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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February Holdings (as of 2/28/2019)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 176 16,855,697.00 0.82
10 Yr Japan Bond (OSE) Futures -24 -32,887,094.00 -1.61
1st Source Corp. 1,593 75,780.00 0.00
2U, Inc. 5,956 438,957.00 0.02
51job, Inc. (ADR) 3,948 285,334.00 0.01
58.com, Inc. (ADR) 5,982 436,152.00 0.02
77 Bank Ltd. (The) 13,097 210,598.00 0.01
888 Holdings PLC 68,781 161,564.00 0.01
AAR Corp. 8,379 306,084.00 0.01
Aareal Bank AG 9,689 317,177.00 0.02
AB Fixed Income Shares, Inc. - Government Money Ma 131,877,084 131,877,084.00 6.45
AbbVie, Inc. 3,160 250,431.00 0.01
Accenture PLC - Class A 910 146,897.00 0.01
ACCO Brands Corp. 14,255 132,575.00 0.01
Ace Hardware Indonesia Tbk PT 158,589 19,781.00 0.00
ACS Actividades de Construccion y Servicios SA 428 18,977.00 0.00
Adamas Pharmaceuticals, Inc. 2,055 22,997.00 0.00
Adani Ports and Special Economic Zone 55,034 252,780.00 0.01
Addcn Technology Co., Ltd. 8,574 73,368.00 0.00
Addus HomeCare Corp. 1,079 72,567.00 0.00
Admiral Group PLC 22,777 659,558.00 0.03
ADO Properties SA 16,413 939,775.00 0.05
Adobe, Inc. 36,586 9,603,874.00 0.47
Adtalem Global Education, Inc. 3,717 179,201.00 0.01
Advanced Energy Industries, Inc. 2,608 131,413.00 0.01
Advanced Micro Devices, Inc. 29,650 697,664.00 0.03
Advantest Corp. 9,230 218,085.00 0.01
AECOM 10,732 332,262.00 0.02
Aecon Group, Inc. 13,583 189,517.00 0.01
AEON REIT Investment Corp. 106 122,683.00 0.01
AerCap Holdings NV 12,868 580,868.00 0.03
Aerie Pharmaceuticals, Inc. 2,042 95,315.00 0.00
Aeroflot PJSC (GDR) 7,475 57,396.00 0.00
AG Mortgage Investment Trust, Inc. 4,011 71,321.00 0.00
Agnico Eagle Mines Ltd. 23,840 1,013,994.00 0.05
Agree Realty Corp. 7,417 487,551.00 0.02
Agricultural Bank of China Ltd. - Class H 671,073 321,479.00 0.02
AIA Group Ltd. 227,265 2,268,182.00 0.11
Aimmune Therapeutics, Inc. 12,240 294,878.00 0.01
Air New Zealand Ltd. 325,004 546,148.00 0.03
Air Water, Inc. 38,988 624,903.00 0.03
Airbus SE 15,925 2,051,769.00 0.10
Airtac International Group 1,510 18,569.00 0.00
Aisan Industry Co., Ltd. 11,701 79,714.00 0.00
Aker BP ASA 29,726 1,007,629.00 0.05
Alamo Group, Inc. 743 71,449.00 0.00
Alaris Royalty Corp. 13,077 195,269.00 0.01
Alaska Air Group, Inc. 9,519 587,322.00 0.03
Alcoa Corp. 47,417 1,398,813.00 0.07
Aldar Properties PJSC 280,638 135,871.00 0.01
Alexandria Real Estate Equities, Inc. 7,666 1,041,832.00 0.05
Alibaba Group Holding Ltd. (Sponsored ADR) 50,669 9,274,111.00 0.45
ALLETE, Inc. 2,277 184,550.00 0.01
Alliant Energy Corp. 12,913 592,319.00 0.03
Allianz SE 7,975 1,775,317.00 0.09
Allied Properties Real Estate Investment Trust 9,417 343,565.00 0.02
Allogene Therapeutics, Inc. 7,843 248,565.00 0.01
Alphabet, Inc. - Class A 122 137,575.00 0.01
Alphabet, Inc. - Class C 34,220 38,324,306.00 1.87
Altran Technologies SA 60,571 640,996.00 0.03
Altria Group, Inc. 191,744 10,049,331.00 0.49
Altus Group Ltd./Canada 9,585 191,787.00 0.01
Aluminum Corp. of China Ltd. - Class H 434,642 177,783.00 0.01
Amadeus Fire AG 1,758 184,816.00 0.01
Amadeus IT Group SA - Class A 30,711 2,310,196.00 0.11
Amazon.com, Inc. 198 325,155.00 0.02
Ambac Financial Group, Inc. 4,839 95,685.00 0.00
Amdocs Ltd. 6,360 353,425.00 0.02
Amedisys, Inc. 7,386 918,139.00 0.04
Amer Sports Oyj 12,052 546,426.00 0.03
American Campus Communities, Inc. 22,914 1,032,532.00 0.05
American Eagle Outfitters, Inc. 7,755 158,202.00 0.01
American Electric Power Co., Inc. 160,278 13,006,559.00 0.64
American Equity Investment Life Holding Co. 5,731 181,408.00 0.01
American Financial Group, Inc./OH 5,072 505,475.00 0.02
American Homes 4 Rent - Class A 29,246 638,736.00 0.03
AmerisourceBergen Corp. - Class A 239 19,916.00 0.00
AMETEK, Inc. 7,466 594,144.00 0.03
Amgen, Inc. 1,560 296,705.00 0.01
AMN Healthcare Services, Inc. 2,802 140,165.00 0.01
Amphastar Pharmaceuticals, Inc. 2,698 67,065.00 0.00
Anadarko Petroleum Corp. 20,350 885,264.00 0.04
AngioDynamics, Inc. 1,696 38,012.00 0.00
Anglo American PLC 6,304 167,202.00 0.01
Anhui Conch Cement Co., Ltd. - Class A 40,812 216,432.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 338,353 1,934,124.00 0.09
Anixter International, Inc. 1,811 106,322.00 0.01
Ansell Ltd. 38,329 670,119.00 0.03
ANSYS, Inc. 2,600 460,876.00 0.02
Anthem, Inc. 40,008 12,031,605.00 0.59
Antofagasta PLC 66,659 825,964.00 0.04
Apartment Investment & Management Co. - Class A 15,799 773,068.00 0.04
APERAM SA 5,516 179,884.00 0.01
APG SGA SA 551 179,082.00 0.01
Apollo Hospitals Enterprise Ltd. 45,083 723,179.00 0.04
Apollo Tyres Ltd. 168,122 514,914.00 0.03
Appfolio, Inc. - Class A 1,054 76,206.00 0.00
Apple, Inc. 172,991 29,953,533.00 1.46
Applied Industrial Technologies, Inc. 2,293 133,368.00 0.01
Aptiv PLC 12,501 1,039,036.00 0.05
ArcBest Corp. 3,182 110,852.00 0.01
Arch Coal, Inc. 1,043 97,169.00 0.00
Archer-Daniels-Midland Co. 758 32,217.00 0.00
Arcs Co., Ltd. 7,680 178,659.00 0.01
Argo Group International Holdings Ltd. 677 47,070.00 0.00
Arista Networks, Inc. 2,460 701,715.00 0.03
Aristocrat Leisure Ltd. 34,863 608,991.00 0.03
Arjo AB - Class B 50,482 185,353.00 0.01
Arkema SA 480 48,404.00 0.00
Armada Hoffler Properties, Inc. 43,296 662,434.00 0.03
Armstrong World Industries, Inc. 8,260 604,466.00 0.03
Aroundtown SA 200,797 1,686,075.00 0.08
Array BioPharma, Inc. 6,965 159,788.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 3,892 283,471.00 0.01
ASGN, Inc. 2,297 147,994.00 0.01
ASMedia Technology, Inc. 1,219 22,886.00 0.00
ASML Holding NV 6,266 1,146,438.00 0.06
ASPEED Technology, Inc. 4,971 111,658.00 0.01
Aspen Technology, Inc. 9,091 915,582.00 0.04
ASR Nederland NV 113,935 5,015,107.00 0.25
Assa Abloy AB - Class B 17,708 366,000.00 0.02
Associated Banc-Corp. 17,890 416,479.00 0.02
Assured Guaranty Ltd. 4,860 202,959.00 0.01
Astellas Pharma, Inc. 439,462 6,813,691.00 0.33
Astral Foods Ltd. 14,832 171,541.00 0.01
ASX Ltd. 970 48,101.00 0.00
AT&S Austria Technologie & Systemtechnik AG 17,276 318,069.00 0.02
Aten International Co., Ltd. 62,542 188,787.00 0.01
Atkore International Group, Inc. 6,426 148,442.00 0.01
Atlantic Power Corp. 10,283 27,661.00 0.00
Atlas Air Worldwide Holdings, Inc. 4,990 268,162.00 0.01
Atrion Corp. 116 91,340.00 0.00
ATS Automation Tooling Systems, Inc. 44,865 631,755.00 0.03
Attendo AB 21,078 143,531.00 0.01
AUD/USD 4,544,836 31,729.00 0.00
Aurobindo Pharma Ltd. 994 9,938.00 0.00
AUSTRALIAN DOLLAR 1,136,266 806,011.00 0.04
Australian Dollar Currency Forward 6,372,000 -15,362.00 0.00
Australian Dollar Currency Forward 35,245,456 -160,349.00 -0.01
Australian Dollar Currency Forward 26,959,189 -358,799.00 -0.02
Australian Dollar Currency Forward 18,502,203 853.00 0.00
Auto Trader Group PLC 510,804 3,224,677.00 0.16
Automatic Data Processing, Inc. 56,252 8,608,262.00 0.42
AutoZone, Inc. 13,424 12,604,733.00 0.62
Avanos Medical, Inc. 549 25,879.00 0.00
Avista Corp. 3,337 134,886.00 0.01
Avnet, Inc. 15,480 673,244.00 0.03
Axfood AB 11,254 208,347.00 0.01
Axos Financial, Inc. 4,377 141,316.00 0.01
Ayala Land, Inc. 216,640 184,270.00 0.01
Azrieli Group Ltd. 5,642 315,689.00 0.02
B&M European Value Retail SA 99,755 468,016.00 0.02
BAE Systems PLC 207,705 1,280,642.00 0.06
Bakkafrost P/F 3,398 173,978.00 0.01
Banco Comercial Portugues SA 972,733 266,365.00 0.01
Banco Macro SA (ADR) 6,399 323,178.00 0.02
Bandai Namco Holdings, Inc. 13,694 583,202.00 0.03
Bank Central Asia Tbk PT 185,650 363,260.00 0.02
Bank Hapoalim BM 340,974 2,347,544.00 0.11
Bank Leumi Le-Israel BM 102,435 677,486.00 0.03
Bank Mandiri Persero Tbk PT 791,801 400,630.00 0.02
Bank of America Corp. 703,170 20,448,183.00 1.00
Bank of China Ltd. - Class H 413,674 192,967.00 0.01
Bank of Georgia Group PLC 1,268 28,224.00 0.00
Bank of Ireland Group PLC 166,097 1,079,155.00 0.05
Bank of NT Butterfield & Son Ltd. (The) 4,445 181,104.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,492,529 176,266.00 0.01
Bank Tabungan Negara Persero Tbk PT 119,609 20,610.00 0.00
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 186,368 27,162.00 0.00
BankUnited, Inc. 20,395 744,246.00 0.04
Baozun, Inc. (Sponsored ADR) 10,927 409,227.00 0.02
Barclays Bank PLC 2.285% CPI# 24,667,674 -24,886,068.00 -1.22
Barclays PLC 11,668 25,374.00 0.00
Barloworld Ltd. 16,361 146,193.00 0.01
Barnes Group, Inc. 1,312 76,189.00 0.00
Barrett Business Services, Inc. 2,047 160,811.00 0.01
BASF SE 2,657 202,300.00 0.01
BB Seguridade Participacoes SA 42,325 307,627.00 0.02
BE Semiconductor Industries NV 3,548 88,616.00 0.00
Beach Energy Ltd. 430,319 632,535.00 0.03
Befesa SA 11,963 543,486.00 0.03
BeiGene Ltd. (Sponsored ADR) 2,088 286,269.00 0.01
Beijing Enterprises Water Group Ltd. 976,887 584,856.00 0.03
Belden, Inc. 1,172 72,474.00 0.00
Berger Paints India Ltd. 4,082 17,577.00 0.00
Berkeley Group Holdings PLC 3,617 189,462.00 0.01
Berkshire Hathaway, Inc. - Class B 100,536 20,237,896.00 0.99
Best Buy Co., Inc. 3,593 247,356.00 0.01
BGF retail Co., Ltd. 126 23,925.00 0.00
Bharat Financial Inclusion Ltd. 48,062 626,221.00 0.03
Bid Corp., Ltd. 608 12,727.00 0.00
Bidvest Group Ltd. (The) 11,665 171,995.00 0.01
Biesse SpA 5,951 133,231.00 0.01
Biffa PLC 168,207 401,136.00 0.02
