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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November Holdings (as of 11/30/2019)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 109 10,841,761.00 0.54
10 Yr Mini Japan Government Bond Futures 77 107,780,296.00 5.37
10X Genomics, Inc. 3,220 208,945.00 0.01
1st Source Corp. 1,613 82,927.00 0.00
58.com, Inc. (ADR) 1,827 112,411.00 0.01
A3784 Long: IS1XUA6 TRS USD R E IS1XUA6 COMMODIT 2,818,567 2,894,991.00 0.14
A3784 Long: IS1XUC8 TRS USD R E IS1XUC8 COMMODIT 2,319,069 2,254,968.00 0.11
A3784 Long: IS1XUW8 TRS USD R E IS1XUW8 COMMODIT 6,755,054 6,731,421.00 0.34
A3784 Long: IS1XV03 TRS USD R E IS1XV03 COMMODIT 6,838,309 6,546,578.00 0.33
A3784 Long: IS1XV47 TRS USD R E IS1XV47 COMMODIT 9,442,806 9,281,482.00 0.46
AAR Corp. 10,563 472,060.00 0.02
Aaron's, Inc. 2,760 161,231.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 11,420,844 11,420,844.00 0.57
Abcam PLC 21,181 365,711.00 0.02
ACADIA Pharmaceuticals, Inc. 3,815 172,819.00 0.01
Accenture PLC - Class A 1,266 254,759.00 0.01
Accton Technology Corp. 16,312 84,977.00 0.00
Ace Hardware Indonesia Tbk PT 243,161 27,238.00 0.00
Activision Blizzard, Inc. 1,362 74,688.00 0.00
Acuity Brands, Inc. 1,504 196,733.00 0.01
Adani Ports & Special Economic Zone Ltd. 39,139 207,672.00 0.01
Addcn Technology Co., Ltd. 8,405 69,160.00 0.00
Adecco Group AG 1,774 109,850.00 0.01
adidas AG 19,114 5,954,812.00 0.30
Admiral Group PLC 21,334 589,830.00 0.03
ADO Properties SA 21,343 831,539.00 0.04
Adobe, Inc. 19,566 6,056,360.00 0.30
Adtalem Global Education, Inc. 2,508 84,607.00 0.00
Advanced Energy Industries, Inc. 2,838 182,238.00 0.01
Advanced Micro Devices, Inc. 6,479 253,652.00 0.01
Aena SME SA 273 50,104.00 0.00
AEON REIT Investment Corp. 168 234,226.00 0.01
AerCap Holdings NV 127,929 7,907,324.00 0.39
Aerie Pharmaceuticals, Inc. 3,764 71,495.00 0.00
AG Mortgage Investment Trust, Inc. 4,060 63,214.00 0.00
Agnico Eagle Mines Ltd. 9,661 574,038.00 0.03
Agree Realty Corp. 6,161 460,765.00 0.02
Agree Realty Corp. 699 52,311.00 0.00
Agricultural Bank of China Ltd. - Class H 581,341 235,374.00 0.01
AIA Group Ltd. 414,382 4,146,804.00 0.21
Aimmune Therapeutics, Inc. 13,096 365,661.00 0.02
Air Canada 2,138 80,575.00 0.00
Air New Zealand Ltd. 328,128 596,451.00 0.03
Air Water, Inc. 40,590 652,514.00 0.03
Airbus SE 15,235 2,238,823.00 0.11
Aisan Industry Co., Ltd. 11,489 90,254.00 0.00
AJ64117 S+P 500 INDEX FEB20 3230 CALL 143,000 4,403,739.00 0.22
Akatsuki, Inc. 12,494 732,674.00 0.04
Aker BP ASA 17,256 494,357.00 0.02
Aker BP ASA 8,349 239,184.00 0.01
Akzo Nobel NV 1,115 106,804.00 0.01
Alamo Group, Inc. 752 86,442.00 0.00
Alaris Royalty Corp. 13,308 221,016.00 0.01
Alaska Air Group, Inc. 8,894 613,774.00 0.03
Alcoa Corp. 13,494 274,602.00 0.01
Alcoa Corp. 25,357 516,034.00 0.03
Aldar Properties PJSC 226,196 133,539.00 0.01
Alexander & Baldwin, Inc. 10,702 232,024.00 0.01
Alexander & Baldwin, Inc. 3,802 82,438.00 0.00
Alexandria Real Estate Equities, Inc. 6,978 1,134,187.00 0.06
Alexion Pharmaceuticals, Inc. 171 19,580.00 0.00
Alibaba Group Holding Ltd. 30,418 770,923.00 0.04
Alibaba Group Holding Ltd. (Sponsored ADR) 7,895 1,579,133.00 0.08
Alibaba Group Holding Ltd. (Sponsored ADR) 29,246 5,849,308.00 0.29
Alimentation Couche-Tard, Inc. - Class B 1,012 33,132.00 0.00
Allakos, Inc. 1,248 118,649.00 0.01
ALLETE, Inc. 2,150 172,271.00 0.01
Alliant Energy Corp. 12,111 641,883.00 0.03
Allianz SE 13,573 3,246,290.00 0.16
Allied Properties Real Estate Investment Trust 22,517 905,235.00 0.05
Allison Transmission Holdings, Inc. 3,925 190,013.00 0.01
Allogene Therapeutics, Inc. 9,886 278,599.00 0.01
Almirall SA 32,274 548,539.00 0.03
Alphabet, Inc. - Class A 92 120,195.00 0.01
Alphabet, Inc. - Class C 37,788 49,312,173.00 2.46
Altran Technologies SA 28,247 441,075.00 0.02
Altria Group, Inc. 184,303 9,159,859.00 0.46
Amadeus Fire AG 1,630 218,780.00 0.01
Amadeus IT Group SA - Class A 8,650 688,247.00 0.03
Amazon.com, Inc. 113 203,883.00 0.01
Amdocs Ltd. 6,419 444,836.00 0.02
Amedisys, Inc. 6,578 1,072,068.00 0.05
American Assets Trust, Inc. 3,883 184,602.00 0.01
American Campus Communities, Inc. 23,944 1,150,269.00 0.06
American Campus Communities, Inc. 1,943 93,383.00 0.00
American Electric Power Co., Inc. 176,278 16,102,995.00 0.80
American Equity Investment Life Holding Co. 5,801 172,415.00 0.01
American Financial Group, Inc./OH 5,072 556,449.00 0.03
American Homes 4 Rent - Class A 31,390 838,447.00 0.04
Americold Realty Trust 32,707 1,230,469.00 0.06
Americold Realty Trust 3,281 123,449.00 0.01
AMETEK, Inc. 6,886 681,782.00 0.03
Amgen, Inc. 449 105,433.00 0.01
AMN Healthcare Services, Inc. 3,615 215,040.00 0.01
Amphastar Pharmaceuticals, Inc. 2,731 53,293.00 0.00
Amundi SA 328 24,883.00 0.00
Anaplan, Inc. 12,432 670,333.00 0.03
AngloGold Ashanti Ltd. 10,705 202,169.00 0.01
Anhui Conch Cement Co., Ltd. - Class A 5,554 36,235.00 0.00
Anhui Conch Cement Co., Ltd. - Class H 49,560 317,060.00 0.02
Anhui Conch Cement Co., Ltd. - Class H 391,815 2,506,631.00 0.12
Ansell Ltd. 37,824 759,590.00 0.04
ANSYS, Inc. 2,420 616,349.00 0.03
Anthem, Inc. 44,899 12,960,545.00 0.65
Antofagasta PLC 17,722 198,570.00 0.01
Antofagasta PLC 24,218 271,349.00 0.01
APERAM SA 8,223 246,018.00 0.01
APERAM SA 16,907 505,827.00 0.03
Apergy Corp. 3,471 88,655.00 0.00
APG SGA SA 715 206,965.00 0.01
Apollo Hospitals Enterprise Ltd. 42,577 853,427.00 0.04
Apple, Inc. 144,660 38,660,642.00 1.93
Applied Industrial Technologies, Inc. 2,321 148,245.00 0.01
Aptiv PLC 8,339 782,869.00 0.04
AquaVenture Holdings Ltd. 4,819 107,278.00 0.01
ArcBest Corp. 4,642 133,617.00 0.01
ArcelorMittal SA 19,002 324,506.00 0.02
Arch Coal, Inc. 1,408 104,411.00 0.01
Arcs Co., Ltd. 8,320 173,171.00 0.01
Arena Pharmaceuticals, Inc. 6,609 313,138.00 0.02
Ares Management Corp. - Class A 18,553 613,918.00 0.03
Aristocrat Leisure Ltd. 40,683 934,366.00 0.05
Arjo AB - Class B 47,663 212,425.00 0.01
Armada Hoffler Properties, Inc. 14,574 263,221.00 0.01
Armada Hoffler Properties, Inc. 6,593 119,087.00 0.01
Armstrong World Industries, Inc. 6,770 650,055.00 0.03
Aroundtown SA 177,974 1,544,394.00 0.08
Arrowhead Pharmaceuticals, Inc. 3,771 275,328.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 2,905 334,684.00 0.02
ASGN, Inc. 2,325 155,837.00 0.01
Ashmore Group PLC 34,186 210,134.00 0.01
Ashtead Group PLC 17,632 535,292.00 0.03
Asics Corp. 35,281 584,760.00 0.03
ASMedia Technology, Inc. 1,834 34,092.00 0.00
ASML Holding NV 30,896 8,375,688.00 0.42
ASPEED Technology, Inc. 5,967 166,492.00 0.01
Aspen Technology, Inc. 8,212 1,029,827.00 0.05
ASR Nederland NV 17,087 635,136.00 0.03
ASR Nederland NV 97,845 3,636,789.00 0.18
Assa Abloy AB - Class B 17,108 406,262.00 0.02
Associated Banc-Corp. 27,550 590,672.00 0.03
Assura PLC 370,528 363,237.00 0.02
Assured Guaranty Ltd. 4,005 198,886.00 0.01
Astellas Pharma, Inc. 340,566 5,814,417.00 0.29
Astral Foods Ltd. 17,856 242,776.00 0.01
AT&S Austria Technologie & Systemtechnik AG 20,545 416,389.00 0.02
Atco Ltd./Canada - Class I 421 15,989.00 0.00
Atea ASA 14,989 206,503.00 0.01
Aten International Co., Ltd. 61,402 175,309.00 0.01
Atkore International Group, Inc. 2,399 100,101.00 0.00
Atlantic Power Corp. 23,617 55,737.00 0.00
Atlantica Yield PLC 3,628 94,046.00 0.00
Atlas Air Worldwide Holdings, Inc. 2,278 59,437.00 0.00
Atlas Copco AB - Class A 1,129 41,390.00 0.00
Atrion Corp. 97 68,793.00 0.00
Aurizon Holdings Ltd. 942,775 3,688,933.00 0.18
Austevoll Seafood ASA 51,242 490,312.00 0.02
AUSTRALIAN DOLLAR 1,453,681 983,270.00 0.05
Australian Dollar Currency Forward 39,548,872 -533,175.00 -0.03
Australian Dollar Currency Forward -39,548,872 313,533.00 0.02
Auto Trader Group PLC 646,411 4,695,229.00 0.23
Autogrill SpA 20,423 218,230.00 0.01
Automatic Data Processing, Inc. 53,754 9,180,108.00 0.46
AutoZone, Inc. 11,264 13,268,090.00 0.66
Avalara, Inc. 7,750 604,732.00 0.03
Avast PLC 118,121 683,562.00 0.03
AVEVA Group PLC 7,476 440,378.00 0.02
Avista Corp. 3,092 146,209.00 0.01
Avnet, Inc. 5,395 219,306.00 0.01
Axfood AB 9,866 212,547.00 0.01
Axon Enterprise, Inc. 11,146 822,574.00 0.04
Axos Financial, Inc. 4,431 130,492.00 0.01
Axsome Therapeutics, Inc. 1,813 71,389.00 0.00
Ayala Land, Inc. 179,960 161,098.00 0.01
Azrieli Group Ltd. 2,955 230,522.00 0.01
B&M European Value Retail SA 111,607 545,482.00 0.03
B3 SA - Brasil Bolsa Balcao 38,854 437,945.00 0.02
B3 SA - Brasil Bolsa Balcao 130,876 1,475,170.00 0.07
BAE Systems PLC 241,990 1,792,050.00 0.09
Banco Comercial Portugues SA 3,295,385 711,146.00 0.04
Bancolombia SA (Sponsored ADR) 1,886 91,045.00 0.00
Bancorp, Inc. (The) 13,970 154,934.00 0.01
Bandai Namco Holdings, Inc. 8,641 524,162.00 0.03
Bank Central Asia Tbk PT 197,534 439,605.00 0.02
Bank for Foreign Trade of Vietnam JSC 48,345 177,908.00 0.01
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 35,715 131,433.00 0.01
Bank Hapoalim BM 303,988 2,451,495.00 0.12
Bank Leumi Le-Israel BM 210,021 1,522,109.00 0.08
Bank Mandiri Persero Tbk PT 552,741 272,986.00 0.01
Bank Negara Indonesia Persero Tbk PT 305,962 162,500.00 0.01
Bank of America Corp. 758,398 25,269,821.00 1.26
Bank of Georgia Group PLC 1,313 25,143.00 0.00
Bank of Ireland Group PLC 213,918 1,072,756.00 0.05
Bank of NT Butterfield & Son Ltd. (The) 4,499 155,452.00 0.01
Bank of the Philippine Islands 150,784 255,018.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,840,847 176,910.00 0.01
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 154,100 43,263.00 0.00
BankUnited, Inc. 17,720 621,263.00 0.03
BankUnited, Inc. 3,882 136,120.00 0.01
Baozun, Inc. (Sponsored ADR) 5,585 212,079.00 0.01
Barclays Bank PLC FX/JPY/USD 24,748 144,067.00 0.01
Barclays PLC 26,775 59,179.00 0.00
Barloworld Ltd. 16,941 131,136.00 0.01
Barnes Group, Inc. 3,146 186,221.00 0.01
Barrett Business Services, Inc. 1,741 153,885.00 0.01
