Dynamic Asset Allocation Overlay Portfolio Holdings




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

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


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October Holdings (as of 10/31/2020)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 505 53,072,229.00 3.13
10 Yr Canadian Bond Futures 444 50,335,329.00 2.97
10 Yr Japan Bond (OSE) Futures 83 120,407,278.00 7.09
10X Genomics, Inc. 6,844 936,943.00 0.06
1st Source Corp. 1,213 40,642.00 0.00
A-Living Services Co., Ltd. - Class H 98,130 413,255.00 0.02
a2 Milk Co., Ltd. (The) 4,941 47,849.00 0.00
AAR Corp. 12,333 240,000.00 0.01
AB Fixed Income Shares, Inc. - AB Government Money 53,899,850 53,899,850.00 3.18
AB Fixed Income Shares, Inc. - AB Government Money 30,389,153 30,389,153.00 1.79
AbbVie, Inc. 1,078 91,788.00 0.01
Abcam PLC 29,917 570,904.00 0.03
ACADIA Pharmaceuticals, Inc. 656 30,513.00 0.00
Ace Hardware Indonesia Tbk PT 534,796 57,028.00 0.00
ACS Actividades de Construccion y Servicios SA 576 13,709.00 0.00
Activia Properties, Inc. 51 186,688.00 0.01
Activision Blizzard, Inc. 840 63,652.00 0.00
Acuity Brands, Inc. 1,506 134,316.00 0.01
ADC Therapeutics SA 7,932 227,569.00 0.01
Addcn Technology Co., Ltd. 8,859 64,139.00 0.00
Adecco Group AG 102 5,008.00 0.00
adidas AG 663 197,250.00 0.01
ADLER Group SA 7,406 186,189.00 0.01
Admiral Group PLC 20,978 747,329.00 0.04
Adobe, Inc. 11,952 5,343,797.00 0.31
Adyen NV 547 920,006.00 0.05
AECOM 197,117 8,838,756.00 0.52
Aeon Co., Ltd. 291 7,446.00 0.00
AEON REIT Investment Corp. 276 313,209.00 0.02
AerCap Holdings NV 72,998 1,812,563.00 0.11
AES Corp. (The) 3,543 69,099.00 0.00
Afterpay Ltd. 248 16,932.00 0.00
Ageas SA/NV 155 6,263.00 0.00
Agnico Eagle Mines Ltd. 23,028 1,822,993.00 0.11
Agricultural Bank of China Ltd. - Class H 650,977 221,473.00 0.01
AIA Group Ltd. 177,874 1,692,862.00 0.10
Air Water, Inc. 46,933 670,579.00 0.04
Airtac International Group 1,402 37,755.00 0.00
Aisan Industry Co., Ltd. 12,111 51,909.00 0.00
Aisin Seiki Co., Ltd. 2,278 69,044.00 0.00
Ajinomoto Co., Inc. 1,563 31,409.00 0.00
Akatsuki, Inc. 13,169 586,753.00 0.03
Aker BP ASA 9,648 150,256.00 0.01
Akzo Nobel NV 35,461 3,410,998.00 0.20
Alaska Air Group, Inc. 7,314 277,127.00 0.02
Alcoa Corp. 12,481 161,265.00 0.01
Alcon, Inc. 6,832 388,437.00 0.02
Alexander & Baldwin, Inc. 25,046 321,846.00 0.02
Alexandria Real Estate Equities, Inc. 5,774 874,883.00 0.05
Alfa Laval AB 1,326 26,951.00 0.00
Alibaba Group Holding Ltd. 467,264 17,706,434.00 1.04
Alibaba Group Holding Ltd. (Sponsored ADR) 2,276 693,614.00 0.04
Align Technology, Inc. 10,236 4,361,354.00 0.26
Allakos, Inc. 817 77,734.00 0.00
Allegro.eu SA 160 3,266.00 0.00
ALLETE, Inc. 1,364 70,385.00 0.00
Alliant Energy Corp. 8,771 484,860.00 0.03
Allianz SE 7,448 1,312,118.00 0.08
Allied Properties Real Estate Investment Trust 10,275 249,204.00 0.01
Allison Transmission Holdings, Inc. 1,548 55,980.00 0.00
Allogene Therapeutics, Inc. 10,673 362,042.00 0.02
Allovir, Inc. 1,314 34,746.00 0.00
Alphabet, Inc. - Class A 80 129,969.00 0.01
Alphabet, Inc. - Class C 25,808 41,835,561.00 2.46
Alstom SA 32,738 1,462,727.00 0.09
Altria Group, Inc. 3,835 138,368.00 0.01
Amadeus Fire AG 1,602 166,485.00 0.01
Amadeus IT Group SA - Class A 5,159 245,829.00 0.01
Amazon.com, Inc. 9,223 28,002,528.00 1.65
Amdocs Ltd. 5,159 290,864.00 0.02
Amedisys, Inc. 3,903 1,011,058.00 0.06
American Campus Communities, Inc. 140,171 5,250,832.00 0.31
American Electric Power Co., Inc. 128,830 11,585,681.00 0.68
American Financial Group, Inc./OH 4,802 359,861.00 0.02
American Homes 4 Rent - Class A 24,967 705,838.00 0.04
American Tower Corp. 35 8,093.00 0.00
American Well Corp. - Class A 12,949 334,213.00 0.02
Americold Realty Trust 118,060 4,277,322.00 0.25
Ameriprise Financial, Inc. 252 40,656.00 0.00
AmerisourceBergen Corp. - Class A 1,537 147,750.00 0.01
AMETEK, Inc. 5,586 548,545.00 0.03
Amicogen, Inc. 1,189 32,412.00 0.00
Amicus Therapeutics, Inc. 5,566 99,243.00 0.01
AMN Healthcare Services, Inc. 2,179 142,280.00 0.01
Amphastar Pharmaceuticals, Inc. 1,497 29,334.00 0.00
Anaplan, Inc. 15,862 877,961.00 0.05
Anglo American PLC 12,842 301,323.00 0.02
AngloGold Ashanti Ltd. 18,573 428,034.00 0.03
Anhui Conch Cement Co., Ltd. - Class A 6,698 51,007.00 0.00
Anhui Conch Cement Co., Ltd. - Class H 322,710 2,018,709.00 0.12
Annexon, Inc. 1,728 35,971.00 0.00
Ansell Ltd. 39,868 1,127,374.00 0.07
ANSYS, Inc. 2,067 629,132.00 0.04
Anthem, Inc. 39,192 10,691,577.00 0.63
Antofagasta PLC 40,237 536,528.00 0.03
APERAM SA 8,280 222,224.00 0.01
APG SGA SA 933 181,580.00 0.01
APL Apollo Tubes Ltd. 5,981 252,590.00 0.01
Apollo Hospitals Enterprise Ltd. 33,580 961,310.00 0.06
Apple, Inc. 337,261 36,714,249.00 2.16
Applied Industrial Technologies, Inc. 2,258 137,871.00 0.01
Applied Materials, Inc. 2,732 161,828.00 0.01
Aptiv PLC 6,545 631,582.00 0.04
ArcBest Corp. 1,579 48,212.00 0.00
ArcelorMittal SA 19,308 261,828.00 0.02
Arco Platform Ltd. - Class A 997 34,003.00 0.00
Arcosa, Inc. 2,002 92,475.00 0.01
Arcs Co., Ltd. 8,116 179,680.00 0.01
Arena Pharmaceuticals, Inc. 5,514 472,710.00 0.03
Ares Management Corp. - Class A 17,903 757,296.00 0.04
Aristocrat Leisure Ltd. 36,767 740,381.00 0.04
Armada Hoffler Properties, Inc. 21,798 196,408.00 0.01
Aroundtown SA 174,021 834,719.00 0.05
Array Technologies, Inc. 15,204 560,267.00 0.03
Arrow Electronics, Inc. 4,350 338,821.00 0.02
Arrow Electronics, Inc. 3,580 278,846.00 0.02
Arrowhead Pharmaceuticals, Inc. 1,997 114,453.00 0.01
Asahi Group Holdings Ltd. 60,931 1,885,664.00 0.11
Ascendis Pharma A/S (Sponsored ADR) 2,652 433,226.00 0.03
ASGN, Inc. 1,946 129,789.00 0.01
Ashmore Group PLC 32,827 151,875.00 0.01
Ashtead Group PLC 46,204 1,669,721.00 0.10
Asics Corp. 47,528 593,792.00 0.03
ASM International NV 5,099 728,395.00 0.04
ASMedia Technology, Inc. 601 30,173.00 0.00
ASML Holding NV 18,967 6,862,314.00 0.40
ASPEED Technology, Inc. 5,139 248,767.00 0.01
ASR Nederland NV 113,996 3,459,287.00 0.20
Associated Banc-Corp. 18,310 250,663.00 0.01
Assura PLC 615,887 607,986.00 0.04
Astellas Pharma, Inc. 131,156 1,798,534.00 0.11
Astral Foods Ltd. 13,264 94,066.00 0.01
AstraZeneca PLC 658 66,114.00 0.00
Atea ASA 17,187 199,702.00 0.01
Aten International Co., Ltd. 52,183 150,099.00 0.01
Atlas Copco AB - Class B SHS 1,658 63,542.00 0.00
Atos SE 14,695 1,003,918.00 0.06
ATS Automation Tooling Systems, Inc. 39,846 493,482.00 0.03
Aurizon Holdings Ltd. 688,257 1,825,023.00 0.11
Austevoll Seafood ASA 54,012 367,907.00 0.02
AUSTRALIAN DOLLAR -71,504 -50,260.00 0.00
Australian Dollar Currency Forward -19,836,671 206,554.00 0.01
Auto Trader Group PLC 569,824 4,284,181.00 0.25
Automatic Data Processing, Inc. 47,583 7,516,210.00 0.44
AutoZone, Inc. 9,145 10,324,522.00 0.61
Avalara, Inc. 7,862 1,171,831.00 0.07
Avast PLC 647,670 3,980,095.00 0.23
Avista Corp. 1,846 61,325.00 0.00
Aviva PLC 15,201 50,705.00 0.00
Axfood AB 8,808 204,742.00 0.01
Axon Enterprise, Inc. 9,706 959,923.00 0.06
Axsome Therapeutics, Inc. 734 48,698.00 0.00
Aygaz AS 99,120 125,100.00 0.01
Azrieli Group Ltd. 4,213 197,749.00 0.01
B&M European Value Retail SA 803,539 5,042,938.00 0.30
B2Gold Corp. 16,757 107,918.00 0.01
BAE Systems PLC 54,960 282,520.00 0.02
Baker Hughes Co. - Class A 757 11,193.00 0.00
Balfour Beatty PLC 124,455 343,952.00 0.02
Balkrishna Industries Ltd. 2,799 50,589.00 0.00
Banco BTG Pactual SA 10,207 128,979.00 0.01
Bancorp, Inc. (The) 8,981 86,218.00 0.01
