Dynamic Asset Allocation Overlay Portfolio Holdings




Note: Holdings are updated monthly and are posted 30 days after the month-end. Holdings are subject to change without notice.

As described in the Portfolios' Prospectus, each Portfolio may invest in a variety of derivative instruments. For a description of these instruments and the Portfolios' exposures, please refer to the most recent semi-annual or annual shareholder report, as applicable.


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February Holdings (as of 2/29/2020)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures -73 -7,118,932.00 -0.38
10 Yr Canadian Bond Futures -166 -17,650,601.00 -0.95
10 Yr Japan Bond (OSE) Futures 114 162,840,534.00 8.76
10X Genomics, Inc. 6,180 492,546.00 0.03
1st Source Corp. 1,641 69,013.00 0.00
58.com, Inc. (ADR) 302 16,675.00 0.00
A3784 Long: IS1ZV87 TRS USD R E IS1ZV87 COMMODIT 6,377,283 6,165,819.00 0.33
A3784 Long: IS1ZVC1 TRS USD R E IS1ZVC1 COMMODIT 6,452,811 6,182,537.00 0.33
A3784 Long: IS1ZVG5 TRS USD R E IS1ZVG5 COMMODIT 2,988,623 2,883,336.00 0.16
A3784 Long: IS1ZVI7 TRS USD R E IS1ZVI7 COMMODIT 2,156,082 2,012,184.00 0.11
A3784 Long: IS1ZVM1 TRS USD R E IS1ZVM1 COMMODIT 7,447,812 6,440,794.00 0.35
AAR Corp. 10,563 364,951.00 0.02
AB Fixed Income Shares, Inc. - Government Money Ma 65,088,392 65,088,392.00 3.50
Abcam PLC 26,168 387,861.00 0.02
ACADIA Pharmaceuticals, Inc. 3,882 165,936.00 0.01
Accenture PLC - Class A 910 164,465.00 0.01
Ace Hardware Indonesia Tbk PT 304,026 32,245.00 0.00
Activia Properties, Inc. 46 223,285.00 0.01
Activision Blizzard, Inc. 2,523 146,696.00 0.01
Acuity Brands, Inc. 859 88,368.00 0.00
Adani Ports & Special Economic Zone Ltd. 20,809 100,291.00 0.01
Addcn Technology Co., Ltd. 8,413 60,644.00 0.00
Adecco Group AG 92 4,966.00 0.00
adidas AG 19,264 5,423,773.00 0.29
Admiral Group PLC 21,979 603,245.00 0.03
Adobe, Inc. 16,382 5,653,928.00 0.30
Advantest Corp. 1,214 55,891.00 0.00
Adyen NV 741 652,591.00 0.04
Aegon NV 19,497 66,368.00 0.00
Aena SME SA 196 31,576.00 0.00
AEON REIT Investment Corp. 177 214,734.00 0.01
AerCap Holdings NV 134,233 6,990,883.00 0.38
Aerie Pharmaceuticals, Inc. 3,830 67,036.00 0.00
Aerojet Rocketdyne Holdings, Inc. 4,871 240,061.00 0.01
Agnico Eagle Mines Ltd. 22,337 1,059,905.00 0.06
Agree Realty Corp. 6,410 460,389.00 0.02
Agricultural Bank of China Ltd. - Class H 590,774 239,728.00 0.01
AIA Group Ltd. 418,206 4,191,452.00 0.23
Aimmune Therapeutics, Inc. 5,950 141,669.00 0.01
Air New Zealand Ltd. 338,098 481,344.00 0.03
Air Water, Inc. 41,816 554,743.00 0.03
Airbus SE 15,427 1,862,115.00 0.10
Aisan Industry Co., Ltd. 11,501 66,297.00 0.00
AJ78185 S+P 500 INDEX MAR20 148 PUT 48,001 127,169.00 0.01
Akatsuki, Inc. 12,506 480,649.00 0.03
Aker BP ASA 7,599 186,157.00 0.01
Akzo Nobel NV 801 64,090.00 0.00
Alaris Royalty Corp. 11,808 174,629.00 0.01
Alaska Air Group, Inc. 8,894 448,791.00 0.02
Alcoa Corp. 20,493 284,244.00 0.02
Aldar Properties PJSC 229,867 130,347.00 0.01
Alexander & Baldwin, Inc. 14,692 276,216.00 0.01
Alexandria Real Estate Equities, Inc. 6,170 937,126.00 0.05
Alibaba Group Holding Ltd. 66,080 1,695,459.00 0.09
Alibaba Group Holding Ltd. (Sponsored ADR) 20,274 4,217,130.00 0.23
Allakos, Inc. 1,392 86,812.00 0.00
ALLETE, Inc. 2,187 150,948.00 0.01
Alliant Energy Corp. 12,111 631,225.00 0.03
Allianz SE 13,857 3,018,939.00 0.16
Allied Properties Real Estate Investment Trust 21,257 862,667.00 0.05
Allison Transmission Holdings, Inc. 3,994 162,174.00 0.01
Allogene Therapeutics, Inc. 10,786 291,229.00 0.02
Almirall SA 32,307 423,335.00 0.02
Alphabet, Inc. - Class A 70 94,068.00 0.01
Alphabet, Inc. - Class C 36,592 49,009,200.00 2.64
Altria Group, Inc. 46,358 1,871,490.00 0.10
Amadeus Fire AG 1,244 175,346.00 0.01
Amadeus IT Group SA - Class A 8,911 631,746.00 0.03
Amazon.com, Inc. 7,557 14,236,423.00 0.77
Amdocs Ltd. 6,419 409,211.00 0.02
Amedisys, Inc. 5,213 907,235.00 0.05
American Campus Communities, Inc. 102,384 4,447,569.00 0.24
American Electric Power Co., Inc. 166,278 14,841,974.00 0.80
American Equity Investment Life Holding Co. 5,902 149,217.00 0.01
American Financial Group, Inc./OH 5,072 468,754.00 0.03
American Homes 4 Rent - Class A 27,113 701,965.00 0.04
Americold Realty Trust 193,840 5,945,073.00 0.32
AMETEK, Inc. 6,096 524,256.00 0.03
Amgen, Inc. 322 64,499.00 0.00
AMN Healthcare Services, Inc. 3,679 270,779.00 0.01
Amphastar Pharmaceuticals, Inc. 2,779 42,773.00 0.00
Amundi SA 236 16,965.00 0.00
Anaplan, Inc. 13,052 586,556.00 0.03
Anglo American PLC 10,941 257,424.00 0.01
AngloGold Ashanti Ltd. 15,022 267,530.00 0.01
Anhui Conch Cement Co., Ltd. - Class A 12,691 101,113.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 298,222 2,233,446.00 0.12
Ansell Ltd. 37,862 740,686.00 0.04
ANSYS, Inc. 1,647 398,886.00 0.02
Anthem, Inc. 42,899 11,028,903.00 0.59
Antofagasta PLC 40,054 395,906.00 0.02
APERAM SA 24,409 728,229.00 0.04
Apergy Corp. 3,531 65,692.00 0.00
APG SGA SA 617 165,108.00 0.01
Apollo Hospitals Enterprise Ltd. 40,285 978,606.00 0.05
Apple, Inc. 138,768 37,933,647.00 2.04
Applied Industrial Technologies, Inc. 2,362 139,353.00 0.01
Applied Materials, Inc. 2,480 144,154.00 0.01
Aptiv PLC 10,179 795,119.00 0.04
ArcBest Corp. 4,723 93,577.00 0.01
ArcelorMittal SA 14,492 206,376.00 0.01
Arch Coal, Inc. 1,433 72,175.00 0.00
Arcs Co., Ltd. 8,328 132,098.00 0.01
Arena Pharmaceuticals, Inc. 7,394 329,792.00 0.02
Ares Management Corp. - Class A 17,313 598,856.00 0.03
Aristocrat Leisure Ltd. 39,606 868,732.00 0.05
Armada Hoffler Properties, Inc. 20,012 335,417.00 0.02
Armstrong World Industries, Inc. 7,010 702,051.00 0.04
Aroundtown SA 304,098 2,641,989.00 0.14
Arrowhead Pharmaceuticals, Inc. 3,322 117,471.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 2,643 344,629.00 0.02
ASGN, Inc. 2,366 119,989.00 0.01
Ashmore Group PLC 31,174 188,315.00 0.01
Ashtead Group PLC 18,841 590,712.00 0.03
Asics Corp. 35,317 379,813.00 0.02
ASMedia Technology, Inc. 4,889 120,553.00 0.01
ASML Holding NV 30,518 8,462,654.00 0.46
ASPEED Technology, Inc. 6,111 187,692.00 0.01
Aspen Technology, Inc. 7,581 807,479.00 0.04
ASR Nederland NV 113,152 3,807,839.00 0.20
Assa Abloy AB - Class B 158,586 3,566,471.00 0.19
Associated Banc-Corp. 27,550 466,421.00 0.03
Assura PLC 316,228 298,817.00 0.02
Assured Guaranty Ltd. 4,075 166,329.00 0.01
Astellas Pharma, Inc. 335,393 5,256,693.00 0.28
Astral Foods Ltd. 14,898 179,259.00 0.01
AT&S Austria Technologie & Systemtechnik AG 20,565 358,757.00 0.02
Atco Ltd./Canada - Class I 1,542 57,560.00 0.00
Atea ASA 17,285 193,744.00 0.01
Aten International Co., Ltd. 66,670 185,369.00 0.01
Atkore International Group, Inc. 2,441 90,106.00 0.00
Atlantic Power Corp. 24,029 54,547.00 0.00
Atlantica Yield PLC 5,762 166,592.00 0.01
Atlas Copco AB - Class B SHS 1,481 45,920.00 0.00
Atos SE 1,263 95,076.00 0.01
ATS Automation Tooling Systems, Inc. 37,840 505,486.00 0.03
Aurizon Holdings Ltd. 952,600 3,032,663.00 0.16
Austevoll Seafood ASA 51,294 455,210.00 0.02
AUSTRALIAN DOLLAR 1,651,882 1,076,118.00 0.06
Australian Dollar Currency Forward 50,450,019 -896,351.00 -0.05
Australian Dollar Currency Forward -11,463,978 95,742.00 0.01
Australian Dollar Currency Forward -11,463,978 87,806.00 0.00
Australian Dollar Currency Forward -22,927,956 180,904.00 0.01
Australian Dollar Currency Forward -36,093,885 717,611.00 0.04
Australian Dollar Currency Forward 23,824,944 -542,249.00 -0.03
Australian Dollar Currency Forward 14,690,237 -261,003.00 -0.01
Australian Dollar Currency Forward 31,037,456 -962,846.00 -0.05
Australian Dollar Currency Forward -45,727,693 1,578,136.00 0.08
Australian Dollar Currency Forward 23,824,944 -522,928.00 -0.03
Auto Trader Group PLC 647,081 4,357,151.00 0.23
Autogrill SpA 20,443 165,275.00 0.01
Automatic Data Processing, Inc. 53,754 8,317,893.00 0.45
AutoZone, Inc. 11,264 11,630,192.00 0.63
Avalara, Inc. 7,902 669,694.00 0.04
Avast PLC 312,055 1,590,815.00 0.09
AVEVA Group PLC 9,338 531,254.00 0.03
Avista Corp. 3,146 148,353.00 0.01
Avnet, Inc. 4,769 146,312.00 0.01
Axfood AB 10,849 202,311.00 0.01
Axon Enterprise, Inc. 9,776 756,369.00 0.04
Axos Financial, Inc. 4,508 112,303.00 0.01
Axsome Therapeutics, Inc. 1,251 97,634.00 0.01
Ayala Land, Inc. 75,628 58,244.00 0.00
Azrieli Group Ltd. 2,988 217,390.00 0.01
B&M European Value Retail SA 112,104 485,616.00 0.03
B3 SA - Brasil Bolsa Balcao 184,200 1,977,149.00 0.11
BAE Systems PLC 192,747 1,524,649.00 0.08
Banco Comercial Portugues SA 3,394,954 615,245.00 0.03
Banco de Sabadell SA 81,583 71,604.00 0.00
Bancolombia SA (Sponsored ADR) 1,916 91,009.00 0.00
Bancorp, Inc. (The) 14,214 172,991.00 0.01
Bandai Namco Holdings, Inc. 8,902 445,849.00 0.02
Bank Central Asia Tbk PT 155,876 344,316.00 0.02
Bank for Foreign Trade of Vietnam JSC 49,129 175,263.00 0.01
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 36,294 128,680.00 0.01
Bank Hapoalim BM 309,040 2,404,367.00 0.13
Bank Leumi Le-Israel BM 210,822 1,362,734.00 0.07
Bank Mandiri Persero Tbk PT 405,299 210,794.00 0.01
Bank Negara Indonesia Persero Tbk PT 293,767 147,152.00 0.01
Bank of America Corp. 715,540 20,392,890.00 1.10
Bank of Georgia Group PLC 1,334 28,959.00 0.00
Bank of Ireland Group PLC 213,210 798,323.00 0.04
Bank of NT Butterfield & Son Ltd. (The) 4,577 126,716.00 0.01
Bank of the Philippine Islands 207,555 301,713.00 0.02
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,844,729 164,802.00 0.01
