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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June Holdings (as of 6/30/2019)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 161 16,236,781.00 0.80
10 Yr Canadian Bond Futures -143 -15,607,643.00 -0.77
10 Yr Japan Bond (OSE) Futures 24 34,247,553.00 1.69
1st Source Corp. 1,591 73,831.00 0.00
51job, Inc. (ADR) 616 46,545.00 0.00
58.com, Inc. (ADR) 2,730 169,740.00 0.01
a2 Milk Co., Ltd. 7,575 74,880.00 0.00
AAR Corp. 9,599 353,147.00 0.02
Aaron's, Inc. 2,723 167,244.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 10,611,530 10,611,530.00 0.52
AB Fixed Income Shares, Inc. - Government Money Ma 71,294,946 71,294,946.00 3.52
AbbVie, Inc. 2,510 182,580.00 0.01
Abcam PLC 16,732 313,218.00 0.02
Accenture PLC - Class A 1,381 255,172.00 0.01
ACCO Brands Corp. 11,987 94,343.00 0.00
Ace Hardware Indonesia Tbk PT 236,741 30,333.00 0.00
Adani Ports and Special Economic Zone Ltd. 29,152 173,234.00 0.01
Addcn Technology Co., Ltd. 8,403 74,713.00 0.00
Addus HomeCare Corp. 1,078 80,797.00 0.00
adidas AG 16,902 5,228,981.00 0.26
Admiral Group PLC 23,285 652,964.00 0.03
ADO Properties SA 20,362 842,360.00 0.04
Adobe, Inc. 19,570 5,766,331.00 0.28
Adtalem Global Education, Inc. 3,712 167,226.00 0.01
Advanced Energy Industries, Inc. 2,372 133,497.00 0.01
Advanced Micro Devices, Inc. 24,139 733,101.00 0.04
Advantest Corp. 9,046 249,052.00 0.01
Aecon Group, Inc. 13,313 194,885.00 0.01
AEON REIT Investment Corp. 104 133,193.00 0.01
AerCap Holdings NV 27,399 1,425,033.00 0.07
Aerie Pharmaceuticals, Inc. 2,039 60,256.00 0.00
Aeroflot PJSC (GDR) 7,326 59,151.00 0.00
AG Mortgage Investment Trust, Inc. 4,005 63,679.00 0.00
Agnico Eagle Mines Ltd. 12,900 661,416.00 0.03
Agree Realty Corp. 6,749 432,278.00 0.02
Agricultural Bank of China Ltd. - Class H 587,746 245,987.00 0.01
AIA Group Ltd. 375,165 4,051,372.00 0.20
Aimmune Therapeutics, Inc. 12,235 254,745.00 0.01
Air New Zealand Ltd. 307,908 548,914.00 0.03
Air Water, Inc. 39,350 675,584.00 0.03
Airbus SE 12,320 1,743,632.00 0.09
Airports Corp. Of Vietnam Jsc 6,216 25,874.00 0.00
Aisan Industry Co., Ltd. 11,468 72,782.00 0.00
Akatsuki, Inc. 8,191 443,268.00 0.02
Aker BP ASA 24,424 704,436.00 0.03
Aker Solutions ASA 40,557 166,521.00 0.01
Alamo Group, Inc. 742 74,226.00 0.00
Alaris Royalty Corp. 12,816 184,094.00 0.01
Alaska Air Group, Inc. 10,149 648,622.00 0.03
Alcoa Corp. 13,494 315,894.00 0.02
Alcoa Corp. 24,943 583,930.00 0.03
Aldar Properties PJSC 282,928 145,856.00 0.01
Alexandria Real Estate Equities, Inc. 6,439 908,509.00 0.04
Alibaba Group Holding Ltd. (Sponsored ADR) 46,672 7,908,647.00 0.39
Alimentation Couche-Tard, Inc. - Class B 534 33,662.00 0.00
Allakos, Inc. 1,069 46,352.00 0.00
ALLETE, Inc. 2,590 215,581.00 0.01
Alliant Energy Corp. 12,913 633,770.00 0.03
Allianz SE 8,065 1,945,091.00 0.10
Allied Properties Real Estate Investment Trust 11,836 428,143.00 0.02
Allison Transmission Holdings, Inc. 3,005 139,326.00 0.01
Allogene Therapeutics, Inc. 8,610 231,189.00 0.01
Alphabet, Inc. - Class A 82 89,147.00 0.00
Alphabet, Inc. - Class C 36,143 39,067,499.00 1.93
Altran Technologies SA 59,365 942,111.00 0.05
Altria Group, Inc. 186,027 8,808,380.00 0.43
Altus Group Ltd./Canada 9,394 230,063.00 0.01
Aluminum Corp. of China Ltd. - Class H 241,376 85,735.00 0.00
Amadeus Fire AG 1,429 194,599.00 0.01
Amadeus IT Group SA - Class A 26,465 2,097,283.00 0.10
Amazon.com, Inc. 148 281,911.00 0.01
Ambac Financial Group, Inc. 4,832 81,424.00 0.00
Amdocs Ltd. 7,090 440,218.00 0.02
Amedisys, Inc. 7,185 872,366.00 0.04
American Assets Trust, Inc. 3,831 180,530.00 0.01
American Campus Communities, Inc. 11,875 548,150.00 0.03
American Campus Communities, Inc. 10,935 504,773.00 0.02
American Electric Power Co., Inc. 176,278 15,514,226.00 0.77
American Equity Investment Life Holding Co. 5,722 155,428.00 0.01
American Financial Group, Inc./OH 5,072 519,727.00 0.03
American Homes 4 Rent - Class A 28,049 681,889.00 0.03
American International Group, Inc. 4,078 217,291.00 0.01
Americold Realty Trust 19,977 647,662.00 0.03
Americold Realty Trust 7,480 242,501.00 0.01
AMETEK, Inc. 7,106 645,509.00 0.03
Amgen, Inc. 1,074 197,945.00 0.01
AMN Healthcare Services, Inc. 3,566 193,506.00 0.01
Amphastar Pharmaceuticals, Inc. 2,694 56,882.00 0.00
Anaplan, Inc. 7,572 382,158.00 0.02
AngioDynamics, Inc. 1,693 33,346.00 0.00
Anglo American PLC 2,999 85,679.00 0.00
Anhui Conch Cement Co., Ltd. - Class A 7,624 46,124.00 0.00
Anhui Conch Cement Co., Ltd. - Class H 48,251 301,926.00 0.01
Ansell Ltd. 37,566 709,320.00 0.03
ANSYS, Inc. 3,680 753,737.00 0.04
Anthem, Inc. 44,899 12,670,946.00 0.63
Antofagasta PLC 47,093 556,273.00 0.03
Apartment Investment & Management Co. - Class A 12,488 625,913.00 0.03
APERAM SA 3,283 92,379.00 0.00
Apergy Corp. 3,474 116,532.00 0.01
APG SGA SA 540 153,031.00 0.01
Apollo Hospitals Enterprise Ltd. 47,423 938,188.00 0.05
Apollo Tyres Ltd. 164,773 477,298.00 0.02
Appfolio, Inc. - Class A 615 62,941.00 0.00
Apple, Inc. 172,427 34,126,833.00 1.68
Applied Industrial Technologies, Inc. 2,290 140,923.00 0.01
Aptiv PLC 8,237 665,825.00 0.03
AquaVenture Holdings Ltd. 1,324 26,459.00 0.00
ArcBest Corp. 3,852 108,307.00 0.01
Arch Coal, Inc. 1,389 130,931.00 0.01
Arcs Co., Ltd. 7,527 150,358.00 0.01
Arena Pharmaceuticals, Inc. 6,118 358,750.00 0.02
Ares Management Corp. - Class A 19,475 509,660.00 0.03
Argo Group International Holdings Ltd. 869 64,355.00 0.00
Arista Networks, Inc. 1,880 488,085.00 0.02
Aristocrat Leisure Ltd. 36,032 778,881.00 0.04
Arjo AB - Class B 49,477 224,048.00 0.01
Arkema SA 110 10,252.00 0.00
Armada Hoffler Properties, Inc. 39,815 658,938.00 0.03
Armstrong World Industries, Inc. 7,990 776,628.00 0.04
Aroundtown SA 125,923 1,038,892.00 0.05
Array BioPharma, Inc. 9,921 459,650.00 0.02
Arrowhead Pharmaceuticals, Inc. 4,261 112,938.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 2,759 317,804.00 0.02
ASGN, Inc. 2,294 139,020.00 0.01
Ashmore Group PLC 35,220 227,855.00 0.01
Ashtead Group PLC 13,937 399,322.00 0.02
ASMedia Technology, Inc. 1,786 27,904.00 0.00
ASML Holding NV 20,933 4,356,014.00 0.21
ASPEED Technology, Inc. 5,721 109,076.00 0.01
Aspen Technology, Inc. 8,527 1,059,815.00 0.05
ASR Nederland NV 114,332 4,645,464.00 0.23
Assa Abloy AB - Class B 17,086 385,507.00 0.02
Associated Banc-Corp. 19,640 415,189.00 0.02
Assura PLC 400,856 324,785.00 0.02
Assured Guaranty Ltd. 3,951 166,278.00 0.01
Astellas Pharma, Inc. 339,181 4,833,590.00 0.24
Astral Foods Ltd. 14,536 159,983.00 0.01
AT&S Austria Technologie & Systemtechnik AG 20,404 369,857.00 0.02
Aten International Co., Ltd. 61,297 182,588.00 0.01
Atkore International Group, Inc. 6,912 178,820.00 0.01
Atlantic Power Corp. 50,029 121,072.00 0.01
Atlas Air Worldwide Holdings, Inc. 3,864 172,488.00 0.01
Atlas Air Worldwide Holdings, Inc. 1,034 46,194.00 0.00
Atrion Corp. 96 82,117.00 0.00
ATS Automation Tooling Systems, Inc. 11,999 195,167.00 0.01
AUD/USD 3,712,482 456.00 0.00
Aurizon Holdings Ltd. 795,338 3,019,240.00 0.15
Australia & New Zealand Banking Group Ltd. 903 17,941.00 0.00
AUSTRALIAN DOLLAR 14,387 10,100.00 0.00
Australian Dollar Currency Forward -19,451,954 218,530.00 0.01
Australian Dollar Currency Forward -15,285,222 171,720.00 0.01
Australian Dollar Currency Forward -16,552,642 164,672.00 0.01
Australian Dollar Currency Forward -13,006,961 129,398.00 0.01
Australian Dollar Currency Forward -39,836,697 -103,164.00 -0.01
Australian Dollar Currency Forward 16,684,838 223,401.00 0.01
Australian Dollar Currency Forward 59,156,456 548,860.00 0.03
Australian Dollar Currency Forward 57,853,752 217,681.00 0.01
Australian Dollar Currency Forward 39,672,807 104,462.00 0.01
Australian Dollar Currency Forward 28,292,184 -329,423.00 -0.02
Auto Trader Group PLC 636,820 4,435,308.00 0.22
Automatic Data Processing, Inc. 53,754 8,887,148.00 0.44
AutoZone, Inc. 11,782 12,953,955.00 0.64
Avalara, Inc. 8,920 644,024.00 0.03
AVEVA Group PLC 5,183 265,974.00 0.01
Avista Corp. 3,332 148,638.00 0.01
Avnet, Inc. 12,400 561,348.00 0.03
Avnet, Inc. 2,884 130,581.00 0.01
Axfood AB 7,782 154,089.00 0.01
Axon Enterprise, Inc. 7,946 510,212.00 0.03
Axos Financial, Inc. 4,370 119,108.00 0.01
Axsome Therapeutics, Inc. 2,055 52,927.00 0.00
Ayala Land, Inc. 176,964 175,564.00 0.01
Azrieli Group Ltd. 4,608 309,268.00 0.02
B&M European Value Retail SA 96,333 408,028.00 0.02
B3 SA - Brasil Bolsa Balcao 10,189 99,398.00 0.00
BAE Systems PLC 237,469 1,492,470.00 0.07
Banco Comercial Portugues SA 3,201,638 989,940.00 0.05
Banco Macro SA (ADR) 2,483 180,897.00 0.01
Bancolombia SA (Sponsored ADR) 1,836 93,728.00 0.00
Bancorp, Inc. (The) 2,986 26,636.00 0.00
Bandai Namco Holdings, Inc. 8,402 407,730.00 0.02
Bank Central Asia Tbk PT 256,088 543,439.00 0.03
Bank for Foreign Trade of Vietnam JSC 34,772 105,211.00 0.01
Bank Hapoalim BM 234,372 1,740,502.00 0.09
Bank Leumi Le-Israel BM 64,334 465,015.00 0.02
Bank Mandiri Persero Tbk PT 718,389 407,864.00 0.02
Bank Negara Indonesia Persero Tbk PT 174,353 113,592.00 0.01
Bank of America Corp. 703,170 20,391,930.00 1.01
Bank of Georgia Group PLC 1,278 24,329.00 0.00
Bank of Ireland Group PLC 215,165 1,125,665.00 0.06
Bank of NT Butterfield & Son Ltd. (The) 4,438 150,727.00 0.01
Bank of the Philippine Islands 16,812 25,767.00 0.00
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,994,952 179,564.00 0.01
Bank Tabungan Negara Persero Tbk PT 146,717 25,559.00 0.00
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 187,889 45,882.00 0.00
BankUnited, Inc. 16,560 558,734.00 0.03
BankUnited, Inc. 3,829 129,219.00 0.01
Baozun, Inc. (Sponsored ADR) 4,481 223,459.00 0.01
Barclays PLC 81,147 154,345.00 0.01
Barloworld Ltd. 16,494 149,567.00 0.01
Barnes Group, Inc. 2,274 128,163.00 0.01
Barrett Business Services, Inc. 1,717 141,904.00 0.01
BB Seguridade Participacoes SA 29,264 246,768.00 0.01
