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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October Holdings (as of 10/31/2019)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Canadian Bond Futures 279 30,088,193.00 1.50
10 Yr Mini Japan Government Bond Futures 66 94,089,267.00 4.70
10X Genomics, Inc. 2,740 158,920.00 0.01
1st Source Corp. 1,602 82,006.00 0.00
58.com, Inc. (ADR) 2,804 148,105.00 0.01
AAR Corp. 10,563 441,005.00 0.02
Aaron's, Inc. 2,742 205,490.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 11,906,535 11,906,535.00 0.59
Abcam PLC 20,997 316,591.00 0.02
ACADIA Pharmaceuticals, Inc. 3,472 147,257.00 0.01
Accenture PLC - Class A 1,353 250,991.00 0.01
Accton Technology Corp. 16,270 96,790.00 0.00
Ace Hardware Indonesia Tbk PT 243,177 29,267.00 0.00
Adani Ports & Special Economic Zone Ltd. 42,834 238,753.00 0.01
Addcn Technology Co., Ltd. 8,390 68,579.00 0.00
Adecco Group AG 1,897 112,827.00 0.01
adidas AG 19,070 5,888,353.00 0.29
Admiral Group PLC 19,004 497,390.00 0.02
ADO Properties SA 21,260 865,465.00 0.04
Adobe, Inc. 19,570 5,439,362.00 0.27
Adtalem Global Education, Inc. 2,491 74,201.00 0.00
Advanced Energy Industries, Inc. 2,819 166,618.00 0.01
Advanced Micro Devices, Inc. 8,879 301,264.00 0.02
AEON REIT Investment Corp. 167 240,947.00 0.01
AerCap Holdings NV 128,517 7,438,588.00 0.37
AG Mortgage Investment Trust, Inc. 4,032 63,075.00 0.00
Agnico Eagle Mines Ltd. 9,617 591,115.00 0.03
Agree Realty Corp. 6,828 537,881.00 0.03
Agricultural Bank of China Ltd. - Class H 581,379 239,239.00 0.01
AIA Group Ltd. 412,552 4,108,289.00 0.21
Aimmune Therapeutics, Inc. 13,069 363,591.00 0.02
Air Canada 2,503 89,147.00 0.00
Air New Zealand Ltd. 326,947 591,891.00 0.03
Air Water, Inc. 40,236 753,273.00 0.04
Airbus SE 15,103 2,166,672.00 0.11
Aisan Industry Co., Ltd. 11,448 94,650.00 0.00
AJ58819 S+P 500 INDEX JAN20 3145 CALL 148,000 3,431,522.00 0.17
Akatsuki, Inc. 12,447 693,694.00 0.03
Aker BP ASA 25,505 707,455.00 0.04
Akzo Nobel NV 1,192 109,930.00 0.01
Alamo Group, Inc. 747 80,077.00 0.00
Alaris Royalty Corp. 13,260 197,125.00 0.01
Alaska Air Group, Inc. 9,496 659,307.00 0.03
Alcoa Corp. 13,494 280,540.00 0.01
Alcoa Corp. 25,242 524,798.00 0.03
Aldar Properties PJSC 290,620 185,854.00 0.01
Alexander & Baldwin, Inc. 14,430 339,269.00 0.02
Alexandria Real Estate Equities, Inc. 6,947 1,102,846.00 0.06
Alibaba Group Holding Ltd. (Sponsored ADR) 40,148 7,093,004.00 0.35
Alimentation Couche-Tard, Inc. - Class B 1,083 32,479.00 0.00
Allakos, Inc. 1,240 85,107.00 0.00
ALLETE, Inc. 2,136 183,833.00 0.01
Alliant Energy Corp. 12,111 646,000.00 0.03
Allianz SE 13,099 3,199,151.00 0.16
Allied Properties Real Estate Investment Trust 20,644 839,826.00 0.04
Allison Transmission Holdings, Inc. 3,899 170,068.00 0.01
Allogene Therapeutics, Inc. 9,477 272,949.00 0.01
Almirall SA 32,158 603,999.00 0.03
Alphabet, Inc. - Class A 98 124,138.00 0.01
Alphabet, Inc. - Class C 36,144 45,545,472.00 2.27
Altran Technologies SA 28,149 447,549.00 0.02
Altria Group, Inc. 184,303 8,254,931.00 0.41
Amadeus Fire AG 1,624 204,590.00 0.01
Amadeus IT Group SA - Class A 8,574 634,349.00 0.03
Amazon.com, Inc. 134 239,149.00 0.01
Amdocs Ltd. 8,310 541,812.00 0.03
Amedisys, Inc. 7,027 903,136.00 0.05
American Assets Trust, Inc. 3,858 188,890.00 0.01
American Campus Communities, Inc. 11,685 584,016.00 0.03
American Campus Communities, Inc. 14,134 706,429.00 0.04
American Electric Power Co., Inc. 176,278 16,638,880.00 0.83
American Equity Investment Life Holding Co. 5,762 142,222.00 0.01
American Financial Group, Inc./OH 5,072 527,690.00 0.03
American Homes 4 Rent - Class A 31,248 827,141.00 0.04
American International Group, Inc. 3,981 210,883.00 0.01
Americold Realty Trust 11,810 473,462.00 0.02
Americold Realty Trust 22,980 921,289.00 0.05
AMETEK, Inc. 6,886 631,101.00 0.03
Amgen, Inc. 566 120,751.00 0.01
AMN Healthcare Services, Inc. 3,591 211,057.00 0.01
Amphastar Pharmaceuticals, Inc. 2,713 52,409.00 0.00
Anaplan, Inc. 12,262 578,766.00 0.03
AngloGold Ashanti Ltd. 10,656 235,711.00 0.01
Anhui Conch Cement Co., Ltd. - Class A 7,831 46,903.00 0.00
Anhui Conch Cement Co., Ltd. - Class H 420,415 2,512,706.00 0.13
Ansell Ltd. 37,687 716,701.00 0.04
ANSYS, Inc. 2,840 625,226.00 0.03
Anthem, Inc. 44,899 12,081,422.00 0.60
Antofagasta PLC 42,703 480,953.00 0.02
APERAM SA 25,032 641,379.00 0.03
Apergy Corp. 3,448 86,789.00 0.00
APG SGA SA 713 210,666.00 0.01
Apollo Hospitals Enterprise Ltd. 42,207 884,445.00 0.04
Apple, Inc. 151,416 37,666,420.00 1.88
Applied Industrial Technologies, Inc. 2,306 138,010.00 0.01
Aptiv PLC 8,266 740,258.00 0.04
AquaVenture Holdings Ltd. 4,787 93,925.00 0.00
ArcBest Corp. 4,611 133,234.00 0.01
ArcelorMittal 18,916 281,271.00 0.01
Arch Coal, Inc. 1,399 110,405.00 0.01
Arcs Co., Ltd. 8,288 166,328.00 0.01
Arena Pharmaceuticals, Inc. 6,591 321,118.00 0.02
Ares Management Corp. - Class A 21,303 629,929.00 0.03
Argo Group International Holdings Ltd. 1,895 117,271.00 0.01
Arista Networks, Inc. 1,100 269,027.00 0.01
Aristocrat Leisure Ltd. 38,125 831,322.00 0.04
Arjo AB - Class B 47,491 195,870.00 0.01
Armada Hoffler Properties, Inc. 21,058 394,641.00 0.02
Armstrong World Industries, Inc. 7,300 682,769.00 0.03
Aroundtown SA 177,056 1,496,581.00 0.07
Arrowhead Pharmaceuticals, Inc. 3,950 158,207.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 2,902 321,000.00 0.02
Ascom Holding AG 1,582 15,688.00 0.00
ASGN, Inc. 2,310 146,899.00 0.01
Ashmore Group PLC 34,063 205,459.00 0.01
Ashtead Group PLC 13,834 421,194.00 0.02
Asics Corp. 35,154 603,536.00 0.03
ASMedia Technology, Inc. 1,834 29,422.00 0.00
ASML Holding NV 30,779 8,067,622.00 0.40
ASPEED Technology, Inc. 5,760 150,541.00 0.01
Aspen Technology, Inc. 8,016 922,826.00 0.05
ASR Nederland NV 114,592 4,200,801.00 0.21
Assa Abloy AB - Class B 16,959 402,765.00 0.02
Associated Banc-Corp. 24,650 495,711.00 0.02
Assura PLC 405,792 393,181.00 0.02
Assured Guaranty Ltd. 3,979 186,698.00 0.01
Astellas Pharma, Inc. 340,872 5,850,289.00 0.29
Astral Foods Ltd. 17,792 189,912.00 0.01
AT&S Austria Technologie & Systemtechnik AG 20,471 380,941.00 0.02
Atea ASA 14,935 188,719.00 0.01
Aten International Co., Ltd. 61,216 173,428.00 0.01
Atkore International Group, Inc. 3,650 126,671.00 0.01
Atlantic Power Corp. 23,460 54,662.00 0.00
Atlas Air Worldwide Holdings, Inc. 3,936 86,332.00 0.00
Atrion Corp. 96 81,788.00 0.00
Aurizon Holdings Ltd. 940,087 3,824,500.00 0.19
AUST 10Y BOND FUT DEC19 XSFE 20191216 115 11,559,041.00 0.58
Austevoll Seafood ASA 51,058 515,587.00 0.03
Australia & New Zealand Banking Group Ltd. 915 16,815.00 0.00
AUSTRALIAN DOLLAR 338,561 233,387.00 0.01
Australian Dollar Currency Forward 57,350,000 134,802.00 0.01
Australian Dollar Currency Forward -18,272,507 -174,402.00 -0.01
Australian Dollar Currency Forward -39,080,565 -287,296.00 -0.01
Australian Dollar Currency Forward -21,426,647 -189,631.00 -0.01
Australian Dollar Currency Forward -17,129,406 -151,599.00 -0.01
Australian Dollar Currency Forward -39,173,157 -593,876.00 -0.03
Australian Dollar Currency Forward 37,507,980 123,406.00 0.01
Australian Dollar Currency Forward -10,242,619 -71,996.00 0.00
Australian Dollar Currency Forward 77,582,000 994,480.00 0.05
Australian Dollar Currency Forward -40,144,020 -450,124.00 -0.02
Australian Dollar Currency Forward -37,507,980 -420,567.00 -0.02
Australian Dollar Currency Forward 30,144,806 250,037.00 0.01
Australian Dollar Currency Forward -19,902,187 -194,273.00 -0.01
Australian Dollar Currency Forward -22,290,361 -217,585.00 -0.01
Australian Dollar Currency Forward 22,290,361 -216,960.00 -0.01
Australian Dollar Currency Forward 39,699,154 130,615.00 0.01
Australian Dollar Currency Forward 40,144,020 518,056.00 0.03
Auto Trader Group PLC 639,604 4,660,341.00 0.23
Autogrill SpA 20,349 201,192.00 0.01
Automatic Data Processing, Inc. 53,754 8,720,511.00 0.44
AutoZone, Inc. 11,782 13,483,085.00 0.67
Avalara, Inc. 8,400 596,400.00 0.03
Avast PLC 119,437 641,306.00 0.03
AVEVA Group PLC 7,411 401,564.00 0.02
Avista Corp. 3,071 147,539.00 0.01
Avnet, Inc. 5,817 230,120.00 0.01
Axfood AB 9,830 211,744.00 0.01
Axon Enterprise, Inc. 11,466 586,256.00 0.03
Axos Financial, Inc. 4,401 127,863.00 0.01
Axsome Therapeutics, Inc. 2,069 49,840.00 0.00
Ayala Land, Inc. 179,143 171,194.00 0.01
Azrieli Group Ltd. 2,941 226,757.00 0.01
B&M European Value Retail SA 95,621 458,732.00 0.02
B3 SA - Brasil Bolsa Balcao 171,164 2,064,819.00 0.10
BAE Systems PLC 241,258 1,802,134.00 0.09
Banco Comercial Portugues SA 2,475,318 561,337.00 0.03
Bancolombia SA (Sponsored ADR) 1,886 97,861.00 0.00
Bancorp, Inc. (The) 13,877 151,266.00 0.01
Bandai Namco Holdings, Inc. 8,566 526,731.00 0.03
Bank Central Asia Tbk PT 197,547 442,176.00 0.02
Bank for Foreign Trade of Vietnam JSC 48,348 182,377.00 0.01
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 35,717 135,006.00 0.01
Bank Hapoalim BM 307,170 2,458,491.00 0.12
Bank Leumi Le-Israel BM 208,192 1,516,528.00 0.08
Bank Mandiri Persero Tbk PT 552,778 276,316.00 0.01
Bank Negara Indonesia Persero Tbk PT 305,983 167,030.00 0.01
Bank of America Corp. 703,170 21,988,125.00 1.10
Bank of Georgia Group PLC 1,313 22,172.00 0.00
Bank of Ireland Group PLC 212,056 1,022,117.00 0.05
Bank of NT Butterfield & Son Ltd. (The) 4,469 147,266.00 0.01
Bank of the Philippine Islands 150,794 288,090.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,827,034 188,149.00 0.01
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 154,110 42,146.00 0.00
BankUnited, Inc. 3,856 132,282.00 0.01
BankUnited, Inc. 17,720 607,796.00 0.03
Baozun, Inc. (Sponsored ADR) 5,585 243,095.00 0.01
Barclays PLC 28,587 62,007.00 0.00
Barloworld Ltd. 16,943 134,950.00 0.01
Barnes Group, Inc. 3,125 182,668.00 0.01
Barrett Business Services, Inc. 1,729 151,770.00 0.01
BB Seguridade Participacoes SA 7,151 60,577.00 0.00