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 747,301 197,731.00 0.01
BankUnited, Inc. 17,720 526,284.00 0.03
BankUnited, Inc. 4,753 141,184.00 0.01
Baozun, Inc. (Sponsored ADR) 802 25,446.00 0.00
Barclays Bank PLC JPY/USD 25,029 196,704.00 0.01
Barloworld Ltd. 15,968 83,068.00 0.00
Barnes Group, Inc. 2,684 144,176.00 0.01
Barrett Business Services, Inc. 1,771 106,141.00 0.01
Bausch Health Cos., Inc. 2,367 52,450.00 0.00
BB Seguridade Participacoes SA 7,267 51,760.00 0.00
BE Semiconductor Industries NV 2,585 100,568.00 0.01
Beach Energy Ltd. 1,293,304 1,528,780.00 0.08
Beazley PLC 60,484 419,288.00 0.02
Bed Bath & Beyond, Inc. 10,734 116,035.00 0.01
BeiGene Ltd. (Sponsored ADR) 1,566 247,999.00 0.01
Beijing Enterprises Water Group Ltd. 855,667 403,000.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 9,522 39,772.00 0.00
Belden, Inc. 9,473 378,256.00 0.02
Benesse Holdings, Inc. 22,111 567,945.00 0.03
Berkshire Hathaway, Inc. - Class B 80,087 16,525,151.00 0.89
BGF retail Co., Ltd. 158 19,747.00 0.00
BHP Group Ltd. 495 10,765.00 0.00
Bid Corp., Ltd. 851 15,406.00 0.00
Biffa PLC 166,157 565,528.00 0.03
Bio-Rad Laboratories, Inc. - Class A 1,209 425,761.00 0.02
BioGaia AB - Class B 4,012 183,411.00 0.01
Biogen, Inc. 27 8,568.00 0.00
Biohaven Pharmaceutical Holding Co., Ltd. 7,505 331,426.00 0.02
BioTelemetry, Inc. 3,463 147,943.00 0.01
BK Brasil Operacao e Assessoria a Restaurantes SA 2,768 9,070.00 0.00
Black Hills Corp. 4,865 351,253.00 0.02
Blackbaud, Inc. 2,211 149,920.00 0.01
Bloomberry Resorts Corp. 3,071,241 492,070.00 0.03
Bloomin' Brands, Inc. 21,355 384,176.00 0.02
Bloomin' Brands, Inc. 7,253 130,482.00 0.01
Blueprint Medicines Corp. 5,305 287,177.00 0.02
Bluerock Residential Growth REIT, Inc. 9,731 101,108.00 0.01
BlueScope Steel Ltd. 135,810 1,062,089.00 0.06
BMC Stock Holdings, Inc. 4,987 122,335.00 0.01
BNP Paribas SA 630 30,609.00 0.00
BOC Aviation Ltd. 240,731 2,104,662.00 0.11
Boiron SA 5,416 194,339.00 0.01
Boise Cascade Co. 2,242 79,552.00 0.00
Boliden AB 5,582 117,229.00 0.01
Booking Holdings, Inc. 4,391 7,445,828.00 0.40
Boston Beer Co., Inc. (The) - Class A 480 178,309.00 0.01
Boston Properties, Inc. 6,931 893,733.00 0.05
BP PLC 216,110 1,122,824.00 0.06
BR Properties SA 37,470 115,464.00 0.01
Bright Horizons Family Solutions, Inc. 7,213 1,133,582.00 0.06
Brink's Co. (The) 2,872 224,907.00 0.01
Brinker International, Inc. 3,254 111,803.00 0.01
Bristol-Myers Squibb Co. 3,053 180,347.00 0.01
Britannia Industries Ltd. 568 23,438.00 0.00
British American Tobacco PLC 87,179 3,447,007.00 0.19
Brixmor Property Group, Inc. 36,587 666,255.00 0.04
Broadcom, Inc. 38,872 10,597,315.00 0.57
BRP, Inc. 15,188 622,684.00 0.03
Brunswick Corp./DE 8,746 465,287.00 0.03
Budweiser Brewing Co. APAC Ltd. 96,644 295,018.00 0.02
Builders FirstSource, Inc. 8,538 193,914.00 0.01
Burberry Group PLC 4,080 87,924.00 0.00
Burkhalter Holding AG 2,552 192,083.00 0.01
Burlington Stores, Inc. 4,710 1,018,584.00 0.05
CA Immobilien Anlagen AG 34,755 1,410,618.00 0.08
CACI International, Inc. - Class A 626 153,543.00 0.01
Cactus, Inc. - Class A 13,292 363,028.00 0.02
Cadence Design Systems, Inc. 1,877 124,208.00 0.01
CAE, Inc. 1,950 52,179.00 0.00
Calavo Growers, Inc. 1,599 115,906.00 0.01
Calbee, Inc. 85,671 2,183,051.00 0.12
Callaway Golf Co. 8,869 150,597.00 0.01
Callaway Golf Co. 18,911 321,108.00 0.02
Camden Property Trust 5,418 574,199.00 0.03
Camden Property Trust 4,966 526,308.00 0.03
CANADIAN DOLLAR 505,279 376,442.00 0.02
Canadian Dollar Currency Forward 95,517,867 -1,914,047.00 -0.10
Canadian Dollar Currency Forward -4,605,351 31,534.00 0.00
Canadian Dollar Currency Forward -12,499,530 93,581.00 0.01
Canadian Dollar Currency Forward -24,999,061 195,008.00 0.01
Canadian Dollar Currency Forward -12,499,530 86,392.00 0.00
Canadian National Railway Co. 903 76,553.00 0.00
Canadian Pacific Railway Ltd. 271 67,190.00 0.00
Canadian Tire Corp., Ltd. - Class A 579 56,971.00 0.00
Canadian Utilities Ltd. - Class A 1,980 58,612.00 0.00
CANCOM SE 4,075 202,991.00 0.01
Capcom Co., Ltd. 7,479 203,390.00 0.01
Capgemini SE 76,452 8,472,280.00 0.46
Capital Power Corp. 30,564 763,981.00 0.04
CapitaLand Commercial Trust 281,801 377,806.00 0.02
Capitec Bank Holdings Ltd. 1,632 138,167.00 0.01
Capri Holdings Ltd. 8,556 220,915.00 0.01
CareTrust REIT, Inc. 4,491 93,731.00 0.01
Carlisle Cos., Inc. 4,964 721,219.00 0.04
Carlsberg Brewery Malaysia Bhd 24,742 188,017.00 0.01
Carpenter Technology Corp. 9,791 359,819.00 0.02
Cascades, Inc. 23,559 191,492.00 0.01
Casey's General Stores, Inc. 4,050 660,231.00 0.04
Catalent, Inc. 1,128 58,169.00 0.00
Cathay General Bancorp 6,220 191,454.00 0.01
CBRE Group, Inc. - Class A 176,904 9,931,390.00 0.53
CDW Corp./DE 51,104 5,837,098.00 0.31
Cellnex Telecom SA 25,190 1,228,139.00 0.07
CenterPoint Energy, Inc. 565 13,007.00 0.00
Centrais Eletricas Brasileiras SA 239,686 1,850,751.00 0.10
Centrais Eletricas Brasileiras SA (Preference Shar 1,711 13,719.00 0.00
Central Japan Railway Co. 408 67,224.00 0.00
Central Pattana PCL 50,671 85,108.00 0.00
Cerence, Inc. 4,175 90,639.00 0.00
Cerner Corp. 2,023 140,133.00 0.01
Cewe Stiftung & Co. KGAA 1,771 190,131.00 0.01
Chart Industries, Inc. 2,939 167,293.00 0.01
Charter Hall Retail REIT 140,654 435,425.00 0.02
Check Point Software Technologies Ltd. 81,627 8,472,908.00 0.46
Chegg, Inc. 18,207 713,896.00 0.04
Chemed Corp. 391 163,616.00 0.01
ChemoCentryx, Inc. 1,324 59,271.00 0.00
Chesapeake Utilities Corp. 957 81,859.00 0.00
Chevron Corp. 128,246 11,970,554.00 0.64
China CITIC Bank Corp., Ltd. - Class H 5,966,112 3,125,739.00 0.17
China Construction Bank Corp. - Class H 383,754 315,534.00 0.02
China Everbright Ltd. 60,449 102,830.00 0.01
China General Plastics Corp. 101,296 64,835.00 0.00
China Lilang Ltd. 153,947 100,634.00 0.01
China Overseas Property Holdings Ltd. 273,811 225,416.00 0.01
China Resources Cement Holdings Ltd. 2,249,393 2,890,098.00 0.16
China Resources Gas Group Ltd. 15,524 78,244.00 0.00
China Resources Land Ltd. 138,555 657,917.00 0.04
China Resources Pharmaceutical Group Ltd. 168,061 148,238.00 0.01
China Unicom Hong Kong Ltd. 3,538,315 2,843,273.00 0.15
China Yangtze Power Co., Ltd. - Class A 1,204,306 2,951,279.00 0.16
Chipotle Mexican Grill, Inc. - Class A 723 559,298.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,679 120,053.00 0.01
Chr Hansen Holding A/S 12,536 903,775.00 0.05
Churchill Downs, Inc. 787 98,933.00 0.01
Cia de Saneamento do Parana - Class UNIT 8,646 194,317.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 457,745 2,256,022.00 0.12
Cie de Saint-Gobain 1,415 49,997.00 0.00
Ciena Corp. 15,228 585,524.00 0.03
CIFI Holdings Group Co., Ltd. 1,574,635 1,237,996.00 0.07
Cimarex Energy Co. 2,957 97,728.00 0.01
Cirrus Logic, Inc. 3,060 210,063.00 0.01
Cisco Systems, Inc. 293,821 11,732,272.00 0.63
Citi Trends, Inc. 4,713 93,185.00 0.01
Citigroup, Inc. 222,436 14,115,848.00 0.76
Citrix Systems, Inc. 47,902 4,952,587.00 0.27
City Developments Ltd. 30,032 214,655.00 0.01
City Office REIT, Inc. 14,659 170,044.00 0.01
City Union Bank Ltd. 11,971 35,652.00 0.00
Civista Bancshares, Inc. 6,574 125,828.00 0.01
CK Asset Holdings Ltd. 123,100 785,746.00 0.04
Clas Ohlson AB - Class B 16,930 167,024.00 0.01
Cleopatra Hospital 82,060 27,559.00 0.00
CNOOC Ltd. 56,507 78,607.00 0.00
Coca-Cola Amatil Ltd. 7,248 54,590.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 48,664 1,122,393.00 0.06
Coca-Cola European Partners PLC 30,179 1,537,963.00 0.08
Cochlear Ltd. 18,811 2,576,577.00 0.14
cocokara fine, Inc. 1,689 78,245.00 0.00
Coface SA 16,045 175,979.00 0.01
COFCO Meat Holdings Ltd. 411,406 104,381.00 0.01
Cogeco Communications, Inc. 13,392 1,059,802.00 0.06
Coherus Biosciences, Inc. 17,166 332,162.00 0.02
Coles Group Ltd. 227,445 2,131,257.00 0.11
Collegium Pharmaceutical, Inc. 2,981 70,804.00 0.00
Collins Foods Ltd. 31,448 181,580.00 0.01
Coloplast A/S - Class B 596 80,133.00 0.00
Comcast Corp. - Class A 511,428 20,677,034.00 1.11
Comerica, Inc. 7,100 373,744.00 0.02
Comforia Residential REIT, Inc. 57 176,867.00 0.01
Comfort Systems USA, Inc. 2,903 122,583.00 0.01
Community Trust Bancorp, Inc. 2,414 93,397.00 0.01
CommVault Systems, Inc. 11,469 478,257.00 0.03
CommVault Systems, Inc. 4,593 191,544.00 0.01
Compass Group PLC 168,552 3,713,622.00 0.20
Computacenter PLC 8,757 185,605.00 0.01
CONMED Corp. 802 75,989.00 0.00
Consolidated Edison, Inc. 1,421 112,025.00 0.01
Consolidated Water Co., Ltd. 6,949 112,297.00 0.01
Constellation Software, Inc./Canada 7,289 7,426,405.00 0.40
Construtora Tenda SA 22,515 176,571.00 0.01
Contact Energy Ltd. 385,991 1,623,576.00 0.09
Controladora Vuela Cia de Aviacion SAB de CV - Cla 158,389 162,952.00 0.01
Cooper-Standard Holdings, Inc. 6,955 120,182.00 0.01
Copart, Inc. 7,496 633,295.00 0.03
Corcept Therapeutics, Inc. 4,545 57,369.00 0.00
CorEnergy Infrastructure Trust, Inc. 3,073 107,256.00 0.01
Cornerstone OnDemand, Inc. 2,019 82,840.00 0.00
Corp. GEO SAB de CV Series B 158 0.00 0.00
Corus Entertainment, Inc. - Class B 54,719 171,628.00 0.01
CoStar Group, Inc. 944 630,229.00 0.03
Costco Wholesale Corp. 26,243 7,377,957.00 0.40
Cott Corp. 36,151 515,151.00 0.03
Cott Corp. 12,240 174,429.00 0.01
Coupa Software, Inc. 4,530 678,367.00 0.04
Cousins Properties, Inc. 12,740 454,690.00 0.02
Cousins Properties, Inc. 23,236 829,322.00 0.04
Covestro AG 58,511 2,267,186.00 0.12
