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.


Choose A Month:


April Holdings (as of 4/30/2019)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 245 23,882,715.00 1.14
10 Yr Canadian Bond Futures 273 28,157,901.00 1.35
10 Yr Japan Bond (OSE) Futures 27 37,018,806.00 1.77
1st Source Corp. 1,606 75,215.00 0.00
2U, Inc. 8,479 512,979.00 0.02
51job, Inc. (ADR) 2,906 268,413.00 0.01
58.com, Inc. (ADR) 5,829 418,491.00 0.02
888 Holdings PLC 68,239 128,759.00 0.01
AAR Corp. 9,599 324,158.00 0.02
Aareal Bank AG 3,127 109,384.00 0.01
Aaron's, Inc. 2,748 153,090.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 148,792,742 148,792,742.00 7.12
AbbVie, Inc. 2,389 189,700.00 0.01
Abcam PLC 7,506 127,547.00 0.01
Accenture PLC - Class A 718 131,204.00 0.01
ACCO Brands Corp. 14,366 131,311.00 0.01
Ace Hardware Indonesia Tbk PT 199,126 23,070.00 0.00
Adani Ports and Special Economic Zone Ltd. 55,608 313,246.00 0.01
Addcn Technology Co., Ltd. 8,506 74,904.00 0.00
Addus HomeCare Corp. 1,088 73,884.00 0.00
Admiral Group PLC 21,535 620,323.00 0.03
ADO Properties SA 15,431 810,016.00 0.04
Adobe, Inc. 19,570 5,660,715.00 0.27
Adtalem Global Education, Inc. 3,746 184,796.00 0.01
Advanced Energy Industries, Inc. 2,394 138,319.00 0.01
Advanced Micro Devices, Inc. 34,730 959,589.00 0.05
Advantest Corp. 9,157 259,690.00 0.01
Aecon Group, Inc. 13,476 192,636.00 0.01
AEON REIT Investment Corp. 105 127,263.00 0.01
AerCap Holdings NV 15,736 781,140.00 0.04
Aerie Pharmaceuticals, Inc. 2,058 78,523.00 0.00
Aeroflot PJSC (GDR) 7,416 59,893.00 0.00
AG Mortgage Investment Trust, Inc. 4,042 69,169.00 0.00
Agnico Eagle Mines Ltd. 14,270 590,991.00 0.03
Agree Realty Corp. 6,067 397,250.00 0.02
Agricultural Bank of China Ltd. - Class H 589,071 272,260.00 0.01
AIA Group Ltd. 191,702 1,962,928.00 0.09
Aimmune Therapeutics, Inc. 12,266 247,039.00 0.01
Air New Zealand Ltd. 322,442 577,423.00 0.03
Air Water, Inc. 39,162 597,375.00 0.03
Airbus SE 13,189 1,805,987.00 0.09
Airtac International Group 1,525 20,442.00 0.00
Aisan Industry Co., Ltd. 11,609 78,692.00 0.00
Aker BP ASA 24,645 813,484.00 0.04
Alamo Group, Inc. 749 77,704.00 0.00
Alaris Royalty Corp. 12,973 175,575.00 0.01
Alaska Air Group, Inc. 9,519 589,226.00 0.03
Alcoa Corp. 13,494 360,019.00 0.02
Alcoa Corp. 20,222 539,524.00 0.03
Aldar Properties PJSC 283,566 137,544.00 0.01
Alexandria Real Estate Equities, Inc. 6,448 918,189.00 0.04
Alibaba Group Holding Ltd. (Sponsored ADR) 50,001 9,278,719.00 0.44
ALLETE, Inc. 2,294 186,908.00 0.01
Alliant Energy Corp. 12,913 609,880.00 0.03
Allianz SE 7,664 1,852,644.00 0.09
Allied Properties Real Estate Investment Trust 11,981 424,183.00 0.02
Allogene Therapeutics, Inc. 8,179 244,983.00 0.01
Alphabet, Inc. - Class A 82 98,992.00 0.00
Alphabet, Inc. - Class C 34,177 40,619,170.00 1.94
Altran Technologies SA 60,093 783,475.00 0.04
Altria Group, Inc. 188,792 10,257,112.00 0.49
Altus Group Ltd./Canada 9,509 192,083.00 0.01
Aluminum Corp. of China Ltd. - Class H 439,177 170,825.00 0.01
Amadeus Fire AG 1,744 232,771.00 0.01
Amadeus IT Group SA - Class A 25,834 2,058,914.00 0.10
Amazon.com, Inc. 131 252,697.00 0.01
Ambac Financial Group, Inc. 4,877 91,212.00 0.00
Amdocs Ltd. 6,360 350,308.00 0.02
Amedisys, Inc. 7,379 943,255.00 0.05
American Campus Communities, Inc. 11,875 560,500.00 0.03
American Campus Communities, Inc. 9,030 426,247.00 0.02
American Eagle Outfitters, Inc. 7,815 185,853.00 0.01
American Electric Power Co., Inc. 176,278 15,080,582.00 0.72
American Equity Investment Life Holding Co. 5,776 169,885.00 0.01
American Financial Group, Inc./OH 5,072 525,104.00 0.03
American Homes 4 Rent - Class A 25,824 619,278.00 0.03
AMETEK, Inc. 7,106 626,536.00 0.03
Amgen, Inc. 1,063 190,709.00 0.01
AMN Healthcare Services, Inc. 2,824 147,049.00 0.01
Amphastar Pharmaceuticals, Inc. 2,719 58,722.00 0.00
AngioDynamics, Inc. 1,709 35,112.00 0.00
Anglo American PLC 3,987 103,486.00 0.00
Anhui Conch Cement Co., Ltd. - Class A 24,618 146,196.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 56,474 344,709.00 0.02
Ansell Ltd. 38,027 723,972.00 0.03
ANSYS, Inc. 3,680 720,544.00 0.03
Anthem, Inc. 44,899 11,809,783.00 0.57
Antofagasta PLC 47,175 560,813.00 0.03
Apartment Investment & Management Co. - Class A 13,334 658,172.00 0.03
APERAM SA 3,288 101,454.00 0.00
APG SGA SA 547 156,763.00 0.01
Apollo Hospitals Enterprise Ltd. 42,694 748,705.00 0.04
Apollo Tyres Ltd. 166,796 492,541.00 0.02
Appfolio, Inc. - Class A 621 60,327.00 0.00
Apple, Inc. 172,203 34,555,982.00 1.65
Applied Industrial Technologies, Inc. 2,311 138,571.00 0.01
Aptiv PLC 8,511 729,435.00 0.03
ArcBest Corp. 3,889 118,852.00 0.01
Arch Coal, Inc. 1,402 136,046.00 0.01
Archer-Daniels-Midland Co. 620 27,657.00 0.00
Arcs Co., Ltd. 7,620 154,485.00 0.01
Arena Pharmaceuticals, Inc. 1,504 68,808.00 0.00
Argo Group International Holdings Ltd. 877 68,486.00 0.00
Arista Networks, Inc. 2,240 699,529.00 0.03
Aristocrat Leisure Ltd. 35,019 644,658.00 0.03
Arjo AB - Class B 50,084 185,925.00 0.01
Armada Hoffler Properties, Inc. 39,923 644,767.00 0.03
Armstrong World Industries, Inc. 7,880 682,959.00 0.03
Aroundtown SA 166,271 1,350,874.00 0.06
Array BioPharma, Inc. 7,019 158,718.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 3,182 354,442.00 0.02
ASGN, Inc. 2,315 145,976.00 0.01
ASMedia Technology, Inc. 1,496 25,960.00 0.00
ASML Holding NV 5,904 1,232,941.00 0.06
ASPEED Technology, Inc. 4,932 102,716.00 0.00
Aspen Technology, Inc. 8,293 1,011,012.00 0.05
ASR Nederland NV 113,012 5,028,366.00 0.24
Assa Abloy AB - Class B 17,004 363,515.00 0.02
Associated Banc-Corp. 17,890 405,924.00 0.02
Assured Guaranty Ltd. 3,988 190,255.00 0.01
Astellas Pharma, Inc. 338,520 4,584,877.00 0.22
Astral Foods Ltd. 14,715 187,221.00 0.01
ASX Ltd. 794 41,729.00 0.00
AT&S Austria Technologie & Systemtechnik AG 17,140 342,062.00 0.02
Aten International Co., Ltd. 62,049 187,494.00 0.01
Atkore International Group, Inc. 6,476 160,352.00 0.01
Atlantic Power Corp. 35,395 81,764.00 0.00
Atlas Air Worldwide Holdings, Inc. 2,377 114,785.00 0.01
Atrion Corp. 97 85,538.00 0.00
ATS Automation Tooling Systems, Inc. 44,511 712,682.00 0.03
AUD/USD 3,717,783 12,899.00 0.00
AUSTRALIAN DOLLAR 754,874 532,148.00 0.03
Australian Dollar Currency Forward -16,552,642 103,453.00 0.00
Australian Dollar Currency Forward -5,777,990 37,537.00 0.00
Australian Dollar Currency Forward -15,285,222 115,189.00 0.01
Australian Dollar Currency Forward -19,451,954 146,589.00 0.01
Australian Dollar Currency Forward -6,790,046 52,804.00 0.00
Australian Dollar Currency Forward 28,292,184 -224,787.00 -0.01
Australian Dollar Currency Forward -55,068,000 289,330.00 0.01
Australian Dollar Currency Forward 18,502,203 -91,043.00 0.00
Australian Dollar Currency Forward 26,959,189 -492,701.00 -0.02
Australian Dollar Currency Forward 6,372,000 -47,010.00 0.00
Australian Dollar Currency Forward 35,245,456 -335,407.00 -0.02
Australian Dollar Currency Forward -13,006,961 81,293.00 0.00
Australian Dollar Currency Forward -19,442,811 117,175.00 0.01
Auto Trader Group PLC 633,347 4,681,936.00 0.22
Automatic Data Processing, Inc. 55,236 9,080,297.00 0.43
AutoZone, Inc. 11,782 12,115,548.00 0.58
Avista Corp. 3,364 145,123.00 0.01
Avnet, Inc. 12,400 602,764.00 0.03
Avnet, Inc. 2,911 141,532.00 0.01
Axfood AB 11,166 204,960.00 0.01
Axos Financial, Inc. 4,412 144,360.00 0.01
Ayala Land, Inc. 177,216 166,727.00 0.01
Azrieli Group Ltd. 4,615 262,955.00 0.01
B&M European Value Retail SA 95,873 494,255.00 0.02
BAE Systems PLC 208,634 1,340,953.00 0.06
Bakkafrost P/F 3,371 173,160.00 0.01
Banco Comercial Portugues SA 1,018,320 285,835.00 0.01
Banco Macro SA (ADR) 2,942 119,424.00 0.01
Bancolombia SA (Sponsored ADR) 1,840 93,351.00 0.00
Bandai Namco Holdings, Inc. 8,161 391,263.00 0.02
Bank Central Asia Tbk PT 222,449 449,364.00 0.02
Bank Hapoalim BM 338,198 2,489,755.00 0.12
Bank Leumi Le-Israel BM 54,971 376,438.00 0.02
Bank Mandiri Persero Tbk PT 924,646 503,750.00 0.02
Bank of America Corp. 709,845 21,707,089.00 1.04
Bank of China Ltd. - Class H 310,528 148,279.00 0.01
Bank of Georgia Group PLC 1,281 28,768.00 0.00
Bank of Ireland Group PLC 214,139 1,368,887.00 0.07
Bank of NT Butterfield & Son Ltd. (The) 4,480 179,292.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,464,997 165,347.00 0.01
Bank Tabungan Negara Persero Tbk PT 147,047 26,185.00 0.00
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 188,312 32,635.00 0.00
BankUnited, Inc. 16,560 605,764.00 0.03
BankUnited, Inc. 3,865 141,412.00 0.01
Baozun, Inc. (Sponsored ADR) 9,622 466,677.00 0.02
Barclays PLC 9,545 20,484.00 0.00
Barloworld Ltd. 16,531 147,669.00 0.01
Barnes Group, Inc. 1,322 73,544.00 0.00
Barrett Business Services, Inc. 1,734 126,347.00 0.01
BASF SE 1,850 151,068.00 0.01
BB Seguridade Participacoes SA 29,330 211,388.00 0.01
BE Semiconductor Industries NV 3,520 101,403.00 0.00
Beach Energy Ltd. 426,927 640,198.00 0.03
Beazley PLC 58,804 443,099.00 0.02
Befesa SA 11,869 519,864.00 0.02
BeiGene Ltd. (Sponsored ADR) 2,091 259,854.00 0.01
Beijing Enterprises Water Group Ltd. 895,860 555,875.00 0.03
Beijing Thunisoft Corp. Ltd. - Class A 7,394 22,291.00 0.00
Belden, Inc. 1,624 90,253.00 0.00
Berger Paints India Ltd. 4,125 19,097.00 0.00
Berkeley Group Holdings PLC 2,524 123,843.00 0.01
Berkshire Hathaway, Inc. - Class B 101,955 22,094,708.00 1.06
Best Buy Co., Inc. 2,908 216,449.00 0.01
BGF retail Co., Ltd. 127 23,876.00 0.00
Bharat Financial Inclusion Ltd. 43,081 622,027.00 0.03
Bid Corp., Ltd. 614 12,990.00 0.00
Biesse SpA 5,904 131,571.00 0.01
Biffa PLC 166,881 516,831.00 0.02
Big Lots, Inc. 1,992 74,037.00 0.00
BillerudKorsnas AB 106,901 1,453,200.00 0.07
Bio-Rad Laboratories, Inc. - Class A 1,288 387,621.00 0.02
BioGaia AB - Class B 4,072 197,562.00 0.01
Biogen, Inc. 31,349 7,186,486.00 0.34