BE Semiconductor Industries NV 3,227 119,638.00 0.01
Beach Energy Ltd. 423,117 665,554.00 0.03
Beazley PLC 60,206 457,587.00 0.02
Bed Bath & Beyond, Inc. 10,479 143,570.00 0.01
Befesa SA 11,763 436,454.00 0.02
Beiersdorf AG 386 45,803.00 0.00
BeiGene Ltd. (Sponsored ADR) 2,240 309,995.00 0.02
Beijing Enterprises Water Group Ltd. 869,107 453,003.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 9,370 29,359.00 0.00
Belden, Inc. 6,725 344,858.00 0.02
Belden, Inc. 1,620 83,117.00 0.00
Berger Paints India Ltd. 4,748 34,693.00 0.00
Berkshire Hathaway, Inc. - Class B 101,284 21,530,971.00 1.07
BGF retail Co., Ltd. 155 23,860.00 0.00
BHP Group Ltd. 1,858 45,566.00 0.00
Bid Corp., Ltd. 837 19,547.00 0.00
Biffa PLC 165,391 546,313.00 0.03
BillerudKorsnas AB 61,427 738,791.00 0.04
Bio-Rad Laboratories, Inc. - Class A 1,264 419,212.00 0.02
BioGaia AB - Class B 5,014 191,068.00 0.01
Biohaven Pharmaceutical Holding Co., Ltd. 9,391 431,273.00 0.02
BioTelemetry, Inc. 2,725 107,283.00 0.01
BK Brasil Operacao e Assessoria a Restaurantes SA 5,672 26,447.00 0.00
Black Hills Corp. 4,865 383,507.00 0.02
Blackbaud, Inc. 2,158 181,231.00 0.01
Bloomberry Resorts Corp. 3,422,222 673,355.00 0.03
Bloomin' Brands, Inc. 21,307 422,091.00 0.02
Bloomin' Brands, Inc. 7,081 140,277.00 0.01
Blucora, Inc. 4,261 92,167.00 0.00
Blueprint Medicines Corp. 5,606 385,977.00 0.02
BlueScope Steel Ltd. 150,619 1,378,798.00 0.07
BMC Stock Holdings, Inc. 6,981 188,441.00 0.01
BOC Aviation Ltd. 237,808 2,234,182.00 0.11
Boeing Co. (The) 29,154 9,909,736.00 0.49
Boiron SA 5,391 191,522.00 0.01
Boise Cascade Co. 2,684 96,024.00 0.00
Boliden AB 10,485 282,761.00 0.01
Bombardier, Inc. - Class B 237,984 299,942.00 0.01
Booking Holdings, Inc. 6,142 12,585,009.00 0.63
Booz Allen Hamilton Holding Corp. 1,173 82,611.00 0.00
Bosideng International Holdings Ltd. 1,536,621 794,602.00 0.04
Boston Beer Co., Inc. (The) - Class A 469 175,805.00 0.01
Boston Properties, Inc. 7,959 1,091,996.00 0.05
BP PLC 229,517 1,455,453.00 0.07
BR Properties SA 39,721 120,338.00 0.01
Brady Corp. - Class A 1,143 64,436.00 0.00
Bright Horizons Family Solutions, Inc. 6,731 999,785.00 0.05
Brinker International, Inc. 3,177 141,248.00 0.01
Bristol-Myers Squibb Co. 1,494 85,760.00 0.00
Britannia Industries Ltd. 11,422 167.00 0.00
Britannia Industries Ltd. 559 25,807.00 0.00
British American Tobacco PLC 94,448 3,303,420.00 0.16
Brixmor Property Group, Inc. 41,866 921,897.00 0.05
Broadcom, Inc. 40,245 11,785,748.00 0.59
BRP, Inc. 15,118 678,252.00 0.03
Brunswick Corp./DE 8,746 509,367.00 0.03
Budweiser Brewing Co. APAC Ltd. 121,415 443,920.00 0.02
Builders FirstSource, Inc. 9,254 209,254.00 0.01
Bunge Ltd. 345 18,648.00 0.00
Burkhalter Holding AG 2,540 201,119.00 0.01
Burlington Stores, Inc. 5,150 989,675.00 0.05
CA Immobilien Anlagen AG 36,892 1,421,577.00 0.07
CACI International, Inc. - Class A 678 151,913.00 0.01
Cactus, Inc. - Class A 13,199 392,293.00 0.02
Cadence BanCorp 6,887 105,927.00 0.01
Cadence Design Systems, Inc. 2,737 178,908.00 0.01
Calavo Growers, Inc. 1,561 135,463.00 0.01
Calbee, Inc. 84,718 2,831,783.00 0.14
Callaway Golf Co. 16,901 341,738.00 0.02
Callaway Golf Co. 8,658 175,082.00 0.01
Camden Property Trust 5,418 619,656.00 0.03
Camden Property Trust 6,404 732,509.00 0.04
CANADIAN DOLLAR -1,020,385 -774,721.00 -0.04
Canadian Dollar Currency Forward -19,064,130 -30,559.00 0.00
Canadian Dollar Currency Forward -50,801,157 -105,668.00 -0.01
Canadian Dollar Currency Forward 66,548,000 335,197.00 0.02
Canadian Dollar Currency Forward -34,998,089 -166,569.00 -0.01
Canadian Dollar Currency Forward 55,828,921 307,346.00 0.02
Canadian Dollar Currency Forward -16,750,961 -36,361.00 0.00
Canadian Dollar Currency Forward 19,064,130 -66,607.00 0.00
Canadian Dollar Currency Forward 16,750,961 128,190.00 0.01
Canadian Imperial Bank of Commerce 1,182 100,858.00 0.01
CANCOM SE 3,604 192,778.00 0.01
Capcom Co., Ltd. 8,332 196,676.00 0.01
Capgemini SE 56,554 6,375,376.00 0.32
Capital Power Corp. 30,424 729,246.00 0.04
CapitaLand Commercial Trust 307,415 462,962.00 0.02
Capitec Bank Holdings Ltd. 1,606 146,018.00 0.01
Capri Holdings Ltd. 8,556 265,834.00 0.01
CareTrust REIT, Inc. 4,384 106,286.00 0.01
Carlisle Cos., Inc. 5,274 803,071.00 0.04
Carlsberg Brewery Malaysia Bhd 30,535 202,682.00 0.01
Carnival Corp. 1,376 59,057.00 0.00
Carpenter Technology Corp. 7,841 384,365.00 0.02
Carrefour SA 5,645 96,114.00 0.00
Cascades, Inc. 22,100 209,245.00 0.01
Casella Waste Systems, Inc. - Class A 2,261 98,574.00 0.00
Casey's General Stores, Inc. 3,190 544,883.00 0.03
Casino Guichard Perrachon SA 2,091 112,826.00 0.01
Catalent, Inc. 1,102 53,617.00 0.00
Cathay General Bancorp 6,072 216,003.00 0.01
CBRE Group, Inc. - Class A 186,904 10,008,709.00 0.50
CDW Corp./DE 56,104 7,176,262.00 0.36
Cellnex Telecom SA 13,666 589,702.00 0.03
Centene Corp. 1,107 58,799.00 0.00
Centrais Eletricas Brasileiras SA 236,495 2,332,818.00 0.12
Centrais Eletricas Brasileiras SA (Preference Shar 1,684 17,213.00 0.00
Central Garden & Pet Co. - Class A 3,248 91,871.00 0.00
Central Japan Railway Co. 378 77,712.00 0.00
Central Pattana PCL 49,876 105,715.00 0.01
Cerence, Inc. 4,175 64,712.00 0.00
Cerner Corp. 2,839 190,572.00 0.01
Cewe Stiftung & Co. KGAA 2,091 201,144.00 0.01
CH Robinson Worldwide, Inc. 2,343 177,242.00 0.01
Check Point Software Technologies Ltd. 113,544 12,763,527.00 0.64
Chegg, Inc. 19,967 612,188.00 0.03
Chemed Corp. 295 116,586.00 0.01
Chesapeake Utilities Corp. 934 88,611.00 0.00
Chevron Corp. 104,779 12,169,116.00 0.61
China CITIC Bank Corp., Ltd. - Class H 5,905,116 3,422,963.00 0.17
China Construction Bank Corp. - Class H 377,651 302,601.00 0.02
China Everbright International Ltd. 637,220 481,614.00 0.02
China Everbright Ltd. 64,360 95,356.00 0.00
China General Plastics Corp. 100,807 74,302.00 0.00
China Lilang Ltd. 153,224 123,307.00 0.01
China Overseas Land & Investment Ltd. 142,064 448,282.00 0.02
China Overseas Property Holdings Ltd. 367,738 224,548.00 0.01
China Resources Cement Holdings Ltd. 138,164 151,302.00 0.01
China Resources Gas Group Ltd. 22,736 137,086.00 0.01
China Resources Land Ltd. 186,577 793,492.00 0.04
China Resources Pharmaceutical Group Ltd. 165,388 152,737.00 0.01
China Unicom Hong Kong Ltd. 3,491,114 3,436,997.00 0.17
China Yangtze Power Co., Ltd. - Class A 1,188,487 3,015,409.00 0.15
Chipotle Mexican Grill, Inc. - Class A 740 575,838.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,015 83,547.00 0.00
Chr Hansen Holding A/S 7,552 579,885.00 0.03
Churchill Downs, Inc. 768 99,932.00 0.00
CI Financial Corp. 5,103 74,278.00 0.00
Cia de Saneamento do Parana - Class UNIT 9,818 223,265.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 451,732 2,654,865.00 0.13
Cie de Saint-Gobain 2,107 85,849.00 0.00
Ciena Corp. 16,289 604,677.00 0.03
CIFI Holdings Group Co., Ltd. 1,860,451 1,240,876.00 0.06
Cimarex Energy Co. 2,957 124,844.00 0.01
Cirrus Logic, Inc. 3,710 252,148.00 0.01
Cisco Systems, Inc. 304,821 14,482,045.00 0.72
Citi Trends, Inc. 2,999 53,540.00 0.00
Citibank, NA Bloomberg Grains Subindex 3 Month For 478,910 492,805.00 0.02
Citigroup, Inc. 238,749 17,156,511.00 0.86
Citigroupglobal Markets ICE CDX-NAHY Series 32, 5 164,547,900 176,965,434.00 8.83
Citrix Systems, Inc. - Class C 47,902 5,214,611.00 0.26
City Developments Ltd. 35,835 283,790.00 0.01
City Office REIT, Inc. 16,258 220,134.00 0.01
City Union Bank Ltd. 11,780 35,212.00 0.00
CK Asset Holdings Ltd. 131,942 918,016.00 0.05
Clas Ohlson AB - Class B 19,074 183,425.00 0.01
Cleopatra Hospital 51,848 19,852.00 0.00
Cleveland-Cliffs, Inc. 13,971 101,015.00 0.01
CNO Financial Group, Inc. 6,355 99,469.00 0.00
Coca-Cola Amatil Ltd. 11,588 81,322.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 49,082 1,114,373.00 0.06
Coca-Cola European Partners PLC 29,039 1,553,908.00 0.08
Cochlear Ltd. 19,119 2,789,414.00 0.14
cocokara fine, Inc. 1,685 92,934.00 0.00
Coface SA 17,927 195,943.00 0.01
COFCO Meat Holdings Ltd. 312,870 111,703.00 0.01
Cogeco Communications, Inc. 14,392 1,244,059.00 0.06
Coles Group Ltd. 224,457 2,322,881.00 0.12
Colgate-Palmolive Co. 3,135 215,093.00 0.01
Collegium Pharmaceutical, Inc. 4,520 54,245.00 0.00
Collins Foods Ltd. 27,697 195,333.00 0.01
Coloplast A/S - Class B 888 106,999.00 0.01
Colruyt SA 1,993 110,786.00 0.01
Comcast Corp. - Class A 514,222 23,047,430.00 1.15
Comerica, Inc. 7,100 464,482.00 0.02
Comforia Residential REIT, Inc. 56 185,612.00 0.01
Comfort Systems USA, Inc. 2,834 142,893.00 0.01
Community Trust Bancorp, Inc. 2,357 103,276.00 0.01
CommVault Systems, Inc. 9,922 492,825.00 0.02
CommVault Systems, Inc. 3,159 156,943.00 0.01
Compass Group PLC 145,580 3,875,947.00 0.19
Computacenter PLC 12,225 216,340.00 0.01
CONMED Corp. 783 86,244.00 0.00
CONSOL Energy, Inc. 5,084 67,261.00 0.00
Consolidated Edison, Inc. 2,112 194,825.00 0.01
Consolidated Water Co., Ltd. 6,784 118,998.00 0.01
Constellation Software, Inc./Canada 5,946 5,873,436.00 0.29
Construtora Tenda SA 33,148 195,145.00 0.01
Contact Energy Ltd. 402,163 1,902,076.00 0.09
Continental Building Products, Inc. 4,991 149,305.00 0.01
Continental Resources, Inc./OK 8,817 259,850.00 0.01
Controladora Vuela Cia de Aviacion SAB de CV - Cla 187,310 202,729.00 0.01
Cooper-Standard Holdings, Inc. 6,955 221,586.00 0.01
Copart, Inc. 8,080 667,731.00 0.03
Corcept Therapeutics, Inc. 4,438 64,752.00 0.00
Core-Mark Holding Co., Inc. 3,861 117,845.00 0.01
CorEnergy Infrastructure Trust, Inc. 3,000 144,528.00 0.01
Cornerstone OnDemand, Inc. 1,971 115,450.00 0.01
Corp. GEO SAB de CV Series B 156 0.00 0.00
Corteva, Inc. 2,466 65,068.00 0.00
Corus Entertainment, Inc. - Class B 45,224 173,743.00 0.01
Cosmax, Inc. 197 13,521.00 0.00
CoStar Group, Inc. 1,133 622,647.00 0.03
Costco Wholesale Corp. 45,079 13,393,421.00 0.67
Cott Corp. 36,151 464,540.00 0.02