Baxter International, Inc. 2,541 208,353.00 0.01
BB Seguridade Participacoes SA 7,151 58,191.00 0.00
BE Semiconductor Industries NV 3,238 119,475.00 0.01
Beach Energy Ltd. 424,645 688,627.00 0.03
Beazley PLC 60,423 415,222.00 0.02
Bed Bath & Beyond, Inc. 10,549 153,817.00 0.01
Befesa SA 226 8,585.00 0.00
BeiGene Ltd. (Sponsored ADR) 1,653 336,109.00 0.02
Beijing Enterprises Water Group Ltd. 876,741 430,208.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 9,370 31,411.00 0.00
Belden, Inc. 7,026 377,577.00 0.02
Belden, Inc. 1,631 87,688.00 0.00
Berger Paints India Ltd. 1,511 10,417.00 0.00
Berkshire Hathaway, Inc. - Class B 100,536 22,148,080.00 1.10
BGF retail Co., Ltd. 155 22,191.00 0.00
BHP Group Ltd. 489 12,628.00 0.00
Bid Corp., Ltd. 837 18,455.00 0.00
Biffa PLC 165,989 540,978.00 0.03
BillerudKorsnas AB 61,966 705,644.00 0.04
Bio-Rad Laboratories, Inc. - Class A 1,275 471,047.00 0.02
BioGaia AB - Class B 5,032 204,963.00 0.01
Biohaven Pharmaceutical Holding Co., Ltd. 9,026 517,381.00 0.03
BioTelemetry, Inc. 2,743 127,073.00 0.01
BK Brasil Operacao e Assessoria a Restaurantes SA 5,671 22,332.00 0.00
Black Hills Corp. 4,865 372,513.00 0.02
Blackbaud, Inc. 2,173 180,121.00 0.01
Bloomberry Resorts Corp. 3,068,140 672,692.00 0.03
Bloomin' Brands, Inc. 7,128 171,442.00 0.01
Bloomin' Brands, Inc. 21,355 513,587.00 0.03
Blueprint Medicines Corp. 5,807 476,447.00 0.02
Bluerock Residential Growth REIT, Inc. 3,826 46,911.00 0.00
BlueScope Steel Ltd. 63,410 623,981.00 0.03
BlueScope Steel Ltd. 88,205 867,967.00 0.04
BMC Stock Holdings, Inc. 4,901 145,135.00 0.01
BOC Aviation Ltd. 59,807 564,897.00 0.03
BOC Aviation Ltd. 178,998 1,690,697.00 0.08
Boeing Co. (The) 26,251 9,612,591.00 0.48
Boiron SA 5,411 202,707.00 0.01
Boise Cascade Co. 2,702 102,479.00 0.01
Boliden AB 6,132 158,182.00 0.01
Bombardier, Inc. - Class B 238,843 354,228.00 0.02
Booking Holdings, Inc. 6,134 11,680,683.00 0.58
Bosideng International Holdings Ltd. 1,542,194 736,736.00 0.04
Boston Beer Co., Inc. (The) - Class A 472 181,644.00 0.01
Boston Properties, Inc. 7,995 1,107,691.00 0.06
BP PLC 230,564 1,436,070.00 0.07
BR Properties SA 39,861 121,176.00 0.01
Brady Corp. - Class A 1,151 65,628.00 0.00
Bright Horizons Family Solutions, Inc. 6,892 1,037,437.00 0.05
Brinker International, Inc. 3,198 143,314.00 0.01
Bristol-Myers Squibb Co. 1,398 79,635.00 0.00
Britannia Industries Ltd. 559 23,813.00 0.00
Britannia Industries Ltd. 11,421 166.00 0.00
British American Tobacco PLC 95,044 3,761,723.00 0.19
Brixmor Property Group, Inc. 37,879 831,074.00 0.04
Broadcom, Inc. 40,245 12,725,871.00 0.63
BRP, Inc. 15,172 742,700.00 0.04
Brunswick Corp./DE 8,746 514,002.00 0.03
Budweiser Brewing Co. APAC Ltd. 96,216 342,920.00 0.02
Builders FirstSource, Inc. 8,392 213,246.00 0.01
Burkhalter Holding AG 2,550 182,830.00 0.01
Burlington Stores, Inc. 4,940 1,111,500.00 0.06
CA Immobilien Anlagen AG 36,334 1,491,249.00 0.07
CACI International, Inc. - Class A 683 163,573.00 0.01
Cactus, Inc. - Class A 13,225 399,274.00 0.02
Cadence BanCorp 6,933 114,472.00 0.01
Cadence Design Systems, Inc. 2,561 179,941.00 0.01
Calavo Growers, Inc. 1,572 140,239.00 0.01
Calbee, Inc. 20,593 663,464.00 0.03
Calbee, Inc. 64,463 2,076,835.00 0.10
Callaway Golf Co. 16,901 351,202.00 0.02
Callaway Golf Co. 8,716 181,137.00 0.01
Camden Property Trust 10,768 1,201,229.00 0.06
Canadian 10 Yr Bond Futures 147 15,501,234.00 0.77
CANADIAN DOLLAR 2,203,621 1,658,978.00 0.08
Canadian Dollar Currency Forward -41,210,604 -27,654.00 0.00
Canadian Imperial Bank of Commerce 1,105 96,128.00 0.00
CANCOM SE 3,617 214,030.00 0.01
Capcom Co., Ltd. 8,362 200,877.00 0.01
Capgemini SE 55,856 6,607,482.00 0.33
Capital Power Corp. 30,534 765,478.00 0.04
CapitaLand Commercial Trust 308,817 453,636.00 0.02
Capitec Bank Holdings Ltd. 1,606 155,302.00 0.01
Capri Holdings Ltd. 8,556 317,769.00 0.02
CareTrust REIT, Inc. 4,414 92,167.00 0.00
Carlisle Cos., Inc. 5,164 805,480.00 0.04
Carlsberg Brewery Malaysia Bhd 30,644 200,627.00 0.01
Carnival Corp. 1,288 58,078.00 0.00
Carpenter Technology Corp. 7,841 412,201.00 0.02
Cascades, Inc. 22,180 207,729.00 0.01
Casella Waste Systems, Inc. - Class A 2,276 106,338.00 0.01
Casey's General Stores, Inc. 3,190 554,326.00 0.03
Casino Guichard Perrachon SA 1,956 86,080.00 0.00
Catalent, Inc. 1,109 57,682.00 0.00
Cathay General Bancorp 6,113 225,093.00 0.01
CBRE Group, Inc. - Class A 186,904 10,657,266.00 0.53
CDW Corp./DE 56,104 7,576,845.00 0.38
Cellnex Telecom SA 13,786 591,911.00 0.03
Centene Corp. 588 35,605.00 0.00
CenterPoint Energy, Inc. 5,691 139,777.00 0.01
Centrais Eletricas Brasileiras SA 15,138 124,544.00 0.01
Centrais Eletricas Brasileiras SA 3,099 95.00 0.00
Centrais Eletricas Brasileiras SA 344 5.00 0.00
Centrais Eletricas Brasileiras SA 221,988 1,826,267.00 0.09
Centrais Eletricas Brasileiras SA 45,445 1,395.00 0.00
Centrais Eletricas Brasileiras SA (Preference Shar 1,684 14,292.00 0.00
Central Garden & Pet Co. - Class A 3,270 81,793.00 0.00
Central Japan Railway Co. 499 100,938.00 0.01
Central Pattana PCL 50,103 103,217.00 0.01
Cerence, Inc. 4,175 64,963.00 0.00
Cerner Corp. 2,942 210,627.00 0.01
Cewe Stiftung & Co. KGAA 2,098 223,714.00 0.01
CGI, Inc. 1,082 89,709.00 0.00
Check Point Software Technologies Ltd. 113,698 13,402,744.00 0.67
Chegg, Inc. 19,977 774,508.00 0.04
Chemed Corp. 297 128,127.00 0.01
ChemoCentryx, Inc. 666 20,210.00 0.00
Chesapeake Utilities Corp. 940 85,762.00 0.00
Chevron Corp. 99,288 11,629,665.00 0.58
China CITIC Bank Corp., Ltd. - Class H 322,292 176,189.00 0.01
China CITIC Bank Corp., Ltd. - Class H 5,598,764 3,060,717.00 0.15
China Construction Bank Corp. - Class H 377,626 300,406.00 0.01
China Everbright International Ltd. 642,817 486,207.00 0.02
China Everbright Ltd. 59,484 95,598.00 0.00
China General Plastics Corp. 101,194 70,139.00 0.00
China Lilang Ltd. 153,792 124,146.00 0.01
China Overseas Land & Investment Ltd. 142,712 478,970.00 0.02
China Overseas Property Holdings Ltd. 368,986 227,279.00 0.01
China Resources Cement Holdings Ltd. 173,521 207,892.00 0.01
China Resources Cement Holdings Ltd. 765,963 917,687.00 0.05
China Resources Gas Group Ltd. 22,735 126,591.00 0.01
China Resources Land Ltd. 172,682 747,575.00 0.04
China Resources Pharmaceutical Group Ltd. 165,377 144,465.00 0.01
China Unicom Hong Kong Ltd. 257,605 220,682.00 0.01
China Unicom Hong Kong Ltd. 3,242,736 2,777,954.00 0.14
China Yangtze Power Co., Ltd. - Class A 1,191,885 3,075,621.00 0.15
Chipotle Mexican Grill, Inc. - Class A 730 594,161.00 0.03
Chong Kun Dang Pharmaceutical Corp. 1,019 79,330.00 0.00
Chr Hansen Holding A/S 7,619 578,630.00 0.03
Churchill Downs, Inc. 773 100,618.00 0.01
CI Financial Corp. 4,771 75,155.00 0.00
Cia de Saneamento do Parana - Class UNIT 9,855 213,704.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 453,024 2,369,075.00 0.12
Cie de Saint-Gobain 1,971 79,825.00 0.00
Ciena Corp. 14,305 543,052.00 0.03
CIFI Holdings Group Co., Ltd. 1,628,624 1,186,519.00 0.06
Cimarex Energy Co. 2,957 135,933.00 0.01
Cirrus Logic, Inc. 3,735 267,808.00 0.01
Cisco Systems, Inc. 304,821 13,811,439.00 0.69
Citi Trends, Inc. 3,510 72,075.00 0.00
Citigroup, Inc. 238,314 17,902,217.00 0.89
Citigroupglobal Markets ICE CDX-NAHY Series 32, 5 119,748,420 129,303,135.00 6.44
Citrix Systems, Inc. - Class C 47,902 5,403,824.00 0.27
City Developments Ltd. 35,999 272,363.00 0.01
City Office REIT, Inc. 16,332 219,342.00 0.01
City Union Bank Ltd. 11,780 36,923.00 0.00
CK Asset Holdings Ltd. 132,544 881,342.00 0.04
Clas Ohlson AB - Class B 19,143 190,512.00 0.01
Cleopatra Hospital 65,580 23,880.00 0.00
Cleveland-Cliffs, Inc. 14,065 112,382.00 0.01
CNO Financial Group, Inc. 1,648 29,866.00 0.00
Coca-Cola Amatil Ltd. 10,851 83,562.00 0.00
Coca-Cola Bottlers Japan Holdings, Inc. 26,369 633,914.00 0.03
Coca-Cola Bottlers Japan Holdings, Inc. 23,649 568,520.00 0.03
Coca-Cola European Partners PLC 29,294 1,478,209.00 0.07
Cochlear Ltd. 19,140 3,033,054.00 0.15
cocokara fine, Inc. 1,688 99,053.00 0.00
Coface SA 17,992 198,830.00 0.01
COFCO Meat Holdings Ltd. 312,849 96,762.00 0.00
Cogeco Communications, Inc. 8,867 765,881.00 0.04
Cogeco Communications, Inc. 5,109 441,312.00 0.02
Coles Group Ltd. 225,099 2,481,839.00 0.12
Collegium Pharmaceutical, Inc. 4,550 98,887.00 0.00
Collins Foods Ltd. 27,797 193,642.00 0.01
Coloplast A/S - Class B 831 98,200.00 0.00
Comcast Corp. - Class A 478,615 21,130,852.00 1.05
Comerica, Inc. 7,100 499,911.00 0.02
Comforia Residential REIT, Inc. 57 182,977.00 0.01
Comfort Systems USA, Inc. 2,853 145,820.00 0.01
Community Trust Bancorp, Inc. 2,373 106,651.00 0.01
CommVault Systems, Inc. 10,514 532,218.00 0.03
CommVault Systems, Inc. 3,180 161,017.00 0.01
Compass Group PLC 167,602 4,106,669.00 0.20
Computacenter PLC 12,269 239,765.00 0.01
CONMED Corp. 789 89,387.00 0.00
Consolidated Edison, Inc. 1,976 171,743.00 0.01
Consolidated Water Co., Ltd. 6,829 113,922.00 0.01
Constellation Software, Inc./Canada 5,965 6,377,315.00 0.32
Construtora Tenda SA 33,299 187,431.00 0.01
Contact Energy Ltd. 94,268 433,913.00 0.02
Contact Energy Ltd. 288,619 1,328,508.00 0.07
Continental Building Products, Inc. 5,025 184,880.00 0.01
Continental Resources, Inc./OK 8,857 273,525.00 0.01
Controladora Vuela Cia de Aviacion SAB de CV - Cla 187,986 199,776.00 0.01
Cooper-Standard Holdings, Inc. 6,955 197,730.00 0.01
Copart, Inc. 9,425 838,879.00 0.04
Corcept Therapeutics, Inc. 4,467 57,323.00 0.00
CorEnergy Infrastructure Trust, Inc. 3,020 133,627.00 0.01
Cornerstone OnDemand, Inc. 1,984 122,375.00 0.01
Corp. GEO SAB de CV Series B 157 0.00 0.00
Corus Entertainment, Inc. - Class B 45,388 196,478.00 0.01
Cosmax, Inc. 311 21,370.00 0.00
CoStar Group, Inc. 1,123 688,357.00 0.03
Costco Wholesale Corp. 35,654 10,689,425.00 0.53
Cott Corp. 36,151 483,338.00 0.02
Cousins Properties, Inc. 36,565 1,480,526.00 0.07