Big Lots, Inc. 2,901 91,484.00 0.00
BillerudKorsnas AB 107,053 1,394,437.00 0.07
Bio-Rad Laboratories, Inc. - Class A 1,304 353,447.00 0.02
BioGaia AB - Class B 4,104 191,071.00 0.01
Biogen, Inc. 31,461 10,319,629.00 0.50
Biohaven Pharmaceutical Holding Co., Ltd. 7,285 320,432.00 0.02
Black Hills Corp. 4,865 345,317.00 0.02
Bloomberry Resorts Corp. 3,480,474 765,777.00 0.04
Bloomin' Brands, Inc. 26,140 540,580.00 0.03
Blucora, Inc. 1,843 49,582.00 0.00
Blueprint Medicines Corp. 5,468 449,445.00 0.02
BMC Stock Holdings, Inc. 25,927 495,992.00 0.02
BOC Aviation Ltd. 466,008 4,028,471.00 0.20
BOC Hong Kong Holdings Ltd. 252,464 1,054,611.00 0.05
Bodycote PLC 42,762 430,443.00 0.02
Boeing Co. (The) 34,621 15,231,855.00 0.74
Boingo Wireless, Inc. 3,143 70,313.00 0.00
Boiron SA 3,109 195,997.00 0.01
Boise Cascade Co. 1,691 47,176.00 0.00
Boliden AB 33,270 909,586.00 0.04
Bolsa Mexicana de Valores SAB de CV 102,558 214,622.00 0.01
Booking Holdings, Inc. 3,900 6,619,700.00 0.32
Booz Allen Hamilton Holding Corp. 9,466 500,395.00 0.02
Boston Beer Co., Inc. (The) - Class A 476 148,895.00 0.01
Boston Properties, Inc. 6,864 910,897.00 0.04
BP PLC 362,428 2,569,364.00 0.13
BR Properties SA 49,090 114,487.00 0.01
Brady Corp. - Class A 1,137 53,817.00 0.00
Brandywine Realty Trust 9,550 150,136.00 0.01
Bright Horizons Family Solutions, Inc. 6,429 797,196.00 0.04
Brinker International, Inc. 2,846 130,305.00 0.01
Britannia Industries Ltd. 367 15,819.00 0.00
British American Tobacco PLC 69,167 2,535,882.00 0.12
British Land Co. PLC (The) 42,709 341,823.00 0.02
Brixmor Property Group, Inc. 37,840 660,694.00 0.03
Builders FirstSource, Inc. 12,933 180,164.00 0.01
Burberry Group PLC 7,860 197,080.00 0.01
Burford Capital Ltd. 38,481 904,935.00 0.04
Burkhalter Holding AG 2,237 180,421.00 0.01
Burlington Stores, Inc. 4,650 789,291.00 0.04
Buzzi Unicem SpA 78,627 1,536,820.00 0.08
BWP Trust 71,574 187,921.00 0.01
C&J Energy Services, Inc. 40,205 694,350.00 0.03
CA Immobilien Anlagen AG 39,678 1,339,516.00 0.07
Cabot Microelectronics Corp. 923 104,436.00 0.01
CACI International, Inc. - Class A 1,373 250,272.00 0.01
Cactus, Inc. - Class A 13,048 473,138.00 0.02
Cadence BanCorp 31,874 637,170.00 0.03
Cal-Maine Foods, Inc. 3,986 175,799.00 0.01
Calbee, Inc. 13,565 376,595.00 0.02
Caltex Australia Ltd. 13,316 270,031.00 0.01
Camden Property Trust 15,962 1,565,775.00 0.08
Canadian 10 Yr Bond Futures -69 -7,115,764.00 -0.35
CANADIAN DOLLAR 5,309,373 4,034,631.00 0.20
Canadian Dollar Currency Forward 34,056,000 136,568.00 0.01
Canadian Dollar Currency Forward 17,515,311 133,305.00 0.01
Canadian Dollar Currency Forward 22,802,986 229,579.00 0.01
CANCOM SE 4,671 190,739.00 0.01
Canfor Corp. 9,440 101,439.00 0.00
Canfor Pulp Products, Inc. 12,713 153,221.00 0.01
Cantel Medical Corp. 490 36,025.00 0.00
Capcom Co., Ltd. 2,356 47,297.00 0.00
Capgemini SE 55,542 6,638,910.00 0.32
Capital Power Corp. 24,203 555,638.00 0.03
CapitaLand Commercial Trust 366,206 525,170.00 0.03
Capitec Bank Holdings Ltd. 705 65,406.00 0.00
Cara Therapeutics, Inc. 3,865 65,899.00 0.00
Care.com, Inc. 3,951 99,540.00 0.00
CareTrust REIT, Inc. 4,361 97,429.00 0.00
Carlisle Cos., Inc. 2,764 340,193.00 0.02
Carlsberg Brewery Malaysia Bhd 38,303 230,544.00 0.01
Carrefour SA 6,307 129,053.00 0.01
Casella Waste Systems, Inc. - Class A 2,562 90,403.00 0.00
Castellum AB 14,558 265,109.00 0.01
Catalent, Inc. 2,178 94,164.00 0.00
Cathay General Bancorp 6,040 234,594.00 0.01
CBRE Group, Inc. - Class A 186,904 9,300,343.00 0.45
CCL Industries, Inc. - Class B 1,858 75,910.00 0.00
CDW Corp./DE 56,104 5,267,604.00 0.26
Celgene Corp. 2,702 224,672.00 0.01
Cellnex Telecom SA 16,582 428,549.00 0.02
Centrais Eletricas Brasileiras SA 234,676 2,310,438.00 0.11
Centrais Eletricas Brasileiras SA (Preference Shar 1,626 16,873.00 0.00
Central Garden & Pet Co. - Class A 2,815 78,423.00 0.00
Central Japan Railway Co. 844 189,549.00 0.01
Central Pattana PCL 60,316 144,510.00 0.01
Centrica PLC 68,733 113,665.00 0.01
CH Robinson Worldwide, Inc. 3,517 317,870.00 0.02
Charter Court Financial Services Group PLC 51,180 210,574.00 0.01
Charter Hall Retail REIT 40,658 131,218.00 0.01
Chartwell Retirement Residences 32,989 376,039.00 0.02
Check Point Software Technologies Ltd. 79,416 9,712,635.00 0.47
Chegg, Inc. 18,917 749,711.00 0.04
Chemed Corp. 276 91,265.00 0.00
Chesapeake Lodging Trust 2,593 78,129.00 0.00
Chesapeake Utilities Corp. 929 83,682.00 0.00
Chevron Corp. 137,742 16,471,303.00 0.81
Children's Place, Inc. (The) 890 85,067.00 0.00
China CITIC Bank Corp., Ltd. - Class H 5,220,948 3,390,467.00 0.17
China Construction Bank Corp. - Class H 398,630 354,888.00 0.02
China Everbright International Ltd. 728,086 711,793.00 0.03
China Everbright Ltd. 62,149 125,563.00 0.01
China General Plastics Corp. 99,047 75,701.00 0.00
China Lilang Ltd. 144,180 138,214.00 0.01
China Overseas Land & Investment Ltd. 155,765 573,862.00 0.03
China Overseas Property Holdings Ltd. 531,758 199,716.00 0.01
China Petroleum & Chemical Corp. - Class H 3,473,796 2,994,471.00 0.15
China Resources Gas Group Ltd. 21,955 95,401.00 0.00
China Resources Land Ltd. 218,472 815,030.00 0.04
China Resources Pharmaceutical Group Ltd. 159,707 213,940.00 0.01
China Shineway Pharmaceutical Group Ltd. 333,177 348,804.00 0.02
China Telecom Corp., Ltd. - Class H 1,671,846 904,883.00 0.04
China Unicom Hong Kong Ltd. 2,885,716 3,409,399.00 0.17
Chipotle Mexican Grill, Inc. - Class A 890 540,701.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,038 96,806.00 0.00
Chr Hansen Holding A/S 5,556 565,597.00 0.03
Churchill Downs, Inc. 917 86,015.00 0.00
Cia de Distribucion Integral Logista Holdings SA 7,610 191,606.00 0.01
Cia de Gas de Sao Paulo - COMGAS - Class A (Prefer 8,650 186,735.00 0.01
Cie Financiere Richemont SA 3,367 257,298.00 0.01
Cie Plastic Omnium SA 10,292 288,593.00 0.01
Ciena Corp. 15,386 656,393.00 0.03
CIFI Holdings Group Co., Ltd. 1,950,341 1,270,619.00 0.06
Cimarex Energy Co. 2,347 168,772.00 0.01
Cirrus Logic, Inc. 4,083 163,880.00 0.01
Cisco Systems, Inc. 228,575 11,833,327.00 0.58
Citi Trends, Inc. 2,983 64,559.00 0.00
Citigroup, Inc. 202,275 12,941,580.00 0.63
Citrix Systems, Inc. 1,253 132,206.00 0.01
City Developments Ltd. 70,123 461,678.00 0.02
City Office REIT, Inc. 19,661 216,272.00 0.01
CK Asset Holdings Ltd. 756,689 6,278,284.00 0.31
Cleveland-Cliffs, Inc. 13,896 154,113.00 0.01
CNO Financial Group, Inc. 9,075 154,556.00 0.01
Coca-Cola Amatil Ltd. 24,985 141,283.00 0.01
Coca-Cola Bottlers Japan Holdings, Inc. 23,115 596,496.00 0.03
Coca-Cola HBC AG 7 249.00 0.00
Cochlear Ltd. 29,901 3,618,029.00 0.18
cocokara fine, Inc. 13,342 597,261.00 0.03
Cognizant Technology Solutions Corp. - Class A 90,607 6,431,284.00 0.31
Coles Group Ltd. 85,595 687,923.00 0.03
Collegium Pharmaceutical, Inc. 3,505 61,658.00 0.00
Collins Foods Ltd. 42,300 193,408.00 0.01
Coloplast A/S - Class B 2,318 231,256.00 0.01
Colruyt SA 3,236 230,807.00 0.01
Com2uSCorp 1,155 124,939.00 0.01
Comcast Corp. - Class A 538,922 20,840,113.00 1.02
Comerica, Inc. 5,340 465,167.00 0.02
Comfort Systems USA, Inc. 3,072 164,767.00 0.01
Community Trust Bancorp, Inc. 2,344 100,306.00 0.00
CommVault Systems, Inc. 6,904 465,302.00 0.02
Compass Group PLC 37,979 838,781.00 0.04
Computacenter PLC 6,748 99,407.00 0.00
Comtech Telecommunications Corp. 3,015 79,918.00 0.00
Concho Resources, Inc. 3,093 340,322.00 0.02
CONMED Corp. 987 75,906.00 0.00
ConocoPhillips 545 37,000.00 0.00
CONSOL Energy, Inc. 3,751 142,378.00 0.01
Constellation Software, Inc./Canada 5,808 4,959,979.00 0.24
Construtora Tenda SA 24,080 214,768.00 0.01
Contact Energy Ltd. 141,114 608,439.00 0.03
Continental Building Products, Inc. 4,965 143,141.00 0.01
Continental Resources, Inc./OK 13,502 602,346.00 0.03
Cooper-Standard Holdings, Inc. 6,349 381,692.00 0.02
Copart, Inc. 7,430 435,918.00 0.02
Corcept Therapeutics, Inc. 4,414 55,046.00 0.00
CoreCivic, Inc. 6,304 133,535.00 0.01
CorEnergy Infrastructure Trust, Inc. 2,984 108,806.00 0.01
CoreSite Realty Corp. 1,247 127,518.00 0.01
Cornerstone OnDemand, Inc. 1,939 109,573.00 0.01
Corp. GEO SAB de CV Series B 189 0.00 0.00
Cosan SA 18,525 215,533.00 0.01
Cosmax, Inc. 153 19,963.00 0.00
CoStar Group, Inc. 1,110 507,858.00 0.02
Costco Wholesale Corp. 54,677 11,960,046.00 0.58
Cott Corp. 30,441 456,919.00 0.02
Cousins Properties, Inc. 89,591 852,908.00 0.04
Covestro AG 37,257 2,121,360.00 0.10
Credicorp Ltd. 30,070 7,309,713.00 0.36
Credit Suisse Group AG 244,220 3,011,951.00 0.15
Cree, Inc. 13,750 748,169.00 0.04
CRH PLC (London) 123,892 3,921,990.00 0.19
Criteo SA (Sponsored ADR) 13,566 368,181.00 0.02
CSR Ltd. 81,114 193,251.00 0.01
Ctrip.com International Ltd. (ADR) 54,040 1,844,389.00 0.09
Cub Elecparts, Inc. 1,695 17,056.00 0.00
CubeSmart 341,726 10,470,490.00 0.51
Curtiss-Wright Corp. 1,027 126,624.00 0.01
CVC Brasil Operadora e Agencia de Viagens SA 6,162 95,816.00 0.00
CVR Energy, Inc. 3,323 134,746.00 0.01
CVS Health Corp. 214 12,419.00 0.00
Cypress Semiconductor Corp. 34,741 536,065.00 0.03
CytomX Therapeutics, Inc. 2,100 23,569.00 0.00
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,656 165,071.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,328 103,619.00 0.01
Daiichikosho Co., Ltd. 6,582 325,239.00 0.02
