220.00 0.01
Texas Capital Bancshares, Inc. 7,185 192,270.00 0.01
Texas Instruments, Inc. 95,659 11,358,549.00 0.66
Thor Industries, Inc. 1,581 136,335.00 0.01
Tianneng Power International Ltd. 127,061 128,760.00 0.01
TietoEVRY Oyj 19,585 516,701.00 0.03
Times China Holdings Ltd. 840,613 1,244,430.00 0.07
Times Neighborhood Holdings Ltd. 108,388 127,382.00 0.01
TJX Cos., Inc. (The) 234,157 12,354,123.00 0.71
TKH Group NV 11,804 419,322.00 0.02
TOA Paint Thailand PCL 10,446 11,576.00 0.00
Tobu Railway Co., Ltd. 748 26,568.00 0.00
Toei Animation Co., Ltd. 17,621 838,053.00 0.05
Tokyo Electron Ltd. 336 67,786.00 0.00
Tokyo Gas Co., Ltd. 22,580 540,609.00 0.03
Tokyu Construction Co., Ltd. 9,461 51,715.00 0.00
TOMONY Holdings, Inc. 22,513 72,832.00 0.00
TOMRA Systems ASA 12,433 447,969.00 0.03
Top Glove Corp. Bhd 127,358 390,417.00 0.02
TopBuild Corp. 1,375 157,761.00 0.01
TOPIX Index Futures 373 54,152,259.00 3.13
Torex Gold Resources, Inc. 5,854 80,793.00 0.00
Toshiba Corp. 461 12,660.00 0.00
Tosoh Corp. 232,543 3,242,781.00 0.19
TOTAL SA 33,042 1,253,009.00 0.07
Towa Bank Ltd. (The) 25,599 168,481.00 0.01
Toyo Tire Corp. 37,115 528,849.00 0.03
TP ICAP PLC 163,372 689,941.00 0.04
TQM Corp. PCL 5,526 17,720.00 0.00
Trade Desk, Inc. (The) - Class A 1,844 574,516.00 0.03
Tradeweb Markets, Inc. - Class A 8,801 580,513.00 0.03
Transcontinental, Inc. - Class A 20,039 174,222.00 0.01
Transurban Group 50,669 483,964.00 0.03
TravelSky Technology Ltd. - Class H 21,158 42,859.00 0.00
Treasury Wine Estates Ltd. 56,373 362,449.00 0.02
Trend Micro, Inc./Japan 910 50,130.00 0.00
Trex Co., Inc. 6,296 756,361.00 0.04
TriNet Group, Inc. 3,056 164,251.00 0.01
Trinseo SA 8,090 166,492.00 0.01
True North Commercial Real Estate Investment Trust 18,292 72,540.00 0.00
TrueBlue, Inc. 3,126 48,329.00 0.00
TTEC Holdings, Inc. 3,835 162,488.00 0.01
TTM Technologies, Inc. 25,758 298,020.00 0.02
TTM Technologies, Inc. 10,067 116,478.00 0.01
Tupras Turkiye Petrol Rafinerileri AS 16,056 201,962.00 0.01
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,242,903 1,425,378.00 0.08
Turning Point Therapeutics, Inc. - Class I 6,503 450,377.00 0.03
Tutor Perini Corp. 9,701 101,868.00 0.01
U.S. Treasury Bill 4,000,000 3,997,827.00 0.23
Ube Industries Ltd. 11,069 198,046.00 0.01
Ubisoft Entertainment SA 941 73,089.00 0.00
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 3,434,230 -3,562,323.00 -0.21
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 3,047,905 -3,413,028.00 -0.20
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,199,168 -1,322,892.00 -0.08
UCB SA 762 76,281.00 0.00