Cowen, Inc. - Class A 6,399 95,804.00 0.01
Credit Suisse Group AG 97,045 1,090,251.00 0.06
Cree, Inc. 5,190 232,148.00 0.01
Criteo SA (Sponsored ADR) 17,346 219,773.00 0.01
Crocs, Inc. 2,786 72,916.00 0.00
CSR Ltd. 65,734 181,850.00 0.01
CubeSmart 357,024 10,807,140.00 0.58
Cummins, Inc. 387 58,610.00 0.00
Curtiss-Wright Corp. 888 106,585.00 0.01
CVR Energy, Inc. 3,080 87,547.00 0.00
Cypress Semiconductor Corp. 19,640 453,487.00 0.02
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,561 118,495.00 0.01
Daiichi Jitsugyo Co., Ltd. 4,299 133,047.00 0.01
Daiichikosho Co., Ltd. 5,939 242,815.00 0.01
Daiwa Office Investment Corp. 33 256,845.00 0.01
Dana, Inc. 24,642 354,351.00 0.02
DANISH KRONE 160,059 23,644.00 0.00
Danone SA 13,640 962,694.00 0.05
Dassault Systemes SE 5,336 846,702.00 0.05
DBS Group Holdings Ltd. 43,711 764,265.00 0.04
Deciphera Pharmaceuticals, Inc. 6,831 363,683.00 0.02
Deckers Outdoor Corp. 1,566 272,198.00 0.01
Delta Air Lines, Inc. 193,515 8,926,846.00 0.48
Denny's Corp. 7,288 126,891.00 0.01
Dentsu, Inc. 1,996 51,627.00 0.00
Desarrolladora Homex SAB de CV 191 0.00 0.00
Deutsche Bank AG 7,855 68,964.00 0.00
Deutz AG 71,448 340,543.00 0.02
Dialog Semiconductor PLC 5,357 184,824.00 0.01
Dicerna Pharmaceuticals, Inc. 3,649 72,032.00 0.00
Digital Realty Trust, Inc. 7,957 955,754.00 0.05
Dino Polska SA 4,715 171,303.00 0.01
DMC Global, Inc. 2,510 90,546.00 0.00
DNB ASA 25,764 431,530.00 0.02
Dollar General Corp. 54,429 8,180,706.00 0.44
Dongwon Development Co., Ltd. 49,126 154,523.00 0.01
Dongyue Group Ltd. 141,968 75,115.00 0.00
Dorel Industries, Inc. - Class B 27,887 77,081.00 0.00
Douzone Bizon Co., Ltd. 3,368 242,517.00 0.01
Downer EDI Ltd. 93,584 353,466.00 0.02
Dr. Lal PathLabs Ltd. 9,979 227,918.00 0.01
Dream Industrial Real Estate Investment Trust 23,348 220,043.00 0.01
Dril-Quip, Inc. 7,088 252,474.00 0.01
Dynatrace, Inc. 18,021 582,078.00 0.03
Eagle Pharmaceuticals, Inc./DE 960 44,101.00 0.00
East West Bancorp, Inc. 1,841 71,348.00 0.00
Easterly Government Properties, Inc. 10,360 246,266.00 0.01
Easterly Government Properties, Inc. 16,539 393,132.00 0.02
Eastern Co. SAE 29,413 26,811.00 0.00
Eaton Corp. PLC 99,541 9,030,359.00 0.49
eBay, Inc. 4,225 146,374.00 0.01
Echo Global Logistics, Inc. 7,243 133,635.00 0.01
EDION Corp. 21,612 180,961.00 0.01
EDP - Energias de Portugal SA 1,724,838 8,052,745.00 0.43
Edwards Lifesciences Corp. 41,734 8,548,815.00 0.46
Egis Technology, Inc. 26,668 182,336.00 0.01
Elastic NV 4,800 354,528.00 0.02
Electronic Arts, Inc. 85,488 8,665,995.00 0.47
Eli Lilly & Co. 1,105 139,383.00 0.01
Elisa Oyj 1,281 73,831.00 0.00
Elite Material Co., Ltd. 15,586 60,920.00 0.00
Ellington Financial, Inc. 7,102 117,411.00 0.01
Emaar Properties PJSC 284,745 262,134.00 0.01
Embassy Office Parks Reit 18,318 111,908.00 0.01
Embraer SA 7,736 29,341.00 0.00
Embraer SA 39,374 149,331.00 0.01
EMCOR Group, Inc. 2,861 220,115.00 0.01
eMemory Technology, Inc. 1,039 10,620.00 0.00
Emergent BioSolutions, Inc. 2,393 140,465.00 0.01
Emirates NBD Bank PJSC Merrill Lynch & Co., Inc. 86,996 282,737.00 0.02
Empire State Realty Trust, Inc. - Class A 21,135 247,279.00 0.01
Employers Holdings, Inc. 3,937 151,750.00 0.01
Enbridge, Inc. 456 16,989.00 0.00
Encompass Health Corp. 1,855 138,838.00 0.01
Endesa SA 1,634 42,050.00 0.00
Enel SpA 1,214,335 10,192,143.00 0.55
EnerSys 6,723 414,002.00 0.02
Enghouse Systems Ltd. 5,221 198,020.00 0.01
ENN Energy Holdings Ltd. 93,877 1,058,978.00 0.06
Enova International, Inc. 7,316 140,623.00 0.01
Entegris, Inc. 11,980 638,773.00 0.03
Enterprise Financial Services Corp. 1,387 53,116.00 0.00
Entra ASA 69,530 1,101,349.00 0.06
EOG Resources, Inc. 156,846 9,922,093.00 0.53
Equatorial Energia SA 94,653 521,960.00 0.03
Equiniti Group PLC 196,555 506,042.00 0.03
Equity Group Holdings PLC/Kenya 71,243 31,714.00 0.00
Ercros SA 12,914 32,986.00 0.00
ERO Copper Corp. 10,096 108,245.00 0.01
Erste Group Bank AG 149,221 5,108,363.00 0.27
Essent Group Ltd. 9,277 404,848.00 0.02
Essent Group Ltd. 6,021 262,773.00 0.01
Essential Properties Realty Trust, Inc. 12,388 283,814.00 0.02
Essex Property Trust, Inc. 2,481 703,087.00 0.04
Essity AB - Class B 18,217 549,212.00 0.03
Euro Buxl 30 Yr Bond Futures 44 10,675,551.00 0.57
EURO CURRENCY -4,057,502 -4,479,280.00 -0.24
Euro Currency Forward 3,561,048 -44,814.00 0.00
Euro Currency Forward -10,685,391 -116,453.00 -0.01
Euro Currency Forward -39,396,097 157,293.00 0.01
Euro Currency Forward 12,632,726 -30,579.00 0.00
Euro Currency Forward 8,618,000 187,801.00 0.01
Euro Currency Forward -22,890,423 293,180.00 0.02
Euro Currency Forward 31,889,837 -405,020.00 -0.02
Euro Currency Forward -12,560,462 14,800.00 0.00
Euro Currency Forward -15,546,000 -1,871.00 0.00
Euro STOXX 50 Futures 2,772 102,415,329.00 5.51
Euro-BOBL Futures 155 23,213,091.00 1.25
Euro-Bund Futures 101 19,786,606.00 1.06
Eurofins Scientific SE 1,159 581,966.00 0.03
Euronext NV 9,156 760,690.00 0.04
Europris ASA 45,009 150,336.00 0.01
Eutelsat Communications SA 1,286 17,386.00 0.00
Evercore, Inc. - Class A 1,196 79,721.00 0.00
Everest Re Group Ltd. 12,434 3,082,139.00 0.17
Everi Holdings, Inc. 6,836 71,099.00 0.00
EVERTEC, Inc. 5,971 177,247.00 0.01
Evolution Mining Ltd. 831,036 2,172,489.00 0.12
Evonik Industries AG 31,529 789,162.00 0.04
Experian PLC 16,866 561,386.00 0.03
Extreme Networks, Inc. 13,791 69,369.00 0.00
Exxon Mobil Corp. 21,657 1,114,043.00 0.06
F5 Networks, Inc. 24,934 2,990,833.00 0.16
Fabege AB 36,096 592,862.00 0.03
Fabrinet 1,618 89,236.00 0.00
Facebook, Inc. - Class A 155,501 29,929,342.00 1.61
Faes Farma SA 40,085 193,751.00 0.01
Fair Isaac Corp. 2,103 791,160.00 0.04
Faurecia SE 36,059 1,648,901.00 0.09
Federal Agricultural Mortgage Corp. - Class C 665 49,944.00 0.00
Feed One Co., Ltd. 104,212 149,986.00 0.01
Fibra Uno Administracion SA de CV 251,485 380,875.00 0.02
Fidelity National Financial, Inc. 78,414 3,039,326.00 0.16
Fidelity National Information Services, Inc. 62,607 8,747,450.00 0.47
First American Financial Corp. 2,463 140,692.00 0.01
First American Financial Corp. 6,906 394,332.00 0.02
First BanCorp/Puerto Rico 15,834 125,724.00 0.01
First Capital Real Estate Investment Trust 3,625 54,079.00 0.00
First Citizens BancShares, Inc./NC - Class A 262 118,765.00 0.01
First Financial Corp./IN 2,412 96,367.00 0.01
First Gen Corp. 377,410 136,375.00 0.01
First Industrial Realty Trust, Inc. 3,737 143,881.00 0.01
First Quantum Minerals Ltd. 84,620 625,397.00 0.03
Firstsource Solutions Ltd. 498,474 280,242.00 0.02
Five Below, Inc. 6,218 602,835.00 0.03
Five9, Inc. 3,248 237,206.00 0.01
Fjordkraft Holding ASA 22,071 171,247.00 0.01
Flagstar Bancorp, Inc. 5,335 170,089.00 0.01
Flex Ltd. 30,146 334,930.00 0.02
Floor & Decor Holdings, Inc. - Class A 6,807 347,547.00 0.02
Flutter Entertainment PLC 438 46,657.00 0.00
FMC Corp. 6,510 606,081.00 0.03
Fomento Economico Mexicano SAB de CV 37,650 307,012.00 0.02
Foot Locker, Inc. 10,596 384,105.00 0.02
Foot Locker, Inc. 3,734 135,385.00 0.01
Fortescue Metals Group Ltd. 772 5,157.00 0.00
Fortinet, Inc. 1,284 131,135.00 0.01
Forward Air Corp. 2,235 131,907.00 0.01
Foschini Group Ltd. (The) 14,198 113,527.00 0.01
FPT Corp. 2,339 5,588.00 0.00
FPT Corp. Macquarie Bank Ltd. 183,726 435,581.00 0.02
Franklin Resources, Inc. 2,567 55,860.00 0.00
Frasers Logistics & Industrial Trust 135,336 120,842.00 0.01
Fresh Del Monte Produce, Inc. 5,561 152,492.00 0.01
Freshpet, Inc. 7,565 502,816.00 0.03
FTI Consulting, Inc. 2,370 266,900.00 0.01
FTSE 100 Index Futures 492 41,635,628.00 2.24
Fu Shou Yuan International Group Ltd. 386,019 333,115.00 0.02
Fubon Financial Holding Co., Ltd. 1,864,112 2,698,350.00 0.15
Fujitsu Ltd. 180 18,812.00 0.00
GAIL India Ltd. 52,571 75,722.00 0.00
Galenica AG 9,727 657,773.00 0.04
Games Workshop Group PLC 2,434 199,321.00 0.01
Gardner Denver Holdings, Inc. 16,650 545,953.00 0.03
Garmin Ltd. 1,440 127,327.00 0.01
GDS Holdings Ltd. (ADR) 7,059 409,226.00 0.02
Geely Automobile Holdings Ltd. 204,911 374,320.00 0.02
Generac Holdings, Inc. 847 87,332.00 0.00
Genesco, Inc. 4,242 145,967.00 0.01
Genesis Energy Ltd. 251,435 481,719.00 0.03
Genmab A/S 2,440 551,839.00 0.03
Genomma Lab Internacional SAB de CV 126,671 129,998.00 0.01
Genpact Ltd. 9,506 365,600.00 0.02
Genpact Ltd. 1,993 76,662.00 0.00
Genworth MI Canada, Inc. 4,860 188,824.00 0.01
Geo Holdings Corp. 17,918 193,785.00 0.01
Gerresheimer AG 21,000 1,513,916.00 0.08
Getinge AB - Class B 61,242 1,027,048.00 0.06
Getty Realty Corp. 2,303 65,287.00 0.00
Gigabyte Technology Co., Ltd. 44,636 75,220.00 0.00
Gilead Sciences, Inc. 1,828 126,834.00 0.01
Giordano International Ltd. 78,863 18,590.00 0.00
GlaxoSmithKline PLC 100,071 2,019,381.00 0.11
Glencore PLC 223,090 563,113.00 0.03
Global Blood Therapeutics, Inc. 1,985 126,995.00 0.01
Global Unichip Corp. 3,514 25,228.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 10,898 81,299.00 0.00
Globant SA 313 35,469.00 0.00
Globus Medical, Inc. - Class A 2,737 123,823.00 0.01
Glory Ltd. 14,834 396,239.00 0.02
GMO Payment Gateway, Inc. 7,618 472,684.00 0.03
GMS, Inc. 6,865 156,867.00 0.01
Go-Ahead Group PLC (The) 7,232 180,738.00 0.01
Goldman Sachs & Co. Long: IS204U4 IRS USD R V 12 38,905,030 -39,060,018.00 -2.10
Goldman Sachs & Co. Long: IS204W6 IRS USD R V 12 13,252,992 -13,269,990.00 -0.71
Goldman Sachs Group, Inc. (The) 65,411 13,132,705.00 0.71
Goldman Sachs International 2.175% CPI# 8,390,314 -8,625,385.00 -0.46