Biohaven Pharmaceutical Holding Co., Ltd. 6,920 414,189.00 0.02
BK Brasil Operacao e Assessoria a Restaurantes SA 4,736 27,407.00 0.00
Black Hills Corp. 4,865 353,977.00 0.02
Bloomberry Resorts Corp. 3,453,037 844,541.00 0.04
Bloomin' Brands, Inc. 17,128 342,388.00 0.02
Bloomin' Brands, Inc. 6,421 128,361.00 0.01
Blucora, Inc. 1,825 63,903.00 0.00
Blueprint Medicines Corp. 5,760 435,563.00 0.02
BlueScope Steel Ltd. 71,633 680,719.00 0.03
BMC Stock Holdings, Inc. 16,312 335,700.00 0.02
BMC Stock Holdings, Inc. 7,866 161,889.00 0.01
BOC Aviation Ltd. 462,864 3,978,547.00 0.19
Bodycote PLC 42,424 475,299.00 0.02
Boeing Co. (The) 29,154 11,011,174.00 0.53
Boingo Wireless, Inc. 3,076 69,961.00 0.00
Boiron SA 3,084 164,612.00 0.01
Boise Cascade Co. 1,704 47,203.00 0.00
Boliden AB 12,900 383,906.00 0.02
Bolsa Mexicana de Valores SAB de CV 101,749 209,427.00 0.01
Bombardier, Inc. - Class B 240,127 410,458.00 0.02
Booking Holdings, Inc. 5,352 9,929,687.00 0.48
Booz Allen Hamilton Holding Corp. 6,242 370,088.00 0.02
Booz Allen Hamilton Holding Corp. 2,306 136,759.00 0.01
Bosideng International Holdings Ltd. 1,550,388 426,797.00 0.02
Boston Beer Co., Inc. (The) - Class A 431 133,699.00 0.01
Boston Properties, Inc. 6,163 848,249.00 0.04
BP PLC 216,041 1,570,986.00 0.08
BR Properties SA 48,703 108,682.00 0.01
Brady Corp. - Class A 1,146 55,934.00 0.00
Bright Horizons Family Solutions, Inc. 7,135 914,418.00 0.04
Brinker International, Inc. 3,185 136,234.00 0.01
Britannia Industries Ltd. 371 15,480.00 0.00
British American Tobacco PLC 60,250 2,358,753.00 0.11
British Land Co. PLC (The) 38,168 296,137.00 0.01
Brixmor Property Group, Inc. 41,416 740,521.00 0.04
Builders FirstSource, Inc. 13,034 179,615.00 0.01
Burberry Group PLC 5,237 138,037.00 0.01
Burford Capital Ltd. 26,424 565,395.00 0.03
Burkhalter Holding AG 2,219 170,715.00 0.01
Burlington Stores, Inc. 4,650 785,431.00 0.04
Buzzi Unicem SpA 78,663 1,753,852.00 0.08
C&J Energy Services, Inc. 23,966 336,725.00 0.02
CA Immobilien Anlagen AG 37,003 1,296,959.00 0.06
Cabot Microelectronics Corp. 613 77,400.00 0.00
CACI International, Inc. - Class A 1,383 269,772.00 0.01
Cactus, Inc. - Class A 11,457 415,896.00 0.02
Cadence BanCorp 30,142 685,749.00 0.03
Cadence Design Systems, Inc. 542 37,628.00 0.00
Cal-Maine Foods, Inc. 4,017 165,159.00 0.01
Calbee, Inc. 13,306 368,464.00 0.02
Camden Property Trust 6,558 660,062.00 0.03
Camden Property Trust 8,099 815,225.00 0.04
CANADIAN DOLLAR 6,004,359 4,481,868.00 0.21
Canadian Dollar Currency Forward -17,691,000 -3,053.00 0.00
Canadian Dollar Currency Forward -39,332,007 -111,699.00 -0.01
Canadian Dollar Currency Forward 20,811,252 -105,885.00 -0.01
Canadian Dollar Currency Forward 34,056,000 -358,552.00 -0.02
Canadian Dollar Currency Forward 17,515,311 -121,340.00 -0.01
Canadian Dollar Currency Forward 22,802,986 -101,940.00 0.00
Canadian Dollar Currency Forward 3,177,781 -14,245.00 0.00
CANCOM SE 4,634 234,566.00 0.01
Canfor Corp. 9,366 97,946.00 0.00
Canfor Pulp Products, Inc. 12,612 138,114.00 0.01
Capcom Co., Ltd. 2,337 52,744.00 0.00
Capgemini SE 55,032 6,678,477.00 0.32
Capital Power Corp. 30,698 692,009.00 0.03
CapitaLand Commercial Trust 299,565 427,988.00 0.02
Capitec Bank Holdings Ltd. 713 66,632.00 0.00
Capri Holdings Ltd. 7,396 326,015.00 0.02
Cara Therapeutics, Inc. 3,895 74,321.00 0.00
Care.com, Inc. 6,494 108,783.00 0.01
CareTrust REIT, Inc. 4,395 106,584.00 0.01
Carlisle Cos., Inc. 4,594 649,683.00 0.03
Carlsberg Brewery Malaysia Bhd 38,001 232,227.00 0.01
Carpenter Technology Corp. 4,603 228,631.00 0.01
Carrefour SA 1,653 32,207.00 0.00
Casella Waste Systems, Inc. - Class A 2,582 96,376.00 0.00
Castellum AB 11,909 214,122.00 0.01
Catalent, Inc. 1,459 65,423.00 0.00
Cathay General Bancorp 6,087 223,946.00 0.01
CBRE Group, Inc. - Class A 186,904 9,732,091.00 0.47
CCL Industries, Inc. - Class B 1,264 53,941.00 0.00
CDW Corp./DE 56,104 5,924,582.00 0.28
Celgene Corp. 1,797 170,181.00 0.01
Cellnex Telecom SA 20,762 639,557.00 0.03
Centene Corp. 1,730 89,217.00 0.00
Centrais Eletricas Brasileiras SA 233,058 1,943,589.00 0.09
Centrais Eletricas Brasileiras SA (Preference Shar 1,643 14,521.00 0.00
Central Garden & Pet Co. - Class A 2,837 69,471.00 0.00
Central Japan Railway Co. 527 113,328.00 0.01
Central Pattana PCL 49,340 116,685.00 0.01
CH Robinson Worldwide, Inc. 2,399 194,334.00 0.01
Charter Court Financial Services Group PLC 50,777 235,057.00 0.01
Chartwell Retirement Residences 30,909 338,931.00 0.02
Check Point Software Technologies Ltd. 114,266 13,798,880.00 0.66
Chegg, Inc. 21,254 757,723.00 0.04
Chemed Corp. 321 105,157.00 0.01
Chesapeake Lodging Trust 2,614 74,504.00 0.00
Chesapeake Utilities Corp. 936 86,799.00 0.00
Chevron Corp. 127,852 15,349,994.00 0.73
Children's Place, Inc. (The) 874 98,639.00 0.00
China CITIC Bank Corp., Ltd. - Class H 5,952,355 3,819,405.00 0.18
China Construction Bank Corp. - Class H 402,789 355,085.00 0.02
China Everbright International Ltd. 658,010 645,206.00 0.03
China Everbright Ltd. 242,485 442,065.00 0.02
China General Plastics Corp. 98,266 72,315.00 0.00
China Lilang Ltd. 143,043 149,220.00 0.01
China Overseas Land & Investment Ltd. 140,536 526,542.00 0.03
China Overseas Property Holdings Ltd. 527,566 249,676.00 0.01
China Petroleum & Chemical Corp. - Class H 2,926,826 2,249,877.00 0.11
China Resources Gas Group Ltd. 22,184 102,975.00 0.00
China Resources Land Ltd. 178,715 778,336.00 0.04
China Resources Pharmaceutical Group Ltd. 161,374 229,637.00 0.01
China Telecom Corp., Ltd. - Class H 1,658,234 859,432.00 0.04
China Unicom Hong Kong Ltd. 2,880,756 3,420,531.00 0.16
Chipotle Mexican Grill, Inc. - Class A 840 577,953.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,029 89,961.00 0.00
Chr Hansen Holding A/S 3,372 344,573.00 0.02
Churchill Downs, Inc. 924 93,201.00 0.00
Cia de Distribucion Integral Logista Holdings SA 7,550 179,131.00 0.01
Cie de Saint-Gobain 2,694 110,476.00 0.01
Cie Financiere Richemont SA 2,289 167,399.00 0.01
Cie Plastic Omnium SA 10,211 309,390.00 0.01
Ciena Corp. 20,500 786,417.00 0.04
CIFI Holdings Group Co., Ltd. 1,668,896 1,108,989.00 0.05
Cimarex Energy Co. 2,957 203,027.00 0.01
Cirrus Logic, Inc. 4,115 195,820.00 0.01
Cisco Systems, Inc. 229,275 12,827,981.00 0.61
Citi Trends, Inc. 3,006 55,652.00 0.00
Citigroup, Inc. 199,876 14,131,270.00 0.68
Citizens Financial Group, Inc. 963 34,891.00 0.00
City Developments Ltd. 63,147 415,650.00 0.02
City Office REIT, Inc. 16,083 186,565.00 0.01
City Union Bank Ltd. 8,299 24,342.00 0.00
CK Asset Holdings Ltd. 733,722 5,899,524.00 0.28
Cleveland-Cliffs, Inc. 14,005 139,911.00 0.01
CNO Financial Group, Inc. 9,146 151,372.00 0.01
CNOOC Ltd. 50,003 90,823.00 0.00
Coca-Cola Amatil Ltd. 16,606 103,013.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 23,218 573,313.00 0.03
Coca-Cola European Partners PLC 28,068 1,504,168.00 0.07
Cochlear Ltd. 19,120 2,527,429.00 0.12
cocokara fine, Inc. 13,237 527,056.00 0.03
COFCO Meat Holdings Ltd. 268,624 109,968.00 0.01
Cogeco Communications, Inc. 8,914 592,030.00 0.03
Cognizant Technology Solutions Corp. - Class A 90,607 6,610,686.00 0.32
Coles Group Ltd. 84,898 754,848.00 0.04
Collegium Pharmaceutical, Inc. 4,531 63,120.00 0.00
Collins Foods Ltd. 41,966 220,645.00 0.01
Coloplast A/S - Class B 1,463 158,135.00 0.01
Colruyt SA 2,094 151,180.00 0.01
Com2uSCorp 1,145 97,978.00 0.00
Comcast Corp. - Class A 514,222 22,384,083.00 1.07
Comerica, Inc. 5,340 419,670.00 0.02
Comfort Systems USA, Inc. 2,841 153,719.00 0.01
Community Trust Bancorp, Inc. 2,363 99,837.00 0.00
CommVault Systems, Inc. 2,245 118,087.00 0.01
CommVault Systems, Inc. 5,297 278,622.00 0.01
Compass Group PLC 139,329 3,170,281.00 0.15
Computacenter PLC 6,695 105,504.00 0.01
Concho Resources, Inc. 2,483 286,602.00 0.01
CONMED Corp. 994 79,612.00 0.00
ConocoPhillips 446 28,157.00 0.00
CONSOL Energy, Inc. 3,781 128,176.00 0.01
Constellation Software, Inc./Canada 5,772 5,093,460.00 0.24
Construtora Tenda SA 39,397 180,553.00 0.01
Contact Energy Ltd. 159,986 718,247.00 0.03
Continental Building Products, Inc. 5,003 128,346.00 0.01
Continental Resources, Inc./OK 8,048 370,147.00 0.02
Cooper-Standard Holdings, Inc. 4,933 249,955.00 0.01
Cooper-Standard Holdings, Inc. 262 13,303.00 0.00
Copart, Inc. 7,430 500,187.00 0.02
Corcept Therapeutics, Inc. 4,448 55,075.00 0.00
CoreCivic, Inc. 6,353 132,226.00 0.01
CorEnergy Infrastructure Trust, Inc. 3,007 113,655.00 0.01
CoreSite Realty Corp. 1,256 137,513.00 0.01
Cornerstone OnDemand, Inc. 2,364 129,193.00 0.01
Corp. GEO SAB de CV Series B 154 0.00 0.00
Cosan SA 11,043 132,010.00 0.01
Cosmax, Inc. 192 22,922.00 0.00
CoStar Group, Inc. 1,110 550,837.00 0.03
Costco Wholesale Corp. 54,677 13,424,843.00 0.64
Cott Corp. 33,221 515,257.00 0.02
Coupa Software, Inc. 1,223 126,433.00 0.01
Cousins Properties, Inc. 37,202 356,023.00 0.02
Cousins Properties, Inc. 61,386 587,472.00 0.03
Covestro AG 47,001 2,582,632.00 0.12
Credicorp Ltd. 27,194 6,442,278.00 0.31
Credit Suisse Group AG 243,843 3,242,848.00 0.16
Cree, Inc. 10,818 715,004.00 0.03
CRH PLC (London) 103,635 3,479,118.00 0.17
Criteo SA (Sponsored ADR) 13,566 268,335.00 0.01
Crocs, Inc. 4,803 133,789.00 0.01
CSR Ltd. 80,475 202,162.00 0.01
Cub Elecparts, Inc. 2,182 19,415.00 0.00
CubeSmart 338,076 10,788,033.00 0.52
Curtiss-Wright Corp. 1,035 117,935.00 0.01
CVC Brasil Operadora e Agencia de Viagens SA 1,027 14,875.00 0.00
CVR Energy, Inc. 3,349 152,781.00 0.01
Cypress Semiconductor Corp. 31,283 537,441.00 0.03
Cypress Semiconductor Corp. 3,485 59,885.00 0.00
CytomX Therapeutics, Inc. 5,174 49,211.00 0.00
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,611 150,515.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,302 101,954.00 0.00
Daiichikosho Co., Ltd. 6,328 310,042.00 0.01