BE Semiconductor Industries NV 3,477 89,235.00 0.00
Beach Energy Ltd. 421,749 593,151.00 0.03
Beazley PLC 60,011 420,648.00 0.02
Befesa SA 11,725 466,657.00 0.02
Beiersdorf AG 382 45,826.00 0.00
BeiGene Ltd. (Sponsored ADR) 2,088 258,833.00 0.01
Beijing Enterprises Water Group Ltd. 889,458 528,650.00 0.03
Beijing Thunisoft Corp., Ltd. - Class A 9,122 25,287.00 0.00
Belden, Inc. 1,609 95,884.00 0.00
Bendigo & Adelaide Bank Ltd. 10,036 81,693.00 0.00
Berger Paints India Ltd. 4,115 18,962.00 0.00
Berkeley Group Holdings PLC 2,701 128,026.00 0.01
Berkshire Hathaway, Inc. - Class B 102,178 21,781,395.00 1.07
Berry Global Group, Inc. 97,887 5,147,877.00 0.25
BGF retail Co., Ltd. 151 27,715.00 0.00
Bharat Financial Inclusion Ltd. 30,656 398,188.00 0.02
BHP Group Ltd. 2,215 64,413.00 0.00
Bid Corp., Ltd. 815 17,762.00 0.00
Biffa PLC 164,857 431,282.00 0.02
Big Lots, Inc. 3,165 90,551.00 0.00
BillerudKorsnas AB 56,492 752,701.00 0.04
Bio-Rad Laboratories, Inc. - Class A 1,271 397,512.00 0.02
BioGaia AB - Class B 4,023 186,343.00 0.01
Biogen, Inc. 31,399 7,343,374.00 0.36
Biohaven Pharmaceutical Holding Co., Ltd. 6,578 288,060.00 0.01
BioMarin Pharmaceutical, Inc. 162 13,953.00 0.00
BioTelemetry, Inc. 2,706 130,331.00 0.01
BK Brasil Operacao e Assessoria a Restaurantes SA 5,522 31,982.00 0.00
Black Hills Corp. 4,865 380,297.00 0.02
BlackRock, Inc. - Class A 305 143,574.00 0.01
Bloomberry Resorts Corp. 3,411,158 751,783.00 0.04
Bloomin' Brands, Inc. 17,128 323,890.00 0.02
Bloomin' Brands, Inc. 6,361 120,296.00 0.01
Blucora, Inc. 2,569 78,034.00 0.00
Blueprint Medicines Corp. 5,595 527,860.00 0.03
BlueScope Steel Ltd. 151,913 1,291,710.00 0.06
BMC Stock Holdings, Inc. 11,413 241,955.00 0.01
BMC Stock Holdings, Inc. 7,793 165,214.00 0.01
BOC Aviation Ltd. 448,646 3,759,826.00 0.19
Bodycote PLC 41,910 440,461.00 0.02
Boeing Co. (The) 29,154 10,612,347.00 0.52
Boingo Wireless, Inc. 3,047 54,771.00 0.00
Boiron SA 3,648 154,970.00 0.01
Boise Cascade Co. 1,688 47,473.00 0.00
Boliden AB 12,881 330,079.00 0.02
Bolsa Mexicana de Valores SAB de CV 100,515 189,680.00 0.01
Bombardier, Inc. - Class B 237,214 398,512.00 0.02
Booking Holdings, Inc. 6,146 11,522,414.00 0.57
Booz Allen Hamilton Holding Corp. 1,348 89,281.00 0.00
Booz Allen Hamilton Holding Corp. 3,742 247,757.00 0.01
Bosideng International Holdings Ltd. 1,531,584 426,456.00 0.02
Boston Beer Co., Inc. (The) - Class A 402 152,002.00 0.01
Boston Properties, Inc. 6,154 793,984.00 0.04
BP PLC 227,095 1,582,120.00 0.08
BR Properties SA 48,112 123,415.00 0.01
Brady Corp. - Class A 1,135 56,016.00 0.00
Brambles Ltd. 10,129 91,740.00 0.00
Bright Horizons Family Solutions, Inc. 6,637 1,001,385.00 0.05
Brinker International, Inc. 3,155 124,174.00 0.01
Britannia Industries Ltd. 370 14,750.00 0.00
British American Tobacco PLC 64,617 2,256,171.00 0.11
Brixmor Property Group, Inc. 41,357 739,465.00 0.04
Broadcom, Inc. 32,643 9,396,613.00 0.46
Brown-Forman Corp. - Class B 2,110 116,980.00 0.01
Builders FirstSource, Inc. 12,913 217,716.00 0.01
Burford Capital Ltd. 26,103 515,365.00 0.03
Burkhalter Holding AG 2,192 173,094.00 0.01
Burlington Stores, Inc. 5,100 867,765.00 0.04
Buzzi Unicem SpA 26,320 534,400.00 0.03
CA Immobilien Anlagen AG 36,673 1,346,942.00 0.07
Cabot Microelectronics Corp. 607 66,859.00 0.00
CACI International, Inc. - Class A 570 116,807.00 0.01
Cactus, Inc. - Class A 12,712 421,051.00 0.02
Cadence BanCorp 28,708 597,138.00 0.03
Cadence Design Systems, Inc. 2,704 191,498.00 0.01
Calavo Growers, Inc. 458 44,394.00 0.00
Calbee, Inc. 13,370 361,106.00 0.02
Callaway Golf Co. 14,281 245,061.00 0.01
Camden Property Trust 6,558 684,589.00 0.03
Camden Property Trust 6,888 719,056.00 0.04
CANADIAN DOLLAR 1,264,678 965,734.00 0.05
Canadian Dollar Currency Forward 36,247,575 603,671.00 0.03
Canadian Dollar Currency Forward -17,078,982 -368,986.00 -0.02
Canadian Dollar Currency Forward 34,387,619 543,538.00 0.03
Canadian Dollar Currency Forward 3,177,781 36,542.00 0.00
CANCOM SE 4,102 217,779.00 0.01
Canfor Corp. 9,252 75,105.00 0.00
Canfor Pulp Products, Inc. 8,688 71,254.00 0.00
Capcom Co., Ltd. 2,309 46,485.00 0.00
Capgemini SE 54,719 6,803,491.00 0.34
Capital Power Corp. 30,325 698,197.00 0.03
CapitaLand Commercial Trust 299,138 480,028.00 0.02
Capitec Bank Holdings Ltd. 711 65,603.00 0.00
Capri Holdings Ltd. 8,556 296,722.00 0.01
Care.com, Inc. 6,434 70,646.00 0.00
CareTrust REIT, Inc. 4,354 103,545.00 0.01
Carlisle Cos., Inc. 5,074 712,440.00 0.04
Carlsberg Brewery Malaysia Bhd 31,842 197,663.00 0.01
Carpenter Technology Corp. 5,851 280,730.00 0.01
Carrefour SA 5,576 107,673.00 0.01
Casella Waste Systems, Inc. - Class A 2,558 101,389.00 0.01
Castellum AB 11,892 227,556.00 0.01
Catalent, Inc. 1,094 59,330.00 0.00
Cathay General Bancorp 6,030 216,555.00 0.01
CBRE Group, Inc. - Class A 186,904 9,588,175.00 0.47
CCL Industries, Inc. - Class B 1,720 84,356.00 0.00
CDW Corp./DE 56,104 6,227,544.00 0.31
Cellnex Telecom SA 15,590 576,754.00 0.03
Centene Corp. 1,094 57,383.00 0.00
Centrais Eletricas Brasileiras SA 236,744 2,173,265.00 0.11
Centrais Eletricas Brasileiras SA (Preference Shar 1,639 15,371.00 0.00
Central Garden & Pet Co. - Class A 3,546 87,381.00 0.00
Central Japan Railway Co. 514 103,174.00 0.01
Central Pattana PCL 49,269 120,493.00 0.01
Cewe Stiftung & Co. KGAA 2,094 207,209.00 0.01
CH Robinson Worldwide, Inc. 2,394 201,994.00 0.01
Charter Court Financial Services Group PLC 41,482 156,197.00 0.01
Chartwell Retirement Residences 30,865 358,732.00 0.02
Check Point Software Technologies Ltd. 113,476 13,119,068.00 0.65
Chegg, Inc. 22,757 878,206.00 0.04
Chemed Corp. 293 106,057.00 0.01
Chesapeake Lodging Trust 2,589 73,604.00 0.00
Chesapeake Utilities Corp. 928 88,201.00 0.00
Chevron Corp. 126,624 15,757,212.00 0.78
Children's Place, Inc. (The) 866 82,615.00 0.00
China CITIC Bank Corp., Ltd. - Class H 5,884,825 3,351,350.00 0.17
China Construction Bank Corp. - Class H 379,690 327,294.00 0.02
China Everbright International Ltd. 641,079 592,128.00 0.03
China Everbright Ltd. 853,278 1,261,204.00 0.06
China General Plastics Corp. 97,074 74,810.00 0.00
China Lilang Ltd. 141,308 129,931.00 0.01
China Overseas Land & Investment Ltd. 140,336 517,941.00 0.03
China Overseas Property Holdings Ltd. 398,291 207,653.00 0.01
China Petroleum & Chemical Corp. - Class H 2,031,191 1,383,686.00 0.07
China Resources Gas Group Ltd. 22,134 109,914.00 0.01
China Resources Land Ltd. 184,308 811,470.00 0.04
China Resources Pharmaceutical Group Ltd. 161,011 181,377.00 0.01
China Unicom Hong Kong Ltd. 2,698,954 2,951,040.00 0.15
Chipotle Mexican Grill, Inc. - Class A 800 586,304.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,017 81,389.00 0.00
Chr Hansen Holding A/S 3,280 308,683.00 0.02
Churchill Downs, Inc. 763 87,848.00 0.00
CI Financial Corp. 5,041 82,152.00 0.00
Cia de Distribucion Integral Logista Holdings SA 7,458 168,896.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 152,011 979,376.00 0.05
Cie Financiere Richemont SA 1,482 125,970.00 0.01
Cie Plastic Omnium SA 10,087 262,344.00 0.01
Ciena Corp. 10,217 420,247.00 0.02
CIFI Holdings Group Co., Ltd. 1,448,459 954,437.00 0.05
Cimarex Energy Co. 2,957 175,438.00 0.01
Cirrus Logic, Inc. 4,902 214,249.00 0.01
Cisco Systems, Inc. 233,075 12,756,239.00 0.63
Citi Trends, Inc. 2,978 43,547.00 0.00
Citigroup, Inc. 199,250 13,953,506.00 0.69
Citrix Systems, Inc. - Class C 47,902 4,701,102.00 0.23
City Developments Ltd. 63,057 441,715.00 0.02
City Office REIT, Inc. 16,060 192,563.00 0.01
City Union Bank Ltd. 9,822 31,020.00 0.00
CK Asset Holdings Ltd. 751,880 5,890,287.00 0.29
Cleveland-Cliffs, Inc. 13,874 148,043.00 0.01
CNH/USD 13,435,533 10,356.00 0.00
CNO Financial Group, Inc. 9,061 151,141.00 0.01
CNOOC Ltd. 211,247 360,338.00 0.02
Coca-Cola Amatil Ltd. 11,447 82,180.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 24,779 628,518.00 0.03
Coca-Cola European Partners PLC 28,202 1,593,448.00 0.08
Coca-Cola HBC AG 9,764 368,867.00 0.02
Cochlear Ltd. 18,563 2,702,743.00 0.13
cocokara fine, Inc. 1,588 82,818.00 0.00
COFCO Meat Holdings Ltd. 367,744 122,632.00 0.01
Cogeco Communications, Inc. 12,133 872,591.00 0.04
Coles Group Ltd. 265,376 2,491,652.00 0.12
Colgate-Palmolive Co. 3,097 221,986.00 0.01
Collegium Pharmaceutical, Inc. 4,489 59,031.00 0.00
Collins Foods Ltd. 36,108 210,640.00 0.01
Coloplast A/S - Class B 956 108,082.00 0.01
Colruyt SA 1,778 103,223.00 0.01
Comcast Corp. - Class A 514,222 21,741,306.00 1.07
Comerica, Inc. 6,480 470,707.00 0.02
Comfort Systems USA, Inc. 2,814 143,534.00 0.01
Community Trust Bancorp, Inc. 2,341 99,002.00 0.00
CommVault Systems, Inc. 7,397 367,039.00 0.02
CommVault Systems, Inc. 3,137 155,697.00 0.01
Compass Group PLC 141,216 3,385,217.00 0.17
Computacenter PLC 6,614 111,683.00 0.01
Concho Resources, Inc. 2,480 255,932.00 0.01
CONMED Corp. 778 66,613.00 0.00
ConocoPhillips 445 27,158.00 0.00
CONSOL Energy, Inc. 4,090 108,847.00 0.01
Consolidated Edison, Inc. 2,086 182,981.00 0.01
Consolidated Water Co., Ltd. 3,134 44,690.00 0.00
Constellation Software, Inc./Canada 5,897 5,558,782.00 0.27
Construtora Tenda SA 39,340 244,859.00 0.01
Contact Energy Ltd. 158,045 850,326.00 0.04
Continental Building Products, Inc. 4,957 131,712.00 0.01
Continental Resources, Inc./OK 9,964 419,394.00 0.02
Controladora Vuela Cia de Aviacion SAB de CV - Cla 197,752 185,968.00 0.01
Cooper-Standard Holdings, Inc. 4,933 226,030.00 0.01
Copart, Inc. 7,700 575,498.00 0.03
Corcept Therapeutics, Inc. 4,407 49,142.00 0.00
Core-Mark Holding Co., Inc. 3,834 152,305.00 0.01
CoreCivic, Inc. 6,294 130,681.00 0.01
CorEnergy Infrastructure Trust, Inc. 2,979 118,169.00 0.01
Cornerstone OnDemand, Inc. 2,342 135,672.00 0.01
Corp. GEO SAB de CV Series B 154 0.00 0.00
Corus Entertainment, Inc. - Class B 33,339 156,318.00 0.01
Cosan SA 11,028 132,539.00 0.01
Cosmax, Inc. 192 18,215.00 0.00