Goosehead Insurance, Inc. - Class A 780 42,307.00 0.00
Gossamer Bio, Inc. 10,088 132,456.00 0.01
GPT Group (The) 151,616 573,038.00 0.03
Grainger PLC 54,349 207,828.00 0.01
Grand City Properties SA 29,782 702,645.00 0.04
Granges AB 22,525 181,637.00 0.01
Graphic Packaging Holding Co. 19,753 267,060.00 0.01
Graphic Packaging Holding Co. 5,973 80,756.00 0.00
Gray Television, Inc. 5,908 111,783.00 0.01
Great British Pound Currency Forward -37,199,365 1,180,425.00 0.06
Great British Pound Currency Forward -13,242,205 292,239.00 0.02
Great British Pound Currency Forward 18,846,532 -527,955.00 -0.03
Great British Pound Currency Forward -20,314,650 547,995.00 0.03
Great British Pound Currency Forward 9,528,915 -201,654.00 -0.01
Great British Pound Currency Forward -11,663,067 251,623.00 0.01
Great British Pound Currency Forward -2,925,335 37,682.00 0.00
Great Southern Bancorp, Inc. 2,284 117,234.00 0.01
Great Western Bancorp, Inc. 5,484 147,367.00 0.01
Greencore Group PLC 258,908 704,693.00 0.04
Greenland Hong Kong Holdings Ltd. 336,844 133,472.00 0.01
Greggs PLC 7,644 204,853.00 0.01
Grocery Outlet Holding Corp. 25,758 815,254.00 0.04
Growthpoint Properties Ltd. 173,211 198,457.00 0.01
Grupo Aval Acciones y Valores SA (ADR) 3,133 25,474.00 0.00
Grupo Cementos de Chihuahua SAB de CV 48,732 241,819.00 0.01
Guangzhou Automobile Group Co., Ltd. - Class H 483,047 548,083.00 0.03
Guardant Health, Inc. 8,979 780,813.00 0.04
GUD Holdings Ltd. 26,742 187,218.00 0.01
GVC Holdings PLC 200,145 2,057,729.00 0.11
GW Pharmaceuticals PLC (Sponsored ADR) 592 60,585.00 0.00
Haemonetics Corp. 2,375 257,378.00 0.01
Hain Celestial Group, Inc. (The) 22,107 524,599.00 0.03
Hain Celestial Group, Inc. (The) 6,546 155,336.00 0.01
Halozyme Therapeutics, Inc. 6,158 120,529.00 0.01
Halyk Savings Bank of Kazakhstan JSC (GDR) 7,967 111,545.00 0.01
Han's Laser Technology Industry Group Co., Ltd. 18,698 104,136.00 0.01
Han's Laser Technology Industry Group Co., Ltd. UB 2,347 12,789.00 0.00
Hana Financial Group, Inc. 123,968 3,210,361.00 0.17
Hancock Whitney Corp. 6,400 214,408.00 0.01
Handsome Co., Ltd. 6,108 124,518.00 0.01
Hang Seng Bank Ltd. 21,747 458,671.00 0.02
Hang Seng Index Futures -83 -14,154,311.00 -0.76
Hangzhou Hikvision Digital Technology Co., Ltd. - 34,836 176,976.00 0.01
Hangzhou Tigermed Consulting Co., Ltd. - Class A 3,018 33,373.00 0.00
Hanover Insurance Group, Inc. (The) 2,550 302,277.00 0.02
Haseko Corp. 17,541 226,067.00 0.01
Hawaiian Holdings, Inc. 15,256 318,545.00 0.02
HCL Technologies Ltd. 11,934 89,534.00 0.00
HDFC Bank Ltd. 130,248 2,139,960.00 0.12
Health Catalyst, Inc. 2,916 88,612.00 0.00
Health Insurance Innovations, Inc. - Class A 6,247 183,744.00 0.01
HealthEquity, Inc. 9,782 694,457.00 0.04
Healthpeak Properties, Inc. 24,495 775,021.00 0.04
Heidrick & Struggles International, Inc. 4,156 92,700.00 0.00
Heiwa Real Estate REIT, Inc. 93 115,794.00 0.01
Helen of Troy Ltd. 972 160,062.00 0.01
Hennes & Mauritz AB - Class B 3,946 71,624.00 0.00
Hera SpA 49,930 214,311.00 0.01
Hermes International 24 17,562.00 0.00
Heron Therapeutics, Inc. 6,539 121,956.00 0.01
Hershey Co. (The) 953 137,333.00 0.01
Hexcel Corp. 4,961 320,629.00 0.02
Hikari Tsushin, Inc. 1,850 351,604.00 0.02
Hikma Pharmaceuticals PLC 9,540 222,093.00 0.01
Hillenbrand, Inc. 6,599 154,434.00 0.01
Hilltop Holdings, Inc. 9,503 197,961.00 0.01
Hitachi Ltd. 1,575 52,618.00 0.00
HKT Trust & HKT Ltd. - Class SS 366,659 552,059.00 0.03
HMS Holdings Corp. 7,989 183,521.00 0.01
Hokuhoku Financial Group, Inc. 11,294 94,449.00 0.01
HollyFrontier Corp. 7,725 260,178.00 0.01
HollyFrontier Corp. 2,942 99,119.00 0.01
Home BancShares, Inc./AR 8,866 148,605.00 0.01
Home Depot, Inc. (The) 87,076 18,968,635.00 1.02
Honeywell International, Inc. 82,830 13,432,541.00 0.72
HONG KONG DOLLAR 3,196,464 410,066.00 0.02
Horiba Ltd. 1,907 104,292.00 0.01
Horizon Therapeutics PLC 1,788 61,200.00 0.00
Hornbach Holding AG & Co. KGaA 2,799 158,959.00 0.01
Houghton Mifflin Harcourt Co. 31,112 170,182.00 0.01
Houlihan Lokey, Inc. 2,669 136,748.00 0.01
Housing Development Finance Corp., Ltd. 65,441 1,994,996.00 0.11
Hoya Corp. 890 78,917.00 0.00
Hua Hong Semiconductor Ltd. 44,619 99,838.00 0.01
Huaxin Cement Co., Ltd. 608,263 2,158,842.00 0.12
Huazhu Group Ltd. (ADR) 545 18,421.00 0.00
Hub Group, Inc. - Class A 7,117 329,018.00 0.02
Hub Group, Inc. - Class A 3,557 164,455.00 0.01
HubSpot, Inc. 3,550 637,047.00 0.03
Hugel, Inc. 1,617 506,478.00 0.03
HUGO BOSS AG 4,792 213,613.00 0.01
Hulic Co., Ltd. 4,810 53,589.00 0.00
Hulic Reit, Inc. 278 468,965.00 0.03
Humana AB 33,708 169,255.00 0.01
Humana, Inc. 250 79,935.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 4,890 92,619.00 0.00
Huons Co., Ltd. 2,184 80,309.00 0.00
iA Financial Corp., Inc. 1,115 53,110.00 0.00
IBERIABANK Corp. 2,586 155,695.00 0.01
ICADE 6,152 612,934.00 0.03
ICF International, Inc. 1,187 90,259.00 0.00
ICICI Bank Ltd. 45,526 317,179.00 0.02
ICICI Bank Ltd. 41,378 288,280.00 0.02
ICICI Lombard General Insurance Co., Ltd. 1,820 31,532.00 0.00
ICON PLC 11,228 1,752,281.00 0.09
IDEX Corp. 4,188 619,824.00 0.03
IG Group Holdings PLC 67,702 590,634.00 0.03
IHI Corp. 83,839 1,743,162.00 0.09
IMA Industria Macchine Automatiche SpA 3,213 199,525.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 19,539 117,623.00 0.01
Inaba Denki Sangyo Co., Ltd. 8,549 188,437.00 0.01
Incyte Corp. 575 43,399.00 0.00
Independence Realty Trust, Inc. 33,935 449,982.00 0.02
Indo Tambangraya Megah Tbk PT 194,955 156,345.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 18,738 289,002.00 0.02
Industria de Diseno Textil SA 2,483 77,483.00 0.00
Industrial Bank Co., Ltd. - Class A 113,356 283,893.00 0.02
Industrias Bachoco SAB de CV 21,575 77,901.00 0.00
Industrias Penoles SAB de CV 6,261 56,316.00 0.00
Inficon Holding AG 268 187,755.00 0.01
Infineon Technologies AG 34,296 732,014.00 0.04
Info Edge India Ltd. 423 15,501.00 0.00
Informa PLC 34,829 308,256.00 0.02
Inmobiliaria Colonial Socimi SA 60,105 767,723.00 0.04
Innoviva, Inc. 5,400 72,740.00 0.00
Inpex Corp. 18,005 158,467.00 0.01
Inphi Corp. 9,409 702,499.00 0.04
Insight Enterprises, Inc. 1,601 88,227.00 0.00
Insperity, Inc. 2,828 190,288.00 0.01
Instone Real Estate Group AG 11,483 295,385.00 0.02
Insulet Corp. 5,028 955,242.00 0.05
Intact Financial Corp. 445 48,275.00 0.00
Integer Holdings Corp. 1,852 167,028.00 0.01
Integrated Diagnostics Holdings PLC 4,193 18,998.00 0.00
Intel Corp. 129,386 7,183,531.00 0.39
Intermediate Capital Group PLC 33,782 698,662.00 0.04
International Bancshares Corp. 4,780 163,025.00 0.01
Intertek Group PLC 3,754 256,237.00 0.01
Intertrust NV 43,318 727,361.00 0.04
Intuit, Inc. 565 150,441.00 0.01
Intuitive Surgical, Inc. 250 133,580.00 0.01
Invesco Office J-Reit, Inc. 1,169 236,434.00 0.01
Invincible Investment Corp. 268 108,522.00 0.01
Invitae Corp. 7,146 145,635.00 0.01
Iovance Biotherapeutics, Inc. 4,925 162,101.00 0.01
IPG Photonics Corp. 2,900 370,156.00 0.02
IPH Ltd. 31,808 177,317.00 0.01
IPSOS 6,295 195,086.00 0.01
IRB Brasil Resseguros S/A 5,968 44,378.00 0.00
Iren SpA 69,043 213,720.00 0.01
iRhythm Technologies, Inc. 4,410 383,537.00 0.02
iShares Global Energy ETF 133,970 3,248,791.00 0.17
iShares MSCI Global Metals & Mining Producers ETF 36,717 862,863.00 0.05
Israel Discount Bank Ltd. - Class A 200,107 833,896.00 0.04
Itau Unibanco Holding SA (Preference Shares) 11,998 85,859.00 0.00
Itochu Enex Co., Ltd. 23,651 184,025.00 0.01
IWG PLC 39,788 180,524.00 0.01
j2 Global, Inc. 2,637 230,357.00 0.01
Jabil, Inc. 2,973 95,315.00 0.01
Jaccs Co., Ltd. 8,670 173,232.00 0.01
Jack Henry & Associates, Inc. 6,052 918,330.00 0.05
Jacobs Engineering Group, Inc. 6,940 640,839.00 0.03
Japan Airlines Co., Ltd. 179,324 4,413,160.00 0.24
Japan Post Bank Co., Ltd. 6,230 55,011.00 0.00
Japan Post Holdings Co., Ltd. 2,658 23,099.00 0.00
Japan Real Estate Investment Corp. 35 242,623.00 0.01
Japan Rental Housing Investments, Inc. 199 180,118.00 0.01
Japanese Government CPI Linked Bond Series 21 968,919,643 9,180,751.00 0.49
JAPANESE YEN 151,223,506 1,402,035.00 0.08
Japanese Yen Currency Forward -3,531,104,827 -205,427.00 -0.01
Japanese Yen Currency Forward 2,592,570,934 402,156.00 0.02
Japanese Yen Currency Forward -2,141,513,633 -274,644.00 -0.01
Japanese Yen Currency Forward -3,749,306,413 -375,853.00 -0.02
Japanese Yen Currency Forward -281,415,683 -25,844.00 0.00
Japanese Yen Currency Forward -2,141,513,633 -257,260.00 -0.01
JBS SA 64,839 329,135.00 0.02
Jinxin Fertility Group Ltd. 171,703 223,789.00 0.01
JNBY Design Ltd. 97,366 106,206.00 0.01
John B Sanfilippo & Son, Inc. 1,135 79,676.00 0.00
Johnson & Johnson 109,929 14,783,300.00 0.79
JPMorgan Chase & Co. 152,914 17,754,936.00 0.95
JPMorgan Chase Bank Long: IS1ZRK1 TRS USD R E IS 276,713 270,325.00 0.01
JPMorgan Chase Bank Long: IS1ZSM0 TRS USD R E IS 616,594 536,994.00 0.03
JPMorgan Chase Bank Long: IS1ZSO2 TRS USD R E IS 276,725 263,882.00 0.01
JPMorgan Chase Bank, NA 2.183% CPI# 8,390,314 -8,628,633.00 -0.46
JPMorgan Chase Bank, NA Bloomberg Grains Subindex 284,662 269,124.00 0.01
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 725,892 645,423.00 0.03
JPMorgan Chase Bank, NA Bloomberg Livestock Subind 256,188 224,956.00 0.01
JPMorgan Chase Bank, NA Bloomberg Precious Metals 5,284,751 5,459,963.00 0.29
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 4,720,872 4,960,724.00 0.27