Daito Trust Construction Co., Ltd. 758 105,157.00 0.01
Daiwa Office Investment Corp. 43 291,181.00 0.01
Daiwa Securities Group, Inc. 30,752 156,146.00 0.01
DANISH KRONE 2 0.00 0.00
Danone SA 7,140 539,324.00 0.03
Daqin Railway Co., Ltd. - Class A 1,165,549 1,556,516.00 0.08
Dassault Systemes SE 6,618 967,676.00 0.05
Dave & Buster's Entertainment, Inc. 2,913 149,542.00 0.01
DBS Group Holdings Ltd. 204,354 3,746,578.00 0.18
Deciphera Pharmaceuticals, Inc. 2,044 58,055.00 0.00
Deckers Outdoor Corp. 1,129 167,049.00 0.01
Delek US Holdings, Inc. 4,238 149,956.00 0.01
Delta Air Lines, Inc. 165,800 8,220,364.00 0.40
Deluxe Corp. 2,454 114,219.00 0.01
Denny's Corp. 9,268 161,825.00 0.01
Desarrolladora Homex SAB de CV 227 2.00 0.00
Detour Gold Corp. 23,397 236,831.00 0.01
Deutsche Bank AG 2.170% CPI# 1,790,160 -1,796,302.00 -0.09
Deutsche Pfandbriefbank AG 11,029 135,963.00 0.01
Deutsche Telekom AG 47,123 776,789.00 0.04
Deutsche Wohnen SE 18,518 861,808.00 0.04
Deutz AG 72,330 523,771.00 0.03
Diageo PLC 6,779 262,515.00 0.01
Dialog Semiconductor PLC 2,082 63,418.00 0.00
Digital Realty Trust, Inc. 10,051 1,137,054.00 0.06
Dino Polska SA 1,547 43,806.00 0.00
Direct Line Insurance Group PLC 78,599 371,575.00 0.02
Discover Financial Services 4,462 319,570.00 0.02
Discovery Ltd. 2,441 26,606.00 0.00
DNB ASA 168,783 3,232,861.00 0.16
Dollar General Corp. 92,138 10,914,667.00 0.53
Domtar Corp. 8,948 455,625.00 0.02
DongKook Pharmaceutical Co., Ltd. 3,312 169,360.00 0.01
Dongwon Development Co., Ltd. 49,969 187,073.00 0.01
Dorel Industries, Inc. - Class B 14,662 187,296.00 0.01
Dover Corp. 3,640 329,569.00 0.02
Dr Lal PathLabs Ltd. 13,644 193,099.00 0.01
Dream Global Real Estate Investment Trust 11,670 120,169.00 0.01
Dril-Quip, Inc. 7,088 302,019.00 0.01
DSW, Inc. - Class A 3,849 113,976.00 0.01
Dycom Industries, Inc. 4,510 203,310.00 0.01
E-MART, Inc. 1,373 219,525.00 0.01
Eagle Bancorp, Inc. 2,913 172,435.00 0.01
Eagle Pharmaceuticals, Inc./DE 1,089 54,532.00 0.00
East Japan Railway Co. 2,649 253,784.00 0.01
Eastern & Oriental Bhd 1,732 2.00 0.00
Echo Global Logistics, Inc. 5,556 133,474.00 0.01
Eclat Textile Co., Ltd. 1,335 15,234.00 0.00
EDION Corp. 67,463 604,434.00 0.03
EDP - Energias de Portugal SA 1,343,987 4,927,729.00 0.24
Edwards Lifesciences Corp. 43,385 7,344,646.00 0.36
Electrocomponents PLC 28,546 209,569.00 0.01
Electrolux AB - Class B 8,783 229,595.00 0.01
Elite Material Co., Ltd. 106,177 326,580.00 0.02
Emaar Malls PJSC 18,636 8,906.00 0.00
Emaar Properties PJSC 263,941 352,598.00 0.02
Embraer SA 158,236 803,787.00 0.04
EMCOR Group, Inc. 2,360 170,243.00 0.01
eMemory Technology, Inc. 1,887 16,967.00 0.00
Emergent BioSolutions, Inc. 1,886 110,087.00 0.01
Emirates NBD PJSC 33,877 87,621.00 0.00
Empire State Realty Trust, Inc. - Class A 62,602 952,809.00 0.05
Employers Holdings, Inc. 2,456 102,355.00 0.01
Enagas SA 580 16,548.00 0.00
Enanta Pharmaceuticals, Inc. 1,046 107,338.00 0.01
Endo International PLC 7,942 87,290.00 0.00
Endurance Technologies Ltd. 991 18,031.00 0.00
EnerSys 4,511 333,050.00 0.02
Enghouse Systems Ltd. 7,388 213,969.00 0.01
Engie SA 12,491 188,187.00 0.01
ENN Energy Holdings Ltd. 90,172 930,553.00 0.05
Ennis, Inc. 2,614 55,430.00 0.00
Enterprise Financial Services Corp. 1,347 60,892.00 0.00
Entertainment One Ltd. 160,361 894,058.00 0.04
Entra ASA 19,434 272,467.00 0.01
Entravision Communications Corp. - Class A 26,570 104,953.00 0.01
Envestnet, Inc. 967 59,016.00 0.00
EOG Resources, Inc. 101,663 9,556,382.00 0.47
ePlus, Inc. 816 73,016.00 0.00
EPR Properties 5,977 439,206.00 0.02
Equatorial Energia SA 11,340 247,974.00 0.01
Equinix, Inc. 812 343,960.00 0.02
Equinor ASA 12,762 287,046.00 0.01
Equity Group Holdings PLC/Kenya 67,702 27,657.00 0.00
Ercros SA 24,798 96,429.00 0.00
Erste Group Bank AG 121,743 4,591,222.00 0.22
Essent Group Ltd. 19,124 825,047.00 0.04
Essential Properties Realty Trust, Inc. 34,917 592,541.00 0.03
Essex Property Trust, Inc. 3,244 907,846.00 0.04
EssilorLuxottica SA 37,418 4,528,544.00 0.22
Esso Thailand PCL 222,365 76,915.00 0.00
Estacio Participacoes SA 337,634 2,476,425.00 0.12
Etsy, Inc. 15,007 1,069,601.00 0.05
EUR/USD 2,134,906 709.00 0.00
EUR/USD 2,134,763 755.00 0.00
Eurazeo SE 2,946 221,402.00 0.01
Euro Buxl 30 Yr Bond Futures 68 14,234,860.00 0.70
EURO CURRENCY 5,405,443 6,148,418.00 0.30
Euro Currency Forward 1,785,473 -21,556.00 0.00
Euro Currency Forward -5,892,473 28,619.00 0.00
Euro Currency Forward -1,726,605 8,385.00 0.00
Euro Currency Forward -19,049,173 30,410.00 0.00
Euro Currency Forward -44,877,826 24,700.00 0.00
Euro Currency Forward 3,204,171 24,090.00 0.00
Euro Currency Forward 4,107,000 -37,617.00 0.00
Euro STOXX 50 Index Futures 120 4,499,088.00 0.22
Euro-BOBL Futures 245 36,985,759.00 1.81
Euro-Bund Futures 160 30,085,081.00 1.47
Eurofins Scientific SE 1,196 503,283.00 0.02
Euronext NV 9,406 573,525.00 0.03
Evercore, Inc. - Class A 1,162 107,021.00 0.01
Everest Re Group Ltd. 58,306 13,183,569.00 0.64
EVERTEC, Inc. 5,301 151,721.00 0.01
Exact Sciences Corp. 11,288 1,027,257.00 0.05
Exelon Corp. 4,758 231,198.00 0.01
Expedia Group, Inc. 2,605 321,248.00 0.02
Expeditors International of Washington, Inc. 9,675 725,214.00 0.04
Experian PLC 18,281 475,581.00 0.02
Exxon Mobil Corp. 127,604 10,084,622.00 0.49
F5 Networks, Inc. 1,868 314,092.00 0.02
Fabege AB 28,906 388,103.00 0.02
Fabrinet 1,601 93,672.00 0.00
Facebook, Inc. - Class A 126,896 20,487,419.00 1.00
Faes Farma SA 50,027 188,327.00 0.01
Fair Isaac Corp. 611 151,618.00 0.01
Faurecia SA 9,628 458,655.00 0.02
Federal Agricultural Mortgage Corp. - Class C 542 44,390.00 0.00
Feed One Co., Ltd. 97,193 158,281.00 0.01
Fevertree Drinks PLC 5,577 197,667.00 0.01
Fibra Uno Administracion SA de CV 298,016 414,070.00 0.02
Fidelity National Financial, Inc. 255,789 8,975,636.00 0.44
Fidelity National Information Services, Inc. 80,065 8,659,029.00 0.42
Fidelity Southern Corp. 1,716 55,937.00 0.00
Finisar Corp. 11,269 275,977.00 0.01
First American Financial Corp. 13,260 673,506.00 0.03
First BanCorp/Puerto Rico 11,545 132,892.00 0.01
First Citizens BancShares, Inc./NC - Class A 254 111,070.00 0.01
First Financial Corp./IN 2,342 103,954.00 0.01
First Industrial Realty Trust, Inc. 3,629 121,643.00 0.01
First Quantum Minerals Ltd. 119,300 1,368,023.00 0.07
Firstsource Solutions Ltd. 504,625 308,904.00 0.02
Five Below, Inc. 7,358 885,626.00 0.04
FLSmidth & Co. A/S 10,657 511,405.00 0.02
FMC Corp. 980 87,710.00 0.00
Formosa Plastics Corp. 25,469 84,440.00 0.00
Fortinet, Inc. 2,427 210,723.00 0.01
Forward Air Corp. 1,331 86,108.00 0.00
Fossil Group, Inc. 3,989 62,398.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 6,820 13,026.00 0.00
FPT Corp. Macquarie Bank Ltd. 89,780 171,046.00 0.01
Frasers Logistics & Industrial Trust 163,310 132,987.00 0.01
Fresh Del Monte Produce, Inc. 6,365 176,192.00 0.01
FTI Consulting, Inc. 2,073 153,761.00 0.01
FTSE 100 Index Futures 201 18,873,279.00 0.92
Fu Shou Yuan International Group Ltd. 278,106 242,609.00 0.01
Fubon Financial Holding Co., Ltd. 1,852,141 2,733,784.00 0.13
G-III Apparel Group Ltd. 3,405 121,257.00 0.01
G4S PLC 77,702 216,248.00 0.01
Galenica AG 4,303 195,983.00 0.01
Games Workshop Group PLC 4,545 188,509.00 0.01
Gardner Denver Holdings, Inc. 23,310 625,873.00 0.03
Garmin Ltd. 4,183 351,263.00 0.02
Gates Industrial Corp. PLC 21,191 341,175.00 0.02
Generac Holdings, Inc. 3,009 155,154.00 0.01
General Motors Co. 5,485 216,582.00 0.01
Genesco, Inc. 1,705 82,339.00 0.00
Genesis Energy Ltd. 100,681 191,946.00 0.01
Genmab A/S 2,508 433,013.00 0.02
Genomic Health, Inc. 1,346 102,321.00 0.01
Genpact Ltd. 17,286 574,260.00 0.03
Genworth Financial, Inc. - Class A 21,572 83,484.00 0.00
Genworth MI Canada, Inc. 5,822 196,149.00 0.01
Geo Holdings Corp. 11,074 162,595.00 0.01
Geox SpA 81,183 165,939.00 0.01
Gerdau SA (Preference Shares) 110,355 444,813.00 0.02
Gerresheimer AG 9,846 755,419.00 0.04
Getinge AB - Class B 63,038 744,495.00 0.04
Getty Realty Corp. 2,237 73,710.00 0.00
GF Securities Co., Ltd. - Class H 32,480 54,746.00 0.00
Gigabyte Technology Co., Ltd. 93,165 144,108.00 0.01
Gilead Sciences, Inc. 173,661 11,291,448.00 0.55
Giordano International Ltd. 369,204 182,840.00 0.01
GlaxoSmithKline PLC 6,463 128,820.00 0.01
Glencore PLC 395,174 1,592,146.00 0.08
Global Brass & Copper Holdings, Inc. 3,681 124,256.00 0.01
Global Dominion Access SA 34,745 189,897.00 0.01
Global Unichip Corp. 3,339 22,683.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 35,790 356,116.00 0.02
Globant SA 311 21,427.00 0.00
Globus Medical, Inc. - Class A 2,658 129,436.00 0.01
Glory Ltd. 15,012 367,833.00 0.02
GMS, Inc. 4,252 83,128.00 0.00
Gol Linhas Aereas Inteligentes SA (Preference Shar 15,064 106,920.00 0.01
Goldman Sachs Group, Inc. (The) 50,617 9,956,447.00 0.49
Goodbaby International Holdings Ltd. 1,151,350 415,145.00 0.02
Goodman Group 44,127 401,365.00 0.02
Gossamer Bio, Inc. 6,557 143,139.00 0.01
Gourmet Master Co., Ltd. 2,319 17,315.00 0.00
GPT Group (The) 194,144 806,257.00 0.04
Gran Tierra Energy, Inc. 223,689 504,850.00 0.02
Grand Canyon Education, Inc. 6,632 767,189.00 0.04
Granges AB 18,246 190,836.00 0.01
Granite Construction, Inc. 7,770 361,771.00 0.02
Graphic Packaging Holding Co. 41,662 507,454.00 0.02
