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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March Holdings (as of 3/31/2021)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 1,840 193,024,765.00 10.15
10 Yr Canadian Bond Futures 1,124 124,116,718.00 6.52
10 Yr Japan Bond (OSE) Futures -68 -92,832,512.00 -4.88
10X Genomics, Inc. 3,614 654,134.00 0.03
1st Source Corp. 2,023 96,277.00 0.01
8x8, Inc. 1,715 55,637.00 0.00
A-Living Smart City Services Co., Ltd. - Class H 145,648 648,379.00 0.03
a2 Milk Co., Ltd. (The) 1,098 6,629.00 0.00
AAR Corp. 10,953 456,192.00 0.02
AAR Corp. 4,480 186,595.00 0.01
AB Fixed Income Shares, Inc. - Government Money Ma 278,596,310 278,596,310.00 14.65
ABB Ltd. 282 8,595.00 0.00
AbbVie, Inc. 2,034 220,129.00 0.01
ABIOMED, Inc. 103 33,099.00 0.00
ACADIA Pharmaceuticals, Inc. 916 23,639.00 0.00
Accenture PLC - Class A 349 96,591.00 0.01
Acciona SA 56 9,536.00 0.00
Ace Hardware Indonesia Tbk PT 677,713 71,275.00 0.00
Acuity Brands, Inc. 1,679 277,078.00 0.01
ADC Therapeutics SA 7,742 188,982.00 0.01
Addcn Technology Co., Ltd. 9,059 76,200.00 0.00
ADLER Group SA 18,834 515,801.00 0.03
Adobe, Inc. 13,218 6,283,440.00 0.33
ADT, Inc. 15,581 131,503.00 0.01
Advanced Micro Devices, Inc. 657 51,604.00 0.00
AdvanSix, Inc. 6,400 171,663.00 0.01
Adyen NV 933 2,083,079.00 0.11
AECOM 149,420 9,579,333.00 0.50
AEON REIT Investment Corp. 283 382,982.00 0.02
AerCap Holdings NV 16,110 946,302.00 0.05
AES Corp. (The) 478 12,822.00 0.00
AFC Energy PLC 7,051 6,246.00 0.00
AGCO Corp. 180 25,983.00 0.00
Agnico Eagle Mines Ltd. 14,511 838,928.00 0.04
Agricultural Bank of China Ltd. - Class H 7,833,088 3,139,987.00 0.17
Aguas Andinas SA 28,276 8,744.00 0.00
AIA Group Ltd. 49,777 609,119.00 0.03
Air Liquide SA 51 8,400.00 0.00
Air Products & Chemicals, Inc. 24 6,969.00 0.00
Airtac International Group 2,318 82,713.00 0.00
Aisin Seiki Co., Ltd. 6,029 229,639.00 0.01
Akatsuki, Inc. 13,312 540,170.00 0.03
Aker BP ASA 25,680 728,491.00 0.04
Akzo Nobel NV 39,995 4,465,373.00 0.23
Alaska Air Group, Inc. 8,134 562,954.00 0.03
Albemarle Corp. 64 9,485.00 0.00
Albioma SA 216 10,619.00 0.00
Alcoa Corp. 12,538 407,363.00 0.02
Alexander & Baldwin, Inc. 22,218 373,047.00 0.02
Alexandria Real Estate Equities, Inc. 6,289 1,033,372.00 0.05
Algonquin Power & Utilities Corp. 1,107 17,546.00 0.00
Alibaba Group Holding Ltd. 506,430 14,388,999.00 0.76
Alibaba Health Information Technology Ltd. 111,374 318,232.00 0.02
Align Technology, Inc. 153 83,212.00 0.00
Alignment Healthcare, Inc. 10,494 230,133.00 0.01
Allakos, Inc. 789 90,632.00 0.00
Allegro MicroSystems, Inc. 4,180 105,983.00 0.01
Allegro.eu SA 169 2,380.00 0.00
ALLETE, Inc. 1,957 131,491.00 0.01
Allied Properties Real Estate Investment Trust 10,556 341,376.00 0.02
Allogene Therapeutics, Inc. 9,045 319,298.00 0.02
Allovir, Inc. 1,373 32,143.00 0.00
Ally Financial, Inc. 1,877 84,878.00 0.00
Alphabet, Inc. - Class A 181 374,198.00 0.02
Alphabet, Inc. - Class C 18,601 38,479,702.00 2.02
Alps Alpine Co., Ltd. 19,546 259,236.00 0.01
alstria office REIT-AG 15,035 242,994.00 0.01
Amadeus IT Group SA - Class A 26,977 1,921,561.00 0.10
Amara Raja Batteries Ltd. 694 8,136.00 0.00
Amazon.com, Inc. 8,492 26,277,988.00 1.38
Amdocs Ltd. 5,159 361,903.00 0.02
Amedisys, Inc. 2,410 638,143.00 0.03
American Campus Communities, Inc. 140,578 6,068,782.00 0.32
American Electric Power Co., Inc. 95,165 8,060,475.00 0.42
American Financial Group, Inc./OH 5,442 620,932.00 0.03
American Homes 4 Rent - Class A 25,648 855,137.00 0.04
American States Water Co. 199 15,078.00 0.00
American Tower Corp. 20,542 4,910,770.00 0.26
American Water Works Co., Inc. 89 13,446.00 0.00
American Well Corp. - Class A 8,859 153,880.00 0.01
Americold Realty Trust 17,066 656,536.00 0.03
Ameriprise Financial, Inc. 70 16,483.00 0.00
AmerisourceBergen Corp. - Class A 1,579 186,539.00 0.01
AMETEK, Inc. 4,526 578,105.00 0.03
Amgen, Inc. 231 57,637.00 0.00
Amicogen, Inc. 1,251 42,090.00 0.00
AMN Healthcare Services, Inc. 2,940 216,686.00 0.01
Anaplan, Inc. 9,049 487,288.00 0.03
Anglo American PLC 81,099 3,176,479.00 0.17
AngloGold Ashanti Ltd. 21,369 465,160.00 0.02
Annexon, Inc. 2,573 71,638.00 0.00
Anthem, Inc. 27,381 9,828,409.00 0.52
Antofagasta PLC 21,204 493,916.00 0.03
AO Smith Corp. 329 22,287.00 0.00
APA Group 261,378 1,995,762.00 0.10
APERAM SA 9,527 428,340.00 0.02
APL Apollo Tubes Ltd. 21,478 411,009.00 0.02
Appian Corp. 199 26,509.00 0.00
Apple Hospitality REIT, Inc. 20,449 297,953.00 0.02
Apple, Inc. 236,673 28,909,699.00 1.52
Applied Industrial Technologies, Inc. 2,359 215,131.00 0.01
Applied Materials, Inc. 2,158 288,428.00 0.02
ARB Corp. Ltd. 10,017 263,355.00 0.01
ArcBest Corp. 2,304 162,196.00 0.01
ArcelorMittal SA 19,475 560,533.00 0.03
Arcosa, Inc. 266 17,319.00 0.00
Arcs Co., Ltd. 7,769 168,145.00 0.01
Arena Pharmaceuticals, Inc. 3,920 272,011.00 0.01
Ares Management Corp. - Class A 10,303 577,277.00 0.03
Armada Hoffler Properties, Inc. 20,421 256,086.00 0.01
Aroundtown SA 323,853 2,306,439.00 0.12
Arrow Electronics, Inc. 1,958 216,986.00 0.01
Arrowhead Pharmaceuticals, Inc. 6,637 440,104.00 0.02
Artesian Resources Corp. 642 25,319.00 0.00
Asahi Group Holdings Ltd. 73,025 3,091,224.00 0.16
Ascendas Real Estate Investment Trust 113,334 257,452.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 1,603 206,681.00 0.01
ASGN, Inc. 2,033 194,105.00 0.01
Ashmore Group PLC 31,541 170,106.00 0.01
Asia Commercial Bank JSC 79,332 114,486.00 0.01
Asics Corp. 48,267 771,862.00 0.04
ASM International NV 4,112 1,192,474.00 0.06
ASML Holding NV 8,249 5,061,350.00 0.27
ASPEED Technology, Inc. 5,046 307,826.00 0.02
ASR Nederland NV 81,993 3,664,688.00 0.19
Associated Banc-Corp. 8,394 179,147.00 0.01
Assura PLC 48,870 48,567.00 0.00
Assured Guaranty Ltd. 4,079 172,472.00 0.01
Astral Foods Ltd. 16,844 167,566.00 0.01
Atea ASA 16,683 283,510.00 0.01
Aten International Co., Ltd. 53,357 165,928.00 0.01
Athene Holding Ltd. - Class A 1,346 67,876.00 0.00
Atlantica Yield PLC 459 16,846.00 0.00
AtriCure, Inc. 6,760 442,915.00 0.02
ATS Automation Tooling Systems, Inc. 39,928 841,017.00 0.04
Atul Ltd. 716 69,601.00 0.00
Austevoll Seafood ASA 51,035 619,541.00 0.03
AUSTRALIAN DOLLAR 1,618,814 1,229,570.00 0.06
Australian Dollar Currency Forward -19,355,160 57,049.00 0.00
Auto Trader Group PLC 558,398 4,269,523.00 0.22
Autodesk, Inc. 51 14,145.00 0.00
Automatic Data Processing, Inc. 37,641 7,094,199.00 0.37
AutoZone, Inc. 7,911 11,109,417.00 0.58
Avalara, Inc. 3,882 517,975.00 0.03
Avangrid, Inc. 489 24,365.00 0.00
Avast PLC 525,836 3,305,025.00 0.17
Aviva PLC 5,020 28,298.00 0.00
Avnet, Inc. 14,100 585,291.00 0.03
Avnet, Inc. 4,646 192,896.00 0.01
Axfood AB 9,006 215,307.00 0.01
Axon Enterprise, Inc. 3,592 511,572.00 0.03
Axsome Therapeutics, Inc. 767 43,447.00 0.00
Ayala Land, Inc. 115,285 81,743.00 0.00
Aygaz AS 101,351 182,014.00 0.01
Azure Power Global Ltd. 437 11,886.00 0.00
B&M European Value Retail SA 196,040 1,426,302.00 0.07
B2Gold Corp. 17,509 75,466.00 0.00
B3 SA - Brasil Bolsa Balcao 27,523 267,090.00 0.01
Baker Hughes Co. - Class A 1,235 26,688.00 0.00
Balfour Beatty PLC 183,071 744,968.00 0.04
Balkrishna Industries Ltd. 2,945 68,073.00 0.00
Ballard Power Systems, Inc. 443 10,808.00 0.00
Banco BTG Pactual SA 9,205 158,715.00 0.01
Bancorp, Inc. (The) 8,576 177,714.00 0.01
Bandhan Bank Ltd. 50,603 236,501.00 0.01
Bank BTPN Syariah Tbk PT 897,127 215,319.00 0.01
Bank for Foreign Trade of Vietnam JSC 80,369 331,012.00 0.02
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 5,266 21,635.00 0.00
Bank Hapoalim BM 207,969 1,617,391.00 0.09
Bank Negara Indonesia Persero Tbk PT 520,791 205,695.00 0.01
Bank of America Corp. 419,523 16,231,376.00 0.85
Bank of Ireland Group PLC 188,829 932,492.00 0.05
Bank of NT Butterfield & Son Ltd. (The) 2,925 111,796.00 0.01
Bank of the Philippine Islands 89,592 150,706.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,738,932 202,266.00 0.01
Bank Polska Kasa Opieki SA 12,554 224,009.00 0.01
BankUnited, Inc. 17,380 763,851.00 0.04
BankUnited, Inc. 4,863 213,754.00 0.01
Barloworld Ltd. 20,851 127,525.00 0.01
Barnes Group, Inc. 3,329 164,936.00 0.01
Barrett Business Services, Inc. 490 33,750.00 0.00
BAWAG Group AG 16,459 849,004.00 0.04
Bayer AG 315 20,019.00 0.00
BDO Unibank, Inc. 17,106 35,994.00 0.00
BE Semiconductor Industries NV 2,784 232,559.00 0.01
Beach Energy Ltd. 514,138 672,283.00 0.04
Beazley PLC 133,539 647,267.00 0.03
Beijing Easpring Material Technology Co., Ltd. 639 4,648.00 0.00
Beijing Enterprises Water Group Ltd. 17,693 6,736.00 0.00
Beijing Thunisoft Corp., Ltd. - Class A 17,250 50,069.00 0.00
Belden, Inc. 10,273 455,813.00 0.02
BellRing Brands, Inc. 620 14,653.00 0.00
Benesse Holdings, Inc. 39,315 828,201.00 0.04
Berger Paints India Ltd. 6,129 64,268.00 0.00
Berkeley Lights, Inc. 6,589 330,965.00 0.02
Betsson AB 12,747 118,255.00 0.01
Beyond Meat, Inc. 72 9,492.00 0.00
BGF retail Co., Ltd. 492 68,988.00 0.00
Bharti Airtel Ltd. 20,938 148,322.00 0.01
BHP Group Ltd. 1,751 60,755.00 0.00
Bidvest Group Ltd. (The) 14,338 165,352.00 0.01
Biffa PLC 158,049 579,577.00 0.03
Bio-Rad Laboratories, Inc. - Class A 287 164,262.00 0.01
BioGaia AB - Class B 3,266 153,274.00 0.01