CoStar Group, Inc. 1,210 670,412.00 0.03
Costco Wholesale Corp. 45,079 11,912,576.00 0.59
Cott Corp. 36,151 482,615.00 0.02
Coupa Software, Inc. 920 116,561.00 0.01
Cousins Properties, Inc. 9,300 336,381.00 0.02
Cousins Properties, Inc. 20,604 745,274.00 0.04
Covestro AG 61,863 3,149,457.00 0.16
Cowen, Inc. - Class A 6,204 106,658.00 0.01
CP ALL PCL 88,949 249,438.00 0.01
Credicorp Ltd. 13,882 3,177,928.00 0.16
Credit Suisse Group AG 222,236 2,659,991.00 0.13
Cree, Inc. 6,619 371,887.00 0.02
Criteo SA (Sponsored ADR) 17,346 298,524.00 0.01
Crocs, Inc. 4,759 93,995.00 0.00
Cronos Group, Inc. 789 12,670.00 0.00
Crown Resorts Ltd. 137,550 1,202,251.00 0.06
CSR Ltd. 79,499 218,683.00 0.01
Cub Elecparts, Inc. 2,284 18,534.00 0.00
CubeSmart 336,693 11,259,041.00 0.56
Curtiss-Wright Corp. 1,025 130,363.00 0.01
CVC Brasil Operadora e Agencia de Viagens SA 1,024 13,290.00 0.00
CVR Energy, Inc. 3,318 165,895.00 0.01
Cypress Semiconductor Corp. 23,320 518,636.00 0.03
CytomX Therapeutics, Inc. 5,126 57,519.00 0.00
CZECH KORUNA 0 0.00 0.00
Daewon Pharmaceutical Co., Ltd. 984 13,499.00 0.00
Daiho Corp. 5,543 139,124.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,262 93,429.00 0.00
Daiichikosho Co., Ltd. 5,871 273,870.00 0.01
Daito Trust Construction Co., Ltd. 596 76,063.00 0.00
Daiwa Office Investment Corp. 35 255,903.00 0.01
Daiwa Securities Group, Inc. 20,337 89,288.00 0.00
Dana, Inc. 16,159 322,210.00 0.02
DANISH KRONE 2 0.00 0.00
Danone SA 6,561 555,584.00 0.03
Daqin Railway Co., Ltd. - Class A 1,142,357 1,346,463.00 0.07
Dassault Systemes SE 5,678 905,781.00 0.04
Dave & Buster's Entertainment, Inc. 1,457 58,965.00 0.00
DBS Group Holdings Ltd. 209,900 4,032,192.00 0.20
Deckers Outdoor Corp. 926 163,094.00 0.01
Delek US Holdings, Inc. 4,252 172,308.00 0.01
Delta Air Lines, Inc. 193,515 10,981,976.00 0.54
Deluxe Corp. 2,450 99,653.00 0.00
Denny's Corp. 4,701 96,517.00 0.00
Desarrolladora Homex SAB de CV 185 0.00 0.00
Designer Brands, Inc. 3,843 73,674.00 0.00
Detour Gold Corp. 13,927 175,692.00 0.01
Deutsche Bank AG 2.170% CPI# 1,462,305 -1,485,734.00 -0.07
Deutsche Bank AG Long: IS1T2X1 TRS USD R V 03MLI 1,491,453 -1,505,981.00 -0.07
Deutsche Pfandbriefbank AG 10,809 130,161.00 0.01
Deutsche Telekom AG 39,774 689,085.00 0.03
Deutsche Wohnen SE 2,050 75,121.00 0.00
Deutz AG 70,889 689,652.00 0.03
Diageo PLC 5,110 219,955.00 0.01
Dialog Semiconductor PLC 4,901 197,239.00 0.01
Digital Realty Trust, Inc. 8,868 1,044,572.00 0.05
Direct Line Insurance Group PLC 79,329 334,396.00 0.02
Discovery, Inc. - Class A 272,656 8,370,539.00 0.41
DNB ASA 24,813 462,357.00 0.02
Dollar General Corp. 92,138 12,453,372.00 0.61
Domtar Corp. 8,770 385,308.00 0.02
Dongwon Development Co., Ltd. 48,973 218,586.00 0.01
Dorel Industries, Inc. - Class B 14,370 116,428.00 0.01
Douzone Bizon Co., Ltd. 682 36,881.00 0.00
Dream Global Real Estate Investment Trust 11,438 119,224.00 0.01
Dril-Quip, Inc. 7,088 340,224.00 0.02
DSV A/S 1,189 117,161.00 0.01
E-MART, Inc. 1,384 167,802.00 0.01
E-MINI RUSS 2000 SEP19 XCME 20190920 -140 -10,969,700.00 -0.54
Eagle Bancorp, Inc. 2,908 157,446.00 0.01
Eagle Pharmaceuticals, Inc./DE 931 51,867.00 0.00
East Japan Railway Co. 3,767 352,801.00 0.02
Easterly Government Properties, Inc. 6,300 114,093.00 0.01
Easterly Government Properties, Inc. 4,141 74,995.00 0.00
Eastern & Oriental Bhd 1,415 1.00 0.00
Eastern Co. SAE 28,179 26,077.00 0.00
eBay, Inc. 2,228 88,008.00 0.00
Echo Global Logistics, Inc. 5,548 115,788.00 0.01
Eclat Textile Co., Ltd. 644 8,253.00 0.00
EDION Corp. 16,906 157,441.00 0.01
EDP - Energias de Portugal SA 1,332,911 5,065,649.00 0.25
Edwards Lifesciences Corp. 43,385 8,014,944.00 0.40
Electricite de France SA 4,995 62,987.00 0.00
Electrocomponents PLC 27,977 224,766.00 0.01
Electronic Arts, Inc. 53,797 5,447,484.00 0.27
Eli Lilly & Co. 80,702 8,941,037.00 0.44
Elite Material Co., Ltd. 34,051 103,052.00 0.01
Emaar Properties PJSC 247,551 298,595.00 0.01
Embraer SA 155,851 787,791.00 0.04
EMCOR Group, Inc. 2,249 198,136.00 0.01
eMemory Technology, Inc. 1,903 23,294.00 0.00
Emergent BioSolutions, Inc. 2,059 99,483.00 0.00
Emirates NBD PJSC Merrill Lynch & Co., Inc. 73,334 217,436.00 0.01
Empire Co., Ltd. - Class A 1,566 39,442.00 0.00
Empire State Realty Trust, Inc. - Class A 32,765 485,249.00 0.02
Empire State Realty Trust, Inc. - Class A 26,308 389,627.00 0.02
Employers Holdings, Inc. 2,453 103,690.00 0.01
Enanta Pharmaceuticals, Inc. 1,045 88,189.00 0.00
Enbridge, Inc. 670 24,220.00 0.00
Encompass Health Corp. 1,798 113,958.00 0.01
Endurance Technologies Ltd. 1,256 20,083.00 0.00
Enel SpA 1,138,936 7,944,930.00 0.39
EnerSys 6,723 460,525.00 0.02
EnerSys 1,963 134,479.00 0.01
Enghouse Systems Ltd. 4,018 106,277.00 0.01
ENN Energy Holdings Ltd. 94,801 922,573.00 0.05
Enterprise Financial Services Corp. 1,345 55,978.00 0.00
Entertainment One Ltd. 157,167 793,827.00 0.04
Entra ASA 21,519 330,742.00 0.02
Entravision Communications Corp. - Class A 11,356 35,431.00 0.00
Envestnet, Inc. 965 66,031.00 0.00
EOG Resources, Inc. 92,344 8,602,838.00 0.42
ePlus, Inc. 815 56,192.00 0.00
EPR Properties 5,209 388,613.00 0.02
Equatorial Energia SA 16,607 397,017.00 0.02
Equiniti Group PLC 195,017 545,067.00 0.03
Equinix, Inc. 420 212,133.00 0.01
Equity Group Holdings PLC/Kenya 68,255 25,957.00 0.00
Ercros SA 24,304 55,942.00 0.00
Erste Group Bank AG 100,475 3,726,051.00 0.18
Esperion Therapeutics, Inc. 1,431 66,605.00 0.00
Essent Group Ltd. 10,156 477,230.00 0.02
Essent Group Ltd. 4,464 209,788.00 0.01
Essential Properties Realty Trust, Inc. 22,346 447,818.00 0.02
Essex Property Trust, Inc. 2,736 798,883.00 0.04
Essity AB - Class B 11,827 363,862.00 0.02
Estacio Participacoes SA 638,114 4,819,153.00 0.24
Etsy, Inc. 12,131 744,491.00 0.04
EUR/USD 2,151,824 313.00 0.00
Eurazeo SE 1,357 94,586.00 0.00
EURO CURRENCY 5,182,256 5,892,745.00 0.29
Euro Currency Forward 1,614,881 16,621.00 0.00
Euro Currency Forward -1,653,759 -1,176.00 0.00
Euro Currency Forward 37,609,072 -42,385.00 0.00
Euro Currency Forward 7,530,334 21,679.00 0.00
Euro Currency Forward -12,912,313 -223,831.00 -0.01
Euro Currency Forward -8,256,987 -143,132.00 -0.01
Euro Currency Forward -32,029,815 -580,272.00 -0.03
Euro Currency Forward 2,677,730 21,415.00 0.00
Euro Currency Forward -33,594,000 -561,676.00 -0.03
Euro STOXX 50 Index Futures 2,600 102,470,918.00 5.05
Eurofins Scientific SE 1,152 508,592.00 0.03
Euronext NV 9,394 710,767.00 0.04
Evercore, Inc. - Class A 1,160 102,757.00 0.01
Everest Re Group Ltd. 49,486 12,231,949.00 0.60
Everi Holdings, Inc. 5,853 69,831.00 0.00
EVERTEC, Inc. 5,292 173,077.00 0.01
Evolution Mining Ltd. 825,538 2,530,111.00 0.12
Exact Sciences Corp. 8,850 1,044,665.00 0.05
Exelon Corp. 3,058 146,608.00 0.01
Expeditors International of Washington, Inc. 7,574 574,576.00 0.03
Experian PLC 18,384 556,861.00 0.03
Extreme Networks, Inc. 13,370 86,509.00 0.00
Exxon Mobil Corp. 26,919 2,062,810.00 0.10
F5 Networks, Inc. 34,975 5,093,409.00 0.25
Fabege AB 23,612 355,540.00 0.02
Fabrinet 1,598 79,408.00 0.00
Facebook, Inc. - Class A 160,942 31,061,954.00 1.53
Faes Farma SA 43,558 205,254.00 0.01
Fair Isaac Corp. 430 135,053.00 0.01
Fast Retailing Co., Ltd. 175 106,181.00 0.01
Faurecia SA 9,436 437,674.00 0.02
Federal Agricultural Mortgage Corp. - Class C 541 39,334.00 0.00
Feed One Co., Ltd. 95,257 164,927.00 0.01
Fevertree Drinks PLC 5,466 160,913.00 0.01
Fiat Chrysler Automobiles NV 1,300 18,048.00 0.00
Fibra Uno Administracion SA de CV 268,631 356,332.00 0.02
Fidelity National Financial, Inc. 373,960 15,070,588.00 0.74
Fidelity National Information Services, Inc. 70,535 8,653,233.00 0.43
Finisar Corp. 8,706 199,106.00 0.01
First American Financial Corp. 8,742 469,445.00 0.02
First American Financial Corp. 1,982 106,472.00 0.01
First BanCorp/Puerto Rico 11,527 127,265.00 0.01
First Citizens BancShares, Inc./NC - Class A 254 114,373.00 0.01
First Financial Corp./IN 2,338 93,921.00 0.00
First Industrial Realty Trust, Inc. 3,623 133,119.00 0.01
First Quantum Minerals Ltd. 96,993 921,387.00 0.05
Firstsource Solutions Ltd. 494,575 353,963.00 0.02
Five Below, Inc. 7,231 867,970.00 0.04
FLSmidth & Co. A/S 10,444 473,281.00 0.02
FMC Corp. 6,600 547,470.00 0.03
Fomento Economico Mexicano SAB de CV 35,002 338,650.00 0.02
Ford Motor Co. 16,127 164,986.00 0.01
Fortescue Metals Group Ltd. 1,767 11,240.00 0.00
Forward Air Corp. 2,362 139,743.00 0.01
Foschini Group Ltd. (The) 15,636 200,350.00 0.01
Fossil Group, Inc. 3,983 45,809.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 6,875 12,788.00 0.00
Fox Corp. - Class B 1,843 67,332.00 0.00
FPT Corp. Macquarie Bank Ltd. 103,077 201,245.00 0.01
Frasers Logistics & Industrial Trust 143,808 128,672.00 0.01
Fresh Del Monte Produce, Inc. 3,878 104,528.00 0.01
FTI Consulting, Inc. 1,955 163,953.00 0.01
FTSE 100 Index Futures 91 8,516,013.00 0.42
Fu Shou Yuan International Group Ltd. 285,997 250,995.00 0.01
Fubon Financial Holding Co., Ltd. 1,898,226 2,805,107.00 0.14
G-III Apparel Group Ltd. 3,180 93,560.00 0.00
Galenica AG 4,217 211,919.00 0.01
Games Workshop Group PLC 3,796 239,224.00 0.01
Gardner Denver Holdings, Inc. 14,520 502,392.00 0.02
Gecina SA 1,187 177,627.00 0.01
Geely Automobile Holdings Ltd. 74,222 127,263.00 0.01
Generac Holdings, Inc. 2,400 166,629.00 0.01
Genesco, Inc. 2,019 85,388.00 0.00
Genesis Energy Ltd. 98,675 230,187.00 0.01
Genmab A/S 2,426 446,182.00 0.02
Genomic Health, Inc. 1,344 78,224.00 0.00
Genpact Ltd. 11,346 432,169.00 0.02
Genpact Ltd. 1,932 73,610.00 0.00
Genworth Financial, Inc. - Class A 27,337 101,422.00 0.01
Genworth MI Canada, Inc. 5,706 180,588.00 0.01
Geo Holdings Corp. 10,854 139,174.00 0.01
Gerresheimer AG 9,698 714,795.00 0.04
Getinge AB - Class B 61,783 974,278.00 0.05
Getty Realty Corp. 2,233 68,702.00 0.00
GF Securities Co., Ltd. - Class H 54,605 64,967.00 0.00
Gigabyte Technology Co., Ltd. 56,212 96,606.00 0.00