Great British Pound Currency Forward 20,925,213 804,897.00 0.04
Great British Pound Currency Forward -19,139,041 -395,113.00 -0.02
Great British Pound Currency Forward 17,746,000 351,655.00 0.02
Great Portland Estates PLC 47,140 475,859.00 0.02
Great Southern Bancorp, Inc. 2,374 134,459.00 0.01
Great Western Bancorp, Inc. 5,325 199,979.00 0.01
Green Dot Corp. - Class A 2,346 151,472.00 0.01
Green REIT PLC 72,124 121,181.00 0.01
Greenbrier Cos., Inc. (The) 1,867 77,049.00 0.00
Greencore Group PLC 35,928 93,401.00 0.00
Greenland Hong Kong Holdings Ltd. 424,181 125,245.00 0.01
Growthpoint Properties Ltd. 197,212 341,276.00 0.02
GrubHub, Inc. 8,150 664,877.00 0.03
Grupo Aval Acciones y Valores SA (ADR) 1,845 14,262.00 0.00
Grupo Cementos de Chihuahua SAB de CV 53,768 292,747.00 0.01
Grupo Financiero Banorte SAB de CV - Class O 85,070 463,178.00 0.02
Grupo Financiero Galicia SA (ADR) 3,021 92,368.00 0.00
GS Engineering & Construction Corp. 2,226 84,679.00 0.00
Guardant Health, Inc. 3,934 262,161.00 0.01
GUD Holdings Ltd. 20,546 184,518.00 0.01
Guidewire Software, Inc. 5,632 516,679.00 0.03
GVC Holdings PLC 186,585 1,623,064.00 0.08
GW Pharmaceuticals PLC (Sponsored ADR) 1,918 330,068.00 0.02
H&R Real Estate Investment Trust 121,973 2,104,962.00 0.10
Haemonetics Corp. 1,852 160,954.00 0.01
Haitong Securities Co., Ltd. - Class H 160,497 212,835.00 0.01
Halliburton Co. 25,442 780,821.00 0.04
Halma PLC 22,485 463,904.00 0.02
Halozyme Therapeutics, Inc. 5,980 103,164.00 0.01
Hana Financial Group, Inc. 100,969 3,485,320.00 0.17
Hana Tour Service, Inc. 294 18,238.00 0.00
Hancock Whitney Corp. 5,013 219,007.00 0.01
Handsome Co., Ltd. 5,380 175,802.00 0.01
Hang Seng Bank Ltd. 21,348 528,678.00 0.03
Hang Seng Index Futures -212 -38,684,808.00 -1.89
Hangzhou Hikvision Digital Technology Co., Ltd. - 82,477 425,896.00 0.02
Hankook Tire Co., Ltd. 41,285 1,567,801.00 0.08
Hanmi Financial Corp. 3,606 83,236.00 0.00
Hanover Insurance Group, Inc. (The) 2,550 302,710.00 0.01
Harsco Corp. 5,080 113,695.00 0.01
Haseko Corp. 15,923 199,541.00 0.01
Hastings Group Holdings PLC 249,439 740,428.00 0.04
Hawaiian Holdings, Inc. 18,419 547,988.00 0.03
HCP, Inc. 34,417 1,059,021.00 0.05
HDFC Bank Ltd. 119,524 3,491,224.00 0.17
Health & Happiness H&H International Holdings Ltd. 109,716 708,934.00 0.03
HealthStream, Inc. 2,492 69,288.00 0.00
HEG Ltd. 3,206 92,296.00 0.00
Heineken NV 482 48,615.00 0.00
Heiwa Real Estate REIT, Inc. 110 121,721.00 0.01
Helen of Troy Ltd. 873 97,955.00 0.00
Hemfosa Fastigheter AB 33,352 284,849.00 0.01
Hengan International Group Co., Ltd. 2,758 22,297.00 0.00
Henkel AG & Co. KGaA (Preference Shares) 11,345 1,133,762.00 0.06
Hennes & Mauritz AB - Class B 6,455 97,849.00 0.00
Hera SpA 62,439 207,889.00 0.01
Heritage Insurance Holdings, Inc. 3,442 51,359.00 0.00
Hershey Co. (The) 2,823 312,477.00 0.02
Hexaware Technologies Ltd. 2,065 10,332.00 0.00
Hexcel Corp. 7,931 572,142.00 0.03
Hikari Tsushin, Inc. 386 69,320.00 0.00
Hillenbrand, Inc. 5,678 251,516.00 0.01
Hilltop Holdings, Inc. 9,228 177,372.00 0.01
Hilton Grand Vacations, Inc. 24,894 791,394.00 0.04
Hitachi Capital Corp. 22,290 528,890.00 0.03
HKT Trust & HKT Ltd. - Class SS 660,717 1,031,930.00 0.05
HMS Holdings Corp. 4,035 139,056.00 0.01
HOCHTIEF AG 1,557 246,824.00 0.01
Hokuhoku Financial Group, Inc. 11,492 126,231.00 0.01
HollyFrontier Corp. 1,338 68,548.00 0.00
Hollysys Automation Technologies Ltd. 1,052 23,291.00 0.00
Home BancShares, Inc./AR 6,924 134,881.00 0.01
Home Depot, Inc. (The) 101,031 18,705,001.00 0.91
Honda Motor Co., Ltd. 116,808 3,298,679.00 0.16
Honeywell International, Inc. 82,830 12,761,618.00 0.62
HONG KONG DOLLAR -8,124,733 -1,035,030.00 -0.05
Hong Kong Exchanges & Clearing Ltd. 5,884 202,822.00 0.01
Horiba Ltd. 3,544 180,135.00 0.01
Horizon Pharma PLC 6,294 182,615.00 0.01
Hota Industrial Manufacturing Co., Ltd. 5,198 20,259.00 0.00
Houghton Mifflin Harcourt Co. 31,112 246,095.00 0.01
Houlihan Lokey, Inc. 3,463 159,250.00 0.01
Housing Development Finance Corp., Ltd. 124,075 3,215,470.00 0.16
Howden Joinery Group PLC 34,337 224,037.00 0.01
Hoya Corp. 14,560 890,189.00 0.04
HP, Inc. 286,710 5,656,788.00 0.28
HSBC Bank USA 2.265% CPI# 21,844,420 -22,071,215.00 -1.08
Hua Hong Semiconductor Ltd. 324,968 759,358.00 0.04
Huaxin Cement Co., Ltd. 1,132,668 3,227,019.00 0.16
Huaxin Cement Co., Ltd. UBS AG 87,507 249,322.00 0.01
Huazhu Group Ltd. (ADR) 3,599 126,243.00 0.01
Hub Group, Inc. - Class A 3,413 146,707.00 0.01
HubSpot, Inc. 3,630 611,219.00 0.03
Huchems Fine Chemical Corp. 2,971 57,893.00 0.00
Hugel, Inc. 1,339 416,969.00 0.02
HUGO BOSS AG 22,369 1,654,373.00 0.08
Hulic Reit, Inc. 317 503,872.00 0.02
Humana AB 25,336 189,007.00 0.01
Hung Sheng Construction Ltd. 70,079 64,084.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntington Bancshares, Inc./OH 17,922 258,256.00 0.01
Huntsman Corp. 2,196 54,451.00 0.00
Huons Co., Ltd. 1,955 127,356.00 0.01
Husky Energy, Inc. 2,234 24,844.00 0.00
Hyster-Yale Materials Handling, Inc. 1,224 82,853.00 0.00
Ibstock PLC 128,082 428,784.00 0.02
ICF International, Inc. 1,645 124,299.00 0.01
Ichigo Office REIT Investment 326 302,028.00 0.01
ICICI Bank Ltd. 350,365 1,729,757.00 0.08
ICICI Lombard General Insurance Co., Ltd. 1,730 22,680.00 0.00
ICON PLC 11,840 1,657,424.00 0.08
ICU Medical, Inc. 296 72,925.00 0.00
IDEX Corp. 5,058 728,857.00 0.04
IDI Insurance Co., Ltd. 3,144 169,192.00 0.01
IHI Corp. 107,332 2,833,032.00 0.14
IMA Industria Macchine Automatiche SpA 2,656 169,435.00 0.01
IMAX China Holding, Inc. 17,704 46,234.00 0.00
Immobiliare Grande Distribuzione SIIQ SpA 14,182 100,551.00 0.00
Imperial Brands PLC 12,638 421,145.00 0.02
Inaba Denki Sangyo Co., Ltd. 4,597 187,356.00 0.01
Incyte Corp. 4,030 347,506.00 0.02
Independence Realty Trust, Inc. 52,599 544,931.00 0.03
Independent Bank Group, Inc. 1,513 87,724.00 0.00
Indiabulls Housing Finance Ltd. 117,528 1,088,628.00 0.05
Indivior PLC 165,026 235,035.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 12,677 263,038.00 0.01
Industrial Bank Co., Ltd. - Class A 110,853 296,145.00 0.01
Industrias Penoles SAB de CV 13,001 172,203.00 0.01
Inficon Holding AG 381 197,448.00 0.01
Infineon Technologies AG 36,972 812,549.00 0.04
Info Edge India Ltd. 1,168 29,199.00 0.00
InfraREIT, Inc. 5,759 122,970.00 0.01
Ingenico Group SA 4,144 277,773.00 0.01
Ingevity Corp. 1,570 180,972.00 0.01
Ingredion, Inc. 4,573 422,773.00 0.02
Inmobiliaria Colonial Socimi SA 70,186 723,413.00 0.04
Innovative Industrial Properties, Inc. 1,721 135,946.00 0.01
Innoviva, Inc. 4,293 67,400.00 0.00
Inogen, Inc. 3,401 365,529.00 0.02
Inpex Corp. 28,948 280,791.00 0.01
Insight Enterprises, Inc. 2,122 118,465.00 0.01
Insperity, Inc. 1,677 211,807.00 0.01
Instone Real Estate Group AG 7,467 162,235.00 0.01
Insulet Corp. 3,680 345,588.00 0.02
Integer Holdings Corp. 1,798 163,613.00 0.01
InterDigital, Inc. 2,380 166,022.00 0.01
InterGlobe Aviation Ltd. 1,205 19,053.00 0.00
Intermediate Capital Group PLC 34,199 475,391.00 0.02
International Bancshares Corp. 4,969 202,863.00 0.01
Intersect ENT, Inc. 1,987 67,542.00 0.00
Intertek Group PLC 29,402 1,983,943.00 0.10
Intertrust NV 32,468 613,000.00 0.03
Invincible Investment Corp. 285 129,732.00 0.01
IPH Ltd. 46,244 198,824.00 0.01
IPSOS 6,196 163,426.00 0.01
Iren SpA 82,795 205,782.00 0.01
iRhythm Technologies, Inc. 374 35,874.00 0.00
iShares Global Timber & Forestry ETF 7,381 470,564.00 0.02
iShares MSCI ACWI ETF 63,275 4,494,460.00 0.22
iShares MSCI Global Metals & Mining Producers ETF 75,431 2,308,963.00 0.11
iShares Russell 2000 ETF 1,464 229,660.00 0.01
Israel Discount Bank Ltd. - Class A 202,576 716,568.00 0.04
iStar, Inc. 11,068 96,849.00 0.00
Itau Unibanco Holding SA (ADR) 37,082 348,572.00 0.02
Itau Unibanco Holding SA (Preference Shares) 21,932 205,714.00 0.01
ITC Ltd. 411,719 1,601,799.00 0.08
Itochu Enex Co., Ltd. 22,372 189,351.00 0.01
J Sainsbury PLC 61,312 186,307.00 0.01
j2 Global, Inc. 2,774 235,823.00 0.01
Jabil, Inc. 3,593 102,048.00 0.00
Jaccs Co., Ltd. 9,489 164,022.00 0.01
Jack Henry & Associates, Inc. 3,090 409,826.00 0.02
Jacobs Engineering Group, Inc. 8,310 613,111.00 0.03
Japan Airlines Co., Ltd. 207,855 7,587,970.00 0.37
Japan Hotel REIT Investment Corp. 452 349,287.00 0.02
Japan Post Holdings Co., Ltd. 1,030 12,530.00 0.00
Japan Real Estate Investment Corp. 49 287,651.00 0.01
Japan Retail Fund Investment Corp. 74 149,888.00 0.01
Japan Tobacco, Inc. 57,275 1,458,693.00 0.07
Japanese Government CPI Linked Bond Series 21 1,225,282,626 11,367,597.00 0.56
Japanese Government CPI Linked Bond Series 22 222,668,662 2,065,555.00 0.10
JAPANESE YEN -117,647,840 -1,055,468.00 -0.05
Japanese Yen Currency Forward -3,028,589,132 718,929.00 0.04
Japanese Yen Currency Forward 5,788,203,000 -496,306.00 -0.02
Japanese Yen Currency Forward -1,527,531,000 306,831.00 0.01
Japanese Yen Currency Forward -4,186,720,032 1,321,157.00 0.06
Japanese Yen Currency Forward 1,283,701,609 -135,292.00 -0.01
Jeronimo Martins SGPS SA 2,147 32,327.00 0.00
John B Sanfilippo & Son, Inc. 1,547 107,496.00 0.01
Johnson & Johnson 152 20,814.00 0.00
Johnson Matthey PLC 41,344 1,696,625.00 0.08
JPMorgan Chase & Co. 186,821 19,496,639.00 0.95