Cousins Properties, Inc. 12,740 511,256.00 0.03
Cousins Properties, Inc. 26,803 1,075,620.00 0.05
Covestro AG 78,848 3,786,445.00 0.19
Cowen, Inc. - Class A 6,248 93,533.00 0.00
CP ALL PCL 35,861 92,637.00 0.00
Credit Suisse Group AG 96,117 1,189,727.00 0.06
Cree, Inc. 5,190 247,718.00 0.01
Criteo SA (Sponsored ADR) 17,346 289,678.00 0.01
Crocs, Inc. 4,026 140,872.00 0.01
CSR Ltd. 72,378 206,889.00 0.01
Cub Elecparts, Inc. 1,474 12,343.00 0.00
CubeSmart 264,484 8,384,159.00 0.42
Cummins, Inc. 575 99,319.00 0.00
Curtiss-Wright Corp. 1,032 139,658.00 0.01
CVR Energy, Inc. 3,007 142,614.00 0.01
Cypress Semiconductor Corp. 19,640 457,022.00 0.02
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,537 156,462.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,254 105,042.00 0.01
Daiichikosho Co., Ltd. 5,714 271,671.00 0.01
Daito Trust Construction Co., Ltd. 603 80,012.00 0.00
Daiwa Office Investment Corp. 36 287,672.00 0.01
Dana, Inc. 29,312 475,733.00 0.02
DANISH KRONE 2 0.00 0.00
Danone SA 11,657 965,716.00 0.05
Dassault Systemes SE 5,498 835,065.00 0.04
DBS Group Holdings Ltd. 43,247 824,331.00 0.04
Deciphera Pharmaceuticals, Inc. 8,368 371,045.00 0.02
Deckers Outdoor Corp. 1,216 186,077.00 0.01
Delek US Holdings, Inc. 3,844 153,581.00 0.01
Delta Air Lines, Inc. 193,515 10,658,806.00 0.53
Deluxe Corp. 3,572 185,136.00 0.01
Denny's Corp. 4,734 95,251.00 0.00
Desarrolladora Homex SAB de CV 188 0.00 0.00
Detour Gold Corp. 14,330 237,945.00 0.01
Deutsche Bank AG 2.170% CPI# 1,480,311 -1,519,200.00 -0.08
Deutsche Telekom AG 39,979 703,468.00 0.04
Deutz AG 71,119 395,685.00 0.02
Diageo PLC 5,262 215,383.00 0.01
Dialog Semiconductor PLC 4,894 220,142.00 0.01
Digital Realty Trust, Inc. 8,705 1,105,882.00 0.06
Direct Line Insurance Group PLC 13,416 47,302.00 0.00
Discovery, Inc. - Class A 272,656 7,349,442.00 0.37
DMC Global, Inc. 2,451 109,678.00 0.01
DNB ASA 24,790 451,371.00 0.02
Dollar General Corp. 58,356 9,356,801.00 0.47
Dongwon Development Co., Ltd. 48,899 184,984.00 0.01
Dongyue Group Ltd. 141,331 66,198.00 0.00
Dorel Industries, Inc. - Class B 50,497 191,317.00 0.01
Douzone Bizon Co., Ltd. 762 48,117.00 0.00
Dr. Lal PathLabs Ltd. 9,969 216,166.00 0.01
Dream Global Real Estate Investment Trust 9,973 126,312.00 0.01
Dril-Quip, Inc. 7,088 290,749.00 0.01
Dynatrace, Inc. 23,216 469,659.00 0.02
Eagle Pharmaceuticals, Inc./DE 938 58,814.00 0.00
East West Bancorp, Inc. 2,415 103,674.00 0.01
Easterly Government Properties, Inc. 16,539 369,150.00 0.02
Easterly Government Properties, Inc. 12,363 275,945.00 0.01
Eastern Co. SAE 28,945 28,712.00 0.00
Eaton Corp. PLC 75,541 6,580,376.00 0.33
eBay, Inc. 3,842 135,430.00 0.01
Echo Global Logistics, Inc. 5,586 111,234.00 0.01
EDION Corp. 20,269 201,440.00 0.01
EDP - Energias de Portugal SA 1,439,979 5,931,603.00 0.30
Edwards Lifesciences Corp. 44,071 10,505,855.00 0.52
Egis Technology, Inc. 16,708 150,196.00 0.01
Electrocomponents PLC 26,268 231,768.00 0.01
Electronic Arts, Inc. 77,738 7,493,954.00 0.37
Eli Lilly & Co. 80,710 9,196,903.00 0.46
Elite Material Co., Ltd. 28,120 116,803.00 0.01
Ellington Financial, Inc. 6,934 127,734.00 0.01
Emaar Properties PJSC 241,370 280,523.00 0.01
Embassy Office Parks Reit 1,660 9,635.00 0.00
Embraer SA 157,015 686,320.00 0.03
EMCOR Group, Inc. 2,264 198,637.00 0.01
eMemory Technology, Inc. 1,954 21,574.00 0.00
Emergent BioSolutions, Inc. 2,073 118,530.00 0.01
Emirates NBD PJSC Merrill Lynch & Co., Inc. 75,327 245,192.00 0.01
Empire Co., Ltd. - Class A 1,585 42,094.00 0.00
Empire State Realty Trust, Inc. - Class A 29,785 430,988.00 0.02
Employers Holdings, Inc. 3,844 162,761.00 0.01
Enanta Pharmaceuticals, Inc. 293 17,846.00 0.00
Enbridge, Inc. 678 24,723.00 0.00
Encompass Health Corp. 1,811 115,950.00 0.01
Endesa SA 2,432 66,251.00 0.00
Enel SpA 1,240,265 9,612,498.00 0.48
EnerSys 6,723 449,499.00 0.02
EnerSys 1,976 132,176.00 0.01
Enghouse Systems Ltd. 7,481 217,948.00 0.01
ENN Energy Holdings Ltd. 93,011 1,061,121.00 0.05
Enova International, Inc. 1,941 45,601.00 0.00
Entegris, Inc. 12,650 607,200.00 0.03
Enterprise Financial Services Corp. 1,355 59,350.00 0.00
Entertainment One Ltd. 82,240 593,938.00 0.03
Entra ASA 21,784 326,221.00 0.02
Entravision Communications Corp. - Class A 15,494 44,004.00 0.00
EOG Resources, Inc. 143,359 9,936,271.00 0.50
ePlus, Inc. 528 41,298.00 0.00
Equatorial Energia SA 19,687 500,117.00 0.02
Equiniti Group PLC 195,650 546,583.00 0.03
Equinix, Inc. 390 221,495.00 0.01
Equity Group Holdings PLC/Kenya 70,110 32,204.00 0.00
Ercros SA 75,216 191,738.00 0.01
Erste Group Bank AG 101,505 3,590,016.00 0.18
Esperion Therapeutics, Inc. 1,441 57,338.00 0.00
Essent Group Ltd. 9,277 483,238.00 0.02
Essent Group Ltd. 4,495 234,181.00 0.01
Essential Properties Realty Trust, Inc. 14,822 380,333.00 0.02
Essex Property Trust, Inc. 2,959 968,198.00 0.05
Essity AB - Class B 11,817 369,195.00 0.02
Etsy, Inc. 12,070 537,012.00 0.03
Euro Buxl 30 Yr Bond Futures 13 3,044,188.00 0.15
EURO CURRENCY 5,527,780 6,165,132.00 0.31
Euro Currency Forward -23,634,938 218,239.00 0.01
Euro Currency Forward 6,237,960 25,759.00 0.00
Euro Currency Forward 18,407,627 76,012.00 0.00
Euro Currency Forward 32,474,699 315,380.00 0.02
Euro Currency Forward -38,712,659 -702,207.00 -0.04
Euro Currency Forward 12,594,881 -140,494.00 -0.01
Euro Currency Forward 21,976,273 -351,247.00 -0.02
Euro Currency Forward 4,343,547 -54,570.00 0.00
Euro Currency Forward -35,875,223 255,399.00 0.01
Euro Currency Forward -3,039,479 63,677.00 0.00
Euro Currency Forward 23,634,938 -263,644.00 -0.01
Euro STOXX 50 Index Futures 1,904 76,698,410.00 3.83
Euro-BOBL Futures 50 7,507,082.00 0.37
EURO-BUND FUTURE DEC19 XEUR 20191206 40 7,662,554.00 0.38
Eurofins Scientific SE 1,143 579,981.00 0.03
Euronext NV 9,132 736,775.00 0.04
Eutelsat Communications SA 1,915 36,339.00 0.00
Evercore, Inc. - Class A 1,168 86,032.00 0.00
Everest Re Group Ltd. 48,826 12,552,676.00 0.63
Everi Holdings, Inc. 7,039 70,816.00 0.00
EVERTEC, Inc. 4,351 133,111.00 0.01
Evolution Mining Ltd. 828,518 2,363,253.00 0.12
Evonik Industries AG 31,592 832,582.00 0.04
Exact Sciences Corp. 2,376 206,712.00 0.01
Exelon Corp. 3,095 140,828.00 0.01
Expeditors International of Washington, Inc. 8,085 589,722.00 0.03
Experian PLC 18,610 586,636.00 0.03
Extreme Networks, Inc. 13,464 86,709.00 0.00
Exxon Mobil Corp. 26,251 1,773,797.00 0.09
F5 Networks, Inc. 34,975 5,039,198.00 0.25
Fabege AB 23,903 356,986.00 0.02
Fabrinet 2,584 145,343.00 0.01
Facebook, Inc. - Class A 160,970 30,850,082.00 1.54
Faes Farma SA 39,901 229,295.00 0.01
Fair Isaac Corp. 316 96,168.00 0.00
Faurecia SE 11,288 526,812.00 0.03
Federal Agricultural Mortgage Corp. - Class C 649 55,016.00 0.00
Feed One Co., Ltd. 103,732 162,426.00 0.01
Fiat Chrysler Automobiles NV 8,235 127,804.00 0.01
Fibra Uno Administracion SA de CV 267,691 406,898.00 0.02
Fidelity National Financial, Inc. 314,747 14,428,002.00 0.72
Fidelity National Information Services, Inc. 70,535 9,293,691.00 0.46
First American Financial Corp. 6,166 380,935.00 0.02
First American Financial Corp. 2,405 148,615.00 0.01
First BanCorp/Puerto Rico 15,458 162,628.00 0.01
First Citizens BancShares, Inc./NC - Class A 255 125,825.00 0.01
First Financial Corp./IN 2,355 103,314.00 0.01
First Gen Corp. 375,669 183,596.00 0.01
First Industrial Realty Trust, Inc. 3,648 153,642.00 0.01
First Interstate BancSystem, Inc. 3,323 139,473.00 0.01
First Quantum Minerals Ltd. 85,197 719,951.00 0.04
FirstCash, Inc. 4,370 368,784.00 0.02
Firstsource Solutions Ltd. 496,179 342,992.00 0.02
Five Below, Inc. 7,282 911,060.00 0.05
FLSmidth & Co. A/S 10,478 375,595.00 0.02
FMC Corp. 7,120 651,480.00 0.03
Fomento Economico Mexicano SAB de CV 45,331 402,944.00 0.02
Foot Locker, Inc. 6,202 269,849.00 0.01
Ford Motor Co. 16,326 140,242.00 0.01
Fortescue Metals Group Ltd. 1,789 10,950.00 0.00
Forward Air Corp. 2,379 164,557.00 0.01
Foschini Group Ltd. (The) 13,973 161,150.00 0.01
Fossil Group, Inc. 5,051 54,959.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 7,062 13,418.00 0.00
FPT Corp. 2,302 5,731.00 0.00
FPT Corp. Macquarie Bank Ltd. 132,558 330,781.00 0.02
Franklin Resources, Inc. 3,815 105,120.00 0.01
Frasers Logistics & Industrial Trust 134,713 124,674.00 0.01
Fresh Del Monte Produce, Inc. 3,082 98,318.00 0.00
FTI Consulting, Inc. 1,751 190,710.00 0.01
Fu Shou Yuan International Group Ltd. 343,291 302,988.00 0.02
Fubon Financial Holding Co., Ltd. 1,903,675 2,785,143.00 0.14
GAIL India Ltd. 51,735 100,533.00 0.01
Galenica AG 9,929 594,458.00 0.03
Games Workshop Group PLC 3,517 203,695.00 0.01
Gardner Denver Holdings, Inc. 13,320 423,975.00 0.02
Gecina SA 2,801 480,850.00 0.02
Geely Automobile Holdings Ltd. 144,811 274,013.00 0.01
Generac Holdings, Inc. 1,916 185,072.00 0.01
Genesco, Inc. 2,640 102,575.00 0.01
Genesis Energy Ltd. 250,390 526,008.00 0.03
Genmab A/S 2,408 526,235.00 0.03
Genomic Health, Inc. 1,354 90,294.00 0.00
Genomma Lab Internacional SAB de CV 23,807 25,185.00 0.00
Genpact Ltd. 9,506 372,350.00 0.02
Genpact Ltd. 1,946 76,226.00 0.00
Genworth Financial, Inc. - Class A 27,528 117,822.00 0.01
Genworth MI Canada, Inc. 5,142 207,697.00 0.01
Geo Holdings Corp. 15,760 196,404.00 0.01
Gerresheimer AG 12,422 1,001,810.00 0.05
Getinge AB - Class B 61,983 1,059,702.00 0.05
Getty Realty Corp. 2,249 75,435.00 0.00
GF Securities Co., Ltd. - Class H 56,089 58,416.00 0.00
Gigabyte Technology Co., Ltd. 44,435 74,101.00 0.00
Gilead Sciences, Inc. 172,608 10,996,914.00 0.55
Giordano International Ltd. 547,667 173,852.00 0.01
GlaxoSmithKline PLC 74,812 1,713,569.00 0.09
Glencore PLC 261,380 788,945.00 0.04
Global Unichip Corp. 3,458 30,323.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 10,724 91,696.00 0.00
Globant SA 255 23,784.00 0.00
Globus Medical, Inc. - Class A 2,672 139,971.00 0.01
Glory Ltd. 14,764 434,693.00 0.02
GMO Payment Gateway, Inc. 8,456 623,207.00 0.03