Biohaven Pharmaceutical Holding Co., Ltd. 4,764 325,649.00 0.02
Biotage AB 5,815 102,513.00 0.01
Bioxcel Therapeutics, Inc. 1,061 45,830.00 0.00
Bizlink Holding, Inc. 2,845 26,750.00 0.00
Bloom Energy Corp. 199 5,393.00 0.00
Blueprint Medicines Corp. 4,476 435,237.00 0.02
Bluerock Residential Growth REIT, Inc. 11,012 111,333.00 0.01
BlueScope Steel Ltd. 52,560 775,626.00 0.04
BML, Inc. 20,713 717,193.00 0.04
BNP Paribas SA 1,001 61,034.00 0.00
Boise Cascade Co. 3,185 190,566.00 0.01
Boliden AB 40,315 1,495,844.00 0.08
Booz Allen Hamilton Holding Corp. 45,356 3,652,518.00 0.19
Boralex, Inc. 466 14,655.00 0.00
BorgWarner, Inc. 989 45,891.00 0.00
Boston Properties, Inc. 6,357 643,756.00 0.03
BP PLC 444,452 1,805,344.00 0.09
BR Properties SA 67,407 102,991.00 0.01
Breedon Group PLC 188,938 243,279.00 0.01
British American Tobacco PLC 45,515 1,730,068.00 0.09
Brixmor Property Group, Inc. 38,000 768,750.00 0.04
Broadcom, Inc. 813 376,955.00 0.02
Broadstone Net Lease, Inc. 10,949 200,378.00 0.01
Brookfield Renewable Corp. 306 14,345.00 0.00
BRP, Inc. 8,704 754,796.00 0.04
Brunswick Corp./DE 5,066 483,144.00 0.03
Budimex SA 2,896 224,293.00 0.01
Builders FirstSource, Inc. 5,319 246,672.00 0.01
Bumble, Inc. 1,666 103,925.00 0.01
Bunge Ltd. 2,688 213,094.00 0.01
Burkhalter Holding AG 2,375 183,490.00 0.01
Buzzi Unicem SpA 10,908 283,356.00 0.01
C&S Paper Co., Ltd. 116,569 460,938.00 0.02
CA Immobilien Anlagen AG 35,563 1,506,000.00 0.08
CACI International, Inc. - Class A 257 63,590.00 0.00
Cactus, Inc. - Class A 5,021 153,752.00 0.01
Cadence Design Systems, Inc. 1,564 214,380.00 0.01
Calavo Growers, Inc. 1,407 109,252.00 0.01
Calbee, Inc. 560 14,286.00 0.00
California Water Service Group 230 12,959.00 0.00
Camden Property Trust 5,218 573,510.00 0.03
Camel Group Co., Ltd. 6,505 10,613.00 0.00
CANADIAN DOLLAR 2,849,488 2,267,436.00 0.12
Canadian Dollar Currency Forward 24,220,716 126,938.00 0.01
Canadian Dollar Currency Forward -21,306,000 79,210.00 0.00
Canadian Dollar Currency Forward 5,213,004 4,605.00 0.00
Canadian Dollar Currency Forward 8,533,284 44,722.00 0.00
Canadian Dollar Currency Forward -8,533,284 -52,320.00 0.00
Canadian Dollar Currency Forward -55,705,000 -4,938.00 0.00
Canadian Dollar Currency Forward 5,721,661 3,414.00 0.00
Canadian Dollar Currency Forward -28,996,000 -213,292.00 -0.01
Canadian Dollar Currency Forward 93,702,716 663,516.00 0.03
Canadian Dollar Currency Forward -9,001,716 -55,192.00 0.00
Canadian Natural Resources Ltd. 1,553 48,025.00 0.00
Canadian Solar, Inc. 277 13,752.00 0.00
Canadian Western Bank 10,271 261,469.00 0.01
CAP SA 3,483 56,395.00 0.00
Capcom Co., Ltd. 44,329 1,442,077.00 0.08
Capital One Financial Corp. 574 73,145.00 0.00
Capital Power Corp. 32,250 934,141.00 0.05
CapitaLand Integrated Commercial Trust 271,156 438,757.00 0.02
Capitec Bank Holdings Ltd. 2,283 219,510.00 0.01
CareTrust REIT, Inc. 3,921 91,312.00 0.00
Cargotec Oyj 5,924 320,607.00 0.02
Carpenter Technology Corp. 14,231 585,605.00 0.03
Carpenter Technology Corp. 3,455 142,208.00 0.01
Carrier Global Corp. 3,091 130,534.00 0.01
Carter's, Inc. 1,821 161,941.00 0.01
Carter's, Inc. 584 51,957.00 0.00
Cascades, Inc. 16,911 211,673.00 0.01
Casella Waste Systems, Inc. - Class A 251 15,989.00 0.00
Casey's General Stores, Inc. 1,930 417,246.00 0.02
Cathay General Bancorp 2,750 112,151.00 0.01
CBRE Group, Inc. - Class A 476 37,663.00 0.00
CDW Corp./DE 45,974 7,620,210.00 0.40
Centrais Eletricas Brasileiras SA 13,094 79,725.00 0.00
Centrais Eletricas Brasileiras SA (Preference Shar 790 4,888.00 0.00
Central Asia Metals PLC 42,539 146,610.00 0.01
Central Pattana PCL 57,341 106,883.00 0.01
Centre Testing International Group Co., Ltd. - Cla 19,775 86,309.00 0.00
Ceres Power Holdings PLC 252 4,365.00 0.00
Cerner Corp. 2,340 168,222.00 0.01
Cerved Group SpA 67,228 743,545.00 0.04
Cewe Stiftung & Co. KGAA 1,738 245,514.00 0.01
CF Industries Holdings, Inc. 5,776 262,128.00 0.01
Chargeurs SA 10,313 279,463.00 0.01
Charter Hall Retail REIT 230,038 673,677.00 0.04
Check Point Software Technologies Ltd. 22,284 2,495,211.00 0.13
Chegg, Inc. 41,751 3,576,390.00 0.19
Chemed Corp. 80 36,987.00 0.00
ChemoCentryx, Inc. 1,064 54,560.00 0.00
Cheniere Energy, Inc. 1,296 93,353.00 0.00
Chesapeake Utilities Corp. 606 70,367.00 0.00
Chevron Corp. 90,515 9,485,148.00 0.50
China Conch Venture Holdings Ltd. 1,156 5,450.00 0.00
China Construction Bank Corp. - Class H 7,694,977 6,486,222.00 0.34
China Datang Corp. Renewable Power Co., Ltd. 51,583 9,872.00 0.00
China Everbright Ltd. 57,760 75,447.00 0.00
China General Plastics Corp. 114,519 149,787.00 0.01
China High Speed Transmission Equipment Group Co., 10,616 10,719.00 0.00
China Lilang Ltd. 150,477 97,984.00 0.01
China Longyuan Power Group Corp. 6,533 8,922.00 0.00
China Meidong Auto Holdings Ltd. 14,896 69,182.00 0.00
China Molybdenum Co., Ltd. 6,533 3,988.00 0.00
China Overseas Property Holdings Ltd. 95,213 89,147.00 0.00
China Resources Gas Group Ltd. 29,512 163,806.00 0.01
China Resources Land Ltd. 174,758 851,743.00 0.04
China Water Affairs Group Ltd. 18,238 14,962.00 0.00
Chipotle Mexican Grill, Inc. - Class A 139 198,021.00 0.01
Chong Kun Dang Pharmaceutical Corp. 1,093 134,217.00 0.01
Chr Hansen Holding A/S 18,435 1,674,579.00 0.09
Churchill Downs, Inc. 1,152 262,128.00 0.01
Cia de Saneamento Basico do Estado de Sao Paulo 1,769 12,951.00 0.00
Cia de Saneamento do Parana 14,971 11,809.00 0.00
Cia de Transmissao de Energia Eletrica Paulista (P 327,171 1,472,334.00 0.08
Cia Energetica de Minas Gerais 4,600 12,905.00 0.00
Cia Energetica de Sao Paulo (Preference Shares) 3,443 17,227.00 0.00
Cia Paranaense de Energia 13,610 16,926.00 0.00
Cie de Saint-Gobain 2,036 120,244.00 0.01
CIFI Holdings Group Co., Ltd. 1,284,678 1,250,064.00 0.07
Cimarex Energy Co. 9,887 587,188.00 0.03
Cimarex Energy Co. 2,379 141,292.00 0.01
Cintas Corp. 28 9,662.00 0.00
Cirrus Logic, Inc. 1,483 125,770.00 0.01
Citi Trends, Inc. 1,417 118,783.00 0.01
Citibank, NA Long: IS28679 IRS USD R V 12MUSCPI 7,876,396 -7,842,205.00 -0.41
Citigroup, Inc. 138,413 10,069,545.00 0.53
Citizens Financial Group, Inc. 1,634 72,144.00 0.00
Citrix Systems, Inc. 42,788 6,005,789.00 0.32
City Union Bank Ltd. 23,061 49,291.00 0.00
Civista Bancshares, Inc. 5,690 130,538.00 0.01
CK Asset Holdings Ltd. 43,145 262,650.00 0.01
Clas Ohlson AB - Class B 15,974 171,197.00 0.01
Clean Harbors, Inc. 242 20,364.00 0.00
Clearway Energy, Inc. 554 14,688.00 0.00
Clinuvel Pharmaceuticals Ltd. 6,716 138,467.00 0.01
Close Brothers Group PLC 13,714 293,128.00 0.02
CME Group, Inc. - Class A 32,250 6,586,417.00 0.35
CNH Industrial NV 1,189 18,410.00 0.00
CNP Assurances 11,337 215,040.00 0.01
cocokara fine, Inc. 2,656 204,589.00 0.01
Cofinimmo SA 1,667 242,744.00 0.01
Cogeco Communications, Inc. 9,467 888,927.00 0.05
Cognex Corp. 9,600 796,704.00 0.04
Coherus Biosciences, Inc. 14,174 207,086.00 0.01
Coles Group Ltd. 154,740 1,886,991.00 0.10
Coloplast A/S - Class B 21,058 3,166,075.00 0.17
Comcast Corp. - Class A 268,649 14,536,597.00 0.76
Comerica, Inc. 12,090 867,336.00 0.05
Comfort Systems USA, Inc. 2,749 205,611.00 0.01
Commercial Metals Co. 20,740 639,621.00 0.03
Commercial Metals Co. 6,520 201,094.00 0.01
Community Trust Bancorp, Inc. 1,760 77,529.00 0.00
CommVault Systems, Inc. 9,510 613,395.00 0.03
CommVault Systems, Inc. 1,986 128,136.00 0.01
Compass Group PLC 105,722 2,135,988.00 0.11
Computacenter PLC 7,065 230,825.00 0.01
Computer Engineering & Consulting Ltd. 15,316 199,488.00 0.01
Computer Programs & Systems, Inc. 4,595 140,614.00 0.01
Concentrix Corp. 639 95,703.00 0.01
CONMED Corp. 953 124,581.00 0.01
Consolidated Water Co., Ltd. 7,072 95,128.00 0.01
Constellation Software, Inc./Canada 7,745 10,816,750.00 0.57
Construtora Tenda SA 25,478 117,647.00 0.01
Contact Energy Ltd. 925 4,542.00 0.00
Contemporary Amperex Technology Co., Ltd. 136 6,764.00 0.00
Controladora Vuela Cia de Aviacion SAB de CV - Cla 153,620 218,861.00 0.01
ConvaTec Group PLC 239,367 647,115.00 0.03
Copart, Inc. 3,250 352,982.00 0.02
Corcept Therapeutics, Inc. 2,786 66,298.00 0.00
Corp. GEO SAB de CV Series B 179 0.00 0.00
Corus Entertainment, Inc. - Class B 47,319 215,380.00 0.01
Cosmax, Inc. 4,824 522,126.00 0.03
Costco Wholesale Corp. 11,557 4,073,611.00 0.21
Coupa Software, Inc. 1,370 348,637.00 0.02
Cousins Properties, Inc. 13,977 494,086.00 0.03
Cousins Properties, Inc. 20,139 711,948.00 0.04
Covestro AG 37,594 2,529,360.00 0.13
Covivio 2,342 200,338.00 0.01
Cowen, Inc. - Class A 4,687 164,781.00 0.01
Crane Co. 6,146 577,170.00 0.03
Credicorp Ltd. 1,509 206,084.00 0.01
Credit Suisse Group AG 308,974 3,268,756.00 0.17
Cree, Inc. 3,907 422,477.00 0.02
Criteo SA (Sponsored ADR) 15,866 551,026.00 0.03
Crocs, Inc. 1,956 157,382.00 0.01
Crowdstrike Holdings, Inc. - Class A 202 36,937.00 0.00
CS Wind Corp. 129 8,785.00 0.00
CSN Mineracao SA 92,416 150,890.00 0.01
CSR Ltd. 1,333 5,871.00 0.00
CSX Corp. 115,855 11,170,739.00 0.59
CTP BV 16,109 285,258.00 0.01
CubeSmart 14,991 567,109.00 0.03
CubeSmart 17,651 667,754.00 0.04
Cummins, Inc. 88 22,887.00 0.00
CZECH KORUNA 0 0.00 0.00
Daicel Corp. 5,961 45,932.00 0.00
Daiho Corp. 5,504 192,559.00 0.01
Daiichi Jitsugyo Co., Ltd. 4,813 182,064.00 0.01
Daiwa House REIT Investment Corp. 86 232,603.00 0.01