Daito Trust Construction Co., Ltd. 491 65,864.00 0.00
Daiwa Office Investment Corp. 35 241,076.00 0.01
Daiwa Securities Group, Inc. 21,162 98,507.00 0.00
Dana, Inc. 14,354 279,903.00 0.01
DANISH KRONE 2 0.00 0.00
Danone SA 6,777 547,926.00 0.03
Daqin Railway Co., Ltd. - Class A 1,156,059 1,463,183.00 0.07
Dassault Systemes SE 6,232 987,044.00 0.05
Dave & Buster's Entertainment, Inc. 1,784 101,454.00 0.00
DBS Group Holdings Ltd. 203,115 4,223,879.00 0.20
Deciphera Pharmaceuticals, Inc. 2,060 47,384.00 0.00
Deckers Outdoor Corp. 1,137 180,028.00 0.01
Delek US Holdings, Inc. 3,917 145,182.00 0.01
Delta Air Lines, Inc. 193,515 11,279,989.00 0.54
Deluxe Corp. 2,473 110,633.00 0.01
Denny's Corp. 4,745 88,360.00 0.00
Desarrolladora Homex SAB de CV 186 1.00 0.00
Designer Brands, Inc. 3,879 86,314.00 0.00
Detour Gold Corp. 13,947 123,886.00 0.01
Deutsche Bank AG 2.170% CPI# 1,464,393 -1,472,891.00 -0.07
Deutsche Pfandbriefbank AG 10,942 152,787.00 0.01
Deutsche Telekom AG 40,405 676,998.00 0.03
Deutsche Wohnen SE 2,053 92,478.00 0.00
Deutz AG 71,760 709,131.00 0.03
Diageo PLC 6,809 287,070.00 0.01
Dialog Semiconductor PLC 2,065 80,373.00 0.00
Digital Realty Trust, Inc. 8,880 1,045,353.00 0.05
Direct Line Insurance Group PLC 78,951 339,730.00 0.02
Discover Financial Services 1,347 109,847.00 0.01
DNB ASA 138,840 2,669,785.00 0.13
Dollar General Corp. 92,138 11,617,680.00 0.56
Domtar Corp. 8,878 434,543.00 0.02
DongKook Pharmaceutical Co., Ltd. 3,286 162,242.00 0.01
Dongwon Development Co., Ltd. 49,575 201,793.00 0.01
Dorel Industries, Inc. - Class B 14,546 128,017.00 0.01
Douzone Bizon Co., Ltd. 684 33,526.00 0.00
Dr. Lal PathLabs Ltd. 12,359 184,779.00 0.01
Dream Global Real Estate Investment Trust 11,578 119,182.00 0.01
Dril-Quip, Inc. 7,088 308,753.00 0.01
DSV A/S 1,430 132,522.00 0.01
E-MART, Inc. 1,387 204,621.00 0.01
Eagle Bancorp, Inc. 2,936 162,243.00 0.01
Eagle Pharmaceuticals, Inc./DE 1,097 56,428.00 0.00
East Japan Railway Co. 3,631 342,213.00 0.02
Eastern & Oriental Bhd 1,417 1.00 0.00
Eastern Co. SAE 8,554 9,062.00 0.00
Echo Global Logistics, Inc. 5,600 128,468.00 0.01
Eclat Textile Co., Ltd. 1,349 19,297.00 0.00
EDION Corp. 17,113 145,125.00 0.01
EDP–Energias de Portugal SA 1,343,004 5,096,254.00 0.24
Edwards Lifesciences Corp. 43,385 7,638,796.00 0.37
Electrocomponents PLC 28,321 238,814.00 0.01
Electrolux AB - Class B 6,190 151,725.00 0.01
Eli Lilly & Co. 80,099 9,374,786.00 0.45
Elite Material Co., Ltd. 90,235 290,917.00 0.01
Emaar Properties PJSC 247,912 324,858.00 0.02
Embraer SA 157,489 788,830.00 0.04
EMCOR Group, Inc. 2,378 200,140.00 0.01
eMemory Technology, Inc. 1,907 23,847.00 0.00
Emergent BioSolutions, Inc. 2,078 107,422.00 0.01
Emirates NBD PJSC Merrill Lynch & Co., Inc. 73,499 239,118.00 0.01
Empire State Realty Trust, Inc. - Class A 26,345 407,308.00 0.02
Empire State Realty Trust, Inc. - Class A 32,765 506,546.00 0.02
Employers Holdings, Inc. 2,476 106,273.00 0.01
Enagas SA 475 13,556.00 0.00
Enanta Pharmaceuticals, Inc. 1,054 91,982.00 0.00
Encompass Health Corp. 734 47,313.00 0.00
Endurance Technologies Ltd. 1,002 17,044.00 0.00
Enel SpA 528,195 3,344,617.00 0.16
EnerSys 4,272 295,579.00 0.01
EnerSys 1,199 82,991.00 0.00
Enghouse Systems Ltd. 7,330 179,191.00 0.01
ENN Energy Holdings Ltd. 90,639 856,632.00 0.04
Ennis, Inc. 2,635 53,175.00 0.00
Enterprise Financial Services Corp. 1,358 57,781.00 0.00
Entertainment One Ltd. 159,097 990,946.00 0.05
Entra ASA 17,589 255,298.00 0.01
Entravision Communications Corp. - Class A 26,777 76,852.00 0.00
Envestnet, Inc. 974 69,206.00 0.00
EOG Resources, Inc. 92,991 8,931,789.00 0.43
ePlus, Inc. 822 77,576.00 0.00
EPR Properties 5,217 411,446.00 0.02
Equatorial Energia SA 4,621 96,772.00 0.00
Equiniti Group PLC 175,151 490,958.00 0.02
Equinix, Inc. 479 218,225.00 0.01
Equity Group Holdings PLC/Kenya 68,409 29,015.00 0.00
Ercros SA 24,603 83,980.00 0.00
Erste Group Bank AG 121,239 4,854,572.00 0.23
Essent Group Ltd. 4,506 213,831.00 0.01
Essent Group Ltd. 10,156 481,902.00 0.02
Essential Properties Realty Trust, Inc. 26,090 539,554.00 0.03
Essex Property Trust, Inc. 2,740 774,182.00 0.04
EssilorLuxottica SA 29,379 3,579,605.00 0.17
Esso Thailand PCL 220,612 76,704.00 0.00
Estacio Participacoes SA 476,967 3,306,208.00 0.16
Etsy, Inc. 13,304 898,572.00 0.04
EUR/USD 876,129 3,968.00 0.00
Eurazeo SE 2,029 159,263.00 0.01
Euro Buxl 30 Yr Bond Futures 13 2,751,981.00 0.13
EURO CURRENCY -1,615,328 -1,811,753.00 -0.09
Euro Currency Forward 17,815,566 -284,175.00 -0.01
Euro Currency Forward -11,157,936 -35,804.00 0.00
Euro Currency Forward 37,609,072 -401,290.00 -0.02
Euro Currency Forward 20,813,434 -37,684.00 0.00
Euro Currency Forward 1,785,473 -60,041.00 0.00
Euro Currency Forward 15,714,795 -28,453.00 0.00
Euro Currency Forward -17,815,566 64,530.00 0.00
Euro Currency Forward -20,813,434 75,389.00 0.00
Euro Currency Forward 33,857,000 -715,035.00 -0.03
Euro Currency Forward 3,204,171 -44,973.00 0.00
Euro Currency Forward -44,877,826 992,019.00 0.05
Euro Currency Forward -19,049,173 441,005.00 0.02
Euro Currency Forward -5,892,473 155,628.00 0.01
Euro Currency Forward 4,107,000 -126,141.00 -0.01
Euro Currency Forward 28,592,434 -456,076.00 -0.02
Euro Currency Forward -1,726,605 45,602.00 0.00
Euro STOXX 50 Futures 4,806 186,350,101.00 8.92
Euro-BOBL Futures 20 2,981,887.00 0.14
Euro-Bund Futures 18 3,337,412.00 0.16
Eurofins Scientific SE 1,147 525,284.00 0.03
Euronext NV 9,406 653,575.00 0.03
Evercore, Inc. - Class A 1,171 114,098.00 0.01
Everest Re Group Ltd. 58,306 13,731,063.00 0.66
EVERTEC, Inc. 5,342 167,277.00 0.01
Exact Sciences Corp. 9,676 955,021.00 0.05
Exelon Corp. 3,063 156,107.00 0.01
Expedia Group, Inc. 1,701 220,913.00 0.01
Expeditors International of Washington, Inc. 8,728 693,255.00 0.03
Experian PLC 18,363 534,530.00 0.03
Extreme Networks, Inc. 13,496 107,971.00 0.01
Exxon Mobil Corp. 116,866 9,382,055.00 0.45
F5 Networks, Inc. 1,256 197,110.00 0.01
Fabege AB 23,646 328,442.00 0.02
Fabrinet 1,613 97,663.00 0.00
Facebook, Inc. - Class A 127,733 24,703,601.00 1.18
Faes Farma SA 49,633 227,792.00 0.01
Fair Isaac Corp. 509 142,525.00 0.01
Faurecia SA 9,552 486,028.00 0.02
Federal Agricultural Mortgage Corp. - Class C 546 41,791.00 0.00
Feed One Co., Ltd. 96,427 148,328.00 0.01
Fevertree Drinks PLC 5,533 227,528.00 0.01
Fibra Uno Administracion SA de CV 269,125 398,908.00 0.02
Fidelity National Financial, Inc. 373,960 14,939,702.00 0.72
Fidelity National Information Services, Inc. 80,065 9,281,935.00 0.44
Finisar Corp. 8,706 209,901.00 0.01
First American Financial Corp. 9,832 561,013.00 0.03
First American Financial Corp. 2,568 146,567.00 0.01
First BanCorp/Puerto Rico 11,635 131,486.00 0.01
First Citizens BancShares, Inc./NC - Class A 256 114,929.00 0.01
First Financial Corp./IN 2,360 97,187.00 0.00
First Industrial Realty Trust, Inc. 3,657 128,993.00 0.01
First Quantum Minerals Ltd. 87,798 927,336.00 0.04
Firstsource Solutions Ltd. 500,647 365,412.00 0.02
Five Below, Inc. 7,560 1,106,774.00 0.05
FLSmidth & Co. A/S 10,573 531,434.00 0.03
FMC Corp. 5,480 433,248.00 0.02
Formosa Plastics Corp. 25,735 93,397.00 0.00
Fortescue Metals Group Ltd. 1,768 8,937.00 0.00
Fortinet, Inc. 1,678 156,781.00 0.01
Forward Air Corp. 2,384 151,000.00 0.01
Fossil Group, Inc. 4,020 52,552.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 6,891 15,091.00 0.00
Fox Corp. - Class B 1,846 71,096.00 0.00
FPT Corp. Macquarie Bank Ltd. 90,716 193,043.00 0.01
Frasers Logistics & Industrial Trust 162,023 140,766.00 0.01
Fresh Del Monte Produce, Inc. 6,591 194,523.00 0.01
FTI Consulting, Inc. 1,973 167,743.00 0.01
FTSE 100 Index Futures 714 68,716,176.00 3.29
Fu Shou Yuan International Group Ltd. 286,641 245,958.00 0.01
Fubon Financial Holding Co., Ltd. 1,838,120 2,716,354.00 0.13
G-III Apparel Group Ltd. 3,210 138,512.00 0.01
G4S PLC 12,067 34,106.00 0.00
Galenica AG 4,269 217,815.00 0.01
Games Workshop Group PLC 4,509 244,971.00 0.01
Gap, Inc. (The) 3,331 86,880.00 0.00
Gardner Denver Holdings, Inc. 20,550 693,562.00 0.03
Garmin Ltd. 2,338 200,505.00 0.01
Gates Industrial Corp. PLC 23,931 384,810.00 0.02
Generac Holdings, Inc. 3,032 166,766.00 0.01
General Motors Co. 3,801 148,078.00 0.01
Genesco, Inc. 2,038 91,326.00 0.00
Genesis Energy Ltd. 99,887 203,864.00 0.01
Genmab A/S 2,414 400,900.00 0.02
Genomic Health, Inc. 1,357 87,320.00 0.00
Genpact Ltd. 13,564 492,373.00 0.02
Genpact Ltd. 1,950 70,810.00 0.00
Genworth Financial, Inc. - Class A 27,594 104,582.00 0.01
Genworth MI Canada, Inc. 5,776 179,510.00 0.01
Geo Holdings Corp. 10,987 149,711.00 0.01
Geox SpA 80,543 149,961.00 0.01
Gerdau SA (Preference Shares) 109,485 395,099.00 0.02
Gerresheimer AG 9,678 729,234.00 0.03
Getinge AB - Class B 62,541 881,160.00 0.04
Getty Realty Corp. 2,254 73,112.00 0.00
GF Securities Co., Ltd. - Class H 54,728 74,091.00 0.00
Gigabyte Technology Co., Ltd. 92,431 148,794.00 0.01
Gilead Sciences, Inc. 172,662 11,229,953.00 0.54
Giordano International Ltd. 366,294 174,287.00 0.01
GlaxoSmithKline PLC 74,290 1,526,169.00 0.07
Glencore PLC 933,987 3,705,649.00 0.18
Global Dominion Access SA 34,471 184,303.00 0.01
Global Unichip Corp. 3,374 24,864.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 33,081 319,898.00 0.02
Globant SA 314 26,396.00 0.00
Globus Medical, Inc. - Class A 2,679 120,801.00 0.01
Glory Ltd. 14,893 376,054.00 0.02
GMS, Inc. 5,901 103,981.00 0.00
Gol Linhas Aereas Inteligentes SA (Preference Shar 32,564 189,184.00 0.01
Goldman Sachs Group, Inc. (The) 60,460 12,449,970.00 0.60
Goldman Sachs International 2.175% CPI# 8,169,872 -8,170,933.00 -0.39
Goodbaby International Holdings Ltd. 1,142,274 324,708.00 0.02
Goodman Group 40,602 377,829.00 0.02
Gossamer Bio, Inc. 7,497 127,149.00 0.01
GPT Group (The) 158,814 642,415.00 0.03
Gran Tierra Energy, Inc. 66,651 160,197.00 0.01