JPMorgan Chase Bank Long: IS1RON9 TRS USD R E IS 660,985 664,602.00 0.03
JPMorgan Chase Bank, NA 2.170% CPI# 1,646,277 -1,651,701.00 -0.08
JPMorgan Chase Bank, NA 2.170% CPI# 10,983,629 -11,020,861.00 -0.54
JPMorgan Chase Bank, NA 2.318% CPI# 9,161,256 -9,251,480.00 -0.45
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 962,772 1,052,816.00 0.05
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 8,527,130 9,110,638.00 0.45
JPMorgan Chase Bank, NA Bloomberg Petroleum Subind 11,389,399 12,584,861.00 0.62
JPMorgan Chase Bank, NA Bloomberg Precious Metals 6,697,425 7,012,415.00 0.34
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 3,493,771 3,402,253.00 0.17
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 704,046 710,580.00 0.03
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 2,040,797 2,059,739.00 0.10
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 4,615,115 4,620,434.00 0.23
JUMBO SA 1,124 18,295.00 0.00
JXTG Holdings, Inc. 987,662 4,613,984.00 0.23
JYP Entertainment Corp. 571 14,465.00 0.00
Jyske Bank A/S 61,374 2,403,272.00 0.12
K12, Inc. 5,293 169,589.00 0.01
Kadant, Inc. 1,041 91,090.00 0.00
Kaga Electronics Co., Ltd. 4,042 78,204.00 0.00
Kajaria Ceramics Ltd. 2,926 22,368.00 0.00
Kakaku.com, Inc. 24,732 476,028.00 0.02
Kansai Electric Power Co., Inc. (The) 15,979 239,264.00 0.01
Kasai Kogyo Co., Ltd. 14,626 121,491.00 0.01
KB Financial Group, Inc. 51,055 2,012,244.00 0.10
Kemper Corp. 2,721 226,115.00 0.01
Kenedix Office Investment Corp. - Class A 24 161,464.00 0.01
Kenedix Residential Investment Corp. 77 126,600.00 0.01
Kerry Group PLC - Class A 7,787 801,011.00 0.04
Keyence Corp. 1,683 984,674.00 0.05
Kforce, Inc. 3,583 132,638.00 0.01
KGHM Polska Miedz SA 2,789 74,569.00 0.00
Kiatnakin Bank PCL 86,299 193,068.00 0.01
Killam Apartment Real Estate Investment Trust 71,638 974,450.00 0.05
Kilroy Realty Corp. 6,930 510,862.00 0.02
Kimball International, Inc. - Class B 3,399 53,345.00 0.00
Kimberly-Clark Corp. 2,173 253,920.00 0.01
Kindred Group PLC (SDR) 18,643 195,376.00 0.01
Kingspan Group PLC 21,982 1,037,796.00 0.05
KION Group AG 5,503 313,176.00 0.02
Knight-Swift Transportation Holdings, Inc. 16,123 542,216.00 0.03
Koh Young Technology, Inc. 1,875 134,389.00 0.01
Kohnan Shoji Co., Ltd. 2,096 53,229.00 0.00
Kokuyo Co., Ltd. 38,869 574,144.00 0.03
Komax Holding AG 648 162,880.00 0.01
Koninklijke Ahold Delhaize NV 33,858 872,609.00 0.04
Koninklijke DSM NV 38,775 4,170,899.00 0.20
Koninklijke Philips NV 15,634 622,119.00 0.03
Koninklijke Volkerwessels NV 9,562 198,498.00 0.01
Kose Corp. 2,272 368,921.00 0.02
Kroger Co. (The) 10,965 321,608.00 0.02
Kronos Worldwide, Inc. 3,847 58,669.00 0.00
Kuehne & Nagel International AG 1,586 206,615.00 0.01
Kulicke & Soffa Industries, Inc. 16,900 394,130.00 0.02
Kumho Petrochemical Co., Ltd. 3,526 299,561.00 0.01
Kweichow Moutai Co., Ltd. - Class A 4,998 564,138.00 0.03
Kyokuto Securities Co., Ltd. 6,506 69,452.00 0.00
Kyudenko Corp. 10,327 354,658.00 0.02
L&T Technology Services Ltd. 13,786 297,082.00 0.01
Largan Precision Co., Ltd. 1,364 191,865.00 0.01
Lazard Ltd. - Class A 12,407 464,394.00 0.02
Lear Corp. 2,665 405,266.00 0.02
Legal & General Group PLC 40,190 149,555.00 0.01
Legrand SA 3,673 242,286.00 0.01
Lennar Corp. - Class A 9,767 468,620.00 0.02
Lennox International, Inc. 3,834 940,331.00 0.05
Lenovo Group Ltd. 224,088 201,701.00 0.01
Leonardo SpA 242,062 2,438,204.00 0.12
LF Corp. 8,097 182,792.00 0.01
LHC Group, Inc. 849 93,158.00 0.00
LIC Housing Finance Ltd. 23,898 160,287.00 0.01
Ligand Pharmaceuticals, Inc. 912 113,198.00 0.01
Lincoln Electric Holdings, Inc. 5,132 443,507.00 0.02
Link REIT 54,890 620,874.00 0.03
Littelfuse, Inc. 3,147 607,784.00 0.03
LivaNova PLC 1,280 119,344.00 0.01
Live Nation Entertainment, Inc. 3,594 203,304.00 0.01
Lloyds Banking Group PLC 321,959 271,115.00 0.01
Localiza Rent a Car SA 22,512 207,075.00 0.01
Lojas Renner SA 5,857 67,495.00 0.00
London Stock Exchange Group PLC 14,555 869,229.00 0.04
Lonza Group AG 1,696 471,228.00 0.02
Louisiana-Pacific Corp. 5,965 150,737.00 0.01
LUKOIL PJSC (Sponsored ADR) 39,269 3,280,940.00 0.16
LUKOIL PJSC (Sponsored ADR) (London) 24,678 2,052,071.00 0.10
Lundin Mining Corp. 162,639 825,588.00 0.04
Luxshare Precision Industry Co., Ltd. - Class A 58,254 182,764.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 1,735 595,751.00 0.03
LyondellBasell Industries NV - Class A 3,464 296,320.00 0.01
Macronix International 377,275 282,643.00 0.01
Madrigal Pharmaceuticals, Inc. 1,939 254,581.00 0.01
Maeil Dairies Co., Ltd. 1,673 117,510.00 0.01
Magna International, Inc. - Class A 218,118 11,501,513.00 0.56
Mahindra & Mahindra Financial Services Ltd. 1,355 7,568.00 0.00
Mail.Ru Group Ltd. (GDR) 726 17,286.00 0.00
Maire Tecnimont SpA 44,633 182,067.00 0.01
MakeMyTrip Ltd. 6,428 181,475.00 0.01
Makino Milling Machine Co., Ltd. 11,463 463,070.00 0.02
Malaysia Airports Holdings Bhd 211,183 423,884.00 0.02
Mallinckrodt PLC 3,252 81,189.00 0.00
Mammoth Energy Services, Inc. 6,516 149,822.00 0.01
Man Group PLC 113,627 207,631.00 0.01
Manappuram Finance Ltd. 115,909 184,275.00 0.01
ManTech International Corp./VA - Class A 2,242 121,889.00 0.01
Mapletree North Asia Commercial Trust 132,874 122,665.00 0.01
Marathon Petroleum Corp. 61,237 3,797,306.00 0.19
Marcus & Millichap, Inc. 4,494 173,587.00 0.01
Masimo Corp. 1,016 133,472.00 0.01
MasTec, Inc. 1,228 53,038.00 0.00
Mastercard, Inc. - Class A 2,252 506,378.00 0.02
MasterCraft Boat Holdings, Inc. 5,879 145,057.00 0.01
Matador Resources Co. 19,623 364,994.00 0.02
Matrix Service Co. 5,920 123,680.00 0.01
MAXIMUS, Inc. 3,263 230,638.00 0.01
MaxLinear, Inc. - Class A 16,189 406,991.00 0.02
McDonald's Corp. 42,663 7,843,276.00 0.38
McKesson Corp. 2,220 282,361.00 0.01
MedEquities Realty Trust, Inc. 5,029 53,564.00 0.00
Mediaset Espana Comunicacion SA 28,781 215,884.00 0.01
Medical Facilities Corp. 15,204 190,760.00 0.01
Medical Properties Trust, Inc. 42,719 778,778.00 0.04
Medidata Solutions, Inc. 824 61,879.00 0.00
Medifast, Inc. 849 108,224.00 0.01
Medpace Holdings, Inc. 1,925 105,779.00 0.01
Medtronic PLC 83,078 7,518,559.00 0.37
Megacable Holdings SAB de CV 134,900 617,083.00 0.03
Melexis NV 2,531 166,821.00 0.01
Merck & Co., Inc. 160,181 13,021,187.00 0.64
Merit Medical Systems, Inc. 1,718 95,788.00 0.00
Meritor, Inc. 10,024 223,346.00 0.01
Merlin Entertainments PLC 77,127 370,217.00 0.02
Merlin Properties Socimi SA 181,153 2,346,578.00 0.11
Methanex Corp. 1,993 112,228.00 0.01
MetLife, Inc. 7,806 352,761.00 0.02
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 25,913 336,353.00 0.02
MGM Growth Properties LLC - Class A 34,074 1,048,142.00 0.05
Michaels Cos., Inc. (The) 23,690 334,976.00 0.02
Microport Scientific Corp. 53,896 47,681.00 0.00
Microsoft Corp. 343,966 38,534,543.00 1.88
Mid-America Apartment Communities, Inc. 173,583 17,979,757.00 0.88
Mini MSCI Emerging Markets Futures 3,182 166,529,970.00 8.14
Mirait Holdings Corp. 8,120 126,860.00 0.01
Mirvac Group 187,258 342,225.00 0.02
Mitra Adiperkasa Tbk PT 222,694 16,780.00 0.00
Mitsubishi Estate Co., Ltd. 19,170 329,308.00 0.02
Mitsubishi UFJ Financial Group, Inc. 981,848 5,095,192.00 0.25
Mitsui Fudosan Co., Ltd. 60,989 1,447,324.00 0.07
Mixi, Inc. 8,134 197,389.00 0.01
Miyazaki Bank Ltd. (The) 6,528 160,752.00 0.01
MKS Instruments, Inc. 1,237 102,531.00 0.01
MLP Saglik Hizmetleri AS 37,646 97,778.00 0.00
MMC Norilsk Nickel PJSC (ADR) 22,006 474,673.00 0.02
Mobile World Investment Corp. Macquarie Bank Ltd. 13,126 49,111.00 0.00
Molina Healthcare, Inc. 3,863 520,188.00 0.03
Momo, Inc. (Sponsored ADR) 1,109 36,789.00 0.00
Moneysupermarket.com Group PLC 52,321 239,129.00 0.01
Monolithic Power Systems, Inc. 397 53,354.00 0.00
Moody's Corp. 237 41,118.00 0.00
Morgan Sindall Group PLC 11,939 211,565.00 0.01
Morgan Stanley 8,244 346,100.00 0.02
Morgan Stanley Capital Services LLC Bloomberg Grai 13,882,786 12,925,705.00 0.63
Morgan Stanley Capital Services LLC Bloomberg Grai 74,871 69,663.00 0.00
Morgan Stanley Capital Services LLC Bloomberg Live 3,293,087 3,265,181.00 0.16
Morinaga Milk Industry Co., Ltd. 15,053 482,599.00 0.02
Mosaic Co. (The) 26,407 825,751.00 0.04
Motor Oil Hellas Corinth Refineries SA 52,156 1,269,566.00 0.06
MRC Global, Inc. 18,360 309,549.00 0.02
MRV Engenharia e Participacoes SA 39,027 141,203.00 0.01
MSCI, Inc. - Class A 1,913 353,448.00 0.02
MSG Networks, Inc. 4,753 114,758.00 0.01
MTU Aero Engines AG 4,664 999,720.00 0.05
Multichoice Group Ltd. 1,147 8,551.00 0.00
Murata Manufacturing Co., Ltd. 3,615 563,896.00 0.03
Muthoot Finance Ltd. 15,836 118,126.00 0.01
My EG Services Bhd 280,040 69,566.00 0.00
MyoKardia, Inc. 1,272 57,072.00 0.00
Myriad Genetics, Inc. 3,254 100,992.00 0.00
Mytilineos Holdings SA 49,372 515,679.00 0.03
Nabtesco Corp. 15,175 402,350.00 0.02
Nantex Industry Co., Ltd. 197,038 204,792.00 0.01
Nanya Technology Corp. 28,664 57,115.00 0.00
Naspers Ltd. - Class N 1,184 255,549.00 0.01
National Beverage Corp. 1,179 80,895.00 0.00
National Grid PLC 23,063 259,908.00 0.01
National Health Investors, Inc. 890 69,462.00 0.00
National Oilwell Varco, Inc. 163,036 4,587,833.00 0.22
National Retail Properties, Inc. 9,811 511,165.00 0.02
National Storage Affiliates Trust 24,662 698,442.00 0.03