Daiwa Office Investment Corp. 60 423,005.00 0.02
Daiwa Securities Living Investments Corp. 289 284,719.00 0.01
Dana, Inc. 20,472 498,083.00 0.03
Dana, Inc. 5,800 141,133.00 0.01
Danaher Corp. 90 20,341.00 0.00
DANISH KRONE 157,671 24,856.00 0.00
Danone SA 133 9,111.00 0.00
Darling Ingredients, Inc. 224 16,524.00 0.00
Data#3 Ltd. 54,190 214,693.00 0.01
Dave & Buster's Entertainment, Inc. 3,940 188,749.00 0.01
Deciphera Pharmaceuticals, Inc. 6,849 307,147.00 0.02
Deckers Outdoor Corp. 21,349 7,054,378.00 0.37
Deere & Co. 529 198,240.00 0.01
Dermapharm Holding SE 2,645 189,285.00 0.01
Desarrolladora Homex SAB de CV 216 0.00 0.00
Despegar.com Corp. 21,433 292,142.00 0.02
Deutsche Wohnen SE 23,253 1,084,740.00 0.06
Deutz AG 75,780 566,668.00 0.03
Dialog Semiconductor PLC 4,176 314,916.00 0.02
Dicerna Pharmaceuticals, Inc. 2,237 57,199.00 0.00
Digital Realty Trust, Inc. 11,141 1,569,176.00 0.08
Digital Turbine, Inc. 793 63,802.00 0.00
Digitalocean Holdings, Inc. 3,546 149,392.00 0.01
Dine Brands Global, Inc. 5,238 471,577.00 0.02
Dip Corp. 26,870 706,937.00 0.04
Dollar General Corp. 192 39,022.00 0.00
Domino's Pizza Enterprises Ltd. 3,147 231,050.00 0.01
Domino's Pizza, Inc. 47 17,570.00 0.00
Dongjin Semichem Co., Ltd. 6,360 184,637.00 0.01
Dongwon Development Co., Ltd. 49,949 238,819.00 0.01
Dongyue Group Ltd. 152,857 118,276.00 0.01
Douzone Bizon Co., Ltd. 736 64,202.00 0.00
Downer EDI Ltd. 170,589 667,605.00 0.04
Dr. Lal PathLabs Ltd. 9,667 357,466.00 0.02
Dream Industrial Real Estate Investment Trust 26,421 282,146.00 0.01
Dril-Quip, Inc. 11,269 374,468.00 0.02
Dropbox, Inc. - Class A 4,339 115,682.00 0.01
Duerr AG 23,118 962,575.00 0.05
Dustin Group AB 30,100 307,342.00 0.02
E.ON SE 1,225 14,277.00 0.00
Eagle Pharmaceuticals, Inc./DE 903 37,731.00 0.00
easyJet PLC 21,892 295,220.00 0.02
Eaton Corp. PLC 65,256 9,023,599.00 0.47
eBay, Inc. 615 37,716.00 0.00
Echo Global Logistics, Inc. 3,490 109,647.00 0.01
Ecolab, Inc. 14 3,175.00 0.00
Ecopro Co., Ltd. 149 7,639.00 0.00
EDION Corp. 18,556 208,027.00 0.01
EDP - Energias de Portugal SA 545,988 3,118,503.00 0.16
EDP Renovaveis SA 13,606 290,489.00 0.02
Edwards Lifesciences Corp. 82,466 6,897,456.00 0.36
Egis Technology, Inc. 25,949 157,930.00 0.01
Elan Microelectronics Corp. 47,446 327,306.00 0.02
Elanco Animal Health, Inc. 828 24,390.00 0.00
Electrolux AB - Class B 6,064 168,613.00 0.01
Electronic Arts, Inc. 73,128 9,899,370.00 0.52
Element Solutions, Inc. 5,586 102,171.00 0.01
Eli Lilly & Co. 958 179,057.00 0.01
Elite Material Co., Ltd. 5,656 33,714.00 0.00
Ellington Financial, Inc. 4,728 75,696.00 0.00
Emaar Properties PJSC 212,340 205,410.00 0.01
EMCOR Group, Inc. 2,050 230,027.00 0.01
eMemory Technology, Inc. 1,862 58,107.00 0.00
Emergent BioSolutions, Inc. 1,098 102,098.00 0.01
Enel SpA 363,978 3,620,618.00 0.19
ENEOS Holdings, Inc. 1,486,089 6,742,193.00 0.35
Energix-Renewable Energies Ltd. 2,033 7,707.00 0.00
Energy Recovery, Inc. 1,102 20,223.00 0.00
Enerjisa Enerji AS 134,616 190,748.00 0.01
EnerSys 135 12,271.00 0.00
Enghouse Systems Ltd. 4,641 215,278.00 0.01
Enlight Renewable Energy Ltd. 4,615 8,651.00 0.00
ENN Energy Holdings Ltd. 7,205 116,227.00 0.01
Enphase Energy, Inc. 58 9,424.00 0.00
Entain PLC 192,807 4,032,129.00 0.21
Entegris, Inc. 8,700 972,676.00 0.05
EOG Resources, Inc. 106,158 7,699,644.00 0.40
EPAM Systems, Inc. 546 216,937.00 0.01
EPR Properties 6,779 315,851.00 0.02
EQT AB 981 32,322.00 0.00
Equatorial Energia SA 619,091 2,727,733.00 0.14
Equity Residential 754 54,010.00 0.00
ERG SpA 415 12,345.00 0.00
Erste Group Bank AG 101,422 3,436,011.00 0.18
Escorts Ltd. 3,269 57,789.00 0.00
Essent Group Ltd. 3,597 170,838.00 0.01
Essential Properties Realty Trust, Inc. 26,958 615,458.00 0.03
Essex Property Trust, Inc. 3,075 836,172.00 0.04
Etsy, Inc. 2,630 530,392.00 0.03
Euro Buxl 30 Yr Bond Futures 27 6,523,823.00 0.34
EURO CURRENCY 5,230,789 6,134,147.00 0.32
Euro Currency Forward -57,376,069 1,139,641.00 0.06
Euro Currency Forward 9,781,491 -125,054.00 -0.01
Euro Currency Forward 10,047,280 -95,087.00 0.00
Euro Stoxx 50 Index 17,990 1,616,923.00 0.09
Euro Stoxx 50 Index 9,120 819,696.00 0.04
Euro STOXX 50 Index Futures 1,886 85,504,794.00 4.50
Euro-BOBL Futures 75 11,880,623.00 0.62
Euro-Bund Futures -2 -401,720.00 -0.02
Eurocommercial Properties NV 20,266 446,101.00 0.02
Eurofins Scientific SE 85 8,130.00 0.00
Europris ASA 39,875 238,931.00 0.01
Eve Energy Co., Ltd. 830 9,597.00 0.00
Ever Sunshine Lifestyle Services Group Ltd. 105,466 266,691.00 0.01
Everbridge, Inc. 436 52,894.00 0.00
Evercore, Inc. - Class A 1,084 142,871.00 0.01
Everest Re Group Ltd. 2,450 607,134.00 0.03
EVERTEC, Inc. 3,283 122,196.00 0.01
Evolution Mining Ltd. 510,046 1,589,007.00 0.08
Evonik Industries AG 75,239 2,662,345.00 0.14
Evoqua Water Technologies Corp. 261 6,879.00 0.00
Evraz PLC 22,162 176,500.00 0.01
Exelon Corp. 471 20,622.00 0.00
Exide Industries Ltd. 2,603 6,569.00 0.00
Exxon Mobil Corp. 14,911 832,487.00 0.04
Fabrinet 992 89,708.00 0.00
Facebook, Inc. - Class A 77,785 22,910,284.00 1.20
Faes Farma SA 37,690 161,548.00 0.01
Fair Isaac Corp. 1,573 764,878.00 0.04
Falck Renewables SpA 2,072 14,826.00 0.00
Farglory Land Development Co., Ltd. 272,931 546,726.00 0.03
Fastighets AB Balder - Class B 11,239 556,443.00 0.03
Fate Therapeutics, Inc. 1,082 89,211.00 0.00
Faurecia SE 49,401 2,628,717.00 0.14
Feed One Co., Ltd. 18,044 149,317.00 0.01
Fibra Uno Administracion SA de CV 134,911 157,950.00 0.01
Fifth Third Bancorp 3,994 149,595.00 0.01
Fila Holdings Corp. 1,589 60,946.00 0.00
First Citizens BancShares, Inc./NC - Class A 208 174,457.00 0.01
First Citizens BancShares, Inc./NC - Class A 1,100 919,347.00 0.05
First Gen Corp. 20,647 12,804.00 0.00
First Horizon Corp. 9,371 158,466.00 0.01
First Industrial Realty Trust, Inc. 1,448 66,310.00 0.00
First Quantum Minerals Ltd. 34,089 649,677.00 0.03
First Resources Ltd. 6,818 7,056.00 0.00
First Solar, Inc. 251 21,934.00 0.00
FirstService Corp. 207 30,809.00 0.00
Fisker, Inc. 8,300 142,926.00 0.01
Five Below, Inc. 3,218 613,962.00 0.03
Fjordkraft Holding ASA 94,786 773,421.00 0.04
Flagstar Bancorp, Inc. 2,829 127,589.00 0.01
Flat Glass Group Co., Ltd. 2,331 7,119.00 0.00
Fletcher Building Ltd. 193,703 959,745.00 0.05
Floor & Decor Holdings, Inc. - Class A 7,803 745,115.00 0.04
FLSmidth & Co. A/S 13,781 527,969.00 0.03
FMC Corp. 3,820 422,530.00 0.02
Foot Locker, Inc. 13,906 782,212.00 0.04
Foot Locker, Inc. 2,959 166,462.00 0.01
Ford Motor Co. 2,119 25,969.00 0.00
Ford Otomotiv Sanayi AS 31,681 741,655.00 0.04
Fortescue Metals Group Ltd. 6,812 103,821.00 0.01
Fortnox AB 5,017 223,472.00 0.01
Fox Factory Holding Corp. 1,214 154,250.00 0.01
FPT Corp. 3,093 10,450.00 0.00
FPT Corp. Macquarie Bank Ltd. 267,411 900,449.00 0.05
Freeport-McMoRan, Inc. 8,606 283,421.00 0.01
Freshpet, Inc. 4,536 720,475.00 0.04
FTSE 100 Index 3,960 666,867.00 0.04
FTSE 100 Index 2,010 338,485.00 0.02
FTSE 100 Index Futures -524 -48,251,770.00 -2.54
Fu Shou Yuan International Group Ltd. 749,270 770,445.00 0.04
Fubon Financial Holding Co., Ltd. 157,505 314,305.00 0.02
Fuji Electric Co., Ltd. 103,508 4,330,887.00 0.23
GAIL India Ltd. 221,791 412,741.00 0.02
Galaxy Entertainment Group Ltd. 24,769 223,924.00 0.01
Galp Energia SGPS SA 6,741 78,148.00 0.00
Games Workshop Group PLC 1,611 221,463.00 0.01
Ganfeng Lithium Co., Ltd. 680 9,894.00 0.00
Gap, Inc. (The) 20,370 606,618.00 0.03
GATX Corp. 5,080 471,119.00 0.02
GCL-Poly Energy Holdings Ltd. 28,309 7,266.00 0.00
GCP Applied Technologies, Inc. 15,802 387,781.00 0.02
GDS Holdings Ltd. (ADR) 6,672 541,051.00 0.03
GEA Group AG 215 8,825.00 0.00
GEM Co., Ltd. 9,323 12,273.00 0.00
General Electric Co. 1,126 14,795.00 0.00
Genesco, Inc. 3,141 149,214.00 0.01
Genesis Energy Ltd. 239,205 583,566.00 0.03
Genmab A/S 5,230 1,720,209.00 0.09
Genomma Lab Internacional SAB de CV - Class B 147,958 149,409.00 0.01
Genpact Ltd. 178,206 7,630,780.00 0.40
Geo Holdings Corp. 12,521 134,637.00 0.01
Gerdau SA (Preference Shares) 15,525 83,356.00 0.00
Getinge AB - Class B 153,141 4,253,162.00 0.22
Gigabyte Technology Co., Ltd. 44,145 155,245.00 0.01
Glanbia PLC 924 13,721.00 0.00
Glencore PLC 314,458 1,234,689.00 0.06
Global Water Resources, Inc. 450 7,350.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 65,644 437,770.00 0.02
Globant SA 58 12,108.00 0.00
Globus Medical, Inc. - Class A 1,430 88,193.00 0.00
GLP J-Reit 230 378,638.00 0.02
GMS, Inc. 3,997 166,895.00 0.01
Goldman Sachs & Co. Long: IS283Y5 IRS USD R V 12 7,902,256 -7,834,307.00 -0.41
Goldman Sachs Bank USA USD/JPY 20,304 -127,015.00 -0.01
Goldman Sachs Group, Inc. (The) 44,058 14,407,022.00 0.76
Goldman Sachs International 1.705% CPI# 18,194,516 -17,461,775.00 -0.92
Goldman Sachs International 1.900% CPI# 14,997,409 -14,592,281.00 -0.77
Goldman Sachs International 2.175% CPI# 9,494,684 -9,337,787.00 -0.49
Goodyear Tire & Rubber Co. (The) 39,260 689,798.00 0.04
Goodyear Tire & Rubber Co. (The) 9,520 167,277.00 0.01
Goosehead Insurance, Inc. - Class A 3,433 368,044.00 0.02
Gorman-Rupp Co. (The) 341 11,311.00 0.00
Gossamer Bio, Inc. 3,647 33,741.00 0.00
Gotion High-tech Co., Ltd. 1,606 8,883.00 0.00
Grainger PLC 88,688 326,138.00 0.02
Grand City Properties SA 31,789 796,249.00 0.04