Gilead Sciences, Inc. 172,575 11,659,225.00 0.58
Giordano International Ltd. 361,851 158,572.00 0.01
GlaxoSmithKline PLC 81,035 1,624,343.00 0.08
Glencore PLC 981,497 3,396,886.00 0.17
Global Dominion Access SA 34,053 174,814.00 0.01
Global Unichip Corp. 3,367 24,631.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 29,456 273,945.00 0.01
Globant SA 313 31,687.00 0.00
Globus Medical, Inc. - Class A 2,654 112,272.00 0.01
Glory Ltd. 14,713 389,384.00 0.02
GMS, Inc. 5,348 117,661.00 0.01
Gol Linhas Aereas Inteligentes SA (Preference Shar 32,490 275,837.00 0.01
Goldman Sachs Group, Inc. (The) 59,309 12,134,621.00 0.60
Goldman Sachs International 2.175% CPI# 8,158,222 -8,255,575.00 -0.41
Goodbaby International Holdings Ltd. 900,180 204,265.00 0.01
Goodman Group 40,544 428,547.00 0.02
Gossamer Bio, Inc. 8,339 184,972.00 0.01
GPT Group (The) 179,134 774,011.00 0.04
Gran Tierra Energy, Inc. 66,533 104,153.00 0.01
Grand Canyon Education, Inc. 7,092 829,905.00 0.04
Granges AB 17,882 204,824.00 0.01
Granite Construction, Inc. 5,417 260,991.00 0.01
Graphic Packaging Holding Co. 7,013 98,044.00 0.00
Graphic Packaging Holding Co. 33,953 474,662.00 0.02
Gray Television, Inc. 8,030 131,614.00 0.01
Great British Pound Currency Forward 2,932,602 -113,734.00 -0.01
Great British Pound Currency Forward -12,927,745 -17,758.00 0.00
Great British Pound Currency Forward 31,666,565 52,288.00 0.00
Great British Pound Currency Forward -31,313,399 -66,715.00 0.00
Great British Pound Currency Forward 21,155,061 8,779.00 0.00
Great British Pound Currency Forward -32,426,867 563,214.00 0.03
Great British Pound Currency Forward -16,172,654 563,170.00 0.03
Great British Pound Currency Forward 18,760,464 -727,583.00 -0.04
Great British Pound Currency Forward -18,760,464 797,015.00 0.04
Great British Pound Currency Forward -2,932,602 102,120.00 0.01
Great Portland Estates PLC 24,909 216,493.00 0.01
Great Southern Bancorp, Inc. 2,215 132,579.00 0.01
Great Western Bancorp, Inc. 5,317 189,934.00 0.01
Green REIT PLC 70,688 145,494.00 0.01
Greencore Group PLC 157,206 437,222.00 0.02
Greenland Hong Kong Holdings Ltd. 309,452 123,266.00 0.01
Greggs PLC 9,127 266,035.00 0.01
Grocery Outlet Holding Corp. 8,346 274,416.00 0.01
Growthpoint Properties Ltd. 183,788 317,406.00 0.02
GrubHub, Inc. 8,150 635,618.00 0.03
Grupo Aval Acciones y Valores SA (ADR) 3,001 23,925.00 0.00
Grupo Cementos de Chihuahua SAB de CV 47,132 258,624.00 0.01
Grupo Financiero Banorte SAB de CV - Class O 16,272 94,515.00 0.00
Grupo Financiero Galicia SA (ADR) 4,026 142,949.00 0.01
Guangzhou Automobile Group Co., Ltd. - Class H 253,380 270,730.00 0.01
Guardant Health, Inc. 5,579 481,635.00 0.02
GUD Holdings Ltd. 20,137 141,804.00 0.01
Guidewire Software, Inc. 5,112 518,254.00 0.03
GVC Holdings PLC 215,055 1,782,682.00 0.09
GW Pharmaceuticals PLC (Sponsored ADR) 1,618 279,038.00 0.01
H&R Real Estate Investment Trust 232,025 4,046,777.00 0.20
Haemonetics Corp. 1,849 222,618.00 0.01
Haitong Securities Co., Ltd. - Class H 80,353 90,134.00 0.00
Halliburton Co. 21,621 491,665.00 0.02
Halma PLC 5,630 144,600.00 0.01
Halozyme Therapeutics, Inc. 5,971 102,584.00 0.01
Hammerson PLC 54,962 193,524.00 0.01
Han's Laser Technology Industry Group Co., Ltd. 17,913 89,957.00 0.00
Han's Laser Technology Industry Group Co., Ltd. UB 6,716 33,620.00 0.00
Hana Financial Group, Inc. 122,096 3,957,425.00 0.20
Hancock Whitney Corp. 5,006 200,541.00 0.01
Handsome Co., Ltd. 5,273 168,973.00 0.01
Hang Seng Bank Ltd. 24,660 613,823.00 0.03
Hang Seng Index Futures -27 -4,926,168.00 -0.24
Hangzhou Tigermed Consulting Co., Ltd. - Class A 1,927 21,654.00 0.00
Hankook Tire & Technology Co., Ltd. 21,083 640,911.00 0.03
Hanmi Financial Corp. 4,824 107,437.00 0.01
Hanover Insurance Group, Inc. (The) 2,550 327,165.00 0.02
Harsco Corp. 5,072 139,181.00 0.01
Harvey Norman Holdings Ltd. 27,894 79,823.00 0.00
Haseko Corp. 15,606 158,341.00 0.01
Hawaiian Holdings, Inc. 13,831 379,384.00 0.02
Hawaiian Holdings, Inc. 4,126 113,199.00 0.01
HCL Technologies Ltd. 5,678 87,683.00 0.00
HCP, Inc. 29,491 943,144.00 0.05
HDFC Bank Ltd. 87,384 3,093,646.00 0.15
Health & Happiness H&H International Holdings Ltd. 75,082 426,907.00 0.02
HealthEquity, Inc. 1,567 102,529.00 0.01
HealthStream, Inc. 2,488 64,351.00 0.00
HEG Ltd. 3,142 66,346.00 0.00
Heidrick & Struggles International, Inc. 3,539 106,085.00 0.01
Heineken NV 2,458 274,044.00 0.01
Heiwa Real Estate REIT, Inc. 107 126,599.00 0.01
Helen of Troy Ltd. 807 105,461.00 0.01
Hemfosa Fastigheter AB 27,243 257,649.00 0.01
Hengan International Group Co., Ltd. 2,020 14,875.00 0.00
Hennes & Mauritz AB - Class B 6,892 122,450.00 0.01
Henry Schein, Inc. 2,829 197,800.00 0.01
Hera SpA 61,196 234,077.00 0.01
Heritage Insurance Holdings, Inc. 3,436 52,962.00 0.00
Hermes International 66 47,970.00 0.00
Hershey Co. (The) 1,478 198,124.00 0.01
Hexcel Corp. 10,051 812,924.00 0.04
Hillenbrand, Inc. 5,669 224,358.00 0.01
Hilltop Holdings, Inc. 9,214 195,981.00 0.01
Hilton Grand Vacations, Inc. 17,740 564,500.00 0.03
HKT Trust & HKT Ltd. - Class SS 516,632 820,082.00 0.04
HMS Holdings Corp. 4,766 154,402.00 0.01
Hokuhoku Financial Group, Inc. 11,263 117,365.00 0.01
HollyFrontier Corp. 1,336 61,863.00 0.00
Home BancShares, Inc./AR 6,913 133,148.00 0.01
Home Depot, Inc. (The) 94,474 19,647,757.00 0.97
Honda Motor Co., Ltd. 57,396 1,484,197.00 0.07
Honeywell International, Inc. 82,830 14,461,289.00 0.71
HONG KONG DOLLAR 20,338 2,603.00 0.00
Horiba Ltd. 10,815 561,115.00 0.03
Horizon Therapeutics PLC 2,821 67,881.00 0.00
Houghton Mifflin Harcourt Co. 31,112 179,205.00 0.01
Houlihan Lokey, Inc. 3,458 153,985.00 0.01
Housing Development Finance Corp., Ltd. 104,945 3,335,832.00 0.16
Hoya Corp. 13,264 1,019,409.00 0.05
Hua Hong Semiconductor Ltd. 302,804 587,215.00 0.03
Huafa Industrial Co., Ltd. Zhuhai 108,050 123,020.00 0.01
Huaneng Power International, Inc. - Class H 228,317 134,457.00 0.01
Huaxin Cement Co., Ltd. 744,754 2,197,748.00 0.11
Huazhu Group Ltd. (ADR) 3,086 111,888.00 0.01
Hub Group, Inc. - Class A 2,914 122,332.00 0.01
HubSpot, Inc. 4,597 783,961.00 0.04
Hugel, Inc. 1,312 477,046.00 0.02
HUGO BOSS AG 22,266 1,483,974.00 0.07
Hulic Reit, Inc. 153 265,945.00 0.01
Humana AB 30,123 181,982.00 0.01
Hung Sheng Construction Ltd. 68,684 46,042.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 5,693 116,380.00 0.01
Huons Co., Ltd. 1,916 95,311.00 0.00
Husky Energy, Inc. 7,462 70,715.00 0.00
Husqvarna AB - Class B 36,398 340,860.00 0.02
IBERIABANK Corp. 2,390 181,356.00 0.01
Ibstock PLC 125,531 387,458.00 0.02
ICF International, Inc. 1,462 106,473.00 0.01
ICICI Bank Ltd. 337,855 2,136,919.00 0.11
ICICI Lombard General Insurance Co., Ltd. 1,744 28,021.00 0.00
ICON PLC 11,671 1,796,985.00 0.09
Idemitsu Kosan Co., Ltd. 18,813 569,023.00 0.03
IDEX Corp. 4,788 824,206.00 0.04
IHI Corp. 82,563 1,995,986.00 0.10
Illinois Tool Works, Inc. 1,442 217,584.00 0.01
IMA Industria Macchine Automatiche SpA 2,399 198,961.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 17,091 112,719.00 0.01
Imperial Oil Ltd. 2,191 60,682.00 0.00
Inaba Denki Sangyo Co., Ltd. 4,505 189,399.00 0.01
Incyte Corp. 6,599 560,691.00 0.03
Independence Realty Trust, Inc. 56,602 654,889.00 0.03
Independent Bank Group, Inc. 1,511 83,052.00 0.00
Indiabulls Housing Finance Ltd. 16,984 149,288.00 0.01
Indivior PLC 161,739 87,736.00 0.00
INDONESIAN RUPIAH 0 0.00 0.00
Indra Sistemas SA 17,632 178,388.00 0.01
IndusInd Bank Ltd. 16,637 342,265.00 0.02
Industria de Diseno Textil SA 4,099 123,348.00 0.01
Industrial Bank Co., Ltd. - Class A 111,757 298,032.00 0.01
Industrias Bachoco SAB de CV 20,670 86,357.00 0.00
Industrias Penoles SAB de CV 7,738 99,720.00 0.00
Inficon Holding AG 374 228,428.00 0.01
Infineon Technologies AG 41,832 743,343.00 0.04
Info Edge India Ltd. 1,177 38,402.00 0.00
Ingevity Corp. 1,974 207,655.00 0.01
Ingredion, Inc. 2,895 238,808.00 0.01
Inmobiliaria Colonial Socimi SA 59,652 664,406.00 0.03
Innovative Industrial Properties, Inc. 1,202 148,561.00 0.01
Innoviva, Inc. 5,235 76,230.00 0.00
Inpex Corp. 22,243 201,598.00 0.01
Insight Enterprises, Inc. 1,882 109,550.00 0.01
Insmed, Inc. 3,425 87,688.00 0.00
Insperity, Inc. 1,605 196,075.00 0.01
Instone Real Estate Group AG 14,820 333,007.00 0.02
Insulet Corp. 7,110 848,815.00 0.04
Integer Holdings Corp. 1,795 150,713.00 0.01
InterDigital, Inc. 2,043 131,625.00 0.01
Intermediate Capital Group PLC 33,518 587,931.00 0.03
International Bancshares Corp. 4,635 174,789.00 0.01
Intertek Group PLC 3,536 247,265.00 0.01
Intertrust NV 31,822 657,480.00 0.03
Intuit, Inc. 873 228,357.00 0.01
Invincible Investment Corp. 279 144,779.00 0.01
Invitae Corp. 26,230 616,407.00 0.03
Iovance Biotherapeutics, Inc. 4,701 115,287.00 0.01
IPG Photonics Corp. 2,510 387,167.00 0.02
IPH Ltd. 39,848 209,045.00 0.01
IPSOS 6,072 160,120.00 0.01
Iren SpA 81,146 210,934.00 0.01
iRhythm Technologies, Inc. 820 64,880.00 0.00
iShares MSCI ACWI ETF 9,236 680,820.00 0.03
iShares MSCI Global Metals & Mining Producers ETF 25,469 771,482.00 0.04
Israel Discount Bank Ltd. - Class A 198,541 809,533.00 0.04
Itau Unibanco Holding SA (ADR) 9,884 93,108.00 0.00
Itau Unibanco Holding SA (Preference Shares) 22,111 208,797.00 0.01
ITC Ltd. 103,959 412,164.00 0.02
Itochu Enex Co., Ltd. 21,927 176,050.00 0.01
J Sainsbury PLC 47,623 118,345.00 0.01
j2 Global, Inc. 1,801 160,131.00 0.01
Jabil, Inc. 3,321 104,955.00 0.01
Jaccs Co., Ltd. 9,300 185,536.00 0.01
Jack Henry & Associates, Inc. 4,072 545,322.00 0.03
Jacobs Engineering Group, Inc. 7,770 655,710.00 0.03
Japan Airlines Co., Ltd. 176,141 5,621,685.00 0.28
Japan Exchange Group, Inc. 3,789 60,347.00 0.00
Japan Hotel REIT Investment Corp. 763 615,086.00 0.03
Japan Post Holdings Co., Ltd. 1,730 19,601.00 0.00
Japan Real Estate Investment Corp. 39 241,311.00 0.01
Japan Retail Fund Investment Corp. 73 148,308.00 0.01