JUMBO SA 1,447 22,860.00 0.00
JXTG Holdings, Inc. 849,484 3,441,378.00 0.19
Jyske Bank A/S 48,032 1,654,274.00 0.09
Kadant, Inc. 878 79,827.00 0.00
Kaga Electronics Co., Ltd. 3,971 71,782.00 0.00
Kajaria Ceramics Ltd. 3,385 25,077.00 0.00
Kakaku.com, Inc. 85,280 1,821,174.00 0.10
Kansas City Southern 3,760 566,556.00 0.03
Kardex AG 1,159 183,263.00 0.01
Karuna Therapeutics, Inc. 394 34,398.00 0.00
Kasai Kogyo Co., Ltd. 15,879 97,724.00 0.01
Kaufman & Broad SA 4,772 191,037.00 0.01
KB Financial Group, Inc. 54,733 1,730,311.00 0.09
KBC Group NV 25,194 1,678,610.00 0.09
KBR, Inc. 6,136 159,298.00 0.01
KDDI Corp. 213,850 6,042,022.00 0.32
Kemper Corp. 6,402 440,713.00 0.02
Kenedix Office Investment Corp. - Class A 37 279,126.00 0.02
Kenedix Residential Next Investment Corp. 68 116,665.00 0.01
Kennametal, Inc. 11,226 312,082.00 0.02
KEPCO Plant Service & Engineering Co., Ltd. 6,710 184,353.00 0.01
Kerry Group PLC - Class A 6,734 854,933.00 0.05
Keyence Corp. 9,074 2,897,674.00 0.16
Kforce, Inc. 3,690 112,418.00 0.01
KGHM Polska Miedz SA 2,935 53,830.00 0.00
Killam Apartment Real Estate Investment Trust 85,894 1,373,290.00 0.07
Kilroy Realty Corp. 7,426 539,862.00 0.03
Kimball International, Inc. - Class B 5,302 85,795.00 0.00
Kimberly-Clark Corp. 248 32,567.00 0.00
Kingspan Group PLC 14,174 892,696.00 0.05
KION Group AG 7,422 401,412.00 0.02
Kirkland Lake Gold Ltd. 6,930 223,511.00 0.01
KLA Corp. 38,097 5,855,889.00 0.31
Knight-Swift Transportation Holdings, Inc. 34,806 1,111,714.00 0.06
Koh Young Technology, Inc. 373 29,744.00 0.00
Kohnan Shoji Co., Ltd. 9,376 188,837.00 0.01
Koninklijke Ahold Delhaize NV 301,500 7,043,723.00 0.38
Koninklijke DSM NV 5,980 674,527.00 0.04
Koninklijke Philips NV 75,278 3,223,720.00 0.17
Koninklijke Volkerwessels NV 8,668 209,575.00 0.01
Korea Zinc Co., Ltd. 556 190,360.00 0.01
Kose Corp. 3,217 383,364.00 0.02
Kuehne & Nagel International AG 2,424 354,836.00 0.02
Kulicke & Soffa Industries, Inc. 19,136 436,874.00 0.02
Kulicke & Soffa Industries, Inc. 4,542 103,698.00 0.01
Kumho Petrochemical Co., Ltd. 43,077 2,130,838.00 0.11
Kweichow Moutai Co., Ltd. - Class A 2,863 437,064.00 0.02
Kyokuto Securities Co., Ltd. 6,396 38,700.00 0.00
L&T Technology Services Ltd. 6,888 155,483.00 0.01
L3Harris Technologies, Inc. 37,372 7,389,565.00 0.40
Labrador Iron Ore Royalty Corp. 13,193 191,471.00 0.01
Lam Research Corp. 485 142,403.00 0.01
Land Securities Group PLC 16,255 175,198.00 0.01
Largo Resources Ltd. 251,323 168,516.00 0.01
Larsen & Toubro Ltd. 6,959 115,894.00 0.01
Lattice Semiconductor Corp. 40,446 726,018.00 0.04
LCI Industries 1,915 184,924.00 0.01
Lear Corp. 3,566 396,539.00 0.02
Legal & General Group PLC 6,445 21,836.00 0.00
Legrand SA 986 75,705.00 0.00
Lennar Corp. - Class A 3,815 230,202.00 0.01
Lennar Corp. - Class A 8,587 518,139.00 0.03
Leonardo SpA 325,672 3,339,944.00 0.18
LHC Group, Inc. 874 106,230.00 0.01
Li Ning Co., Ltd. 3,713 10,002.00 0.00
Liberty Media Corp.-Liberty SiriusXM - Class C 2,906 129,679.00 0.01
LIC Housing Finance Ltd. 35,581 158,843.00 0.01
Ligand Pharmaceuticals, Inc. 860 80,503.00 0.00
Light SA 74,147 359,634.00 0.02
Link REIT 61,808 576,985.00 0.03
Lithia Motors, Inc. - Class A 1,392 165,976.00 0.01
Littelfuse, Inc. 3,090 493,411.00 0.03
Localiza Rent a Car SA 28,217 312,590.00 0.02
Lojas Renner SA 1,689 20,132.00 0.00
London Stock Exchange Group PLC 11,638 1,143,154.00 0.06
Long Gilt Futures -17 -2,951,252.00 -0.16
Lonza Group AG 1,648 657,714.00 0.04
Louisiana-Pacific Corp. 3,837 109,169.00 0.01
Lovesac Co. (The) 7,904 68,693.00 0.00
LUKOIL PJSC (Sponsored ADR) 11,559 998,030.00 0.05
LUKOIL PJSC (Sponsored ADR) (London) 48,847 4,213,480.00 0.23
Lundin Mining Corp. 115,461 589,244.00 0.03
LVMH Moet Hennessy Louis Vuitton SE 6,547 2,732,411.00 0.15
M&G PLC 8,143 21,264.00 0.00
Machvision, Inc. 13,833 161,541.00 0.01
Macronix International 251,492 264,388.00 0.01
Madrigal Pharmaceuticals, Inc. 2,475 213,274.00 0.01
Maeil Dairies Co., Ltd. 2,516 169,266.00 0.01
Magellan Financial Group Ltd. 1,293 47,867.00 0.00
Magna International, Inc. - Class A (United States 204,611 9,375,276.00 0.50
Maire Tecnimont SpA 74,106 192,330.00 0.01
Malibu Boats, Inc. 3,670 161,296.00 0.01
Man Group PLC/Jersey 112,858 214,309.00 0.01
Manappuram Finance Ltd. 96,613 222,105.00 0.01
Manhattan Associates, Inc. 12,644 851,710.00 0.05
ManTech International Corp./VA - Class A 1,144 85,730.00 0.00
Mapletree North Asia Commercial Trust 154,168 122,415.00 0.01
Marcus & Millichap, Inc. 3,447 110,171.00 0.01
Marriott Vacations Worldwide Corp. 968 93,690.00 0.01
Masimo Corp. 395 64,622.00 0.00
Masmovil Ibercom SA 30,512 606,066.00 0.03
Masonite International Corp. 7,486 550,221.00 0.03
Masonite International Corp. 2,818 207,124.00 0.01
MasTec, Inc. 3,991 195,923.00 0.01
Mastercard, Inc. - Class A 492 142,989.00 0.01
MasterCraft Boat Holdings, Inc. 7,880 127,434.00 0.01
Matrix Service Co. 6,097 73,652.00 0.00
MAXIMUS, Inc. 2,784 175,470.00 0.01
MaxLinear, Inc. - Class A 19,942 308,303.00 0.02
Mediaset Espana Comunicacion SA 37,943 191,748.00 0.01
MediaTek, Inc. 26,160 304,121.00 0.02
Medical Properties Trust, Inc. 32,335 683,252.00 0.04
Mediobanca Banca di Credito Finanziario SpA 109,180 992,821.00 0.05
Medpace Holdings, Inc. 1,762 158,522.00 0.01
Medtronic PLC 145,961 14,693,893.00 0.79
Megacable Holdings SAB de CV 135,083 453,641.00 0.02
Megaworld Corp. 1,298,682 86,969.00 0.00
Meitec Corp. 20,995 985,959.00 0.05
Melexis NV 2,609 180,451.00 0.01
Merck & Co., Inc. 121,920 9,334,201.00 0.50
Meritor, Inc. 4,736 107,479.00 0.01
Merlin Properties Socimi SA 62,525 806,961.00 0.04
Mesa Laboratories, Inc. 355 85,058.00 0.00
MetLife, Inc. 3,028 129,372.00 0.01
Metropolis Healthcare Ltd. 2,430 63,884.00 0.00
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 13,529 162,756.00 0.01
MGM Growth Properties LLC - Class A 16,970 487,039.00 0.03
MGM Growth Properties LLC - Class A 12,671 363,674.00 0.02
Micron Technology, Inc. 8,045 422,886.00 0.02
Microsoft Corp. 410,367 66,483,687.00 3.57
Mid-America Apartment Communities, Inc. 124,131 16,045,247.00 0.86
Midea Real Estate Holding Ltd. 275,990 799,818.00 0.04
Minerva SA/Brazil 80,195 208,382.00 0.01
Mirait Holdings Corp. 8,528 112,197.00 0.01
Mirati Therapeutics, Inc. 1,027 91,976.00 0.00
Mirvac Group 140,196 278,868.00 0.01
Mitra Adiperkasa Tbk PT 102,513 5,761.00 0.00
Mitsubishi Estate Co., Ltd. 14,505 247,550.00 0.01
Mitsubishi UFJ Financial Group, Inc. 564,111 2,756,226.00 0.15
Mitsui Fudosan Co., Ltd. 38,247 877,797.00 0.05
Mitsui Fudosan Logistics Park, Inc. 41 186,569.00 0.01
Mitsui Mining & Smelting Co., Ltd. 8,143 192,928.00 0.01
Mixi, Inc. 11,772 187,709.00 0.01
Miyazaki Bank Ltd. (The) 6,838 135,121.00 0.01
Mizuho Financial Group, Inc. 35,877 48,537.00 0.00
MKS Instruments, Inc. 1,064 106,656.00 0.01
MLP Saglik Hizmetleri AS 35,966 85,950.00 0.00
MMC Norilsk Nickel PJSC (ADR) 3,647 110,593.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 13,813 63,297.00 0.00
Molina Healthcare, Inc. 3,685 451,596.00 0.02
Molina Healthcare, Inc. 607 74,423.00 0.00
Momenta Pharmaceuticals, Inc. 3,817 107,985.00 0.01
Momo, Inc. (Sponsored ADR) 8,580 241,269.00 0.01
Moncler SpA 41,938 1,650,308.00 0.09
Moneysupermarket.com Group PLC 114,899 462,224.00 0.02
Monolithic Power Systems, Inc. 597 94,803.00 0.01
Monster Beverage Corp. 527 32,900.00 0.00
Morgan Sindall Group PLC 8,501 191,189.00 0.01
Morgan Stanley 2,105 94,816.00 0.01
Morgan Stanley Capital Services, Inc. Long: IS1ZRG 138,366 130,800.00 0.01
Morgan Stanley Capital Services, Inc. Long: IS1ZRI 415,069 400,819.00 0.02
Mori Hills REIT Investment Corp. 238 375,730.00 0.02
Morinaga & Co., Ltd./Japan 18,644 740,123.00 0.04
Morinaga Milk Industry Co., Ltd. 14,868 523,982.00 0.03
Motor Oil Hellas Corinth Refineries SA 42,813 699,503.00 0.04
Mowi ASA 34,801 737,276.00 0.04
MRC Global, Inc. 22,169 192,870.00 0.01
MRC Global, Inc. 14,029 122,053.00 0.01
MRV Engenharia e Participacoes SA 24,499 106,778.00 0.01
MSCI EMGMKT MAR20 IFUS 20200320 -750 -37,830,000.00 -2.03
MSCI Singapore IX ETS Futures 2,184 54,579,108.00 2.93
MTU Aero Engines AG 4,834 1,196,068.00 0.06
Muangthai Capital PCL 102,046 185,950.00 0.01
Mueller Industries, Inc. 6,126 171,409.00 0.01
Murata Manufacturing Co., Ltd. 11,738 614,957.00 0.03
Muthoot Finance Ltd. 66,678 823,310.00 0.04
My EG Services Bhd 435,802 116,986.00 0.01
Mytilineos SA 21,427 163,095.00 0.01
Nantex Industry Co., Ltd. 184,009 182,674.00 0.01
Nanya Technology Corp. 1,833,797 4,564,634.00 0.25
Naspers Ltd. - Class N 586 91,778.00 0.00
National Bank of Canada 436 22,669.00 0.00
National Storage Affiliates Trust 18,788 633,923.00 0.03
National Vision Holdings, Inc. 30,708 1,069,275.00 0.06
National Western Life Group, Inc. - Class A 390 93,377.00 0.01
Navient Corp. 10,221 114,789.00 0.01
NCR Corp. 14,544 366,508.00 0.02
NCR Corp. 2,198 55,393.00 0.00
NCSoft Corp. 404 216,129.00 0.01
NEC Networks & System Integration Corp. 37,192 1,375,603.00 0.07
Nedbank Group Ltd. 4,678 53,490.00 0.00
Nelnet, Inc. - Class A 2,376 126,184.00 0.01
Neste Oyj 21,312 851,791.00 0.05
Nestle SA 108,975 11,214,156.00 0.60
NetScout Systems, Inc. 16,430 422,251.00 0.02
Network International Holdings PLC 16,484 113,496.00 0.01
Neurocrine Biosciences, Inc. 6,454 611,246.00 0.03
Nevro Corp. 1,093 142,256.00 0.01
New Frontier Health Corp. 10,735 101,984.00 0.01
New Jersey Resources Corp. 2,087 73,700.00 0.00