GMS, Inc. 6,349 190,221.00 0.01
Go-Ahead Group PLC 7,199 190,553.00 0.01
Gol Linhas Aereas Inteligentes SA (Preference Shar 18,063 164,844.00 0.01
Goldman Sachs Group, Inc. (The) 60,430 12,894,655.00 0.64
Goldman Sachs International 2.175% CPI# 8,258,677 -8,412,941.00 -0.42
Goodman Group 21,282 211,321.00 0.01
Gossamer Bio, Inc. 11,462 235,837.00 0.01
GPT Group (The) 154,924 635,924.00 0.03
Grand Canyon Education, Inc. 6,742 619,994.00 0.03
Granges AB 19,367 188,525.00 0.01
Graphic Packaging Holding Co. 27,833 435,864.00 0.02
Graphic Packaging Holding Co. 6,410 100,391.00 0.01
Gray Television, Inc. 6,615 108,566.00 0.01
Great British Pound Currency Forward -2,612,365 -103,484.00 -0.01
Great British Pound Currency Forward 2,612,365 53,583.00 0.00
Great Portland Estates PLC 34,532 352,304.00 0.02
Great Southern Bancorp, Inc. 2,230 134,777.00 0.01
Great Western Bancorp, Inc. 5,354 186,710.00 0.01
Green REIT PLC 61,799 131,455.00 0.01
Greencore Group PLC 257,716 774,827.00 0.04
Greenland Hong Kong Holdings Ltd. 335,269 115,576.00 0.01
Greggs PLC 8,870 204,029.00 0.01
Grocery Outlet Holding Corp. 15,176 484,114.00 0.02
Growthpoint Properties Ltd. 186,051 272,445.00 0.01
Grupo Aval Acciones y Valores SA (ADR) 3,083 25,131.00 0.00
Grupo Cementos de Chihuahua SAB de CV 47,964 267,068.00 0.01
Guangzhou Automobile Group Co., Ltd. - Class H 413,290 412,768.00 0.02
Guardant Health, Inc. 7,219 501,720.00 0.03
GVC Holdings PLC 198,231 2,286,949.00 0.11
GW Pharmaceuticals PLC (Sponsored ADR) 1,210 162,040.00 0.01
GWA Group Ltd. 88,819 178,156.00 0.01
H&R Real Estate Investment Trust 208,611 3,528,865.00 0.18
Haemonetics Corp. 1,574 190,080.00 0.01
Hain Celestial Group, Inc. (The) 6,390 151,079.00 0.01
Hain Celestial Group, Inc. (The) 20,433 483,036.00 0.02
Haitong Securities Co., Ltd. - Class H 82,537 84,263.00 0.00
Halozyme Therapeutics, Inc. 6,012 92,117.00 0.00
Halyk Savings Bank of Kazakhstan JSC (GDR) 7,840 104,674.00 0.01
Han's Laser Technology Industry Group Co., Ltd. 18,401 99,165.00 0.00
Han's Laser Technology Industry Group Co., Ltd. UB 6,899 37,264.00 0.00
Hana Financial Group, Inc. 124,690 3,610,112.00 0.18
Hancock Whitney Corp. 5,040 196,598.00 0.01
Handsome Co., Ltd. 6,080 152,372.00 0.01
Hang Seng Bank Ltd. 24,915 519,865.00 0.03
HANG SENG IDX FUT NOV19 XHKF 20191128 -83 -14,249,313.00 -0.71
Hangzhou Hikvision Digital Technology Co., Ltd. - 18,994 87,057.00 0.00
Hangzhou Tigermed Consulting Co., Ltd. - Class A 2,970 28,815.00 0.00
Hanmi Financial Corp. 5,883 113,249.00 0.01
Hanover Insurance Group, Inc. (The) 2,550 335,860.00 0.02
Harsco Corp. 6,195 125,574.00 0.01
Harvey Norman Holdings Ltd. 25,388 71,634.00 0.00
Haseko Corp. 18,189 234,729.00 0.01
Hawaiian Holdings, Inc. 13,831 395,704.00 0.02
HCL Technologies Ltd. 5,872 95,709.00 0.00
HCP, Inc. 28,435 1,069,738.00 0.05
HDFC Bank Ltd. 111,511 1,931,529.00 0.10
Health Insurance Innovations, Inc. - Class A 5,796 153,479.00 0.01
HealthEquity, Inc. 196 11,169.00 0.00
HealthStream, Inc. 2,505 70,313.00 0.00
Heidrick & Struggles International, Inc. 4,058 115,502.00 0.01
Heiwa Real Estate REIT, Inc. 93 123,402.00 0.01
Helen of Troy Ltd. 949 142,179.00 0.01
Hemfosa Fastigheter AB 27,579 284,057.00 0.01
Hennes & Mauritz AB - Class B 6,167 129,262.00 0.01
Hera SpA 54,023 231,419.00 0.01
Heritage Insurance Holdings, Inc. 3,460 46,099.00 0.00
Hermes International 67 48,524.00 0.00
Hershey Co. (The) 1,307 192,062.00 0.01
Hewlett Packard Enterprise Co. 5,068 83,179.00 0.00
Hexcel Corp. 9,671 721,650.00 0.04
Hikari Tsushin, Inc. 1,015 222,640.00 0.01
Hikma Pharmaceuticals PLC 8,836 230,131.00 0.01
Hillenbrand, Inc. 6,443 198,389.00 0.01
Hilltop Holdings, Inc. 9,278 216,742.00 0.01
Hitachi Ltd. 2,699 100,741.00 0.01
HKT Trust & HKT Ltd. - Class SS 420,358 653,934.00 0.03
HMS Holdings Corp. 4,269 139,564.00 0.01
Hokuhoku Financial Group, Inc. 11,243 109,984.00 0.01
HollyFrontier Corp. 1,346 73,952.00 0.00
Home BancShares, Inc./AR 7,430 137,307.00 0.01
Home Depot, Inc. (The) 95,907 22,498,020.00 1.12
Honeywell International, Inc. 82,830 14,307,225.00 0.71
HONG KONG DOLLAR -385,951 -49,253.00 0.00
Horiba Ltd. 10,977 740,739.00 0.04
Horizon Therapeutics PLC 2,841 82,134.00 0.00
Houghton Mifflin Harcourt Co. 31,112 200,983.00 0.01
Houlihan Lokey, Inc. 3,190 150,803.00 0.01
Housing Development Finance Corp. Ltd. 88,114 2,650,817.00 0.13
Hoya Corp. 8,131 718,622.00 0.04
Hua Hong Semiconductor Ltd. 305,790 614,898.00 0.03
Huaneng Power International, Inc. - Class H 234,524 111,393.00 0.01
Huaxin Cement Co., Ltd. 1,136,961 3,112,942.00 0.16
Huazhu Group Ltd. (ADR) 3,248 122,995.00 0.01
Hub Group, Inc. - Class A 3,387 155,165.00 0.01
Hub Group, Inc. - Class A 5,750 263,350.00 0.01
HubSpot, Inc. 5,110 792,561.00 0.04
Hugel, Inc. 1,316 411,918.00 0.02
Hulic Reit, Inc. 286 547,453.00 0.03
Humana AB 33,553 201,473.00 0.01
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 4,774 105,653.00 0.01
Huons Co., Ltd. 1,977 79,215.00 0.00
Husqvarna AB - Class B 40,782 312,432.00 0.02
iA Financial Corp., Inc. 1,940 93,445.00 0.00
IBERIABANK Corp. 2,525 185,340.00 0.01
ICF International, Inc. 1,312 112,508.00 0.01
Ichigo Office REIT Investment 160 164,668.00 0.01
ICICI Bank Ltd. 174,554 1,140,999.00 0.06
ICICI Lombard General Insurance Co., Ltd. 1,791 33,745.00 0.00
ICON PLC 11,334 1,664,982.00 0.08
IDEX Corp. 4,148 645,138.00 0.03
IG Group Holdings PLC 4,941 40,675.00 0.00
IHI Corp. 82,737 2,038,922.00 0.10
IMA Industria Macchine Automatiche SpA 2,869 195,346.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 19,449 124,945.00 0.01
Imperial Oil Ltd. 2,218 55,249.00 0.00
Inaba Denki Sangyo Co., Ltd. 4,501 206,810.00 0.01
Incyte Corp. 6,215 521,601.00 0.03
Independence Realty Trust, Inc. 38,396 591,305.00 0.03
Independent Bank Group, Inc. 1,521 81,365.00 0.00
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 18,440 341,120.00 0.02
Industria de Diseno Textil SA 4,150 129,322.00 0.01
Industrial Bank Co., Ltd. - Class A 111,553 296,506.00 0.01
Industrias Bachoco SAB de CV 21,231 95,450.00 0.00
Industrias Penoles SAB de CV 6,847 81,555.00 0.00
Industrivarden AB - Class C 2,034 44,085.00 0.00
Inficon Holding AG 313 224,330.00 0.01
Infineon Technologies AG 39,117 757,651.00 0.04
Info Edge India Ltd. 1,066 38,322.00 0.00
Ingevity Corp. 1,599 134,704.00 0.01
Inmobiliaria Colonial Socimi SA 71,375 922,335.00 0.05
Innoviva, Inc. 5,272 61,262.00 0.00
Inpex Corp. 19,687 182,003.00 0.01
Inphi Corp. 8,180 587,978.00 0.03
Insight Enterprises, Inc. 1,895 116,343.00 0.01
Insperity, Inc. 1,521 160,667.00 0.01
Instone Real Estate Group AG 15,003 351,393.00 0.02
Insulet Corp. 5,521 802,411.00 0.04
Integer Holdings Corp. 1,808 140,047.00 0.01
Integrated Diagnostics Holdings PLC 4,127 19,480.00 0.00
Intel Corp. 6,244 353,004.00 0.02
InterDigital, Inc. 1,662 89,180.00 0.00
Intermediate Capital Group PLC 33,626 647,175.00 0.03
International Bancshares Corp. 4,667 191,180.00 0.01
International Money Express, Inc. 8,682 133,023.00 0.01
Intertek Group PLC 3,612 250,476.00 0.01
Intertrust NV 42,745 813,723.00 0.04
Intuit, Inc. 841 216,623.00 0.01
Invesco Office J-Reit, Inc. 1,376 277,821.00 0.01
Invincible Investment Corp. 199 126,287.00 0.01
Invitae Corp. 25,249 406,773.00 0.02
Iovance Biotherapeutics, Inc. 4,734 100,042.00 0.00
IPG Photonics Corp. 2,900 389,412.00 0.02
IPH Ltd. 36,359 202,257.00 0.01
IPSOS 6,865 206,879.00 0.01
Iren SpA 68,725 213,239.00 0.01
iRhythm Technologies, Inc. 826 55,204.00 0.00
iShares Global Energy ETF 45,006 1,360,981.00 0.07
iShares MSCI EAFE Small-Cap ETF 3,212 191,407.00 0.01
iShares MSCI Global Metals & Mining Producers ETF 53,460 1,465,873.00 0.07
Israel Discount Bank Ltd. - Class A 199,185 910,242.00 0.05
Itau Unibanco Holding SA (Preference Shares) 42,363 382,706.00 0.02
Itochu Enex Co., Ltd. 24,632 205,829.00 0.01
j2 Global, Inc. 2,575 244,545.00 0.01
Jabil, Inc. 2,903 106,905.00 0.01
Jaccs Co., Ltd. 9,288 209,646.00 0.01
Jack Henry & Associates, Inc. 5,422 767,538.00 0.04
Jacobs Engineering Group, Inc. 6,490 607,334.00 0.03
Japan Airlines Co., Ltd. 177,051 5,517,290.00 0.28
Japan Hotel REIT Investment Corp. 337 280,061.00 0.01
Japan Post Bank Co., Ltd. 9,317 92,681.00 0.00
Japan Post Holdings Co., Ltd. 10,204 93,673.00 0.00
Japan Real Estate Investment Corp. 40 273,941.00 0.01
Japan Rental Housing Investments, Inc. 221 212,497.00 0.01
Japan Retail Fund Investment Corp. 74 173,216.00 0.01
Japan Treasury Discount Bill Series 830 545,764,070 5,053,944.00 0.25
Japan Treasury Discount Bill Series 860 545,764,070 5,055,549.00 0.25
Japanese Government CPI Linked Bond Series 21 1,014,844,151 9,637,213.00 0.48
JAPANESE YEN 7,568,315 70,083.00 0.00
Japanese Yen Currency Forward -2,866,106,614 495,259.00 0.02
Japanese Yen Currency Forward 256,102,409 -12,090.00 0.00
Japanese Yen Currency Forward 2,560,080,591 -120,865.00 -0.01
Japanese Yen Currency Forward 944,955,119 -35,987.00 0.00
Japanese Yen Currency Forward 1,848,471,409 -70,396.00 0.00
Japanese Yen Currency Forward 1,016,973,626 -35,886.00 0.00
Japanese Yen Currency Forward 233,890,959 -4,447.00 0.00
Japanese Yen Currency Forward -2,195,819,704 293,738.00 0.01
Japanese Yen Currency Forward -1,891,100,138 444,647.00 0.02
Japanese Yen Currency Forward 4,757,206,752 -649,648.00 -0.03
Japanese Yen Currency Forward 1,354,882,876 -185,023.00 -0.01
Japanese Yen Currency Forward -1,354,882,876 70,045.00 0.00
Japanese Yen Currency Forward -4,408,552,000 354,748.00 0.02
JBS SA 76,347 538,555.00 0.03
Jeronimo Martins SGPS SA 2,960 49,749.00 0.00
Jinxin Fertility Group Ltd. 177,129 325,136.00 0.02
JNBY Design Ltd. 96,932 138,057.00 0.01
John B Sanfilippo & Son, Inc. 1,108 117,606.00 0.01
Johnson & Johnson 114,255 15,086,291.00 0.75
Johnson Matthey PLC 33,590 1,334,434.00 0.07
JPMorgan Chase & Co. 187,084 23,370,569.00 1.17
JPMorgan Chase Bank, NA 1.718% CPI# 26,370,704 -26,421,581.00 -1.32