Graphic Packaging Holding Co. 31,373 569,733.00 0.03
Great British Pound Currency Forward -2,502,000 25,840.00 0.00
Great British Pound Currency Forward 2,405,366 7,985.00 0.00
Great British Pound Currency Forward 17,669,000 -448,915.00 -0.02
Great British Pound Currency Forward -7,747,846 -91,440.00 0.00
Great British Pound Currency Forward -14,154 -157.00 0.00
Great British Pound Currency Forward 14,154 228.00 0.00
Great British Pound Currency Forward 4,718,378 45,260.00 0.00
Great British Pound Currency Forward -40,161,138 -520,529.00 -0.03
Great Southern Bancorp, Inc. 1,774 100,556.00 0.01
Grocery Outlet Holding Corp. 4,106 151,470.00 0.01
Growthpoint Properties Ltd. 196,010 175,293.00 0.01
Grupo Aeroportuario del Centro Norte SAB de CV 10,176 64,197.00 0.00
Grupo Cementos de Chihuahua SAB de CV 44,957 310,244.00 0.02
Grupo Financiero Banorte SAB de CV - Class O 9,891 55,774.00 0.00
GS Retail Co., Ltd. 2,236 75,661.00 0.00
GS Yuasa Corp. 217 5,928.00 0.00
Guangdong Investment Ltd. 2,722 4,447.00 0.00
Guangxi Guiguan Electric Power Co., Ltd. 9,010 7,681.00 0.00
Guangzhou Automobile Group Co., Ltd. - Class H 343,610 289,947.00 0.02
Guangzhou Tinci Materials Technology Co., Ltd. 680 8,528.00 0.00
Guardant Health, Inc. 3,979 607,394.00 0.03
Gujarat Narmada Valley Fertilizers & Chemicals Ltd 146,598 613,701.00 0.03
GungHo Online Entertainment, Inc. 35,062 694,649.00 0.04
Gurit Holding AG 3 8,285.00 0.00
H&R Real Estate Investment Trust 13,099 148,638.00 0.01
Hain Celestial Group, Inc. (The) 14,527 633,377.00 0.03
Hain Celestial Group, Inc. (The) 3,279 142,987.00 0.01
Halozyme Therapeutics, Inc. 2,909 121,297.00 0.01
Hana Financial Group, Inc. 184,736 6,987,265.00 0.37
Handsome Co., Ltd. 6,122 220,436.00 0.01
Hang Seng Index Futures 46 8,377,407.00 0.44
Hannon Armstrong Sustainable Infrastructure Capita 18 1,038.00 0.00
Hanover Insurance Group, Inc. (The) 4,020 520,429.00 0.03
Hanover Insurance Group, Inc. (The) 1,331 172,434.00 0.01
Hansol Chemical Co., Ltd. 916 196,290.00 0.01
Harvey Norman Holdings Ltd. 67,363 294,413.00 0.02
Haseko Corp. 8,253 115,438.00 0.01
HDFC Bank Ltd. 26,318 538,998.00 0.03
HeadHunter Group PLC (ADR) 13,733 465,828.00 0.02
Health Catalyst, Inc. 3,766 176,141.00 0.01
Healthcare Realty Trust, Inc. 3,281 99,502.00 0.01
Heiwa Real Estate REIT, Inc. 122 172,603.00 0.01
Helix Energy Solutions Group, Inc. 31,596 159,560.00 0.01
HelloFresh SE 6,258 466,299.00 0.02
Hera SpA 53,760 206,142.00 0.01
Herman Miller, Inc. 16,730 688,439.00 0.04
Heron Therapeutics, Inc. 2,954 47,898.00 0.00
Hexcel Corp. 216 12,126.00 0.00
Hillenbrand, Inc. 11,730 559,638.00 0.03
Hillenbrand, Inc. 4,533 216,294.00 0.01
Hilltop Holdings, Inc. 5,850 199,673.00 0.01
Hilton Grand Vacations, Inc. 13,949 522,966.00 0.03
Hilton Grand Vacations, Inc. 17,560 658,324.00 0.03
Hindalco Industries Ltd. 27,226 122,188.00 0.01
Hoa Phat Group JSC 46,496 94,458.00 0.00
Hokuhoku Financial Group, Inc. 11,308 105,088.00 0.01
Hokuto Corp. 10,725 202,258.00 0.01
HollyFrontier Corp. 20,095 718,999.00 0.04
HollyFrontier Corp. 3,538 126,624.00 0.01
Home BancShares, Inc./AR 8,665 234,407.00 0.01
Home Depot, Inc. (The) 59,438 18,143,583.00 0.95
Honda Motor Co., Ltd. 79,568 2,398,623.00 0.13
Honeywell International, Inc. 19,878 4,314,924.00 0.23
HONG KONG DOLLAR 159,488 20,515.00 0.00
Hormel Foods Corp. 348 16,641.00 0.00
Hornbach Baumarkt AG 1,637 68,846.00 0.00
Hornbach Holding AG & Co. KGaA 2,382 232,658.00 0.01
Houghton Mifflin Harcourt Co. 31,112 237,073.00 0.01
Houlihan Lokey, Inc. 1,636 108,856.00 0.01
Housing Development Finance Corp., Ltd. 21,246 731,768.00 0.04
Howden Joinery Group PLC 13,056 131,935.00 0.01
Hubbell, Inc. 132 24,851.00 0.00
Huber & Suhner AG 2,709 209,939.00 0.01
HubSpot, Inc. 1,735 788,054.00 0.04
Hugel, Inc. 5,186 820,242.00 0.04
HUGO BOSS AG 17,371 682,615.00 0.04
Huhtamaki Oyj 45,682 2,067,149.00 0.11
Hulic Reit, Inc. 276 434,041.00 0.02
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 4,905 141,438.00 0.01
Huons Co., Ltd. 2,587 128,563.00 0.01
HUYA, Inc. (ADR) 10,862 211,605.00 0.01
Hypera SA 75,468 429,457.00 0.02
Hypoport SE 389 206,565.00 0.01
Hyundai Mobis Co., Ltd. 9,287 2,409,025.00 0.13
Hyundai Motor Co. 17,121 3,318,203.00 0.17
iA Financial Corp., Inc. 3,571 194,171.00 0.01
Iberdrola SA 976 12,602.00 0.00
ICADE 3,609 263,680.00 0.01
ICICI Bank Ltd. 555,043 4,444,983.00 0.23
ICON PLC 1,930 379,008.00 0.02
IDACORP, Inc. 6,071 606,917.00 0.03
IDEXX Laboratories, Inc. 32 15,916.00 0.00
IG Group Holdings PLC 72,285 897,605.00 0.05
IMAX Corp. 4,186 84,138.00 0.00
IMCD Group NV 41 5,811.00 0.00
Immobiliare Grande Distribuzione SIIQ SpA 29,842 124,038.00 0.01
Inaba Denki Sangyo Co., Ltd. 7,984 192,967.00 0.01
Inari Medical, Inc. 6,787 726,236.00 0.04
Independence Realty Trust, Inc. 39,524 600,778.00 0.03
Indo Tambangraya Megah Tbk PT 217,654 171,655.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
Industrial & Infrastructure Fund Investment Corp. 184 316,233.00 0.02
Industrial Bank Co., Ltd. - Class A 63,283 233,190.00 0.01
Industrial Logistics Properties Trust 3,866 89,436.00 0.00
Industrias Bachoco SAB de CV 31,625 105,228.00 0.01
Industrias Penoles SAB de CV 6,945 89,640.00 0.00
Indutrade AB 13,787 318,345.00 0.02
Inficon Holding AG 266 280,232.00 0.01
Informa PLC 283,696 2,190,470.00 0.12
Infosys Ltd. 105,368 1,976,079.00 0.10
Infrastrutture Wireless Italiane SpA 27,069 301,486.00 0.02
Infratil Ltd. 558 2,784.00 0.00
Ingersoll Rand, Inc. 11,870 584,122.00 0.03
Innergex Renewable Energy, Inc. 867 15,164.00 0.00
Innospec, Inc. 3,110 319,365.00 0.02
Innospec, Inc. 1,553 159,560.00 0.01
Insight Enterprises, Inc. 2,117 202,050.00 0.01
Insmed, Inc. 2,219 75,579.00 0.00
Insperity, Inc. 1,985 166,268.00 0.01
Instil Bio, Inc. 8,935 224,089.00 0.01
Instone Real Estate Group AG 13,990 384,725.00 0.02
Insulet Corp. 1,745 455,305.00 0.02
Integer Holdings Corp. 2,338 215,342.00 0.01
Intel Corp. 446 28,606.00 0.00
Intellia Therapeutics, Inc. 4,330 347,504.00 0.02
Intermediate Capital Group PLC 41,879 1,063,291.00 0.06
International Bancshares Corp. 3,185 147,849.00 0.01
International Games System Co., Ltd. 7,677 204,873.00 0.01
Intrum AB 8,184 262,809.00 0.01
Intuit, Inc. 98 37,851.00 0.00
Invitae Corp. 1,444 55,186.00 0.00
Invitation Homes, Inc. 24,275 776,579.00 0.04
Iovance Biotherapeutics, Inc. 8,684 274,945.00 0.01
IPG Photonics Corp. 2,550 537,897.00 0.03
IPSOS 6,205 234,125.00 0.01
iRhythm Technologies, Inc. 2,237 310,692.00 0.02
iShares Global Energy ETF 123,738 3,050,154.00 0.16
iShares MSCI Global Metals & Mining Producers ETF 57,273 2,412,945.00 0.13
Isracard Ltd. 0 0.00 0.00
Itau Unibanco Holding SA (ADR) 52,866 262,219.00 0.01
ITM Power PLC 993 6,484.00 0.00
Itochu Enex Co., Ltd. 21,343 210,937.00 0.01
Itron, Inc. 174 15,432.00 0.00
ITV PLC 203,328 336,592.00 0.02
IWG PLC 152,327 715,171.00 0.04
J2 Global, Inc. 1,906 228,502.00 0.01
Jabil, Inc. 3,129 163,221.00 0.01
Jaccs Co., Ltd. 12,207 250,740.00 0.01
Jacobs Engineering Group, Inc. 4,670 603,690.00 0.03
Japan Prime Realty Investment Corp. 108 404,043.00 0.02
Japan Real Estate Investment Corp. 40 237,267.00 0.01
JAPANESE YEN -28,808,176 -260,177.00 -0.01
Japanese Yen Currency Forward -2,798,143,314 912,778.00 0.05
Japanese Yen Currency Forward 928,441,371 -158,086.00 -0.01
Japanese Yen Currency Forward 802,509,943 -142,849.00 -0.01
Japanese Yen Currency Forward -3,267,242,000 537,883.00 0.03
Japanese Yen Currency Forward -949,072,686 309,595.00 0.02
Japanese Yen Currency Forward -1,269,550,000 501,900.00 0.03
Japanese Yen Currency Forward 2,218,622,686 -900,042.00 -0.05
Japanese Yen Currency Forward 4,334,434,000 -667,108.00 -0.04
JB Chemicals & Pharmaceuticals Ltd. 11,038 190,670.00 0.01
JBS SA 3,130 16,840.00 0.00
JD.com, Inc. - Class A 23,987 1,011,603.00 0.05
Jiangsu Expressway Co., Ltd. - Class H 209,820 261,294.00 0.01
Jinyu Bio-Technology Co., Ltd. 2,300 6,731.00 0.00
JNBY Design Ltd. 95,545 170,833.00 0.01
John B Sanfilippo & Son, Inc. 671 60,709.00 0.00
John Bean Technologies Corp. 55 7,350.00 0.00
Johnson & Johnson 33,698 5,538,377.00 0.29
Johnson Controls International PLC 476 28,408.00 0.00
Johnson Matthey PLC 205 8,542.00 0.00
Jollibee Foods Corp. 155,199 566,306.00 0.03
JPMorgan Chase & Co. 1,979 301,340.00 0.02
JPMorgan Chase Bank Long: IS283A1 TRS USD R E IS 3,585,087 3,620,093.00 0.19
JPMorgan Chase Bank Long: IS284M0 TRS USD R E IS 1,113,236 1,127,953.00 0.06
JPMorgan Chase Bank, NA 2.183% CPI# 4,747,342 -4,670,709.00 -0.25
Judges Scientific PLC 2,761 240,648.00 0.01
Jumbo Interactive Ltd. 18,185 175,766.00 0.01
JUMBO SA 4,232 77,654.00 0.00
Jungheinrich AG (Preference Shares) 5,069 243,988.00 0.01
Kadant, Inc. 491 90,998.00 0.00
Kaga Electronics Co., Ltd. 7,646 171,889.00 0.01
Kajaria Ceramics Ltd. 7,118 90,438.00 0.00
Kakaku.com, Inc. 160,624 4,396,675.00 0.23
Kansas City Southern 1,690 446,024.00 0.02
Kardex Holding AG 1,070 218,805.00 0.01
Karuna Therapeutics, Inc. 680 81,825.00 0.00
Kasikornbank PCL 39,968 186,732.00 0.01
Kaufman & Broad SA 5,138 221,921.00 0.01
KB Financial Group, Inc. 68,376 3,370,103.00 0.18
KB Financial Group, Inc. (ADR) 35,416 1,750,639.00 0.09
KB Home 4,877 226,939.00 0.01
KB Home 14,700 683,991.00 0.04
KBC Group NV 63,455 4,617,085.00 0.24