Bandai Namco Holdings, Inc. 9,828 734,517.00 0.04
Bandhan Bank Ltd. 34,787 135,433.00 0.01
Bank BTPN Syariah Tbk PT 878,434 219,352.00 0.01
Bank Central Asia Tbk PT 48,685 95,796.00 0.01
Bank for Foreign Trade of Vietnam JSC 84,783 304,498.00 0.02
Bank for Foreign Trade of Vietnam JSC Macquarie Ba 8,496 30,425.00 0.00
Bank Hapoalim BM 277,972 1,622,611.00 0.10
Bank Leumi Le-Israel BM 200,342 944,222.00 0.06
Bank Negara Indonesia Persero Tbk PT 537,427 170,981.00 0.01
Bank of America Corp. 597,567 14,162,337.00 0.83
Bank of Georgia Group PLC 1,458 16,961.00 0.00
Bank of Ireland Group PLC 595,337 1,477,177.00 0.09
Bank of NT Butterfield & Son Ltd. (The) 2,799 74,073.00 0.00
Bank of the Philippine Islands 164,773 249,905.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 4,048,491 159,097.00 0.01
BankUnited, Inc. 17,380 438,845.00 0.03
BankUnited, Inc. 5,336 134,740.00 0.01
Barloworld Ltd. 14,980 52,632.00 0.00
Barnes Group, Inc. 2,646 97,113.00 0.01
Barrett Business Services, Inc. 1,513 89,651.00 0.01
BAWAG Group AG 5,984 219,770.00 0.01
BDO Unibank, Inc. 16,258 29,771.00 0.00
BE Semiconductor Industries NV 2,722 109,710.00 0.01
Beach Energy Ltd. 2,307,022 1,913,025.00 0.11
Beazley PLC 63,690 242,805.00 0.01
Bega Cheese Ltd. 8,276 29,116.00 0.00
BeiGene Ltd. (Sponsored ADR) 1,153 341,914.00 0.02
Beijing Thunisoft Corp., Ltd. - Class A 15,316 53,491.00 0.00
Belden, Inc. 10,273 317,230.00 0.02
Benesse Holdings, Inc. 27,000 636,551.00 0.04
Berger Paints India Ltd. 5,825 49,002.00 0.00
Berkeley Lights, Inc. 2,569 186,432.00 0.01
Best Buy Co., Inc. 479 53,515.00 0.00
Betsson AB 12,466 94,992.00 0.01
BGF retail Co., Ltd. 387 40,314.00 0.00
Bharti Airtel Ltd. 15,743 91,843.00 0.01
BHP Group Ltd. 545 13,078.00 0.00
Bidvest Group Ltd. (The) 14,796 121,667.00 0.01
Biffa PLC 156,624 438,633.00 0.03
Bio-Rad Laboratories, Inc. - Class A 305 179,397.00 0.01
BioGaia AB - Class B 3,194 151,591.00 0.01
Biohaven Pharmaceutical Holding Co., Ltd. 7,129 552,261.00 0.03
Biotage AB 4,089 68,148.00 0.00
Bioxcel Therapeutics, Inc. 1,016 46,433.00 0.00
Black Hills Corp. 1,470 83,290.00 0.00
Black Hills Corp. 1,560 88,430.00 0.01
Blackline, Inc. 1,539 150,369.00 0.01
Blueprint Medicines Corp. 6,601 675,233.00 0.04
Bluerock Residential Growth REIT, Inc. 10,719 92,833.00 0.01
BlueScope Steel Ltd. 189,793 1,960,321.00 0.12
BML, Inc. 14,678 412,688.00 0.02
BNP Paribas SA 1,551 54,102.00 0.00
Boise Cascade Co. 3,048 116,995.00 0.01
Boliden AB 8,276 225,704.00 0.01
Booking Holdings, Inc. 10 16,337.00 0.00
Booz Allen Hamilton Holding Corp. 53,740 4,218,590.00 0.25
Boston Properties, Inc. 7,672 555,565.00 0.03
BP PLC 232,201 592,272.00 0.03
BR Properties SA 71,998 108,788.00 0.01
British American Tobacco PLC 92,869 2,943,545.00 0.17
Brixmor Property Group, Inc. 56,685 621,276.00 0.04
Broadcom, Inc. 960 335,651.00 0.02
Broadstone Net Lease, Inc. - Class A 10,658 175,870.00 0.01
BRP, Inc. 10,966 592,315.00 0.03
Brunswick Corp./DE 7,476 476,295.00 0.03
Budimex SA 3,211 189,828.00 0.01
Budweiser Brewing Co. APAC Ltd. 89,988 265,385.00 0.02
Builders FirstSource, Inc. 5,701 172,761.00 0.01
Burkhalter Holding AG 2,323 149,397.00 0.01
Burlington Stores, Inc. 140 27,101.00 0.00
C&S Paper Co., Ltd. 15,824 47,900.00 0.00
CA Immobilien Anlagen AG 37,067 1,018,183.00 0.06
CACI International, Inc. - Class A 367 76,672.00 0.00
Cactus, Inc. - Class A 4,805 81,695.00 0.00
Cadence Design Systems, Inc. 1,606 175,710.00 0.01
Calavo Growers, Inc. 1,346 90,406.00 0.01
Calbee, Inc. 129,751 3,980,353.00 0.23
Callaway Golf Co. 18,702 289,693.00 0.02
Camden Property Trust 5,218 481,308.00 0.03
Camden Property Trust 7,702 710,521.00 0.04
CANADIAN DOLLAR -686,328 -515,145.00 -0.03
Canadian Dollar Currency Forward 14,283,647 -152,158.00 -0.01
Canadian Dollar Currency Forward -26,755,000 186,162.00 0.01
Canadian Dollar Currency Forward -10,241,000 -15,914.00 0.00
Canadian Dollar Currency Forward 36,943,069 -88,240.00 -0.01
Canadian Pacific Railway Ltd. 170 50,876.00 0.00
Capcom Co., Ltd. 30,589 1,672,971.00 0.10
Capgemini SE 77,787 8,981,967.00 0.53
Capital Power Corp. 32,184 709,259.00 0.04
CapitaLand Mall Trust 303,489 384,690.00 0.02
Capitec Bank Holdings Ltd. 4,523 317,922.00 0.02
CareTrust REIT, Inc. 3,753 64,177.00 0.00
Carpenter Technology Corp. 9,791 171,146.00 0.01
Carrier Global Corp. 3,009 100,491.00 0.01
Cascades, Inc. 16,538 176,026.00 0.01
Casey's General Stores, Inc. 3,020 509,081.00 0.03
Cathay General Bancorp 2,632 61,932.00 0.00
CBRE Group, Inc. - Class A 79,501 4,006,850.00 0.24
CDW Corp./DE 51,457 6,308,628.00 0.37
Cellnex Telecom SA 22,908 1,470,504.00 0.09
Cenovus Energy, Inc. 2,094 6,854.00 0.00
Centrais Eletricas Brasileiras SA 14,141 76,549.00 0.00
Centrais Eletricas Brasileiras SA (Preference Shar 751 4,057.00 0.00
Central Asia Metals PLC 44,838 97,897.00 0.01
Central Pattana PCL 55,818 68,949.00 0.00
Centre Testing International Group Co., Ltd. - Cla 15,522 62,593.00 0.00
Cerner Corp. 2,278 159,676.00 0.01
Cerved Information Solutions SpA 66,469 470,320.00 0.03
Cewe Stiftung & Co. KGAA 1,700 162,103.00 0.01
Change Healthcare, Inc. 33,820 478,553.00 0.03
Chargeurs SA 7,283 141,977.00 0.01
Charter Hall Retail REIT 184,187 445,691.00 0.03
Check Point Software Technologies Ltd. 38,366 4,356,925.00 0.26
Chegg, Inc. 13,237 972,125.00 0.06
Chemed Corp. 76 36,822.00 0.00
ChemoCentryx, Inc. 1,260 60,526.00 0.00
Cheniere Energy, Inc. 1,481 70,906.00 0.00
Chesapeake Utilities Corp. 580 56,397.00 0.00
Chevron Corp. 86,975 6,044,767.00 0.36
China CITIC Bank Corp., Ltd. - Class H 87,754 35,716.00 0.00
China Construction Bank Corp. - Class H 427,384 294,516.00 0.02
China Everbright Ltd. 113,399 150,037.00 0.01
China General Plastics Corp. 111,998 85,678.00 0.01
China Lilang Ltd. 162,106 102,697.00 0.01
China Mobile Ltd. 344,853 2,109,311.00 0.12
China Resources Cement Holdings Ltd. 1,915,007 2,507,567.00 0.15
China Resources Land Ltd. 147,063 601,442.00 0.04
China Resources Pharmaceutical Group Ltd. 150,955 75,466.00 0.00
China Telecom Corp., Ltd. - Class H 830,592 260,730.00 0.02
China Yangtze Power Co., Ltd. - Class A 568,521 1,612,843.00 0.10
Chong Kun Dang Pharmaceutical Corp. 1,376 186,126.00 0.01
Chr Hansen Holding A/S 38,882 3,923,671.00 0.23
Churchill Downs, Inc. 1,103 164,529.00 0.01
Cia de Transmissao de Energia Eletrica Paulista (P 450,963 1,847,723.00 0.11
Cie de Saint-Gobain 1,559 60,759.00 0.00
CIFI Holdings Group Co., Ltd. 1,157,175 801,669.00 0.05
Cimarex Energy Co. 2,957 75,019.00 0.00
Cintas Corp. 27 8,668.00 0.00
Cirrus Logic, Inc. 1,419 97,768.00 0.01
Citi Trends, Inc. 4,581 119,610.00 0.01
Citigroup, Inc. 160,694 6,655,945.00 0.39
Citrix Systems, Inc. 39,750 4,502,482.00 0.27
City Developments Ltd. 33,082 153,632.00 0.01
City Union Bank Ltd. 29,500 58,852.00 0.00
Civista Bancshares, Inc. 5,446 77,660.00 0.00
CK Asset Holdings Ltd. 41,999 195,023.00 0.01
Clariant AG 1,307 22,431.00 0.00
Clas Ohlson AB - Class B 17,827 157,743.00 0.01
Cleopatra Hospital 146,303 43,984.00 0.00
Clinuvel Pharmaceuticals Ltd. 11,246 163,428.00 0.01
Close Brothers Group PLC 15,550 216,840.00 0.01
CNP Assurances 6,225 70,215.00 0.00
Coca-Cola European Partners PLC 34,532 1,233,156.00 0.07
cocokara fine, Inc. 2,597 170,672.00 0.01
Cogeco Communications, Inc. 13,904 968,531.00 0.06
Cognex Corp. 14,810 975,979.00 0.06
Coherus Biosciences, Inc. 25,756 429,360.00 0.03
Coles Group Ltd. 259,293 3,239,163.00 0.19
Coloplast A/S - Class B 516 75,487.00 0.00