New Oriental Education & Technology Group, Inc. (S 37,722 4,824,354.00 0.26
NEW ZEALAND DOLLAR 74,433 46,524.00 0.00
New Zealand Dollar Currency Forward 55,563,384 -2,058,331.00 -0.11
New Zealand Dollar Currency Forward 62,429,351 -2,488,936.00 -0.13
New Zealand Dollar Currency Forward 32,544,694 -1,169,667.00 -0.06
New Zealand Dollar Currency Forward -63,484,000 1,898,784.00 0.10
New Zealand Dollar Currency Forward 15,703,972 -342,167.00 -0.02
New Zealand Dollar Currency Forward -60,027,462 1,319,328.00 0.07
New Zealand Dollar Currency Forward -4,776,387 35,089.00 0.00
New Zealand Dollar Currency Forward -4,776,387 30,146.00 0.00
New Zealand Dollar Currency Forward -9,552,775 55,810.00 0.00
Newcrest Mining Ltd. 81,328 1,334,116.00 0.07
Nexans SA 12,632 582,305.00 0.03
Nexity SA 4,272 197,680.00 0.01
NexPoint Residential Trust, Inc. 2,113 94,046.00 0.01
Nexstar Media Group, Inc. - Class A 760 87,421.00 0.00
Next PLC 1,162 91,648.00 0.00
NextCure, Inc. 6,958 290,578.00 0.02
NextEra Energy, Inc. 32,905 8,317,067.00 0.45
NexTier Oilfield Solutions, Inc. 25,020 116,596.00 0.01
NGK Spark Plug Co., Ltd. 45,555 739,655.00 0.04
NIBC Holding NV 20,504 219,343.00 0.01
NIC, Inc. 6,391 116,893.00 0.01
NICE Information Service Co., Ltd. 13,727 180,320.00 0.01
Nice Ltd. 17,611 2,880,595.00 0.15
Nichirei Corp. 49,143 1,240,899.00 0.07
Nidec Corp. 4,006 471,819.00 0.03
Nihon Unisys Ltd. 26,934 818,781.00 0.04
NIKE, Inc. - Class B 142,254 12,714,721.00 0.68
Nintendo Co., Ltd. 3,764 1,261,998.00 0.07
Nippon Building Fund, Inc. 290 2,173,969.00 0.12
Nippon Express Co., Ltd. 1,166 55,952.00 0.00
Nippon Light Metal Holdings Co., Ltd. 37,235 65,038.00 0.00
Nippon Paper Industries Co., Ltd. 5,740 83,003.00 0.00
Nippon Prologis REIT, Inc. 319 864,733.00 0.05
NIPPON REIT Investment Corp. 33 143,360.00 0.01
Nippon Telegraph & Telephone Corp. 326,134 7,608,633.00 0.41
NMC Health PLC 19,471 234,270.00 0.01
NMI Holdings, Inc. - Class A 4,184 97,676.00 0.01
NN Group NV 93,954 3,211,195.00 0.17
Nobina AB 26,847 188,198.00 0.01
Nomad Foods Ltd. 30,424 561,627.00 0.03
Nomad Foods Ltd. 7,414 136,877.00 0.01
Nomura Holdings, Inc. 2,790 12,320.00 0.00
Nordson Corp. 5,140 746,842.00 0.04
Norfolk Southern Corp. 26,790 4,885,156.00 0.26
Northeast Bank 4,903 87,280.00 0.00
Northern Star Resources Ltd. 188,819 1,649,171.00 0.09
Northview Apartment Real Estate Investment Trust 10,564 283,356.00 0.02
NorthWestern Corp. 1,102 77,564.00 0.00
Norwegian Finans Holding ASA 86,302 808,123.00 0.04
NORWEGIAN KRONE 2,656 282.00 0.00
Norwegian Krone Currency Forward 97,758,725 -729,326.00 -0.04
Norwegian Krone Currency Forward -24,680,760 46,416.00 0.00
Norwegian Krone Currency Forward 81,153,583 -591,995.00 -0.03
Norwegian Krone Currency Forward -81,798,938 508,629.00 0.03
Norwegian Krone Currency Forward -97,113,370 619,825.00 0.03
Notre Dame Intermedica Participacoes SA 2,616 36,988.00 0.00
Novanta, Inc. 7,420 661,938.00 0.04
Novartis AG 119 10,087.00 0.00
Novatek Microelectronics Corp. 440,771 2,773,930.00 0.15
Novo Nordisk A/S (Sponsored ADR) 87,502 5,086,491.00 0.27
Novo Nordisk A/S - Class B 158,214 9,269,609.00 0.50
Novocure Ltd. 2,814 204,729.00 0.01
Nuance Communications, Inc. 8,396 181,541.00 0.01
Nuance Communications, Inc. 28,602 618,375.00 0.03
NVR, Inc. 206 755,439.00 0.04
NWS Holdings Ltd. 976,766 1,207,146.00 0.06
NXP Semiconductors NV 13,239 1,505,191.00 0.08
O'Reilly Automotive, Inc. 330 121,999.00 0.01
Obic Co., Ltd. 216 26,729.00 0.00
Oesterreichische Post AG 5,679 181,356.00 0.01
Oil States International, Inc. 18,070 142,933.00 0.01
Omega Healthcare Investors, Inc. 16,971 672,085.00 0.04
OMV AG 709 29,705.00 0.00
OneMain Holdings, Inc. 7,847 288,377.00 0.02
OneMain Holdings, Inc. 3,611 132,732.00 0.01
OneSavings Bank PLC 38,836 202,782.00 0.01
Onto Innovation, Inc. 3,702 113,179.00 0.01
OPAP SA 245,712 2,680,021.00 0.14
Open Text Corp. 17,625 737,995.00 0.04
Oracle Corp. 193,457 9,568,393.00 0.51
Oracle Corp. Japan 39,544 3,082,351.00 0.17
Orange Belgium SA 9,576 182,760.00 0.01
Orbia Advance Corp. SAB de CV 216,685 426,589.00 0.02
Origin Property PCL - Class F 777,802 125,710.00 0.01
Orion Corp./Republic of Korea 8,542 674,581.00 0.04
Orion Engineered Carbons SA 19,125 271,766.00 0.01
Orion Engineered Carbons SA 8,349 118,652.00 0.01
ORIX Corp. 324,140 5,253,700.00 0.28
Orkla ASA 117,193 996,787.00 0.05
Ormat Technologies, Inc. 2,223 154,955.00 0.01
Orocobre Ltd. 16,673 30,047.00 0.00
Orpea 1,562 202,722.00 0.01
Orthofix Medical, Inc. 3,268 115,522.00 0.01
OSI Systems, Inc. 1,802 146,488.00 0.01
Osmotica Pharmaceuticals PLC 10,774 62,816.00 0.00
Otsuka Corp. 47,652 2,058,282.00 0.11
Otter Tail Corp. 2,856 138,843.00 0.01
Oversea-Chinese Banking Corp., Ltd. 56,966 438,529.00 0.02
OZ Minerals Ltd. 110,315 653,919.00 0.04
Pagseguro Digital Ltd. 16,357 513,147.00 0.03
Palomar Holdings, Inc. 3,305 167,962.00 0.01
Panasonic Corp. 4,077 38,673.00 0.00
Pandora A/S 27,700 1,248,266.00 0.07
Panin Financial Tbk PT 7,245,942 128,683.00 0.01
Papa John's International, Inc. 8,039 463,126.00 0.02
Papa John's International, Inc. 1,671 96,269.00 0.01
Par Pacific Holdings, Inc. 4,349 72,152.00 0.00
Parade Technologies Ltd. 24,691 532,220.00 0.03
Parex Resources, Inc. 13,476 184,332.00 0.01
Park Hotels & Resorts, Inc. 16,508 301,436.00 0.02
Park Hotels & Resorts, Inc. 27,519 502,508.00 0.03
Parque Arauco SA 60,076 123,400.00 0.01
Partners Group Holding AG 6,154 5,341,177.00 0.29
Patrick Industries, Inc. 3,329 175,873.00 0.01
Patterson-UTI Energy, Inc. 25,855 148,149.00 0.01
Patterson-UTI Energy, Inc. 7,900 45,269.00 0.00
Paychex, Inc. 1,720 133,268.00 0.01
PayPal Holdings, Inc. 81,658 8,818,247.00 0.47
PC Connection, Inc. 3,082 125,372.00 0.01
Pegasystems, Inc. 1,222 110,664.00 0.01
PennyMac Mortgage Investment Trust 7,433 153,867.00 0.01
Penumbra, Inc. 4,705 780,504.00 0.04
PepsiCo, Inc. 120,916 15,964,612.00 0.86
Perdoceo Education Corp. 9,518 142,104.00 0.01
Perficient, Inc. 3,480 142,577.00 0.01
Pernod Ricard SA 9,334 1,522,184.00 0.08
Persimmon PLC 5,104 188,720.00 0.01
Perspecta, Inc. 6,406 159,973.00 0.01
Petrobras Distribuidora SA 249,149 1,454,149.00 0.08
PetroChina Co., Ltd. - Class H 3,622,195 1,414,985.00 0.08
Petroleo Brasileiro SA (Preference Shares) 352,757 1,998,897.00 0.11
Petronet LNG Ltd. 25,739 88,938.00 0.00
Peugeot SA 244,352 4,735,326.00 0.25
Pfizer, Inc. 437,590 14,624,257.00 0.79
Philip Morris International, Inc. 9,641 789,381.00 0.04
Phillips 66 42,548 3,185,143.00 0.17
Physicians Realty Trust 18,420 347,401.00 0.02
Physicians Realty Trust 18,966 357,712.00 0.02
Piaggio & C SpA 149,352 356,796.00 0.02
PICC Property & Casualty Co., Ltd. - Class H 138,410 146,366.00 0.01
Pidilite Industries Ltd. 1,422 30,133.00 0.00
Pilipinas Shell Petroleum Corp. 203,240 103,863.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 4,733 53,836.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 51,021 581,257.00 0.03
PJT Partners Inc. 5,642 253,607.00 0.01
Planet Fitness, Inc. 15,379 1,037,995.00 0.06
PNC Financial Services Group, Inc. (The) 66,266 8,376,022.00 0.45
PNM Resources, Inc. 7,195 338,740.00 0.02
Poly Developments and Holdings Group Co., Ltd. - C 97,238 229,410.00 0.01
Polyus PJSC (GDR) 2,008 127,082.00 0.01
Polyus PJSC (GDR) 2,311 143,090.00 0.01
Portland General Electric Co. 3,384 184,131.00 0.01
POSCO 7,620 1,223,937.00 0.07
POUND STERLING 767,423 983,951.00 0.05
Power Grid Corp. of India Ltd. 66,788 168,296.00 0.01
PPL Corp. 4,212 126,405.00 0.01
PRA Health Sciences, Inc. 875 82,433.00 0.00
Preferred Bank/Los Angeles CA 3,080 157,481.00 0.01
Premier Oil PLC 566,599 577,046.00 0.03
Premium Leisure Corp. 4,313,043 43,997.00 0.00
Primerica, Inc. 1,175 130,863.00 0.01
Procter & Gamble Co. (The) 134,734 15,255,930.00 0.82
Progress Software Corp. 4,786 178,475.00 0.01
Progressive Corp. (The) 214,486 15,691,795.00 0.84
Prologis, Inc. 16,763 1,412,862.00 0.08
Prosus NV 2,818 197,079.00 0.01
Prudential PLC 53,679 892,390.00 0.05
PSP Swiss Property AG (REG) 1,911 282,473.00 0.02
PTC Therapeutics, Inc. 7,856 430,875.00 0.02
Public Storage 594 124,249.00 0.01
Puma SE 5,514 427,553.00 0.02
Qantas Airways Ltd. 860,656 3,147,858.00 0.17
QEP Resources, Inc. 43,739 98,412.00 0.01
QUALCOMM, Inc. 1,868 146,328.00 0.01
Qualicorp Consultoria e Corretora de Seguros SA 22,382 171,427.00 0.01
Qualitas Controladora SAB de CV 4,268 18,324.00 0.00
Quanta Services, Inc. 4,739 180,704.00 0.01
Quanta Services, Inc. 12,652 482,420.00 0.03
Quilter PLC 205,660 390,888.00 0.02
Radian Group, Inc. 8,884 188,698.00 0.01
Radiant Logistics, Inc. 23,956 105,408.00 0.01
Raia Drogasil SA 773 20,730.00 0.00
Ralph Lauren Corp. 1,223 129,071.00 0.01
Rapid7, Inc. 1,674 77,551.00 0.00
Rational AG 299 204,563.00 0.01
Raytheon Co. 54,200 10,219,952.00 0.55
RE/MAX Holdings, Inc. - Class A 4,346 126,712.00 0.01
Real Matters, Inc. 17,986 182,111.00 0.01
Realtek Semiconductor Corp. 1,864 13,489.00 0.00
Realty Income Corp. 14,473 1,047,756.00 0.06
Reata Pharmaceuticals, Inc. - Class A 752 146,468.00 0.01
Recipe Unlimited Corp. 14,432 173,111.00 0.01
Reckitt Benckiser Group PLC 6,867 507,475.00 0.03
Recruit Holdings Co., Ltd. 114,696 4,011,267.00 0.22
Red Electrica Corp. SA 3,572 68,284.00 0.00
Regal Beloit Corp. 4,039 313,587.00 0.02
Regency Centers Corp. 78,667 4,518,632.00 0.24
Regeneron Pharmaceuticals, Inc. 18,573 8,256,998.00 0.44
Regional SAB de CV 5,088 28,309.00 0.00