KBR, Inc. 4,834 185,611.00 0.01
Kemira Oyj 5,601 86,055.00 0.00
Kenedix Residential Next Investment Corp. 86 169,160.00 0.01
Kenedix Retail REIT Corp. 47 115,522.00 0.01
Kennametal, Inc. 16,316 652,150.00 0.03
Kerry Group PLC - Class A 96 12,051.00 0.00
Kforce, Inc. 2,192 117,496.00 0.01
KGHM Polska Miedz SA 1,374 66,045.00 0.00
Kia Motors Corp. 102,202 7,512,297.00 0.39
Killam Apartment Real Estate Investment Trust 82,229 1,211,156.00 0.06
Kilroy Realty Corp. 8,335 547,030.00 0.03
King Yuan Electronics Co., Ltd. 381,720 554,326.00 0.03
Kingspan Group PLC 125 10,604.00 0.00
Kinnevik AB - Class B 4,196 203,959.00 0.01
Kinsale Capital Group, Inc. 2,334 384,643.00 0.02
Kirin Holdings Co., Ltd. 8,397 161,135.00 0.01
KLA Corp. 67 22,259.00 0.00
Knight-Swift Transportation Holdings, Inc. 168,754 8,115,379.00 0.43
Kodiak Sciences, Inc. 2,613 296,376.00 0.02
Koh Young Technology, Inc. 852 86,934.00 0.00
Kohnan Shoji Co., Ltd. 5,988 172,559.00 0.01
Kojamo Oyj 12,845 251,641.00 0.01
Konami Holdings Corp. 45,654 2,725,561.00 0.14
Koninklijke Ahold Delhaize NV 266,327 7,428,630.00 0.39
Koninklijke DSM NV 101 17,211.00 0.00
Koninklijke Philips NV 40,221 2,293,618.00 0.12
Kontoor Brands, Inc. 14,860 721,155.00 0.04
Korn Ferry 8,860 552,598.00 0.03
Korn Ferry 2,427 151,409.00 0.01
KRBL Ltd. 38,168 93,911.00 0.00
Kuehne & Nagel International AG 813 232,395.00 0.01
Kulicke & Soffa Industries, Inc. 10,066 494,341.00 0.03
Kulicke & Soffa Industries, Inc. 3,762 184,795.00 0.01
Kunlun Energy Co., Ltd. 448,380 473,048.00 0.02
Kuraray Co., Ltd. 4,164 47,641.00 0.00
Kurita Water Industries Ltd. 136 5,847.00 0.00
KWG Living Group Holdings Ltd. 448,820 460,979.00 0.02
L&T Technology Services Ltd. 5,124 186,827.00 0.01
L3Harris Technologies, Inc. 40,328 8,173,679.00 0.43
La Francaise des Jeux SAEM 956 43,448.00 0.00
Labrador Iron Ore Royalty Corp. 9,404 277,109.00 0.01
Lam Research Corp. 76 45,368.00 0.00
Land Securities Group PLC 40,529 385,378.00 0.02
Landis+Gyr Group AG 218 14,686.00 0.00
LANXESS AG 1,175 86,770.00 0.00
Lattice Semiconductor Corp. 18,036 812,018.00 0.04
LCI Industries 1,059 140,209.00 0.01
Lear Corp. 3,566 646,337.00 0.03
Lear Corp. 545 98,898.00 0.01
LEENO Industrial, Inc. 644 89,444.00 0.00
LEG Immobilien AG 4,808 632,506.00 0.03
Legend Biotech Corp. ADR 5,977 173,452.00 0.01
Legrand SA 122 11,418.00 0.00
LeoVegas AB 27,915 163,692.00 0.01
LG Chem Ltd. 219 156,847.00 0.01
LHC Group, Inc. 600 114,783.00 0.01
Lifco AB - Class B 2,895 268,990.00 0.01
Linde PLC 74 20,818.00 0.00
Lindsay Corp. 111 18,573.00 0.00
Link REIT 75,252 686,584.00 0.04
Lithia Motors, Inc. - Class A 2,253 879,158.00 0.05
Littelfuse, Inc. 2,030 536,813.00 0.03
LivaNova PLC 10,828 798,397.00 0.04
Livent Corp. 601 10,410.00 0.00
LKQ Corp. 138,620 5,867,784.00 0.31
Locaweb Servicos de Internet SA 15,227 61,815.00 0.00
Lojas Renner SA 31,022 234,734.00 0.01
Long Gilt Futures -210 -36,938,048.00 -1.94
LONGi Green Energy Technology Co., Ltd. - Class A 721 9,766.00 0.00
Louisiana-Pacific Corp. 2,352 130,462.00 0.01
Lovesac Co. (The) 1,988 112,567.00 0.01
Lowe's Cos., Inc. 51 9,706.00 0.00
LPL Financial Holdings, Inc. 32,279 4,588,782.00 0.24
LUKOIL PJSC (Sponsored ADR) 34,603 2,795,608.00 0.15
Lundin Mining Corp. 112,304 1,155,485.00 0.06
LVMH Moet Hennessy Louis Vuitton SE 3,512 2,346,159.00 0.12
LyondellBasell Industries NV - Class A 63,477 6,604,781.00 0.35
Lyra Therapeutics, Inc. 2,339 27,112.00 0.00
M&G PLC 56,039 160,141.00 0.01
Machvision, Inc. 6,811 68,191.00 0.00
MACOM Technology Solutions Holdings, Inc. 2,067 119,969.00 0.01
Magna International, Inc. - Class A (Canada) 1,230 108,398.00 0.01
Magna International, Inc. - Class A (United States 93,276 8,212,019.00 0.43
Malakoff Corp. Bhd 784,952 163,844.00 0.01
Malibu Boats, Inc. 1,091 86,975.00 0.00
Man Group PLC/Jersey 110,095 244,315.00 0.01
Manappuram Finance Ltd. 259,099 530,615.00 0.03
Manhattan Associates, Inc. 7,264 852,705.00 0.04
ManTech International Corp./VA - Class A 784 68,232.00 0.00
Manulife Financial Corp. 2,362 50,811.00 0.00
Marfrig Alimentos SA 3,906 12,221.00 0.00
Marriott Vacations Worldwide Corp. 1,554 270,824.00 0.01
Maruti Suzuki India Ltd. 2,052 193,400.00 0.01
Masco Corp. 1,916 114,781.00 0.01
Masonite International Corp. 5,747 662,284.00 0.03
Masonite International Corp. 1,080 124,459.00 0.01
MasTec, Inc. 2,634 246,840.00 0.01
Mastercard, Inc. - Class A 470 167,672.00 0.01
MasterCraft Boat Holdings, Inc. 1,953 51,935.00 0.00
Matador Resources Co. 16,806 394,114.00 0.02
Matrix Service Co. 10,458 137,112.00 0.01
MAXIMUS, Inc. 1,264 112,634.00 0.01
MaxLinear, Inc. - Class A 8,682 295,882.00 0.02
Maytronics Ltd. 7,179 130,581.00 0.01
McKesson Corp. 870 169,867.00 0.01
McPhy Energy SA 135 5,154.00 0.00
Mebuki Financial Group, Inc. 48,725 114,974.00 0.01
Mediaset Espana Comunicacion SA 30,973 183,972.00 0.01
MediaTek, Inc. 159,698 5,493,102.00 0.29
Medical Properties Trust, Inc. 41,396 880,914.00 0.05
Mediobanca Banca di Credito Finanziario SpA 228,553 2,532,659.00 0.13
MEDNAX, Inc. 27,850 709,339.00 0.04
MEDNAX, Inc. 6,300 160,468.00 0.01
Medpace Holdings, Inc. 1,080 177,253.00 0.01
Medtronic PLC 121,012 14,295,191.00 0.75
Mega Lifesciences PCL 169,048 185,277.00 0.01
Megaworld Corp. 2,411,236 178,145.00 0.01
Meggitt PLC 91,535 601,907.00 0.03
Melco International Development Ltd. 322,143 657,593.00 0.03
Melco Resorts & Entertainment Ltd. (ADR) 9,181 182,798.00 0.01
Mercialys SA 20,342 223,988.00 0.01
Merck & Co., Inc. 1,489 114,838.00 0.01
Meridian Bioscience, Inc. 3,021 79,304.00 0.00
Meridian Energy Ltd. 1,046 3,946.00 0.00
Meritage Homes Corp. 1,617 148,689.00 0.01
Meritor, Inc. 5,589 164,431.00 0.01
Merlin Properties Socimi SA 49,324 504,927.00 0.03
Mesa Laboratories, Inc. 294 71,704.00 0.00
MetLife, Inc. 3,426 208,326.00 0.01
Metro Pacific Investments Corp. 753,202 58,129.00 0.00
Metropole Television SA 9,228 197,078.00 0.01
Metropolis Healthcare Ltd. 8,388 255,588.00 0.01
Metropolitan Bank & Trust Co. 269,751 247,013.00 0.01
Mettler-Toledo International, Inc. 152 176,170.00 0.01
MEXICAN PESO (NEW) 0 0.00 0.00
Meyer Burger Technology AG 14,112 6,471.00 0.00
MGIC Investment Corp. 12,923 178,985.00 0.01
MGM China Holdings Ltd. 47,866 85,112.00 0.00
MGM Growth Properties LLC - Class A 16,280 531,053.00 0.03
MGM Growth Properties LLC - Class A 16,664 543,584.00 0.03
Micron Technology, Inc. 4,285 378,036.00 0.02
Microsoft Corp. 208,974 49,269,997.00 2.59
Mid-America Apartment Communities, Inc. 54,991 7,938,636.00 0.42
Middleby Corp. (The) 4,506 746,954.00 0.04
Middlesex Water Co. 178 14,089.00 0.00
Midea Real Estate Holding Ltd. 559,034 1,186,227.00 0.06
Military Commercial Joint Stock Bank 93,927 115,042.00 0.01
Millennial Lithium Corp. 4,698 11,216.00 0.00
Mineral Resources Ltd. 9,659 280,392.00 0.01
Minerva SA/Brazil 80,683 146,211.00 0.01
Ming Yang Smart Energy Group Ltd. 3,293 8,823.00 0.00
Minto Apartment Real Estate Investment Trust 18,385 317,609.00 0.02
Mirati Therapeutics, Inc. 775 132,850.00 0.01
Mitsubishi Chemical Holdings Corp. 8,247 61,947.00 0.00
Mitsubishi Estate Co., Ltd. 20,497 358,940.00 0.02
Mitsubishi Heavy Industries Ltd. 1,456 45,346.00 0.00
Mitsubishi UFJ Financial Group, Inc. 656,113 3,508,430.00 0.18
Mitsui Chemicals, Inc. 3,021 95,624.00 0.01
Mitsui Fudosan Co., Ltd. 60,226 1,372,890.00 0.07
Mitsui Fudosan Logistics Park, Inc. 54 271,256.00 0.01
Mitsui Mining & Smelting Co., Ltd. 6,948 241,783.00 0.01
Mixi, Inc. 8,552 214,435.00 0.01
Miyazaki Bank Ltd. (The) 6,817 144,021.00 0.01
MKS Instruments, Inc. 4,448 824,856.00 0.04
MMC Norilsk Nickel PJSC (ADR) 15,140 473,758.00 0.02
Mobile World Investment Corp. Macquarie Bank Ltd. 15,880 89,258.00 0.00
Mobilezone Holding AG 10,412 135,914.00 0.01
Moelis & Co. 12,203 669,700.00 0.04
Moelis & Co. 3,801 208,613.00 0.01
Molina Healthcare, Inc. 650 152,143.00 0.01
momo.com, Inc. 1,686 58,821.00 0.00
Moneysupermarket.com Group PLC 45,892 168,725.00 0.01
MongoDB, Inc. 2,340 625,786.00 0.03
Monolithic Power Systems, Inc. 2,590 914,813.00 0.05
Moody's Corp. 418 125,056.00 0.01
Morgan Sindall Group PLC 11,155 271,500.00 0.01
Morgan Stanley Capital Services LLC Swiss Marketin 18,405,066 -21,210,690.00 -1.12
Mowi ASA 25,964 644,864.00 0.03
Mr Cooper Group, Inc. 5,826 202,542.00 0.01
MRC Global, Inc. 47,709 430,812.00 0.02
MRC Global, Inc. 16,591 149,818.00 0.01
MRV Engenharia e Participacoes SA 27,724 89,646.00 0.00
MSCI Emerging Markets Futures -681 -45,031,125.00 -2.37
MSCI Singapore IX ETS Futures 1,496 39,807,701.00 2.09
Muangthai Capital PCL 123,323 279,205.00 0.01
Mueller Industries, Inc. 612 25,342.00 0.00
Mullen Group Ltd. 24,986 242,173.00 0.01
Muthoot Finance Ltd. 16,246 267,919.00 0.01
My EG Services Bhd 200,699 95,691.00 0.01
Nanjing Hanrui Cobalt Co., Ltd. 789 8,011.00 0.00
Nantex Industry Co., Ltd. 102,692 395,509.00 0.02
Nanya Technology Corp. 507,091 1,651,210.00 0.09
NARI Technology Co., Ltd. 2,136 10,196.00 0.00
Naspers Ltd. - Class N 1,121 268,521.00 0.01
Natera, Inc. 1,537 156,091.00 0.01
National Grid PLC 895 10,629.00 0.00
National Storage Affiliates Trust 15,134 604,335.00 0.03
National Vision Holdings, Inc. 13,196 578,380.00 0.03
Natus Medical, Inc. 3,387 86,757.00 0.00
NAVER Corp. 1,504 503,689.00 0.03
Navient Corp. 12,379 177,149.00 0.01