Cousins Properties, Inc. 3,107 125,803.00 0.01
Covestro AG 78,025 3,650,402.00 0.18
Cowen, Inc. - Class A 6,289 96,361.00 0.00
Credit Suisse Group AG 96,961 1,269,283.00 0.06
Cree, Inc. 5,190 229,449.00 0.01
Criteo SA (Sponsored ADR) 17,346 309,626.00 0.02
Crocs, Inc. 4,053 141,452.00 0.01
CSR Ltd. 72,640 233,943.00 0.01
Cub Elecparts, Inc. 1,474 11,932.00 0.00
CubeSmart 247,612 7,636,364.00 0.38
CubeSmart 14,802 456,519.00 0.02
Cummins, Inc. 538 98,513.00 0.00
Curtiss-Wright Corp. 1,039 142,736.00 0.01
CVR Energy, Inc. 3,027 131,369.00 0.01
Cypress Semiconductor Corp. 19,640 460,558.00 0.02
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,556 148,047.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,262 111,130.00 0.01
Daiichikosho Co., Ltd. 5,765 285,733.00 0.01
Daito Trust Construction Co., Ltd. 440 53,917.00 0.00
Daiwa Office Investment Corp. 36 272,296.00 0.01
Dana, Inc. 29,312 496,838.00 0.02
DANISH KRONE 2 0.00 0.00
Danone SA 11,759 967,626.00 0.05
Dassault Systemes SE 5,546 873,771.00 0.04
DBS Group Holdings Ltd. 43,627 805,139.00 0.04
Deciphera Pharmaceuticals, Inc. 8,162 386,010.00 0.02
Deckers Outdoor Corp. 1,539 258,877.00 0.01
Delek US Holdings, Inc. 3,870 132,783.00 0.01
Delta Air Lines, Inc. 193,515 11,090,344.00 0.55
Deluxe Corp. 3,595 183,681.00 0.01
Denny's Corp. 7,163 139,971.00 0.01
Desarrolladora Homex SAB de CV 189 0.00 0.00
Detour Gold Corp. 14,395 266,601.00 0.01
Deutsche Bank AG 2.170% CPI# 1,487,063 -1,524,180.00 -0.08
Deutsche Telekom AG 40,331 677,137.00 0.03
Deutz AG 71,376 426,622.00 0.02
Dialog Semiconductor PLC 4,911 249,726.00 0.01
Dicerna Pharmaceuticals, Inc. 3,586 86,289.00 0.00
Digital Realty Trust, Inc. 8,744 1,057,671.00 0.05
DMC Global, Inc. 2,467 113,745.00 0.01
DNB ASA 25,008 419,540.00 0.02
Dollar General Corp. 58,356 9,182,900.00 0.46
Dongwon Development Co., Ltd. 49,076 168,567.00 0.01
Dongyue Group Ltd. 141,824 72,271.00 0.00
Dorel Industries, Inc. - Class B 50,680 225,872.00 0.01
Douzone Bizon Co., Ltd. 2,059 124,650.00 0.01
Dr. Lal PathLabs Ltd. 10,005 218,958.00 0.01
Dream Global Real Estate Investment Trust 10,010 126,453.00 0.01
Dream Industrial Real Estate Investment Trust 12,124 127,877.00 0.01
Dril-Quip, Inc. 7,088 299,538.00 0.01
Dynatrace, Inc. 22,526 598,515.00 0.03
Eagle Pharmaceuticals, Inc./DE 944 55,224.00 0.00
East West Bancorp, Inc. 2,431 111,421.00 0.01
Easterly Government Properties, Inc. 28,958 673,575.00 0.03
Eastern Co. SAE 28,943 27,381.00 0.00
Eaton Corp. PLC 75,541 6,987,542.00 0.35
eBay, Inc. 3,594 127,683.00 0.01
Echo Global Logistics, Inc. 4,961 99,374.00 0.00
EDION Corp. 20,344 220,026.00 0.01
EDP - Energias de Portugal SA 1,437,633 5,816,607.00 0.29
Edwards Lifesciences Corp. 41,695 10,212,911.00 0.51
Egis Technology, Inc. 16,739 127,215.00 0.01
Elastic NV 7,870 624,956.00 0.03
Electrocomponents PLC 26,363 222,769.00 0.01
Electronic Arts, Inc. 77,658 7,844,326.00 0.39
Eli Lilly & Co. 571 67,072.00 0.00
Elisa Oyj 1,885 100,756.00 0.01
Elite Material Co., Ltd. 28,118 112,439.00 0.01
Ellington Financial, Inc. 6,981 126,426.00 0.01
Emaar Properties PJSC 281,556 316,421.00 0.02
Embassy Office Parks Reit 9,725 60,227.00 0.00
Embraer SA 157,478 669,537.00 0.03
EMCOR Group, Inc. 2,279 202,751.00 0.01
eMemory Technology, Inc. 1,954 20,355.00 0.00
Emergent BioSolutions, Inc. 2,087 114,523.00 0.01
Emirates NBD PJSC Merrill Lynch & Co., Inc. 85,607 272,682.00 0.01
Empire Co., Ltd. - Class A 1,482 39,697.00 0.00
Empire State Realty Trust, Inc. - Class A 21,135 295,044.00 0.01
Employers Holdings, Inc. 3,869 166,290.00 0.01
Enbridge, Inc. 634 24,035.00 0.00
Encompass Health Corp. 1,823 128,925.00 0.01
Endesa SA 2,275 61,853.00 0.00
Enel SpA 1,238,432 9,360,171.00 0.47
EnerSys 6,723 471,752.00 0.02
EnerSys 1,990 139,650.00 0.01
Enghouse Systems Ltd. 7,508 234,018.00 0.01
ENN Energy Holdings Ltd. 17,382 188,916.00 0.01
ENN Energy Holdings Ltd. 76,292 829,171.00 0.04
Enova International, Inc. 5,592 128,798.00 0.01
Entegris, Inc. 13,230 626,043.00 0.03
Enterprise Financial Services Corp. 1,364 61,658.00 0.00
Entertainment One Ltd. 82,821 595,124.00 0.03
Entra ASA 21,883 332,207.00 0.02
Entravision Communications Corp. - Class A 15,598 44,299.00 0.00
EOG Resources, Inc. 180,142 12,772,124.00 0.64
Equatorial Energia SA 98,428 479,857.00 0.02
Equiniti Group PLC 196,356 493,894.00 0.02
Equity Group Holdings PLC/Kenya 70,106 35,018.00 0.00
Ercros SA 75,488 201,445.00 0.01
Erste Group Bank AG 112,854 4,037,227.00 0.20
Esperion Therapeutics, Inc. 1,451 74,545.00 0.00
Essent Group Ltd. 9,277 506,988.00 0.03
Essent Group Ltd. 4,525 247,338.00 0.01
Essential Properties Realty Trust, Inc. 14,889 388,471.00 0.02
Essex Property Trust, Inc. 2,686 838,690.00 0.04
Essity AB - Class B 11,921 374,713.00 0.02
Etsy, Inc. 3,224 139,889.00 0.01
Euro Buxl 30 Yr Bond Futures 84 19,276,558.00 0.96
EURO CURRENCY -2,670,522 -2,942,380.00 -0.15
Euro Currency Forward 32,474,699 -191,929.00 -0.01
Euro Currency Forward 10,403,191 -4,348.00 0.00
Euro Currency Forward 18,407,627 -211,545.00 -0.01
Euro Currency Forward -38,712,659 -97,450.00 0.00
Euro Currency Forward 6,237,960 -71,688.00 0.00
Euro STOXX 50 Index Futures 2,311 94,187,807.00 4.69
Euro-BOBL Futures 235 34,778,527.00 1.73
EURO-BUND FUTURE DEC19 XEUR 20191206 201 37,885,459.00 1.89
Eurofins Scientific SE 1,154 605,950.00 0.03
Euronext NV 3,014 227,654.00 0.01
Euronext NV 6,183 467,049.00 0.02
Eutelsat Communications SA 1,791 29,391.00 0.00
Evercore, Inc. - Class A 1,176 91,008.00 0.00
Everest Re Group Ltd. 25,594 6,942,628.00 0.35
Everi Holdings, Inc. 8,855 119,287.00 0.01
EVERTEC, Inc. 5,869 190,288.00 0.01
Evolution Mining Ltd. 831,332 2,200,322.00 0.11
Evonik Industries AG 31,869 924,238.00 0.05
Expeditors International of Washington, Inc. 7,921 592,223.00 0.03
Experian PLC 18,774 622,764.00 0.03
Extreme Networks, Inc. 13,554 95,288.00 0.00
Exxon Mobil Corp. 26,263 1,789,331.00 0.09
F5 Networks, Inc. 34,975 5,096,207.00 0.25
Fabege AB 43,623 681,926.00 0.03
Fabrinet 1,591 96,249.00 0.00
Facebook, Inc. - Class A 153,108 30,872,858.00 1.54
Faes Farma SA 40,045 235,421.00 0.01
Fair Isaac Corp. 848 312,007.00 0.02
Faurecia SE 11,329 600,556.00 0.03
Federal Agricultural Mortgage Corp. - Class C 653 54,313.00 0.00
Feed One Co., Ltd. 104,107 160,024.00 0.01
Fiat Chrysler Automobiles NV 6,701 98,631.00 0.00
Fibra Uno Administracion SA de CV 268,310 409,610.00 0.02
Fidelity National Financial, Inc. 189,747 9,037,649.00 0.45
Fidelity National Information Services, Inc. 62,607 8,649,157.00 0.43
First American Financial Corp. 6,166 392,280.00 0.02
First American Financial Corp. 2,421 154,067.00 0.01
First BanCorp/Puerto Rico 15,562 163,407.00 0.01
First Citizens BancShares, Inc./NC - Class A 257 133,848.00 0.01
First Financial Corp./IN 2,370 104,837.00 0.01
First Gen Corp. 377,029 185,491.00 0.01
First Industrial Realty Trust, Inc. 3,673 156,398.00 0.01
First Interstate BancSystem, Inc. 4,440 186,965.00 0.01
First Quantum Minerals Ltd. 85,813 784,937.00 0.04
Firstsource Solutions Ltd. 497,971 289,593.00 0.01
Five Below, Inc. 7,285 901,242.00 0.04
Five9, Inc. 3,502 238,776.00 0.01
Flagstar Bancorp, Inc. 1,266 47,191.00 0.00
FLSmidth & Co. A/S 10,437 383,390.00 0.02
FMC Corp. 6,640 650,454.00 0.03
Fomento Economico Mexicano SAB de CV 37,744 341,582.00 0.02
Foot Locker, Inc. 8,394 336,179.00 0.02
Foot Locker, Inc. 3,670 147,010.00 0.01
Ford Motor Co. 15,275 138,396.00 0.01
Fortescue Metals Group Ltd. 1,797 11,836.00 0.00
Forward Air Corp. 2,196 153,854.00 0.01
Foschini Group Ltd. (The) 13,972 148,176.00 0.01
Fossil Group, Inc. 5,085 38,088.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 7,062 14,265.00 0.00
FPT Corp. 2,302 5,604.00 0.00
FPT Corp. Macquarie Bank Ltd. 169,238 411,779.00 0.02
Franklin Resources, Inc. 3,569 98,137.00 0.00
Frasers Logistics & Industrial Trust 135,200 122,626.00 0.01
Fresh Del Monte Produce, Inc. 3,102 101,460.00 0.01
FTI Consulting, Inc. 2,329 253,932.00 0.01
FTSE 100 Index Futures 324 30,860,502.00 1.54
Fu Shou Yuan International Group Ltd. 343,268 295,031.00 0.01
Fubon Financial Holding Co., Ltd. 59,063 86,709.00 0.00
Fubon Financial Holding Co., Ltd. 1,849,881 2,715,768.00 0.14
GAIL India Ltd. 51,732 90,795.00 0.00
Galenica AG 3,750 225,684.00 0.01
Galenica AG 6,246 375,835.00 0.02
Games Workshop Group PLC 3,530 261,273.00 0.01
Gardner Denver Holdings, Inc. 13,320 451,148.00 0.02
GDS Holdings Ltd. 212 9,968.00 0.00
Gecina SA 2,813 486,122.00 0.02
Geely Automobile Holdings Ltd. 168,859 315,786.00 0.02
Generac Holdings, Inc. 833 82,092.00 0.00
Genesco, Inc. 2,658 98,718.00 0.00
Genesis Energy Ltd. 251,181 516,107.00 0.03
Genmab A/S 2,429 566,073.00 0.03
Genomma Lab Internacional SAB de CV 23,805 22,318.00 0.00
Genpact Ltd. 9,506 386,894.00 0.02
Genpact Ltd. 1,959 79,735.00 0.00
Genworth Financial, Inc. - Class A 13,992 55,409.00 0.00
Genworth MI Canada, Inc. 5,160 218,036.00 0.01
Geo Holdings Corp. 15,813 188,410.00 0.01
Gerresheimer AG 4,952 364,159.00 0.02
Gerresheimer AG 9,589 705,141.00 0.04
Getinge AB - Class B 61,180 1,062,125.00 0.05
Getty Realty Corp. 2,264 75,986.00 0.00
GF Securities Co., Ltd. - Class H 56,086 60,000.00 0.00
Gigabyte Technology Co., Ltd. 44,591 73,489.00 0.00
Gilead Sciences, Inc. 172,434 11,594,463.00 0.58
Giordano International Ltd. 549,633 168,772.00 0.01
GlaxoSmithKline PLC 96,679 2,196,514.00 0.11
Glencore PLC 262,572 828,828.00 0.04
Global Unichip Corp. 3,458 30,191.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 10,717 89,488.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 6 57.00 0.00
Globant SA 308 33,046.00 0.00
Globus Medical, Inc. - Class A 2,690 150,542.00 0.01
Glory Ltd. 14,819 448,124.00 0.02
GMO Payment Gateway, Inc. 8,530 605,251.00 0.03
GMS, Inc. 6,391 197,888.00 0.01
Go-Ahead Group PLC 7,225 204,784.00 0.01