JPMorgan Chase Bank, NA 2.170% CPI# 1,361,332 -1,396,894.00 -0.07
JPMorgan Chase Bank, NA 2.170% CPI# 9,082,532 -9,320,567.00 -0.47
JPMorgan Chase Bank, NA 2.183% CPI# 8,258,677 -8,416,007.00 -0.42
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 6,753,395 6,712,311.00 0.33
JPMorgan Chase Bank, NA Bloomberg Petroleum Subind 9,378,200 8,513,488.00 0.42
JPMorgan Chase Bank, NA Bloomberg Precious Metals 5,379,854 5,391,714.00 0.27
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 2,511,688 2,531,345.00 0.13
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 203,627 210,308.00 0.01
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 4,626,334 4,605,049.00 0.23
JUMBO SA 1,424 27,743.00 0.00
JXTG Holdings, Inc. 680,538 3,180,999.00 0.16
Jyske Bank A/S 60,280 2,005,247.00 0.10
K12, Inc. 3,409 67,471.00 0.00
Kadant, Inc. 1,306 118,616.00 0.01
Kaga Electronics Co., Ltd. 3,954 76,655.00 0.00
Kajaria Ceramics Ltd. 3,887 30,682.00 0.00
Kakaku.com, Inc. 83,699 1,943,480.00 0.10
Kardex AG 1,391 202,168.00 0.01
Kasai Kogyo Co., Ltd. 15,804 127,910.00 0.01
KB Financial Group, Inc. 54,582 1,964,945.00 0.10
KBC Group NV 21,102 1,483,796.00 0.07
KBR, Inc. 6,777 190,843.00 0.01
KDDI Corp. 57,714 1,597,034.00 0.08
Kemper Corp. 5,557 399,437.00 0.02
Kenedix Office Investment Corp. - Class A 40 314,405.00 0.02
Kenedix Residential Next Investment Corp. 60 125,227.00 0.01
Kennametal, Inc. 11,226 347,444.00 0.02
Kerry Group PLC - Class A 6,928 837,690.00 0.04
Keyence Corp. 4,546 2,874,424.00 0.14
Kforce, Inc. 3,603 147,407.00 0.01
KGHM Polska Miedz SA 2,888 63,328.00 0.00
Kiatnakin Bank PCL 84,455 183,204.00 0.01
Killam Apartment Real Estate Investment Trust 84,565 1,252,655.00 0.06
Kilroy Realty Corp. 8,149 684,009.00 0.03
Kimball International, Inc. - Class B 5,176 105,401.00 0.01
Kindred Group PLC (SDR) 32,802 237,993.00 0.01
Kingspan Group PLC 17,732 918,823.00 0.05
KION Group AG 6,828 454,322.00 0.02
Kirkland Lake Gold Ltd. 1,315 61,786.00 0.00
Knight-Swift Transportation Holdings, Inc. 26,852 979,027.00 0.05
Knowles Corp. 5,702 123,068.00 0.01
Koh Young Technology, Inc. 303 24,516.00 0.00
Kohnan Shoji Co., Ltd. 2,327 54,051.00 0.00
Kokuyo Co., Ltd. 38,221 560,883.00 0.03
Koninklijke Ahold Delhaize NV 29,666 739,298.00 0.04
Koninklijke DSM NV 3,914 464,636.00 0.02
Koninklijke Philips NV 70,238 3,081,629.00 0.15
Koninklijke Volkerwessels NV 10,143 235,861.00 0.01
Kose Corp. 3,181 564,104.00 0.03
Kronos Worldwide, Inc. 3,141 39,837.00 0.00
Kuehne & Nagel International AG 1,481 239,421.00 0.01
Kulicke & Soffa Industries, Inc. 19,136 454,384.00 0.02
Kulicke & Soffa Industries, Inc. 6,219 147,678.00 0.01
Kumho Petrochemical Co., Ltd. 25,035 1,498,998.00 0.07
Kvaerner ASA 53,579 68,000.00 0.00
Kweichow Moutai Co., Ltd. - Class A 2,543 425,947.00 0.02
Kyokuto Securities Co., Ltd. 6,369 47,561.00 0.00
L&T Technology Services Ltd. 14,040 298,103.00 0.01
Labrador Iron Ore Royalty Corp. 11,551 195,659.00 0.01
Land Securities Group PLC 19,289 234,961.00 0.01
Largo Resources Ltd. 179,504 179,900.00 0.01
Larsen & Toubro Ltd. 12,341 256,233.00 0.01
Lattice Semiconductor Corp. 38,805 760,200.00 0.04
Lear Corp. 3,566 419,967.00 0.02
Legal & General Group PLC 28,214 96,445.00 0.00
LEM Holding SA 167 198,715.00 0.01
Lennar Corp. - Class A 8,587 511,785.00 0.03
Lennar Corp. - Class A 4,781 284,986.00 0.01
Leonardo SpA 452,727 5,259,607.00 0.26
LF Corp. 7,165 120,887.00 0.01
LHC Group, Inc. 853 94,754.00 0.00
Li Ning Co., Ltd. 11,563 39,210.00 0.00
LIC Housing Finance Ltd. 36,791 215,049.00 0.01
Ligand Pharmaceuticals, Inc. 839 91,366.00 0.00
Light SA 38,673 191,896.00 0.01
Link REIT 72,204 786,406.00 0.04
Lithia Motors, Inc. - Class A 1,359 214,151.00 0.01
Littelfuse, Inc. 3,160 554,801.00 0.03
LivaNova PLC 669 47,386.00 0.00
LivePerson, Inc. 848 34,838.00 0.00
Localiza Rent a Car SA 27,207 292,941.00 0.01
Lojas Renner SA 2,636 33,365.00 0.00
London Stock Exchange Group PLC 12,091 1,089,705.00 0.05
Long Gilt Futures -80 -13,765,945.00 -0.69
Lonza Group AG 1,626 586,326.00 0.03
Louisiana-Pacific Corp. 6,861 200,563.00 0.01
Lovesac Co. (The) 4,328 70,676.00 0.00
LUKOIL PJSC (Sponsored ADR) 11,999 1,104,702.00 0.06
LUKOIL PJSC (Sponsored ADR) (London) 48,205 4,442,289.00 0.22
Lundin Mining Corp. 117,757 594,554.00 0.03
Luxshare Precision Industry Co., Ltd. - Class A 39,984 180,307.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 6,461 2,759,374.00 0.14
M&G PLC 29,469 81,614.00 0.00
Machvision, Inc. 13,790 137,075.00 0.01
Madrigal Pharmaceuticals, Inc. 2,155 199,209.00 0.01
Maeil Dairies Co., Ltd. 2,505 190,015.00 0.01
Magna International, Inc. - Class A (Canada) 1,637 88,068.00 0.00
Magna International, Inc. - Class A (United States 174,532 9,384,585.00 0.47
Maire Tecnimont SpA 73,765 193,287.00 0.01
Malaysia Airports Holdings Bhd 207,648 393,014.00 0.02
Man Group PLC/Jersey 112,338 209,081.00 0.01
Manappuram Finance Ltd. 104,605 250,359.00 0.01
Manhattan Associates, Inc. 9,013 675,584.00 0.03
ManpowerGroup, Inc. 2,177 197,999.00 0.01
ManTech International Corp./VA - Class A 1,684 133,404.00 0.01
Mapletree North Asia Commercial Trust 130,029 122,235.00 0.01
Marcus & Millichap, Inc. 3,365 120,213.00 0.01
Masimo Corp. 798 116,353.00 0.01
Masmovil Ibercom SA 30,371 703,211.00 0.04
Masonite International Corp. 8,586 527,266.00 0.03
Masonite International Corp. 3,011 184,950.00 0.01
MasTec, Inc. 3,487 219,525.00 0.01
Mastercard, Inc. - Class A 1,206 334,097.00 0.02
MasterCraft Boat Holdings, Inc. 4,783 75,333.00 0.00
Matrix Service Co. 5,952 111,669.00 0.01
MAXIMUS, Inc. 2,718 208,607.00 0.01
MaxLinear, Inc. - Class A 17,982 340,938.00 0.02
McDonald's Corp. 526 103,649.00 0.01
McKesson Corp. 987 131,285.00 0.01
Mediaset Espana Comunicacion SA 32,174 196,868.00 0.01
MediaTek, Inc. 19,338 258,259.00 0.01
Medical Facilities Corp. 34,435 204,455.00 0.01
Medical Properties Trust, Inc. 40,316 835,765.00 0.04
Medicines Co. (The) 2,121 111,379.00 0.01
Medifast, Inc. 866 96,082.00 0.00
Mediobanca Banca di Credito Finanziario SpA 105,055 1,249,246.00 0.06
Medpace Holdings, Inc. 1,720 126,699.00 0.01
Medtronic PLC 76,299 8,308,961.00 0.41
Megacable Holdings SAB de CV 134,124 550,610.00 0.03
Meitec Corp. 20,597 1,073,729.00 0.05
Melexis NV 2,926 205,352.00 0.01
Merck & Co., Inc. 206,352 17,882,472.00 0.89
Merit Medical Systems, Inc. 983 20,312.00 0.00
Meritage Homes Corp. 2,636 190,053.00 0.01
Meritor, Inc. 11,247 247,784.00 0.01
Merlin Properties Socimi SA 177,566 2,613,926.00 0.13
Mesa Laboratories, Inc. 535 122,001.00 0.01
MetLife, Inc. 4,501 210,610.00 0.01
METRO AG 5,767 94,182.00 0.00
Metro, Inc./CN 1,154 48,844.00 0.00
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 13,208 181,088.00 0.01
MGM Growth Properties LLC - Class A 16,970 529,633.00 0.03
MGM Growth Properties LLC - Class A 15,952 497,867.00 0.02
Michaels Cos., Inc. (The) 23,690 206,813.00 0.01
Micron Technology, Inc. 5,205 247,501.00 0.01
Microsoft Corp. 369,522 52,978,406.00 2.64
Mid-America Apartment Communities, Inc. 171,992 23,905,283.00 1.19
Minerva SA/Brazil 82,459 212,600.00 0.01
Mirait Holdings Corp. 8,485 136,255.00 0.01
Mirati Therapeutics, Inc. 1,003 94,502.00 0.00
Mirvac Group 154,846 343,121.00 0.02
Mitra Adiperkasa Tbk PT 302,749 21,564.00 0.00
Mitsubishi Estate Co., Ltd. 14,975 290,763.00 0.01
Mitsubishi UFJ Financial Group, Inc. 554,556 2,874,979.00 0.14
Mitsui Fudosan Co., Ltd. 40,523 1,036,715.00 0.05
Mitsui Fudosan Logistics Park, Inc. 42 178,782.00 0.01
Mitsui Mining & Smelting Co., Ltd. 8,106 226,551.00 0.01
Mixi, Inc. 10,346 199,931.00 0.01
Miyazaki Bank Ltd. (The) 6,807 174,212.00 0.01
Mizuho Financial Group, Inc. 32,378 50,267.00 0.00
MKS Instruments, Inc. 1,039 112,474.00 0.01
MLP Saglik Hizmetleri AS 35,394 89,923.00 0.00
MMC Norilsk Nickel PJSC (ADR) 8,529 236,563.00 0.01
Mobile Telecommunications Co. HSBC Bank PLC 58,202 108,498.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 13,593 72,996.00 0.00
Molina Healthcare, Inc. 3,685 433,503.00 0.02
Molina Healthcare, Inc. 592 69,747.00 0.00
Momo, Inc. (Sponsored ADR) 8,662 290,377.00 0.01
Moncler SpA 43,739 1,687,834.00 0.08
Moneysupermarket.com Group PLC 103,577 460,882.00 0.02
Monolithic Power Systems, Inc. 583 87,468.00 0.00
Monster Beverage Corp. 1,290 72,411.00 0.00
Moody's Corp. 224 49,458.00 0.00
Morgan Sindall Group PLC 12,788 212,041.00 0.01
Morgan Stanley 1,593 73,391.00 0.00
Morgan Stanley Capital Services LLC Bloomberg Grai 6,139,602 6,317,735.00 0.32
Morgan Stanley Capital Services LLC Bloomberg Live 2,179,570 2,287,551.00 0.11
Mori Hills REIT Investment Corp. 263 435,946.00 0.02
Morinaga Milk Industry Co., Ltd. 14,798 575,352.00 0.03
Motor Oil Hellas Corinth Refineries SA 43,430 1,074,130.00 0.05
Mowi ASA 28,556 697,116.00 0.03
MRC Global, Inc. 22,169 251,839.00 0.01
MRV Engenharia e Participacoes SA 24,115 105,769.00 0.01
MSCI Emerging Markets Futures 1,051 54,725,570.00 2.73
MSCI SING IX ETS NOV19 XSIM 20191128 -186 -5,057,732.00 -0.25
MSG Networks, Inc. 4,039 65,474.00 0.00
MTU Aero Engines AG 4,790 1,281,256.00 0.06
Muangthai Capital PCL 105,322 216,261.00 0.01
Murata Manufacturing Co., Ltd. 11,588 630,994.00 0.03
Muthoot Finance Ltd. 66,182 656,654.00 0.03
My EG Services Bhd 299,907 81,652.00 0.00
MyoKardia, Inc. 1,279 73,347.00 0.00
Myriad Genetics, Inc. 2,650 89,258.00 0.00
Mytilineos SA 48,546 532,038.00 0.03
Nantex Industry Co., Ltd. 183,183 189,814.00 0.01
Nanya Technology Corp. 1,260,701 2,883,608.00 0.14
Naspers Ltd. - Class N 2,694 381,355.00 0.02
National Bank of Canada 648 33,504.00 0.00
National Presto Industries, Inc. 757 65,239.00 0.00
National Storage Affiliates Trust 25,896 884,890.00 0.04
National Vision Holdings, Inc. 23,573 561,037.00 0.03
National Western Life Group, Inc. - Class A 381 104,010.00 0.01
Navient Corp. 9,979 137,415.00 0.01
NCR Corp. 18,884 551,601.00 0.03