NCR Corp. 12,864 488,188.00 0.03
NCR Corp. 4,206 159,649.00 0.01
NCSoft Corp. 6,113 4,725,044.00 0.25
NEC Networks & System Integration Corp. 50,486 890,659.00 0.05
NEL ASA 2,539 7,515.00 0.00
Nelnet, Inc. - Class A 1,586 115,367.00 0.01
Neoen SA 84 4,230.00 0.00
Neoen SA 84 364.00 0.00
NeoGenomics, Inc. 2,235 107,814.00 0.01
Neste Oyj 326 17,318.00 0.00
Nestle SA 104,598 11,660,302.00 0.61
Netflix, Inc. 554 289,185.00 0.02
NetScout Systems, Inc. 1,582 44,549.00 0.00
NETSTREIT Corp. 10,992 203,254.00 0.01
Network International Holdings PLC 14,536 82,753.00 0.00
Nevro Corp. 947 132,197.00 0.01
New Hope Corp., Ltd. 97,895 105,923.00 0.01
New Oriental Education & Technology Group, Inc. 388,902 5,386,710.00 0.28
New Work SE 697 181,075.00 0.01
New World Development Co., Ltd. 113,749 590,893.00 0.03
NEW ZEALAND DOLLAR 74,433 51,984.00 0.00
New Zealand Dollar Currency Forward 32,933,353 -911,498.00 -0.05
New Zealand Dollar Currency Forward -13,760,000 240,161.00 0.01
Nexans SA 14,852 1,314,191.00 0.07
NexPoint Residential Trust, Inc. 2,418 111,481.00 0.01
Nexstar Media Group, Inc. - Class A 1,183 166,245.00 0.01
Next PLC 1,410 152,853.00 0.01
NextEra Energy Partners LP 241 17,616.00 0.00
NextEra Energy, Inc. 139,777 10,568,584.00 0.56
NextGen Healthcare, Inc. 5,491 99,395.00 0.01
NGK Insulators Ltd. 612 11,240.00 0.00
NHN KCP Corp. 767 34,018.00 0.00
NHPC Ltd. 25,969 8,678.00 0.00
Nibe Industrier AB 192 5,964.00 0.00
NICE Information Service Co., Ltd. 10,651 239,217.00 0.01
Nice Ltd. 5,795 1,259,846.00 0.07
Nichirei Corp. 27,526 707,428.00 0.04
Nihon Unisys Ltd. 28,816 891,180.00 0.05
NIKE, Inc. - Class B 82,408 10,951,211.00 0.58
Nikkei 225 (OSE) Futures 51 13,440,325.00 0.71
Nikkei 225 Index 115,000 641,334.00 0.03
Nikkei 225 Index 110,000 613,450.00 0.03
Nikkei 225 Index 124,000 691,526.00 0.04
Nintendo Co., Ltd. 5,159 2,908,074.00 0.15
Nippon Building Fund, Inc. 290 1,714,529.00 0.09
Nippon Shinyaku Co., Ltd. 29,994 2,233,164.00 0.12
Nippon Telegraph & Telephone Corp. 353,922 9,131,876.00 0.48
Nippon Yusen KK 5,743 196,434.00 0.01
Nissan Motor Co., Ltd. 20,851 116,488.00 0.01
Nissin Electric Co., Ltd. 871 9,820.00 0.00
NN Group NV 102,015 4,976,462.00 0.26
Nolato AB 2,595 231,151.00 0.01
Nomad Foods Ltd. 21,574 592,422.00 0.03
Nomura Holdings, Inc. 14,168 75,071.00 0.00
Nomura Real Estate Master Fund, Inc. 176 265,779.00 0.01
Nordex SE 416 13,350.00 0.00
Nordic Entertainment Group AB - Class B 1,983 88,217.00 0.00
Northeast Bank 3,688 97,341.00 0.01
Northern Star Resources Ltd. 242,610 1,757,405.00 0.09
Northland Power, Inc. 504 18,302.00 0.00
Northwest Pipe Co. 813 27,191.00 0.00
NorthWestern Corp. 1,054 68,755.00 0.00
Norwegian Finans Holding ASA 107,215 1,207,051.00 0.06
NORWEGIAN KRONE 2,656 310.00 0.00
Norwegian Krone Currency Forward 283,541,000 -360,577.00 -0.02
Norwegian Krone Currency Forward 10,662,886 10,892.00 0.00
Norwegian Krone Currency Forward 89,300,000 -18,302.00 0.00
Norwegian Krone Currency Forward 94,729,358 -67,310.00 0.00
Norwegian Krone Currency Forward 71,785,000 -76,139.00 0.00
Norwegian Krone Currency Forward -64,962,000 11,282.00 0.00
Novanta, Inc. 3,780 498,544.00 0.03
Novavax, Inc. 972 176,393.00 0.01
Novo Nordisk A/S - Class B 119,113 8,026,285.00 0.42
Novozymes A/S - Class B 215 13,812.00 0.00
NSD Co., Ltd. 4,690 78,264.00 0.00
Nuance Communications, Inc. 1,073 46,845.00 0.00
nVent Electric PLC 675 18,845.00 0.00
NVIDIA Corp. 13,634 7,279,879.00 0.38
NVR, Inc. 97 456,960.00 0.02
NXP Semiconductors NV 64,187 12,923,493.00 0.68
Oesterreichische Post AG 5,061 221,488.00 0.01
Oil States International, Inc. 10,899 65,721.00 0.00
Omega Geracao SA 925 6,462.00 0.00
Omega Healthcare Investors, Inc. 21,150 774,730.00 0.04
OMV AG 4,398 222,924.00 0.01
OMXS 30 Index Futures 2,699 67,595,139.00 3.55
ON Semiconductor Corp. 15,780 656,605.00 0.03
OneMain Holdings, Inc. 7,367 395,755.00 0.02
OneMain Holdings, Inc. 3,242 174,191.00 0.01
OPAP SA 185,395 2,504,661.00 0.13
Open Text Corp. 47,893 2,283,567.00 0.12
Oracle Corp. 128,921 9,046,444.00 0.48
Oracle Corp./Japan 35,823 3,506,933.00 0.18
Orbia Advance Corp. SAB de CV 195,751 521,954.00 0.03
Orion Corp./Republic of Korea 6,900 800,328.00 0.04
Orion Engineered Carbons SA 22,745 448,531.00 0.02
Orion Engineered Carbons SA 9,139 180,231.00 0.01
ORIX Corp. 132,425 2,239,677.00 0.12
Orix JREIT, Inc. 58 101,695.00 0.01
Ormat Technologies, Inc. 1,079 84,760.00 0.00
Orocobre Ltd. 23,215 84,403.00 0.00
Orora Ltd. 258,561 598,762.00 0.03
Orsted AS 28 4,680.00 0.00
Orthofix Medical, Inc. 3,227 139,897.00 0.01
Oshkosh Corp. 8,070 957,586.00 0.05
Oshkosh Corp. 1,441 170,997.00 0.01
OSI Systems, Inc. 1,221 117,405.00 0.01
Osmotica Pharmaceuticals PLC 7,447 24,279.00 0.00
OTP Bank Nyrt 51,662 2,208,383.00 0.12
Otsuka Corp. 54,186 2,540,737.00 0.13
Otter Tail Corp. 2,789 128,808.00 0.01
Owens Corning 314 28,990.00 0.00
Oxford Industries, Inc. 2,167 189,511.00 0.01
OZ Minerals Ltd. 76,459 1,333,639.00 0.07
Panasonic Corp. 476 6,168.00 0.00
Pandora A/S 9,132 976,722.00 0.05
Papa John's International, Inc. 5,790 513,225.00 0.03
Parade Technologies Ltd. 9,093 392,655.00 0.02
Park Hotels & Resorts, Inc. 25,966 560,348.00 0.03
Parkland Corp./Canada 1,773 53,286.00 0.00
Partners Group Holding AG 3,498 4,470,569.00 0.24
Pason Systems, Inc. 12,277 86,755.00 0.00
Patrick Industries, Inc. 1,145 97,399.00 0.01
Patterson-UTI Energy, Inc. 10,704 76,326.00 0.00
PayPal Holdings, Inc. 30,590 7,428,475.00 0.39
PC Connection, Inc. 2,603 120,794.00 0.01
Pendal Group Ltd. 44,859 222,014.00 0.01
Penn National Gaming, Inc. 5,985 627,512.00 0.03
Pennon Group PLC 202 2,726.00 0.00
PennyMac Financial Services, Inc. 1,797 120,182.00 0.01
PennyMac Mortgage Investment Trust 4,009 78,578.00 0.00
Pentair PLC 363 22,664.00 0.00
Penumbra, Inc. 324 87,885.00 0.00
PepsiCo, Inc. 480 67,979.00 0.00
Per Aarsleff Holding A/S - Class B 4,748 206,235.00 0.01
Perdoceo Education Corp. 5,550 66,379.00 0.00
Perenti Global Ltd. 193,419 149,985.00 0.01
Perficient, Inc. 2,133 125,271.00 0.01
Persimmon PLC 83,447 3,380,106.00 0.18
Perspecta, Inc. 3,927 114,093.00 0.01
Petrobras Distribuidora SA 18,027 70,717.00 0.00
PetroChina Co., Ltd. - Class H 3,329,486 1,207,138.00 0.06
Petroleo Brasileiro SA (Preference Shares) 252,977 1,083,163.00 0.06
Phibro Animal Health Corp. - Class A 894 21,828.00 0.00
Philip Morris International, Inc. 2,403 213,320.00 0.01
Physicians Realty Trust 36,105 637,992.00 0.03
Physicians Realty Trust 28,776 508,471.00 0.03
PI Industries Ltd. 2,379 73,156.00 0.00
Piaggio & C SpA 158,735 602,379.00 0.03
Pilgrim's Pride Corp. 1,085 25,819.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 10,926 130,697.00 0.01
Pinnacle Financial Partners, Inc. 3,500 310,310.00 0.02
Pinnacle Investment Management Group Ltd. 42,378 298,344.00 0.02
Pioneer Natural Resources Co. 371 59,012.00 0.00
Pixart Imaging, Inc. 24,798 178,201.00 0.01
PJT Partners, Inc. 2,438 164,930.00 0.01
Planet Fitness, Inc. 8,699 672,440.00 0.04
Plug Power, Inc. 13,656 489,437.00 0.03
Plymouth Industrial REIT, Inc. 7,388 124,497.00 0.01
PNC Financial Services Group, Inc. (The) 37,488 6,575,770.00 0.35
PNE AG 619 5,369.00 0.00
Polyus PJSC (GDR) 2,535 234,477.00 0.01
Pool Corp. 1,610 555,836.00 0.03
POSCO 377 106,921.00 0.01
POUND STERLING -290,598 -400,618.00 -0.02
Power Grid Corp. of India Ltd. 127,969 378,104.00 0.02
PowerCell Sweden AB 163 4,816.00 0.00
Poya International Co., Ltd. 2,459 51,573.00 0.00
Precinct Properties New Zealand Ltd. 114,784 130,816.00 0.01
Primerica, Inc. 1,153 170,498.00 0.01
Procter & Gamble Co. (The) 126,484 17,129,728.00 0.90
Progress Software Corp. 2,027 89,338.00 0.00
Progressive Corp. (The) 57,322 5,480,556.00 0.29
Prologis, Inc. 72,365 7,670,713.00 0.40
Prudential Financial, Inc. 2,502 227,995.00 0.01
Prysmian SpA 3,514 114,116.00 0.01
PTC Therapeutics, Inc. 5,724 271,070.00 0.01
PulteGroup, Inc. 17,520 918,748.00 0.05
PulteGroup, Inc. 8,196 429,810.00 0.02
Pushpay Holdings Ltd. 157,632 229,434.00 0.01
QIAGEN NV 273 13,214.00 0.00
QUALCOMM, Inc. 78,586 10,419,732.00 0.55
Quilter PLC 218,149 480,485.00 0.03
Radiant Logistics, Inc. 13,774 95,730.00 0.01
Raia Drogasil SA 12,244 54,513.00 0.00
Rallis India Ltd. 43,330 150,341.00 0.01
Ralph Lauren Corp. 5,800 714,328.00 0.04
Rapid7, Inc. 1,314 98,059.00 0.01
Raymond James Financial, Inc. 1,806 221,373.00 0.01
RE/MAX Holdings, Inc. - Class A 3,815 150,274.00 0.01
Real Matters, Inc. 15,116 172,014.00 0.01
Realogy Holdings Corp. 8,228 124,490.00 0.01
Realtek Semiconductor Corp. 52,825 922,185.00 0.05
Red Electrica Corp. SA 667 11,844.00 0.00
Redrow PLC 73,725 638,304.00 0.03
Regal Beloit Corp. 32,825 4,683,554.00 0.25
Regeneron Pharmaceuticals, Inc. 8,890 4,206,214.00 0.22
Regional SAB de CV 19,919 93,614.00 0.00
Regis Resources Ltd. 232,662 514,836.00 0.03
Reinsurance Group of America, Inc. - Class A 45,948 5,791,745.00 0.30
Relay Therapeutics, Inc. 1,611 55,698.00 0.00
Reliance Steel & Aluminum Co. 5,333 812,162.00 0.04
Reliance Steel & Aluminum Co. 1,111 169,312.00 0.01
RELX PLC 94,414 2,368,770.00 0.12
RELX PLC (London) 42,145 1,057,034.00 0.06
Renewable Energy Group, Inc. 2,212 146,140.00 0.01
RENOVA, Inc. 258 8,743.00 0.00
Renrui Human Resources Technology Holdings Ltd. 78,793 272,335.00 0.01