Grand Canyon Education, Inc. 6,862 795,237.00 0.04
Granges AB 18,102 196,547.00 0.01
Granite Construction, Inc. 5,417 243,169.00 0.01
Graphic Packaging Holding Co. 7,079 98,257.00 0.00
Graphic Packaging Holding Co. 33,953 471,267.00 0.02
Great British Pound Currency Forward 17,746,000 -114,325.00 -0.01
Great British Pound Currency Forward -3,071,171 13,024.00 0.00
Great British Pound Currency Forward -18,760,464 77,276.00 0.00
Great British Pound Currency Forward -5,514,435 42,460.00 0.00
Great British Pound Currency Forward -5,432,130 72,795.00 0.00
Great British Pound Currency Forward -19,139,041 107,447.00 0.01
Great British Pound Currency Forward 20,925,213 255,435.00 0.01
Great British Pound Currency Forward -5,514,435 41,992.00 0.00
Great Portland Estates PLC 24,945 245,834.00 0.01
Great Southern Bancorp, Inc. 2,392 138,666.00 0.01
Great Western Bancorp, Inc. 5,367 188,766.00 0.01
Green Dot Corp. - Class A 2,597 165,649.00 0.01
Green REIT PLC 71,556 136,034.00 0.01
Greenbrier Cos., Inc. (The) 1,882 66,883.00 0.00
Greencore Group PLC 159,136 477,283.00 0.02
Greenland Hong Kong Holdings Ltd. 420,838 172,997.00 0.01
Growthpoint Properties Ltd. 184,050 319,935.00 0.02
GrubHub, Inc. 8,150 544,338.00 0.03
Grupo Aval Acciones y Valores SA (ADR) 3,008 23,648.00 0.00
Grupo Cementos de Chihuahua SAB de CV 47,213 270,414.00 0.01
Grupo Financiero Banorte SAB de CV - Class O 68,597 434,645.00 0.02
Grupo Financiero Galicia SA (ADR) 3,053 66,495.00 0.00
GS Engineering & Construction Corp. 2,249 78,280.00 0.00
Guardant Health, Inc. 3,004 196,792.00 0.01
GUD Holdings Ltd. 20,384 169,867.00 0.01
Guidewire Software, Inc. 5,112 544,428.00 0.03
GVC Holdings PLC 215,176 1,836,199.00 0.09
GW Pharmaceuticals PLC (Sponsored ADR) 1,731 293,185.00 0.01
H&R Real Estate Investment Trust 148,897 2,544,049.00 0.12
Haemonetics Corp. 1,867 162,976.00 0.01
Haitong Securities Co., Ltd. - Class H 162,172 209,152.00 0.01
HAITONG SECURITIES H CNY1 RIGH 5,791 0.00 0.00
Halliburton Co. 17,841 505,439.00 0.02
Halma PLC 21,981 517,227.00 0.02
Halozyme Therapeutics, Inc. 6,027 97,219.00 0.00
Hammerson PLC 55,041 231,578.00 0.01
Han's Laser Technology Industry Group Co., Ltd. 17,954 104,550.00 0.01
Han's Laser Technology Industry Group Co., Ltd. UB 6,731 39,070.00 0.00
Hana Financial Group, Inc. 121,552 3,833,841.00 0.18
Hana Tour Service, Inc. 297 16,382.00 0.00
Hancock Whitney Corp. 5,053 221,020.00 0.01
Handsome Co., Ltd. 5,337 195,574.00 0.01
Hang Seng Bank Ltd. 24,223 636,450.00 0.03
HANG SENG IDX FUT MAY19 XHKF 20190530 -200 -37,631,129.00 -1.80
Hangzhou Hikvision Digital Technology Co., Ltd. - 83,338 405,300.00 0.02
Hankook Tire Co., Ltd. 31,232 1,062,780.00 0.05
Hanmi Financial Corp. 3,634 86,211.00 0.00
Hanover Insurance Group, Inc. (The) 2,550 307,555.00 0.01
Harsco Corp. 5,119 115,913.00 0.01
Haseko Corp. 15,798 191,065.00 0.01
Hastings Group Holdings PLC 131,138 326,839.00 0.02
Hawaiian Holdings, Inc. 13,831 390,172.00 0.02
Hawaiian Holdings, Inc. 4,165 117,511.00 0.01
HCP, Inc. 29,533 879,516.00 0.04
HDFC Bank Ltd. 88,552 2,950,481.00 0.14
Health & Happiness H&H International Holdings Ltd. 76,003 466,829.00 0.02
HealthStream, Inc. 2,511 65,759.00 0.00
HEG Ltd. 3,181 74,215.00 0.00
Heineken NV 488 52,757.00 0.00
Heiwa Real Estate REIT, Inc. 109 123,251.00 0.01
Helen of Troy Ltd. 815 117,382.00 0.01
Hemfosa Fastigheter AB 27,282 225,776.00 0.01
Hengan International Group Co., Ltd. 2,787 24,510.00 0.00
Hennes & Mauritz AB - Class B 10,563 184,316.00 0.01
Hera SpA 61,947 220,518.00 0.01
Heritage Insurance Holdings, Inc. 3,469 47,319.00 0.00
Hershey Co. (The) 1,807 225,641.00 0.01
Hexcel Corp. 8,611 608,883.00 0.03
Hikari Tsushin, Inc. 257 47,770.00 0.00
Hillenbrand, Inc. 5,723 246,211.00 0.01
Hilltop Holdings, Inc. 9,300 195,590.00 0.01
Hilton Grand Vacations, Inc. 24,914 798,256.00 0.04
Hitachi Capital Corp. 22,390 521,384.00 0.02
HKT Trust & HKT Ltd. - Class SS 651,018 1,009,125.00 0.05
HMS Holdings Corp. 4,811 146,421.00 0.01
HOCHTIEF AG 972 145,329.00 0.01
Hokuhoku Financial Group, Inc. 11,402 125,757.00 0.01
HollyFrontier Corp. 1,349 64,401.00 0.00
Hollysys Automation Technologies Ltd. 1,063 22,258.00 0.00
Home BancShares, Inc./AR 6,978 133,910.00 0.01
Home Depot, Inc. (The) 94,474 19,244,353.00 0.92
Honda Motor Co., Ltd. 80,106 2,235,204.00 0.11
Honeywell International, Inc. 82,830 14,381,772.00 0.69
HONG KONG DOLLAR 1,948,378 248,365.00 0.01
Hong Kong Exchanges & Clearing Ltd. 2,681 93,166.00 0.00
Horiba Ltd. 9,438 571,682.00 0.03
Horizon Pharma PLC 6,029 153,941.00 0.01
Hota Industrial Manufacturing Co., Ltd. 5,252 19,136.00 0.00
Houghton Mifflin Harcourt Co. 31,112 221,828.00 0.01
Houlihan Lokey, Inc. 3,490 172,151.00 0.01
Housing Development Finance Corp., Ltd. 94,933 2,724,230.00 0.13
Hoya Corp. 13,643 963,573.00 0.05
Hua Hong Semiconductor Ltd. 305,685 724,575.00 0.03
Huafa Industrial Co., Ltd. Zhuhai 108,294 136,419.00 0.01
Huaxin Cement Co., Ltd. 533,827 2,144,113.00 0.10
Huazhu Group Ltd. (ADR) 3,396 144,019.00 0.01
Hub Group, Inc. - Class A 3,440 143,001.00 0.01
HubSpot, Inc. 4,727 872,234.00 0.04
Huchems Fine Chemical Corp. 2,947 55,253.00 0.00
Hugel, Inc. 1,328 472,239.00 0.02
HUGO BOSS AG 22,581 1,577,874.00 0.08
Hulic Reit, Inc. 153 251,438.00 0.01
Humana AB 25,136 158,805.00 0.01
Hung Sheng Construction Ltd. 69,527 50,772.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntington Bancshares, Inc./OH 14,816 206,238.00 0.01
Huntsman Corp. 2,213 49,231.00 0.00
Huons Co., Ltd. 1,940 106,957.00 0.01
Hyster-Yale Materials Handling, Inc. 1,234 82,216.00 0.00
IBERIABANK Corp. 2,413 191,868.00 0.01
Ibstock PLC 127,072 433,103.00 0.02
ICF International, Inc. 1,476 114,958.00 0.01
Ichigo Office REIT Investment 267 246,261.00 0.01
ICICI Bank Ltd. 352,636 2,046,531.00 0.10
ICICI Lombard General Insurance Co., Ltd. 1,748 27,319.00 0.00
ICON PLC 11,719 1,600,598.00 0.08
Idemitsu Kosan Co., Ltd. 19,044 618,803.00 0.03
IDEX Corp. 4,908 768,887.00 0.04
IDI Insurance Co., Ltd. 3,119 145,754.00 0.01
IHI Corp. 106,464 2,541,666.00 0.12
IMA Industria Macchine Automatiche SpA 2,635 207,276.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 17,301 130,982.00 0.01
Imperial Brands PLC 12,695 403,934.00 0.02
Imperial Oil Ltd. 443 12,898.00 0.00
Inaba Denki Sangyo Co., Ltd. 4,560 185,799.00 0.01
Incyte Corp. 4,030 309,504.00 0.01
Independence Realty Trust, Inc. 47,123 499,034.00 0.02
Independent Bank Group, Inc. 1,525 86,944.00 0.00
Indiabulls Housing Finance Ltd. 42,354 421,030.00 0.02
Indivior PLC 163,725 81,792.00 0.00
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 16,675 383,867.00 0.02
Industrial Bank Co., Ltd. - Class A 112,009 331,700.00 0.02
Industrias Bachoco SAB de CV 5,689 23,272.00 0.00
Industrias Penoles SAB de CV 7,749 89,112.00 0.00
Inficon Holding AG 378 213,028.00 0.01
Infineon Technologies AG 34,127 809,015.00 0.04
Info Edge India Ltd. 1,180 32,815.00 0.00
InfraREIT, Inc. 5,804 122,188.00 0.01
Ingevity Corp. 1,749 201,200.00 0.01
Ingredion, Inc. 4,135 391,791.00 0.02
Inmobiliaria Colonial Socimi SA 66,978 721,647.00 0.03
Innovative Industrial Properties, Inc. 1,321 112,488.00 0.01
Innoviva, Inc. 5,284 74,145.00 0.00
Inpex Corp. 17,250 167,830.00 0.01
Insight Enterprises, Inc. 1,899 107,501.00 0.01
Insmed, Inc. 2,539 77,296.00 0.00
Insperity, Inc. 1,620 193,736.00 0.01
Instone Real Estate Group AG 14,841 362,064.00 0.02
Insulet Corp. 7,100 612,443.00 0.03
Integer Holdings Corp. 1,812 125,245.00 0.01
InterDigital, Inc. 2,063 134,903.00 0.01
InterGlobe Aviation Ltd. 902 19,666.00 0.00
Intermediate Capital Group PLC 33,929 524,333.00 0.03
International Bancshares Corp. 4,678 194,023.00 0.01
Intersect ENT, Inc. 2,002 65,065.00 0.00
Intertek Group PLC 3,520 246,205.00 0.01
Intertrust NV 32,212 612,317.00 0.03
Intuit, Inc. 900 226,047.00 0.01
Invincible Investment Corp. 282 143,171.00 0.01
Invitae Corp. 16,736 395,323.00 0.02
IPG Photonics Corp. 2,220 387,900.00 0.02
IPH Ltd. 45,879 230,812.00 0.01
IPSOS 6,147 178,305.00 0.01
Iren SpA 82,143 192,002.00 0.01
iRhythm Technologies, Inc. 828 63,195.00 0.00
iShares MSCI ACWI ETF 9,091 678,412.00 0.03
iShares MSCI EAFE Small-Cap ETF 25,508 1,512,900.00 0.07
iShares MSCI Global Metals & Mining Producers ETF 21,946 676,404.00 0.03
iShares Russell 2000 ETF 436 69,091.00 0.00
Israel Discount Bank Ltd. - Class A 200,979 784,557.00 0.04
Itau Unibanco Holding SA (ADR) 33,297 288,026.00 0.01
Itau Unibanco Holding SA (Preference Shares) 22,161 191,203.00 0.01
ITC Ltd. 175,385 760,562.00 0.04
Itochu Enex Co., Ltd. 22,196 181,744.00 0.01
J Sainsbury PLC 49,426 143,595.00 0.01
j2 Global, Inc. 1,974 173,029.00 0.01
Jabil, Inc. 2,851 86,133.00 0.00
Jaccs Co., Ltd. 9,414 163,577.00 0.01
Jack Henry & Associates, Inc. 3,752 559,273.00 0.03
Jacobs Engineering Group, Inc. 8,500 662,490.00 0.03
Japan Airlines Co., Ltd. 203,682 6,642,786.00 0.32
Japan Hotel REIT Investment Corp. 764 622,234.00 0.03
Japan Post Holdings Co., Ltd. 843 9,443.00 0.00
Japan Real Estate Investment Corp. 44 249,285.00 0.01
Japan Retail Fund Investment Corp. 73 140,313.00 0.01
Japanese Government CPI Linked Bond Series 21 1,000,293,335 9,295,243.00 0.44
JAPANESE YEN -71,534,047 -642,165.00 -0.03
Japanese Yen Currency Forward 1,283,701,609 -181,528.00 -0.01
Japanese Yen Currency Forward 4,611,273,526 125,727.00 0.01
Japanese Yen Currency Forward -4,419,178,098 -166,514.00 -0.01
Japanese Yen Currency Forward 5,738,265,020 -194,245.00 -0.01
Japanese Yen Currency Forward -4,956,915,802 104,273.00 0.00
Japanese Yen Currency Forward -3,523,807,000 58,220.00 0.00
Japanese Yen Currency Forward -1,128,150,000 54,435.00 0.00
Japanese Yen Currency Forward -1,527,531,000 361,849.00 0.02
Japanese Yen Currency Forward -3,028,589,132 828,011.00 0.04
Japanese Yen Currency Forward -4,186,720,032 1,471,952.00 0.07