Reinsurance Group of America, Inc. - Class A 58,178 7,099,461.00 0.38
RELX PLC 111,256 2,676,679.00 0.14
RELX PLC (London) 55,602 1,345,282.00 0.07
Renewable Energy Group, Inc. 5,329 140,955.00 0.01
Rentokil Initial PLC 160,772 1,005,928.00 0.05
Repligen Corp. 2,735 234,120.00 0.01
Repsol SA 539,152 6,092,601.00 0.33
Republic Bancorp, Inc./KY - Class A 2,829 101,114.00 0.01
Retail Properties of America, Inc. - Class A 50,151 525,089.00 0.03
Revance Therapeutics, Inc. 11,504 265,976.00 0.01
Rexford Industrial Realty, Inc. 7,115 332,787.00 0.02
RH 422 76,603.00 0.00
Rheinmetall AG 5,985 555,652.00 0.03
Richter Gedeon Nyrt 2,025 41,098.00 0.00
RingCentral, Inc. - Class A 3,790 893,492.00 0.05
Rio Tinto PLC 6,851 322,584.00 0.02
RLJ Lodging Trust 31,986 422,540.00 0.02
RMR Group, Inc. (The) - Class A 1,858 69,253.00 0.00
Road King Infrastructure Ltd. 84,567 145,952.00 0.01
Roche Holding AG 45,312 14,569,534.00 0.78
Roche Holding AG (Sponsored ADR) 405,584 16,178,745.00 0.87
Roku, Inc. 2,890 328,506.00 0.02
Roland DG Corp. 7,872 118,582.00 0.01
Ross Stores, Inc. 72,490 7,885,462.00 0.42
Round One Corp. 10,210 75,863.00 0.00
Royal Bank of Canada 7,311 543,745.00 0.03
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 86,081 1,875,988.00 0.10
Royal Dutch Shell PLC (Sponsored ADR) 250,729 11,164,962.00 0.60
Royal Dutch Shell PLC - Class A 8,173 176,433.00 0.01
Royal Dutch Shell PLC - Class B 283,483 6,144,563.00 0.33
Royal Unibrew A/S 7,652 662,087.00 0.04
RPC, Inc. 24,160 83,110.00 0.00
Rumo SA 6,041 28,534.00 0.00
Russel Metals, Inc. 10,029 147,205.00 0.01
Russell 2000 E-Mini Futures -170 -12,536,650.00 -0.67
Ryman Hospitality Properties, Inc. 2,310 160,569.00 0.01
Ryoyo Electro Corp. 11,979 196,329.00 0.01
S&P 500 E-Mini Futures -2,491 -367,559,505.00 -19.76
S&P 500 Index 21,300 473,359.00 0.03
S&P Global, Inc. 319 84,944.00 0.00
S&P Mid 400 E-Mini Futures -59 -10,691,980.00 -0.57
S&P/TSX 60 Index Futures -565 -81,762,413.00 -4.40
S&T Bancorp, Inc. 2,429 79,846.00 0.00
S-Oil Corp. 5,115 284,355.00 0.02
Saab AB - Class B 26,803 735,247.00 0.04
Sabra Health Care REIT, Inc. 6,903 134,971.00 0.01
Safaricom PLC 674,617 186,653.00 0.01
Safestore Holdings PLC 18,883 191,628.00 0.01
Saia, Inc. 422 36,912.00 0.00
SAIC Motor Corp., Ltd. 54,879 176,648.00 0.01
Salmar ASA 29,810 1,347,244.00 0.07
Samjin Pharmaceutical Co., Ltd. 4,196 77,673.00 0.00
Sampo Oyj - Class A 15,423 630,218.00 0.03
Samsung Electronics Co., Ltd. 151,095 6,801,024.00 0.37
Samsung Electronics Co., Ltd. (Preference Shares) 24,839 948,276.00 0.05
Samsung SDI Co., Ltd. 51 12,479.00 0.00
Sankyu, Inc. 10,695 453,037.00 0.02
Sanmina Corp. 4,903 128,921.00 0.01
Sanofi 3,885 362,370.00 0.02
Sany Heavy Industry Co., Ltd. 809,884 2,048,346.00 0.11
SAP SE 5,617 701,323.00 0.04
Saras SpA 149,895 177,230.00 0.01
Sarepta Therapeutics, Inc. 3,870 442,998.00 0.02
Sartorius Stedim Biotech 386 74,093.00 0.00
Sasol Ltd. 13,054 159,454.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 25,530 363,299.00 0.02
Scandi Standard AB 26,325 173,137.00 0.01
Scandic Hotels Group AB 18,763 177,255.00 0.01
Scandinavian Tobacco Group A/S 15,674 201,221.00 0.01
Schneider Electric SE 10,120 1,028,286.00 0.06
Schweiter Technologies AG 162 189,784.00 0.01
SCREEN Holdings Co., Ltd. 34,405 1,759,012.00 0.09
Sealed Air Corp. 10,818 327,893.00 0.02
Sealed Air Corp. 2,459 74,544.00 0.00
Secom Co., Ltd. 2,848 225,928.00 0.01
Segro PLC 29,740 315,292.00 0.02
Selective Insurance Group, Inc. 4,534 252,906.00 0.01
Selvaag Bolig ASA 28,325 182,737.00 0.01
Sempra Energy 1,004 140,362.00 0.01
ServiceNow, Inc. 472 154,017.00 0.01
Severn Trent PLC 3,020 95,883.00 0.01
SG Holdings Co., Ltd. 16,202 319,887.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 130,147 240,389.00 0.01
Shenzhou International Group Holdings Ltd. 49,854 630,948.00 0.03
Shikoku Bank Ltd. (The) 10,923 84,453.00 0.00
Shinhan Financial Group Co., Ltd. 6,497 173,766.00 0.01
Shizuoka Gas Co., Ltd. 22,838 181,365.00 0.01
Showa Sangyo Co., Ltd. 7,258 198,812.00 0.01
Sichuan Swellfun Co., Ltd. - Class A 3,318 21,554.00 0.00
Signet Jewelers Ltd. 12,065 281,355.00 0.02
Signet Jewelers Ltd. 6,908 161,111.00 0.01
Sika AG 3,348 599,442.00 0.03
Silergy Corp. 1,253 41,603.00 0.00
Silicon Laboratories, Inc. 1,628 144,457.00 0.01
Silk Road Medical, Inc. 3,213 128,065.00 0.01
Siltronic AG 5,950 565,170.00 0.03
Simon Property Group, Inc. 1,101 135,628.00 0.01
Simplo Technology Co., Ltd. 58,327 534,669.00 0.03
Sims Metal Management Ltd. 29,441 186,569.00 0.01
SINGAPORE DOLLAR -873,893 -627,391.00 -0.03
Singapore Exchange Ltd. 575,042 3,550,927.00 0.19
Sino-American Silicon Products, Inc. 25,028 84,329.00 0.00
SITE Centers Corp. 26,424 304,142.00 0.02
SiteOne Landscape Supply, Inc. 6,270 622,297.00 0.03
Sitronix Technology Corp. 21,034 97,494.00 0.01
SK Hynix, Inc. 71,562 5,287,784.00 0.28
Skechers U.S.A., Inc. - Class A 5,740 189,879.00 0.01
Skyline Champion Corp. 3,996 101,837.00 0.01
SkyWest, Inc. 7,424 337,049.00 0.02
SkyWest, Inc. 919 41,730.00 0.00
Slack Technologies, Inc. - Class A 10,630 287,222.00 0.02
Sleep Number Corp. 2,051 90,371.00 0.00
SM Energy Co. 11,333 74,461.00 0.00
SM Prime Holdings, Inc. 180,098 135,879.00 0.01
Smartsheet, Inc. - Class A 13,915 644,264.00 0.03
SMC Corp./Japan 1,716 684,380.00 0.04
Snam SpA 14,060 69,716.00 0.00
Societe Generale SA 2,491 70,613.00 0.00
Soft-World International Corp. 35,795 92,978.00 0.00
Softcat PLC 13,553 185,462.00 0.01
Sojitz Corp. 72,203 209,264.00 0.01
Sonic Healthcare Ltd. 95,557 1,813,893.00 0.10
SOUTH KOREAN WON 15,429 12.00 0.00
Southwest Gas Holdings, Inc. 3,220 208,269.00 0.01
SP Plus Corp. 2,932 107,051.00 0.01
Spar Nord Bank A/S 21,896 185,020.00 0.01
SpareBank 1 Nord Norge 24,499 189,571.00 0.01
SpareBank 1 SMN 18,430 185,120.00 0.01
Spark Energy, Inc. 8,223 70,390.00 0.00
SpartanNash Co. 5,394 67,056.00 0.00
Spectris PLC 19,529 688,774.00 0.04
SPI 200 Futures -280 -29,269,833.00 -1.57
Spin Master Corp. 43,728 974,759.00 0.05
Spirax-Sarco Engineering PLC 869 95,313.00 0.01
Splunk, Inc. 3,818 562,505.00 0.03
SPS Commerce, Inc. 1,824 95,982.00 0.01
St. James's Place PLC 23,390 310,137.00 0.02
STAG Industrial, Inc. 19,250 538,615.00 0.03
STAG Industrial, Inc. 22,682 634,663.00 0.03
Starbucks Corp. 109,144 8,560,163.00 0.46
Stars Group, Inc. (The) 2,436 55,839.00 0.00
State Bank of India 88,060 377,342.00 0.02
Steelcase, Inc. - Class A 5,970 96,844.00 0.01
Stelco Holdings, Inc. 26,954 143,381.00 0.01
Stepan Co. 528 46,447.00 0.00
Sterling Bancorp./DE 22,640 375,371.00 0.02
Sterling Bancorp./DE 9,151 151,730.00 0.01
Stifel Financial Corp. 8,091 440,474.00 0.02
STMicroelectronics NV 22,456 619,806.00 0.03
Stockland 8,064 24,928.00 0.00
Stoneridge, Inc. 2,365 52,282.00 0.00
Strategic Education, Inc. 6,160 907,948.00 0.05
Subaru Corp. 35,763 865,585.00 0.05
Suez 4,654 73,903.00 0.00
Sumitomo Metal Mining Co., Ltd. 5,003 123,246.00 0.01
Sumitomo Mitsui Financial Group, Inc. 70,083 2,223,728.00 0.12
Sumitomo Realty & Development Co., Ltd. 9,597 299,101.00 0.02
Summit Hotel Properties, Inc. 6,860 63,595.00 0.00
Sun Communities, Inc. 3,348 511,842.00 0.03
Sun Communities, Inc. 5,969 912,688.00 0.05
Sun Hung Kai & Co., Ltd. 330,997 148,505.00 0.01
Sun Hung Kai Properties Ltd. 39,930 577,138.00 0.03
Sun Life Financial, Inc. 1,410 60,941.00 0.00
Sunac China Holdings Ltd. 79,380 444,654.00 0.02
Suncor Energy, Inc. 2,523 69,548.00 0.00
Sunny Friend Environmental Technology Co., Ltd. 38,323 310,771.00 0.02
Super Retail Group Ltd. 33,956 181,662.00 0.01
Sushiro Global Holdings Ltd. 20,305 1,459,665.00 0.08
Suzano SA 30,200 257,577.00 0.01
SVB Financial Group 1,627 338,676.00 0.02
Svenska Handelsbanken AB - Class A 90,226 912,341.00 0.05
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 348,366,674 22,880.00 0.00
Swedish Krona Currency Forward 147,499,026 267,325.00 0.01
Swedish Krona Currency Forward 294,998,052 543,359.00 0.03
Swedish Krona Currency Forward 119,667,858 30,057.00 0.00
Swedish Krona Currency Forward -226,441,384 327,638.00 0.02
Swedish Krona Currency Forward -45,881,528 66,386.00 0.00
Swedish Krona Currency Forward -364,161,330 554,184.00 0.03
Swedish Krona Currency Forward -73,786,329 112,288.00 0.01
Swedish Krona Currency Forward 590,602,715 -1,554,297.00 -0.08
Swedish Krona Currency Forward 147,499,026 259,057.00 0.01
Swedish Match AB 33,133 1,944,111.00 0.10
Swire Properties Ltd. 79,501 239,279.00 0.01
SWISS FRANC 237,837 246,514.00 0.01
Swiss Franc Currency Forward -39,696,890 -50,085.00 0.00
Swiss Franc Currency Forward -3,884,484 -58,326.00 0.00
Swiss Franc Currency Forward -3,884,484 -64,659.00 0.00
Swiss Franc Currency Forward -3,884,553 -64,660.00 0.00
Swiss Franc Currency Forward -7,769,107 -125,962.00 -0.01
Swiss Franc Currency Forward -7,768,968 -125,960.00 -0.01
Swiss Franc Currency Forward -3,884,553 -58,327.00 0.00
Swiss Franc Currency Forward 15,537,936 157,884.00 0.01
Swiss Franc Currency Forward 24,332,717 247,250.00 0.01
Swiss Franc Currency Forward -12,704,095 4,873.00 0.00
Swiss Franc Currency Forward 12,920,000 42,050.00 0.00
Swiss Franc Currency Forward -5,525,562 3,553.00 0.00
Swiss Franc Currency Forward 20,673,830 -40,145.00 0.00
Swiss Re AG 41,749 3,971,617.00 0.21
Sydney Airport 9,594 49,031.00 0.00
Synaptics, Inc. 2,279 150,593.00 0.01
Synchrony Financial 11,594 337,385.00 0.02
Syneos Health, Inc. 3,398 215,275.00 0.01