Gol Linhas Aereas Inteligentes SA (Preference Shar 9,280 74,661.00 0.00
Goldman Sachs Group, Inc. (The) 60,322 13,352,463.00 0.67
Goldman Sachs International 2.175% CPI# 8,296,347 -8,420,621.00 -0.42
Goodman Group 21,379 214,108.00 0.01
Gossamer Bio, Inc. 10,412 265,515.00 0.01
GPT Group (The) 155,631 646,545.00 0.03
Granges AB 19,437 193,937.00 0.01
Graphic Packaging Holding Co. 27,833 452,842.00 0.02
Graphic Packaging Holding Co. 6,453 105,001.00 0.01
Gray Television, Inc. 6,660 134,803.00 0.01
Great British Pound Currency Forward -30,639,069 -118,910.00 -0.01
Great British Pound Currency Forward 15,087,700 110,104.00 0.01
Great Portland Estates PLC 28,749 308,904.00 0.02
Great Southern Bancorp, Inc. 2,245 137,050.00 0.01
Great Western Bancorp, Inc. 5,390 185,266.00 0.01
Greencore Group PLC 258,647 811,253.00 0.04
Greenland Hong Kong Holdings Ltd. 336,504 126,061.00 0.01
Greggs PLC 8,902 239,587.00 0.01
Grocery Outlet Holding Corp. 17,706 586,599.00 0.03
Growthpoint Properties Ltd. 186,899 291,002.00 0.01
Grupo Aval Acciones y Valores SA (ADR) 3,083 24,605.00 0.00
Grupo Cementos de Chihuahua SAB de CV 48,102 253,140.00 0.01
Guangzhou Automobile Group Co., Ltd. - Class H 413,263 441,274.00 0.02
Guardant Health, Inc. 7,479 580,893.00 0.03
GVC Holdings PLC 67,661 744,995.00 0.04
GVC Holdings PLC 131,865 1,451,932.00 0.07
GW Pharmaceuticals PLC (Sponsored ADR) 1,351 137,957.00 0.01
GWA Group Ltd. 89,140 199,426.00 0.01
Haemonetics Corp. 1,168 140,921.00 0.01
Hain Celestial Group, Inc. (The) 20,433 505,103.00 0.03
Hain Celestial Group, Inc. (The) 6,433 159,040.00 0.01
Haitong Securities Co., Ltd. - Class H 82,532 82,344.00 0.00
Halozyme Therapeutics, Inc. 6,053 117,371.00 0.01
Halyk Savings Bank of Kazakhstan JSC (GDR) 7,840 104,668.00 0.01
Han's Laser Technology Industry Group Co., Ltd. 18,399 91,564.00 0.00
Han's Laser Technology Industry Group Co., Ltd. UB 6,898 34,353.00 0.00
Hana Financial Group, Inc. 15,421 467,575.00 0.02
Hana Financial Group, Inc. 109,215 3,311,446.00 0.16
Hancock Whitney Corp. 5,074 206,087.00 0.01
Handsome Co., Ltd. 6,102 163,995.00 0.01
Hang Seng Bank Ltd. 22,727 463,295.00 0.02
Hang Seng Index Futures -83 -13,961,671.00 -0.70
Hangzhou Hikvision Digital Technology Co., Ltd. - 43,341 193,470.00 0.01
Hangzhou Tigermed Consulting Co., Ltd. - Class A 2,969 26,546.00 0.00
Hanmi Financial Corp. 5,922 116,259.00 0.01
Hanover Insurance Group, Inc. (The) 2,550 346,621.00 0.02
Harsco Corp. 6,236 138,765.00 0.01
Haseko Corp. 18,257 234,999.00 0.01
Hawaiian Holdings, Inc. 13,831 418,940.00 0.02
HCL Technologies Ltd. 5,872 92,291.00 0.00
HDFC Bank Ltd. 34,211 606,454.00 0.03
HDFC Bank Ltd. 80,745 1,431,339.00 0.07
Health Catalyst, Inc. 2,866 113,896.00 0.01
Health Insurance Innovations, Inc. - Class A 6,895 123,909.00 0.01
Healthpeak Properties, Inc. 28,565 996,349.00 0.05
HealthStream, Inc. 2,522 73,484.00 0.00
Heidrick & Struggles International, Inc. 4,085 126,736.00 0.01
Heiwa Real Estate REIT, Inc. 93 119,764.00 0.01
Helen of Troy Ltd. 955 154,276.00 0.01
Hemfosa Fastigheter AB 4,548 55,480.00 0.00
Hennes & Mauritz AB - Class B 5,494 106,047.00 0.01
Hera SpA 54,218 239,083.00 0.01
Heritage Insurance Holdings, Inc. 1,777 24,330.00 0.00
Hermes International 62 47,139.00 0.00
Hershey Co. (The) 1,223 181,276.00 0.01
Hexcel Corp. 9,671 770,101.00 0.04
Hikari Tsushin, Inc. 1,024 239,134.00 0.01
Hikma Pharmaceuticals PLC 8,868 219,505.00 0.01
Hillenbrand, Inc. 6,486 205,103.00 0.01
Hilltop Holdings, Inc. 9,340 230,058.00 0.01
Hitachi Ltd. 2,521 99,297.00 0.00
HKT Trust & HKT Ltd. - Class SS 424,050 621,897.00 0.03
HMS Holdings Corp. 4,297 129,798.00 0.01
Hokuhoku Financial Group, Inc. 11,283 117,619.00 0.01
HollyFrontier Corp. 4,755 245,120.00 0.01
HollyFrontier Corp. 3,495 180,169.00 0.01
Home BancShares, Inc./AR 8,714 164,007.00 0.01
Home Depot, Inc. (The) 90,917 20,048,190.00 1.00
Honeywell International, Inc. 82,830 14,789,296.00 0.74
HONG KONG DOLLAR -3,838,500 -490,342.00 -0.02
Horiba Ltd. 8,382 550,886.00 0.03
Horizon Therapeutics PLC 2,860 93,754.00 0.00
Host Hotels & Resorts, Inc. 464 8,116.00 0.00
Houghton Mifflin Harcourt Co. 31,112 182,627.00 0.01
Houlihan Lokey, Inc. 3,212 153,131.00 0.01
Housing Development Finance Corp. Ltd. 3,084 98,667.00 0.00
Housing Development Finance Corp. Ltd. 85,431 2,732,590.00 0.14
Hoya Corp. 8,139 743,644.00 0.04
Hua Hong Semiconductor Ltd. 303,060 537,321.00 0.03
Huaneng Power International, Inc. - Class H 234,509 116,230.00 0.01
Huaxin Cement Co., Ltd. 52,965 166,338.00 0.01
Huaxin Cement Co., Ltd. 1,087,091 3,413,995.00 0.17
Huazhu Group Ltd. (ADR) 3,248 111,130.00 0.01
Hub Group, Inc. - Class A 6,320 322,762.00 0.02
Hub Group, Inc. - Class A 2,936 149,945.00 0.01
HubSpot, Inc. 4,630 699,130.00 0.03
Hugel, Inc. 1,321 426,662.00 0.02
Hulic Reit, Inc. 288 532,191.00 0.03
Humana AB 33,674 202,194.00 0.01
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 4,806 108,717.00 0.01
Huons Co., Ltd. 1,984 89,689.00 0.00
Husqvarna AB - Class B 41,140 321,262.00 0.02
iA Financial Corp., Inc. 1,551 79,433.00 0.00
IBERIABANK Corp. 2,542 185,565.00 0.01
ICF International, Inc. 1,321 118,602.00 0.01
Ichigo Office REIT Investment 160 170,164.00 0.01
ICICI Bank Ltd. 58,147 414,476.00 0.02
ICICI Bank Ltd. 117,425 837,006.00 0.04
ICICI Lombard General Insurance Co., Ltd. 1,791 34,209.00 0.00
ICON PLC 11,364 1,854,254.00 0.09
IDEX Corp. 4,148 675,045.00 0.03
IG Group Holdings PLC 65,916 576,115.00 0.03
IHI Corp. 82,974 1,937,486.00 0.10
IMA Industria Macchine Automatiche SpA 2,879 223,257.00 0.01
Immobiliare Grande Distribuzione SIIQ SpA 19,519 138,503.00 0.01
Imperial Oil Ltd. 2,074 51,943.00 0.00
Inaba Denki Sangyo Co., Ltd. 9,032 216,373.00 0.01
Incyte Corp. 6,160 580,061.00 0.03
Independence Realty Trust, Inc. 38,571 576,259.00 0.03
Independent Bank Group, Inc. 1,531 88,283.00 0.00
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 18,439 402,986.00 0.02
Industria de Diseno Textil SA 3,881 120,779.00 0.01
Industrial Bank Co., Ltd. - Class A 111,546 299,882.00 0.01
Industrias Bachoco SAB de CV 21,230 90,562.00 0.00
Industrias Penoles SAB de CV 6,879 72,753.00 0.00
Inficon Holding AG 314 227,701.00 0.01
Infineon Technologies AG 36,031 767,886.00 0.04
Info Edge India Ltd. 416 15,259.00 0.00
Ingevity Corp. 1,610 145,430.00 0.01
Inmobiliaria Colonial Socimi SA 71,662 902,873.00 0.04
Innoviva, Inc. 5,307 71,545.00 0.00
Inpex Corp. 19,777 193,133.00 0.01
Inphi Corp. 9,828 684,343.00 0.03
Insight Enterprises, Inc. 1,908 125,156.00 0.01
Insperity, Inc. 3,505 272,627.00 0.01
Instone Real Estate Group AG 15,071 340,421.00 0.02
Insulet Corp. 5,264 977,695.00 0.05
Integer Holdings Corp. 1,820 138,091.00 0.01
Integrated Diagnostics Holdings PLC 4,126 19,148.00 0.00
Intel Corp. 5,484 318,350.00 0.02
InterDigital, Inc. 1,674 95,085.00 0.00
Intermediate Capital Group PLC 33,748 667,203.00 0.03
International Bancshares Corp. 4,698 199,322.00 0.01
International Money Express, Inc. 2,242 30,472.00 0.00
Intertek Group PLC 3,644 259,658.00 0.01
Intertrust NV 10,915 205,050.00 0.01
Intertrust NV 32,040 601,896.00 0.03
Intuit, Inc. 787 203,761.00 0.01
Invesco Office J-Reit, Inc. 1,382 268,494.00 0.01
Invincible Investment Corp. 200 119,381.00 0.01
Invitae Corp. 27,754 552,320.00 0.03
Iovance Biotherapeutics, Inc. 4,766 108,816.00 0.01
IPG Photonics Corp. 2,900 412,061.00 0.02
IPH Ltd. 36,491 205,947.00 0.01
IPSOS 6,889 220,143.00 0.01
Iren SpA 68,973 213,851.00 0.01
iShares Global Energy ETF 89,166 2,735,634.00 0.14
iShares MSCI EAFE Small-Cap ETF 3,136 191,351.00 0.01
iShares MSCI Global Metals & Mining Producers ETF 43,992 1,249,380.00 0.06
Israel Discount Bank Ltd. - Class A 199,904 919,427.00 0.05
Itau Unibanco Holding SA (Preference Shares) 31,898 262,199.00 0.01
Itochu Enex Co., Ltd. 24,724 202,098.00 0.01
j2 Global, Inc. 2,592 251,525.00 0.01
Jabil, Inc. 2,922 113,526.00 0.01
Jaccs Co., Ltd. 9,324 229,687.00 0.01
Jack Henry & Associates, Inc. 6,052 919,540.00 0.05
Jacobs Engineering Group, Inc. 6,090 560,828.00 0.03
Japan Airlines Co., Ltd. 177,715 5,524,447.00 0.28
Japan Hotel REIT Investment Corp. 338 277,661.00 0.01
Japan Post Bank Co., Ltd. 8,705 84,354.00 0.00
Japan Post Holdings Co., Ltd. 9,537 89,718.00 0.00
Japan Real Estate Investment Corp. 40 274,363.00 0.01
Japan Rental Housing Investments, Inc. 222 221,048.00 0.01
Japan Retail Fund Investment Corp. 74 169,892.00 0.01
Japan Treasury Discount Bill Series 860 548,253,470 5,011,431.00 0.25
Japan Treasury Discount Bill Series 863 548,253,470 5,011,800.00 0.25
Japanese Government CPI Linked Bond Series 21 1,019,422,973 9,563,495.00 0.48
JAPANESE YEN 154,540,014 1,412,356.00 0.07
Japanese Yen Currency Forward 3,820,705,845 -289,028.00 -0.01
JBS SA 76,696 515,932.00 0.03
Jinxin Fertility Group Ltd. 168,962 256,845.00 0.01
JNBY Design Ltd. 97,268 135,340.00 0.01
John B Sanfilippo & Son, Inc. 1,115 109,045.00 0.01
Johnson & Johnson 114,090 15,686,338.00 0.78
Johnson Matthey PLC 33,816 1,256,060.00 0.06
JPMorgan Chase & Co. 177,750 23,420,395.00 1.17
JPMorgan Chase Bank, NA 1.718% CPI# 26,490,989 -26,486,687.00 -1.32
JPMorgan Chase Bank, NA 2.170% CPI# 9,123,960 -9,350,786.00 -0.47
JPMorgan Chase Bank, NA 2.170% CPI# 1,367,541 -1,401,439.00 -0.07
JPMorgan Chase Bank, NA 2.183% CPI# 8,296,347 -8,423,677.00 -0.42
JPMorgan Chase Bank, NA Bloomberg Precious Metals 5,404,393 5,203,902.00 0.26
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 4,647,436 4,659,915.00 0.23
JUMBO SA 1,423 28,554.00 0.00
JXTG Holdings, Inc. 684,224 3,041,765.00 0.15
Jyske Bank A/S 60,453 2,005,757.00 0.10
K12, Inc. 3,432 67,443.00 0.00
Kadant, Inc. 1,315 128,091.00 0.01
Kaga Electronics Co., Ltd. 3,967 88,458.00 0.00
Kajaria Ceramics Ltd. 3,331 24,608.00 0.00
Kakaku.com, Inc. 84,044 2,030,247.00 0.10
Kansas City Southern 160 24,387.00 0.00
Kardex AG 1,396 227,643.00 0.01
Karuna Therapeutics, Inc. 387 27,849.00 0.00