Japanese Yen Currency Forward 5,788,203,000 -704,782.00 -0.03
JBS SA 82,553 416,231.00 0.02
Jeronimo Martins SGPS SA 1,756 28,612.00 0.00
John B Sanfilippo & Son, Inc. 1,559 112,436.00 0.01
Johnson & Johnson 124 17,594.00 0.00
Johnson Matthey PLC 36,292 1,583,218.00 0.08
JPMorgan Chase & Co. 186,821 21,680,577.00 1.04
JPMorgan Chase Bank, NA 2.170% CPI# 1,346,693 -1,354,324.00 -0.06
JPMorgan Chase Bank, NA 2.170% CPI# 8,984,868 -9,036,623.00 -0.43
JPMorgan Chase Bank, NA 2.183% CPI# 8,169,872 -8,173,739.00 -0.39
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 6,351,689 6,217,849.00 0.30
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 117,110 117,110.00 0.01
JPMorgan Chase Bank, NA Bloomberg Petroleum Subind 8,456,599 9,001,761.00 0.43
JPMorgan Chase Bank, NA Bloomberg Petroleum Subind 761,267 761,267.00 0.04
JPMorgan Chase Bank, NA Bloomberg Precious Metals 4,656,943 4,563,143.00 0.22
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 2,746,028 2,651,432.00 0.13
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 1,669,420 1,655,371.00 0.08
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 2,561,703 2,519,685.00 0.12
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 575,926 571,079.00 0.03
JUMBO SA 1,136 20,742.00 0.00
JXTG Holdings, Inc. 645,022 3,138,154.00 0.15
JYP Entertainment Corp. 577 14,755.00 0.00
Jyske Bank A/S 60,875 2,455,371.00 0.12
K12, Inc. 3,417 102,935.00 0.00
Kadant, Inc. 1,049 102,970.00 0.00
Kaga Electronics Co., Ltd. 4,010 74,052.00 0.00
Kajaria Ceramics Ltd. 3,361 28,616.00 0.00
Kakaku.com, Inc. 21,795 449,044.00 0.02
Kansai Electric Power Co., Inc. (The) 16,902 204,489.00 0.01
Kasai Kogyo Co., Ltd. 14,511 120,421.00 0.01
KB Financial Group, Inc. 52,701 2,080,947.00 0.10
KBC Group NV 15,134 1,123,489.00 0.05
Kemper Corp. 2,721 244,563.00 0.01
Kenedix Office Investment Corp. - Class A 19 132,410.00 0.01
Kenedix Residential Next Investment Corp. 77 124,623.00 0.01
Kennametal, Inc. 4,699 191,249.00 0.01
Kerry Group PLC - Class A 7,112 796,113.00 0.04
Keyence Corp. 1,833 1,145,468.00 0.05
Kforce, Inc. 3,611 130,097.00 0.01
KGHM Polska Miedz SA 2,818 76,099.00 0.00
Kiatnakin Bank PCL 85,618 177,003.00 0.01
Killam Apartment Real Estate Investment Trust 73,031 1,031,942.00 0.05
Kilroy Realty Corp. 6,112 470,087.00 0.02
Kimball International, Inc. - Class B 4,982 78,024.00 0.00
Kimberly-Clark Corp. 770 98,885.00 0.00
Kindred Group PLC (SDR) 18,496 161,523.00 0.01
Kingspan Group PLC 19,660 1,033,770.00 0.05
Kinross Gold Corp. 12,013 38,201.00 0.00
KION Group AG 5,241 360,544.00 0.02
Knight-Swift Transportation Holdings, Inc. 16,387 546,506.00 0.03
Koh Young Technology, Inc. 1,312 108,640.00 0.01
Kohnan Shoji Co., Ltd. 2,080 46,016.00 0.00
Kokuyo Co., Ltd. 38,562 489,038.00 0.02
Koninklijke Ahold Delhaize NV 30,649 738,702.00 0.04
Koninklijke DSM NV 38,305 4,381,099.00 0.21
Koninklijke Philips NV 15,310 657,480.00 0.03
Koninklijke Volkerwessels NV 9,486 202,808.00 0.01
Kose Corp. 1,857 347,866.00 0.02
Kroger Co. (The) 7,287 187,866.00 0.01
Kronos Worldwide, Inc. 3,877 52,730.00 0.00
Kuehne & Nagel International AG 959 139,470.00 0.01
Kulicke & Soffa Industries, Inc. 10,512 244,614.00 0.01
Kulicke & Soffa Industries, Inc. 5,019 116,801.00 0.01
Kumho Petrochemical Co., Ltd. 3,563 280,545.00 0.01
Kweichow Moutai Co., Ltd. - Class A 2,674 386,826.00 0.02
Kyokuto Securities Co., Ltd. 6,455 57,347.00 0.00
Kyudenko Corp. 6,800 194,077.00 0.01
L&T Technology Services Ltd. 13,687 342,262.00 0.02
Largan Precision Co., Ltd. 645 96,917.00 0.00
Lear Corp. 2,665 381,095.00 0.02
Legal & General Group PLC 27,895 101,444.00 0.00
Legrand SA 2,439 179,465.00 0.01
Lennar Corp. - Class A 5,366 279,201.00 0.01
Lennar Corp. - Class A 9,767 508,177.00 0.02
Lennox International, Inc. 2,863 777,287.00 0.04
Lenovo Group Ltd. 226,426 209,822.00 0.01
Leonardo SpA 353,391 4,086,901.00 0.20
LF Corp. 8,033 171,560.00 0.01
LHC Group, Inc. 855 95,101.00 0.00
Li Ning Co., Ltd. 8,554 15,540.00 0.00
LIC Housing Finance Ltd. 62,472 445,980.00 0.02
Ligand Pharmaceuticals, Inc. 919 115,709.00 0.01
Link REIT 51,811 605,361.00 0.03
Littelfuse, Inc. 3,498 703,455.00 0.03
LivaNova PLC 1,290 88,903.00 0.00
Live Nation Entertainment, Inc. 2,357 154,008.00 0.01
Lloyds Banking Group PLC 225,100 184,094.00 0.01
Localiza Rent a Car SA 22,747 210,006.00 0.01
Lojas Renner SA 2,338 27,962.00 0.00
London Stock Exchange Group PLC 14,086 923,530.00 0.04
Lonza Group AG 1,631 503,729.00 0.02
Louisiana-Pacific Corp. 6,011 150,590.00 0.01
LUKOIL PJSC (Sponsored ADR) 11,705 1,000,858.00 0.05
LUKOIL PJSC (Sponsored ADR) (London) 48,681 4,133,343.00 0.20
Lundin Mining Corp. 131,705 706,844.00 0.03
Luxshare Precision Industry Co., Ltd. - Class A 58,862 228,384.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 1,666 654,420.00 0.03
LyondellBasell Industries NV - Class A 2,392 211,092.00 0.01
Madrigal Pharmaceuticals, Inc. 1,944 206,242.00 0.01
Maeil Dairies Co., Ltd. 2,667 201,325.00 0.01
Magna International, Inc. - Class A (Canada) 2,372 132,031.00 0.01
Magna International, Inc. - Class A (United States 195,221 10,862,136.00 0.52
Mahindra & Mahindra Financial Services Ltd. 2,402 13,781.00 0.00
Maire Tecnimont SpA 44,281 158,448.00 0.01
Makino Milling Machine Co., Ltd. 11,373 482,551.00 0.02
Malaysia Airports Holdings Bhd 209,518 386,950.00 0.02
Mallinckrodt PLC 3,278 50,680.00 0.00
Mammoth Energy Services, Inc. 6,567 102,390.00 0.00
Man Group PLC 112,731 230,994.00 0.01
Manappuram Finance Ltd. 117,118 198,157.00 0.01
Manhattan Associates, Inc. 1,584 106,851.00 0.01
ManTech International Corp./VA - Class A 2,260 140,108.00 0.01
Mapletree North Asia Commercial Trust 131,827 131,712.00 0.01
Marcus & Millichap, Inc. 2,941 126,768.00 0.01
Masimo Corp. 927 120,649.00 0.01
MasTec, Inc. 2,568 130,080.00 0.01
Mastercard, Inc. - Class A 1,336 339,793.00 0.02
MasterCraft Boat Holdings, Inc. 5,925 146,603.00 0.01
Matador Resources Co. 19,660 387,120.00 0.02
Matrix Service Co. 5,966 117,008.00 0.01
MAXIMUS, Inc. 3,103 228,557.00 0.01
MaxLinear, Inc. - Class A 16,032 431,421.00 0.02
McDonald's Corp. 42,379 8,372,919.00 0.40
McKesson Corp. 1,558 185,871.00 0.01
MedEquities Realty Trust, Inc. 5,068 54,286.00 0.00
Mediaset Espana Comunicacion SA 28,555 221,447.00 0.01
Medical Facilities Corp. 15,084 184,663.00 0.01
Medical Properties Trust, Inc. 37,018 646,344.00 0.03
Medifast, Inc. 1,086 159,397.00 0.01
Mediobanca Banca di Credito Finanziario SpA 103,136 1,093,173.00 0.05
Medpace Holdings, Inc. 1,940 108,971.00 0.01
Megacable Holdings SAB de CV 134,356 590,358.00 0.03
Melexis NV 2,512 201,875.00 0.01
Merck & Co., Inc. 183,545 14,446,875.00 0.69
Merit Medical Systems, Inc. 1,732 97,315.00 0.00
Meritor, Inc. 5,985 145,205.00 0.01
Merlin Entertainments PLC 73,872 353,262.00 0.02
Merlin Properties Socimi SA 178,639 2,436,726.00 0.12
Methanex Corp. 1,454 79,742.00 0.00
MetLife, Inc. 5,087 234,683.00 0.01
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 22,518 329,673.00 0.02
MGM Growth Properties LLC - Class A 15,780 509,083.00 0.02
MGM Growth Properties LLC - Class A 15,730 507,449.00 0.02
Michaels Cos., Inc. (The) 23,690 266,275.00 0.01
Micron Technology, Inc. 502 21,151.00 0.00
Microport Scientific Corp. 53,471 50,389.00 0.00
Microsoft Corp. 342,902 44,783,059.00 2.14
Mid-America Apartment Communities, Inc. 172,249 18,845,867.00 0.90
Minerva SA/Brazil 32,429 69,471.00 0.00
Mirait Holdings Corp. 8,056 118,517.00 0.01
Mirati Therapeutics, Inc. 1,284 76,442.00 0.00
Mirvac Group 153,181 306,652.00 0.01
Mitra Adiperkasa Tbk PT 225,017 15,711.00 0.00
Mitsubishi Estate Co., Ltd. 26,057 440,636.00 0.02
Mitsubishi UFJ Financial Group, Inc. 977,986 4,852,306.00 0.23
Mitsui Fudosan Co., Ltd. 57,948 1,342,187.00 0.06
Mixi, Inc. 8,070 174,393.00 0.01
Miyazaki Bank Ltd. (The) 6,476 156,342.00 0.01
MKS Instruments, Inc. 827 75,309.00 0.00
MLP Saglik Hizmetleri AS 38,039 76,064.00 0.00
MMC Norilsk Nickel PJSC (ADR) 13,117 293,907.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 13,263 48,360.00 0.00
Molina Healthcare, Inc. 3,205 415,464.00 0.02
Molina Healthcare, Inc. 663 86,071.00 0.00
Momo, Inc. (Sponsored ADR) 5,354 187,795.00 0.01
Moncler SpA 5,281 217,134.00 0.01
Moneysupermarket.com Group PLC 51,908 246,560.00 0.01
Monolithic Power Systems, Inc. 400 62,431.00 0.00
Monster Beverage Corp. 3,803 226,710.00 0.01
Morgan Sindall Group PLC 11,845 202,653.00 0.01
Morgan Stanley Capital Services LLC Bloomberg Grai 8,560,424 7,975,572.00 0.38
Morgan Stanley Capital Services LLC Bloomberg Grai 175,670 175,670.00 0.01
Morgan Stanley Capital Services LLC Bloomberg Live 2,511,549 2,481,439.00 0.12
Morinaga Milk Industry Co., Ltd. 14,935 494,505.00 0.02
Mosaic Co. (The) 20,042 523,319.00 0.03
Motor Oil Hellas Corinth Refineries SA 44,932 1,146,022.00 0.05
MRC Global, Inc. 18,360 318,178.00 0.02
MRV Engenharia e Participacoes SA 31,925 118,139.00 0.01
MSCI Emerging Markets Futures 365 19,713,650.00 0.94
MSCI, Inc. - Class A 1,059 238,796.00 0.01
MSG Networks, Inc. 5,373 123,760.00 0.01
MTU Aero Engines AG 3,942 930,107.00 0.04
Murata Manufacturing Co., Ltd. 10,456 525,035.00 0.03
Muthoot Finance Ltd. 16,001 137,392.00 0.01
My EG Services Bhd 282,962 102,845.00 0.00
MyoKardia, Inc. 1,282 61,532.00 0.00
Myriad Genetics, Inc. 3,280 103,256.00 0.00
Mytilineos Holdings SA 48,983 530,422.00 0.03
Nabtesco Corp. 15,055 461,658.00 0.02
Nanometrics, Inc. 3,599 107,229.00 0.01
Nantex Industry Co., Ltd. 195,485 206,449.00 0.01
Nanya Technology Corp. 28,963 61,510.00 0.00
Naspers Ltd. - Class N 1,313 337,946.00 0.02
National Commercial Bank HSBC Bank PLC 6,897 113,294.00 0.01
National Grid PLC 14,903 163,285.00 0.01
National Health Investors, Inc. 897 67,671.00 0.00
National Oilwell Varco, Inc. 163,036 4,261,761.00 0.20
National Presto Industries, Inc. 374 39,874.00 0.00