National Vision Holdings, Inc. 15,893 534,004.00 0.03
National Western Life Group, Inc. - Class A 379 116,885.00 0.01
Navigant Consulting, Inc. 4,338 89,337.00 0.00
NCI Building Systems, Inc. 11,118 78,054.00 0.00
NCR Corp. 23,241 651,215.00 0.03
NCSoft Corp. 65 26,792.00 0.00
NEC Networks & System Integration Corp. 8,444 204,693.00 0.01
Nektar Therapeutics 1,485 60,216.00 0.00
Nelnet, Inc. - Class A 2,001 109,718.00 0.01
Neogen Corp. 1,317 81,613.00 0.00
Neopost SA 7,585 199,052.00 0.01
Nestle SA 62,526 5,655,810.00 0.28
NET One Systems Co., Ltd. 5,281 123,699.00 0.01
NetScout Systems, Inc. 21,468 587,581.00 0.03
Neurocrine Biosciences, Inc. 6,502 502,283.00 0.02
New Jersey Resources Corp. 2,732 132,261.00 0.01
New Oriental Education & Technology Group, Inc. (S 4,488 368,345.00 0.02
New Relic, Inc. 7,975 843,377.00 0.04
New World Development Co., Ltd. 189,123 301,948.00 0.01
New Zealand Dollar Currency Forward 38,256,862 267,751.00 0.01
New Zealand Dollar Currency Forward 19,291,971 103,290.00 0.01
New Zealand Dollar Currency Forward 39,641,000 -231,512.00 -0.01
New Zealand Dollar Currency Forward 29,577,504 -230,370.00 -0.01
Newcrest Mining Ltd. 18,356 315,693.00 0.02
Nexity SA 3,877 189,142.00 0.01
Nexon Co., Ltd. 11,238 179,213.00 0.01
Nexstar Media Group, Inc. - Class A 2,057 201,114.00 0.01
Next PLC 3,660 246,866.00 0.01
Nexteer Automotive Group Ltd. 6,795 9,675.00 0.00
NGK Spark Plug Co., Ltd. 75,540 1,611,710.00 0.08
NIBC Holding NV 18,935 196,304.00 0.01
NIC, Inc. 5,557 94,979.00 0.00
NICE Information Service Co., Ltd. 18,368 168,903.00 0.01
Nice Ltd. 24,234 2,858,489.00 0.14
Nichirei Corp. 29,977 747,568.00 0.04
Nidec Corp. 4,109 498,414.00 0.02
Nihon Unisys Ltd. 47,990 1,253,084.00 0.06
NIKE, Inc. - Class B 171,693 14,719,240.00 0.72
Nikon Corp. 407,246 6,174,126.00 0.30
Nintendo Co., Ltd. 3,473 952,636.00 0.05
Nippon Accommodations Fund, Inc. 74 369,454.00 0.02
Nippon Building Fund, Inc. 160 1,047,518.00 0.05
Nippon Light Metal Holdings Co., Ltd. 37,878 83,810.00 0.00
Nippon Paper Industries Co., Ltd. 5,836 116,450.00 0.01
Nippon Prologis REIT, Inc. 317 676,108.00 0.03
Nippon Telegraph & Telephone Corp. 196,099 8,475,948.00 0.41
NiSource, Inc. 410,342 11,071,027.00 0.54
NMC Health PLC 3,217 115,330.00 0.01
NMI Holdings, Inc. - Class A 5,717 138,082.00 0.01
NN Group NV 122,029 5,311,397.00 0.26
Noah Holdings Ltd. (Sponsored ADR) 660 38,164.00 0.00
Nobina AB 26,774 185,821.00 0.01
Nokia Oyj 1,165,176 7,046,150.00 0.34
Nokia Oyj (Sponsored ADR) - Class A 1,073,739 6,539,070.00 0.32
Nomad Foods Ltd. 39,391 791,763.00 0.04
Norbord, Inc. 6,890 178,029.00 0.01
Nordson Corp. 5,100 692,376.00 0.03
Norfolk Southern Corp. 50,482 9,051,422.00 0.44
Norsk Hydro ASA 295,364 1,219,057.00 0.06
Northeast Bancorp 3,262 66,173.00 0.00
Northern Star Resources Ltd. 95,070 622,997.00 0.03
Northrop Grumman Corp. 17,099 4,958,026.00 0.24
Northview Apartment Real Estate Investment Trust 13,523 285,176.00 0.01
NorthWestern Corp. 894 61,336.00 0.00
Norwegian Finans Holding ASA 88,617 774,134.00 0.04
NORWEGIAN KRONE 2,656 310.00 0.00
Norwegian Krone Currency Forward 102,269,846 -10,668.00 0.00
Norwegian Krone Currency Forward 128,015,591 193,104.00 0.01
Novanta, Inc. 2,697 220,425.00 0.01
Novatek Microelectronics Corp. 75,440 415,132.00 0.02
Novo Nordisk A/S - Class B 177,561 8,705,047.00 0.43
Nuance Communications, Inc. 41,738 699,959.00 0.03
Nutanix, Inc. - Class A 6,560 328,590.00 0.02
NWS Holdings Ltd. 950,545 2,303,094.00 0.11
Oasis Petroleum, Inc. 42,850 239,531.00 0.01
Oceaneering International, Inc. 15,780 243,801.00 0.01
Oesterreichische Post AG 5,029 199,256.00 0.01
Oil States International, Inc. 15,570 266,869.00 0.01
Old Republic International Corp. 17,521 365,488.00 0.02
Ollie's Bargain Outlet Holdings, Inc. 10,246 903,965.00 0.04
Omega Healthcare Investors, Inc. 21,497 771,776.00 0.04
ONE Gas, Inc. 1,184 102,407.00 0.01
OneMain Holdings, Inc. 11,818 389,994.00 0.02
OneSavings Bank PLC 39,600 206,329.00 0.01
OneSmart International Education Group Ltd. (ADR) 3,101 27,791.00 0.00
Ono Pharmaceutical Co., Ltd. 46,336 952,941.00 0.05
OPAP SA 40,673 416,128.00 0.02
OPKO Health, Inc. 21,318 54,362.00 0.00
Oracle Corp. 302,895 15,789,916.00 0.77
Oracle Corp. Japan 41,949 3,137,348.00 0.15
Origin Energy Ltd. 80,066 418,530.00 0.02
Origin Property PCL - Class F 176,798 41,773.00 0.00
Orion Engineered Carbons SA 17,739 494,388.00 0.02
ORIX Corp. 211,527 3,062,617.00 0.15
Orix JREIT, Inc. 164 270,112.00 0.01
Orkla ASA 670,673 5,286,388.00 0.26
Ormat Technologies, Inc. 1,909 106,619.00 0.01
Orocobre Ltd. 31,156 84,364.00 0.00
Orthofix Medical, Inc. 2,673 163,346.00 0.01
Oshkosh Corp. 6,320 491,759.00 0.02
OSI Systems, Inc. 1,417 123,138.00 0.01
Otsuka Corp. 79,572 2,864,903.00 0.14
Otter Tail Corp. 2,262 113,754.00 0.01
Oversea-Chinese Banking Corp., Ltd. 31,255 254,995.00 0.01
OZ Minerals Ltd. 131,028 954,386.00 0.05
Panalpina Welttransport Holding AG 1,278 199,273.00 0.01
Panasonic Corp. 127,303 1,176,505.00 0.06
Pandora A/S 15,581 817,619.00 0.04
Panin Financial TBK PT 6,589,338 208,758.00 0.01
Par Pacific Holdings, Inc. 3,004 50,775.00 0.00
Parade Technologies Ltd. 1,103 19,462.00 0.00
Park Hotels & Resorts, Inc. 46,442 1,450,868.00 0.07
Parque Arauco SA 60,596 166,316.00 0.01
Partners Group Holding AG 6,536 4,722,490.00 0.23
Patrick Industries, Inc. 2,150 97,207.00 0.00
Patterson Cos., Inc. 2,950 66,531.00 0.00
Patterson-UTI Energy, Inc. 28,607 379,328.00 0.02
Paychex, Inc. 4,710 362,801.00 0.02
Paycom Software, Inc. 353 64,266.00 0.00
PayPal Holdings, Inc. 81,658 8,008,200.00 0.39
PC Connection, Inc. 2,538 102,157.00 0.00
PDL BioPharma, Inc. 12,590 45,702.00 0.00
Peabody Energy Corp. 4,602 141,985.00 0.01
Pebblebrook Hotel Trust 2,836 90,784.00 0.00
Pegasystems, Inc. 1,850 121,594.00 0.01
Penn National Gaming, Inc. 6,612 164,326.00 0.01
Penn Virginia Corp. 668 35,882.00 0.00
Pentair PLC 7,863 334,504.00 0.02
Penumbra, Inc. 5,029 672,276.00 0.03
PepsiCo, Inc. 111,065 12,843,556.00 0.63
Perficient, Inc. 5,479 156,754.00 0.01
Pernod Ricard SA 18,561 3,194,558.00 0.16
Perspecta, Inc. 10,423 219,941.00 0.01
PetroChina Co., Ltd. - Class H 3,994,114 2,641,789.00 0.13
Petrofac Ltd. 17,194 97,381.00 0.00
Petroleo Brasileiro SA (Preference Shares) 339,982 2,449,300.00 0.12
Peugeot SA 249,014 6,331,424.00 0.31
Pfizer, Inc. 449,186 19,472,225.00 0.95
Phibro Animal Health Corp. - Class A 1,912 56,037.00 0.00
Philip Morris International, Inc. 7,688 668,408.00 0.03
Phillips 66 130 12,526.00 0.00
Physicians Realty Trust 14,389 260,011.00 0.01
PICC Property & Casualty Co., Ltd. - Class H 803,082 961,203.00 0.05
Pidilite Industries Ltd. 1,351 21,927.00 0.00
Pieris Pharmaceuticals, Inc. 9,343 28,030.00 0.00
Pilipinas Shell Petroleum Corp. 206,730 195,658.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 64,792 684,946.00 0.03
Pivotal Software, Inc. - Class A 18,935 424,522.00 0.02
Planet Fitness, Inc. 14,756 867,380.00 0.04
PNM Resources, Inc. 13,051 570,069.00 0.03
PolyOne Corp. 14,694 479,318.00 0.02
Polyus PJSC (GDR) 5,231 217,123.00 0.01
Polyus PJSC (GDR) 2,196 90,066.00 0.00
Portland General Electric Co. 14,087 706,340.00 0.03
POSCO 7,626 1,781,795.00 0.09
PotlatchDeltic Corp. 1,912 68,820.00 0.00
POUND STERLING -78,867 -104,605.00 -0.01
Power Assets Holdings Ltd. 2,075 14,406.00 0.00
PRA Health Sciences, Inc. 849 90,907.00 0.00
Premier Oil PLC 360,715 354,746.00 0.02
Premium Leisure Corp. 4,098,668 77,567.00 0.00
Primerica, Inc. 1,141 142,710.00 0.01
Procter & Gamble Co. (The) 143,848 14,176,220.00 0.69
Progress Software Corp. 4,835 177,839.00 0.01
Progressive Corp. (The) 154,144 11,237,097.00 0.55
Prologis, Inc. 25,111 1,759,321.00 0.09
ProPetro Holding Corp. 6,038 119,926.00 0.01
Prudential PLC 77,606 1,636,223.00 0.08
Pure Storage, Inc. - Class A 26,790 548,659.00 0.03
Qantas Airways Ltd. 1,231,130 5,005,235.00 0.24
QEP Resources, Inc. 57,635 447,252.00 0.02
QIAGEN NV 14,523 555,477.00 0.03
Quad/Graphics, Inc. 3,470 50,641.00 0.00
Quanta Services, Inc. 18,154 647,036.00 0.03
Quebecor, Inc. - Class B 145,112 3,525,387.00 0.17
RadNet, Inc. 6,214 84,759.00 0.00
Raia Drogasil SA 1,443 25,135.00 0.00
Rakuten, Inc. 14,459 113,967.00 0.01
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 3,450 181,789.00 0.01
Rational AG 304 199,517.00 0.01
Raytheon Co. 61,331 11,438,231.00 0.56
RE/MAX Holdings, Inc. - Class A 1,459 57,263.00 0.00
Real Gold Mining Ltd. 168,035 0.00 0.00
Realtek Semiconductor Corp. 37,115 212,973.00 0.01
Recipe Unlimited Corp. 8,859 188,766.00 0.01
Reckitt Benckiser Group PLC 76,345 5,830,830.00 0.29
Recruit Holdings Co., Ltd. 21,584 605,119.00 0.03
Red Electrica Corp. SA 3,154 68,160.00 0.00
Redde PLC 82,362 168,232.00 0.01
Regal Beloit Corp. 6,264 524,672.00 0.03
Regency Centers Corp. 217,960 14,221,903.00 0.70
REGENXBIO, Inc. 1,699 87,891.00 0.00
Reinsurance Group of America, Inc. - Class A 4,652 672,167.00 0.03
RELX PLC 137,990 3,167,504.00 0.15
RELX PLC (London) 53,208 1,221,436.00 0.06
Renewable Energy Group, Inc. 3,717 98,771.00 0.00
Rentokil Initial PLC 211,077 980,954.00 0.05
Repco Home Finance Ltd. 17,977 85,000.00 0.00
Repligen Corp. 1,702 101,354.00 0.00
Repsol SA 596,283 10,261,922.00 0.50
Republic Bancorp, Inc./KY - Class A 2,929 132,540.00 0.01