Kasai Kogyo Co., Ltd. 15,863 124,642.00 0.01
KB Financial Group, Inc. 15,295 597,596.00 0.03
KB Financial Group, Inc. 39,036 1,525,204.00 0.08
KBC Group NV 20,781 1,512,712.00 0.08
KBR, Inc. 6,822 203,107.00 0.01
KDDI Corp. 106,837 3,069,535.00 0.15
Kemper Corp. 5,557 410,773.00 0.02
Kenedix Office Investment Corp. - Class A 40 305,217.00 0.02
Kenedix Residential Next Investment Corp. 61 118,667.00 0.01
Kennametal, Inc. 11,226 391,001.00 0.02
Kerry Group PLC - Class A 6,989 896,430.00 0.04
Keyence Corp. 9,141 3,130,088.00 0.16
Kforce, Inc. 3,627 143,353.00 0.01
KGHM Polska Miedz SA 2,888 66,306.00 0.00
Kiatnakin Bank PCL 83,940 190,285.00 0.01
Killam Apartment Real Estate Investment Trust 90,982 1,363,744.00 0.07
Kilroy Realty Corp. 8,186 681,480.00 0.03
Kimball International, Inc. - Class B 5,211 111,423.00 0.01
Kindred Group PLC (SDR) 32,920 205,919.00 0.01
Kingspan Group PLC 17,887 963,299.00 0.05
KION Group AG 6,888 455,781.00 0.02
Kirkland Lake Gold Ltd. 1,230 51,668.00 0.00
Knight-Swift Transportation Holdings, Inc. 28,180 1,042,380.00 0.05
Knowles Corp. 5,741 125,731.00 0.01
Koh Young Technology, Inc. 303 25,744.00 0.00
Kohnan Shoji Co., Ltd. 2,336 54,064.00 0.00
Kokuyo Co., Ltd. 38,362 578,693.00 0.03
Koninklijke Ahold Delhaize NV 71,122 1,831,869.00 0.09
Koninklijke DSM NV 3,949 506,039.00 0.03
Koninklijke Philips NV 70,551 3,275,696.00 0.16
Koninklijke Volkerwessels NV 10,180 246,256.00 0.01
Korea Zinc Co., Ltd. 611 210,369.00 0.01
Kose Corp. 3,209 511,740.00 0.03
Kuehne & Nagel International AG 2,124 345,352.00 0.02
Kulicke & Soffa Industries, Inc. 19,136 480,122.00 0.02
Kulicke & Soffa Industries, Inc. 6,261 157,089.00 0.01
Kumho Petrochemical Co., Ltd. 3,530 219,040.00 0.01
Kumho Petrochemical Co., Ltd. 36,799 2,282,894.00 0.11
Kweichow Moutai Co., Ltd. - Class A 2,947 473,576.00 0.02
Kyokuto Securities Co., Ltd. 6,389 45,891.00 0.00
L&T Technology Services Ltd. 1,669 34,597.00 0.00
Labrador Iron Ore Royalty Corp. 11,592 220,456.00 0.01
Lam Research Corp. 757 202,172.00 0.01
Land Securities Group PLC 19,377 240,048.00 0.01
Largo Resources Ltd. 180,153 138,339.00 0.01
Larsen & Toubro Ltd. 11,388 211,221.00 0.01
Lattice Semiconductor Corp. 38,899 734,814.00 0.04
Lear Corp. 3,566 429,025.00 0.02
Legal & General Group PLC 16,679 60,528.00 0.00
Legrand SA 1,373 108,434.00 0.01
LEM Holding SA 168 225,601.00 0.01
Lennar Corp. - Class A 8,587 512,214.00 0.03
Lennar Corp. - Class A 8,078 481,880.00 0.02
Leonardo SpA 350,195 4,088,783.00 0.20
LF Corp. 7,191 109,072.00 0.01
LHC Group, Inc. 859 114,670.00 0.01
Li Ning Co., Ltd. 11,563 37,091.00 0.00
LIC Housing Finance Ltd. 35,013 225,684.00 0.01
Ligand Pharmaceuticals, Inc. 845 95,521.00 0.00
Light SA 37,269 180,198.00 0.01
Link REIT 72,176 737,038.00 0.04
Lithia Motors, Inc. - Class A 1,368 219,831.00 0.01
Littelfuse, Inc. 2,890 524,274.00 0.03
LivaNova PLC 674 56,491.00 0.00
LivePerson, Inc. 854 33,909.00 0.00
Localiza Rent a Car SA 27,206 289,431.00 0.01
Lojas Renner SA 2,398 29,351.00 0.00
London Stock Exchange Group PLC 12,198 1,084,675.00 0.05
LONG GILT FUTURE MAR20 IFLL 20200327 -183 -31,420,819.00 -1.57
Lonza Group AG 1,641 557,469.00 0.03
Louisiana-Pacific Corp. 6,907 204,878.00 0.01
Lovesac Co. (The) 4,357 66,488.00 0.00
LUKOIL PJSC (Sponsored ADR) 3,853 367,136.00 0.02
LUKOIL PJSC (Sponsored ADR) 8,163 777,820.00 0.04
LUKOIL PJSC (Sponsored ADR) (London) 48,343 4,612,059.00 0.23
Lundin Mining Corp. 86,607 468,801.00 0.02
Lundin Mining Corp. 31,605 171,076.00 0.01
Luxshare Precision Industry Co., Ltd. - Class A 15,742 76,249.00 0.00
LVMH Moet Hennessy Louis Vuitton SE 6,486 2,904,030.00 0.14
M&G PLC 19,509 59,545.00 0.00
Machvision, Inc. 13,819 131,687.00 0.01
Madrigal Pharmaceuticals, Inc. 2,160 239,169.00 0.01
Maeil Dairies Co., Ltd. 2,514 178,730.00 0.01
Magna International, Inc. - Class A (Canada) 1,531 84,370.00 0.00
Magna International, Inc. - Class A (United States 204,611 11,257,697.00 0.56
Maire Tecnimont SpA 74,032 204,728.00 0.01
Malaysia Airports Holdings Bhd 208,399 413,951.00 0.02
Man Group PLC/Jersey 112,744 221,030.00 0.01
Manappuram Finance Ltd. 104,598 224,715.00 0.01
Manhattan Associates, Inc. 10,496 876,529.00 0.04
ManpowerGroup, Inc. 2,037 188,761.00 0.01
ManTech International Corp./VA - Class A 1,696 131,584.00 0.01
Manulife Financial Corp. 4,856 95,535.00 0.00
Mapletree North Asia Commercial Trust 130,498 112,587.00 0.01
Marcus & Millichap, Inc. 3,388 124,542.00 0.01
Marriott Vacations Worldwide Corp. 774 95,127.00 0.00
Masimo Corp. 388 60,301.00 0.00
Masmovil Ibercom SA 30,481 686,687.00 0.03
Masonite International Corp. 3,031 217,692.00 0.01
Masonite International Corp. 8,586 616,474.00 0.03
MasTec, Inc. 3,511 232,935.00 0.01
MasterCraft Boat Holdings, Inc. 7,745 128,656.00 0.01
Matrix Service Co. 5,992 125,482.00 0.01
MAXIMUS, Inc. 2,736 204,286.00 0.01
MaxLinear, Inc. - Class A 17,982 357,302.00 0.02
Mediaset Espana Comunicacion SA 32,290 210,744.00 0.01
MediaTek, Inc. 25,742 355,648.00 0.02
Medical Properties Trust, Inc. 40,500 840,792.00 0.04
Medifast, Inc. 648 56,981.00 0.00
Mediobanca Banca di Credito Finanziario SpA 105,978 1,183,367.00 0.06
Medpace Holdings, Inc. 1,732 132,814.00 0.01
Medtronic PLC 97,769 10,890,488.00 0.54
Megacable Holdings SAB de CV 134,501 474,370.00 0.02
Meitec Corp. 8,876 469,893.00 0.02
Meitec Corp. 11,838 626,746.00 0.03
Melexis NV 2,937 214,137.00 0.01
Merck & Co., Inc. 162,693 14,183,632.00 0.71
Meritage Homes Corp. 2,654 176,597.00 0.01
Meritor, Inc. 4,655 117,554.00 0.01
Merlin Properties Socimi SA 21,112 301,280.00 0.02
Merlin Properties Socimi SA 157,241 2,243,829.00 0.11
Mesa Laboratories, Inc. 539 126,254.00 0.01
MetLife, Inc. 4,211 210,193.00 0.01
Metro, Inc./CN 1,079 47,303.00 0.00
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 13,297 191,610.00 0.01
MGM Growth Properties LLC - Class A 32,994 1,022,513.00 0.05
Michaels Cos., Inc. (The) 23,690 193,784.00 0.01
Micron Technology, Inc. 4,572 217,245.00 0.01
Micron Technology, Inc. 7,917 376,151.00 0.02
Microsoft Corp. 380,401 57,585,206.00 2.87
Mid-America Apartment Communities, Inc. 117,383 15,977,000.00 0.80
Mid-America Apartment Communities, Inc. 7,488 1,019,305.00 0.05
Minerva SA/Brazil 78,914 274,002.00 0.01
Mirait Holdings Corp. 8,519 127,208.00 0.01
Mirati Therapeutics, Inc. 1,010 101,792.00 0.01
Mirvac Group 155,552 354,165.00 0.02
Mitra Adiperkasa Tbk PT 302,729 21,780.00 0.00
Mitsubishi Estate Co., Ltd. 15,044 275,920.00 0.01
Mitsubishi UFJ Financial Group, Inc. 556,638 2,950,621.00 0.15
Mitsui Fudosan Co., Ltd. 40,708 1,013,659.00 0.05
Mitsui Fudosan Logistics Park, Inc. 53 235,874.00 0.01
Mitsui Mining & Smelting Co., Ltd. 8,134 204,683.00 0.01
Mitsui OSK Lines Ltd. 2,081 54,612.00 0.00
Mixi, Inc. 10,385 198,646.00 0.01
Miyazaki Bank Ltd. (The) 6,831 164,059.00 0.01
Mizuho Financial Group, Inc. 50,115 77,602.00 0.00
MKS Instruments, Inc. 1,046 111,198.00 0.01
MLP Saglik Hizmetleri AS 35,392 95,149.00 0.00
MMC Norilsk Nickel PJSC (ADR) 4,007 105,316.00 0.01
Mobile Telecommunications Co. HSBC Bank PLC 58,199 112,562.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 13,592 63,916.00 0.00
Molina Healthcare, Inc. 3,685 499,317.00 0.02
Molina Healthcare, Inc. 596 80,875.00 0.00
Momo, Inc. (Sponsored ADR) 8,442 316,021.00 0.02
Moncler SpA 43,898 1,921,562.00 0.10
Moneysupermarket.com Group PLC 60,978 268,362.00 0.01
Moneysupermarket.com Group PLC 43,285 190,498.00 0.01
Monolithic Power Systems, Inc. 587 94,374.00 0.00
Monster Beverage Corp. 1,206 72,202.00 0.00
Moody's Corp. 935 212,045.00 0.01
Morgan Sindall Group PLC 12,834 237,369.00 0.01
Morgan Stanley 1,491 73,779.00 0.00
Mori Hills REIT Investment Corp. 264 429,463.00 0.02
Morinaga & Co., Ltd./Japan 7,086 361,452.00 0.02
Morinaga Milk Industry Co., Ltd. 14,853 620,515.00 0.03
Motor Oil Hellas Corinth Refineries SA 34,494 806,959.00 0.04
Motor Oil Hellas Corinth Refineries SA 9,101 212,925.00 0.01
Mowi ASA 28,751 713,039.00 0.04
MRC Global, Inc. 22,169 295,734.00 0.01
MRV Engenharia e Participacoes SA 24,225 100,536.00 0.01
MSCI Emerging Markets Futures 1,895 98,350,500.00 4.90
MSCI Singapore IX ETS Futures -186 -5,008,331.00 -0.25
MTU Aero Engines AG 4,692 1,270,278.00 0.06
Muangthai Capital PCL 105,315 209,986.00 0.01
Murata Manufacturing Co., Ltd. 11,690 678,169.00 0.03
Muthoot Finance Ltd. 66,361 628,439.00 0.03
My EG Services Bhd 299,887 84,722.00 0.00
MyoKardia, Inc. 1,287 83,911.00 0.00
Mytilineos SA 48,721 541,867.00 0.03
Nantex Industry Co., Ltd. 183,823 180,107.00 0.01
Nanya Technology Corp. 111,149 259,526.00 0.01
Nanya Technology Corp. 1,692,994 3,953,021.00 0.20
Naspers Ltd. - Class N 1,140 162,512.00 0.01
National Bank of Canada 606 32,488.00 0.00
National Presto Industries, Inc. 762 67,881.00 0.00
National Storage Affiliates Trust 24,370 816,412.00 0.04
National Storage Affiliates Trust 3,452 115,649.00 0.01
National Vision Holdings, Inc. 24,773 748,144.00 0.04
National Western Life Group, Inc. - Class A 384 96,883.00 0.00
Navient Corp. 10,046 144,163.00 0.01
NCR Corp. 18,884 619,961.00 0.03
NCR Corp. 2,160 70,926.00 0.00
NCSoft Corp. 78 32,925.00 0.00
NEC Networks & System Integration Corp. 38,722 1,211,025.00 0.06
Nedbank Group Ltd. 10,072 150,461.00 0.01
Nelnet, Inc. - Class A 2,335 147,141.00 0.01
Neste Oyj 22,174 749,555.00 0.04
Nestle SA 127,524 13,242,775.00 0.66
NetScout Systems, Inc. 16,430 414,036.00 0.02
Network International Holdings PLC 10,666 79,737.00 0.00
Neurocrine Biosciences, Inc. 6,833 796,833.00 0.04
New Frontier Corp. 10,074 103,464.00 0.01
New Jersey Resources Corp. 2,051 87,267.00 0.00
New Oriental Education & Technology Group, Inc. (S 33,219 4,022,261.00 0.20
New Oriental Education & Technology Group, Inc. (S 5,608 679,094.00 0.03
NEW ZEALAND DOLLAR 74,433 47,786.00 0.00
New Zealand Dollar Currency Forward -15,929,994 -111,686.00 -0.01