National Retail Properties, Inc. 7,142 375,853.00 0.02
National Storage Affiliates Trust 23,087 675,554.00 0.03
National Vision Holdings, Inc. 17,503 472,581.00 0.02
National Western Life Group, Inc. - Class A 382 102,010.00 0.00
Navigant Consulting, Inc. 4,372 99,830.00 0.00
NCI Building Systems, Inc. 5,604 32,056.00 0.00
NCR Corp. 19,764 572,167.00 0.03
NCR Corp. 4,264 123,468.00 0.01
NCSoft Corp. 66 29,734.00 0.00
NEC Networks & System Integration Corp. 8,378 201,831.00 0.01
Nelnet, Inc. - Class A 2,017 117,089.00 0.01
Neopost SA 7,525 184,586.00 0.01
Nestle SA 76,568 7,371,817.00 0.35
NET One Systems Co., Ltd. 5,239 136,048.00 0.01
NetScout Systems, Inc. 16,430 483,042.00 0.02
NetScout Systems, Inc. 5,077 149,275.00 0.01
Neurocrine Biosciences, Inc. 6,508 470,182.00 0.02
New Jersey Resources Corp. 2,754 137,920.00 0.01
New Oriental Education & Technology Group, Inc. (S 24,934 2,380,280.00 0.11
New Relic, Inc. 8,967 943,720.00 0.05
New World Development Co., Ltd. 256,596 425,106.00 0.02
New Zealand Dollar Currency Forward -29,017,379 215,437.00 0.01
New Zealand Dollar Currency Forward 19,291,971 -165,181.00 -0.01
New Zealand Dollar Currency Forward 39,641,000 -783,164.00 -0.04
New Zealand Dollar Currency Forward 29,577,504 -641,977.00 -0.03
New Zealand Dollar Currency Forward 38,256,862 -264,639.00 -0.01
New Zealand Dollar Currency Forward -37,101,000 646,696.00 0.03
New Zealand Dollar Currency Forward -13,313,114 141,231.00 0.01
New Zealand Dollar Currency Forward -6,206,683 62,947.00 0.00
Newcrest Mining Ltd. 10,941 193,292.00 0.01
Nexity SA 3,847 179,958.00 0.01
Nexon Co., Ltd. 6,933 98,694.00 0.00
Nexstar Media Group, Inc. - Class A 1,820 213,073.00 0.01
Next PLC 2,206 166,112.00 0.01
NGK Spark Plug Co., Ltd. 75,512 1,472,342.00 0.07
NIBC Holding NV 18,786 179,614.00 0.01
NIC, Inc. 5,600 96,672.00 0.00
NICE Information Service Co., Ltd. 18,223 218,424.00 0.01
Nice Ltd. 24,152 3,327,096.00 0.16
Nichirei Corp. 29,740 689,088.00 0.03
Nidec Corp. 3,962 565,985.00 0.03
Nihon Unisys Ltd. 47,612 1,220,606.00 0.06
NIKE, Inc. - Class B 171,693 15,079,796.00 0.72
Nikon Corp. 124,253 1,732,818.00 0.08
Nintendo Co., Ltd. 3,489 1,201,765.00 0.06
Nippon Accommodations Fund, Inc. 60 310,590.00 0.01
Nippon Building Fund, Inc. 159 1,028,381.00 0.05
Nippon Light Metal Holdings Co., Ltd. 37,580 83,072.00 0.00
Nippon Paper Industries Co., Ltd. 5,790 114,750.00 0.01
Nippon Prologis REIT, Inc. 314 675,056.00 0.03
Nippon Telegraph & Telephone Corp. 195,091 8,117,428.00 0.39
NiSource, Inc. 410,342 11,399,300.00 0.55
NMC Health PLC 15,278 564,191.00 0.03
NMI Holdings, Inc. - Class A 5,386 151,252.00 0.01
NN Group NV 98,418 4,294,945.00 0.21
Noah Holdings Ltd. (Sponsored ADR) 172 9,384.00 0.00
Nobina AB 26,563 170,555.00 0.01
Nokia Oyj 1,071,480 5,630,216.00 0.27
Nokia Oyj (Sponsored ADR) - Class A 1,073,739 5,669,341.00 0.27
Nomad Foods Ltd. 30,176 627,660.00 0.03
Nomad Foods Ltd. 6,353 132,143.00 0.01
Norbord, Inc. 6,836 174,107.00 0.01
Nordson Corp. 5,100 744,345.00 0.04
Norfolk Southern Corp. 50,482 10,299,337.00 0.49
Norsk Hydro ASA 261,662 1,127,003.00 0.05
Northeast Bancorp 4,798 105,185.00 0.01
Northern Star Resources Ltd. 100,057 579,385.00 0.03
Northrop Grumman Corp. 17,099 4,957,171.00 0.24
Northview Apartment Real Estate Investment Trust 12,231 257,281.00 0.01
NorthWestern Corp. 901 62,996.00 0.00
Norwegian Finans Holding ASA 87,918 724,432.00 0.03
NORWEGIAN KRONE 2,656 307.00 0.00
Norwegian Krone Currency Forward 122,880,057 -41,273.00 0.00
Norwegian Krone Currency Forward 102,269,846 -138,269.00 -0.01
Norwegian Krone Currency Forward 128,015,591 33,381.00 0.00
Notre Dame Intermedica Participacoes SA 3,183 28,517.00 0.00
Novanta, Inc. 3,940 342,858.00 0.02
Novatek Microelectronics Corp. 74,845 489,615.00 0.02
Novo Nordisk A/S (Sponsored ADR) 98,755 4,839,982.00 0.23
Novo Nordisk A/S - Class B 176,398 8,642,577.00 0.41
Nuance Communications, Inc. 33,402 562,155.00 0.03
Nuance Communications, Inc. 8,401 141,402.00 0.01
NWS Holdings Ltd. 1,034,474 2,151,217.00 0.10
Oasis Petroleum, Inc. 42,850 261,385.00 0.01
Oceaneering International, Inc. 15,780 302,976.00 0.01
Oesterreichische Post AG 4,989 194,302.00 0.01
Oil States International, Inc. 15,570 300,812.00 0.01
Old Republic International Corp. 17,521 391,769.00 0.02
Ollie's Bargain Outlet Holdings, Inc. 9,706 928,309.00 0.04
Omega Healthcare Investors, Inc. 19,644 695,226.00 0.03
Omnicell, Inc. 1,542 123,962.00 0.01
ONE Gas, Inc. 1,193 105,677.00 0.01
OneMain Holdings, Inc. 10,567 358,960.00 0.02
OneSavings Bank PLC 39,288 223,389.00 0.01
OneSmart International Education Group Ltd. (ADR) 1,112 9,620.00 0.00
Ono Pharmaceutical Co., Ltd. 27,689 520,155.00 0.02
OPAP SA 38,331 412,729.00 0.02
OPKO Health, Inc. 21,485 51,349.00 0.00
Oracle Corp. 302,895 16,759,180.00 0.80
Oracle Corp./Japan 42,062 2,884,107.00 0.14
Origin Energy Ltd. 47,726 248,012.00 0.01
Origin Property PCL - Class F 175,405 43,404.00 0.00
Orion Engineered Carbons SA 12,467 252,706.00 0.01
Orion Engineered Carbons SA 5,313 107,699.00 0.01
ORIX Corp. 210,179 2,977,367.00 0.14
Orix JREIT, Inc. 149 262,574.00 0.01
Orkla ASA 626,372 4,916,106.00 0.24
Ormat Technologies, Inc. 1,924 112,321.00 0.01
Orocobre Ltd. 18,572 43,723.00 0.00
Orthofix Medical, Inc. 2,694 147,620.00 0.01
Oshkosh Corp. 3,493 288,486.00 0.01
OSI Systems, Inc. 1,428 128,786.00 0.01
Otsuka Corp. 54,983 2,162,670.00 0.10
Otter Tail Corp. 2,280 116,967.00 0.01
Oversea-Chinese Banking Corp., Ltd. 31,395 279,676.00 0.01
OZ Minerals Ltd. 115,040 810,028.00 0.04
Panalpina Welttransport Holding AG 1,268 272,466.00 0.01
Pandora A/S 17,547 736,047.00 0.04
Panin Financial TBK PT 6,537,394 185,534.00 0.01
Papa John's International, Inc. 2,451 125,416.00 0.01
Par Pacific Holdings, Inc. 4,256 83,166.00 0.00
Parade Technologies Ltd. 1,115 18,905.00 0.00
Park Hotels & Resorts, Inc. 16,508 529,576.00 0.03
Park Hotels & Resorts, Inc. 26,680 855,914.00 0.04
Parque Arauco SA 58,498 161,512.00 0.01
Partners Group Holding AG 6,294 4,747,614.00 0.23
Patrick Industries, Inc. 2,166 108,063.00 0.01
Patterson Cos., Inc. 3,992 87,204.00 0.00
Patterson-UTI Energy, Inc. 25,855 351,369.00 0.02
Patterson-UTI Energy, Inc. 7,806 106,095.00 0.01
Paychex, Inc. 2,644 222,932.00 0.01
Paycom Software, Inc. 356 72,180.00 0.00
PayPal Holdings, Inc. 83,902 9,461,683.00 0.45
PC Connection, Inc. 3,451 128,253.00 0.01
PDL BioPharma, Inc. 12,688 41,491.00 0.00
Peabody Energy Corp. 5,762 165,776.00 0.01
Pebblebrook Hotel Trust 2,858 93,065.00 0.00
Pegasystems, Inc. 1,196 89,762.00 0.00
Penn National Gaming, Inc. 6,664 144,416.00 0.01
Penn Virginia Corp. 673 30,259.00 0.00
Penumbra, Inc. 5,142 691,664.00 0.03
PepsiCo, Inc. 113,203 14,495,648.00 0.69
Perficient, Inc. 5,054 148,817.00 0.01
Pernod Ricard SA 18,410 3,210,135.00 0.15
Perspecta, Inc. 10,505 242,458.00 0.01
PetroChina Co., Ltd. - Class H 3,193,198 2,024,148.00 0.10
Petrofac Ltd. 10,249 59,173.00 0.00
Petroleo Brasileiro SA (Preference Shares) 529,994 3,664,319.00 0.18
Peugeot SA 241,391 6,329,020.00 0.30
Pfizer, Inc. 445,759 18,102,306.00 0.87
Phibro Animal Health Corp. - Class A 1,927 66,902.00 0.00
Philip Morris International, Inc. 8,064 698,054.00 0.03
Phillips 66 106 10,024.00 0.00
Physicians Realty Trust 13,105 236,690.00 0.01
PICC Property & Casualty Co., Ltd. - Class H 132,903 149,321.00 0.01
Pidilite Industries Ltd. 1,365 24,186.00 0.00
Pieris Pharmaceuticals, Inc. 9,416 28,155.00 0.00
Pilipinas Shell Petroleum Corp. 205,100 178,063.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 8,994 115,053.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 89,076 1,078,243.00 0.05
Pinterest, Inc. - Class A 7,572 234,580.00 0.01
Pivotal Software, Inc. - Class A 22,870 496,279.00 0.02
Planet Fitness, Inc. 18,842 1,426,390.00 0.07
PNM Resources, Inc. 8,006 371,798.00 0.02
PNM Resources, Inc. 3,760 174,621.00 0.01
Polyus PJSC (GDR) 3,118 121,642.00 0.01
Polyus PJSC (GDR) 2,219 87,010.00 0.00
Portland General Electric Co. 4,655 243,524.00 0.01
Portland General Electric Co. 9,468 495,271.00 0.02
POSCO 7,592 1,661,775.00 0.08
POSCO Chemical Co., Ltd. 367 18,114.00 0.00
PotlatchDeltic Corp. 1,927 74,503.00 0.00
POUND STERLING -1,314,050 -1,713,521.00 -0.08
PRA Health Sciences, Inc. 856 82,915.00 0.00
Preferred Apartment Communities, Inc. - Class A 6,511 101,839.00 0.00
Premier Oil PLC 357,872 464,082.00 0.02
Premium Leisure Corp. 4,141,430 58,059.00 0.00
Primerica, Inc. 1,150 149,863.00 0.01
Procter & Gamble Co. (The) 143,848 15,316,935.00 0.73
Progress Software Corp. 3,470 158,271.00 0.01
Progressive Corp. (The) 172,144 13,453,053.00 0.64
Prologis, Inc. 21,711 1,664,649.00 0.08
ProPetro Holding Corp. 4,472 98,975.00 0.00
Prudential PLC 72,303 1,642,838.00 0.08
Pure Storage, Inc. - Class A 24,770 566,242.00 0.03
Qantas Airways Ltd. 1,139,937 4,509,278.00 0.22
QEP Resources, Inc. 43,739 328,917.00 0.02
QIAGEN NV 14,392 557,287.00 0.03
Quad/Graphics, Inc. 3,498 42,711.00 0.00
Quanta Services, Inc. 12,652 513,671.00 0.02
Quanta Services, Inc. 3,738 151,777.00 0.01
Quebecor, Inc. - Class B 134,428 3,352,422.00 0.16
RadNet, Inc. 6,262 75,839.00 0.00
Raia Drogasil SA 1,458 25,716.00 0.00
Rakuten, Inc. 4,813 53,849.00 0.00
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 3,423 178,900.00 0.01
Rapid7, Inc. 2,119 115,161.00 0.01
Rational AG 301 203,737.00 0.01
Raytheon Co. 86,823 15,418,896.00 0.74
RE/MAX Holdings, Inc. - Class A 1,471 63,741.00 0.00
Real Gold Mining Ltd. 147,448 0.00 0.00
Realtek Semiconductor Corp. 18,898 128,135.00 0.01
Recipe Unlimited Corp. 8,789 177,135.00 0.01
Reckitt Benckiser Group PLC 57,163 4,624,904.00 0.22
Recruit Holdings Co., Ltd. 40,345 1,214,963.00 0.06
Red Electrica Corp. SA 7,270 150,884.00 0.01
Regal Beloit Corp. 5,521 469,726.00 0.02