Japanese Government CPI Linked Bond Series 21 1,003,141,820 9,662,503.00 0.48
JAPANESE YEN -14,384,666 -133,419.00 -0.01
Japanese Yen Currency Forward -4,692,484,812 -66,616.00 0.00
Japanese Yen Currency Forward -4,419,178,098 -1,285,568.00 -0.06
Japanese Yen Currency Forward 4,419,178,098 544,028.00 0.03
Japanese Yen Currency Forward -3,861,671,428 -754,302.00 -0.04
Japanese Yen Currency Forward 234,751,301 27,357.00 0.00
Japanese Yen Currency Forward -1,349,595,500 -62,640.00 0.00
JBS SA 82,435 455,550.00 0.02
Jeronimo Martins SGPS SA 2,924 47,142.00 0.00
Jinxin Fertility Group Ltd. 201,638 225,600.00 0.01
JNBY Design Ltd. 97,065 178,279.00 0.01
John B Sanfilippo & Son, Inc. 1,100 87,703.00 0.00
Johnson & Johnson 72,868 10,149,102.00 0.50
Johnson Matthey PLC 33,289 1,407,401.00 0.07
JPMorgan Chase & Co. 187,081 20,915,665.00 1.03
JPMorgan Chase Bank Long: IS1T8R7 TRS USD R E IS 2,194,104 2,175,403.00 0.11
JPMorgan Chase Bank Long: IS1U6Z4 TRS USD R E IS 4,684,471 4,907,045.00 0.24
JPMorgan Chase Bank Long: IS1U717 TRS USD R E IS 5,845,023 6,038,018.00 0.30
JPMorgan Chase Bank Long: IS1U739 TRS USD R E IS 8,206,672 8,967,978.00 0.44
JPMorgan Chase Bank Long: IS1U751 TRS USD R E IS 2,623,400 2,704,848.00 0.13
JPMorgan Chase Bank Long: IS1UAH4 TRS USD R E IS 403,649 409,954.00 0.02
JPMorgan Chase Bank, NA 2.170% CPI# 1,344,773 -1,366,077.00 -0.07
JPMorgan Chase Bank, NA 2.170% CPI# 8,972,056 -9,114,825.00 -0.45
JPMorgan Chase Bank, NA 2.183% CPI# 8,158,222 -8,258,508.00 -0.41
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 2,558,050 2,461,915.00 0.12
JUMBO SA 1,386 26,832.00 0.00
JXTG Holdings, Inc. 337,009 1,679,624.00 0.08
Jyske Bank A/S 60,153 2,086,656.00 0.10
K12, Inc. 3,385 102,959.00 0.01
Kadant, Inc. 1,039 94,441.00 0.00
Kaga Electronics Co., Ltd. 3,961 57,365.00 0.00
Kajaria Ceramics Ltd. 3,354 28,272.00 0.00
Kakaku.com, Inc. 18,005 348,233.00 0.02
Kansai Electric Power Co., Inc. (The) 16,983 194,686.00 0.01
Kardex AG 1,287 224,926.00 0.01
Kasai Kogyo Co., Ltd. 14,335 105,617.00 0.01
KB Financial Group, Inc. 52,205 2,069,392.00 0.10
KBC Group NV 20,532 1,347,430.00 0.07
Kemper Corp. 3,067 264,651.00 0.01
Kenedix Office Investment Corp. - Class A 19 141,433.00 0.01
Kenedix Residential Next Investment Corp. 76 134,969.00 0.01
Kennametal, Inc. 8,414 311,233.00 0.02
Kerry Group PLC - Class A 7,019 838,056.00 0.04
Keyence Corp. 1,913 1,180,069.00 0.06
Kforce, Inc. 3,578 125,559.00 0.01
KGHM Polska Miedz SA 2,812 78,075.00 0.00
Kiatnakin Bank PCL 84,580 191,679.00 0.01
Killam Apartment Real Estate Investment Trust 72,380 1,038,548.00 0.05
Kilroy Realty Corp. 6,103 450,496.00 0.02
Kimball International, Inc. - Class B 5,140 89,606.00 0.00
Kindred Group PLC (SDR) 25,071 212,839.00 0.01
Kingspan Group PLC 19,849 1,078,011.00 0.05
KION Group AG 5,266 333,036.00 0.02
Kirkland Lake Gold Ltd. 1,299 55,997.00 0.00
Knight-Swift Transportation Holdings, Inc. 12,367 406,132.00 0.02
Koh Young Technology, Inc. 295 21,276.00 0.00
Kohnan Shoji Co., Ltd. 2,055 42,801.00 0.00
Kokuyo Co., Ltd. 38,095 534,390.00 0.03
Koninklijke Ahold Delhaize NV 29,827 669,625.00 0.03
Koninklijke DSM NV 37,761 4,659,186.00 0.23
Koninklijke Philips NV 15,094 656,264.00 0.03
Koninklijke Volkerwessels NV 9,371 188,197.00 0.01
Kose Corp. 2,590 437,294.00 0.02
Kronos Worldwide, Inc. 3,841 58,846.00 0.00
Kulicke & Soffa Industries, Inc. 12,522 282,371.00 0.01
Kulicke & Soffa Industries, Inc. 6,761 152,462.00 0.01
Kumho Petrochemical Co., Ltd. 3,555 300,211.00 0.01
Kvaerner ASA 124,974 201,135.00 0.01
Kweichow Moutai Co., Ltd. - Class A 332 47,753.00 0.00
Kyokuto Securities Co., Ltd. 6,376 51,925.00 0.00
L&T Technology Services Ltd. 13,526 341,417.00 0.02
Lantheus Holdings, Inc. 4,595 130,053.00 0.01
Largan Precision Co., Ltd. 644 80,448.00 0.00
Larsen & Toubro Ltd. 10,017 226,358.00 0.01
Lear Corp. 2,665 371,154.00 0.02
Legal & General Group PLC 27,871 95,486.00 0.00
LEM Holding SA 142 200,487.00 0.01
Lennar Corp. - Class A 9,767 473,308.00 0.02
Lennar Corp. - Class A 5,358 259,673.00 0.01
Lennox International, Inc. 3,250 893,826.00 0.04
Leonardo SpA 450,485 5,715,092.00 0.28
LF Corp. 7,176 143,042.00 0.01
LHC Group, Inc. 847 101,398.00 0.01
Li Ning Co., Ltd. 134,889 318,990.00 0.02
LIC Housing Finance Ltd. 62,353 504,948.00 0.02
Ligand Pharmaceuticals, Inc. 833 95,185.00 0.00
Link REIT 71,326 877,696.00 0.04
Lithia Motors, Inc. - Class A 1,042 123,864.00 0.01
Littelfuse, Inc. 2,940 520,115.00 0.03
LivaNova PLC 1,278 92,001.00 0.00
Lloyds Banking Group PLC 203,046 145,832.00 0.01
Localiza Rent a Car SA 22,696 242,214.00 0.01
Lojas Renner SA 2,566 31,525.00 0.00
London Stock Exchange Group PLC 14,123 984,215.00 0.05
Long Gilt Futures 233 38,555,534.00 1.90
Lonza Group AG 1,638 553,285.00 0.03
Louisiana-Pacific Corp. 6,813 178,661.00 0.01
LUKOIL PJSC (Sponsored ADR) 12,215 1,026,350.00 0.05
LUKOIL PJSC (Sponsored ADR) (London) 48,104 4,066,708.00 0.20
Lundin Mining Corp. 130,585 718,965.00 0.04
Luxshare Precision Industry Co., Ltd. - Class A 58,730 212,947.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 5,328 2,265,107.00 0.11
Machvision, Inc. 13,841 165,527.00 0.01
Madrigal Pharmaceuticals, Inc. 1,978 207,337.00 0.01
Maeil Dairies Co., Ltd. 2,634 192,986.00 0.01
Magna International, Inc. - Class A (Canada) 1,617 80,505.00 0.00
Magna International, Inc. - Class A (United States 195,320 9,707,448.00 0.48
Maire Tecnimont SpA 43,744 141,829.00 0.01
Makino Milling Machine Co., Ltd. 11,235 455,667.00 0.02
Malaysia Airports Holdings Bhd 206,977 427,679.00 0.02
Mallinckrodt PLC 3,247 29,813.00 0.00
Mammoth Energy Services, Inc. 7,412 50,999.00 0.00
Man Group PLC/Jersey 111,364 220,187.00 0.01
Manappuram Finance Ltd. 104,840 210,213.00 0.01
Manhattan Associates, Inc. 1,367 94,842.00 0.00
ManTech International Corp./VA - Class A 2,022 133,163.00 0.01
Mapletree North Asia Commercial Trust 130,228 140,517.00 0.01
Marcus & Millichap, Inc. 3,342 103,103.00 0.01
Marine Harvest ASA 30,042 702,966.00 0.03
Masimo Corp. 918 136,673.00 0.01
Masonite International Corp. 3,676 193,651.00 0.01
Masonite International Corp. 676 35,617.00 0.00
MasTec, Inc. 2,544 131,109.00 0.01
Mastercard, Inc. - Class A 1,223 323,683.00 0.02
MasterCraft Boat Holdings, Inc. 5,870 115,005.00 0.01
Matador Resources Co. 18,015 358,154.00 0.02
Matrix Service Co. 5,911 119,762.00 0.01
MAXIMUS, Inc. 3,074 223,018.00 0.01
MaxLinear, Inc. - Class A 15,613 365,968.00 0.02
McDonald's Corp. 520 108,093.00 0.01
McKesson Corp. 501 67,423.00 0.00
Mediaset Espana Comunicacion SA 25,920 188,677.00 0.01
Medical Facilities Corp. 14,902 140,991.00 0.01
Medical Properties Trust, Inc. 36,965 644,683.00 0.03
Medifast, Inc. 860 110,346.00 0.01
Mediobanca Banca di Credito Finanziario SpA 103,630 1,068,618.00 0.05
Medpace Holdings, Inc. 1,921 125,735.00 0.01
Megacable Holdings SAB de CV 133,009 566,859.00 0.03
Meitec Corp. 11,758 605,046.00 0.03
Melexis NV 2,481 167,794.00 0.01
Merck & Co., Inc. 183,423 15,380,021.00 0.76
Merit Medical Systems, Inc. 1,716 102,210.00 0.01
Meritor, Inc. 9,028 218,942.00 0.01
Merlin Properties Socimi SA 176,590 2,447,806.00 0.12
Mesa Laboratories, Inc. 531 129,980.00 0.01
MetLife, Inc. 4,446 220,854.00 0.01
METRO AG 5,697 104,109.00 0.01
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 13,116 172,355.00 0.01
MGM Growth Properties LLC - Class A 15,730 482,124.00 0.02
MGM Growth Properties LLC - Class A 15,758 482,987.00 0.02
Michaels Cos., Inc. (The) 23,690 206,103.00 0.01
Microsoft Corp. 369,567 49,507,228.00 2.44
Mid-America Apartment Communities, Inc. 170,935 20,129,305.00 0.99
Millicom International Cellular SA 1,361 76,647.00 0.00
Minerva SA/Brazil 80,277 166,200.00 0.01
Mirait Holdings Corp. 7,958 118,110.00 0.01
Mirati Therapeutics, Inc. 996 102,635.00 0.01
Mirvac Group 152,963 336,723.00 0.02
Mitra Adiperkasa Tbk PT 294,737 18,776.00 0.00
Mitsubishi Estate Co., Ltd. 14,793 275,718.00 0.01
Mitsubishi UFJ Financial Group, Inc. 1,013,093 4,825,340.00 0.24
Mitsui Fudosan Co., Ltd. 54,041 1,313,427.00 0.06
Mitsui Mining & Smelting Co., Ltd. 8,156 196,062.00 0.01
Mixi, Inc. 7,972 160,113.00 0.01
Miyazaki Bank Ltd. (The) 6,398 143,359.00 0.01
MKS Instruments, Inc. 1,425 111,029.00 0.01
MLP Saglik Hizmetleri AS 37,954 75,830.00 0.00
MMC Norilsk Nickel PJSC (ADR) 13,099 294,994.00 0.01
Mobile Telecommunications Co. 56,662 99,014.00 0.00
Mobile World Investment Corp. Macquarie Bank Ltd. 13,233 52,696.00 0.00
Mobistar SA 9,368 185,783.00 0.01
Molina Healthcare, Inc. 3,205 458,763.00 0.02
Molina Healthcare, Inc. 588 84,277.00 0.00
Momo, Inc. (Sponsored ADR) 8,420 301,448.00 0.01
Moncler SpA 43,229 1,852,888.00 0.09
Moneysupermarket.com Group PLC 46,228 242,170.00 0.01
Monolithic Power Systems, Inc. 669 90,845.00 0.00
Monster Beverage Corp. 3,257 207,952.00 0.01
Moody's Corp. 266 51,963.00 0.00
Morgan Sindall Group PLC 11,701 183,971.00 0.01
Morgan Stanley Capital Services, Inc. Long: IS1U6R 6,978,025 6,654,676.00 0.33
Morgan Stanley Capital Services, Inc. Long: IS1U6T 2,279,611 2,226,758.00 0.11
Morinaga Milk Industry Co., Ltd. 14,754 584,210.00 0.03
Motor Oil Hellas Corinth Refineries SA 44,497 1,138,462.00 0.06
MRC Global, Inc. 18,360 314,323.00 0.02
MRV Engenharia e Participacoes SA 31,879 162,472.00 0.01
MSCI EMGMKT SEP19 IFUS 20190920 -490 -25,808,300.00 -1.27
MSCI, Inc. - Class A 395 94,500.00 0.00
MSG Networks, Inc. 5,323 110,417.00 0.01
MTU Aero Engines AG 3,961 944,788.00 0.05
Murata Manufacturing Co., Ltd. 11,670 525,431.00 0.03
Muthoot Finance Ltd. 15,965 149,181.00 0.01
My EG Services Bhd 282,325 101,233.00 0.00
MyoKardia, Inc. 1,270 63,703.00 0.00
Myriad Genetics, Inc. 3,249 90,272.00 0.00
Mytilineos Holdings SA 48,389 558,631.00 0.03
Nanometrics, Inc. 3,589 124,590.00 0.01
Nantex Industry Co., Ltd. 174,047 201,976.00 0.01
Nanya Technology Corp. 59,612 123,935.00 0.01
Naspers Ltd. - Class N 1,964 475,515.00 0.02