Comcast Corp. - Class A 363,348 15,347,819.00 0.90
Comerica, Inc. 9,820 446,908.00 0.03
Comfort Systems USA, Inc. 2,631 120,537.00 0.01
Commercial Metals Co. 5,274 108,911.00 0.01
Community Trust Bancorp, Inc. 1,685 53,623.00 0.00
CommVault Systems, Inc. 10,430 412,923.00 0.02
CommVault Systems, Inc. 1,901 75,272.00 0.00
Compass Group PLC 11,704 160,207.00 0.01
Computacenter PLC 6,910 204,106.00 0.01
Computer Programs & Systems, Inc. 3,856 107,546.00 0.01
CONMED Corp. 471 36,730.00 0.00
Consolidated Water Co., Ltd. 4,830 48,598.00 0.00
Constellation Software, Inc./Canada 7,427 7,797,269.00 0.46
Construtora Tenda SA 24,802 116,101.00 0.01
Contact Energy Ltd. 99,364 484,431.00 0.03
Controladora Vuela Cia de Aviacion SAB de CV - Cla 166,784 130,052.00 0.01
ConvaTec Group PLC 1,049,740 2,457,370.00 0.14
Cooper Tire & Rubber Co. 9,435 324,469.00 0.02
Copa Holdings SA - Class A 1,666 82,114.00 0.00
Copart, Inc. 6,027 665,187.00 0.04
Corcept Therapeutics, Inc. 2,667 44,754.00 0.00
Corp. GEO SAB de CV Series B 175 0.00 0.00
Corteva, Inc. 430 14,187.00 0.00
Corus Entertainment, Inc. - Class B 57,619 152,233.00 0.01
Cosmax, Inc. 4,793 446,454.00 0.03
CoStar Group, Inc. 40 32,944.00 0.00
Costco Wholesale Corp. 13,154 4,704,133.00 0.28
Country Garden Services Holdings Co., Ltd. 8,848 55,727.00 0.00
Coupa Software, Inc. 1,640 439,028.00 0.03
Cousins Properties, Inc. 11,747 299,313.00 0.02
Cousins Properties, Inc. 19,573 498,727.00 0.03
Cowen, Inc. - Class A 5,408 116,074.00 0.01
Credicorp Ltd. 1,481 169,910.00 0.01
Credit Suisse Group AG 180,717 1,704,410.00 0.10
Cree, Inc. 9,890 629,004.00 0.04
Criteo SA (Sponsored ADR) 15,866 272,260.00 0.02
Crocs, Inc. 3,531 184,816.00 0.01
Crowdstrike Holdings, Inc. - Class A 4,030 499,075.00 0.03
CSX Corp. 118,435 9,349,258.00 0.55
CubeSmart 209,561 7,110,431.00 0.42
Cummins, Inc. 567 124,719.00 0.01
Curtiss-Wright Corp. 644 54,361.00 0.00
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,383 172,978.00 0.01
Daiichi Jitsugyo Co., Ltd. 4,707 167,554.00 0.01
Daiwa House REIT Investment Corp. 84 194,923.00 0.01
Daiwa Office Investment Corp. 58 317,067.00 0.02
Daiwa Securities Living Investments Corp. 335 327,430.00 0.02
Dana, Inc. 39,252 549,135.00 0.03
DANISH KRONE 158,567 24,807.00 0.00
Danone SA 8,482 470,461.00 0.03
Dassault Systemes SE 4,822 822,229.00 0.05
Data#3 Ltd. 42,792 187,806.00 0.01
Datadog, Inc. - Class A 6,800 617,100.00 0.04
DBS Group Holdings Ltd. 33,210 494,703.00 0.03
Deciphera Pharmaceuticals, Inc. 7,870 457,068.00 0.03
Deckers Outdoor Corp. 21,886 5,545,272.00 0.33
Deere & Co. 818 184,972.00 0.01
Dermapharm Holding SE 3,905 189,655.00 0.01
Derwent London PLC 5,705 196,460.00 0.01
Desarrolladora Homex SAB de CV 210 0.00 0.00
Despegar.com Corp. 3,421 23,264.00 0.00
Deutsche Wohnen SE 19,595 989,030.00 0.06
Deutz AG 75,235 386,494.00 0.02
Dialog Semiconductor PLC 5,184 197,669.00 0.01
Dicerna Pharmaceuticals, Inc. 2,140 44,937.00 0.00
Digital Realty Trust, Inc. 9,817 1,416,666.00 0.08
Digital Turbine, Inc. 654 18,762.00 0.00
Dino Polska SA 26,942 1,481,304.00 0.09
Dip Corp. 53,405 1,026,100.00 0.06
Divi's Laboratories Ltd. 1,457 61,806.00 0.00
Dollar General Corp. 187 39,127.00 0.00
Domino's Pizza Enterprises Ltd. 3,078 183,370.00 0.01
Domino's Pizza, Inc. 167 63,506.00 0.00
Dongwon Development Co., Ltd. 56,866 210,958.00 0.01
Dongyue Group Ltd. 149,492 57,038.00 0.00
Douzone Bizon Co., Ltd. 699 61,707.00 0.00
Downer EDI Ltd. 168,460 520,864.00 0.03
Dr. Lal PathLabs Ltd. 10,494 325,505.00 0.02
Dream Industrial Real Estate Investment Trust 25,719 228,373.00 0.01
Dril-Quip, Inc. 12,534 324,630.00 0.02
Dropbox, Inc. - Class A 4,223 77,128.00 0.00
Dustin Group AB 33,697 214,306.00 0.01
Dynatrace, Inc. 20,831 735,542.00 0.04
Eagle Pharmaceuticals, Inc./DE 563 26,224.00 0.00
East Japan Railway Co. 26,547 1,388,265.00 0.08
Eaton Corp. PLC 92,134 9,562,587.00 0.56
eBay, Inc. 2,902 138,231.00 0.01
Echo Global Logistics, Inc. 3,340 90,104.00 0.01
Ecopetrol SA (Sponsored ADR) 8,811 81,507.00 0.00
EDION Corp. 19,401 191,102.00 0.01
EDP - Energias de Portugal SA 1,618,899 7,985,492.00 0.47
Edwards Lifesciences Corp. 114,877 8,235,584.00 0.49
Egis Technology, Inc. 25,378 138,497.00 0.01
Elan Microelectronics Corp. 40,545 191,525.00 0.01
Electrolux AB - Class B 3,244 73,150.00 0.00
Electronic Arts, Inc. 82,847 9,927,625.00 0.58
Eli Lilly & Co. 1,217 158,811.00 0.01
Elite Material Co., Ltd. 5,376 28,247.00 0.00
Ellington Financial, Inc. 4,525 55,386.00 0.00
Emaar Properties PJSC 313,666 224,775.00 0.01
Embassy Office Parks Reit 16,128 73,997.00 0.00
EMCOR Group, Inc. 1,962 133,843.00 0.01
eMemory Technology, Inc. 1,769 35,398.00 0.00
Emergent BioSolutions, Inc. 896 80,700.00 0.00
Emirates NBD Bank PJSC Merrill Lynch & Co., Inc. 34,760 88,638.00 0.01
Empire Co., Ltd. - Class A 1,396 38,110.00 0.00
Endesa SA 1,846 49,536.00 0.00
Enel SpA 557,704 4,434,031.00 0.26
ENEOS Holdings, Inc. 624,386 2,106,857.00 0.12
Enerjisa Enerji AS 170,357 182,768.00 0.01
EnerSys 5,574 399,098.00 0.02
Enghouse Systems Ltd. 15,389 763,620.00 0.04
ENN Energy Holdings Ltd. 7,546 95,510.00 0.01
Enphase Energy, Inc. 800 78,511.00 0.00
Entegris, Inc. 18,118 1,354,711.00 0.08
Entra ASA 59,273 774,881.00 0.05
Envestnet, Inc. 1,718 131,915.00 0.01
EOG Resources, Inc. 112,989 3,868,773.00 0.23
EPAM Systems, Inc. 161 49,856.00 0.00
Equatorial Energia SA 104,142 361,726.00 0.02
Equiniti Group PLC 206,972 276,885.00 0.02
Equity Group Holdings PLC/Kenya 77,843 24,039.00 0.00
Erste Group Bank AG 141,702 2,912,760.00 0.17
Essent Group Ltd. 4,204 167,554.00 0.01
Essent Group Ltd. 10,107 402,763.00 0.02
Essential Properties Realty Trust, Inc. 22,767 376,112.00 0.02
Essex Property Trust, Inc. 3,292 673,587.00 0.04
Essity AB - Class B 21,252 615,125.00 0.04
Etsy, Inc. 2,850 346,531.00 0.02
Euro Buxl 30 Yr Bond Futures 18 4,795,656.00 0.28
EURO CURRENCY 6,789,832 7,907,778.00 0.47
Euro Currency Forward -39,226,078 396,430.00 0.02
Euro Currency Forward -6,997,000 114,468.00 0.01
Euro Currency Forward -12,093,000 15,555.00 0.00
Euro STOXX 50 Index Futures 935 32,223,415.00 1.90
Euro-BOBL Futures 44 6,962,604.00 0.41
Euro-Bund Futures 40 8,206,124.00 0.48
Eurocommercial Properties NV 19,065 208,118.00 0.01
Eurofins Scientific SE 766 610,515.00 0.04
Euronext NV 2,085 217,120.00 0.01
Europris ASA 41,359 214,980.00 0.01
Ever Sunshine Lifestyle Services Group Ltd. 74,210 128,321.00 0.01
Everbridge, Inc. 367 38,432.00 0.00
Evercore, Inc. - Class A 1,037 82,556.00 0.00
Everest Re Group Ltd. 2,450 482,846.00 0.03
EVERTEC, Inc. 3,142 104,569.00 0.01
Evolution Mining Ltd. 1,074,315 4,211,784.00 0.25
Evonik Industries AG 41,429 997,493.00 0.06
Experian PLC 12,493 457,673.00 0.03
Exxon Mobil Corp. 13,765 449,037.00 0.03
Fabege AB 13,987 176,620.00 0.01
Fabrinet 949 57,009.00 0.00
Facebook, Inc. - Class A 118,731 31,239,330.00 1.84
FactSet Research Systems, Inc. 455 139,570.00 0.01
Faes Farma SA 36,860 138,912.00 0.01
Fair Isaac Corp. 2,559 1,001,948.00 0.06
Farglory Land Development Co., Ltd. 123,363 189,978.00 0.01
Faurecia SE 63,307 2,400,999.00 0.14
Feed One Co., Ltd. 17,647 153,713.00 0.01
Fibra Uno Administracion SA de CV 233,155 177,300.00 0.01
FinecoBank Banca Fineco SpA 5,685 78,065.00 0.00
First American Financial Corp. 3,596 160,345.00 0.01
First Citizens BancShares, Inc./NC - Class A 1,290 596,883.00 0.04
First Citizens BancShares, Inc./NC - Class A 241 111,800.00 0.01
First Horizon National Corp. 8,209 85,457.00 0.01