NCR Corp. 2,146 62,685.00 0.00
NCSoft Corp. 78 34,969.00 0.00
NEC Networks & System Integration Corp. 38,576 1,217,615.00 0.06
Nedbank Group Ltd. 10,073 152,810.00 0.01
Nelnet, Inc. - Class A 2,320 142,148.00 0.01
Neste Oyj 21,981 794,227.00 0.04
Nestle SA 127,148 13,602,555.00 0.68
NetScout Systems, Inc. 16,430 397,934.00 0.02
Network International Holdings PLC 7,423 52,019.00 0.00
Neurocrine Biosciences, Inc. 6,829 679,420.00 0.03
New Jersey Resources Corp. 2,037 88,846.00 0.00
New Oriental Education & Technology Group, Inc. (S 37,312 4,554,404.00 0.23
NEW ZEALAND DOLLAR 74,433 47,722.00 0.00
New Zealand Dollar Currency Forward 5,412,347 -28,788.00 0.00
New Zealand Dollar Currency Forward -5,412,347 46,025.00 0.00
New Zealand Dollar Currency Forward -42,063,972 -167,028.00 -0.01
New Zealand Dollar Currency Forward -20,976,589 -282,766.00 -0.01
New Zealand Dollar Currency Forward 83,335,000 923,386.00 0.05
New Zealand Dollar Currency Forward -70,961 571.00 0.00
New Zealand Dollar Currency Forward -17,633,483 248,319.00 0.01
New Zealand Dollar Currency Forward -5,970,642 91,949.00 0.00
New Zealand Dollar Currency Forward 19,373,807 -586,034.00 -0.03
New Zealand Dollar Currency Forward 4,301,280 -106,724.00 -0.01
New Zealand Dollar Currency Forward 41,867,682 397,966.00 0.02
Newcrest Mining Ltd. 67,104 1,464,782.00 0.07
Nexity SA 4,252 220,097.00 0.01
NexPoint Residential Trust, Inc. 2,063 100,627.00 0.01
Nexstar Media Group, Inc. - Class A 1,116 108,602.00 0.01
Next PLC 1,902 162,285.00 0.01
NextCure, Inc. 1,787 44,693.00 0.00
NGK Spark Plug Co., Ltd. 74,877 1,518,058.00 0.08
NIBC Holding NV 24,096 196,459.00 0.01
NIC, Inc. 5,093 119,810.00 0.01
NICE Information Service Co., Ltd. 16,396 171,474.00 0.01
Nice Ltd. 20,859 3,290,357.00 0.16
Nichirei Corp. 29,473 676,841.00 0.03
Nidec Corp. 3,952 581,941.00 0.03
Nihon Unisys Ltd. 26,809 884,977.00 0.04
NIKE, Inc. - Class B 147,967 13,250,444.00 0.66
Nintendo Co., Ltd. 3,622 1,328,613.00 0.07
Nippon Building Fund, Inc. 314 2,384,764.00 0.12
Nippon Express Co., Ltd. 1,728 98,617.00 0.00
Nippon Light Metal Holdings Co., Ltd. 37,065 72,094.00 0.00
Nippon Paper Industries Co., Ltd. 5,713 98,479.00 0.00
Nippon Prologis REIT, Inc. 320 894,821.00 0.04
Nippon Telegraph & Telephone Corp. 148,529 7,373,452.00 0.37
NiSource, Inc. 410,342 11,505,989.00 0.57
NMC Health PLC 28,912 819,568.00 0.04
NMI Holdings, Inc. - Class A 3,262 95,431.00 0.00
NN Group NV 93,965 3,585,430.00 0.18
Nobina AB 33,004 209,063.00 0.01
Nokia Oyj 224,581 824,440.00 0.04
Nomad Foods Ltd. 28,316 552,445.00 0.03
Nomad Foods Ltd. 5,146 100,406.00 0.01
Nordson Corp. 4,910 769,937.00 0.04
Norfolk Southern Corp. 50,482 9,187,724.00 0.46
Norsk Hydro ASA 45,172 159,620.00 0.01
Northeast Bank 4,787 102,492.00 0.01
Northern Star Resources Ltd. 77,712 526,758.00 0.03
Northview Apartment Real Estate Investment Trust 12,364 270,924.00 0.01
NorthWestern Corp. 1,076 78,072.00 0.00
Norwegian Finans Holding ASA 87,484 844,932.00 0.04
NORWEGIAN KRONE 2,656 288.00 0.00
Norwegian Krone Currency Forward 239,607,390 -832,137.00 -0.04
Norwegian Krone Currency Forward -16,767,650 58,300.00 0.00
Norwegian Krone Currency Forward 355,098,326 -945,057.00 -0.05
Norwegian Krone Currency Forward 16,767,650 -69,565.00 0.00
Norwegian Krone Currency Forward -118,785,987 73,331.00 0.00
Norwegian Krone Currency Forward -236,449,000 323,676.00 0.02
Notre Dame Intermedica Participacoes SA 2,574 38,515.00 0.00
Novanta, Inc. 8,913 793,711.00 0.04
Novartis AG 215 18,826.00 0.00
Novatek Microelectronics Corp. 193,312 1,238,292.00 0.06
Novo Nordisk A/S (Sponsored ADR) 124,425 6,870,748.00 0.34
Novo Nordisk A/S - Class B 161,775 8,895,835.00 0.44
Novocure Ltd. 2,050 146,900.00 0.01
Nuance Communications, Inc. 33,402 545,120.00 0.03
Nuance Communications, Inc. 8,381 136,790.00 0.01
NVR, Inc. 229 834,682.00 0.04
NWS Holdings Ltd. 1,073,584 1,597,793.00 0.08
NXP Semiconductors NV 6,746 766,945.00 0.04
Oasis Petroleum, Inc. 42,850 111,838.00 0.01
Oesterreichische Post AG 5,653 208,343.00 0.01
Oil States International, Inc. 16,046 228,976.00 0.01
Old Republic International Corp. 17,521 391,419.00 0.02
Omega Healthcare Investors, Inc. 18,331 807,299.00 0.04
ON Semiconductor Corp. 18,920 385,968.00 0.02
ONE Gas, Inc. 1,041 96,700.00 0.00
OneMain Holdings, Inc. 8,857 354,280.00 0.02
OneMain Holdings, Inc. 3,526 141,045.00 0.01
OneSavings Bank PLC 41,974 195,802.00 0.01
Onto Innovation, Inc. 3,614 116,388.00 0.01
OPAP SA 247,024 2,686,493.00 0.13
Open House Co., Ltd. 7,825 199,974.00 0.01
Oracle Corp. 259,143 14,120,716.00 0.70
Oracle Corp. Japan 40,127 3,527,076.00 0.18
Orange Belgium SA 9,532 209,649.00 0.01
Origin Energy Ltd. 39,244 212,764.00 0.01
Origin Property PCL - Class F 781,210 178,518.00 0.01
Orion Corp./Republic of Korea 6,989 635,041.00 0.03
Orion Engineered Carbons SA 19,125 316,710.00 0.02
Orion Engineered Carbons SA 8,152 134,997.00 0.01
ORIX Corp. 327,710 5,149,934.00 0.26
Orkla ASA 622,468 5,983,061.00 0.30
Ormat Technologies, Inc. 2,171 166,219.00 0.01
Orocobre Ltd. 16,411 29,557.00 0.00
Orthofix Medical, Inc. 2,687 112,971.00 0.01
OSI Systems, Inc. 1,759 174,638.00 0.01
Otsuka Corp. 46,800 1,886,890.00 0.09
Otter Tail Corp. 2,788 158,056.00 0.01
Oversea-Chinese Banking Corp., Ltd. 57,665 463,586.00 0.02
OZ Minerals Ltd. 111,595 778,648.00 0.04
Pagseguro Digital Ltd. 13,929 516,522.00 0.03
Panasonic Corp. 9,814 82,482.00 0.00
Pandora A/S 18,618 916,143.00 0.05
Panin Financial Tbk PT 8,292,358 171,337.00 0.01
Papa John's International, Inc. 8,039 470,683.00 0.02
Papa John's International, Inc. 3,130 183,274.00 0.01
Par Pacific Holdings, Inc. 4,246 96,173.00 0.00
Parade Technologies Ltd. 15,589 301,225.00 0.02
Parex Resources, Inc. 14,929 202,337.00 0.01
Park Hotels & Resorts, Inc. 16,508 383,811.00 0.02
Park Hotels & Resorts, Inc. 32,237 749,524.00 0.04
Parque Arauco SA 59,134 155,669.00 0.01
Partners Group Holding AG 6,144 4,801,418.00 0.24
Patrick Industries, Inc. 3,250 160,588.00 0.01
Patterson Cos., Inc. 2,668 45,711.00 0.00
Patterson-UTI Energy, Inc. 25,855 215,113.00 0.01
Patterson-UTI Energy, Inc. 11,285 93,895.00 0.00
Paychex, Inc. 2,448 204,771.00 0.01
PayPal Holdings, Inc. 83,925 8,736,690.00 0.44
Paysign, Inc. 4,192 45,193.00 0.00
PC Connection, Inc. 3,443 168,164.00 0.01
Peabody Energy Corp. 8,342 87,848.00 0.00
Pegasystems, Inc. 1,193 89,787.00 0.00
Penn National Gaming, Inc. 4,255 90,708.00 0.00
Penumbra, Inc. 5,623 877,057.00 0.04
PepsiCo, Inc. 113,292 15,540,374.00 0.78
Perficient, Inc. 3,397 133,183.00 0.01
Pernod Ricard SA 20,029 3,700,109.00 0.18
Perspecta, Inc. 6,254 166,001.00 0.01
Petrobras Distribuidora SA 4,520 31,874.00 0.00
PetroChina Co., Ltd. - Class H 3,424,846 1,670,165.00 0.08
Petrofac Ltd. 9,057 45,204.00 0.00
Petroleo Brasileiro SA (Preference Shares) 583,461 4,421,241.00 0.22
Petronet LNG Ltd. 25,330 102,070.00 0.01
Peugeot SA 225,772 5,717,929.00 0.29
Pfizer, Inc. 410,474 15,749,907.00 0.79
Philip Morris International, Inc. 5,076 413,398.00 0.02
Phillips 66 75,759 8,850,166.00 0.44
Physicians Realty Trust 22,225 414,950.00 0.02
PICC Property & Casualty Co., Ltd. - Class H 136,209 172,375.00 0.01
Pidilite Industries Ltd. 1,399 27,709.00 0.00
Pilipinas Shell Petroleum Corp. 202,307 135,549.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 4,658 58,194.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 73,789 851,656.00 0.04
Pinterest, Inc. - Class A 16,992 427,178.00 0.02
Planet Fitness, Inc. 17,362 1,105,277.00 0.06
PNM Resources, Inc. 7,195 375,219.00 0.02
PNM Resources, Inc. 807 42,093.00 0.00
Poly Developments and Holdings Group Co., Ltd. - C 87,947 179,867.00 0.01
Polyus PJSC (GDR) 2,197 127,954.00 0.01
Polyus PJSC (GDR) 2,274 133,876.00 0.01
Portland General Electric Co. 4,069 231,466.00 0.01
POSCO 7,570 1,373,626.00 0.07
POUND STERLING 544,871 705,799.00 0.04
Power Assets Holdings Ltd. 1,243 8,870.00 0.00
Power Grid Corp. of India Ltd. 30,005 83,951.00 0.00
PPL Corp. 6,726 225,282.00 0.01
PRA Health Sciences, Inc. 854 83,478.00 0.00
Preferred Apartment Communities, Inc. - Class A 6,495 93,021.00 0.00
Preferred Bank/Los Angeles CA 3,007 160,303.00 0.01
Premier Oil PLC 354,678 381,109.00 0.02
Premium Leisure Corp. 4,244,454 56,005.00 0.00
Pressance Corp. 8,275 135,228.00 0.01
Primerica, Inc. 1,147 144,789.00 0.01
Procter & Gamble Co. (The) 143,848 17,910,514.00 0.89
Progress Software Corp. 3,461 138,058.00 0.01
Progressive Corp. (The) 172,144 11,998,436.00 0.60
Prologis, Inc. 19,066 1,673,262.00 0.08
Prosus NV 3,645 251,376.00 0.01
Prudential PLC 58,429 1,020,583.00 0.05
Public Storage 537 119,782.00 0.01
Puma SE 5,862 441,054.00 0.02
Qantas Airways Ltd. 1,257,013 5,559,938.00 0.28
QEP Resources, Inc. 43,739 145,650.00 0.01
QIAGEN NV 16,415 493,758.00 0.02
QUALCOMM, Inc. 1,321 106,277.00 0.01
Qualicorp Consultoria e Corretora de Seguros SA 25,004 198,890.00 0.01
Quanta Services, Inc. 12,652 532,016.00 0.03
Quanta Services, Inc. 3,468 145,848.00 0.01
Radian Group, Inc. 8,673 217,705.00 0.01
Radiant Logistics, Inc. 17,479 94,216.00 0.00
RadNet, Inc. 6,247 97,587.00 0.00
Raia Drogasil SA 1,326 36,377.00 0.00
Randstad NV 606 33,658.00 0.00
Rapid7, Inc. 1,635 81,910.00 0.00
Rational AG 297 226,445.00 0.01
Raytheon Co. 50,181 10,648,910.00 0.53
RE/MAX Holdings, Inc. - Class A 4,243 141,956.00 0.01
Real Gold Mining Ltd. 149,785 0.00 0.00
Realtek Semiconductor Corp. 1,834 13,608.00 0.00
Realty Income Corp. 16,095 1,316,483.00 0.07
Reata Pharmaceuticals, Inc. - Class A 734 151,315.00 0.01
Recipe Unlimited Corp. 10,449 187,719.00 0.01
Reckitt Benckiser Group PLC 6,777 524,472.00 0.03
Recruit Holdings Co., Ltd. 112,839 3,750,126.00 0.19
Red Electrica Corp. SA 5,318 106,882.00 0.01
Regal Beloit Corp. 3,549 262,803.00 0.01
Regency Centers Corp. 231,868 15,590,804.00 0.78
Regional SAB de CV 4,058 21,605.00 0.00