Repligen Corp. 3,893 757,030.00 0.04
Repsol SA 77,001 955,736.00 0.05
Republic Bancorp, Inc./KY - Class A 2,115 93,712.00 0.00
Republic Services, Inc. - Class A 232 23,095.00 0.00
ResMed, Inc. 251 48,721.00 0.00
Revance Therapeutics, Inc. 11,063 309,215.00 0.02
Rexford Industrial Realty, Inc. 13,455 678,149.00 0.04
Rexnord Corp. 322 15,176.00 0.00
RH 223 133,078.00 0.01
Rheinmetall AG 6,964 706,329.00 0.04
Richter Gedeon Nyrt 3,076 90,710.00 0.00
Rightmove PLC 13,636 109,428.00 0.01
RingCentral, Inc. - Class A 1,080 321,710.00 0.02
Rio Tinto PLC 14,799 1,129,057.00 0.06
RLJ Lodging Trust 32,587 504,446.00 0.03
RLJ Lodging Trust 32,896 509,239.00 0.03
Robert Half International, Inc. 102,390 7,993,608.00 0.42
Roche Holding AG 39,095 12,664,620.00 0.67
Roche Holding AG (Sponsored ADR) 291,471 11,822,063.00 0.62
Rockwell Automation, Inc. 768 204,085.00 0.01
Roper Technologies, Inc. 50 20,421.00 0.00
Round One Corp. 18,894 212,842.00 0.01
Royal Dutch Shell PLC - Class A 3,659 71,143.00 0.00
Royal Dutch Shell PLC - Class B 510,876 9,403,930.00 0.49
Royal Unibrew A/S 8,178 854,920.00 0.04
Rumo SA 14,823 53,328.00 0.00
Russel Metals, Inc. 13,316 264,813.00 0.01
Russell 2000 E-Mini Futures 395 43,894,375.00 2.31
RWE AG 319 12,529.00 0.00
S&P 500 E-Mini Futures 2,008 398,326,960.00 20.94
S&P 500 Index 149,100 9,888,259.00 0.52
S&P 500 Index 72,800 4,828,070.00 0.25
S&P Global, Inc. 254 89,907.00 0.00
S&P Mid 400 E-Mini Futures 121 31,524,130.00 1.66
S&P/TSX 60 Index Futures 92 16,268,194.00 0.86
Saab AB - Class B 149,893 4,106,467.00 0.22
Sabra Health Care REIT, Inc. 6,235 108,251.00 0.01
Safaricom PLC 347,765 115,762.00 0.01
Safehold, Inc. 4,930 345,593.00 0.02
Safestore Holdings PLC 29,138 319,557.00 0.02
Sage Therapeutics, Inc. 2,430 181,885.00 0.01
Saia, Inc. 1,100 253,652.00 0.01
SAIC Motor Corp., Ltd. 47,312 142,512.00 0.01
Sally Beauty Holdings, Inc. 6,999 140,893.00 0.01
Sally Beauty Holdings, Inc. 27,810 559,815.00 0.03
Salmar ASA 33,909 2,338,979.00 0.12
Samjin Pharmaceutical Co., Ltd. 4,518 97,208.00 0.01
Samsonite International SA 116,564 226,687.00 0.01
Samsung Electronics Co., Ltd. 127,378 9,215,119.00 0.48
Samsung Electronics Co., Ltd. (Preference Shares) 859 55,683.00 0.00
Samsung SDI Co., Ltd. 762 448,457.00 0.02
Sanderson Farms, Inc. 122 19,124.00 0.00
Sankyu, Inc. 15,293 672,896.00 0.04
Sanmina Corp. 3,393 140,439.00 0.01
Sanofi India Ltd. 860 92,828.00 0.00
Sao Martinho SA 1,361 7,172.00 0.00
SAP SE 16,952 2,079,393.00 0.11
Sartorius Stedim Biotech 7,498 3,085,947.00 0.16
Sberbank of Russia PJSC (Sponsored ADR) 310,309 4,781,871.00 0.25
Scandinavian Tobacco Group A/S 10,534 202,206.00 0.01
Scentre Group 4,769 10,268.00 0.00
Schneider Electric SE 22,848 3,480,605.00 0.18
Schnitzer Steel Industries, Inc. - Class A 4,076 170,373.00 0.01
Schweiter Technologies AG 142 235,186.00 0.01
Science Applications International Corp. 994 83,134.00 0.00
SCREEN Holdings Co., Ltd. 17,197 1,522,560.00 0.08
Sealed Air Corp. 11,188 512,634.00 0.03
Sealed Air Corp. 2,356 107,963.00 0.01
Segro PLC 48,836 631,114.00 0.03
Selective Insurance Group, Inc. 5,154 373,871.00 0.02
Selvaag Bolig ASA 37,450 276,289.00 0.01
Semtech Corp. 3,155 217,747.00 0.01
Service Properties Trust 14,055 166,700.00 0.01
ServiceNow, Inc. 434 217,271.00 0.01
Severn Trent PLC 146 4,653.00 0.00
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 120,537 236,924.00 0.01
Shanghai Putailai New Energy Technology Co., Ltd. 489 7,140.00 0.00
Shenzhen Capchem Technology Co., Ltd. 748 8,781.00 0.00
Shey Group , Inc. (The) 3,215 119,618.00 0.01
Shift4 Payments, Inc. - Class A 6,988 573,085.00 0.03
Shimizu Corp. 15,638 126,626.00 0.01
Shinhan Financial Group Co., Ltd. 8,551 284,004.00 0.01
Shizuoka Gas Co., Ltd. 21,911 197,275.00 0.01
Shoals Technologies Group, Inc. 14,474 503,420.00 0.03
Shopify, Inc. - Class A 90 100,376.00 0.01
Showa Sangyo Co., Ltd. 5,274 147,970.00 0.01
Shriram Transport Finance Co., Ltd. 20,996 410,573.00 0.02
Shurgard Self Storage SA 3,531 160,912.00 0.01
Siemens Energy AG 362 13,015.00 0.00
Siemens Gamesa Renewable Energy SA 2,528 98,068.00 0.01
Signify NV 412 21,224.00 0.00
Sika AG 157 45,146.00 0.00
Silergy Corp. 737 60,856.00 0.00
Silicon Laboratories, Inc. 487 68,713.00 0.00
Silk Road Medical, Inc. 6,595 334,036.00 0.02
SimCorp A/S 808 100,096.00 0.01
Simon Property Group, Inc. 11,650 1,325,518.00 0.07
Simplo Technology Co., Ltd. 264,346 3,454,878.00 0.18
Simpson Manufacturing Co., Inc. 1,237 128,321.00 0.01
Sinbon Electronics Co., Ltd. 58,146 540,376.00 0.03
SINGAPORE DOLLAR 581,855 432,542.00 0.02
Singapore Exchange Ltd. 421,303 3,124,689.00 0.16
Sino-American Silicon Products, Inc. 43,464 259,023.00 0.01
Sinopec Engineering Group Co., Ltd. 236,645 130,980.00 0.01
SITE Centers Corp. 48,027 651,251.00 0.03
SiteOne Landscape Supply, Inc. 3,560 607,834.00 0.03
Sitronix Technology Corp. 22,648 191,549.00 0.01
SJW Group 305 19,212.00 0.00
SK Hynix, Inc. 14,084 1,662,875.00 0.09
Skechers U.S.A., Inc. - Class A 4,978 207,632.00 0.01
SkyWest, Inc. 11,962 651,689.00 0.03
SkyWest, Inc. 3,707 202,009.00 0.01
Sleep Number Corp. 1,063 152,569.00 0.01
SM Prime Holdings, Inc. 203,803 147,151.00 0.01
SMA Solar Technology AG 129 7,614.00 0.00
Smartsheet, Inc. - Class A 9,435 603,085.00 0.03
Smurfit Kappa Group PLC 1,397 65,566.00 0.00
Snap-on, Inc. 1,082 249,700.00 0.01
Sociedad Quimica y Minera de Chile SA 170 8,239.00 0.00
Societe Generale SA 5,004 130,851.00 0.01
Soft-World International Corp. 38,540 160,889.00 0.01
Softbank Corp. 4,954 64,452.00 0.00
Softcat PLC 6,268 156,683.00 0.01
Sojitz Corp. 83,967 237,249.00 0.01
SolarEdge Technologies, Inc. 41 11,814.00 0.00
Solaria Energia y Medio Ambiente SA 370 7,863.00 0.00
Sonic Healthcare Ltd. 218,536 5,843,962.00 0.31
SOUTH KOREAN WON 15,432 13.00 0.00
South32 Ltd. 1,105,653 2,372,895.00 0.12
Southwest Airlines Co. 93,238 5,693,112.00 0.30
Southwest Gas Holdings, Inc. 6,000 412,260.00 0.02
SpareBank 1 Nord Norge 27,518 262,493.00 0.01
SpareBank 1 SMN 21,651 272,256.00 0.01
SPI 200 Futures -468 -60,127,649.00 -3.16
Sporton International, Inc. 4,999 43,104.00 0.00
SPS Commerce, Inc. 994 98,808.00 0.01
SPX Corp. 218 12,713.00 0.00
SRF Ltd. 851 63,086.00 0.00
SSE PLC 317 6,361.00 0.00
St. Barbara Ltd. 86,148 129,116.00 0.01
STAAR Surgical Co. 1,025 108,049.00 0.01
STAG Industrial, Inc. 15,030 505,158.00 0.03
STAG Industrial, Inc. 21,346 717,463.00 0.04
State Bank of India 70,186 351,774.00 0.02
Steel Dynamics, Inc. 843 42,792.00 0.00
Stellantis NV 967,348 17,136,960.00 0.90
Stepan Co. 967 123,000.00 0.01
Sterling Bancorp/DE 7,248 166,870.00 0.01
Sterling Bancorp/DE 29,700 683,694.00 0.04
Sterlite Technologies Ltd. 228,726 609,698.00 0.03
Steven Madden Ltd. 13,323 496,414.00 0.03
Stifel Financial Corp. 12,165 779,289.00 0.04
STMicroelectronics NV 72,647 2,775,526.00 0.15
Stockland 230,071 772,331.00 0.04
Suez SA 107 2,274.00 0.00
Sumitomo Dainippon Pharma Co., Ltd. 653 11,396.00 0.00
Sumitomo Metal Mining Co., Ltd. 47,296 2,049,602.00 0.11
Sumitomo Realty & Development Co., Ltd. 6,886 243,958.00 0.01
Sun Communities, Inc. 7,268 1,090,634.00 0.06
Sun Hung Kai & Co., Ltd. 339,571 172,972.00 0.01
Sun Hung Kai Properties Ltd. 66,147 1,001,588.00 0.05
Sun Life Financial, Inc. 1,097 55,480.00 0.00
Suncorp Group Ltd. 530,954 4,000,274.00 0.21
Sunny Friend Environmental Technology Co., Ltd. 44,058 351,282.00 0.02
SunPower Corp. 238 7,971.00 0.00
Sunrun, Inc. 1,307 79,076.00 0.00
Super Retail Group Ltd. 28,831 259,030.00 0.01
Sushiro Global Holdings Ltd. 30,562 1,355,011.00 0.07
Suzano SA 33,141 403,623.00 0.02
Suzuki Motor Corp. 60,138 2,739,274.00 0.14
SVB Financial Group 1,405 693,882.00 0.04
SWEDISH KRONA 2,532,128 289,934.00 0.02
Swedish Krona Currency Forward -106,441,000 307,075.00 0.02
Swedish Krona Currency Forward 10,523,389 -20,218.00 0.00
Swedish Krona Currency Forward 25,759,000 -73,276.00 0.00
Swedish Krona Currency Forward 305,972,665 -1,247,177.00 -0.07
Swedish Krona Currency Forward 20,231,335 -82,465.00 0.00
Swedish Krona Currency Forward -20,231,335 127,168.00 0.01
Swedish Krona Currency Forward -278,507,200 1,636,607.00 0.09
Swedish Krona Currency Forward -69,626,800 396,245.00 0.02
Swedish Krona Currency Forward 350,735,367 -1,561,080.00 -0.08
Swedish Krona Currency Forward 50,210,298 -310,174.00 -0.02
Swedish Krona Currency Forward 27,497,702 -169,866.00 -0.01
Swedish Krona Currency Forward -27,497,702 182,982.00 0.01
Swedish Krona Currency Forward -52,811,665 331,958.00 0.02
Swedish Match AB 71,493 5,577,312.00 0.29
Swire Properties Ltd. 89,965 279,251.00 0.01
SWISS FRANC 820,550 868,169.00 0.05
Swiss Franc Currency Forward 3,235,884 -42,863.00 0.00
Swiss Franc Currency Forward -40,280,802 2,784,691.00 0.15
Swiss Franc Currency Forward 1,533,000 -73,720.00 0.00
Swiss Franc Currency Forward -11,510,000 197,402.00 0.01
Symrise AG 137 16,728.00 0.00
Synaptics, Inc. 5,314 719,737.00 0.04
Syneos Health, Inc. 1,947 147,726.00 0.01
SYNNEX Corp. 639 73,407.00 0.00
Synovus Financial Corp. 18,814 860,740.00 0.05
Synovus Financial Corp. 3,880 177,527.00 0.01
T-Gaia Corp. 12,345 214,247.00 0.01
T-Mobile US, Inc. 72,753 9,115,223.00 0.48
Taiwan Semiconductor Manufacturing Co., Ltd. 496,965 10,465,692.00 0.55