Regency Centers Corp. 216,082 14,514,265.00 0.69
REGENXBIO, Inc. 1,712 86,300.00 0.00
Regis Resources Ltd. 90,334 305,622.00 0.01
Reinsurance Group of America, Inc. - Class A 4,940 748,459.00 0.04
RELX PLC 136,185 3,120,358.00 0.15
RELX PLC (London) 50,833 1,167,933.00 0.06
Renewable Energy Group, Inc. 4,725 113,971.00 0.01
Rentokil Initial PLC 209,413 1,067,214.00 0.05
Repco Home Finance Ltd. 18,164 109,288.00 0.01
Repligen Corp. 1,582 106,660.00 0.01
Repsol SA 571,639 9,699,975.00 0.46
Republic Bancorp, Inc./KY - Class A 2,952 139,539.00 0.01
Retail Properties of America, Inc. - Class A 40,844 501,981.00 0.02
Retrophin, Inc. 2,805 53,523.00 0.00
Revance Therapeutics, Inc. 11,828 156,613.00 0.01
REX American Resources Corp. 1,196 101,130.00 0.00
Rexford Industrial Realty, Inc. 9,798 371,281.00 0.02
Rheinmetall AG 8,490 978,289.00 0.05
Richter Gedeon Nyrt 1,454 28,856.00 0.00
Rio Tinto Ltd. 26,256 1,769,721.00 0.08
Rio Tinto PLC 5,568 324,876.00 0.02
RLJ Lodging Trust 29,994 552,206.00 0.03
RMR Group, Inc. (The) - Class A 1,818 105,207.00 0.01
Robert Half International, Inc. 3,028 188,029.00 0.01
Roche Holding AG 47,425 12,513,834.00 0.60
Rogers Communications, Inc. - Class B 2,656 133,741.00 0.01
Roland DG Corp. 2,873 62,177.00 0.00
Rolls-Royce Holdings PLC 90,100 1,079,002.00 0.05
Rolls-royce Holdings-ent 6,397,139 8,341.00 0.00
Ross Stores, Inc. 117,349 11,460,303.00 0.55
Round One Corp. 9,278 125,034.00 0.01
Royal Bank of Canada 10,949 872,623.00 0.04
Royal Bank of Scotland Group PLC 30,387 95,153.00 0.00
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 81,126 2,581,523.00 0.12
Royal Dutch Shell PLC (Sponsored ADR) 221,331 14,362,168.00 0.69
Royal Dutch Shell PLC - Class A 8,562 272,809.00 0.01
Royal Dutch Shell PLC - Class B 285,497 9,213,973.00 0.44
Royal Unibrew A/S 7,686 551,539.00 0.03
RPC, Inc. 24,160 248,606.00 0.01
Rubius Therapeutics, Inc. 14,606 255,473.00 0.01
Rumo SA 5,801 26,780.00 0.00
Rush Enterprises, Inc. - Class A 2,707 114,827.00 0.01
Russell 2000 E-Mini Futures -140 -11,159,400.00 -0.53
Ruth's Hospitality Group, Inc. 5,165 134,208.00 0.01
Ryman Hospitality Properties, Inc. 2,260 179,947.00 0.01
Ryoyo Electro Corp. 12,281 189,089.00 0.01
S&P 500 E-Mini Futures -989 -145,803,325.00 -6.98
S&P Global, Inc. 28,708 6,334,707.00 0.30
S&P Mid 400 E-Mini Futures -35 -6,906,900.00 -0.33
S&P TSX 60 Index Futures -780 -115,675,449.00 -5.54
S&T Bancorp, Inc. 2,377 95,279.00 0.00
S-1 Corp. 179 15,091.00 0.00
S-Oil Corp. 4,023 317,261.00 0.02
SA Corporate Real Estate Ltd. 649,349 161,145.00 0.01
Saab AB - Class B 21,212 698,304.00 0.03
Sabra Health Care REIT, Inc. 6,756 132,154.00 0.01
Safaricom PLC 1,009,536 285,444.00 0.01
Safestore Holdings PLC 21,854 183,530.00 0.01
Sage Therapeutics, Inc. 2,259 380,031.00 0.02
Saia, Inc. 661 42,570.00 0.00
SailPoint Technologies Holding, Inc. 19,372 547,452.00 0.03
Salmar ASA 69,809 3,175,249.00 0.15
Samjin Pharmaceutical Co., Ltd. 4,234 141,912.00 0.01
Sampo Oyj - Class A 7,791 356,743.00 0.02
Samsung Card Co., Ltd. 3,079 97,802.00 0.00
Samsung Electronics Co., Ltd. 139,437 5,482,280.00 0.26
Samsung Electronics Co., Ltd. (Preference Shares) 24,063 767,644.00 0.04
Samsung SDI Co., Ltd. 644 130,846.00 0.01
Samyang Foods Co., Ltd. 5,120 346,584.00 0.02
Sanmina Corp. 3,349 113,623.00 0.01
Sanofi 8,258 720,513.00 0.03
Sany Heavy Industry Co., Ltd. 2,140,286 3,896,780.00 0.19
SAP SE 2,058 265,320.00 0.01
Sarana Menara Nusantara Tbk PT 172,049 9,362.00 0.00
Saras SpA 97,797 174,724.00 0.01
Sarepta Therapeutics, Inc. 3,536 413,501.00 0.02
Sasol Ltd. 10,904 361,785.00 0.02
Sberbank of Russia PJSC (Sponsored ADR) 35,164 508,127.00 0.02
Scandi Standard AB 27,840 190,542.00 0.01
Scentre Group 6,643 17,922.00 0.00
Schneider Electric SE 10,712 906,680.00 0.04
Schnitzer Steel Industries, Inc. - Class A 4,714 111,839.00 0.01
Scholastic Corp. 5,820 232,101.00 0.01
SCREEN Holdings Co., Ltd. 21,853 1,049,783.00 0.05
Sealed Air Corp. 8,214 382,936.00 0.02
Sealed Air Corp. 1,779 82,954.00 0.00
Seazen Holdings Co., Ltd. - Class A 33,489 197,303.00 0.01
Secom Co., Ltd. 2,649 222,905.00 0.01
Segro PLC 53,945 477,986.00 0.02
SEI Investments Co. 2,027 110,402.00 0.01
Selective Insurance Group, Inc. 5,084 362,540.00 0.02
Sempra Energy 874 111,891.00 0.01
Semtech Corp. 9,561 515,090.00 0.02
Senao International Co., Ltd. 89,428 103,028.00 0.00
Seven & i Holdings Co., Ltd. 5,547 191,979.00 0.01
Seven Bank Ltd. 135,881 369,654.00 0.02
SG Holdings Co., Ltd. 12,786 342,400.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 66,965 140,239.00 0.01
Shenandoah Telecommunications Co. 2,438 100,764.00 0.00
Shenzhou International Group Holdings Ltd. 52,161 701,099.00 0.03
Sherwin-Williams Co. (The) 504 229,580.00 0.01
Shikoku Bank Ltd. (The) 11,023 100,773.00 0.00
Shinhan Financial Group Co., Ltd. 4,785 180,859.00 0.01
Shionogi & Co., Ltd. 1,264 73,882.00 0.00
Shizuoka Gas Co., Ltd. 21,138 171,616.00 0.01
Shoprite Holdings Ltd. 1,136 13,722.00 0.00
Showa Sangyo Co., Ltd. 4,439 120,009.00 0.01
Shriram Transport Finance Co., Ltd. 1,381 22,044.00 0.00
Sichuan Swellfun Co., Ltd. - Class A 3,359 25,169.00 0.00
Siemens AG 27,724 3,324,189.00 0.16
SIG PLC 120,142 237,694.00 0.01
Signet Jewelers Ltd. 9,395 217,776.00 0.01
Signet Jewelers Ltd. 4,093 94,883.00 0.00
Sika AG 4,278 655,518.00 0.03
Silergy Corp. 6,133 100,594.00 0.00
Silicon Laboratories, Inc. 1,313 141,421.00 0.01
Siltronic AG 5,976 585,618.00 0.03
SimCorp A/S 1,523 149,549.00 0.01
Simon Property Group, Inc. 4,476 777,538.00 0.04
Sims Metal Management Ltd. 24,276 176,822.00 0.01
SINGAPORE DOLLAR 0 0.00 0.00
Singapore Exchange Ltd. 352,188 1,912,267.00 0.09
Sinotruk Hong Kong Ltd. 62,138 134,891.00 0.01
SITE Centers Corp. 25,005 331,066.00 0.02
SiteOne Landscape Supply, Inc. 6,124 412,145.00 0.02
SK Hynix, Inc. 54,087 3,660,164.00 0.18
Skechers U.S.A., Inc. - Class A 12,400 392,584.00 0.02
SkyWest, Inc. 9,307 573,218.00 0.03
SkyWest, Inc. 899 55,401.00 0.00
Sleep Number Corp. 3,601 125,316.00 0.01
SM Energy Co. 18,640 296,935.00 0.01
SM Energy Co. 25,222 401,801.00 0.02
SM Prime Holdings, Inc. 175,366 139,593.00 0.01
SMC Corp./Japan 1,762 736,086.00 0.04
Societe BIC SA 1,646 141,800.00 0.01
Soft-World International Corp. 36,100 85,530.00 0.00
Softbank Corp. 7,870 92,648.00 0.00
Softcat PLC 11,459 135,838.00 0.01
Sojitz Corp. 58,196 200,356.00 0.01
Sonic Healthcare Ltd. 92,021 1,664,109.00 0.08
Sotheby's 9,917 418,299.00 0.02
SOUTH KOREAN WON 15,415 13.00 0.00
South32 Ltd. 538,650 1,272,195.00 0.06
Southwest Gas Holdings, Inc. 5,050 420,109.00 0.02
Southwest Gas Holdings, Inc. 1,546 128,675.00 0.01
SP Plus Corp. 2,869 99,053.00 0.00
Spar Nord Bank A/S 20,928 180,007.00 0.01
SpareBank 1 Nord Norge 23,395 178,314.00 0.01
SpareBank 1 SMN 18,599 201,765.00 0.01
SpareBank 1 SR-Bank ASA 47,068 544,217.00 0.03
Spark Energy, Inc. 10,510 99,433.00 0.00
SpartanNash Co. 4,138 66,914.00 0.00
SPDR S&P 500 ETF Trust 106,123 31,202,284.00 1.49
SPI 200 Futures -327 -36,365,001.00 -1.74
Spin Master Corp. 25,551 849,288.00 0.04
Splunk, Inc. 4,328 597,437.00 0.03
SPS Commerce, Inc. 892 92,627.00 0.00
St Barbara Ltd. 54,963 124,161.00 0.01
St. Shine Optical Co., Ltd. 25,091 468,788.00 0.02
STAG Industrial, Inc. 19,670 566,102.00 0.03
STAG Industrial, Inc. 24,800 713,764.00 0.03
Stamps.com, Inc. 842 72,311.00 0.00
State Bank of India 56,447 252,711.00 0.01
Steelcase, Inc. - Class A 20,505 354,531.00 0.02
Steelcase, Inc. - Class A 4,632 80,090.00 0.00
Stepan Co. 517 47,892.00 0.00
Sterling Bancorp/DE 25,150 538,713.00 0.03
Stifel Financial Corp. 9,541 569,311.00 0.03
Stoneridge, Inc. 2,745 86,290.00 0.00
Strategic Education, Inc. 1,435 205,763.00 0.01
Sturm Ruger & Co., Inc. 2,268 127,024.00 0.01
Subaru Corp. 131,467 3,221,612.00 0.15
Suez 39,795 559,051.00 0.03
Sumitomo Metal Mining Co., Ltd. 6,195 194,867.00 0.01
Sumitomo Mitsui Financial Group, Inc. 91,548 3,327,441.00 0.16
Sumitomo Realty & Development Co., Ltd. 5,422 200,465.00 0.01
Summit Hotel Properties, Inc. 6,713 77,945.00 0.00
Summit Materials, Inc. - Class A 7,755 135,873.00 0.01
Sun Communities, Inc. 5,429 668,201.00 0.03
Sun Communities, Inc. 7,426 914,089.00 0.04
Sun Hung Kai & Co., Ltd. 334,054 166,599.00 0.01
Sun Hung Kai Properties Ltd. 150,447 2,596,479.00 0.12
Sunny Friend Environmental Technology Co., Ltd. 21,069 179,468.00 0.01
Sunny Optical Technology Group Co., Ltd. 23,663 289,481.00 0.01
Sunstone Hotel Investors, Inc. 8,104 116,700.00 0.01
Super Retail Group Ltd. 34,123 208,427.00 0.01
Superior Plus Corp. 21,241 185,189.00 0.01
Supernus Pharmaceuticals, Inc. 2,745 100,823.00 0.00
Surmodics, Inc. 774 33,654.00 0.00
Sushiro Global Holdings Ltd. 14,398 942,631.00 0.05
Suzano SA 31,995 332,350.00 0.02
SVB Financial Group 1,937 487,581.00 0.02
Svenska Handelsbanken AB - Class A 55,444 605,622.00 0.03
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 127,332,000 -404,838.00 -0.02
Swedish Krona Currency Forward 260,165,600 -416,589.00 -0.02
Swedish Krona Currency Forward -108,242,164 277,128.00 0.01
Swedish Krona Currency Forward -144,864,835 390,868.00 0.02
Swire Properties Ltd. 116,059 472,284.00 0.02
SWISS FRANC 239,233 234,784.00 0.01
Swiss Franc Currency Forward -25,550,617 926,227.00 0.04
Swiss Franc Currency Forward -30,618,089 557,464.00 0.03
Swiss Franc Currency Forward -4,366,615 85,213.00 0.00
Swiss Re AG 55,115 5,306,397.00 0.25
Synchrony Financial 296,262 10,271,403.00 0.49
Syncmold Enterprise Corp. 64,605 182,608.00 0.01
SYNNEX Corp. 1,473 158,955.00 0.01
Synovus Financial Corp. 12,950 477,337.00 0.02
Synovus Financial Corp. 3,852 142,019.00 0.01
Syrah Resources Ltd. 95,109 74,602.00 0.00
T-Gaia Corp. 7,970 129,580.00 0.01
T-Mobile US, Inc. 98,765 7,208,857.00 0.35
Tableau Software, Inc. - Class A 4,710 573,725.00 0.03
Tactile Systems Technology, Inc. 1,371 68,236.00 0.00