UFP Industries, Inc. 3,268 149,453.00 0.01
Ultragenyx Pharmaceutical, Inc. 7,922 542,372.00 0.03
Umicore SA 688 30,607.00 0.00
Umpqua Holdings Corp. 35,938 409,333.00 0.02
Umpqua Holdings Corp. 11,705 133,321.00 0.01
Uni-President China Holdings Ltd. 740,013 769,453.00 0.04
Unibail-Rodamco-Westfield 1,908 101,233.00 0.01
Unicharm Corp. 14,746 550,653.00 0.03
Unilever PLC 56,696 3,044,243.00 0.18
Unipol Gruppo SpA 20,630 72,829.00 0.00
United Rentals, Inc. 26,820 3,725,029.00 0.22
United Urban Investment Corp. 384 407,497.00 0.02
UnitedHealth Group, Inc. 80,708 24,603,833.00 1.42
Universal Display Corp. 4,602 674,653.00 0.04
Universal Insurance Holdings, Inc. 5,489 98,049.00 0.01
UOL Group Ltd. 436,735 2,122,604.00 0.12
Uponor Oyj 12,688 159,953.00 0.01
Urbi Desarrollos Urbanos SAB de CV 21 0.00 0.00
US 10YR NOTE (CBT)SEP20 XCBT 20200921 929 129,189,062.00 7.46
US 2YR NOTE (CBT) SEP20 XCBT 20200930 454 100,263,062.00 5.79
US DOLLAR 28,528,600 28,528,600.00 1.65
US Foods Holding Corp. 13,391 256,303.00 0.01
US ULTRA BOND CBT SEP20 XCBT 20200921 185 40,335,781.00 2.33
UT Group Co., Ltd. 52,707 990,731.00 0.06
V-Mart Retail Ltd. 614 12,960.00 0.00
VanEck Vectors Agribusiness ETF 12,709 745,653.00 0.04
VanEck Vectors Gold Miners ETF 15,377 527,752.00 0.03
Vanguard Global ex-U.S. Real Estate ETF 32,264 1,475,458.00 0.09
Vanguard Real Estate ETF 21,783 1,686,678.00 0.10
Vectrus, Inc. 1,158 63,611.00 0.00
Veolia Environnement SA 2,595 57,145.00 0.00
Verint Systems, Inc. 6,269 290,693.00 0.02
VeriSign, Inc. 203 44,510.00 0.00
Verizon Communications, Inc. 277,577 15,927,405.00 0.92
Verso Corp. 7,068 101,639.00 0.01
Vertex Pharmaceuticals, Inc. 40,208 11,578,314.00 0.67
Vestas Wind Systems A/S 7,814 798,184.00 0.05
Viavi Solutions, Inc. 8,429 97,697.00 0.01
VICI Properties, Inc. 5,623 110,332.00 0.01
Vicinity Centres 2,789,642 3,000,937.00 0.17
Village Super Market, Inc. - Class A 3,817 91,362.00 0.01
Vincom Retail JSC 67,231 79,781.00 0.00
Vincom Retail JSC Macquarie Bank Ltd. 92,709 109,508.00 0.01
Vir Biotechnology, Inc. 10,008 342,079.00 0.02
Visa, Inc. - Class A 130,485 25,476,041.00 1.47
Vishay Intertechnology, Inc. 22,210 361,134.00 0.02
Vistra Energy Corp. 8,342 170,520.00 0.01
Vital KSK Holdings, Inc. 16,744 166,216.00 0.01
VMware, Inc. - Class A 37,143 5,804,407.00 0.34
Voltronic Power Technology Corp. 1,773 45,326.00 0.00
Vonage Holdings Corp. 21,953 211,410.00 0.01
Vonovia SE 31,967 1,838,705.00 0.11
VST Industries Ltd. 190 7,821.00 0.00
VTech Holdings Ltd. 23,616 142,998.00 0.01
Wabash National Corp. 10,961 104,680.00 0.01
Walker & Dunlop, Inc. 1,680 68,059.00 0.00