First Industrial Realty Trust, Inc. 2,802 111,562.00 0.01
First Quantum Minerals Ltd. 34,313 394,304.00 0.02
Fisher & Paykel Healthcare Corp., Ltd. 2,823 65,310.00 0.00
Five Below, Inc. 5,208 694,434.00 0.04
Fjordkraft Holding ASA 93,417 769,368.00 0.05
Flagstar Bancorp, Inc. 2,707 79,466.00 0.00
Fletcher Building Ltd. 98,281 266,157.00 0.02
Flex Ltd. 52,442 742,065.00 0.04
Floor & Decor Holdings, Inc. - Class A 12,700 927,107.00 0.05
FMC Corp. 6,512 669,057.00 0.04
Foot Locker, Inc. 2,832 104,453.00 0.01
Foot Locker, Inc. 13,906 512,853.00 0.03
Ford Otomotiv Sanayi AS 12,891 166,785.00 0.01
Formula Systems 1985 Ltd. 1,220 96,364.00 0.01
Fortescue Metals Group Ltd. 850 10,405.00 0.00
Fortinet, Inc. 419 46,354.00 0.00
Fortnox AB 7,022 219,397.00 0.01
Fox Factory Holding Corp. 1,328 111,668.00 0.01
FPT Corp. 2,939 6,542.00 0.00
FPT Corp. Macquarie Bank Ltd. 254,152 564,600.00 0.03
Freshpet, Inc. 8,883 1,017,194.00 0.06
FTI Consulting, Inc. 613 60,400.00 0.00
FTSE 100 Index Futures 482 34,746,067.00 2.05
Fu Shou Yuan International Group Ltd. 767,771 790,854.00 0.05
Fubon Financial Holding Co., Ltd. 127,657 181,855.00 0.01
Fuji Electric Co., Ltd. 54,452 1,651,155.00 0.10
Fujitsu Ltd. 662 78,377.00 0.00
GAIL India Ltd. 114,449 130,938.00 0.01
Galaxy Entertainment Group Ltd. 122,327 808,407.00 0.05
Galenica AG 5,517 347,925.00 0.02
Games Workshop Group PLC 1,809 243,225.00 0.01
Gap, Inc. (The) 22,480 437,236.00 0.03
GATX Corp. 6,191 422,721.00 0.02
GCP Applied Technologies, Inc. 9,590 209,157.00 0.01
GDS Holdings Ltd. (ADR) 5,204 437,423.00 0.03
Gecina SA 1,819 225,827.00 0.01
Geely Automobile Holdings Ltd. 86,151 177,028.00 0.01
General Motors Co. 2,050 70,796.00 0.00
Genesco, Inc. 4,742 84,040.00 0.00
Genesis Energy Ltd. 264,760 542,631.00 0.03
Genmab A/S 10,639 3,553,929.00 0.21
Genomma Lab Internacional SAB de CV - Class B 66,489 59,306.00 0.00
Genpact Ltd. 120,249 4,132,958.00 0.24
Genworth MI Canada, Inc. 5,117 169,779.00 0.01
Geo Holdings Corp. 13,162 195,839.00 0.01
Gerresheimer AG 15,945 1,602,881.00 0.09
Getinge AB - Class B 136,414 2,670,981.00 0.16
Getty Realty Corp. 3,910 102,780.00 0.01
Gigabyte Technology Co., Ltd. 47,002 118,268.00 0.01
Gilead Sciences, Inc. 672 39,099.00 0.00
GlaxoSmithKline PLC 119,072 1,988,337.00 0.12
Glencore PLC 265,208 534,987.00 0.03
Global Blood Therapeutics, Inc. 407 21,530.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 52,272 295,822.00 0.02
Globalwafers Co., Ltd. 768 11,184.00 0.00
Globant SA 328 59,284.00 0.00
Globus Medical, Inc. - Class A 1,368 71,334.00 0.00
GLP J-Reit 193 297,596.00 0.02
GMO Payment Gateway, Inc. 4,400 539,188.00 0.03
GMS, Inc. 3,825 86,463.00 0.01
GoHealth, Inc. 34,014 352,385.00 0.02
Goldman Sachs Group, Inc. (The) 53,191 10,055,334.00 0.59
Goldman Sachs International 1.705% CPI# 32,593,864 -32,126,862.00 -1.89
Goldman Sachs International 1.900% CPI# 14,599,073 -14,402,796.00 -0.85
Goldman Sachs International 2.175% CPI# 9,242,502 -9,338,796.00 -0.55
GoodRx Holdings, Inc. 1,041 50,373.00 0.00
Goosehead Insurance, Inc. - Class A 7,818 958,079.00 0.06
Gossamer Bio, Inc. 3,491 28,975.00 0.00
Grainger PLC 104,905 380,054.00 0.02
Grand City Properties SA 31,361 711,850.00 0.04
Graphic Packaging Holding Co. 31,373 416,947.00 0.02
Great British Pound Currency Forward -32,234,381 166,974.00 0.01
Great British Pound Currency Forward 6,611,000 99,356.00 0.01
Great British Pound Currency Forward 19,842,535 -42,780.00 0.00
Great Southern Bancorp, Inc. 1,575 64,510.00 0.00
Grocery Outlet Holding Corp. 17,976 791,303.00 0.05
Growthpoint Properties Ltd. 190,804 124,825.00 0.01
Grupo Aeroportuario del Centro Norte SAB de CV 6,619 29,898.00 0.00
Grupo Cementos de Chihuahua SAB de CV 49,771 251,021.00 0.01
Grupo Televisa SAB (Sponsored ADR) 15,909 101,187.00 0.01
GS Retail Co., Ltd. 1,381 39,237.00 0.00
Guangdong Tapai Group Co., Ltd. - Class A 198,478 390,148.00 0.02
Guangzhou Automobile Group Co., Ltd. - Class H 3,099,276 3,186,314.00 0.19
Guardant Health, Inc. 9,929 1,059,027.00 0.06
GUD Holdings Ltd. 24,144 215,379.00 0.01
GVC Holdings PLC 358,143 4,486,480.00 0.26
GW Pharmaceuticals PLC (Sponsored ADR) 347 31,273.00 0.00
H&R Real Estate Investment Trust 15,217 116,959.00 0.01
Hain Celestial Group, Inc. (The) 14,527 446,705.00 0.03
Hain Celestial Group, Inc. (The) 1,676 51,566.00 0.00
Halma PLC 34,952 1,072,612.00 0.06
Halozyme Therapeutics, Inc. 3,159 88,471.00 0.01
Halyk Savings Bank of Kazakhstan JSC (GDR) 7,167 71,532.00 0.00
Hana Financial Group, Inc. 155,366 4,196,824.00 0.25
Handsome Co., Ltd. 6,432 159,030.00 0.01
Hang Seng Bank Ltd. 13,048 201,021.00 0.01
HANG SENG IDX FUT NOV20 XHKF 20201127 -59 -9,234,808.00 -0.54
Hangzhou Hikvision Digital Technology Co., Ltd. - 76,846 516,556.00 0.03
Hangzhou Tigermed Consulting Co., Ltd. - Class A 4,078 75,763.00 0.00
Hanover Insurance Group, Inc. (The) 4,020 384,553.00 0.02
Haseko Corp. 16,518 198,042.00 0.01
HDFC Bank Ltd. 42,022 670,446.00 0.04
HeadHunter Group PLC (ADR) 1,467 33,666.00 0.00
Health Catalyst, Inc. 2,575 88,798.00 0.01
Healthcare Realty Trust, Inc. 3,140 87,314.00 0.01
HealthEquity, Inc. 1,240 63,847.00 0.00
Heineken Holding NV 140 10,853.00 0.00
Heiwa Real Estate REIT, Inc. 120 129,801.00 0.01
Helen of Troy Ltd. 570 108,171.00 0.01
Helix Energy Solutions Group, Inc. 25,230 62,571.00 0.00
HelloFresh SE 5,522 295,101.00 0.02
Hera SpA 52,576 165,150.00 0.01
Herman Miller, Inc. 8,110 247,111.00 0.01
Heron Therapeutics, Inc. 2,827 46,123.00 0.00
Hershey Co. (The) 979 134,587.00 0.01
Hikari Tsushin, Inc. 1,821 427,148.00 0.03
Hillenbrand, Inc. 11,730 343,102.00 0.02
Hillenbrand, Inc. 4,539 132,784.00 0.01
Hilltop Holdings, Inc. 6,082 138,734.00 0.01
Hilton Grand Vacations, Inc. 11,600 238,960.00 0.01
Hilton Grand Vacations, Inc. 10,836 223,228.00 0.01
Hitachi Ltd. 2,490 83,951.00 0.00
HKT Trust & HKT Ltd. - Class SS 335,021 433,272.00 0.03
HMS Holdings Corp. 2,337 62,231.00 0.00
Hoa Phat Group JSC 36,069 47,659.00 0.00
Hokuhoku Financial Group, Inc. 11,059 104,951.00 0.01
Hokuto Corp. 8,071 169,757.00 0.01
HollyFrontier Corp. 18,435 341,231.00 0.02
HollyFrontier Corp. 3,665 67,842.00 0.00
Home BancShares, Inc./AR 9,193 152,619.00 0.01
Home Depot, Inc. (The) 66,412 17,712,759.00 1.04
Honeywell International, Inc. 60,634 10,001,578.00 0.59
HONG KONG DOLLAR -518,950 -66,939.00 0.00
Hornbach Holding AG & Co. KGaA 1,883 181,446.00 0.01
Houghton Mifflin Harcourt Co. 31,112 81,202.00 0.00
Houlihan Lokey, Inc. 1,566 98,213.00 0.01
Housing Development Finance Corp., Ltd. 20,193 523,188.00 0.03
Howden Joinery Group PLC 12,769 105,423.00 0.01
Huaxin Cement Co., Ltd. 622,275 2,255,447.00 0.13
Huber & Suhner AG 2,649 191,083.00 0.01
HubSpot, Inc. 3,755 1,089,212.00 0.06
Hugel, Inc. 5,111 951,936.00 0.06
Huhtamaki Oyj 21,518 1,051,103.00 0.06
Hulic Reit, Inc. 269 354,100.00 0.02
Humana, Inc. 275 109,980.00 0.01
HUNGARIAN FORINT 3 0.00 0.00
Huntsman Corp. 3,533 85,826.00 0.01
Huons Co., Ltd. 2,300 113,721.00 0.01
HUYA, Inc. (ADR) 10,324 231,260.00 0.01
Hypoport SE 401 210,048.00 0.01
Hyundai Motor Co. 15,196 2,224,336.00 0.13
iA Financial Corp., Inc. 1,229 42,824.00 0.00
ICICI Bank Ltd. 43,182 227,662.00 0.01
ICICI Lombard General Insurance Co., Ltd. 3,244 54,247.00 0.00
ICON PLC 10,891 1,963,685.00 0.12
IDEX Corp. 3,268 556,834.00 0.03
IDP Education Ltd. 15,103 204,912.00 0.01
IG Group Holdings PLC 71,291 703,535.00 0.04
Immobiliare Grande Distribuzione SIIQ SpA 29,185 84,852.00 0.00
Inaba Denki Sangyo Co., Ltd. 8,289 199,551.00 0.01