Retail Properties of America, Inc. - Class A 44,313 552,140.00 0.03
Retrophin, Inc. 2,783 62,795.00 0.00
Revance Therapeutics, Inc. 11,005 186,434.00 0.01
REX American Resources Corp. 1,187 94,648.00 0.00
Rexford Industrial Realty, Inc. 11,109 380,842.00 0.02
RH 266 40,996.00 0.00
Rheinmetall AG 8,557 915,621.00 0.04
Richter Gedeon Nyrt 1,204 23,305.00 0.00
Rio Tinto Ltd. 26,980 1,838,903.00 0.09
Rio Tinto PLC 9,341 536,647.00 0.03
RLJ Lodging Trust 30,697 570,054.00 0.03
RMR Group, Inc. (The) - Class A 1,804 129,137.00 0.01
Robert Half International, Inc. 4,330 295,327.00 0.01
Roche Holding AG 47,812 13,269,084.00 0.65
Rogers Communications, Inc. - Class B 3,971 219,457.00 0.01
Roland DG Corp. 2,896 60,744.00 0.00
Ross Stores, Inc. 127,349 12,076,505.00 0.59
Round One Corp. 9,352 121,797.00 0.01
Royal Bank of Canada 10,407 813,382.00 0.04
Royal Bank of Scotland Group PLC 42,370 149,012.00 0.01
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 80,765 2,516,385.00 0.12
Royal Dutch Shell PLC (Sponsored ADR) 203,331 12,933,884.00 0.63
Royal Dutch Shell PLC - Class A 8,742 272,513.00 0.01
Royal Dutch Shell PLC - Class B 387,302 12,149,762.00 0.59
Royal Unibrew A/S 7,747 572,782.00 0.03
RPC, Inc. 32,736 351,913.00 0.02
Rubius Therapeutics, Inc. 13,462 213,777.00 0.01
Rumo SA 14,422 74,719.00 0.00
Rush Enterprises, Inc. - Class A 2,686 112,622.00 0.01
Russell 2000 E-Mini Futures -140 -11,028,500.00 -0.54
Ruth's Hospitality Group, Inc. 4,601 116,969.00 0.01
Ryman Hospitality Properties, Inc. 2,243 181,671.00 0.01
Ryoyo Electro Corp. 12,378 173,465.00 0.01
S&P 500 E-Mini Futures -3,023 -420,907,405.00 -20.57
S&P Global, Inc. 28,708 5,752,221.00 0.28
S&P Mid 400 E-Mini Futures -25 -4,777,000.00 -0.23
S&P/TSX 60 Index Futures -697 -100,888,757.00 -4.93
S&T Bancorp, Inc. 2,358 97,608.00 0.00
S-1 Corp. 178 16,145.00 0.00
S-Oil Corp. 5,933 526,031.00 0.03
SA Corporate Real Estate Ltd. 586,006 152,304.00 0.01
Saab AB - Class B 21,380 733,279.00 0.04
Sabra Health Care REIT, Inc. 14,311 259,332.00 0.01
Safaricom PLC 1,096,054 284,689.00 0.01
Safestore Holdings PLC 18,985 154,235.00 0.01
Saga PLC 134,858 216,610.00 0.01
Sage Therapeutics, Inc. 2,188 348,439.00 0.02
Saia, Inc. 656 43,401.00 0.00
SailPoint Technologies Holding, Inc. 19,802 610,693.00 0.03
Salmar ASA 67,576 3,237,337.00 0.16
Samjin Pharmaceutical Co., Ltd. 4,268 153,501.00 0.01
Sampo Oyj - Class A 7,756 373,161.00 0.02
Samsonite International SA 94,791 281,701.00 0.01
Samsung Card Co., Ltd. 3,047 92,191.00 0.00
Samsung Electronics Co., Ltd. 139,073 5,565,958.00 0.27
Samsung Electronics Co., Ltd. (Preference Shares) 23,814 761,396.00 0.04
Samsung SDI Co., Ltd. 438 92,383.00 0.00
Samyang Foods Co., Ltd. 5,160 299,891.00 0.01
Sanderson Farms, Inc. 1,089 125,466.00 0.01
Sanmina Corp. 3,751 119,827.00 0.01
Sanofi 9,265 772,680.00 0.04
Sany Heavy Industry Co., Ltd. 1,789,615 2,780,959.00 0.14
SAP SE 2,049 219,301.00 0.01
Sarana Menara Nusantara Tbk PT 442,905 24,856.00 0.00
Saras SpA 98,574 195,136.00 0.01
Sarepta Therapeutics, Inc. 3,413 492,350.00 0.02
Sasol Ltd. 14,881 453,925.00 0.02
Sberbank of Russia PJSC (Sponsored ADR) 28,645 365,228.00 0.02
Scandi Standard AB 28,061 198,702.00 0.01
Scandinavian Tobacco Group A/S 30,213 399,075.00 0.02
Scentre Group 21,183 58,264.00 0.00
Schneider Electric SE 12,087 939,263.00 0.05
Schnitzer Steel Industries, Inc. - Class A 4,678 113,686.00 0.01
Scholastic Corp. 5,820 246,244.00 0.01
Science Applications International Corp. 1,878 140,348.00 0.01
SCREEN Holdings Co., Ltd. 11,999 480,335.00 0.02
Sealed Air Corp. 11,609 506,417.00 0.02
Seazen Holdings Co., Ltd. - Class A 20,853 105,477.00 0.01
Segro PLC 59,176 518,999.00 0.03
Selective Insurance Group, Inc. 5,084 335,340.00 0.02
Sempra Energy 1,334 160,774.00 0.01
Semtech Corp. 11,148 613,604.00 0.03
Senao International Co., Ltd. 90,139 102,363.00 0.01
ServiceNow, Inc. 1,517 363,229.00 0.02
Seven & i Holdings Co., Ltd. 5,522 243,061.00 0.01
Seven Bank Ltd. 126,102 368,798.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 66,273 148,931.00 0.01
Shenandoah Telecommunications Co. 1,189 52,841.00 0.00
Shenzhou International Group Holdings Ltd. 54,873 685,826.00 0.03
Sherwin-Williams Co. (The) 808 350,040.00 0.02
Shikoku Bank Ltd. (The) 11,110 103,874.00 0.01
Shinhan Financial Group Co., Ltd. 4,735 184,179.00 0.01
Shionogi & Co., Ltd. 1,947 124,591.00 0.01
Shizuoka Gas Co., Ltd. 21,306 171,399.00 0.01
Shoprite Holdings Ltd. 1,125 13,696.00 0.00
Showa Sangyo Co., Ltd. 4,474 122,742.00 0.01
Showa Shell Sekiyu KK 73,714 1,106,112.00 0.05
Shriram Transport Finance Co., Ltd. 1,367 21,954.00 0.00
Siemens AG 33,516 3,661,490.00 0.18
SIG PLC 121,097 200,623.00 0.01
Signet Jewelers Ltd. 13,456 378,266.00 0.02
Sika AG 4,441 599,975.00 0.03
Silergy Corp. 17,541 313,631.00 0.02
Silicon Laboratories, Inc. 1,303 105,603.00 0.01
Siltronic AG 6,024 588,881.00 0.03
SimCorp A/S 1,535 138,198.00 0.01
Simon Property Group, Inc. 11,027 1,997,652.00 0.10
Sims Metal Management Ltd. 24,468 196,520.00 0.01
SINGAPORE DOLLAR 0 0.00 0.00
Singapore Exchange Ltd. 251,907 1,458,784.00 0.07
Sinotruk Hong Kong Ltd. 61,496 111,895.00 0.01
Sirius XM Holdings, Inc. 51,202 303,630.00 0.01
SiteOne Landscape Supply, Inc. 6,124 328,920.00 0.02
SK Hynix, Inc. 28,939 1,797,988.00 0.09
Skechers U.S.A., Inc. - Class A 13,629 458,343.00 0.02
SkyWest, Inc. 10,199 551,183.00 0.03
Sleep Number Corp. 2,994 130,708.00 0.01
SM Energy Co. 50,721 828,788.00 0.04
SM Prime Holdings, Inc. 214,378 158,794.00 0.01
Soft-World International Corp. 36,387 85,050.00 0.00
Softbank Corp. 11,439 142,648.00 0.01
Softcat PLC 11,550 116,448.00 0.01
Sojitz Corp. 58,659 216,281.00 0.01
Sonic Healthcare Ltd. 92,777 1,589,319.00 0.08
Sotheby's 9,917 435,058.00 0.02
SOUTH KOREAN WON 15,415 13.00 0.00
Southwest Gas Holdings, Inc. 6,584 539,557.00 0.03
SP Plus Corp. 2,847 97,944.00 0.00
Spar Nord Bank A/S 21,095 181,397.00 0.01
SpareBank 1 Nord Norge 23,581 192,303.00 0.01
SpareBank 1 SMN 18,747 204,328.00 0.01
SpareBank 1 SR-Bank ASA 47,442 529,201.00 0.03
Spark Energy, Inc. 10,429 104,190.00 0.01
SpartanNash Co. 4,106 77,935.00 0.00
SPDR S&P 500 ETF Trust 106,123 29,574,357.00 1.45
SPI 200 Futures -106 -11,561,491.00 -0.57
Spin Master Corp. 16,467 560,752.00 0.03
Splunk, Inc. 3,528 479,384.00 0.02
SPS Commerce, Inc. 885 94,603.00 0.00
SRC Energy, Inc. 17,057 78,465.00 0.00
St Barbara Ltd. 55,400 174,911.00 0.01
St. Shine Optical Co., Ltd. 25,290 474,010.00 0.02
STAG Industrial, Inc. 47,474 1,314,103.00 0.06
Stamps.com, Inc. 836 78,600.00 0.00
State Bank of India 42,485 160,945.00 0.01
Steelcase, Inc. - Class A 23,743 415,743.00 0.02
Stepan Co. 513 48,322.00 0.00
Sterling Bancorp/DE 25,150 511,299.00 0.02
Stifel Financial Corp. 10,958 596,463.00 0.03
Stoneridge, Inc. 2,724 80,555.00 0.00
Strategic Education, Inc. 1,582 206,992.00 0.01
Sturm Ruger & Co., Inc. 2,251 128,202.00 0.01
Subaru Corp. 197,447 5,030,795.00 0.25
Suez 45,560 582,224.00 0.03
SUMCO Corp. 30,385 387,403.00 0.02
Sumitomo Metal Mining Co., Ltd. 10,393 304,730.00 0.01
Sumitomo Mitsui Financial Group, Inc. 92,169 3,275,091.00 0.16
Sumitomo Realty & Development Co., Ltd. 14,688 549,808.00 0.03
Summit Hotel Properties, Inc. 6,661 75,876.00 0.00
Summit Materials, Inc. - Class A 3,610 61,386.00 0.00
Sun Communities, Inc. 14,040 1,594,550.00 0.08
Sun Hung Kai & Co., Ltd. 336,708 177,587.00 0.01
Sun Hung Kai Properties Ltd. 51,253 849,775.00 0.04
Sunny Friend Environmental Technology Co., Ltd. 12,517 100,042.00 0.00
Sunny Optical Technology Group Co., Ltd. 25,103 297,384.00 0.01
Sunstone Hotel Investors, Inc. 8,041 121,023.00 0.01
Super Retail Group Ltd. 34,394 180,706.00 0.01
Superior Plus Corp. 21,410 184,010.00 0.01
Supernus Pharmaceuticals, Inc. 2,723 111,237.00 0.01
Surmodics, Inc. 768 44,855.00 0.00
Sushiro Global Holdings Ltd. 14,513 914,612.00 0.04
SVB Financial Group 2,157 533,124.00 0.03
Svenska Handelsbanken AB - Class A 61,466 700,251.00 0.03
SWAP STANDARD CHARTERED BANK L CUSIP CREATION 131,295 131,295.00 0.01
Swedbank AB - Class A 41,117 754,818.00 0.04
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 127,332,000 38,537.00 0.00
Swire Properties Ltd. 141,878 569,524.00 0.03
SWISS FRANC 239,921 240,389.00 0.01
Swiss Franc Currency Forward -25,550,617 257,265.00 0.01
Swiss Franc Currency Forward -30,618,089 -244,173.00 -0.01
Swiss Re AG 15,582 1,540,320.00 0.08
Synchrony Financial 232,719 7,588,966.00 0.37
Syncmold Enterprise Corp. 65,118 160,538.00 0.01
SYNNEX Corp. 1,462 143,455.00 0.01
Synovus Financial Corp. 19,815 786,287.00 0.04
Syrah Resources Ltd. 116,267 112,904.00 0.01
T-Gaia Corp. 8,034 146,209.00 0.01
T-Mobile US, Inc. 98,765 7,131,820.00 0.35
Tableau Software, Inc. - Class A 5,430 716,217.00 0.04
Tactile Systems Technology, Inc. 1,175 89,325.00 0.00
Tailored Brands, Inc. 5,522 71,575.00 0.00
Taisei Corp. 45,801 2,164,704.00 0.11
Taiwan Semiconductor Manufacturing Co., Ltd. 493,052 3,783,547.00 0.18
Take-Two Interactive Software, Inc. 1,821 158,900.00 0.01
Target Corp. 4,091 297,232.00 0.01
Tatneft PJSC (Sponsored ADR) 36,297 2,535,720.00 0.12
Tatneft PJSC (Sponsored ADR) (London) 24,419 1,722,902.00 0.08
Taylor Morrison Home Corp. - Class A 24,676 413,816.00 0.02
TCF Financial Corp. 6,856 157,011.00 0.01