Walmart, Inc. 121,658 15,093,006.00 0.87
Warrior Met Coal, Inc. 10,743 151,268.00 0.01
Warsaw Stock Exchange 16,744 171,060.00 0.01
Watkin Jones PLC 61,744 129,637.00 0.01
Webster Financial Corp. 12,432 351,825.00 0.02
Webster Financial Corp. 5,505 155,808.00 0.01
Weichai Power Co., Ltd. - Class A 1,013,432 1,856,652.00 0.11
Weichai Power Co., Ltd. - Class H 917,865 1,590,048.00 0.09
Wells Fargo & Co. 344,576 9,120,926.00 0.53
Welltower, Inc. 23,689 1,200,352.00 0.07
West Japan Railway Co. 548 35,537.00 0.00
Western Alliance Bancorp 3,316 126,523.00 0.01
Westlake Chemical Corp. 100,881 4,812,023.00 0.28
WH Group Ltd. 1,740,849 1,514,441.00 0.09
Wharf Real Estate Investment Co., Ltd. 38,426 149,012.00 0.01
Wheaton Precious Metals Corp. 1,637 70,560.00 0.00
Whitbread PLC 162 5,094.00 0.00
Whitbread PLC 81 1,005.00 0.00
Wihlborgs Fastigheter AB 17,827 288,327.00 0.02
Wilcon Depot, Inc. 80,519 24,186.00 0.00
Williams-Sonoma, Inc. 8,635 718,518.00 0.04
Williams-Sonoma, Inc. 2,514 209,218.00 0.01
Wingstop, Inc. 1,265 154,293.00 0.01
Winnebago Industries, Inc. 3,530 192,032.00 0.01
Wizz Air Holdings PLC 24,225 984,912.00 0.06
WNS Holdings Ltd. (ADR) 1,863 90,070.00 0.01
Wolters Kluwer NV 34,401 2,737,276.00 0.16
Woolworths Group Ltd. 2,712 63,904.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 198,980 4,141,452.00 0.24
WW International, Inc. 2,779 66,430.00 0.00
Wyndham Destinations, Inc. 4,966 157,939.00 0.01
X5 Retail Group NV (GDR) 56,591 1,661,537.00 0.10
Xilinx, Inc. 60,493 5,562,331.00 0.32
XPO Logistics, Inc. 2,650 208,846.00 0.01
Xylem, Inc./NY 5,439 360,887.00 0.02
Y-mAbs Therapeutics, Inc. 2,474 94,458.00 0.01
Yageo Corp. 7,768 96,408.00 0.01
Yandex NV - Class A 425 17,100.00 0.00
Yara International ASA 5,364 184,545.00 0.01
YDUQS Part 352,890 1,883,387.00 0.11
Yestar Healthcare Holdings Co., Ltd. 235,349 34,977.00 0.00
Yuasa Trading Co., Ltd. 6,035 177,034.00 0.01
Yum China Holdings, Inc. 7,406 343,239.00 0.02
Yurtec Corp. 30,287 177,822.00 0.01
Z Holdings Corp. 519,639 2,137,305.00 0.12
Zai Lab Ltd. (ADR) 561 41,775.00 0.00
Zalando SE 1,487 101,175.00 0.01
Zentalis Pharmaceuticals, Inc. 1,627 84,985.00 0.00
Zhen Ding Technology Holding Ltd. 260,131 1,039,634.00 0.06
Zhongsheng Group Holdings Ltd. 23,890 123,604.00 0.01
Zions Bancorp NA 13,121 431,746.00 0.02
Zions Bancorp NA 756 24,902.00 0.00
Zoetis, Inc. 82,848 11,548,254.00 0.67
Zoomlion Heavy Industry Science and Technology Co. 2,389,396 1,966,087.00 0.11
Zumiez, Inc. 2,377 57,938.00 0.00
Zurich Insurance Group AG 1,320 427,442.00 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.