Taiwan Semiconductor Manufacturing Co., Ltd. (Spon 26,330 3,114,402.00 0.16
Takeda Pharmaceutical Co., Ltd. 4,477 163,227.00 0.01
Tapestry, Inc. 20,000 824,200.00 0.04
Taylor Morrison Home Corp. - Class A 14,643 451,150.00 0.02
Taylor Morrison Home Corp. - Class A 7,331 225,892.00 0.01
TCI Co., Ltd. 76,006 577,595.00 0.03
TCS Group Holding PLC (GDR) 15,965 925,981.00 0.05
Techtronic Industries Co., Ltd. 19,579 335,661.00 0.02
Teekay Tankers Ltd. - Class A 1,878 26,106.00 0.00
Telefonaktiebolaget LM Ericsson - Class B 3,646 48,333.00 0.00
Telenor ASA 4,008 70,614.00 0.00
Teleperformance 1,661 605,902.00 0.03
Telkom Indonesia Persero Tbk PT 1,047,081 247,148.00 0.01
Tempur Sealy International, Inc. 13,602 497,289.00 0.03
Tencent Holdings Ltd. 133,595 10,661,910.00 0.56
Tenet Healthcare Corp. 3,662 190,462.00 0.01
Teradyne, Inc. 449 54,685.00 0.00
Terex Corp. 4,113 189,485.00 0.01
Terna Energy SA 754 11,151.00 0.00
Terna Rete Elettrica Nazionale SpA 2,520 19,033.00 0.00
Terreno Realty Corp. 1,413 81,637.00 0.00
Tesla, Inc. 187 125,362.00 0.01
Test Research, Inc. 90,593 187,983.00 0.01
Tetra Tech, Inc. 1,386 188,108.00 0.01
Texas Capital Bancshares, Inc. 2,271 161,125.00 0.01
Texas Capital Bancshares, Inc. 10,145 719,483.00 0.04
Texas Instruments, Inc. 54,221 10,247,317.00 0.54
Texas Roadhouse, Inc. - Class A 1,776 170,434.00 0.01
TG Therapeutics, Inc. 2,445 117,861.00 0.01
Thor Industries, Inc. 880 118,691.00 0.01
Tianneng Power International Ltd. 102,877 194,908.00 0.01
TietoEVRY Oyj 20,642 639,661.00 0.03
Tilt Renewables Ltd. 2,596 13,732.00 0.00
Times China Holdings Ltd. 1,172,972 1,617,922.00 0.09
TJX Cos., Inc. (The) 129,999 8,599,433.00 0.45
TKH Group NV 12,427 594,982.00 0.03
Toei Animation Co., Ltd. 14,967 1,606,291.00 0.08
Tongcheng-Elong Holdings Ltd. 54,079 122,398.00 0.01
TopBuild Corp. 3,089 646,990.00 0.03
Topdanmark AS 4,979 227,116.00 0.01
TOPIX Index Futures 450 79,412,960.00 4.17
Torex Gold Resources, Inc. 7,926 100,093.00 0.01
Toro Co. (The) 173 17,926.00 0.00
Tosoh Corp. 239,499 4,586,993.00 0.24
TOTAL SE 28,254 1,317,221.00 0.07
Toyo Tire Corp. 39,108 694,682.00 0.04
TPI Composites, Inc. 212 11,996.00 0.00
TQM Corp. PCL 13,628 53,423.00 0.00
Trade Desk, Inc. (The) - Class A 30 19,601.00 0.00
Trane Technologies PLC 123 20,528.00 0.00
TransAlta Renewables, Inc. 1,248 20,440.00 0.00
Transcontinental, Inc. - Class A 12,868 226,513.00 0.01
Transurban Group 53,657 545,492.00 0.03
Travel & Leisure Co. 2,915 178,286.00 0.01
Trend Micro, Inc./Japan 1,946 97,700.00 0.01
Trent Ltd. 3,586 36,810.00 0.00
Trex Co., Inc. 6,724 615,514.00 0.03
Trigano SA 1,382 258,439.00 0.01
TriNet Group, Inc. 2,015 157,103.00 0.01
Trinseo SA 8,755 557,430.00 0.03
True North Commercial Real Estate Investment Trust 19,955 109,091.00 0.01
TTEC Holdings, Inc. 1,979 198,878.00 0.01
TURKISH LIRA 0 0.00 0.00
Turning Point Therapeutics, Inc. - Class I 3,442 325,626.00 0.02
Twist Bioscience Corp. 673 83,407.00 0.00
Tyson Foods, Inc. - Class A 4,193 311,569.00 0.02
U.S. T-Note 10 Yr (CBT) Futures 3,309 433,272,187.00 22.78
U.S. T-Note 2 Yr (CBT) Futures 736 162,454,749.00 8.54
U.S. Treasury Bill 4,000,000 3,999,875.00 0.21
U.S. Ultra Bond (CBT) Futures 350 63,426,562.00 3.33
Ube Industries Ltd. 10,541 224,894.00 0.01
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,784,558 -1,825,947.00 -0.10
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 4,764,867 -4,710,898.00 -0.25
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 4,603,619 -4,916,966.00 -0.26
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,538,491 -1,574,172.00 -0.08
UBS AG USD/JPY 23,273 144,113.00 0.01
UDR, Inc. 17,560 770,193.00 0.04
UFP Industries, Inc. 1,578 119,748.00 0.01
UGI Corp. 5,082 208,430.00 0.01
Ultragenyx Pharmaceutical, Inc. 3,632 413,568.00 0.02
Umicore SA 1,809 95,981.00 0.01
Umpqua Holdings Corp. 26,258 460,827.00 0.02
Uni-President China Holdings Ltd. 780,714 949,916.00 0.05
Unison Co., Ltd. 2,938 11,229.00 0.00
United Microelectronics Corp. 3,532,547 6,336,189.00 0.33
United Parcel Service, Inc. - Class B 1,100 187,127.00 0.01
United Rentals, Inc. 26,422 8,701,199.00 0.46
United Utilities Group PLC 510 6,525.00 0.00
UnitedHealth Group, Inc. 60,104 22,362,895.00 1.18
Universal Display Corp. 2,652 627,914.00 0.03
Universal Vision Biotechnology Co., Ltd. 46,622 529,637.00 0.03
UOL Group Ltd. 44,873 263,892.00 0.01
Uponor Oyj 10,873 241,341.00 0.01
Urbi Desarrollos Urbanos SAB de CV 1 0.00 0.00
US DOLLAR -2,645,960 -2,645,960.00 -0.14
USANA Health Sciences, Inc. 1,089 106,308.00 0.01
Usinas Siderurgicas de Minas Gerais SA Usiminas (P 86,831 263,796.00 0.01
UT Group Co., Ltd. 20,943 691,202.00 0.04
Vail Resorts, Inc. 720 209,995.00 0.01
Vale SA (Sponsored ADR) - Class B 181,046 3,146,580.00 0.17
Valero Energy Corp. 766 54,903.00 0.00
Valmet Oyj 9,285 338,075.00 0.02
VanEck Vectors Agribusiness ETF 7,401 649,163.00 0.03
VanEck Vectors Gold Miners ETF 6,082 197,682.00 0.01
Varonis Systems, Inc. 9,974 512,065.00 0.03
Veeva Systems, Inc. - Class A 248 64,889.00 0.00
Veolia Environnement SA 177 4,556.00 0.00
Verbund AG 80 5,862.00 0.00
Vertex Pharmaceuticals, Inc. 36,976 7,945,772.00 0.42
Vestas Wind Systems A/S 890 183,621.00 0.01
Vicinity Centres 482,701 610,207.00 0.03
Vienna Insurance Group AG Wiener Versicherung Grup 9,185 238,050.00 0.01
Vietnam Technological & Commercial Joint Stock Ban 32,243 56,451.00 0.00
Village Super Market, Inc. - Class A 4,175 98,407.00 0.01
Vincom Retail JSC 89,642 127,527.00 0.01
Vincom Retail JSC Macquarie Bank Ltd. 201,626 285,727.00 0.02
Vir Biotechnology, Inc. 5,986 306,914.00 0.02
Visa, Inc. - Class A 94,529 20,014,720.00 1.05
Viscofan SA 3,315 229,191.00 0.01
Vishay Intertechnology, Inc. 15,290 368,183.00 0.02
Vistra Corp. 5,230 92,476.00 0.00
Vital KSK Holdings, Inc. 15,477 110,409.00 0.01
Voltas Ltd. 5,587 76,816.00 0.00
Voltronic Power Technology Corp. 1,446 56,398.00 0.00
Volvo AB - Class B 172,842 4,377,238.00 0.23
Vonage Holdings Corp. 10,406 123,009.00 0.01
Voya Financial, Inc. 8,500 540,940.00 0.03
VTech Holdings Ltd. 22,609 203,685.00 0.01
W-Scope Corp. 952 6,530.00 0.00
Wabash National Corp. 9,287 174,599.00 0.01
Wacker Chemie AG 72 10,301.00 0.00
Walmart, Inc. 84,544 11,483,691.00 0.60
Warrior Met Coal, Inc. 6,794 116,384.00 0.01
Warsaw Stock Exchange 17,827 206,507.00 0.01
Waste Management, Inc. 165 21,300.00 0.00
Waters Corp. 276 78,552.00 0.00
Watkin Jones PLC 97,615 286,640.00 0.02
Watts Water Technologies, Inc. 144 17,173.00 0.00
Webster Financial Corp. 3,002 165,492.00 0.01
Webster Financial Corp. 13,422 739,686.00 0.04
Weichai Power Co., Ltd. - Class A 1,030,753 3,044,118.00 0.16
Weichai Power Co., Ltd. - Class H 429,485 1,078,170.00 0.06
Weimob, Inc. 27,896 63,058.00 0.00
Weir Group PLC (The) 88,210 2,162,049.00 0.11
Welbilt, Inc. 31,980 519,675.00 0.03
Wells Fargo & Co. 296,157 11,570,855.00 0.61
Welltower, Inc. 18,943 1,356,893.00 0.07
Western Alliance Bancorp 1,859 175,612.00 0.01
Western Digital Corp. 99,581 6,647,031.00 0.35
Western Union Co. (The) - Class W 549 13,559.00 0.00
Westpac Banking Corp. 138,432 2,567,777.00 0.13
WH Group Ltd. 327,055 265,709.00 0.01
Wharf Real Estate Investment Co., Ltd. 32,120 180,627.00 0.01
Whirlpool Corp. 109 24,052.00 0.00
Whitehaven Coal Ltd. 85,151 114,753.00 0.01
Wilcon Depot, Inc. 187,313 68,771.00 0.00
Williams-Sonoma, Inc. 3,395 608,384.00 0.03
Wingstop, Inc. 428 54,529.00 0.00
Winnebago Industries, Inc. 1,875 143,892.00 0.01
Wintrust Financial Corp. 9,850 746,630.00 0.04
Wintrust Financial Corp. 2,216 168,016.00 0.01
WNS Holdings Ltd. (ADR) 2,133 154,558.00 0.01
Wolters Kluwer NV 34,059 2,958,223.00 0.16
WONIK IPS Co., Ltd. 1,830 84,217.00 0.00
Woodside Petroleum Ltd. 150,889 2,757,933.00 0.14
WW International, Inc. 650 20,333.00 0.00
X5 Retail Group NV (GDR) 47,853 1,542,792.00 0.08
Xero Ltd. 649 62,874.00 0.00
Xilinx, Inc. 41,729 5,170,223.00 0.27
Xinjiang Goldwind Science & Technology Co., Ltd. - 3,103 5,887.00 0.00
Xinyi Energy Holdings Ltd. 10,071 4,928.00 0.00
Xinyi Glass Holdings Ltd. 13,882 45,605.00 0.00
Xinyi Solar Holdings Ltd. 2,449 4,060.00 0.00
XPO Logistics, Inc. 5,634 694,672.00 0.04
Xylem, Inc./NY 46 4,924.00 0.00
Y-mAbs Therapeutics, Inc. 1,552 46,937.00 0.00
Yara International ASA 5,639 293,801.00 0.02
YDUQS Participacoes SA 44,485 211,097.00 0.01
Yestar Healthcare Holdings Co., Ltd. 70,180 10,381.00 0.00
York Water Co. (The) 329 16,149.00 0.00
Yuasa Trading Co., Ltd. 6,080 171,849.00 0.01
Yuhan Corp. 1,069 59,664.00 0.00
Yurtec Corp. 29,089 214,201.00 0.01
Zai Lab Ltd. (ADR) 424 56,630.00 0.00
Zalando SE 1,302 127,657.00 0.01
Zendesk, Inc. 5,870 778,479.00 0.04
Zentalis Pharmaceuticals, Inc. 1,378 59,830.00 0.00
Zeon Corp. 43,162 691,432.00 0.04
Zhejiang Huayou Cobalt Co., Ltd. 789 8,361.00 0.00
Zhongsheng Group Holdings Ltd. 33,394 236,577.00 0.01
Zimmer Biomet Holdings, Inc. 37,789 6,049,263.00 0.32
Zions Bancorp NA 11,171 613,958.00 0.03
Zoetis, Inc. 51,166 8,057,760.00 0.42
Zoomlion Heavy Industry Science and Technology Co. 918,260 1,789,756.00 0.09
Zoomlion Heavy Industry Science and Technology Co. 1,746,602 2,505,603.00 0.13
zooplus AG 1,145 327,091.00 0.02
Zumiez, Inc. 3,438 147,495.00 0.01


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.