SYNNEX Corp. 421 52,738.00 0.00
Synovus Financial Corp. 15,274 443,251.00 0.02
Synovus Financial Corp. 3,228 93,693.00 0.01
Syrah Resources Ltd. 116,819 29,491.00 0.00
T-Gaia Corp. 7,900 149,706.00 0.01
T-Mobile US, Inc. 1,520 137,045.00 0.01
T. Rowe Price Group, Inc. 1,124 132,652.00 0.01
Tactile Systems Technology, Inc. 1,110 55,982.00 0.00
Taiwan Cement Corp. 1,208,031 1,668,315.00 0.09
Taiwan Semiconductor Manufacturing Co., Ltd. 202,630 2,089,073.00 0.11
TAL Education Group (ADR) 7,230 393,249.00 0.02
Tatneft PJSC (Sponsored ADR) 2,405 142,638.00 0.01
Tatneft PJSC (Sponsored ADR) (London) 35,589 2,140,084.00 0.12
Taylor Morrison Home Corp. - Class A 22,013 495,732.00 0.03
Taylor Morrison Home Corp. - Class A 8,390 188,962.00 0.01
Taylor Wimpey PLC 61,069 161,257.00 0.01
TC Energy Corp. 1,397 72,825.00 0.00
TCS Group Holding PLC (GDR) 18,897 413,725.00 0.02
TeamLease Services Ltd. 1,483 47,641.00 0.00
Tecan Group AG 2,892 809,819.00 0.04
Tech Mahindra Ltd. 2,773 28,759.00 0.00
TEGNA, Inc. 9,139 130,875.00 0.01
Teladoc Health, Inc. 10,769 1,345,766.00 0.07
Telecom Italia SpA/Milano (Savings Shares) 61,747 34,546.00 0.00
Telenor ASA 3,563 57,727.00 0.00
Teleperformance 2,809 685,360.00 0.04
TELUS Corp. 6,275 226,458.00 0.01
Temenos AG 4,074 582,628.00 0.03
Tempur Sealy International, Inc. 8,493 634,851.00 0.03
Tencent Holdings Ltd. 47,078 2,387,104.00 0.13
Teradyne, Inc. 1,458 85,681.00 0.00
Terex Corp. 10,950 241,009.00 0.01
Terna Rete Elettrica Nazionale SpA 11,224 74,203.00 0.00
Test Research, Inc. 75,084 124,805.00 0.01
Tetra Tech, Inc. 1,830 148,038.00 0.01
Texas Capital Bancshares, Inc. 8,465 398,532.00 0.02
Texas Capital Bancshares, Inc. 2,057 96,876.00 0.01
Texas Instruments, Inc. 110,007 12,556,198.00 0.68
Thor Industries, Inc. 912 68,810.00 0.00
Tianneng Power International Ltd. 146,317 109,091.00 0.01
TietoEVRY Oyj 6,688 189,226.00 0.01
Times China Holdings Ltd. 816,877 1,555,458.00 0.08
Times Neighborhood Holdings Ltd. 178,659 144,165.00 0.01
Titan Machinery, Inc. 11,302 114,270.00 0.01
Tivity Health, Inc. 9,523 120,661.00 0.01
TJX Cos., Inc. (The) 223,184 13,346,413.00 0.72
TKH Group NV 11,671 526,961.00 0.03
TOA Paint Thailand PCL 10,109 9,931.00 0.00
Toei Animation Co., Ltd. 17,423 712,821.00 0.04
Tokyo Electron Ltd. 360 75,379.00 0.00
Tokyo Gas Co., Ltd. 9,640 193,459.00 0.01
Tokyu Construction Co., Ltd. 9,355 58,326.00 0.00
TOMONY Holdings, Inc. 22,261 61,287.00 0.00
TopBuild Corp. 1,406 142,090.00 0.01
TOPIX Index Futures 395 54,657,736.00 2.94
Torex Gold Resources, Inc. 5,789 76,686.00 0.00
Toronto-Dominion Bank (The) 12,191 627,080.00 0.03
Toshiba Corp. 445 12,044.00 0.00
Tosoh Corp. 434,090 5,874,614.00 0.32
TOTAL SA 29,973 1,295,508.00 0.07
Towa Bank Ltd. (The) 23,523 150,489.00 0.01
Toyo Tire Corp. 36,700 486,577.00 0.03
TP ICAP PLC 161,544 762,191.00 0.04
Trade Desk, Inc. (The) - Class A 1,714 492,346.00 0.03
Tradeweb Markets, Inc. - Class A 10,251 494,303.00 0.03
Transurban Group 53,898 525,574.00 0.03
TravelSky Technology Ltd. - Class H 20,475 40,538.00 0.00
Treasury Wine Estates Ltd. 47,870 349,466.00 0.02
Trend Micro, Inc./Japan 878 43,572.00 0.00
Trex Co., Inc. 8,417 805,155.00 0.04
Trinseo SA 8,090 177,009.00 0.01
True North Commercial Real Estate Investment Trust 17,634 93,805.00 0.01
TrueBlue, Inc. 4,647 69,149.00 0.00
TTEC Holdings, Inc. 3,923 146,843.00 0.01
TTM Technologies, Inc. 27,443 356,484.00 0.02
TTM Technologies, Inc. 10,296 133,748.00 0.01
Tupras Turkiye Petrol Rafinerileri AS 14,534 237,125.00 0.01
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 1,596,380 2,443,869.00 0.13
Turning Point Therapeutics, Inc. - Class I 1,578 78,258.00 0.00
Tutor Perini Corp. 24,149 350,160.00 0.02
Tutor Perini Corp. 11,657 169,028.00 0.01
U.S. T-Note 10 Yr (CBT) Futures 707 95,268,250.00 5.12
U.S. T-Note 2 Yr (CBT) Futures 306 66,808,406.00 3.59
U.S. Treasury Bill 4,000,000 3,996,293.00 0.21
Ube Industries Ltd. 10,945 199,176.00 0.01
Ubisoft Entertainment SA 908 68,100.00 0.00
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,068,170 -983,458.00 -0.05
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 2,139,874 -1,970,170.00 -0.11
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,725,969 -1,534,090.00 -0.08
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,278,834 -1,177,416.00 -0.06
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 4,149,621 -3,957,915.00 -0.21
UCB SA 844 78,205.00 0.00
Ultra Clean Holdings, Inc. 6,998 146,335.00 0.01
Ultragenyx Pharmaceutical, Inc. 7,527 422,129.00 0.02
Umpqua Holdings Corp. 31,038 477,674.00 0.03
Umpqua Holdings Corp. 7,714 118,727.00 0.01
Uni-President China Holdings Ltd. 731,731 760,029.00 0.04
Unibail-Rodamco-Westfield 1,840 221,431.00 0.01
Unicharm Corp. 21,226 687,610.00 0.04
Unifin Financiera SAB de CV 18,868 29,313.00 0.00
Unilever PLC 45,668 2,455,115.00 0.13
Unipol Gruppo SpA 20,400 101,644.00 0.01
Unisys Corp. 7,064 109,712.00 0.01
UNITE Group PLC (The) 18,750 272,770.00 0.01
UnitedHealth Group, Inc. 95,302 24,298,197.00 1.31
Universal Display Corp. 2,182 346,479.00 0.02
Universal Forest Products, Inc. 3,342 156,629.00 0.01
Universal Insurance Holdings, Inc. 5,614 116,169.00 0.01
UOL Group Ltd. 429,694 2,304,356.00 0.12
Uponor Oyj 12,546 164,947.00 0.01
Urbi Desarrollos Urbanos SAB de CV 20 1.00 0.00
US DOLLAR -22,608,269 -22,608,269.00 -1.22
US Foods Holding Corp. 160,772 5,408,390.00 0.29
Us Ultra Bond(CBT) Futures 192 39,840,000.00 2.14
UT Group Co., Ltd. 51,533 1,013,078.00 0.05
V-Mart Retail Ltd. 594 18,220.00 0.00
Valora Holding AG 770 192,402.00 0.01
VanEck Vectors Agribusiness ETF 6,926 414,777.00 0.02
VanEck Vectors Gold Miners ETF 139,823 3,666,167.00 0.20
Vanguard Global ex-U.S. Real Estate ETF 5,978 323,693.00 0.02
Vanguard Real Estate ETF 8,454 738,293.00 0.04
Vectrus, Inc. 1,184 61,705.00 0.00
Vedanta Ltd. 59,266 94,453.00 0.01
Veolia Environnement SA 2,501 72,079.00 0.00
Vera Bradley, Inc. 10,283 84,943.00 0.00
Verint Systems, Inc. 8,582 470,980.00 0.03
VeriSign, Inc. 195 37,177.00 0.00
Verizon Communications, Inc. 238,897 12,938,670.00 0.70
Verso Corp. 7,228 117,902.00 0.01
Vertex Pharmaceuticals, Inc. 46,117 10,331,733.00 0.56
Vestas Wind Systems A/S 5,225 504,189.00 0.03
Viavi Solutions, Inc. 8,621 113,713.00 0.01
VICI Properties, Inc. 5,421 135,856.00 0.01
Vicinity Centres 203,356 288,010.00 0.02
Village Super Market, Inc. - Class A 3,904 80,242.00 0.00
Vincom Retail JSC 61,475 76,103.00 0.00
Vincom Retail JSC Macquarie Bank Ltd. 140,783 172,640.00 0.01
Visa, Inc. - Class A 145,870 26,513,474.00 1.43
Vishay Intertechnology, Inc. 6,787 126,916.00 0.01
Vistra Energy Corp. 7,393 142,180.00 0.01
Vital KSK Holdings, Inc. 21,241 196,684.00 0.01
VMware, Inc. - Class A 41,090 4,952,218.00 0.27
Voltronic Power Technology Corp. 1,379 31,641.00 0.00
Vonage Holdings Corp. 22,452 201,175.00 0.01
Vonovia SE 31,129 1,684,368.00 0.09
VST Industries Ltd. 184 10,342.00 0.00
VTech Holdings Ltd. 23,352 206,762.00 0.01
W&T Offshore, Inc. 14,656 38,106.00 0.00
Wabash National Corp. 11,210 123,092.00 0.01
Walker & Dunlop, Inc. 2,651 171,976.00 0.01
Walmart, Inc. 150,153 16,168,492.00 0.87
Warrior Met Coal, Inc. 9,352 165,724.00 0.01
Warsaw Stock Exchange 19,647 191,605.00 0.01
Watkin Jones PLC 61,053 199,613.00 0.01
Webster Financial Corp. 10,322 391,926.00 0.02
Weichai Power Co., Ltd. - Class H 223,706 448,836.00 0.02
Wells Fargo & Co. 391,134 15,977,831.00 0.86
Welltower, Inc. 13,915 1,041,172.00 0.06
Wesfarmers Ltd. 83,673 2,239,505.00 0.12
West Japan Railway Co. 938 66,268.00 0.00
Western Alliance Bancorp 3,542 163,074.00 0.01
Westlake Chemical Corp. 112,750 6,299,342.00 0.34
Westpac Banking Corp. 20,572 315,013.00 0.02
WH Group Ltd. 1,575,150 1,652,979.00 0.09
Wharf Real Estate Investment Co., Ltd. 89,483 412,201.00 0.02
Wheaton Precious Metals Corp. 2,011 57,197.00 0.00
Whitbread PLC 156 7,897.00 0.00
Wihlborgs Fastigheter AB 17,185 330,152.00 0.02
Wilcon Depot, Inc. 77,921 27,668.00 0.00
Williams-Sonoma, Inc. 7,435 463,869.00 0.02
Williams-Sonoma, Inc. 2,224 138,773.00 0.01
Wingstop, Inc. 2,660 224,690.00 0.01
Winnebago Industries, Inc. 1,811 94,008.00 0.01
Wintrust Financial Corp. 1,516 81,010.00 0.00
Wizz Air Holdings PLC 18,693 831,809.00 0.04
WNS Holdings Ltd. (ADR) 2,327 153,271.00 0.01
Wolters Kluwer NV 34,684 2,539,414.00 0.14
Woolworths Group Ltd. 2,615 66,894.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 143,955 2,517,771.00 0.14
WW International, Inc. 3,912 117,360.00 0.01
X5 Retail Group NV (GDR) 55,605 1,732,103.00 0.09
Xenia Hotels & Resorts, Inc. 7,496 112,149.00 0.01
Xilinx, Inc. 38,723 3,232,983.00 0.17
Xylem, Inc./NY 6,923 535,477.00 0.03
Y-mAbs Therapeutics, Inc. 2,530 74,441.00 0.00
Yageo Corp. 13,935 179,981.00 0.01
Yamato Kogyo Co., Ltd. 36,901 772,542.00 0.04
Yandex NV - Class A 10,743 436,277.00 0.02
YDUQS Part 372,143 4,318,186.00 0.23
Yestar Healthcare Holdings Co., Ltd. 227,755 37,983.00 0.00
Yuasa Trading Co., Ltd. 6,303 177,200.00 0.01
Yurtec Corp. 28,172 147,738.00 0.01
Zai Lab Ltd. 543 29,869.00 0.00
Zhen Ding Technology Holding Ltd. 281,505 1,058,995.00 0.06
Zions Bancorp NA 13,121 524,183.00 0.03
Zions Bancorp NA 729 29,146.00 0.00
Zoetis, Inc. 95,007 12,657,814.00 0.68
Zoom Video Communications, Inc. - Class A 2,286 240,030.00 0.01
Zumiez, Inc. 2,431 64,508.00 0.00
Zurich Insurance Group AG 4,750 1,839,418.00 0.10


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.