Inari Medical, Inc. 9,188 608,306.00 0.04
Independence Realty Trust, Inc. 52,988 643,804.00 0.04
Indo Tambangraya Megah Tbk PT 278,561 152,598.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
Industrial & Infrastructure Fund Investment Corp. 179 305,150.00 0.02
Industrial Bank Co., Ltd. - Class A 106,460 283,223.00 0.02
Industrial Logistics Properties Trust 3,700 70,977.00 0.00
Industrias Bachoco SAB de CV 32,634 101,436.00 0.01
Industrias Penoles SAB de CV 8,141 130,035.00 0.01
Indutrade AB 3,890 196,989.00 0.01
Inficon Holding AG 260 191,412.00 0.01
Infineon Technologies AG 32,723 911,054.00 0.05
Info Edge India Ltd. 773 36,936.00 0.00
Informa PLC 29,560 160,382.00 0.01
Ingersoll Rand, Inc. 117,109 4,091,788.00 0.24
Innospec, Inc. 1,114 73,679.00 0.00
Innospec, Inc. 904 59,843.00 0.00
Innoviva, Inc. 3,168 34,249.00 0.00
Inphi Corp. 6,060 846,945.00 0.05
Insight Enterprises, Inc. 2,468 131,693.00 0.01
Insmed, Inc. 3,047 100,385.00 0.01
Insperity, Inc. 1,900 145,521.00 0.01
Instone Real Estate Group AG 13,618 281,816.00 0.02
Insulet Corp. 2,730 606,801.00 0.04
Integer Holdings Corp. 2,385 139,412.00 0.01
Intel Corp. 51,743 2,291,220.00 0.13
Intermediate Capital Group PLC 41,248 626,538.00 0.04
International Bancshares Corp. 3,048 84,375.00 0.00
International Business Machines Corp. 379 42,384.00 0.00
International Games System Co., Ltd. 7,508 197,582.00 0.01
International Paper Co. 2,993 130,947.00 0.01
Intertek Group PLC 3,328 239,772.00 0.01
Intertrust NV 39,549 613,212.00 0.04
Intuit, Inc. 605 190,448.00 0.01
Invitation Homes, Inc. 20,855 568,514.00 0.03
Iovance Biotherapeutics, Inc. 903 32,246.00 0.00
IPG Photonics Corp. 2,730 507,670.00 0.03
Iress Ltd. 29,112 188,377.00 0.01
iRhythm Technologies, Inc. 4,921 1,040,694.00 0.06
iShares MSCI Global Metals & Mining Producers ETF 50,565 1,348,078.00 0.08
Isracard Ltd. 0 0.00 0.00
Isracard Ltd. 0 0.00 0.00
Itochu Enex Co., Ltd. 22,022 207,169.00 0.01
J Sainsbury PLC 8,801 22,973.00 0.00
J2 Global, Inc. 2,109 143,162.00 0.01
Jabil, Inc. 2,161 71,637.00 0.00
Jaccs Co., Ltd. 11,938 208,487.00 0.01
Jack Henry & Associates, Inc. 2,822 418,361.00 0.02
Jacobs Engineering Group, Inc. 5,370 510,150.00 0.03
Japan Post Holdings Co., Ltd. 2,928 20,090.00 0.00
Japan Real Estate Investment Corp. 39 191,541.00 0.01
Japanese Government CPI Linked Bond Series 21 529,467,089 5,031,947.00 0.30
JAPANESE YEN -127,008,705 -1,213,130.00 -0.07
Japanese Yen Currency Forward 1,392,380,549 130,477.00 0.01
Japanese Yen Currency Forward 254,843,000 -25.00 0.00
Japanese Yen Currency Forward 901,360,000 11,252.00 0.00
Japanese Yen Currency Forward 1,116,964,302 63,968.00 0.00
Japanese Yen Currency Forward 4,417,527,749 373,970.00 0.02
JD.com, Inc. - Class A 20,791 848,041.00 0.05
Jiangsu Expressway Co., Ltd. - Class H 6,678 6,684.00 0.00
Jinxin Fertility Group Ltd. 75,345 91,701.00 0.01
JNBY Design Ltd. 102,527 111,662.00 0.01
John B Sanfilippo & Son, Inc. 642 46,780.00 0.00
Johnson & Johnson 99,857 13,691,484.00 0.81
Jollibee Foods Corp. 97,495 341,929.00 0.02
JPMorgan Chase & Co. 538 52,814.00 0.00
JPMorgan Chase Bank, NA 2.183% CPI# 4,621,251 -4,671,240.00 -0.28
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 437,615 439,084.00 0.03
JPMorgan Chase Bank, NA Bloomberg Industrial Metal 6,072,685 6,093,064.00 0.36
JPMorgan Chase Bank, NA Bloomberg Precious Metals 8,804,295 8,209,288.00 0.48
JPMorgan Chase Bank, NA Bloomberg Softs Subindex 3 283,861 286,104.00 0.02
JPMorgan Chase Bank, NA J.P.Morgan JMABRF34 Index 3,655,497 3,471,119.00 0.20
JTEKT Corp. 5,895 46,982.00 0.00
Judges Scientific PLC 2,939 205,641.00 0.01
JUMBO SA 1,483 20,794.00 0.00
Kadant, Inc. 696 80,225.00 0.00
Kaga Electronics Co., Ltd. 4,182 80,870.00 0.00
Kajaria Ceramics Ltd. 10,373 79,356.00 0.00
Kajima Corp. 3,736 39,923.00 0.00
Kakaku.com, Inc. 150,858 3,986,811.00 0.23
Kansas City Southern 3,630 639,388.00 0.04
Kardex Holding AG 1,046 184,840.00 0.01
Karuna Therapeutics, Inc. 231 18,779.00 0.00
Kaufman & Broad SA 5,025 179,087.00 0.01
KB Financial Group, Inc. 78,470 2,806,862.00 0.17
KB Home 10,890 351,202.00 0.02
KB Home 4,190 135,157.00 0.01
KBC Group NV 60,500 2,989,129.00 0.18
KBR, Inc. 4,627 103,141.00 0.01
Kellogg Co. 1,488 93,613.00 0.01
Kemira Oyj 15,023 185,599.00 0.01
Kenedix Residential Next Investment Corp. 71 117,123.00 0.01
Kenedix Retail REIT Corp. 46 88,497.00 0.01
Kennametal, Inc. 15,136 469,216.00 0.03
Kennametal, Inc. 2,672 82,843.00 0.00
KEPCO Plant Service & Engineering Co., Ltd. 7,066 171,697.00 0.01
Kerry Group PLC - Class A 9,466 1,133,191.00 0.07
Keyence Corp. 3,572 1,621,300.00 0.10
Kforce, Inc. 2,097 72,799.00 0.00
KGHM Polska Miedz SA 1,306 39,093.00 0.00
Kia Motors Corp. 133,430 5,984,244.00 0.35
Killam Apartment Real Estate Investment Trust 80,715 969,946.00 0.06
Kilroy Realty Corp. 8,113 381,992.00 0.02
Kimberly-Clark Corp. 273 36,257.00 0.00
Kingspan Group PLC 12,878 1,122,629.00 0.07
Kinnevik AB - Class B 2,442 100,037.00 0.01
Kinsale Capital Group, Inc. 3,747 702,455.00 0.04
KION Group AG 8,425 656,560.00 0.04
Kirin Holdings Co., Ltd. 1,921 34,634.00 0.00
KLA Corp. 27,784 5,478,449.00 0.32
KMC Kuei Meng International, Inc. 6,311 45,860.00 0.00
Knight-Swift Transportation Holdings, Inc. 22,516 855,406.00 0.05
Koh Young Technology, Inc. 810 57,009.00 0.00
Kohnan Shoji Co., Ltd. 5,856 199,977.00 0.01
Kojamo Oyj 12,504 257,749.00 0.02
Konami Holdings Corp. 17,755 694,915.00 0.04
Koninklijke Ahold Delhaize NV 285,322 7,822,344.00 0.46
Koninklijke DSM NV 5,429 868,350.00 0.05
Koninklijke Philips NV 107,331 4,971,229.00 0.29
Kontoor Brands, Inc. 5,723 188,286.00 0.01
Korea Zinc Co., Ltd. 510 172,783.00 0.01
Kose Corp. 3,020 385,047.00 0.02
Kroger Co. (The) 336 10,835.00 0.00
Kuehne & Nagel International AG 2,099 419,524.00 0.02
Kulicke & Soffa Industries, Inc. 14,606 381,800.00 0.02
Kulicke & Soffa Industries, Inc. 3,601 94,137.00 0.01
Kumho Petrochemical Co., Ltd. 2,375 280,954.00 0.02
Kungsleden AB 22,602 191,802.00 0.01
Kunlun Energy Co., Ltd. 319,093 206,582.00 0.01
L&T Technology Services Ltd. 8,750 197,047.00 0.01
L3Harris Technologies, Inc. 49,393 7,957,706.00 0.47
La Francaise des Jeux SAEM 1,953 73,262.00 0.00
Labrador Iron Ore Royalty Corp. 9,915 182,271.00 0.01
Lam Research Corp. 198 67,847.00 0.00
LANXESS AG 1,144 58,043.00 0.00
Lattice Semiconductor Corp. 32,236 1,125,047.00 0.07
LCI Industries 1,014 111,241.00 0.01
Lear Corp. 3,566 430,808.00 0.03
Lear Corp. 187 22,600.00 0.00
LEENO Industrial, Inc. 612 65,836.00 0.00
LEG Immobilien AG 3,234 437,095.00 0.03
Legal & General Group PLC 7,100 17,023.00 0.00
Legend Biotech Corp. 5,817 150,485.00 0.01
Legrand SA 766 56,712.00 0.00
LeoVegas AB 22,750 76,113.00 0.00
LHC Group, Inc. 574 124,412.00 0.01
Li Ning Co., Ltd. 12,588 65,611.00 0.00
Liberty Broadband Corp. 513 72,716.00 0.00
Lifco AB - Class B 2,544 186,268.00 0.01
Ligand Pharmaceuticals, Inc. 619 51,117.00 0.00
Light SA 141,450 475,533.00 0.03
Link REIT 73,253 559,062.00 0.03
Lithia Motors, Inc. - Class A 3,514 806,842.00 0.05
Littelfuse, Inc. 4,010 793,739.00 0.05
LivaNova PLC 10,702 538,751.00 0.03
Locaweb Servicos de Internet SA 2,541 30,624.00 0.00
Logitech International SA 3,974 334,339.00 0.02
Lojas Renner SA 4,426 28,892.00 0.00
London Stock Exchange Group PLC 10,663 1,149,551.00 0.07
Long Gilt Futures -31 -5,448,974.00 -0.32
Lonza Group AG 1,319 799,311.00 0.05
Louisiana-Pacific Corp. 2,251 64,343.00 0.00
Lovesac Co. (The) 2,475 63,719.00 0.00