Reinsurance Group of America, Inc. - Class A 54,936 8,925,451.00 0.45
RELX PLC 109,794 2,641,989.00 0.13
RELX PLC (London) 50,102 1,206,242.00 0.06
Renewable Energy Group, Inc. 7,619 124,506.00 0.01
Rentokil Initial PLC 160,032 941,819.00 0.05
Repco Home Finance Ltd. 6,830 27,889.00 0.00
Repligen Corp. 1,864 148,230.00 0.01
Repsol SA 530,730 8,746,275.00 0.44
Republic Bancorp, Inc./KY - Class A 2,762 122,830.00 0.01
Restaurant Brands International, Inc. 332 21,756.00 0.00
Retail Properties of America, Inc. - Class A 52,645 724,402.00 0.04
Revance Therapeutics, Inc. 13,603 213,037.00 0.01
REX American Resources Corp. 1,193 96,603.00 0.00
Rexford Industrial Realty, Inc. 8,181 393,459.00 0.02
Rheinmetall AG 5,957 718,532.00 0.04
Richter Gedeon Nyrt 1,747 32,378.00 0.00
Rio Tinto Ltd. 24,999 1,563,309.00 0.08
Rio Tinto PLC 10,091 525,365.00 0.03
RLJ Lodging Trust 32,929 540,375.00 0.03
RMR Group, Inc. (The) - Class A 1,814 87,826.00 0.00
Road King Infrastructure Ltd. 84,200 154,037.00 0.01
Roche Holding AG 46,527 14,002,600.00 0.70
Roche Holding AG (Sponsored ADR) 274,778 10,337,148.00 0.52
Roku, Inc. 3,420 503,424.00 0.03
Roland DG Corp. 2,831 55,631.00 0.00
Rolls-Royce Holdings PLC 93,219 857,779.00 0.04
Rolls-royce Holdings PLC 4,288,081 5,554.00 0.00
Ross Stores, Inc. 117,349 12,869,664.00 0.64
Round One Corp. 10,163 131,059.00 0.01
Royal Bank of Canada 10,018 808,140.00 0.04
Royal Bank of Scotland Group PLC 8,082 22,340.00 0.00
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 85,031 2,469,903.00 0.12
Royal Dutch Shell PLC (Sponsored ADR) 221,331 12,901,383.00 0.64
Royal Dutch Shell PLC - Class A 8,836 256,153.00 0.01
Royal Dutch Shell PLC - Class B 275,769 7,942,103.00 0.40
Royal Unibrew A/S 7,617 624,934.00 0.03
RPC, Inc. 24,160 100,022.00 0.00
Rubius Therapeutics, Inc. 15,788 139,570.00 0.01
Rumo SA 5,945 33,802.00 0.00
Russell 2000 E-Mini Futures -121 -9,458,570.00 -0.47
Ruth's Hospitality Group, Inc. 5,153 106,059.00 0.01
Ryman Hospitality Properties, Inc. 2,255 189,824.00 0.01
Ryoyo Electro Corp. 11,192 198,639.00 0.01
S&P 500 E-Mini Futures -4,260 -646,625,400.00 -32.27
S&P Global, Inc. 830 214,134.00 0.01
S&P Mid 400 E-Mini Futures -52 -10,166,000.00 -0.51
S&P/TSX 60 Index Futures -708 -105,885,536.00 -5.28
S&T Bancorp, Inc. 2,371 89,301.00 0.00
S-Oil Corp. 5,054 431,843.00 0.02
SA Corporate Real Estate Ltd. 656,407 134,231.00 0.01
Saab AB - Class B 25,072 774,303.00 0.04
Sabra Health Care REIT, Inc. 6,740 165,809.00 0.01
Safaricom PLC 976,677 281,279.00 0.01
Safestore Holdings PLC 22,092 200,463.00 0.01
Sage Therapeutics, Inc. 2,318 314,436.00 0.02
Saia, Inc. 659 58,832.00 0.00
SAIC Motor Corp. Ltd. 34,333 114,573.00 0.01
Salmar ASA 78,807 3,677,743.00 0.18
Samjin Pharmaceutical Co., Ltd. 4,177 92,098.00 0.00
Sampo Oyj - Class A 14,840 608,157.00 0.03
Samsung Electronics Co., Ltd. 157,997 6,828,626.00 0.34
Samsung Electronics Co., Ltd. (Preference Shares) 27,428 965,512.00 0.05
Samsung SDI Co., Ltd. 1,522 297,030.00 0.01
Sankyu, Inc. 10,645 541,227.00 0.03
Sanmina Corp. 4,039 124,137.00 0.01
Sanofi 6,263 577,381.00 0.03
Sany Heavy Industry Co., Ltd. 1,333,502 2,549,764.00 0.13
SAP SE 4,798 635,801.00 0.03
Saras SpA 105,838 203,254.00 0.01
Sarepta Therapeutics, Inc. 3,240 269,114.00 0.01
Sartorius Stedim Biotech 570 85,503.00 0.00
Sasol Ltd. 12,620 228,798.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 36,039 529,867.00 0.03
Scandi Standard AB 27,563 202,679.00 0.01
Scandinavian Tobacco Group A/S 16,988 200,733.00 0.01
Schneider Electric SE 10,585 983,814.00 0.05
Schnitzer Steel Industries, Inc. - Class A 4,703 100,377.00 0.01
SCREEN Holdings Co., Ltd. 33,529 2,327,747.00 0.12
Sealed Air Corp. 9,194 384,033.00 0.02
Sealed Air Corp. 1,775 74,147.00 0.00
Seazen Holdings Co., Ltd. - Class A 17,161 77,522.00 0.00
Secom Co., Ltd. 2,741 254,008.00 0.01
Segro PLC 51,077 558,748.00 0.03
Selective Insurance Group, Inc. 4,534 313,390.00 0.02
Sempra Energy 883 127,677.00 0.01
Senao International Co., Ltd. 47,718 47,949.00 0.00
ServiceNow, Inc. 674 166,823.00 0.01
SG Holdings Co., Ltd. 16,869 417,745.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 133,304 240,870.00 0.01
Shenandoah Telecommunications Co. 3,038 97,713.00 0.00
Shenzhou International Group Holdings Ltd. 50,418 696,715.00 0.03
Shikoku Bank Ltd. (The) 10,871 103,623.00 0.01
Shinhan Financial Group Co., Ltd. 6,640 241,938.00 0.01
Shionogi & Co., Ltd. 1,669 100,193.00 0.00
Shizuoka Gas Co., Ltd. 22,735 196,556.00 0.01
Shoprite Holdings Ltd. 1,998 17,907.00 0.00
Showa Sangyo Co., Ltd. 6,749 196,013.00 0.01
Sichuan Swellfun Co., Ltd. - Class A 4,074 30,730.00 0.00
Siemens AG 3,311 382,143.00 0.02
Signet Jewelers Ltd. 9,395 150,695.00 0.01
Signet Jewelers Ltd. 5,116 82,070.00 0.00
Sika AG 4,266 733,499.00 0.04
Silergy Corp. 3,969 111,213.00 0.01
Silicon Laboratories, Inc. 1,112 118,176.00 0.01
Silk Road Medical, Inc. 3,637 120,465.00 0.01
Siltronic AG 5,923 564,137.00 0.03
Simon Property Group, Inc. 1,084 163,436.00 0.01
Sims Metal Management Ltd. 30,491 196,239.00 0.01
Sinclair Broadcast Group, Inc. - Class A 5,070 201,988.00 0.01
Sinclair Broadcast Group, Inc. - Class A 2,566 102,251.00 0.01
SINGAPORE DOLLAR -196,287 -144,281.00 -0.01
Singapore Exchange Ltd. 356,973 2,343,720.00 0.12
Sino-American Silicon Products, Inc. 24,880 74,804.00 0.00
SITE Centers Corp. 31,657 491,646.00 0.02
SiteOne Landscape Supply, Inc. 7,394 651,115.00 0.03
SK Hynix, Inc. 67,765 4,764,990.00 0.24
Skechers U.S.A., Inc. - Class A 4,426 165,416.00 0.01
Skechers U.S.A., Inc. - Class A 8,590 321,008.00 0.02
Skyline Champion Corp. 4,565 128,880.00 0.01
SkyWest, Inc. 6,830 406,726.00 0.02
SkyWest, Inc. 897 53,438.00 0.00
Slack Technologies, Inc. - Class A 10,810 237,820.00 0.01
Sleep Number Corp. 3,689 177,533.00 0.01
SM Energy Co. 18,640 146,137.00 0.01
SM Energy Co. 11,064 86,749.00 0.00
SM Prime Holdings, Inc. 177,272 136,111.00 0.01
SmartGroup Corp. Ltd. 23,601 185,748.00 0.01
Smartsheet, Inc. - Class A 12,435 489,939.00 0.02
SMC Corp./Japan 1,774 766,629.00 0.04
Snam SpA 20,929 107,451.00 0.01
Societe Generale SA 4,181 118,908.00 0.01
Soft-World International Corp. 35,606 89,462.00 0.00
Softbank Corp. 5,718 78,436.00 0.00
Softcat PLC 16,932 206,367.00 0.01
Sojitz Corp. 71,869 226,212.00 0.01
Sonic Healthcare Ltd. 94,302 1,857,281.00 0.09
SOUTH KOREAN WON 15,422 13.00 0.00
Southwest Gas Holdings, Inc. 3,220 281,106.00 0.01
SP Plus Corp. 2,862 126,441.00 0.01
Spar Nord Bank A/S 20,192 197,248.00 0.01
SpareBank 1 Nord Norge 25,651 198,997.00 0.01
SpareBank 1 SMN 18,345 197,669.00 0.01
SpareBank 1 SR-Bank ASA 46,648 497,116.00 0.02
Spark Energy, Inc. 8,028 76,830.00 0.00
SpartanNash Co. 5,266 68,969.00 0.00
Spectris PLC 19,439 602,658.00 0.03
SPI 200 Futures -237 -27,091,317.00 -1.35
Spin Master Corp. 43,927 1,242,687.00 0.06
Splunk, Inc. 3,618 434,015.00 0.02
SPS Commerce, Inc. 1,781 94,010.00 0.00
STAG Industrial, Inc. 20,276 629,367.00 0.03
STAG Industrial, Inc. 26,180 812,651.00 0.04
Starbucks Corp. 110,297 9,326,761.00 0.47
State Bank of India 89,178 392,322.00 0.02
Steelcase, Inc. - Class A 4,621 80,731.00 0.00
Stelco Holdings, Inc. 25,059 195,017.00 0.01
Stepan Co. 516 50,452.00 0.00
Sterling Bancorp./DE 9,609 188,819.00 0.01
Sterling Bancorp./DE 25,150 494,197.00 0.02
Stifel Financial Corp. 9,541 534,105.00 0.03
STMicroelectronics NV 21,316 483,805.00 0.02
Stockland 9,107 30,745.00 0.00
Stoneridge, Inc. 2,309 71,321.00 0.00
Strategic Education, Inc. 476 58,674.00 0.00
Subaru Corp. 35,868 1,027,890.00 0.05
Suez 46,397 723,680.00 0.04
Sumitomo Metal Mining Co., Ltd. 5,469 182,952.00 0.01
Sumitomo Mitsui Financial Group, Inc. 79,552 2,824,361.00 0.14
Summit Hotel Properties, Inc. 6,697 82,113.00 0.00
Summit Materials, Inc. - Class A 6,607 151,506.00 0.01
Sun Communities, Inc. 3,608 586,841.00 0.03
Sun Communities, Inc. 7,061 1,148,600.00 0.06
Sun Hung Kai & Co., Ltd. 329,505 142,428.00 0.01
Sun Hung Kai Properties Ltd. 42,500 644,029.00 0.03
Sunny Friend Environmental Technology Co., Ltd. 29,353 254,129.00 0.01
Sunstone Hotel Investors, Inc. 6,449 87,138.00 0.00
Super Retail Group Ltd. 30,512 200,454.00 0.01
Supernus Pharmaceuticals, Inc. 2,738 76,101.00 0.00
Sushiro Global Holdings Ltd. 14,273 981,325.00 0.05
Suzano SA 33,029 268,818.00 0.01
SVB Financial Group 1,727 382,495.00 0.02
Svenska Handelsbanken AB - Class A 36,929 370,613.00 0.02
SWAP STANDARD CHARTERED BANK L CUSIP CREATION 1,223 1,223.00 0.00
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward -213,614,583 -216,239.00 -0.01
Swedish Krona Currency Forward 250,844,340 -4,038.00 0.00
Swedish Krona Currency Forward 272,568,362 394,820.00 0.02
Swedish Krona Currency Forward 113,026,374 163,720.00 0.01
Swedish Krona Currency Forward -46,684,042 -50,277.00 0.00
Swedish Krona Currency Forward -92,755,317 -93,894.00 0.00
Swedish Krona Currency Forward 260,298,626 44,961.00 0.00
Swedish Krona Currency Forward -20,271,056 -21,831.00 0.00
Swire Properties Ltd. 93,904 295,334.00 0.01
SWISS FRANC 239,264 242,538.00 0.01
Swiss Franc Currency Forward -40,190,567 60,240.00 0.00
Swiss Franc Currency Forward 12,915,634 -10,896.00 0.00
Swiss Franc Currency Forward -13,574,530 -73,576.00 0.00
Swiss Re AG 50,467 5,293,468.00 0.26
Sydney Airport 15,091 91,400.00 0.00
Synchrony Financial 394,065 13,938,079.00 0.70
SYNNEX Corp. 643 75,819.00 0.00
Synovus Financial Corp. 15,274 517,330.00 0.03
Synovus Financial Corp. 3,843 130,188.00 0.01
Syrah Resources Ltd. 114,987 31,714.00 0.00
Sysco Corp. 304 24,357.00 0.00
T-Gaia Corp. 7,865 189,161.00 0.01
Tactile Systems Technology, Inc. 3,078 139,846.00 0.01
Taisei Corp. 6,819 268,900.00 0.01
Taiwan Cement Corp. 1,192,163 1,582,767.00 0.08
Taiwan Semiconductor Manufacturing Co., Ltd. 379,999 3,723,919.00 0.19
TAL Education Group (ADR) 10,369 443,915.00 0.02
Tate & Lyle PLC 26,036 227,097.00 0.01
Tatneft PJSC (Sponsored ADR) 2,509 178,666.00 0.01