TCI Co., Ltd. 163,175 2,475,115.00 0.12
TCS Group Holding PLC (GDR) 8,493 157,123.00 0.01
TeamLease Services Ltd. 4,102 163,011.00 0.01
Tecan Group AG 3,333 755,632.00 0.04
Tech Data Corp. 1,590 162,572.00 0.01
TEGNA, Inc. 5,537 72,926.00 0.00
Teladoc Health, Inc. 12,578 809,532.00 0.04
Telecom Plus PLC 10,246 192,682.00 0.01
Telenor ASA 11,047 215,437.00 0.01
Teleperformance 29,139 5,199,470.00 0.25
Telephone & Data Systems, Inc. 2,394 76,741.00 0.00
TELUS Corp. 8,115 294,787.00 0.01
Temenos AG 4,583 662,630.00 0.03
Tencent Holdings Ltd. 95,161 4,075,101.00 0.20
Terex Corp. 8,350 280,476.00 0.01
Tesco PLC 518,582 1,556,088.00 0.08
Test Research, Inc. 47,339 78,548.00 0.00
Tetra Tech, Inc. 3,130 187,865.00 0.01
Teva Pharmaceutical Industries Ltd. 554 9,356.00 0.00
Teva Pharmaceutical Industries Ltd. (Sponsored ADR 299,103 5,033,916.00 0.25
Texas Capital Bancshares, Inc. 9,906 604,604.00 0.03
Texas Instruments, Inc. 118,361 12,520,247.00 0.61
Texas Pacific Land Trust 99 73,645.00 0.00
Texas Roadhouse, Inc. - Class A 2,496 158,045.00 0.01
Thales SA 1,300 159,972.00 0.01
Thor Industries, Inc. 706 45,607.00 0.00
Tianneng Power International Ltd. 132,147 129,498.00 0.01
Tieto Oyj 6,487 191,830.00 0.01
Times China Holdings Ltd. 910,437 1,181,765.00 0.06
Tisco Financial Group PCL 70,843 196,709.00 0.01
Titan Machinery, Inc. 5,045 96,931.00 0.00
TJX Cos., Inc. (The) 308,198 15,807,475.00 0.77
TKH Group NV 10,375 508,133.00 0.02
TLG Immobilien AG 9,900 287,366.00 0.01
TMK PJSC (GDR) 37,687 109,292.00 0.01
Toei Animation Co., Ltd. 17,635 701,225.00 0.03
Tokyo Electric Power Co. Holdings, Inc. 3,836 23,936.00 0.00
Tokyo Gas Co., Ltd. 13,541 373,303.00 0.02
Tokyu Construction Co., Ltd. 9,511 81,464.00 0.00
TOMONY Holdings, Inc. 22,646 84,482.00 0.00
Tongda Group Holdings Ltd. 601,459 66,566.00 0.00
TopBuild Corp. 1,651 98,267.00 0.00
Topix Index Futures 452 65,324,753.00 3.19
Toronto-Dominion Bank (The) 13,419 769,494.00 0.04
Tosoh Corp. 410,535 6,069,930.00 0.30
TOTAL SA 54,015 3,074,499.00 0.15
Total System Services, Inc. 81,658 7,708,515.00 0.38
Towa Bank Ltd. (The) 20,232 129,182.00 0.01
Tower Bersama Infrastructure Tbk PT 415,143 117,205.00 0.01
Tower International, Inc. 5,297 135,887.00 0.01
Toyo Tire & Rubber Co., Ltd. 37,157 474,904.00 0.02
Trade Desk, Inc. (The) - Class A 4,603 909,430.00 0.04
TransCanada Corp. 4,287 191,742.00 0.01
Transmissora Alianca de Energia Eletrica SA 117,770 782,597.00 0.04
Transurban Group 68,472 605,822.00 0.03
TravelSky Technology Ltd. - Class H 8,015 23,242.00 0.00
Treasury Wine Estates Ltd. 49,172 522,341.00 0.03
Trend Micro, Inc./Japan 2,577 127,475.00 0.01
Trex Co., Inc. 2,181 163,470.00 0.01
Trinseo SA 10,902 547,179.00 0.03
Tripod Technology Corp. 39,468 120,901.00 0.01
Tritax Big Box REIT PLC 181,581 342,739.00 0.02
TrueBlue, Inc. 4,512 103,880.00 0.01
TRY/EUR 6,049,756 2,598.00 0.00
Tsumura & Co. 13,876 438,705.00 0.02
TTM Technologies, Inc. 7,974 96,652.00 0.00
Tupras Turkiye Petrol Rafinerileri AS 22,888 614,581.00 0.03
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 88,403 147,245.00 0.01
Turkiye Sise ve Cam Fabrikalari AS 81,856 103,164.00 0.01
Tutor Perini Corp. 21,681 408,041.00 0.02
Twenty-First Century Fox, Inc. - Class B 6,772 339,702.00 0.02
Twilio, Inc. - Class A 5,700 693,633.00 0.03
U.S. T-Note 10 Yr (CBT) Futures 794 96,868,000.00 4.74
U.S. T-Note 2 Yr (CBT) Futures 510 108,219,609.00 5.29
U.S. Treasury Bill 4,000,000 3,992,950.00 0.20
U.S. Treasury Bill 4,000,000 3,991,122.00 0.20
U.S. Treasury Inflation Index 9,300,708 8,943,212.00 0.44
U.S. Treasury Inflation Index 17,981,390 17,666,715.00 0.86
U.S. Ultra Bond (CBT) Futures 198 31,599,562.00 1.54
Ube Industries Ltd. 8,732 198,574.00 0.01
Ubiquiti Networks, Inc. 695 100,493.00 0.00
Ubisoft Entertainment SA 2,095 151,078.00 0.01
UBS AG FTSE EPRANAREIT Developed Real Estate Index 64,897,383 -72,821,543.00 -3.56
Ulta Salon Cosmetics & Fragrance, Inc. 16,567 5,177,021.00 0.25
Ultragenyx Pharmaceutical, Inc. 6,086 390,367.00 0.02
Umpqua Holdings Corp. 36,169 657,556.00 0.03
Uni-President China Holdings Ltd. 654,394 582,019.00 0.03
Unibail-Rodamco-Westfield 6,724 1,085,056.00 0.05
Unicaja Banco SA 355,854 416,288.00 0.02
Unicharm Corp. 149,947 4,776,353.00 0.23
Unilever PLC 27,770 1,478,427.00 0.07
Union Pacific Corp. 240 40,383.00 0.00
Unipol Gruppo SpA 23,835 108,568.00 0.01
Unisys Corp. 6,888 93,059.00 0.00
UNITE Group PLC (The) 31,952 387,895.00 0.02
United Rentals, Inc. 3,660 492,599.00 0.02
UnitedHealth Group, Inc. 75,358 18,253,214.00 0.89
Universal Display Corp. 4,290 640,239.00 0.03
Universal Insurance Holdings, Inc. 4,384 171,178.00 0.01
UOL Group Ltd. 54,804 268,415.00 0.01
Urbi Desarrollos Urbanos SAB de CV 24 2.00 0.00
US DOLLAR 21,485,113 21,485,113.00 1.05
US Foods Holding Corp. 267,246 9,417,781.00 0.46
USANA Health Sciences, Inc. 763 75,224.00 0.00
V-Mart Retail Ltd. 469 17,041.00 0.00
Vale SA 13,870 173,927.00 0.01
Vale SA (Sponsored ADR) - Class B 75,109 937,369.00 0.05
Valeo SA 21,242 667,954.00 0.03
Valero Energy Corp. 1,158 94,487.00 0.00
Vanda Pharmaceuticals, Inc. 4,105 83,102.00 0.00
VanEck Vectors Agribusiness ETF 19,785 1,226,532.00 0.06
VanEck Vectors Gold Miners ETF 22,736 505,656.00 0.02
Vectrus, Inc. 2,151 58,002.00 0.00
Vectura Group PLC 205,676 212,463.00 0.01
Vedanta Ltd. 60,257 144,620.00 0.01
Vera Bradley, Inc. 6,645 63,466.00 0.00
Verint Systems, Inc. 13,687 728,854.00 0.04
Verizon Communications, Inc. 257,110 14,634,752.00 0.72
Verso Corp. 5,202 102,223.00 0.00
Vertex Pharmaceuticals, Inc. 28,546 5,388,156.00 0.26
Vestas Wind Systems A/S 10,272 855,872.00 0.04
Viavi Solutions, Inc. 6,604 86,721.00 0.00
Victrex PLC 12,188 379,111.00 0.02
Vieworks Co., Ltd. 645 19,679.00 0.00
Village Super Market, Inc. - Class A 3,251 99,669.00 0.00
Vincom Retail JSC Deutsche Bank AG 116,209 165,297.00 0.01
Vincom Retail JSC Macquarie Bank Ltd. 21,557 30,663.00 0.00
Visa, Inc. - Class A 145,787 21,594,042.00 1.06
Vistra Energy Corp. 3,612 94,075.00 0.00
Vital KSK Holdings, Inc. 17,667 178,452.00 0.01
Vitasoy International Holdings Ltd. 6,156 26,583.00 0.00
VMware, Inc. - Class A 42,256 7,260,121.00 0.35
Vocera Communications, Inc. 975 32,328.00 0.00
Voltronic Power Technology Corp. 1,248 23,250.00 0.00
Volvo AB - Class B 17,115 251,735.00 0.01
Vonage Holdings Corp. 13,951 143,423.00 0.01
Vonovia SE 40,000 1,936,082.00 0.09
VRL Logistics Ltd. 13,920 47,278.00 0.00
VTech Holdings Ltd. 18,647 195,456.00 0.01
W&T Offshore, Inc. 9,084 47,330.00 0.00
Wabash National Corp. 2,820 41,851.00 0.00
Waddell & Reed Financial, Inc. - Class A 3,514 65,048.00 0.00
Walker & Dunlop, Inc. 3,548 197,984.00 0.01
Walmart, Inc. 147,270 14,578,286.00 0.71
Walt Disney Co. (The) 103,058 11,629,159.00 0.57
Warrior Met Coal, Inc. 6,119 179,165.00 0.01
Warsaw Stock Exchange 17,714 187,989.00 0.01
Washington H Soul Pattinson & Co., Ltd. 2,608 54,485.00 0.00
Watkin Jones PLC 63,612 184,352.00 0.01
Wayfair, Inc. - Class A 4,540 752,187.00 0.04
Webster Financial Corp. 8,631 495,592.00 0.02
Weichai Power Co., Ltd. - Class H 126,565 176,208.00 0.01
Weight Watchers International, Inc. 1,045 21,148.00 0.00
WellCare Health Plans, Inc. 1,581 400,997.00 0.02
Wells Fargo & Co. 346,818 17,302,763.00 0.85
Wesfarmers Ltd. 135,913 3,204,051.00 0.16
Western Alliance Bancorp 3,439 159,144.00 0.01
Western Areas Ltd. 139,356 226,531.00 0.01
Western Forest Products, Inc. 129,622 179,271.00 0.01
Westlake Chemical Corp. 60,121 4,200,654.00 0.21
Westpac Banking Corp. 25,016 478,851.00 0.02
WH Group Ltd. 1,609,085 1,426,864.00 0.07
Wharf Holdings Ltd. (The) 14,030 43,889.00 0.00
Wharf Real Estate Investment Co., Ltd. 446,699 3,136,372.00 0.15
Whitehaven Coal Ltd. 63,529 198,288.00 0.01
Whiting Petroleum Corp. 11,406 277,967.00 0.01
Williams-Sonoma, Inc. 785 45,702.00 0.00
Wingstop, Inc. 2,185 145,594.00 0.01
Winnebago Industries, Inc. 2,658 86,758.00 0.00
Wintrust Financial Corp. 8,911 656,541.00 0.03
Wirecard AG 3,396 464,496.00 0.02
WNS Holdings Ltd. (ADR) 1,927 101,777.00 0.00
Wolters Kluwer NV 14,643 964,960.00 0.05
Wolverine World Wide, Inc. 3,055 109,256.00 0.01
Woodside Petroleum Ltd. 1,266 32,454.00 0.00
Woolworths Group Ltd. 1,352 27,547.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 34,723 370,884.00 0.02
Xenia Hotels & Resorts, Inc. 7,880 153,908.00 0.01
Xerox Corp. 301,748 9,324,013.00 0.46
Xilinx, Inc. 94,410 11,829,573.00 0.58
Xperi Corp. 4,122 98,932.00 0.00
Xylem, Inc./NY 4,807 363,236.00 0.02
Y-mAbs Therapeutics, Inc. 2,323 50,314.00 0.00
Yageo Corp. 14,259 158,749.00 0.01
Yamato Kogyo Co., Ltd. 62,561 1,731,676.00 0.08
Yandex NV - Class A 8,925 307,036.00 0.02
Yes Bank Ltd. 14,134 46,271.00 0.00
Yestar Healthcare Holdings Co., Ltd. 216,435 47,975.00 0.00
YETI Holdings, Inc. 4,066 97,544.00 0.00
Yihai International Holding Ltd. 241,308 761,358.00 0.04
YPF SA (Sponsored ADR) 11,516 162,844.00 0.01
Yuasa Trading Co., Ltd. 5,569 168,148.00 0.01
Yurtec Corp. 22,271 179,825.00 0.01
Zendesk, Inc. 8,290 655,075.00 0.03
Zhejiang Dahua Technology Co., Ltd. - Class A 81,493 193,016.00 0.01
Zions Bancorp NA 14,001 715,451.00 0.03
Zoetis, Inc. 110,856 10,445,989.00 0.51
ZTO Express Cayman, Inc. (ADR) 2,206 43,873.00 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.