New Zealand Dollar Currency Forward -25,711,467 -131,105.00 -0.01
New Zealand Dollar Currency Forward 41,641,462 158,874.00 0.01
New Zealand Dollar Currency Forward -71,302 -391.00 0.00
Newcrest Mining Ltd. 66,884 1,392,853.00 0.07
Nexity SA 4,267 215,108.00 0.01
NexPoint Residential Trust, Inc. 2,077 99,390.00 0.00
Nexstar Media Group, Inc. - Class A 1,123 121,040.00 0.01
Next PLC 1,617 141,332.00 0.01
NextCure, Inc. 6,444 308,088.00 0.02
NextEra Energy, Inc. 30,617 7,158,866.00 0.36
NGK Spark Plug Co., Ltd. 29,240 585,822.00 0.03
NGK Spark Plug Co., Ltd. 46,145 924,503.00 0.05
NIBC Holding NV 24,183 187,761.00 0.01
NIC, Inc. 5,128 116,357.00 0.01
NICE Information Service Co., Ltd. 16,455 193,792.00 0.01
Nice Ltd. 20,631 3,124,730.00 0.16
Nichirei Corp. 29,578 687,612.00 0.03
Nidec Corp. 3,987 590,186.00 0.03
Nihon Unisys Ltd. 26,907 865,929.00 0.04
NIKE, Inc. - Class B 135,670 12,683,788.00 0.63
Nintendo Co., Ltd. 3,654 1,415,004.00 0.07
Nippon Building Fund, Inc. 286 2,147,929.00 0.11
Nippon Express Co., Ltd. 1,450 92,084.00 0.00
Nippon Light Metal Holdings Co., Ltd. 37,197 75,857.00 0.00
Nippon Paper Industries Co., Ltd. 5,734 100,104.00 0.00
Nippon Prologis REIT, Inc. 146 394,234.00 0.02
Nippon Prologis REIT, Inc. 175 471,523.00 0.02
Nippon Telegraph & Telephone Corp. 149,167 7,535,796.00 0.38
Nissan Motor Co., Ltd. 8,717 53,829.00 0.00
NMC Health PLC 14,935 484,420.00 0.02
NMC Health PLC 13,370 433,661.00 0.02
NMI Holdings, Inc. - Class A 3,284 110,259.00 0.01
NN Group NV 94,282 3,616,552.00 0.18
Nobina AB 33,123 224,653.00 0.01
Nomad Foods Ltd. 30,424 638,904.00 0.03
Nomad Foods Ltd. 5,180 108,799.00 0.01
Nomura Holdings, Inc. 2,759 14,141.00 0.00
Nordson Corp. 4,760 789,350.00 0.04
Norfolk Southern Corp. 47,497 9,190,669.00 0.46
Norsk Hydro ASA 45,378 160,438.00 0.01
Northeast Bank 4,819 104,095.00 0.01
Northern Star Resources Ltd. 77,993 506,577.00 0.03
Northview Apartment Real Estate Investment Trust 12,420 283,798.00 0.01
NorthWestern Corp. 1,083 77,566.00 0.00
Norwegian Finans Holding ASA 87,800 865,994.00 0.04
NORWEGIAN KRONE 2,656 288.00 0.00
Norwegian Krone Currency Forward 239,607,390 -903,787.00 -0.05
Norwegian Krone Currency Forward 355,098,326 -1,051,243.00 -0.05
Norwegian Krone Currency Forward -236,449,000 394,381.00 0.02
Norwegian Krone Currency Forward -118,785,987 108,852.00 0.01
Norwegian Krone Currency Forward 248,579,428 -265,755.00 -0.01
Norwegian Krone Currency Forward 127,865,144 -82,033.00 0.00
Notre Dame Intermedica Participacoes SA 2,574 34,469.00 0.00
Novanta, Inc. 8,479 790,087.00 0.04
Novartis AG 118 10,930.00 0.00
Novatek Microelectronics Corp. 100,438 735,816.00 0.04
Novatek Microelectronics Corp. 336,722 2,466,839.00 0.12
Novo Nordisk A/S (Sponsored ADR) 124,425 6,986,463.00 0.35
Novo Nordisk A/S - Class B 159,875 8,986,944.00 0.45
Novocure Ltd. 2,765 254,957.00 0.01
Nuance Communications, Inc. 33,402 598,897.00 0.03
Nuance Communications, Inc. 9,855 176,716.00 0.01
NVR, Inc. 235 894,325.00 0.04
NWS Holdings Ltd. 1,064,834 1,428,744.00 0.07
NXP Semiconductors NV 11,698 1,352,068.00 0.07
O'Reilly Automotive, Inc. 460 203,558.00 0.01
Oesterreichische Post AG 5,673 205,945.00 0.01
Oil States International, Inc. 18,070 288,035.00 0.01
Old Republic International Corp. 17,521 395,273.00 0.02
Omega Healthcare Investors, Inc. 18,414 773,968.00 0.04
OMV AG 315 17,985.00 0.00
ON Semiconductor Corp. 18,920 406,212.00 0.02
ONE Gas, Inc. 1,048 93,185.00 0.00
OneMain Holdings, Inc. 8,857 381,648.00 0.02
OneMain Holdings, Inc. 3,549 152,960.00 0.01
OneSavings Bank PLC 42,126 210,845.00 0.01
Onto Innovation, Inc. 3,638 122,117.00 0.01
OPAP SA 45,718 561,168.00 0.03
OPAP SA 201,878 2,477,931.00 0.12
Open Text Corp. 17,108 744,869.00 0.04
Oracle Corp. 217,144 12,190,486.00 0.61
Oracle Corp. Japan 40,303 3,711,424.00 0.18
Orange Belgium SA 9,566 212,393.00 0.01
Orbia Advance Corp. SAB de CV 93,181 202,241.00 0.01
Orbia Advance Corp. SAB de CV 134,027 290,893.00 0.01
Origin Property PCL - Class F 777,016 177,427.00 0.01
Orion Corp./Republic of Korea 7,014 612,800.00 0.03
Orion Engineered Carbons SA 19,125 347,692.00 0.02
Orion Engineered Carbons SA 8,206 149,197.00 0.01
ORIX Corp. 329,101 5,394,668.00 0.27
Orkla ASA 486,616 4,709,461.00 0.23
Ormat Technologies, Inc. 2,185 167,967.00 0.01
Orocobre Ltd. 16,486 28,090.00 0.00
Orthofix Medical, Inc. 2,705 122,847.00 0.01
OSI Systems, Inc. 1,771 176,252.00 0.01
Otsuka Corp. 46,986 1,883,925.00 0.09
Otter Tail Corp. 2,807 138,005.00 0.01
Oversea-Chinese Banking Corp., Ltd. 58,172 458,366.00 0.02
OZ Minerals Ltd. 92,033 656,640.00 0.03
OZ Minerals Ltd. 19,983 142,576.00 0.01
Pagseguro Digital Ltd. 17,387 590,146.00 0.03
Panasonic Corp. 9,181 86,627.00 0.00
Pandora A/S 16,206 652,423.00 0.03
Panin Financial Tbk PT 8,322,293 162,705.00 0.01
Papa John's International, Inc. 8,039 508,707.00 0.03
Papa John's International, Inc. 2,350 148,717.00 0.01
Par Pacific Holdings, Inc. 4,274 106,393.00 0.01
Parade Technologies Ltd. 24,649 483,853.00 0.02
Parex Resources, Inc. 14,983 221,661.00 0.01
Park Hotels & Resorts, Inc. 5,726 135,432.00 0.01
Park Hotels & Resorts, Inc. 43,178 1,021,167.00 0.05
Parque Arauco SA 59,404 127,492.00 0.01
Partners Group Holding AG 6,178 5,210,983.00 0.26
Patrick Industries, Inc. 3,271 162,025.00 0.01
Patterson-UTI Energy, Inc. 25,855 231,143.00 0.01
Patterson-UTI Energy, Inc. 11,361 101,569.00 0.01
Paychex, Inc. 2,290 197,271.00 0.01
PayPal Holdings, Inc. 83,779 9,049,066.00 0.45
PC Connection, Inc. 2,227 109,850.00 0.01
Pegasystems, Inc. 1,201 93,285.00 0.00
Penn National Gaming, Inc. 4,284 98,664.00 0.00
PennyMac Mortgage Investment Trust 7,305 168,687.00 0.01
Penumbra, Inc. 4,826 853,941.00 0.04
PepsiCo, Inc. 113,149 15,369,071.00 0.77
Perficient, Inc. 3,420 144,611.00 0.01
Pernod Ricard SA 17,280 3,174,444.00 0.16
Perspecta, Inc. 6,296 173,663.00 0.01
Petrobras Distribuidora SA 4,519 30,363.00 0.00
PetroChina Co., Ltd. - Class H 490,430 225,300.00 0.01
PetroChina Co., Ltd. - Class H 3,158,886 1,451,173.00 0.07
Petroleo Brasileiro SA (Preference Shares) 99,800 687,147.00 0.03
Petroleo Brasileiro SA (Preference Shares) 468,480 3,225,596.00 0.16
Petronet LNG Ltd. 25,328 95,791.00 0.00
Peugeot SA 225,016 5,429,802.00 0.27
Pfizer, Inc. 449,590 17,318,206.00 0.86
Philip Morris International, Inc. 7,297 605,150.00 0.03
Phillips 66 75,759 8,691,072.00 0.43
Physicians Realty Trust 22,326 428,452.00 0.02
PICC Property & Casualty Co., Ltd. - Class H 136,200 157,596.00 0.01
Pidilite Industries Ltd. 1,399 25,384.00 0.00
Pilipinas Shell Petroleum Corp. 203,035 132,253.00 0.01
Ping An Insurance Group Co. of China Ltd. - Class 4,658 55,458.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 67,333 764,591.00 0.04
Planet Fitness, Inc. 3,236 239,205.00 0.01
Planet Fitness, Inc. 14,149 1,045,934.00 0.05
PNC Financial Services Group, Inc. (The) 51,968 7,962,017.00 0.40
PNM Resources, Inc. 7,195 348,597.00 0.02
PNM Resources, Inc. 812 39,369.00 0.00
Poly Developments and Holdings Group Co., Ltd. - C 87,941 180,740.00 0.01
Polyus PJSC (GDR) 2,207 118,190.00 0.01
Polyus PJSC (GDR) 2,274 122,266.00 0.01
Portland General Electric Co. 4,096 227,406.00 0.01
POSCO 6,032 1,174,421.00 0.06
POSCO 1,499 292,003.00 0.01
POUND STERLING 65,032 84,105.00 0.00
Power Grid Corp. of India Ltd. 30,003 80,971.00 0.00
PPL Corp. 5,857 199,327.00 0.01
PRA Health Sciences, Inc. 860 93,585.00 0.00
Precision BioSciences, Inc. 2,122 37,723.00 0.00
Preferred Bank/Los Angeles CA 3,027 166,948.00 0.01
Premier Oil PLC 355,959 400,139.00 0.02
Premium Leisure Corp. 4,244,172 51,783.00 0.00
Pressance Corp. 17,161 275,543.00 0.01
Primerica, Inc. 1,155 154,609.00 0.01
Procter & Gamble Co. (The) 143,848 17,558,086.00 0.87
Progress Software Corp. 3,485 146,407.00 0.01
Progressive Corp. (The) 214,486 15,668,202.00 0.78
Prologis, Inc. 19,153 1,753,485.00 0.09
Prosus NV 2,773 189,047.00 0.01
Prudential PLC 58,943 1,046,128.00 0.05
Public Storage 539 113,752.00 0.01
Puma SE 5,914 444,430.00 0.02
Qantas Airways Ltd. 1,220,997 6,039,173.00 0.30
QEP Resources, Inc. 43,739 143,026.00 0.01
QIAGEN NV 19,676 842,497.00 0.04
QUALCOMM, Inc. 1,236 103,278.00 0.01
Qualicorp Consultoria e Corretora de Seguros SA 25,095 218,133.00 0.01
Quanta Services, Inc. 12,652 526,829.00 0.03
Quanta Services, Inc. 3,491 145,395.00 0.01
Quebecor, Inc. - Class B 704 17,468.00 0.00
Radian Group, Inc. 8,731 225,626.00 0.01
Radiant Logistics, Inc. 17,597 94,144.00 0.00
RadNet, Inc. 6,289 120,506.00 0.01
Raia Drogasil SA 1,142 30,498.00 0.00
Randstad NV 567 33,026.00 0.00
Rapid7, Inc. 1,646 92,304.00 0.00
Rational AG 298 228,308.00 0.01
Raytheon Co. 46,204 10,045,747.00 0.50
RE/MAX Holdings, Inc. - Class A 4,272 163,842.00 0.01
Real Gold Mining Ltd. 53,770 0.00 0.00
Real Gold Mining Ltd. 96,449 0.00 0.00
Realtek Semiconductor Corp. 1,834 13,854.00 0.00
Realty Income Corp. 16,169 1,239,054.00 0.06
Reata Pharmaceuticals, Inc. - Class A 739 144,236.00 0.01
Recipe Unlimited Corp. 10,487 158,543.00 0.01
Reckitt Benckiser Group PLC 6,837 536,721.00 0.03
Recruit Holdings Co., Ltd. 113,400 4,110,577.00 0.20
Red Electrica Corp. SA 4,974 97,042.00 0.00
Regal Beloit Corp. 3,549 290,059.00 0.01
Regency Centers Corp. 142,167 9,246,541.00 0.46
Regeneron Pharmaceuticals, Inc. 18,573 6,853,437.00 0.34
Regional SAB de CV 4,057 22,079.00 0.00
Reinsurance Group of America, Inc. - Class A 54,673 9,046,194.00 0.45
RELX PLC 110,108 2,667,567.00 0.13
RELX PLC (London) 50,542 1,223,580.00 0.06
Renewable Energy Group, Inc. 7,670 130,864.00 0.01
Rentokil Initial PLC 160,610 923,487.00 0.05
Repco Home Finance Ltd. 6,830 28,482.00 0.00
Repligen Corp. 1,877 166,608.00 0.01
Repsol SA 534,760 8,418,862.00 0.42
Republic Bancorp, Inc./KY - Class A 2,780 128,464.00 0.01
Retail Properties of America, Inc. - Class A 49,358 702,368.00 0.03
Revance Therapeutics, Inc. 13,635 244,083.00 0.01