Tatneft PJSC (Sponsored ADR) (London) 35,122 2,462,880.00 0.12
Taylor Morrison Home Corp. - Class A 22,013 551,425.00 0.03
Taylor Morrison Home Corp. - Class A 5,424 135,888.00 0.01
TC Energy Corp. 2,177 109,753.00 0.01
TCF Financial Corp. 3,502 138,664.00 0.01
TCI Co., Ltd. 191,620 2,116,068.00 0.11
TCI Express Ltd. 1,322 14,445.00 0.00
TCS Group Holding PLC (GDR) 16,917 321,778.00 0.02
TeamLease Services Ltd. 4,111 170,595.00 0.01
Tecan Group AG 3,023 715,388.00 0.04
Tech Data Corp. 1,599 194,279.00 0.01
Tech Mahindra Ltd. 2,729 28,416.00 0.00
TEGNA, Inc. 12,668 190,403.00 0.01
Teladoc Health, Inc. 13,521 1,035,749.00 0.05
Telecom Italia SpA/Milano 122,328 71,598.00 0.00
Telecom Italia SpA/Milano (Savings Shares) 187,596 108,581.00 0.01
Telenor ASA 5,296 99,119.00 0.00
Teleperformance 2,796 634,460.00 0.03
Telephone & Data Systems, Inc. 3,510 91,586.00 0.00
TELUS Corp. 6,037 214,774.00 0.01
Temenos AG 4,021 575,375.00 0.03
Tempur Sealy International, Inc. 2,135 194,178.00 0.01
Tencent Holdings Ltd. 22,920 929,735.00 0.05
Teradyne, Inc. 2,686 164,493.00 0.01
Terex Corp. 10,950 301,672.00 0.02
Terna Rete Elettrica Nazionale SpA 17,471 115,474.00 0.01
Tesco PLC 504,845 1,541,067.00 0.08
Test Research, Inc. 46,332 77,529.00 0.00
Tetra Tech, Inc. 2,161 189,078.00 0.01
Texas Capital Bancshares, Inc. 7,767 419,884.00 0.02
Texas Capital Bancshares, Inc. 2,008 108,602.00 0.01
Texas Instruments, Inc. 116,511 13,747,153.00 0.69
Texas Pacific Land Trust 41 23,890.00 0.00
Thomson Reuters Corp. 1,329 89,350.00 0.00
Thor Industries, Inc. 1,067 67,541.00 0.00
Tianneng Power International Ltd. 145,636 95,132.00 0.00
Tieto Oyj 7,448 211,847.00 0.01
Times China Holdings Ltd. 786,382 1,403,413.00 0.07
Tisco Financial Group PCL 59,684 192,722.00 0.01
Titan Machinery, Inc. 6,035 100,188.00 0.00
TJX Cos., Inc. (The) 243,057 14,012,239.00 0.70
TKH Group NV 11,618 595,574.00 0.03
TLG Immobilien AG 44,216 1,294,513.00 0.06
Toei Animation Co., Ltd. 17,340 808,954.00 0.04
Tokio Marine Holdings, Inc. 876 47,364.00 0.00
Tokyo Electron Ltd. 544 110,331.00 0.01
Tokyo Gas Co., Ltd. 9,276 226,437.00 0.01
Tokyu Construction Co., Ltd. 9,310 73,740.00 0.00
Tokyu Fudosan Holdings Corp. 41,790 277,192.00 0.01
TOMONY Holdings, Inc. 22,159 77,154.00 0.00
TopBuild Corp. 1,535 159,551.00 0.01
Toronto-Dominion Bank (The) 11,730 669,864.00 0.03
Toshiba Corp. 2,770 94,732.00 0.00
Tosoh Corp. 413,697 5,664,552.00 0.28
TOTAL SA 30,786 1,627,619.00 0.08
Towa Bank Ltd. (The) 19,802 168,140.00 0.01
Toyo Tire Corp. 36,532 509,566.00 0.03
TP ICAP PLC 150,998 671,412.00 0.03
Trade Desk, Inc. (The) - Class A 1,511 303,408.00 0.02
Tradeweb Markets, Inc. - Class A 8,071 336,964.00 0.02
Transurban Group 57,445 588,353.00 0.03
TravelSky Technology Ltd. - Class H 33,323 75,958.00 0.00
Treasury Wine Estates Ltd. 47,243 572,739.00 0.03
Trend Micro, Inc./Japan 1,775 89,632.00 0.00
Trex Co., Inc. 7,655 672,868.00 0.03
Trinseo SA 8,090 343,825.00 0.02
Trinseo SA 4,759 202,286.00 0.01
Tritax Big Box REIT PLC 163,659 318,765.00 0.02
TrueBlue, Inc. 4,536 103,897.00 0.01
Tsumura & Co. 13,642 375,711.00 0.02
TTEC Holdings, Inc. 2,540 120,336.00 0.01
TTM Technologies, Inc. 11,950 139,945.00 0.01
TTM Technologies, Inc. 30,293 354,731.00 0.02
Tupras Turkiye Petrol Rafinerileri AS 15,131 329,362.00 0.02
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,618,507 2,601,532.00 0.13
Turning Point Therapeutics, Inc. - Class I 1,541 59,125.00 0.00
Tutor Perini Corp. 17,250 266,857.00 0.01
Tutor Perini Corp. 6,640 102,720.00 0.01
Tyson Foods, Inc. - Class A 1,354 112,155.00 0.01
U.S. T-Note 10 Yr (CBT) Futures 791 103,064,828.00 5.14
U.S. T-Note 2 Yr (CBT) Futures 394 84,947,015.00 4.24
U.S. Treasury Bill 4,000,000 3,989,391.00 0.20
U.S. Treasury Bill 4,000,000 3,990,588.00 0.20
U.S. Treasury Bill 2,367,740 2,367,177.00 0.12
U.S. Ultra Bond (CBT) Futures 196 37,191,000.00 1.86
Ube Industries Ltd. 10,105 216,370.00 0.01
Ubisoft Entertainment SA 1,151 68,041.00 0.00
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,526,068 -1,639,550.00 -0.08
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 2,072,148 -2,105,609.00 -0.11
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 10,421,669 -10,589,954.00 -0.53
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,034,363 -1,051,065.00 -0.05
UCB SA 1,368 110,275.00 0.01
Ulta Salon Cosmetics & Fragrance, Inc. 16,567 3,862,596.00 0.19
Ultra Clean Holdings, Inc. 8,657 185,009.00 0.01
Ultragenyx Pharmaceutical, Inc. 7,159 287,383.00 0.01
Umpqua Holdings Corp. 7,531 119,151.00 0.01
Umpqua Holdings Corp. 31,038 491,021.00 0.02
Uni-President China Holdings Ltd. 643,469 664,659.00 0.03
Unibail-Rodamco-Westfield 4,471 691,605.00 0.03
Unicharm Corp. 23,043 780,954.00 0.04
Unifin Financiera SAB de CV 13,023 22,139.00 0.00
Unilever NV 2,469 145,953.00 0.01
Unilever PLC 77,572 4,644,939.00 0.23
Uniper SE 1,481 46,180.00 0.00
Unipol Gruppo SpA 20,306 113,329.00 0.01
Unisys Corp. 7,744 79,456.00 0.00
UNITE Group PLC (The) 26,422 384,830.00 0.02
United Rentals, Inc. 3,850 514,244.00 0.03
United Urban Investment Corp. 82 167,186.00 0.01
UnitedHealth Group, Inc. 86,213 21,786,025.00 1.09
Universal Display Corp. 1,772 354,718.00 0.02
Universal Insurance Holdings, Inc. 4,551 123,382.00 0.01
UOL Group Ltd. 156,355 895,273.00 0.04
UPL Ltd. 13,445 113,360.00 0.01
Urbi Desarrollos Urbanos SAB de CV 20 1.00 0.00
US DOLLAR 9,203,699 9,203,699.00 0.46
US Foods Holding Corp. 178,292 7,072,858.00 0.35
UT Group Co., Ltd. 50,406 1,252,087.00 0.06
V-Mart Retail Ltd. 854 23,843.00 0.00
Valeo SA 22,088 822,597.00 0.04
Valero Energy Corp. 779 75,614.00 0.00
Valora Holding AG 704 201,653.00 0.01
VanEck Vectors Agribusiness ETF 6,818 455,588.00 0.02
VanEck Vectors Gold Miners ETF 20,633 580,837.00 0.03
Vanguard Global ex-U.S. Real Estate ETF 17,586 1,071,011.00 0.05
Vanguard Real Estate ETF 18,927 1,784,883.00 0.09
Vectrus, Inc. 1,156 52,864.00 0.00
Vectura Group PLC 175,935 201,006.00 0.01
Vedanta Ltd. 58,323 121,852.00 0.01
Veeva Systems, Inc. - Class A 1,246 176,757.00 0.01
Veolia Environnement SA 3,724 98,032.00 0.00
Vera Bradley, Inc. 6,219 66,923.00 0.00
Verint Systems, Inc. 9,332 423,579.00 0.02
VeriSign, Inc. 854 162,330.00 0.01
Verizon Communications, Inc. 260,260 15,737,962.00 0.79
Verso Corp. 5,788 84,743.00 0.00
Vertex Pharmaceuticals, Inc. 36,663 7,166,899.00 0.36
Vestas Wind Systems A/S 9,164 746,624.00 0.04
Viacom, Inc. - Class B 8,292 178,792.00 0.01
Viavi Solutions, Inc. 8,416 134,331.00 0.01
Vicinity Centres 222,640 409,818.00 0.02
Vieworks Co., Ltd. 668 13,887.00 0.00
Village Super Market, Inc. - Class A 3,812 101,022.00 0.01
Vincom Retail JSC Deutsche Bank AG 60,498 86,563.00 0.00
Vincom Retail JSC Macquarie Bank Ltd. 138,544 198,236.00 0.01
Visa, Inc. - Class A 120,750 21,597,471.00 1.08
Vishay Intertechnology, Inc. 2,388 48,118.00 0.00
Vistra Energy Corp. 3,285 88,811.00 0.00
Vital KSK Holdings, Inc. 19,568 199,808.00 0.01
VMware, Inc. - Class A 505 79,932.00 0.00
Voltronic Power Technology Corp. 1,357 30,058.00 0.00
Vonage Holdings Corp. 19,673 192,211.00 0.01
Vonovia SE 30,969 1,649,261.00 0.08
Voya Financial, Inc. 776 41,912.00 0.00
VST Industries Ltd. 181 9,843.00 0.00
VTech Holdings Ltd. 19,196 168,314.00 0.01
W&T Offshore, Inc. 14,308 57,664.00 0.00
Wabash National Corp. 10,944 156,074.00 0.01
Waddell & Reed Financial, Inc. - Class A 5,238 86,751.00 0.00
Walker & Dunlop, Inc. 2,589 163,084.00 0.01
Walmart, Inc. 145,532 17,065,180.00 0.85
Walt Disney Co. (The) 92,150 11,972,128.00 0.60
Warrior Met Coal, Inc. 7,875 153,422.00 0.01
Warsaw Stock Exchange 19,557 197,826.00 0.01
Watkin Jones PLC 65,384 199,035.00 0.01
Webster Financial Corp. 9,471 417,671.00 0.02
Weichai Power Co., Ltd. - Class H 200,750 315,985.00 0.02
Wells Fargo & Co. 370,040 19,105,169.00 0.95
Welltower, Inc. 14,593 1,323,490.00 0.07
Wesfarmers Ltd. 117,996 3,241,937.00 0.16
Western Alliance Bancorp 3,458 170,586.00 0.01
Westlake Chemical Corp. 85,211 5,384,483.00 0.27
Westpac Banking Corp. 19,795 384,336.00 0.02
WH Group Ltd. 4,127,468 4,356,718.00 0.22
Wharf Real Estate Investment Co., Ltd. 96,958 570,285.00 0.03
Wheaton Precious Metals Corp. 3,150 88,316.00 0.00
Whitbread PLC 2,502 131,721.00 0.01
Wilcon Depot, Inc. 76,682 24,929.00 0.00
Williams-Sonoma, Inc. 790 52,767.00 0.00
Wingstop, Inc. 1,060 88,437.00 0.00
Winnebago Industries, Inc. 2,149 103,341.00 0.01
Wintrust Financial Corp. 1,852 118,252.00 0.01
Wizz Air Holdings PLC 18,319 907,198.00 0.05
WNS Holdings Ltd. (ADR) 1,486 91,894.00 0.00
Wolters Kluwer NV 34,747 2,559,267.00 0.13
Woolworths Group Ltd. 3,876 99,971.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 28,197 527,796.00 0.03
WW International, Inc. 3,819 133,178.00 0.01
X5 Retail Group NV (GDR) 11,870 397,171.00 0.02
Xenia Hotels & Resorts, Inc. 7,318 154,063.00 0.01
Xilinx, Inc. 94,410 8,566,763.00 0.43
Xperi Corp. 5,143 104,429.00 0.01
Xylem, Inc. 7,107 545,077.00 0.03
Y-mAbs Therapeutics, Inc. 3,151 98,173.00 0.00
Yageo Corp. 13,714 140,726.00 0.01
Yamato Kogyo Co., Ltd. 36,533 947,740.00 0.05
Yandex NV - Class A 16,308 544,549.00 0.03
YDUQS Part 628,300 6,149,052.00 0.31
Yestar Healthcare Holdings Co., Ltd. 224,133 39,758.00 0.00
YETI Holdings, Inc. 3,028 100,894.00 0.01
Yihai International Holding Ltd. 85,586 582,053.00 0.03
Yuasa Trading Co., Ltd. 6,274 194,665.00 0.01
Yue Yuen Industrial Holdings Ltd. 21,191 59,720.00 0.00
Yum! Brands, Inc. 580 59,013.00 0.00
Yurtec Corp. 21,794 134,761.00 0.01
Zendesk, Inc. 2,207 155,924.00 0.01
Zhen Ding Technology Holding Ltd. 246,609 1,166,066.00 0.06
Zions Bancorp NA 14,001 678,628.00 0.03
Zoetis, Inc. 83,754 10,713,918.00 0.53
Zoom Video Communications, Inc. - Class A 3,166 221,271.00 0.01
Zumiez, Inc. 2,373 75,750.00 0.00
Zurich Insurance Group AG 4,625 1,811,916.00 0.09


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.