Lowe's Cos., Inc. 1,269 200,773.00 0.01
LPL Financial Holdings, Inc. 74,414 5,947,911.00 0.35
LUKOIL PJSC (Sponsored ADR) 28,810 1,471,919.00 0.09
Lundin Mining Corp. 111,563 674,087.00 0.04
LVMH Moet Hennessy Louis Vuitton SE 737 345,776.00 0.02
LyondellBasell Industries NV - Class A 61,785 4,229,183.00 0.25
Lyra Therapeutics, Inc. 2,238 23,955.00 0.00
M&G PLC 53,881 102,491.00 0.01
Machvision, Inc. 13,794 136,739.00 0.01
MACOM Technology Solutions Holdings, Inc. 2,280 83,246.00 0.00
Madrigal Pharmaceuticals, Inc. 3,063 389,885.00 0.02
Maeil Dairies Co., Ltd. 2,383 139,984.00 0.01
Magellan Financial Group Ltd. 839 32,525.00 0.00
Magna International, Inc. - Class A (Canada) 1,198 61,177.00 0.00
Magna International, Inc. - Class A (United States 144,639 7,392,499.00 0.44
Malakoff Corp. Bhd 767,673 170,952.00 0.01
Malibu Boats, Inc. 1,405 71,446.00 0.00
Man Group PLC/Jersey 118,839 165,836.00 0.01
Manappuram Finance Ltd. 115,011 241,500.00 0.01
Manhattan Associates, Inc. 11,861 1,014,168.00 0.06
ManTech International Corp./VA - Class A 941 61,082.00 0.00
Manulife Financial Corp. 1,568 21,255.00 0.00
Marcus & Millichap, Inc. 1,679 52,450.00 0.00
Marriott Vacations Worldwide Corp. 1,895 183,064.00 0.01
Maruti Suzuki India Ltd. 1,505 140,827.00 0.01
Masco Corp. 1,865 99,981.00 0.01
Masonite International Corp. 1,505 132,450.00 0.01
Masonite International Corp. 4,190 368,720.00 0.02
MasTec, Inc. 2,190 108,743.00 0.01
Mastercard, Inc. - Class A 373 107,727.00 0.01
MasterCraft Boat Holdings, Inc. 2,263 46,668.00 0.00
Matrix Service Co. 7,624 57,943.00 0.00
MAXIMUS, Inc. 1,833 123,878.00 0.01
MaxLinear, Inc. - Class A 8,682 229,552.00 0.01
Maytronics Ltd. 10,562 161,052.00 0.01
Mebuki Financial Group, Inc. 30,326 60,932.00 0.00
Mediaset Espana Comunicacion SA 30,291 101,270.00 0.01
MediaTek, Inc. 145,617 3,461,371.00 0.20
Medical Properties Trust, Inc. 43,508 775,319.00 0.05
Mediobanca Banca di Credito Finanziario SpA 282,423 2,005,124.00 0.12
Medpace Holdings, Inc. 1,034 114,720.00 0.01
Medtronic PLC 138,375 13,916,373.00 0.82
Mega Lifesciences PCL 165,327 184,330.00 0.01
Megacable Holdings SAB de CV 1,313 4,161.00 0.00
Megaworld Corp. 2,347,192 146,840.00 0.01
Meggitt PLC 67,594 239,519.00 0.01
Meitec Corp. 8,111 402,106.00 0.02
Melco International Development Ltd. 260,090 422,190.00 0.02
Melco Resorts & Entertainment Ltd. (ADR) 9,464 152,564.00 0.01
Merck & Co., Inc. 1,754 131,930.00 0.01
Meridian Bioscience, Inc. 1,950 33,447.00 0.00
Meritage Homes Corp. 962 83,798.00 0.00
Meritor, Inc. 5,873 142,952.00 0.01
Merlin Properties Socimi SA 38,629 260,016.00 0.02
Merrill Lynch International Bloomberg Grains Subin 5,730,334 6,167,729.00 0.36
Merrill Lynch International Bloomberg Livestock Su 993,882 951,102.00 0.06
Merrill Lynch International Bloomberg Livestock Su 946,845 946,845.00 0.06
Merrill Lynch International Bloomberg Softs Subind 2,647,133 2,668,051.00 0.16
Mesa Laboratories, Inc. 281 73,672.00 0.00
MetLife, Inc. 3,335 126,266.00 0.01
Metro Pacific Investments Corp. 715,857 59,228.00 0.00
Metropolis Healthcare Ltd. 8,204 218,097.00 0.01
Mettler-Toledo International, Inc. 81 81,046.00 0.00
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 12,368 124,423.00 0.01
MGM Growth Properties LLC - Class A 16,280 430,606.00 0.03
MGM Growth Properties LLC - Class A 13,672 361,635.00 0.02
Micron Technology, Inc. 1,771 89,174.00 0.01
Microsoft Corp. 272,548 55,182,972.00 3.25
Mid-America Apartment Communities, Inc. 88,618 10,335,548.00 0.61
Middleby Corp. (The) 4,580 455,893.00 0.03
Midea Real Estate Holding Ltd. 443,627 1,003,185.00 0.06
Mineral Resources Ltd. 11,298 198,392.00 0.01
Minerva SA/Brazil 77,753 135,100.00 0.01
Minto Apartment Real Estate Investment Trust 17,896 219,360.00 0.01
Mirait Holdings Corp. 8,064 114,800.00 0.01
Mirati Therapeutics, Inc. 742 161,168.00 0.01
Mitsubishi Chemical Holdings Corp. 12,626 71,062.00 0.00
Mitsubishi Estate Co., Ltd. 19,952 297,616.00 0.02
Mitsubishi Heavy Industries Ltd. 2,994 64,332.00 0.00
Mitsui Chemicals, Inc. 2,941 75,333.00 0.00
Mitsui Fudosan Co., Ltd. 61,621 1,049,256.00 0.06
Mitsui Mining & Smelting Co., Ltd. 7,928 200,144.00 0.01
Mixi, Inc. 8,364 230,194.00 0.01
Miyazaki Bank Ltd. (The) 6,667 143,845.00 0.01
MKS Instruments, Inc. 9,302 1,008,313.00 0.06
MMC Norilsk Nickel PJSC (ADR) 6,681 158,675.00 0.01
Mobile World Investment Corp. Macquarie Bank Ltd. 15,092 68,163.00 0.00
Moelis & Co. 4,204 156,416.00 0.01
Moelis & Co. 13,807 513,620.00 0.03
Molina Healthcare, Inc. 1,225 228,425.00 0.01
Molina Healthcare, Inc. 633 118,141.00 0.01
Moneysupermarket.com Group PLC 137,633 434,707.00 0.03
MongoDB, Inc. 4,420 1,009,837.00 0.06
Monolithic Power Systems, Inc. 1,850 591,260.00 0.03
Monster Beverage Corp. 205 15,754.00 0.00
Moody's Corp. 407 107,176.00 0.01
Morgan Sindall Group PLC 11,687 166,993.00 0.01
Morinaga & Co., Ltd./Japan 65,878 2,503,062.00 0.15
Morinaga Milk Industry Co., Ltd. 15,656 754,857.00 0.04
Motor Oil Hellas Corinth Refineries SA 13,038 121,909.00 0.01
Mowi ASA 18,089 285,777.00 0.02
Mr Cooper Group, Inc. 5,576 117,555.00 0.01
MRC Global, Inc. 17,760 75,661.00 0.00
MRC Global, Inc. 47,709 203,240.00 0.01
MRV Engenharia e Participacoes SA 26,988 79,253.00 0.00
MSCI Emerging Markets Futures 455 25,068,225.00 1.48
MSCI Emerging Markets Futures -1,731 -154,396,545.00 -9.10
MSCI SING IX ETS NOV20 XSIM 20201127 2,373 47,899,441.00 2.82
Muangthai Capital PCL 127,824 224,541.00 0.01
Mueller Industries, Inc. 4,747 137,345.00 0.01
Murata Manufacturing Co., Ltd. 10,978 769,892.00 0.05
Muthoot Finance Ltd. 42,155 698,313.00 0.04
My EG Services Bhd 797,561 263,889.00 0.02
Nantex Industry Co., Ltd. 111,844 302,176.00 0.02
Nanya Technology Corp. 483,613 980,014.00 0.06
Naspers Ltd. - Class N 2,161 422,042.00 0.02
Natera, Inc. 1,471 98,954.00 0.01
National Retail Properties, Inc. 10,102 323,376.00 0.02
National Storage Affiliates Trust 16,793 569,137.00 0.03
National Vision Holdings, Inc. 31,226 1,259,354.00 0.07
National Western Life Group, Inc. - Class A 342 58,162.00 0.00
Navient Corp. 11,847 94,900.00 0.01
NCR Corp. 16,874 342,879.00 0.02
NCR Corp. 6,280 127,617.00 0.01
NCSoft Corp. 5,386 3,701,142.00 0.22
NEC Networks & System Integration Corp. 60,930 1,056,561.00 0.06
Nelnet, Inc. - Class A 1,517 92,653.00 0.01
Neogen Corp. 1,422 99,236.00 0.01
NeoGenomics, Inc. 2,139 83,929.00 0.00
Neste Oyj 20,032 1,044,755.00 0.06
Nestle SA 109,063 12,267,203.00 0.72
Netflix, Inc. 273 129,969.00 0.01
NetScout Systems, Inc. 9,040 185,500.00 0.01
NETSTREIT Corp. 10,700 187,690.00 0.01
Network International Holdings PLC 13,815 39,643.00 0.00
Neurocrine Biosciences, Inc. 5,330 525,911.00 0.03
Nevro Corp. 906 135,326.00 0.01
New Frontier Health Corp. 10,099 87,359.00 0.01
New Hope Corp., Ltd. 109,106 82,053.00 0.00
New Jersey Resources Corp. 2,236 65,274.00 0.00
New Oriental Education & Technology Group, Inc. (S 36,153 5,798,329.00 0.34
New Work SE 354 92,249.00 0.01
New World Development Co., Ltd. 95,094 454,018.00 0.03
NEW ZEALAND DOLLAR 74,433 49,215.00 0.00
New Zealand Dollar Currency Forward 23,859,353 -141,351.00 -0.01
New Zealand Dollar Currency Forward 59,652,000 -95,704.00 -0.01
Newcrest Mining Ltd. 84,434 1,750,965.00 0.10
Nexans SA 13,301 645,953.00 0.04
NexPoint Residential Trust, Inc. 2,314 102,596.00 0.01
Nexstar Media Group, Inc. - Class A 446 36,757.00 0.00
Next PLC 1,372 103,687.00 0.01
NextEra Energy, Inc. 148,352 10,860,849.00 0.64
NGK Spark Plug Co., Ltd. 53,833 946,765.00 0.06