REX American Resources Corp. 1,201 110,387.00 0.01
Rexford Industrial Realty, Inc. 8,219 393,363.00 0.02
Rheinmetall AG 5,979 636,435.00 0.03
Richter Gedeon Nyrt 1,746 33,461.00 0.00
Rio Tinto Ltd. 25,071 1,643,721.00 0.08
Rio Tinto PLC 10,137 551,858.00 0.03
RLJ Lodging Trust 21,293 363,912.00 0.02
RLJ Lodging Trust 11,811 201,851.00 0.01
RMR Group, Inc. (The) - Class A 1,826 85,803.00 0.00
Road King Infrastructure Ltd. 84,482 153,718.00 0.01
Roche Holding AG 45,908 14,153,315.00 0.70
Roche Holding AG (Sponsored ADR) 420,584 16,221,924.00 0.81
Roku, Inc. 3,520 564,502.00 0.03
Roland DG Corp. 2,842 54,705.00 0.00
Rolls-Royce Holdings PLC 4,325,749 5,594.00 0.00
Ross Stores, Inc. 97,417 11,314,984.00 0.56
Round One Corp. 10,200 102,782.00 0.01
Royal Bank of Canada 10,106 827,311.00 0.04
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 85,778 2,459,141.00 0.12
Royal Dutch Shell PLC (Sponsored ADR) 261,529 15,066,685.00 0.75
Royal Dutch Shell PLC - Class A 8,843 253,357.00 0.01
Royal Dutch Shell PLC - Class B 276,921 7,855,331.00 0.39
Royal Unibrew A/S 7,645 688,135.00 0.03
RPC, Inc. 24,160 93,257.00 0.00
Rumo SA 5,945 34,307.00 0.00
Russell 2000 E-Mini Futures -152 -12,340,880.00 -0.61
Ruth's Hospitality Group, Inc. 5,188 121,245.00 0.01
Ryman Hospitality Properties, Inc. 2,270 202,585.00 0.01
Ryoyo Electro Corp. 11,233 208,715.00 0.01
S&P 500 E-Mini Futures -3,715 -583,942,275.00 -29.09
S&P Global, Inc. 776 205,525.00 0.01
S&P Mid 400 E-Mini Futures -52 -10,452,000.00 -0.52
S&P TSX 60 Index Futures -709 -108,642,520.00 -5.41
S&T Bancorp, Inc. 2,387 90,055.00 0.00
S-Oil Corp. 2,387 180,798.00 0.01
S-Oil Corp. 2,596 196,597.00 0.01
SA Corporate Real Estate Ltd. 659,401 145,378.00 0.01
Saab AB - Class B 26,776 884,680.00 0.04
Sabra Health Care REIT, Inc. 6,785 151,179.00 0.01
Safaricom PLC 813,575 237,490.00 0.01
Safestore Holdings PLC 22,192 216,988.00 0.01
Sage Therapeutics, Inc. 2,318 358,756.00 0.02
Saia, Inc. 415 39,433.00 0.00
SAIC Motor Corp. Ltd. 34,330 113,593.00 0.01
Salmar ASA 47,517 2,261,968.00 0.11
Samjin Pharmaceutical Co., Ltd. 4,192 88,405.00 0.00
Sampo Oyj - Class A 14,970 605,359.00 0.03
Samsung Electronics Co., Ltd. 120,382 5,146,199.00 0.26
Samsung Electronics Co., Ltd. 38,519 1,646,669.00 0.08
Samsung Electronics Co., Ltd. (Preference Shares) 28,692 994,791.00 0.05
Samsung SDI Co., Ltd. 1,114 218,514.00 0.01
Sankyu, Inc. 10,684 550,871.00 0.03
Sanmina Corp. 4,066 129,361.00 0.01
Sanofi 3,771 351,564.00 0.02
Sany Heavy Industry Co., Ltd. 121,230 249,878.00 0.01
Sany Heavy Industry Co., Ltd. 1,186,043 2,444,665.00 0.12
SAP SE 4,840 657,627.00 0.03
Saras SpA 106,221 186,943.00 0.01
Sarepta Therapeutics, Inc. 2,110 237,353.00 0.01
Sartorius Stedim Biotech 533 84,737.00 0.00
Sasol Ltd. 5,084 91,663.00 0.00
Sasol Ltd. 7,570 136,480.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 33,700 492,030.00 0.02
Scandi Standard AB 27,663 211,452.00 0.01
Scandinavian Tobacco Group A/S 17,050 197,118.00 0.01
Schneider Electric SE 10,678 1,030,113.00 0.05
Schnitzer Steel Industries, Inc. - Class A 4,735 102,045.00 0.01
SCREEN Holdings Co., Ltd. 12,658 883,921.00 0.04
SCREEN Holdings Co., Ltd. 21,097 1,473,255.00 0.07
Sealed Air Corp. 9,194 346,889.00 0.02
Sealed Air Corp. 1,787 67,424.00 0.00
Seazen Holdings Co., Ltd. - Class A 17,160 79,850.00 0.00
Secom Co., Ltd. 2,765 234,839.00 0.01
Segro PLC 51,310 592,637.00 0.03
Selective Insurance Group, Inc. 4,534 300,241.00 0.01
Sempra Energy 826 121,742.00 0.01
Senao International Co., Ltd. 30,416 30,704.00 0.00
ServiceNow, Inc. 825 233,540.00 0.01
SG Holdings Co., Ltd. 16,928 406,451.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 133,295 239,059.00 0.01
Shenandoah Telecommunications Co. 3,058 114,855.00 0.01
Shenzhou International Group Holdings Ltd. 50,861 670,478.00 0.03
Shikoku Bank Ltd. (The) 10,912 102,307.00 0.01
Shinhan Financial Group Co., Ltd. 6,639 245,264.00 0.01
Shionogi & Co., Ltd. 1,058 62,305.00 0.00
Shizuoka Gas Co., Ltd. 22,815 190,287.00 0.01
Shoprite Holdings Ltd. 1,998 17,469.00 0.00
Showa Sangyo Co., Ltd. 6,774 198,197.00 0.01
Sichuan Swellfun Co., Ltd. - Class A 4,074 32,698.00 0.00
Signet Jewelers Ltd. 5,150 94,622.00 0.00
Signet Jewelers Ltd. 9,395 172,586.00 0.01
Sika AG 3,914 681,099.00 0.03
Silergy Corp. 2,526 73,495.00 0.00
Silicon Laboratories, Inc. 1,119 118,621.00 0.01
Silk Road Medical, Inc. 3,661 131,892.00 0.01
Siltronic AG 5,944 490,860.00 0.02
Simon Property Group, Inc. 1,089 164,759.00 0.01
Sims Metal Management Ltd. 30,601 223,424.00 0.01
SINGAPORE DOLLAR 73,130 53,473.00 0.00
Singapore Exchange Ltd. 357,821 2,314,940.00 0.12
Sino-American Silicon Products, Inc. 25,002 71,061.00 0.00
SITE Centers Corp. 31,802 460,814.00 0.02
SiteOne Landscape Supply, Inc. 7,184 637,651.00 0.03
SK Hynix, Inc. 8,452 581,668.00 0.03
SK Hynix, Inc. 59,535 4,096,990.00 0.20
Skechers U.S.A., Inc. - Class A 3,535 142,182.00 0.01
Skechers U.S.A., Inc. - Class A 8,590 345,489.00 0.02
Skyline Champion Corp. 4,595 152,494.00 0.01
SkyWest, Inc. 6,830 427,831.00 0.02
SkyWest, Inc. 903 56,588.00 0.00
Slack Technologies, Inc. - Class A 10,810 246,684.00 0.01
Sleep Number Corp. 2,855 137,857.00 0.01
SM Energy Co. 18,640 154,898.00 0.01
SM Energy Co. 11,139 92,566.00 0.00
SM Prime Holdings, Inc. 178,081 136,626.00 0.01
SmartGroup Corp. Ltd. 23,686 145,114.00 0.01
Smartsheet, Inc. - Class A 12,435 589,792.00 0.03
SMC Corp./Japan 1,790 812,223.00 0.04
Snam SpA 19,576 97,263.00 0.00
Societe Generale SA 3,560 111,902.00 0.01
Soft-World International Corp. 35,758 92,676.00 0.00
Softcat PLC 16,993 247,359.00 0.01
Sojitz Corp. 72,130 226,845.00 0.01
Sonic Healthcare Ltd. 94,571 1,928,916.00 0.10
SOUTH KOREAN WON 15,422 13.00 0.00
Southwest Gas Holdings, Inc. 3,220 243,947.00 0.01
SP Plus Corp. 2,881 126,367.00 0.01
Spar Nord Bank A/S 20,265 181,389.00 0.01
SpareBank 1 Nord Norge 25,744 201,525.00 0.01
SpareBank 1 SMN 18,412 191,496.00 0.01
SpareBank 1 SR-Bank ASA 40,940 431,349.00 0.02
Spark Energy, Inc. 8,082 89,145.00 0.00
SpartanNash Co. 5,302 75,078.00 0.00
Spectris PLC 19,509 706,516.00 0.04
SPI 200 Futures -237 -27,499,794.00 -1.37
Spin Master Corp. 20,899 625,581.00 0.03
Spin Master Corp. 23,370 699,543.00 0.03
Splunk, Inc. 3,428 511,526.00 0.03
SPS Commerce, Inc. 1,793 101,025.00 0.01
STAG Industrial, Inc. 40,269 1,247,941.00 0.06
STAG Industrial, Inc. 5,292 164,008.00 0.01
Starbucks Corp. 110,223 9,416,373.00 0.47
State Bank of India 86,654 412,601.00 0.02
Steelcase, Inc. - Class A 4,652 84,296.00 0.00
Stelco Holdings, Inc. 25,149 201,266.00 0.01
Stepan Co. 519 50,364.00 0.00
Sterling Bancorp./DE 9,673 197,534.00 0.01
Sterling Bancorp./DE 25,150 513,563.00 0.03
Stifel Financial Corp. 9,541 596,503.00 0.03
STMicroelectronics NV 25,934 633,987.00 0.03
Stockland 11,613 39,656.00 0.00
Stoneridge, Inc. 2,325 70,078.00 0.00
Strategic Education, Inc. 4,500 637,830.00 0.03
Stryker Corp. 1,091 223,582.00 0.01
Subaru Corp. 36,183 948,285.00 0.05
Suez 6,779 100,363.00 0.00
Sumitomo Metal Mining Co., Ltd. 5,494 166,664.00 0.01
Sumitomo Mitsui Financial Group, Inc. 79,841 2,923,499.00 0.15
Summit Hotel Properties, Inc. 6,742 81,720.00 0.00
Summit Materials, Inc. - Class A 6,651 158,774.00 0.01
Sun Communities, Inc. 672 110,774.00 0.01
Sun Communities, Inc. 9,770 1,609,363.00 0.08
Sun Hung Kai & Co., Ltd. 330,663 144,825.00 0.01
Sun Hung Kai Properties Ltd. 42,694 621,997.00 0.03
Sun Life Financial, Inc. 1,961 89,506.00 0.00
Sunny Friend Environmental Technology Co., Ltd. 32,208 254,468.00 0.01
Sunstone Hotel Investors, Inc. 6,493 90,904.00 0.00
Super Retail Group Ltd. 30,623 207,658.00 0.01
Sushiro Global Holdings Ltd. 14,326 1,127,578.00 0.06
Suzano SA 33,180 302,204.00 0.02
SVB Financial Group 1,727 400,197.00 0.02
Svenska Handelsbanken AB - Class A 77,325 759,014.00 0.04
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 113,026,374 243,080.00 0.01
Swedish Krona Currency Forward 130,202,928 185,148.00 0.01
Swedish Krona Currency Forward 250,844,340 172,086.00 0.01
Swedish Krona Currency Forward 260,298,626 227,724.00 0.01
Swedish Krona Currency Forward 272,568,362 586,198.00 0.03
Swedish Krona Currency Forward -20,271,056 -36,064.00 0.00
Swedish Krona Currency Forward -213,614,583 -366,224.00 -0.02
Swedish Krona Currency Forward -92,755,317 -159,021.00 -0.01
Swedish Krona Currency Forward -46,684,042 -83,055.00 0.00
Swire Properties Ltd. 94,332 293,726.00 0.01
SWISS FRANC 238,904 238,963.00 0.01
Swiss Franc Currency Forward -40,190,567 686,935.00 0.03
Swiss Franc Currency Forward 12,915,634 -212,291.00 -0.01
Swiss Franc Currency Forward -13,574,530 138,092.00 0.01
Swiss Franc Currency Forward -12,452,768 101,303.00 0.01
Swiss Re AG 50,325 5,451,026.00 0.27
Sydney Airport 13,317 82,795.00 0.00
Synchrony Financial 238,651 8,927,933.00 0.44
Syneos Health, Inc. 3,759 206,418.00 0.01
SYNNEX Corp. 414 50,913.00 0.00
Synovus Financial Corp. 15,274 581,786.00 0.03
Synovus Financial Corp. 3,869 147,390.00 0.01
Syrah Resources Ltd. 115,511 27,382.00 0.00
Sysco Corp. 285 22,981.00 0.00
T-Gaia Corp. 7,892 188,813.00 0.01
T. Rowe Price Group, Inc. 1,659 205,078.00 0.01
Tactile Systems Technology, Inc. 3,099 199,026.00 0.01
Taisei Corp. 6,850 268,944.00 0.01
Taiwan Cement Corp. 1,195,572 1,622,038.00 0.08
Taiwan Semiconductor Manufacturing Co., Ltd. 161,182 1,621,278.00 0.08
Taiwan Semiconductor Manufacturing Co., Ltd. 203,445 2,046,389.00 0.10
TAL Education Group (ADR) 10,460 462,983.00 0.02
Tate & Lyle PLC 26,130 247,061.00 0.01
Tatneft PJSC (Sponsored ADR) 2,509 174,514.00 0.01
Tatneft PJSC (Sponsored ADR) (London) 35,222 2,428,960.00 0.12
Taylor Morrison Home Corp. - Class A 11,597 269,288.00 0.01
Taylor Morrison Home Corp. - Class A 22,013 511,141.00 0.03
TC Energy Corp. 1,943 98,299.00 0.00
TCF Financial Corp. 3,525 149,819.00 0.01
TCI Co., Ltd. 79,373 819,465.00 0.04