National Bank of Canada 640 30,444.00 0.00
National Health Investors, Inc. 888 69,353.00 0.00
National Presto Industries, Inc. 752 70,205.00 0.00
National Retail Properties, Inc. 7,132 378,099.00 0.02
National Storage Affiliates Trust 25,058 725,183.00 0.04
National Vision Holdings, Inc. 19,303 593,181.00 0.03
National Western Life Group, Inc. - Class A 378 97,377.00 0.00
Navient Corp. 5,047 68,902.00 0.00
Navigant Consulting, Inc. 2,795 64,834.00 0.00
NCR Corp. 18,884 587,292.00 0.03
NCR Corp. 2,716 84,472.00 0.00
NCSoft Corp. 65 27,252.00 0.00
NEC Networks & System Integration Corp. 8,276 211,264.00 0.01
Nedbank Group Ltd. 9,806 176,398.00 0.01
Nelnet, Inc. - Class A 1,998 118,337.00 0.01
Neste Oyj 10,969 372,940.00 0.02
Nestle SA 87,197 9,026,859.00 0.45
NET One Systems Co., Ltd. 5,176 143,148.00 0.01
Netflix, Inc. 485 178,357.00 0.01
NetScout Systems, Inc. 16,430 417,157.00 0.02
NetScout Systems, Inc. 5,030 127,715.00 0.01
Neurocrine Biosciences, Inc. 6,930 585,160.00 0.03
New Jersey Resources Corp. 2,728 135,791.00 0.01
New Oriental Education & Technology Group, Inc. (S 30,076 2,904,763.00 0.14
New Relic, Inc. 7,988 691,052.00 0.03
New World Development Co., Ltd. 184,308 288,289.00 0.01
New Zealand Dollar Currency Forward 18,687,235 213,695.00 0.01
New Zealand Dollar Currency Forward 19,379,479 330,076.00 0.02
New Zealand Dollar Currency Forward 41,129,160 436,062.00 0.02
Newcrest Mining Ltd. 11,343 254,856.00 0.01
Nexity SA 4,451 192,375.00 0.01
Nexon Co., Ltd. 6,443 94,141.00 0.00
Nexstar Media Group, Inc. - Class A 1,274 128,749.00 0.01
Next PLC 1,879 131,628.00 0.01
NextCure, Inc. 1,158 17,353.00 0.00
NextEra Energy, Inc. 258 52,994.00 0.00
NGK Spark Plug Co., Ltd. 75,376 1,418,094.00 0.07
NIBC Holding NV 18,558 166,435.00 0.01
NIC, Inc. 5,548 89,003.00 0.00
NICE Information Service Co., Ltd. 15,478 227,516.00 0.01
Nice Ltd. 22,562 3,088,675.00 0.15
Nichirei Corp. 29,380 697,519.00 0.03
Nidec Corp. 3,981 546,786.00 0.03
Nihon Unisys Ltd. 39,923 1,343,027.00 0.07
NIKE, Inc. - Class B 147,967 12,421,829.00 0.61
Nintendo Co., Ltd. 3,648 1,338,678.00 0.07
Nippon Accommodations Fund, Inc. 60 340,130.00 0.02
Nippon Building Fund, Inc. 161 1,108,905.00 0.05
Nippon Light Metal Holdings Co., Ltd. 37,124 80,480.00 0.00
Nippon Paper Industries Co., Ltd. 5,720 101,438.00 0.01
Nippon Prologis REIT, Inc. 265 612,109.00 0.03
Nippon Telegraph & Telephone Corp. 164,052 7,643,163.00 0.38
NiSource, Inc. 410,342 11,817,849.00 0.58
NMC Health PLC 15,243 466,396.00 0.02
NMI Holdings, Inc. - Class A 4,886 138,729.00 0.01
NN Group NV 99,523 4,000,724.00 0.20
Nobina AB 30,439 188,905.00 0.01
Nokia Oyj 657,456 3,274,656.00 0.16
Nomad Foods Ltd. 6,293 134,438.00 0.01
Nomad Foods Ltd. 30,176 644,559.00 0.03
Norbord, Inc. 6,753 167,394.00 0.01
Nordson Corp. 4,980 703,723.00 0.03
Norfolk Southern Corp. 50,482 10,062,577.00 0.50
Norsk Hydro ASA 51,047 182,838.00 0.01
Northeast Bank 4,753 131,113.00 0.01
Northern Star Resources Ltd. 134,405 1,102,642.00 0.05
Northview Apartment Real Estate Investment Trust 12,213 250,891.00 0.01
NorthWestern Corp. 1,069 77,135.00 0.00
Norwegian Finans Holding ASA 86,852 631,870.00 0.03
NORWEGIAN KRONE 2,656 311.00 0.00
Norwegian Krone Currency Forward 353,165,494 834,706.00 0.04
Norwegian Krone Currency Forward -17,733,348 -48,256.00 0.00
Norwegian Krone Currency Forward -232,617,598 -517,087.00 -0.03
Notre Dame Intermedica Participacoes SA 3,501 36,769.00 0.00
Novanta, Inc. 7,612 717,884.00 0.04
Novartis AG 212 19,430.00 0.00
Novatek Microelectronics Corp. 73,938 412,584.00 0.02
Novo Nordisk A/S (Sponsored ADR) 124,425 6,350,652.00 0.31
Novo Nordisk A/S - Class B 195,405 9,980,744.00 0.49
Nuance Communications, Inc. 33,402 533,429.00 0.03
Nuance Communications, Inc. 8,323 132,928.00 0.01
NuCana PLC (ADR) 1,796 18,652.00 0.00
NVR, Inc. 59 200,617.00 0.01
NWS Holdings Ltd. 1,068,393 2,197,437.00 0.11
Oasis Petroleum, Inc. 42,850 243,388.00 0.01
Oceaneering International, Inc. 8,370 170,664.00 0.01
Oesterreichische Post AG 4,928 165,924.00 0.01
Oil States International, Inc. 15,570 284,931.00 0.01
Old Republic International Corp. 17,521 392,119.00 0.02
Ollie's Bargain Outlet Holdings, Inc. 9,008 784,707.00 0.04
Omega Healthcare Investors, Inc. 19,616 720,913.00 0.04
Omnicell, Inc. 1,528 131,474.00 0.01
ONE Gas, Inc. 1,182 106,799.00 0.01
OneMain Holdings, Inc. 10,567 357,270.00 0.02
OneSavings Bank PLC 35,226 162,213.00 0.01
oOh!media Ltd. 148,638 407,639.00 0.02
OPAP SA 42,331 474,811.00 0.02
Open House Co., Ltd. 5,894 242,303.00 0.01
Oracle Corp. 305,877 17,425,821.00 0.86
Oracle Corp./Japan 41,858 3,064,716.00 0.15
Origin Energy Ltd. 47,658 245,063.00 0.01
Origin Property PCL - Class F 662,632 166,373.00 0.01
Orion Corp/Republic of Korea 6,967 558,580.00 0.03
Orion Engineered Carbons SA 14,437 309,096.00 0.02
Orion Engineered Carbons SA 5,263 112,697.00 0.01
ORIX Corp. 213,237 3,186,808.00 0.16
Orix JREIT, Inc. 149 272,482.00 0.01
Orkla ASA 621,271 5,513,735.00 0.27
Ormat Technologies, Inc. 2,344 148,606.00 0.01
Orocobre Ltd. 18,545 36,905.00 0.00
Orthofix Medical, Inc. 2,669 141,148.00 0.01
OSI Systems, Inc. 1,123 126,493.00 0.01
Otsuka Corp. 46,703 1,883,418.00 0.09
Otter Tail Corp. 2,769 146,242.00 0.01
Oversea-Chinese Banking Corp., Ltd. 54,103 456,370.00 0.02
OZ Minerals Ltd. 113,885 806,148.00 0.04
Pagseguro Digital Ltd. 9,715 378,625.00 0.02
Panalpina Welttransport Holding AG 956 220,190.00 0.01
Pandora A/S 18,760 667,336.00 0.03
Panin Financial Tbk PT 6,458,107 151,754.00 0.01
Papa John's International, Inc. 2,428 108,608.00 0.01
Par Pacific Holdings, Inc. 4,216 86,525.00 0.00
Parade Technologies Ltd. 1,112 18,926.00 0.00
Park Hotels & Resorts, Inc. 16,508 454,960.00 0.02
Park Hotels & Resorts, Inc. 26,610 733,388.00 0.04
Parque Arauco SA 58,415 162,143.00 0.01
Partners Group Holding AG 6,395 5,029,633.00 0.25
Patrick Industries, Inc. 2,146 105,598.00 0.01
Patterson Cos., Inc. 3,955 90,585.00 0.00
Patterson-UTI Energy, Inc. 25,855 297,591.00 0.01
Patterson-UTI Energy, Inc. 7,734 89,020.00 0.00
Paychex, Inc. 2,418 199,015.00 0.01
Paycom Software, Inc. 353 80,050.00 0.00
PayPal Holdings, Inc. 83,898 9,603,005.00 0.47
Paysign, Inc. 7,439 99,466.00 0.00
PC Connection, Inc. 3,419 119,606.00 0.01
Peabody Energy Corp. 5,708 137,575.00 0.01
Pebblebrook Hotel Trust 2,831 79,796.00 0.00
Pegasystems, Inc. 1,185 84,422.00 0.00
Penn National Gaming, Inc. 4,226 81,394.00 0.00
Penn Virginia Corp. 667 20,483.00 0.00
Penumbra, Inc. 5,238 838,157.00 0.04
PepsiCo, Inc. 113,265 14,852,532.00 0.73
Perficient, Inc. 3,373 115,794.00 0.01
Pernod Ricard SA 19,987 3,681,188.00 0.18
Perspecta, Inc. 6,987 163,585.00 0.01
PetroChina Co., Ltd. - Class H 3,431,307 1,891,979.00 0.09
Petrofac Ltd. 10,235 55,990.00 0.00
Petroleo Brasileiro SA (Preference Shares) 753,962 5,381,870.00 0.27
Peugeot SA 242,040 5,957,201.00 0.29
Pfizer, Inc. 408,309 17,687,945.00 0.87
Phibro Animal Health Corp. - Class A 1,909 60,666.00 0.00
Philip Morris International, Inc. 8,103 636,333.00 0.03
Physicians Realty Trust 13,087 228,238.00 0.01
PICC Property & Casualty Co., Ltd. - Class H 132,604 143,079.00 0.01
Pidilite Industries Ltd. 1,362 23,996.00 0.00
Pieris Pharmaceuticals, Inc. 9,328 43,845.00 0.00
Pilipinas Shell Petroleum Corp. 202,612 153,157.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 7,372 95,330.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 79,053 950,605.00 0.05
Pinterest, Inc. - Class A 9,512 258,916.00 0.01
Planet Fitness, Inc. 16,113 1,167,284.00 0.06
PNM Resources, Inc. 8,006 407,585.00 0.02
PNM Resources, Inc. 3,725 189,648.00 0.01
Polyus PJSC (GDR) 3,114 143,510.00 0.01
Polyus PJSC (GDR) 2,214 102,406.00 0.01
Portland General Electric Co. 8,588 465,211.00 0.02
Portland General Electric Co. 4,367 236,586.00 0.01
POSCO 7,516 1,595,668.00 0.08
POSCO Chemical Co., Ltd. 366 17,060.00 0.00
PotlatchDeltic Corp. 1,909 74,420.00 0.00
POUND STERLING -166,940 -212,005.00 -0.01
Power Assets Holdings Ltd. 1,929 13,881.00 0.00
PRA Health Sciences, Inc. 848 84,121.00 0.00
Preferred Apartment Communities, Inc. - Class A 6,450 96,440.00 0.00
Preferred Bank/Los Angeles CA 568 26,865.00 0.00
Premier Oil PLC 353,531 346,835.00 0.02
Premium Leisure Corp. 4,132,115 64,520.00 0.00
Primerica, Inc. 1,139 136,686.00 0.01
Procter & Gamble Co. (The) 143,848 15,772,933.00 0.78
Progress Software Corp. 3,437 149,957.00 0.01
Progressive Corp. (The) 172,144 13,759,469.00 0.68
Prologis, Inc. 20,631 1,652,615.00 0.08
ProPetro Holding Corp. 4,430 91,718.00 0.00
Prudential PLC 52,224 1,140,101.00 0.06
Puma SE 5,720 381,482.00 0.02
Qantas Airways Ltd. 1,159,232 4,399,151.00 0.22
QEP Resources, Inc. 43,739 316,232.00 0.02
QIAGEN NV 14,217 578,546.00 0.03
Quad/Graphics, Inc. 3,465 27,412.00 0.00
QUALCOMM, Inc. 1,305 99,281.00 0.00
Quanta Services, Inc. 12,652 483,179.00 0.02
Quanta Services, Inc. 3,444 131,541.00 0.01
Radiant Logistics, Inc. 14,449 88,722.00 0.00
RadNet, Inc. 6,204 85,556.00 0.00
Raia Drogasil SA 1,455 28,838.00 0.00
Rakuten, Inc. 3,110 37,189.00 0.00
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 3,381 176,376.00 0.01
Randstad NV 599 32,881.00 0.00
Rapid7, Inc. 2,099 121,438.00 0.01
Rational AG 298 205,437.00 0.01
Raytheon Co. 50,181 8,725,472.00 0.43
RE/MAX Holdings, Inc. - Class A 1,457 44,829.00 0.00
Real Gold Mining Ltd. 147,194 0.00 0.00
Realtek Semiconductor Corp. 18,855 138,877.00 0.01
Recipe Unlimited Corp. 5,147 103,769.00 0.01
Reckitt Benckiser Group PLC 47,153 3,722,960.00 0.18
Recruit Holdings Co., Ltd. 41,905 1,403,085.00 0.07
Red Electrica Corp. SA 4,803 100,042.00 0.00
Regal Beloit Corp. 5,521 451,120.00 0.02
Regency Centers Corp. 243,734 16,266,848.00 0.80
REGENXBIO, Inc. 1,696 87,142.00 0.00
Reinsurance Group of America, Inc. - Class A 4,940 770,788.00 0.04
RELX PLC 134,992 3,265,209.00 0.16
RELX PLC (London) 49,029 1,189,184.00 0.06
Renewable Energy Group, Inc. 4,681 74,243.00 0.00