NHN KCP Corp. 510 30,311.00 0.00
NIBC Holding NV 19,745 170,077.00 0.01
NICE Information Service Co., Ltd. 8,448 145,471.00 0.01
Nice Ltd. 17,583 3,998,915.00 0.24
Nichirei Corp. 62,986 1,587,175.00 0.09
Nidec Corp. 9,153 924,540.00 0.05
Nihon Unisys Ltd. 28,362 836,015.00 0.05
NIKE, Inc. - Class B 110,571 13,277,365.00 0.78
Nintendo Co., Ltd. 8,045 4,349,846.00 0.26
Nippon Building Fund, Inc. 325 1,642,464.00 0.10
Nippon Express Co., Ltd. 1,285 72,070.00 0.00
Nippon Prologis REIT, Inc. 163 537,647.00 0.03
NIPPON REIT Investment Corp. 36 117,835.00 0.01
Nippon Telegraph & Telephone Corp. 381,605 8,027,392.00 0.47
Nitori Holdings Co., Ltd. 935 192,257.00 0.01
NMC Health PLC 23,474 0.00 0.00
NN Group NV 116,200 4,043,877.00 0.24
Nokia Oyj 12,431 41,910.00 0.00
Nomad Foods Ltd. 17,294 419,379.00 0.02
Nomad Foods Ltd. 2,678 64,953.00 0.00
Nomura Holdings, Inc. 16,230 72,685.00 0.00
Nomura Real Estate Master Fund, Inc. 171 205,202.00 0.01
Nordson Corp. 4,330 837,551.00 0.05
Norfolk Southern Corp. 29,837 6,239,513.00 0.37
Northeast Bank 3,530 67,743.00 0.00
Northern Star Resources Ltd. 140,659 1,485,912.00 0.09
NorthWestern Corp. 1,009 52,611.00 0.00
NortonLifeLock, Inc. 6,445 132,575.00 0.01
Norwegian Finans Holding ASA 105,696 761,662.00 0.04
NORWEGIAN KRONE 2,656 278.00 0.00
Norwegian Krone Currency Forward -15,784,642 57,537.00 0.00
Notre Dame Intermedica Participacoes SA 4,908 56,246.00 0.00
Novagold Resources, Inc. 9,746 100,973.00 0.01
Novanta, Inc. 6,720 730,598.00 0.04
Novartis AG 84 6,555.00 0.00
Novavax, Inc. 933 75,335.00 0.00
Novo Nordisk A/S - Class B 110,462 7,043,727.00 0.41
NSD Co., Ltd. 4,587 80,580.00 0.00
Nuance Communications, Inc. 3,197 102,044.00 0.01
NVIDIA Corp. 15,602 7,822,218.00 0.46
NVR, Inc. 163 644,353.00 0.04
NXP Semiconductors NV 83,462 11,277,388.00 0.66
O'Reilly Automotive, Inc. 362 158,148.00 0.01
Oesterreichische Post AG 4,950 157,205.00 0.01
Omega Healthcare Investors, Inc. 22,606 651,285.00 0.04
Omnicom Group, Inc. 601 28,384.00 0.00
OneMain Holdings, Inc. 9,417 328,559.00 0.02
OneMain Holdings, Inc. 3,768 131,490.00 0.01
OPAP SA 237,890 1,924,550.00 0.11
Open Text Corp. 19,305 709,303.00 0.04
Oracle Corp. 145,060 8,139,337.00 0.48
Oracle Corp. Japan 38,717 3,869,385.00 0.23
Orange SA 118,507 1,330,791.00 0.08
Orbia Advance Corp. SAB de CV 198,018 351,852.00 0.02
Orion Corp./Republic of Korea 6,317 605,377.00 0.04
Orion Engineered Carbons SA 25,825 378,852.00 0.02
Orion Engineered Carbons SA 9,902 145,272.00 0.01
ORIX Corp. 53,358 624,036.00 0.04
Ormat Technologies, Inc. 1,304 92,466.00 0.01
Orocobre Ltd. 18,446 33,259.00 0.00
Orora Ltd. 256,139 464,207.00 0.03
Orsted A/S 5,265 835,674.00 0.05
Orthofix Medical, Inc. 1,904 59,532.00 0.00
Oshkosh Corp. 6,970 469,499.00 0.03
Oshkosh Corp. 686 46,218.00 0.00
OSI Systems, Inc. 1,169 90,218.00 0.01
Osmotica Pharmaceuticals PLC 7,127 36,565.00 0.00
Otis Worldwide Corp. 1,503 92,109.00 0.01
OTP Bank Nyrt 5,570 173,757.00 0.01
Otsuka Corp. 69,457 3,191,709.00 0.19
Otter Tail Corp. 2,670 102,396.00 0.01
Oversea-Chinese Banking Corp., Ltd. 54,403 335,544.00 0.02
Oxford Industries, Inc. 2,269 93,431.00 0.01
OZ Minerals Ltd. 107,194 1,119,797.00 0.07
Pagseguro Digital Ltd. 9,182 336,182.00 0.02
Palomar Holdings, Inc. 1,040 92,753.00 0.01
Pan American Silver Corp. 1,374 43,696.00 0.00
Pandora A/S 24,202 1,919,945.00 0.11
Panin Financial Tbk PT 7,629,961 97,595.00 0.01
Papa John's International, Inc. 3,670 281,122.00 0.02
Parade Technologies Ltd. 17,211 657,734.00 0.04
Parex Resources, Inc. 14,190 138,142.00 0.01
Partners Group Holding AG 10,540 9,489,759.00 0.56
Patrick Industries, Inc. 1,096 61,139.00 0.00
PayPal Holdings, Inc. 47,563 8,852,901.00 0.52
PC Connection, Inc. 2,492 113,513.00 0.01
Penn National Gaming, Inc. 13,019 702,788.00 0.04
PennyMac Financial Services, Inc. 1,720 87,413.00 0.01
PennyMac Mortgage Investment Trust 4,745 71,043.00 0.00
Penumbra, Inc. 3,646 951,938.00 0.06
PepsiCo, Inc. 65,034 8,668,381.00 0.51
Per Aarsleff Holding A/S - Class B 4,644 177,649.00 0.01
Perdoceo Education Corp. 5,311 59,969.00 0.00
Perficient, Inc. 2,041 79,954.00 0.00
Perpetual Ltd. 9,968 190,793.00 0.01
Persimmon PLC 34,065 1,031,376.00 0.06
Persol Holdings Co., Ltd. 1,006 15,251.00 0.00
Perspecta, Inc. 3,758 67,395.00 0.00
Petrobras Distribuidora SA 4,992 16,686.00 0.00
PetroChina Co., Ltd. - Class H 1,843,981 517,858.00 0.03
Petroleo Brasileiro SA (ADR) 58,776 389,686.00 0.02
Petroleo Brasileiro SA (Preference Shares) 256,166 845,562.00 0.05
Petronet LNG Ltd. 29,136 90,822.00 0.01
Peugeot SA 436,805 7,846,857.00 0.46
Pfizer, Inc. 98,290 3,487,340.00 0.21
Philip Morris International, Inc. 8,568 608,515.00 0.04
Physicians Realty Trust 25,976 437,955.00 0.03
Physicians Realty Trust 34,444 580,740.00 0.03
Piaggio & C SpA 157,268 429,205.00 0.03
PICC Property & Casualty Co., Ltd. - Class H 125,453 85,147.00 0.01
Pidilite Industries Ltd. 2,719 57,627.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 46,815 484,057.00 0.03
Ping Identity Holding Corp. 3,717 102,947.00 0.01
Pinnacle Investment Management Group Ltd. 55,922 199,437.00 0.01
Pixart Imaging, Inc. 24,252 144,412.00 0.01
PJT Partners, Inc. 8,942 605,015.00 0.04
Planet Fitness, Inc. 13,684 811,052.00 0.05
Plug Power, Inc. 10,239 143,357.00 0.01
Plymouth Industrial REIT, Inc. 7,192 91,414.00 0.01
PNC Financial Services Group, Inc. (The) 69,633 7,790,540.00 0.46
PNM Resources, Inc. 3,925 196,250.00 0.01
Polyus PJSC (GDR) 1,758 172,923.00 0.01
Polyus PJSC (GDR) 2,223 217,786.00 0.01
Pool Corp. 2,620 916,554.00 0.05
Portland General Electric Co. 1,544 60,711.00 0.00
POUND STERLING 277,256 359,185.00 0.02
Power Grid Corp. of India Ltd. 116,484 270,292.00 0.02
Poya International Co., Ltd. 2,337 50,484.00 0.00
Precinct Properties New Zealand Ltd. 112,257 131,318.00 0.01
Preferred Bank/Los Angeles CA 839 28,402.00 0.00
Premium Leisure Corp. 3,316,460 21,933.00 0.00
Primerica, Inc. 574 63,279.00 0.00
Primo Water Corp. 26,901 337,069.00 0.02
Primo Water Corp. 8,032 100,651.00 0.01
Procter & Gamble Co. (The) 131,473 18,025,025.00 1.06
Progress Software Corp. 3,366 122,429.00 0.01
Progressive Corp. (The) 132,991 12,221,872.00 0.72
Prologis, Inc. 49,311 4,891,735.00 0.29
Prudential Financial, Inc. 2,436 155,967.00 0.01
Prudential PLC 25,938 317,244.00 0.02
Prysmian SpA 2,973 80,922.00 0.00
PTC Therapeutics, Inc. 9,182 479,226.00 0.03
PulteGroup, Inc. 12,750 519,690.00 0.03
PulteGroup, Inc. 5,324 217,037.00 0.01
Puma SE 7,575 663,221.00 0.04
Pushpay Holdings Ltd. 38,540 231,830.00 0.01
QTS Realty Trust, Inc. - Class A 2,086 128,332.00 0.01
QUALCOMM, Inc. 100,388 12,383,925.00 0.73
Quanta Services, Inc. 6,932 432,764.00 0.03
Quanta Services, Inc. 1,029 64,262.00 0.00
Quilter PLC 216,559 343,823.00 0.02
Radian Group, Inc. 5,144 92,340.00 0.01
Radiant Logistics, Inc. 13,182 67,758.00 0.00
Raia Drogasil SA 11,637 48,795.00 0.00
Ralph Lauren Corp. 5,250 350,962.00 0.02
Ralph Lauren Corp. 204 13,684.00 0.00
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 1,397 90,800.00 0.01
Randstad NV 818 40,848.00 0.00
Rational AG 309 231,615.00 0.01
Raytheon Technologies Corp. 97,291 5,284,847.00 0.31
RE/MAX Holdings, Inc. - Class A 3,350 108,369.00 0.01
Real Matters, Inc. 11,728 204,856.00 0.01
Realogy Holdings Corp. 7,874 87,881.00 0.01
Realtek Semiconductor Corp. 51,977 647,509.00 0.04
Realty Income Corp. 11,032 638,337.00 0.04
Reckitt Benckiser Group PLC 4,262 375,478.00 0.02