TCI Co., Ltd. 112,790 1,164,464.00 0.06
TCI Express Ltd. 1,322 13,992.00 0.00
TCS Group Holding PLC (GDR) 6,198 114,052.00 0.01
TCS Group Holding PLC (GDR) 10,718 197,215.00 0.01
TeamLease Services Ltd. 4,126 142,067.00 0.01
Tecan Group AG 3,050 819,640.00 0.04
Tech Data Corp. 1,609 233,233.00 0.01
Tech Mahindra Ltd. 2,728 28,895.00 0.00
TEGNA, Inc. 12,753 195,760.00 0.01
Teladoc Health, Inc. 12,773 1,069,611.00 0.05
Telecom Italia SpA/Milano 114,420 71,558.00 0.00
Telecom Italia SpA/Milano (Savings Shares) 175,469 107,962.00 0.01
Telenor ASA 4,958 90,528.00 0.00
Teleperformance 2,806 664,909.00 0.03
Telephone & Data Systems, Inc. 3,533 83,789.00 0.00
TELUS Corp. 6,091 229,966.00 0.01
Temenos AG 4,056 615,519.00 0.03
Tempur Sealy International, Inc. 7,210 611,984.00 0.03
Tencent Holdings Ltd. 23,122 975,643.00 0.05
Teradyne, Inc. 2,704 169,302.00 0.01
Terex Corp. 10,950 307,366.00 0.02
Terna Rete Elettrica Nazionale SpA 15,628 100,300.00 0.00
Test Research, Inc. 46,515 78,044.00 0.00
Tetra Tech, Inc. 1,799 158,848.00 0.01
Texas Capital Bancshares, Inc. 2,022 116,894.00 0.01
Texas Capital Bancshares, Inc. 8,465 489,277.00 0.02
Texas Instruments, Inc. 115,884 13,930,422.00 0.69
Thomson Reuters Corp. 1,243 86,925.00 0.00
Thor Industries, Inc. 1,074 68,542.00 0.00
Tianneng Power International Ltd. 146,170 96,154.00 0.00
Tieto Oyj 7,475 214,817.00 0.01
TIMES CHINA HLDGS Ltd. RIGHTS 32,656 0.00 0.00
Times China Holdings Ltd. 783,759 1,475,431.00 0.07
TIMES NEIGHBORHOOD 301,445 186,223.00 0.01
Tisco Financial Group PCL 60,241 194,376.00 0.01
Titan Machinery, Inc. 6,075 81,842.00 0.00
TJX Cos., Inc. (The) 231,105 14,127,448.00 0.70
TKH Group NV 11,660 603,809.00 0.03
TLG Immobilien AG 44,284 1,375,966.00 0.07
TOA Paint Thailand PCL 9,948 14,650.00 0.00
Toei Animation Co., Ltd. 17,406 822,485.00 0.04
Tokyo Electron Ltd. 511 105,783.00 0.01
Tokyo Gas Co., Ltd. 9,357 226,028.00 0.01
Tokyu Construction Co., Ltd. 9,345 66,563.00 0.00
Tokyu Fudosan Holdings Corp. 41,981 288,341.00 0.01
TOMONY Holdings, Inc. 22,238 84,403.00 0.00
TopBuild Corp. 1,545 170,434.00 0.01
TOPIX Index Futures 545 84,599,807.00 4.21
Toronto-Dominion Bank (The) 11,833 682,345.00 0.03
Toshiba Corp. 2,782 99,961.00 0.00
Tosoh Corp. 386,511 5,759,921.00 0.29
Tosoh Corp. 38,195 569,196.00 0.03
TOTAL SA 30,951 1,623,549.00 0.08
Towa Bank Ltd. (The) 19,874 161,964.00 0.01
Toyo Tire Corp. 36,663 528,145.00 0.03
TP ICAP PLC 161,381 805,540.00 0.04
Trade Desk, Inc. (The) - Class A 1,660 437,144.00 0.02
Tradeweb Markets, Inc. - Class A 9,301 416,033.00 0.02
Transurban Group 57,707 599,952.00 0.03
TravelSky Technology Ltd. - Class H 33,320 81,123.00 0.00
Treasury Wine Estates Ltd. 47,658 603,689.00 0.03
Trend Micro, Inc./Japan 1,664 89,967.00 0.00
Trex Co., Inc. 9,370 806,456.00 0.04
Trinseo SA 8,090 307,339.00 0.02
Tritax Big Box REIT PLC 164,405 314,871.00 0.02
TrueBlue, Inc. 4,567 106,466.00 0.01
Tsumura & Co. 13,689 408,699.00 0.02
TTEC Holdings, Inc. 2,557 117,460.00 0.01
TTM Technologies, Inc. 30,293 406,229.00 0.02
TTM Technologies, Inc. 12,031 161,336.00 0.01
Tupras Turkiye Petrol Rafinerileri AS 6,864 147,747.00 0.01
Tupras Turkiye Petrol Rafinerileri AS 8,304 178,732.00 0.01
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 147,780 259,097.00 0.01
Turkiye Garanti Bankasi AS 1,474,922 2,585,915.00 0.13
Turning Point Therapeutics, Inc. - Class I 1,551 87,234.00 0.00
Tutor Perini Corp. 17,250 274,792.00 0.01
Tutor Perini Corp. 5,288 84,245.00 0.00
Tyson Foods, Inc. - Class A 1,267 113,937.00 0.01
U.S. T-Note 10 Yr (CBT) Futures 1,098 142,036,593.00 7.07
U.S. Treasury Bill 2,378,540 2,371,715.00 0.12
U.S. Treasury Bill 4,000,000 3,994,609.00 0.20
U.S. Treasury Bill 4,000,000 3,995,866.00 0.20
U.S. Ultra Bond (CBT) Futures 295 55,377,031.00 2.76
Ube Industries Ltd. 10,143 218,074.00 0.01
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 2,081,600 -2,090,466.00 -0.10
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,039,081 -1,043,506.00 -0.05
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 10,469,206 -10,513,798.00 -0.52
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,614,233 -1,627,760.00 -0.08
UCB SA 1,176 95,290.00 0.00
Ultra Clean Holdings, Inc. 8,715 193,832.00 0.01
Ultragenyx Pharmaceutical, Inc. 7,692 305,015.00 0.02
Umpqua Holdings Corp. 7,582 124,120.00 0.01
Umpqua Holdings Corp. 31,038 508,092.00 0.03
Uni-President China Holdings Ltd. 645,798 655,514.00 0.03
Unibail-Rodamco-Westfield 2,748 429,700.00 0.02
Unibail-Rodamco-Westfield 1,743 272,583.00 0.01
Unicharm Corp. 23,245 761,959.00 0.04
Unifin Financiera SAB de CV 15,122 22,994.00 0.00
Unilever NV 2,309 137,409.00 0.01
Unilever PLC 75,315 4,461,486.00 0.22
Uniper SE 1,385 44,718.00 0.00
Unipol Gruppo SpA 20,379 119,297.00 0.01
Unisys Corp. 7,796 88,721.00 0.00
UNITE Group PLC (The) 26,542 428,949.00 0.02
United Rentals, Inc. 2,770 423,948.00 0.02
United Urban Investment Corp. 127 248,406.00 0.01
UnitedHealth Group, Inc. 95,083 26,610,879.00 1.33
Universal Display Corp. 2,272 441,267.00 0.02
Universal Forest Products, Inc. 3,285 162,943.00 0.01
Universal Insurance Holdings, Inc. 5,518 160,585.00 0.01
UOL Group Ltd. 156,966 890,670.00 0.04
Urbi Desarrollos Urbanos SAB de CV 20 1.00 0.00
US 2YR NOTE (CBT) MAR20 XCBT 20200331 347 74,808,320.00 3.73
US DOLLAR 21,268,612 21,268,612.00 1.06
US Foods Holding Corp. 160,731 6,392,279.00 0.32
UT Group Co., Ltd. 24,774 702,009.00 0.03
UT Group Co., Ltd. 25,949 735,285.00 0.04
V-Mart Retail Ltd. 585 14,235.00 0.00
Valeo SA 22,282 877,569.00 0.04
Valero Energy Corp. 729 69,659.00 0.00
Valora Holding AG 706 187,257.00 0.01
VanEck Vectors Agribusiness ETF 6,849 453,899.00 0.02
Vanguard Global ex-U.S. Real Estate ETF 8,621 521,226.00 0.03
Vanguard Real Estate ETF 17,528 1,631,391.00 0.08
Vectrus, Inc. 1,164 59,307.00 0.00
Vectura Group PLC 176,571 189,766.00 0.01
Vedanta Ltd. 58,319 117,136.00 0.01
Veeva Systems, Inc. - Class A 1,165 173,937.00 0.01
Veolia Environnement SA 3,483 89,188.00 0.00
Vera Bradley, Inc. 6,261 69,125.00 0.00
Verint Systems, Inc. 9,332 453,628.00 0.02
VeriSign, Inc. 799 152,437.00 0.01
Verizon Communications, Inc. 240,283 14,474,678.00 0.72
Verso Corp. 5,827 107,571.00 0.01
Vertex Pharmaceuticals, Inc. 36,575 8,110,514.00 0.40
Vestas Wind Systems A/S 9,245 879,875.00 0.04
Viavi Solutions, Inc. 8,473 127,267.00 0.01
Vicinity Centres 215,461 390,160.00 0.02
Village Super Market, Inc. - Class A 3,837 108,531.00 0.01
Vincom Retail JSC Deutsche Bank AG 60,494 89,905.00 0.00
Vincom Retail JSC Macquarie Bank Ltd. 138,535 205,890.00 0.01
Visa, Inc. - Class A 119,697 22,085,337.00 1.10
Vishay Intertechnology, Inc. 5,850 116,356.00 0.01
Vistra Energy Corp. 5,229 138,743.00 0.01
Vital KSK Holdings, Inc. 19,638 198,565.00 0.01
VMware, Inc. - Class A 821 127,793.00 0.01
Voltronic Power Technology Corp. 1,357 31,262.00 0.00
Vonage Holdings Corp. 19,805 156,662.00 0.01
Vonovia SE 22,716 1,182,450.00 0.06
Vonovia SE 8,429 438,757.00 0.02
VST Industries Ltd. 181 10,932.00 0.00
VTech Holdings Ltd. 19,268 182,009.00 0.01
W&T Offshore, Inc. 14,404 61,652.00 0.00
Wabash National Corp. 11,018 173,537.00 0.01
Waddell & Reed Financial, Inc. - Class A 5,273 85,171.00 0.00
Walker & Dunlop, Inc. 2,606 171,084.00 0.01
Walmart, Inc. 140,339 16,712,993.00 0.83
Walt Disney Co. (The) 88,438 13,405,432.00 0.67
Warrior Met Coal, Inc. 9,191 188,710.00 0.01
Warsaw Stock Exchange 19,627 194,556.00 0.01
Watkin Jones PLC 65,620 197,740.00 0.01
Webster Financial Corp. 10,322 502,578.00 0.03
Weichai Power Co., Ltd. - Class H 200,737 343,041.00 0.02
Wells Fargo & Co. 417,141 22,717,518.00 1.13
Welltower, Inc. 14,660 1,239,807.00 0.06
Wesfarmers Ltd. 118,333 3,402,506.00 0.17
Western Alliance Bancorp 3,481 181,581.00 0.01
Westlake Chemical Corp. 113,420 7,789,685.00 0.39
Westpac Banking Corp. 19,969 333,174.00 0.02
WH Group Ltd. 345,508 354,797.00 0.02
WH Group Ltd. 2,998,480 3,079,096.00 0.15
Wharf Real Estate Investment Co., Ltd. 97,401 540,878.00 0.03
Wheaton Precious Metals Corp. 2,945 80,950.00 0.00
Whitbread PLC 154 9,197.00 0.00
Wihlborgs Fastigheter AB 17,687 296,255.00 0.01
Wilcon Depot, Inc. 76,677 27,915.00 0.00
Williams-Sonoma, Inc. 795 55,197.00 0.00
Wingstop, Inc. 1,067 85,369.00 0.00
Winnebago Industries, Inc. 2,164 102,866.00 0.01
Wintrust Financial Corp. 1,865 126,674.00 0.01
Wizz Air Holdings PLC 5,442 277,582.00 0.01
Wizz Air Holdings PLC 12,857 655,812.00 0.03
WNS Holdings Ltd. (ADR) 1,495 94,425.00 0.00
Wolters Kluwer NV 34,816 2,500,613.00 0.12
Woolworths Group Ltd. 3,630 97,941.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 30,237 549,174.00 0.03
WW International, Inc. 3,844 166,445.00 0.01
X5 Retail Group NV (GDR) 54,990 1,825,671.00 0.09
Xenia Hotels & Resorts, Inc. 7,368 155,170.00 0.01
Xilinx, Inc. 94,410 8,759,359.00 0.44
Xperi Corp. 5,177 102,462.00 0.01
Xylem, Inc./NY 7,169 555,744.00 0.03
Y-mAbs Therapeutics, Inc. 3,172 107,080.00 0.01
Yageo Corp. 13,713 148,319.00 0.01
Yamato Kogyo Co., Ltd. 36,818 907,421.00 0.05
Yandex NV - Class A 16,307 684,433.00 0.03
YDUQS Part 119,192 1,193,979.00 0.06
YDUQS Part 510,867 5,117,482.00 0.25
Yestar Healthcare Holdings Co., Ltd. 224,119 38,936.00 0.00
YETI Holdings, Inc. 3,049 97,027.00 0.00
Yihai International Holding Ltd. 85,907 546,325.00 0.03
Yuasa Trading Co., Ltd. 6,297 198,984.00 0.01
Yue Yuen Industrial Holdings Ltd. 19,860 58,737.00 0.00
Yurtec Corp. 21,875 133,728.00 0.01
Zai Lab Ltd. 264 10,520.00 0.00
Zhen Ding Technology Holding Ltd. 139,251 613,358.00 0.03
Zhen Ding Technology Holding Ltd. 108,986 480,050.00 0.02
Zions Bancorp NA 14,001 696,969.00 0.03
Zoetis, Inc. 74,931 9,030,791.00 0.45
Zoom Video Communications, Inc. - Class A 3,166 235,867.00 0.01
Zumiez, Inc. 2,389 70,594.00 0.00
Zurich Insurance Group AG 4,666 1,831,355.00 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.