Taisei Corp. 45,594 2,006,141.00 0.10
Taiwan Semiconductor Manufacturing Co., Ltd. 316,340 2,656,002.00 0.13
TAL Education Group (ADR) 9,210 354,329.00 0.02
Tandem Diabetes Care, Inc. 1,766 108,459.00 0.01
Target Corp. 2,666 206,436.00 0.01
Tatneft PJSC (Sponsored ADR) 5,036 353,911.00 0.02
Tatneft PJSC (Sponsored ADR) (London) 55,278 3,892,575.00 0.19
Taylor Morrison Home Corp. - Class A 24,676 477,727.00 0.02
TCF Financial Corp. 6,909 152,916.00 0.01
TCI Co., Ltd. 160,885 2,401,928.00 0.11
TCI Express Ltd. 1,290 12,525.00 0.00
TCS Group Holding PLC (GDR) 11,553 229,908.00 0.01
TeamLease Services Ltd. 4,070 174,408.00 0.01
Tecan Group AG 3,124 705,467.00 0.03
Tech Data Corp. 1,602 170,877.00 0.01
TEGNA, Inc. 12,698 202,159.00 0.01
Teladoc Health, Inc. 12,585 715,846.00 0.03
Telecom Plus PLC 10,165 187,168.00 0.01
Telenor ASA 2,202 44,270.00 0.00
Teleperformance 20,231 3,889,374.00 0.19
Telephone & Data Systems, Inc. 2,413 76,929.00 0.00
TELUS Corp. 14,068 518,019.00 0.02
Temenos AG 4,401 732,214.00 0.04
Tencent Holdings Ltd. 94,129 4,639,436.00 0.22
Terex Corp. 8,350 278,305.00 0.01
Tesco PLC 985,701 3,215,987.00 0.15
Test Research, Inc. 46,966 81,885.00 0.00
Tetra Tech, Inc. 3,013 195,048.00 0.01
Teva Pharmaceutical Industries Ltd. 557 8,476.00 0.00
Teva Pharmaceutical Industries Ltd. (Sponsored ADR 299,320 4,555,653.00 0.22
Texas Capital Bancshares, Inc. 7,767 502,757.00 0.02
Texas Capital Bancshares, Inc. 2,013 130,348.00 0.01
Texas Instruments, Inc. 116,894 13,773,691.00 0.66
Texas Pacific Land Trust 79 63,806.00 0.00
Texas Roadhouse, Inc. - Class A 1,914 103,424.00 0.00
Thales SA 576 68,857.00 0.00
Thor Industries, Inc. 1,070 70,495.00 0.00
Tianneng Power International Ltd. 131,105 123,117.00 0.01
Tieto Oyj 6,436 183,259.00 0.01
Times China Holdings Ltd. 776,054 1,409,186.00 0.07
Tisco Financial Group PCL 70,285 184,381.00 0.01
Titan Machinery, Inc. 6,411 110,285.00 0.01
TJX Cos., Inc. (The) 280,623 15,400,590.00 0.74
TKH Group NV 8,690 467,562.00 0.02
TLG Immobilien AG 13,223 389,321.00 0.02
Toei Animation Co., Ltd. 17,496 869,751.00 0.04
Tokyo Gas Co., Ltd. 14,513 369,243.00 0.02
Tokyu Construction Co., Ltd. 9,436 67,764.00 0.00
TOMONY Holdings, Inc. 22,468 81,771.00 0.00
TopBuild Corp. 1,664 118,558.00 0.01
TOPIX Index Futures 518 75,529,335.00 3.62
Toronto-Dominion Bank (The) 13,479 768,894.00 0.04
Tosoh Corp. 415,467 6,698,845.00 0.32
TOTAL SA 34,800 1,934,581.00 0.09
Towa Bank Ltd. (The) 20,073 128,758.00 0.01
Tower Bersama Infrastructure Tbk PT 117,509 32,610.00 0.00
Tower International, Inc. 4,951 115,577.00 0.01
Toyo Tire Corp. 36,864 431,261.00 0.02
Trade Desk, Inc. (The) - Class A 3,782 837,818.00 0.04
TransCanada Corp. 2,150 102,656.00 0.00
Transmissora Alianca de Energia Eletrica SA 116,811 782,001.00 0.04
Transurban Group 56,012 530,405.00 0.03
TravelSky Technology Ltd. - Class H 40,613 104,460.00 0.00
Treasury Wine Estates Ltd. 47,368 574,563.00 0.03
Trend Micro, Inc./Japan 1,721 86,064.00 0.00
Trex Co., Inc. 2,467 170,908.00 0.01
Trinseo SA 8,090 363,645.00 0.02
Trinseo SA 2,834 127,392.00 0.01
Tritax Big Box REIT PLC 161,899 314,025.00 0.02
TrueBlue, Inc. 4,547 109,875.00 0.01
Tsumura & Co. 13,766 423,338.00 0.02
TTM Technologies, Inc. 5,110 67,656.00 0.00
TTM Technologies, Inc. 8,036 106,408.00 0.01
Tupras Turkiye Petrol Rafinerileri AS 16,390 339,010.00 0.02
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,594,134 2,188,743.00 0.10
Tutor Perini Corp. 17,250 344,482.00 0.02
Tutor Perini Corp. 4,465 89,182.00 0.00
Twilio, Inc. - Class A 4,560 625,358.00 0.03
U.S. T-Note 10 Yr (CBT) Futures 1,062 131,339,531.00 6.29
U.S. T-Note 2 Yr (CBT) Futures 510 108,633,984.00 5.20
U.S. Treasury Bill 4,000,000 3,984,958.00 0.19
U.S. Treasury Bill 4,000,000 3,982,738.00 0.19
U.S. Treasury Inflation Index 3,353,852 3,275,246.00 0.16
U.S. Treasury Inflation Index 7,602,660 7,527,821.00 0.36
U.S. Ultra Bond (CBT) Futures 269 44,191,656.00 2.12
Ube Industries Ltd. 8,664 185,374.00 0.01
Ubiquiti Networks, Inc. 543 92,656.00 0.00
Ubisoft Entertainment SA 1,373 131,200.00 0.01
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 9,704,189 -9,599,224.00 -0.46
Ulta Salon Cosmetics & Fragrance, Inc. 16,567 5,781,551.00 0.28
Ultragenyx Pharmaceutical, Inc. 6,274 414,098.00 0.02
Umpqua Holdings Corp. 31,038 538,819.00 0.03
Umpqua Holdings Corp. 7,549 131,062.00 0.01
Uni-President China Holdings Ltd. 649,235 594,530.00 0.03
Unibail-Rodamco-Westfield 4,924 846,473.00 0.04
Unicaja Banco SA 353,049 406,831.00 0.02
Unicharm Corp. 148,194 4,890,685.00 0.23
Unilever PLC 31,158 1,888,657.00 0.09
Union Pacific Corp. 196 34,874.00 0.00
Unipol Gruppo SpA 23,647 120,464.00 0.01
Unisys Corp. 7,762 87,021.00 0.00
UNITE Group PLC (The) 26,138 321,261.00 0.02
United Rentals, Inc. 4,070 573,544.00 0.03
UnitedHealth Group, Inc. 86,213 20,093,663.00 0.96
Universal Display Corp. 3,242 517,423.00 0.02
Universal Insurance Holdings, Inc. 3,787 112,819.00 0.01
UOL Group Ltd. 49,949 278,778.00 0.01
Urbi Desarrollos Urbanos SAB de CV 20 1.00 0.00
US DOLLAR 145,780 145,780.00 0.01
US Foods Holding Corp. 316,578 11,570,952.00 0.55
USANA Health Sciences, Inc. 769 64,236.00 0.00
UT Group Co., Ltd. 35,515 1,024,345.00 0.05
V-Mart Retail Ltd. 646 25,992.00 0.00
Vale SA 14,015 179,072.00 0.01
Vale SA (Sponsored ADR) - Class B 49,593 633,799.00 0.03
Valeo SA 21,337 776,117.00 0.04
Valero Energy Corp. 771 69,959.00 0.00
Vanda Pharmaceuticals, Inc. 4,137 67,406.00 0.00
VanEck Vectors Agribusiness ETF 6,744 434,232.00 0.02
Vectrus, Inc. 1,862 75,508.00 0.00
Vectura Group PLC 188,531 179,405.00 0.01
Vedanta Ltd. 60,886 146,615.00 0.01
Vera Bradley, Inc. 5,424 66,608.00 0.00
Verint Systems, Inc. 9,582 578,656.00 0.03
Verint Systems, Inc. 2,511 151,680.00 0.01
Verizon Communications, Inc. 254,649 14,563,376.00 0.70
Verso Corp. 5,802 129,507.00 0.01
Vertex Pharmaceuticals, Inc. 36,610 6,186,459.00 0.30
Vestas Wind Systems A/S 9,995 904,470.00 0.04
Viavi Solutions, Inc. 8,436 112,210.00 0.01
Vicinity Centres 82,093 147,220.00 0.01
Victrex PLC 12,243 389,447.00 0.02
Vieworks Co., Ltd. 652 17,820.00 0.00
Village Super Market, Inc. - Class A 3,713 109,100.00 0.01
Vincom Retail JSC Deutsche Bank AG 117,421 181,540.00 0.01
Vincom Retail JSC Macquarie Bank Ltd. 141,047 218,067.00 0.01
Visa, Inc. - Class A 144,427 23,748,138.00 1.14
Vistra Energy Corp. 3,640 99,215.00 0.00
Vital KSK Holdings, Inc. 17,528 167,250.00 0.01
Vitasoy International Holdings Ltd. 5,575 28,073.00 0.00
Vivendi SA 1,675 48,624.00 0.00
VMware, Inc. - Class A 42,198 8,614,019.00 0.41
Voltronic Power Technology Corp. 1,261 24,909.00 0.00
Volvo AB - Class B 11,001 176,321.00 0.01
Vonage Holdings Corp. 14,060 136,668.00 0.01
Vonovia SE 35,385 1,768,426.00 0.08
VTech Holdings Ltd. 18,500 169,034.00 0.01
W&T Offshore, Inc. 12,376 78,960.00 0.00
Wabash National Corp. 9,307 140,350.00 0.01
Waddell & Reed Financial, Inc. - Class A 5,251 98,353.00 0.00
Walker & Dunlop, Inc. 3,575 196,490.00 0.01
Walmart, Inc. 146,490 15,065,044.00 0.72
Walt Disney Co. (The) 114,777 15,721,121.00 0.75
Warrior Met Coal, Inc. 5,881 182,340.00 0.01
Warsaw Stock Exchange 17,574 191,772.00 0.01
Washington H Soul Pattinson & Co., Ltd. 2,133 34,608.00 0.00
Watkin Jones PLC 63,110 183,932.00 0.01
Wayfair, Inc. - Class A 4,260 690,759.00 0.03
Webster Financial Corp. 8,631 458,565.00 0.02
Weichai Power Co., Ltd. - Class H 201,600 330,087.00 0.02
WellCare Health Plans, Inc. 1,231 318,028.00 0.02
WellCare Health Plans, Inc. 262 67,831.00 0.00
Wells Fargo & Co. 371,315 17,975,381.00 0.86
Wesfarmers Ltd. 134,936 3,424,991.00 0.16
Western Alliance Bancorp 3,466 165,620.00 0.01
Western Areas Ltd. 138,257 220,921.00 0.01
Western Forest Products, Inc. 128,600 180,464.00 0.01
Westlake Chemical Corp. 84,611 5,901,617.00 0.28
Westpac Banking Corp. 17,992 349,537.00 0.02
WH Group Ltd. 2,339,532 2,768,164.00 0.13
Wharf Real Estate Investment Co., Ltd. 430,347 3,298,307.00 0.16
Whitehaven Coal Ltd. 63,028 186,931.00 0.01
Whiting Petroleum Corp. 6,799 186,242.00 0.01
Wilcon Depot, Inc. 46,913 15,020.00 0.00
Williams-Sonoma, Inc. 791 45,275.00 0.00
Wingstop, Inc. 2,085 156,995.00 0.01
Winnebago Industries, Inc. 2,427 85,876.00 0.00
Wintrust Financial Corp. 8,807 671,118.00 0.03
Wirecard AG 3,208 484,769.00 0.02
Wizz Air Holdings PLC 19,048 844,976.00 0.04
WNS Holdings Ltd. (ADR) 1,776 101,542.00 0.00
Wolters Kluwer NV 13,924 971,876.00 0.05
Wolverine World Wide, Inc. 3,079 113,342.00 0.01
Woodside Petroleum Ltd. 1,035 25,826.00 0.00
Woolworths Group Ltd. 1,106 24,843.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 23,518 357,221.00 0.02
Xenia Hotels & Resorts, Inc. 7,336 158,833.00 0.01
Xerox Corp. 204,002 6,805,506.00 0.33
Xilinx, Inc. 94,410 11,342,417.00 0.54
Xperi Corp. 4,154 103,236.00 0.00
Xylem, Inc./NY 4,669 389,455.00 0.02
Y-mAbs Therapeutics, Inc. 3,159 72,724.00 0.00
Yageo Corp. 14,408 142,928.00 0.01
Yamato Kogyo Co., Ltd. 55,945 1,553,324.00 0.07
Yandex NV - Class A 12,167 455,433.00 0.02
Yes Bank Ltd. 74,596 178,916.00 0.01
Yestar Healthcare Holdings Co., Ltd. 218,693 50,737.00 0.00
YETI Holdings, Inc. 3,036 108,331.00 0.01
Yihai International Holding Ltd. 158,341 782,114.00 0.04
YPF SA (Sponsored ADR) 11,636 157,444.00 0.01
Yuasa Trading Co., Ltd. 5,525 157,637.00 0.01
Yurtec Corp. 22,096 155,931.00 0.01
Zendesk, Inc. 8,570 752,274.00 0.04
Zhejiang Dahua Technology Co., Ltd. - Class A 118,591 291,295.00 0.01
Zions Bancorp NA 14,001 690,669.00 0.03
Zoetis, Inc. 109,202 11,121,186.00 0.53
Zoom Video Communications, Inc. 606 43,916.00 0.00
Zumiez, Inc. 2,379 63,367.00 0.00


Footnotes

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


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


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


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