Rentokil Initial PLC 206,873 1,044,439.00 0.05
Repco Home Finance Ltd. 18,123 101,564.00 0.01
Repligen Corp. 1,568 134,790.00 0.01
Repsol SA 552,116 8,664,282.00 0.43
Repsol SA 542,077 300,678.00 0.01
Republic Bancorp, Inc./KY - Class A 2,742 136,461.00 0.01
Restaurant Brands International, Inc. 328 22,845.00 0.00
Retail Properties of America, Inc. - Class A 52,005 611,580.00 0.03
Retrophin, Inc. 2,779 55,831.00 0.00
Revance Therapeutics, Inc. 11,800 153,057.00 0.01
REX American Resources Corp. 1,185 86,425.00 0.00
Rexford Industrial Realty, Inc. 9,784 395,018.00 0.02
Rheinmetall AG 8,387 1,027,927.00 0.05
Richter Gedeon Nyrt 1,700 31,339.00 0.00
Rio Tinto Ltd. 24,947 1,826,757.00 0.09
Rio Tinto PLC 5,560 344,176.00 0.02
RLJ Lodging Trust 29,884 530,146.00 0.03
RMR Group, Inc. (The) - Class A 1,802 84,658.00 0.00
Road King Infrastructure Ltd. 84,460 174,315.00 0.01
Roche Holding AG 47,104 13,245,256.00 0.65
Roche Holding AG (Sponsored ADR) 216,754 7,608,065.00 0.38
Roland DG Corp. 2,838 63,703.00 0.00
Rolls-Royce Holdings PLC 90,532 967,152.00 0.05
Ross Stores, Inc. 117,349 11,631,632.00 0.57
Round One Corp. 9,166 116,549.00 0.01
Royal Bank of Canada 9,744 774,383.00 0.04
Royal Bank of Scotland Group PLC 7,983 22,267.00 0.00
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 85,237 2,775,617.00 0.14
Royal Dutch Shell PLC (Sponsored ADR) 221,331 14,550,299.00 0.72
Royal Dutch Shell PLC - Class A 8,598 280,618.00 0.01
Royal Dutch Shell PLC - Class B 279,266 9,150,650.00 0.45
Royal Unibrew A/S 7,592 555,088.00 0.03
RPC, Inc. 24,160 174,193.00 0.01
RPS Group PLC 78,502 107,072.00 0.01
Rubius Therapeutics, Inc. 14,574 229,253.00 0.01
Rumo SA 5,788 31,249.00 0.00
Rush Enterprises, Inc. - Class A 2,682 97,960.00 0.00
Ruth's Hospitality Group, Inc. 5,117 116,224.00 0.01
Ryman Hospitality Properties, Inc. 2,239 181,610.00 0.01
Ryoyo Electro Corp. 12,132 199,220.00 0.01
S&P 500 E-Mini Futures -3,909 -575,443,890.00 -28.39
S&P 500 Index 302,000 4,048,231.00 0.20
S&T Bancorp, Inc. 2,355 88,269.00 0.00
S+P MID 400 EMINI SEP19 XCME 20190920 -35 -6,825,000.00 -0.34
S+P/TSX 60 IX FUT SEP19 XMOD 20190919 -365 -54,501,240.00 -2.69
S-1 Corp. 179 15,171.00 0.00
S-Oil Corp. 4,753 345,267.00 0.02
SA Corporate Real Estate Ltd. 648,423 143,633.00 0.01
Saab AB - Class B 20,954 682,482.00 0.03
Sabra Health Care REIT, Inc. 6,693 131,794.00 0.01
Safaricom PLC 1,007,266 275,021.00 0.01
Safestore Holdings PLC 21,823 170,029.00 0.01
Sage Therapeutics, Inc. 2,318 424,402.00 0.02
Saia, Inc. 654 42,357.00 0.00
Salmar ASA 83,419 3,631,496.00 0.18
Samjin Pharmaceutical Co., Ltd. 4,183 108,878.00 0.01
Sampo Oyj - Class A 8,025 378,853.00 0.02
Samsung Electronics Co., Ltd. 140,205 5,709,217.00 0.28
Samsung Electronics Co., Ltd. (Preference Shares) 27,013 895,871.00 0.04
Samsung SDI Co., Ltd. 1,386 284,371.00 0.01
Sanmina Corp. 3,318 100,486.00 0.00
Sanofi 6,624 572,490.00 0.03
Sany Heavy Industry Co., Ltd. 2,093,067 3,992,569.00 0.20
SAP SE 4,788 656,464.00 0.03
Sarana Menara Nusantara Tbk PT 171,662 8,555.00 0.00
Saras SpA 96,611 145,835.00 0.01
Sarepta Therapeutics, Inc. 2,670 405,706.00 0.02
Sasol Ltd. 10,885 270,666.00 0.01
SBA Communications Corp. 802 180,537.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 35,085 536,105.00 0.03
Scandi Standard AB 27,502 189,547.00 0.01
Schneider Electric SE 10,497 949,875.00 0.05
Schnitzer Steel Industries, Inc. - Class A 4,671 122,243.00 0.01
Scholastic Corp. 3,812 126,710.00 0.01
SCREEN Holdings Co., Ltd. 21,792 907,373.00 0.04
Sealed Air Corp. 8,214 351,394.00 0.02
Sealed Air Corp. 1,762 75,413.00 0.00
Seazen Holdings Co., Ltd. - Class A 33,414 194,022.00 0.01
Secom Co., Ltd. 2,662 229,400.00 0.01
Segro PLC 53,868 500,140.00 0.02
Selective Insurance Group, Inc. 5,084 380,740.00 0.02
Sembcorp Industries Ltd. 32,265 57,509.00 0.00
Sempra Energy 872 119,954.00 0.01
Semtech Corp. 8,115 389,955.00 0.02
Senao International Co., Ltd. 88,344 93,960.00 0.00
Seven & i Holdings Co., Ltd. 6,073 205,766.00 0.01
Seven Bank Ltd. 136,532 357,810.00 0.02
SG Holdings Co., Ltd. 16,368 465,430.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 94,424 185,639.00 0.01
Shenandoah Telecommunications Co. 3,017 116,225.00 0.01
Shenzhou International Group Holdings Ltd. 51,104 704,973.00 0.03
Sherwin-Williams Co. (The) 465 213,310.00 0.01
Shikoku Bank Ltd. (The) 10,889 91,358.00 0.00
Shinhan Financial Group Co., Ltd. 4,774 185,700.00 0.01
Shionogi & Co., Ltd. 1,648 95,281.00 0.00
Shizuoka Gas Co., Ltd. 20,882 159,513.00 0.01
Shoprite Holdings Ltd. 1,945 21,746.00 0.00
Showa Sangyo Co., Ltd. 4,385 122,973.00 0.01
Shriram Transport Finance Co., Ltd. 1,378 21,562.00 0.00
Sichuan Swellfun Co., Ltd. - Class A 3,966 29,423.00 0.00
Siemens AG 8,621 1,026,403.00 0.05
SIG PLC 101,365 166,860.00 0.01
Signet Jewelers Ltd. 9,395 167,982.00 0.01
Signet Jewelers Ltd. 4,055 72,507.00 0.00
Sika AG 4,964 848,190.00 0.04
Silergy Corp. 3,074 60,273.00 0.00
Silicon Laboratories, Inc. 1,301 134,561.00 0.01
Siltronic AG 5,904 429,045.00 0.02
SimCorp A/S 1,504 145,676.00 0.01
Simon Property Group, Inc. 3,357 536,383.00 0.03
Sims Metal Management Ltd. 28,548 218,352.00 0.01
Sinclair Broadcast Group, Inc. - Class A 3,054 163,808.00 0.01
SINGAPORE DOLLAR 0 0.00 0.00
Singapore Exchange Ltd. 355,924 2,085,189.00 0.10
Sinotruk Hong Kong Ltd. 39,219 67,952.00 0.00
SITE Centers Corp. 24,969 330,594.00 0.02
SiteOne Landscape Supply, Inc. 5,844 404,989.00 0.02
SK Hynix, Inc. 64,355 3,870,970.00 0.19
Skechers U.S.A., Inc. - Class A 13,150 414,093.00 0.02
Skechers U.S.A., Inc. - Class A 3,836 120,797.00 0.01
SkyWest, Inc. 891 54,066.00 0.00
SkyWest, Inc. 9,307 564,655.00 0.03
Sleep Number Corp. 4,417 178,418.00 0.01
SM Energy Co. 18,640 233,372.00 0.01
SM Energy Co. 22,009 275,556.00 0.01
SM Prime Holdings, Inc. 175,116 126,831.00 0.01
Smartsheet, Inc. - Class A 8,775 424,710.00 0.02
SMC Corp./Japan 1,794 672,752.00 0.03
Societe BIC SA 713 54,323.00 0.00
Soft-World International Corp. 35,662 84,583.00 0.00
Softbank Corp. 7,823 101,637.00 0.01
Softcat PLC 11,320 139,801.00 0.01
Sojitz Corp. 66,784 214,924.00 0.01
Sonic Healthcare Ltd. 94,103 1,793,046.00 0.09
Sony Corp. 666 35,029.00 0.00
Sotheby's 10,844 630,361.00 0.03
SOUTH KOREAN WON 15,415 13.00 0.00
South32 Ltd. 532,265 1,193,147.00 0.06
Southwest Gas Holdings, Inc. 5,050 452,581.00 0.02
Southwest Gas Holdings, Inc. 1,532 137,331.00 0.01
SP Plus Corp. 2,842 90,769.00 0.00
Spar Nord Bank A/S 20,675 182,068.00 0.01
SpareBank 1 Nord Norge 23,112 184,103.00 0.01
SpareBank 1 SMN 18,373 210,435.00 0.01
SpareBank 1 SR-Bank ASA 46,497 566,861.00 0.03
Spark Energy, Inc. 7,972 89,212.00 0.00
SpartanNash Co. 4,099 47,843.00 0.00
SPDR S&P 500 ETF Trust 106,123 31,094,039.00 1.53
SPDR S&P 500 ETF Trust 229 26,002.00 0.00
SPDR S&P 500 ETF Trust 233 23,962.00 0.00
SPI 200 Futures -42 -4,834,983.00 -0.24
SPIE SA 10,760 199,648.00 0.01
Spin Master Corp. 42,089 1,217,169.00 0.06
Spirax-Sarco Engineering PLC 1,194 139,459.00 0.01
Splunk, Inc. 4,168 524,126.00 0.03
SPS Commerce, Inc. 884 90,412.00 0.00
St. Shine Optical Co., Ltd. 24,787 440,574.00 0.02
STAG Industrial, Inc. 19,670 594,820.00 0.03
STAG Industrial, Inc. 20,768 628,045.00 0.03
Starbucks Corp. 109,144 9,149,541.00 0.45
State Bank of India 78,712 413,659.00 0.02
Steelcase, Inc. - Class A 15,685 268,213.00 0.01
Steelcase, Inc. - Class A 4,589 78,473.00 0.00
Stelco Holdings, Inc. 17,177 199,378.00 0.01
Stepan Co. 512 47,123.00 0.00
Sterling Bancorp./DE 25,150 535,192.00 0.03
Sterling Bancorp./DE 6,316 134,406.00 0.01
Stifel Financial Corp. 9,541 563,491.00 0.03
STMicroelectronics NV 20,722 367,532.00 0.02
Stoneridge, Inc. 2,719 85,813.00 0.00
Strategic Education, Inc. 643 114,472.00 0.01
Sturm Ruger & Co., Inc. 2,247 122,448.00 0.01
Subaru Corp. 103,594 2,522,238.00 0.12
Suez 46,843 675,939.00 0.03
Sumitomo Metal Mining Co., Ltd. 6,186 185,449.00 0.01
Sumitomo Mitsui Financial Group, Inc. 93,968 3,330,776.00 0.16
Sumitomo Realty & Development Co., Ltd. 4,104 146,849.00 0.01
Summit Hotel Properties, Inc. 6,651 76,289.00 0.00
Summit Materials, Inc. - Class A 7,683 147,901.00 0.01
Sun Communities, Inc. 4,919 630,566.00 0.03
Sun Communities, Inc. 6,978 894,537.00 0.04
Sun Hung Kai & Co., Ltd. 330,002 154,197.00 0.01
Sun Hung Kai Properties Ltd. 214,581 3,640,385.00 0.18
Sunny Friend Environmental Technology Co., Ltd. 24,945 222,175.00 0.01
Sunstone Hotel Investors, Inc. 8,028 110,074.00 0.01
Super Retail Group Ltd. 33,709 195,117.00 0.01
Supernus Pharmaceuticals, Inc. 2,719 89,986.00 0.00
Surmodics, Inc. 767 33,134.00 0.00
Sushiro Global Holdings Ltd. 14,224 849,934.00 0.04
Suzano SA 37,329 319,346.00 0.02
SVB Financial Group 1,937 435,030.00 0.02
Svenska Handelsbanken AB - Class A 37,010 365,244.00 0.02
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 134,390,600 432,639.00 0.02
Swedish Krona Currency Forward 117,109,452 -26,931.00 0.00
Swire Properties Ltd. 115,894 468,528.00 0.02
SWISS FRANC 238,524 244,339.00 0.01
Swiss Franc Currency Forward -4,366,615 -77,624.00 0.00
Swiss Franc Currency Forward -56,168,706 -1,733,104.00 -0.09
Swiss Franc Currency Forward 42,805,096 1,246,595.00 0.06
Swiss Franc Currency Forward 2,371,850 68,284.00 0.00
Swiss Franc Currency Forward 17,730,225 510,448.00 0.03
Swiss Re AG 57,285 5,821,207.00 0.29
Synchrony Financial 296,262 10,271,403.00 0.51
SYNNEX Corp. 1,459 143,638.00 0.01
Synovus Financial Corp. 14,110 493,850.00 0.02
Synovus Financial Corp. 3,817 133,598.00 0.01
Syrah Resources Ltd. 18,994 933.00 0.00
Syrah Resources Ltd. 94,973 58,783.00 0.00
Sysco Corp. 301 21,304.00 0.00
T-Gaia Corp. 7,874 149,155.00 0.01
T-Mobile US, Inc. 51,765 3,837,857.00 0.19
Tableau Software, Inc. - Class A 4,290 712,225.00 0.04
Tactile Systems Technology, Inc. 1,358 77,329.00 0.00
Taisei Corp. 53,547 1,950,558.00 0.10
Taiwan Semiconductor Manufacturing Co., Ltd. 298,778 2,285,171.00 0.11
TAL Education Group (ADR) 9,254 352,603.00 0.02
Tandem Diabetes Care, Inc. 1,749 112,891.00 0.01
Tatneft PJSC (Sponsored ADR) 5,024 368,567.00 0.02
Tatneft PJSC (Sponsored ADR) (London) 54,623 4,039,650.00 0.20
Taylor Morrison Home Corp. - Class A 24,676 517,208.00 0.03
TC Energy Corp. 2,150 106,628.00 0.01
TCF Financial Corp. 6,845 142,320.00 0.01
TCI Co., Ltd. 166,171 2,283,557.00 0.11
TCI Express Ltd. 1,287 12,156.00 0.00
TCS Group Holding PLC (GDR) 14,314 280,571.00 0.01
TeamLease Services Ltd. 4,021 171,334.00 0.01
Tecan Group AG 3,081 800,345.00 0.04
Tech Data Corp. 1,587 166,096.00 0.01
TEGNA, Inc. 12,580 190,591.00 0.01
Teladoc Health, Inc. 12,670 841,434.00 0.04
Telecom Plus PLC 10,042 179,815.00 0.01
Telenor ASA 4,996 106,155.00 0.01
Teleperformance 4,070 815,549.00 0.04
Telephone & Data Systems, Inc. 3,486 105,975.00 0.01
TELUS Corp. 10,805 399,451.00 0.02
Temenos AG 4,439 794,859.00 0.04
Tencent Holdings Ltd. 118,785 5,373,766.00 0.27
Teradyne, Inc. 2,987 143,133.00 0.01
Terex Corp. 10,950 343,830.00 0.02
Terna Rete Elettrica Nazionale SpA 16,004 101,973.00 0.01
Tesco PLC 974,017 2,807,773.00 0.14
Test Research, Inc. 46,396 73,268.00 0.00
Tetra Tech, Inc. 2,146 168,619.00 0.01
Teva Pharmaceutical Industries Ltd. 559 5,131.00 0.00
Teva Pharmaceutical Industries Ltd. (Sponsored ADR 48,798 450,414.00 0.02
Texas Capital Bancshares, Inc. 7,767 476,660.00 0.02
Texas Capital Bancshares, Inc. 1,994 122,432.00 0.01
Texas Instruments, Inc. 116,724 13,395,336.00 0.66
Texas Pacific Land Trust 97 76,414.00 0.00
Texas Roadhouse, Inc. - Class A 1,897 101,817.00 0.01
Thomson Reuters Corp. 1,313 84,730.00 0.00
Thor Industries, Inc. 1,060 61,972.00 0.00
Tianneng Power International Ltd. 129,515 104,376.00 0.01
Tieto Oyj 6,358 188,421.00 0.01
Times China Holdings Ltd. 784,273 1,570,169.00 0.08
Tisco Financial Group PCL 69,432 211,688.00 0.01
Titan Machinery, Inc. 5,508 113,365.00 0.01
TJX Cos., Inc. (The) 280,623 14,839,344.00 0.73
TKH Group NV 8,584 531,249.00 0.03
TLG Immobilien AG 43,889 1,285,110.00 0.06
Toei Animation Co., Ltd. 17,284 803,881.00 0.04
Tokio Marine Holdings, Inc. 2,046 102,687.00 0.01
Tokyo Gas Co., Ltd. 9,008 212,352.00 0.01
Tokyu Construction Co., Ltd. 9,321 63,102.00 0.00
TOMONY Holdings, Inc. 22,195 74,698.00 0.00
TopBuild Corp. 1,524 126,170.00 0.01
TOPIX Index Futures -527 -75,812,920.00 -3.74
Toronto-Dominion Bank (The) 11,775 688,067.00 0.03
Toshiba Corp. 3,028 94,426.00 0.00
Tosoh Corp. 425,893 6,007,206.00 0.30
TOTAL SA 35,313 1,980,844.00 0.10
Towa Bank Ltd. (The) 19,829 126,300.00 0.01
Tower International, Inc. 4,905 95,663.00 0.00
Toyo Tire Corp. 36,417 480,172.00 0.02
Trade Desk, Inc. (The) - Class A 3,040 692,479.00 0.03
Transmissora Alianca de Energia Eletrica SA 123,714 875,031.00 0.04
Transurban Group 55,932 579,147.00 0.03
TravelSky Technology Ltd. - Class H 32,441 65,244.00 0.00
Treasury Wine Estates Ltd. 47,595 499,870.00 0.02
Trend Micro, Inc./Japan 1,754 78,384.00 0.00
Trex Co., Inc. 1,891 135,634.00 0.01
Trinseo SA 8,090 342,530.00 0.02
Trinseo SA 3,138 132,894.00 0.01
Tritax Big Box REIT PLC 161,668 317,034.00 0.02
TrueBlue, Inc. 4,505 99,391.00 0.00
Tsumura & Co. 13,599 380,068.00 0.02
TTEC Holdings, Inc. 2,522 117,534.00 0.01
TTM Technologies, Inc. 20,757 211,721.00 0.01
TTM Technologies, Inc. 7,962 81,213.00 0.00
Tupras Turkiye Petrol Rafinerileri AS 19,204 380,930.00 0.02
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,617,323 2,539,649.00 0.13
Turning Point Therapeutics - Class I 1,530 62,296.00 0.00
Tutor Perini Corp. 17,250 239,257.00 0.01
Tutor Perini Corp. 4,424 61,364.00 0.00
Twilio, Inc. - Class A 4,730 644,935.00 0.03
U.S. T-Note 10 Yr (CBT) Futures 1,107 141,661,406.00 6.99
U.S. T-Note 2 Yr (CBT) Futures 449 96,615,679.00 4.77
U.S. Treasury Bill 4,000,000 3,999,137.00 0.20
U.S. Treasury Bill 4,000,000 3,979,941.00 0.20
U.S. Treasury Inflation Index 3,385,660 3,361,326.00 0.17
U.S. Treasury Inflation Index 7,674,805 7,616,044.00 0.38
U.S. Ultra Bond (CBT) Futures 274 48,652,125.00 2.40
Ube Industries Ltd. 8,559 178,069.00 0.01
Ubisoft Entertainment SA 1,137 88,947.00 0.00
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 9,690,351 -9,727,220.00 -0.48
UCB SA 1,351 112,165.00 0.01
Ulta Salon Cosmetics & Fragrance, Inc. 16,567 5,746,926.00 0.28
Ultragenyx Pharmaceutical, Inc. 6,255 397,248.00 0.02
Umpqua Holdings Corp. 31,038 514,920.00 0.03
Umpqua Holdings Corp. 7,479 124,084.00 0.01
Uni-President China Holdings Ltd. 641,361 714,412.00 0.04
Unibail-Rodamco-Westfield 4,041 605,497.00 0.03
Unicaja Banco SA 348,767 311,387.00 0.02
Unicharm Corp. 93,866 2,829,929.00 0.14
Unilever NV 2,439 148,206.00 0.01
Unilever PLC 72,341 4,490,586.00 0.22
Union Pacific Corp. 196 33,244.00 0.00
Unipol Gruppo SpA 23,360 113,830.00 0.01
Unisys Corp. 7,690 74,752.00 0.00
UNITE Group PLC (The) 26,100 322,966.00 0.02
United Parcel Service, Inc. - Class B 1,876 193,777.00 0.01
United Rentals, Inc. 2,940 389,932.00 0.02
UnitedHealth Group, Inc. 86,213 21,036,834.00 1.04
Universal Display Corp. 3,850 724,149.00 0.04
Universal Insurance Holdings, Inc. 4,519 126,096.00 0.01
UOL Group Ltd. 85,785 479,202.00 0.02
Urbi Desarrollos Urbanos SAB de CV 20 1.00 0.00
US DOLLAR -5,678,374 -5,678,374.00 -0.28
US Foods Holding Corp. 313,779 11,220,738.00 0.55
USANA Health Sciences, Inc. 1,734 137,767.00 0.01
UT Group Co., Ltd. 43,239 1,057,881.00 0.05
V-Mart Retail Ltd. 645 20,606.00 0.00
Vale SA 13,983 188,708.00 0.01
Vale SA (Sponsored ADR) - Class B 49,522 665,580.00 0.03
Valeo SA 21,440 698,004.00 0.03
Valero Energy Corp. 770 65,937.00 0.00
VanEck Vectors Agribusiness ETF 6,735 449,912.00 0.02
VanEck Vectors Gold Miners ETF 14,543 371,732.00 0.02
Vanguard Real Estate ETF 23,055 2,015,082.00 0.10
Vectrus, Inc. 1,148 46,582.00 0.00
Vectura Group PLC 185,854 204,194.00 0.01
Vedanta Ltd. 60,749 153,447.00 0.01
Vera Bradley, Inc. 5,373 64,483.00 0.00
Verint Systems, Inc. 7,512 403,995.00 0.02
Verint Systems, Inc. 2,488 133,821.00 0.01
VeriSign, Inc. 843 176,507.00 0.01
Verizon Communications, Inc. 256,619 14,660,688.00 0.72
Verso Corp. 5,748 109,505.00 0.01
Vertex Pharmaceuticals, Inc. 36,700 6,730,213.00 0.33
Vestas Wind Systems A/S 10,043 870,135.00 0.04
Viavi Solutions, Inc. 8,358 111,083.00 0.01
Vicinity Centres 90,034 155,013.00 0.01
Victrex PLC 12,301 338,047.00 0.02
Vieworks Co., Ltd. 651 18,184.00 0.00
Village Super Market, Inc. - Class A 3,785 100,359.00 0.00
Vincom Retail JSC Deutsche Bank AG 117,157 169,917.00 0.01
Vincom Retail JSC Macquarie Bank Ltd. 143,517 208,148.00 0.01
Visa, Inc. - Class A 144,300 25,043,399.00 1.24
Vistra Energy Corp. 3,607 81,663.00 0.00
Vital KSK Holdings, Inc. 17,315 164,262.00 0.01
Vitasoy International Holdings Ltd. 5,563 26,752.00 0.00
VMware, Inc. - Class A 41,938 7,012,452.00 0.35
Voltronic Power Technology Corp. 1,259 27,442.00 0.00
Volvo AB - Class B 7,487 118,972.00 0.01
Vonage Holdings Corp. 11,051 125,214.00 0.01
Vonovia SE 31,723 1,515,426.00 0.07
VTech Holdings Ltd. 18,276 163,807.00 0.01
W&T Offshore, Inc. 12,261 60,814.00 0.00
Wabash National Corp. 10,868 176,838.00 0.01
Waddell & Reed Financial, Inc. - Class A 5,202 86,722.00 0.00
Walker & Dunlop, Inc. 2,571 136,807.00 0.01
Walmart, Inc. 145,524 16,078,971.00 0.79
Walt Disney Co. (The) 114,653 16,010,144.00 0.79
Warrior Met Coal, Inc. 5,827 152,206.00 0.01
Warsaw Stock Exchange 17,361 199,838.00 0.01
Washington H Soul Pattinson & Co., Ltd. 2,131 32,966.00 0.00
Watkin Jones PLC 62,345 163,101.00 0.01
Wayfair, Inc. - Class A 4,490 655,540.00 0.03
Webster Financial Corp. 9,471 452,429.00 0.02
Weichai Power Co., Ltd. - Class H 201,146 340,225.00 0.02
WellCare Health Plans, Inc. 856 244,019.00 0.01
Wells Fargo & Co. 371,104 17,560,669.00 0.87
Wesfarmers Ltd. 128,990 3,278,969.00 0.16
Western Alliance Bancorp 3,434 153,571.00 0.01
Western Forest Products, Inc. 127,040 155,217.00 0.01
Westlake Chemical Corp. 85,211 5,918,756.00 0.29
Westpac Banking Corp. 18,913 376,950.00 0.02
WH Group Ltd. 3,805,381 3,860,152.00 0.19
Wharf Real Estate Investment Co., Ltd. 256,522 1,807,820.00 0.09
Wheaton Precious Metals Corp. 3,411 82,499.00 0.00
Wheelock & Co., Ltd. 4,443 31,910.00 0.00
Whitbread PLC 2,472 145,448.00 0.01
Whitehaven Coal Ltd. 24,364 62,783.00 0.00
Wilcon Depot, Inc. 74,652 24,478.00 0.00
Williams-Sonoma, Inc. 784 50,996.00 0.00
Wingstop, Inc. 1,584 150,143.00 0.01
Winnebago Industries, Inc. 1,766 68,268.00 0.00
Wintrust Financial Corp. 8,790 643,079.00 0.03
Wirecard AG 3,180 536,898.00 0.03
Wizz Air Holdings PLC 17,773 769,735.00 0.04
WNS Holdings Ltd. (ADR) 1,760 104,205.00 0.01
Wolters Kluwer NV 13,781 1,002,633.00 0.05
Wolverine World Wide, Inc. 3,050 84,009.00 0.00
Woodside Petroleum Ltd. 847 21,740.00 0.00
Woolworths Group Ltd. 1,985 46,353.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 2,923 50,344.00 0.00
X5 Retail Group NV (GDR) 6,005 205,915.00 0.01
Xenia Hotels & Resorts, Inc. 7,268 151,541.00 0.01
Xilinx, Inc. 94,410 11,132,827.00 0.55
Xperi Corp. 5,107 105,160.00 0.01
Xylem, Inc./NY 4,636 387,776.00 0.02
Y-mAbs Therapeutics, Inc. 3,129 71,577.00 0.00
Yageo Corp. 14,375 122,813.00 0.01
Yamato Kogyo Co., Ltd. 55,828 1,633,304.00 0.08
Yandex NV - Class A 13,295 505,210.00 0.02
Yangzijiang Shipbuilding Holdings Ltd. 16,922 19,172.00 0.00
Yestar Healthcare Holdings Co., Ltd. 218,201 39,105.00 0.00
YETI Holdings, Inc. 3,007 87,079.00 0.00
Yihai International Holding Ltd. 156,421 811,492.00 0.04
YPF SA (Sponsored ADR) 11,610 211,428.00 0.01
Yuasa Trading Co., Ltd. 5,458 152,847.00 0.01
Yue Yuen Industrial Holdings Ltd. 20,933 57,416.00 0.00
Yurtec Corp. 21,828 149,616.00 0.01
Zendesk, Inc. 9,117 811,686.00 0.04
Zions Bancorp NA 14,001 643,765.00 0.03
Zoetis, Inc. 83,909 9,522,919.00 0.47
Zoom Video Communications, Inc. - Class A 946 83,995.00 0.00
Zumiez, Inc. 2,357 61,528.00 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.