Recruit Holdings Co., Ltd. 128,397 4,885,614.00 0.29
Red Electrica Corp. SA 3,935 69,321.00 0.00
Redrow PLC 72,993 393,551.00 0.02
Regal Beloit Corp. 6,436 634,911.00 0.04
Regal Beloit Corp. 1,402 138,367.00 0.01
Regeneron Pharmaceuticals, Inc. 10,033 5,453,537.00 0.32
Regional SAB de CV 15,956 43,322.00 0.00
Regis Resources Ltd. 202,695 594,936.00 0.04
Reinsurance Group of America, Inc. - Class A 56,853 5,743,290.00 0.34
Relay Therapeutics, Inc. 880 32,508.00 0.00
Reliance Industries Ltd. 12,787 356,230.00 0.02
Reliance Steel & Aluminum Co. 4,993 544,187.00 0.03
Reliance Steel & Aluminum Co. 1,322 144,090.00 0.01
RELX PLC 118,027 2,335,117.00 0.14
RELX PLC (London) 50,745 1,004,141.00 0.06
Renewable Energy Group, Inc. 2,431 137,128.00 0.01
Renrui Human Resources Technology Holdings Ltd. 79,003 243,867.00 0.01
Rentokil Initial PLC 65,981 449,215.00 0.03
Repligen Corp. 6,643 1,106,545.00 0.07
Repsol SA 377,266 2,368,503.00 0.14
Republic Bancorp, Inc./KY - Class A 2,025 67,493.00 0.00
Revance Therapeutics, Inc. 14,777 382,445.00 0.02
Rexford Industrial Realty, Inc. 11,530 535,711.00 0.03
RH 138 46,466.00 0.00
Rheinmetall AG 6,879 502,773.00 0.03
Richter Gedeon Nyrt 2,924 59,703.00 0.00
Rightmove PLC 13,336 106,733.00 0.01
RingCentral, Inc. - Class A 2,600 671,684.00 0.04
Rio Tinto PLC 15,699 888,002.00 0.05
RLJ Lodging Trust 26,117 213,637.00 0.01
RLJ Lodging Trust 37,866 309,745.00 0.02
Road King Infrastructure Ltd. 96,482 114,750.00 0.01
Robert Half International, Inc. 8,436 427,620.00 0.03
Roche Holding AG 47,805 15,361,456.00 0.91
Roche Holding AG (Sponsored ADR) 362,735 14,505,772.00 0.85
Rollins, Inc. 136 7,871.00 0.00
Round One Corp. 18,478 145,130.00 0.01
Royal Bank of Canada 6,553 458,229.00 0.03
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 76,269 972,044.00 0.06
Royal Dutch Shell PLC - Class B 83,972 1,012,653.00 0.06
Royal Dutch Shell PLC - Class B 173,312 2,090,031.00 0.12
Royal Unibrew A/S 8,058 785,766.00 0.05
RPM International, Inc. 1,973 167,057.00 0.01
Rumo SA 4,865 15,550.00 0.00
Russel Metals, Inc. 14,697 195,591.00 0.01
Russell 2000 E-Mini Futures 150 11,526,000.00 0.68
RWE AG 50,258 1,859,942.00 0.11
S&P 500 E-Mini Futures -599 -97,777,765.00 -5.76
S&P 500 Index -87,000 -1,249,560.00 -0.07
S&P Global, Inc. 350 113,053.00 0.01
S&P/TSX 60 Index Futures -271 -37,646,686.00 -2.22
Saab AB - Class B 164,440 3,772,374.00 0.22
Sabra Health Care REIT, Inc. 5,967 78,537.00 0.00
Safaricom PLC 737,110 210,336.00 0.01
Safestore Holdings PLC 20,800 216,537.00 0.01
Saia, Inc. 1,128 166,628.00 0.01
SAIC Motor Corp., Ltd. 63,322 219,218.00 0.01
salesforce.com, Inc. 23 5,569.00 0.00
Salmar ASA 31,976 1,623,782.00 0.10
Samhallsbyggnadsbolaget i Norden AB 107,446 295,708.00 0.02
Samjin Pharmaceutical Co., Ltd. 4,418 100,850.00 0.01
Sampo Oyj - Class A 13,949 526,415.00 0.03
Samsonite International SA 244,108 249,027.00 0.01
Samsung Electronics Co., Ltd. 167,279 8,408,381.00 0.50
Samsung Electronics Co., Ltd. (Preference Shares) 9,977 443,849.00 0.03
Sankyu, Inc. 11,262 403,444.00 0.02
Sanmina Corp. 3,248 79,384.00 0.00
Sanofi 14,805 1,336,824.00 0.08
Santen Pharmaceutical Co., Ltd. 89,146 1,588,240.00 0.09
SAP SE 9,909 1,057,232.00 0.06
Sarepta Therapeutics, Inc. 4,998 679,411.00 0.04
Sartorius Stedim Biotech 261 99,126.00 0.01
Sberbank of Russia PJSC (Sponsored ADR) 68,769 695,259.00 0.04
Scandinavian Tobacco Group A/S 12,955 182,989.00 0.01
Scentre Group 4,642 6,850.00 0.00
Schneider Electric SE 50,606 6,148,962.00 0.36
Schnitzer Steel Industries, Inc. - Class A 2,912 61,159.00 0.00
Schweiter Technologies AG 149 203,557.00 0.01
Science Applications International Corp. 951 72,691.00 0.00
SCREEN Holdings Co., Ltd. 64,948 3,557,456.00 0.21
Sealed Air Corp. 11,188 442,932.00 0.03
SEB SA 91 14,792.00 0.00
Secom Co., Ltd. 5,197 439,105.00 0.03
Seegene, Inc. 164 37,669.00 0.00
Segro PLC 37,871 442,513.00 0.03
Selective Insurance Group, Inc. 4,534 236,040.00 0.01
Selvaag Bolig ASA 33,036 164,548.00 0.01
Sempra Energy 1,106 138,668.00 0.01
Semtech Corp. 2,751 151,006.00 0.01
Service Properties Trust 13,452 96,989.00 0.01
ServiceNow, Inc. 424 211,217.00 0.01
SG Holdings Co., Ltd. 44,219 1,066,600.00 0.06
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 124,385 193,083.00 0.01
Shenzhou International Group Holdings Ltd. 44,925 781,668.00 0.05
Shey Group , Inc. (The) 3,077 59,425.00 0.00
Shikoku Bank Ltd. (The) 11,502 78,646.00 0.00
Shimizu Corp. 8,028 55,747.00 0.00
Shinhan Financial Group Co., Ltd. 6,190 167,963.00 0.01
Shizuoka Gas Co., Ltd. 22,352 196,570.00 0.01
Shopify, Inc. - Class A 114 105,163.00 0.01
Showa Sangyo Co., Ltd. 5,158 159,261.00 0.01
Signature Bank/New York NY 751 60,642.00 0.00
Sika AG 3,174 781,007.00 0.05
Silergy Corp. 1,035 63,820.00 0.00
Silicon Laboratories, Inc. 955 97,922.00 0.01
Silk Road Medical, Inc. 13,224 801,405.00 0.05
Simon Property Group, Inc. 2,814 176,769.00 0.01
Simplo Technology Co., Ltd. 227,610 2,538,849.00 0.15
Simpson Manufacturing Co., Inc. 1,816 161,144.00 0.01
Sims Ltd. 33,002 221,937.00 0.01
Sinbon Electronics Co., Ltd. 27,114 182,778.00 0.01
SINGAPORE DOLLAR -1,475,814 -1,080,431.00 -0.06
Singapore Exchange Ltd. 660,931 4,191,857.00 0.25
Sino-American Silicon Products, Inc. 60,142 210,116.00 0.01
Sinotruk Hong Kong Ltd. 34,978 89,468.00 0.01
SITE Centers Corp. 44,601 303,735.00 0.02
SiteOne Landscape Supply, Inc. 6,550 782,659.00 0.05
Sitronix Technology Corp. 22,149 97,685.00 0.01
SK Hynix, Inc. 24,870 1,764,409.00 0.10
Skechers U.S.A., Inc. - Class A 9,120 289,195.00 0.02
SkyWest, Inc. 11,962 347,256.00 0.02
SkyWest, Inc. 2,539 73,726.00 0.00
SL Green Realty Corp. 6,906 295,675.00 0.02
Sleep Number Corp. 2,042 129,430.00 0.01
SM Prime Holdings, Inc. 198,390 138,137.00 0.01
Smartsheet, Inc. - Class A 13,225 659,266.00 0.04
SMC Corp./Japan 1,594 848,182.00 0.05
Smurfit Kappa Group PLC 1,360 51,253.00 0.00
Snam SpA 15,488 75,523.00 0.00
Snap-on, Inc. 904 142,508.00 0.01
Sociedad Quimica y Minera de Chile SA (Sponsored A 919 34,022.00 0.00
Societe Generale SA 2,745 37,299.00 0.00
Soft-World International Corp. 37,692 107,270.00 0.01
Softbank Corp. 4,120 47,951.00 0.00
SoftBank Group Corp. 331 21,573.00 0.00
Softcat PLC 12,676 184,795.00 0.01
Sojitz Corp. 82,119 180,697.00 0.01
SOUTH KOREAN WON 15,432 13.00 0.00
Southwest Airlines Co. 94,162 3,722,223.00 0.22
Southwest Gas Holdings, Inc. 6,000 394,320.00 0.02
Spar Nord Bank A/S 21,210 182,746.00 0.01
SpareBank 1 Nord Norge 26,912 180,145.00 0.01
SpareBank 1 SMN 21,175 182,668.00 0.01
SpartanNash Co. 3,289 60,562.00 0.00
SPI 200 Futures -85 -8,817,221.00 -0.52
Sporton International, Inc. 3,446 27,550.00 0.00
SPS Commerce, Inc. 952 81,500.00 0.00
SRF Ltd. 537 31,804.00 0.00
St. Barbara Ltd. 74,875 140,799.00 0.01
St. James's Place PLC 28,141 327,977.00 0.02
STAAR Surgical Co. 1,386 100,547.00 0.01
STAG Industrial, Inc. 15,030 467,733.00 0.03
STAG Industrial, Inc. 18,028 561,061.00 0.03
State Bank of India 32,867 84,027.00 0.00
Steel Dynamics, Inc. 280 8,833.00 0.00
Steelcase, Inc. - Class A 8,246 86,089.00 0.01
Stepan Co. 926 107,836.00 0.01
STERIS PLC 4,055 718,598.00 0.04
Sterling Bancorp/DE 29,620 396,315.00 0.02
Sterling Bancorp/DE 8,325 111,397.00 0.01
Sterlite Technologies Ltd. 226,568 449,488.00 0.03
Steven Madden Ltd. 11,670 280,196.00 0.02
Stifel Financial Corp. 7,010 409,804.00 0.02
STMicroelectronics NV 33,070 1,008,794.00 0.06
Stockland 227,157 614,251.00 0.04
Strategic Education, Inc. 5,942 493,586.00 0.03
Subaru Corp. 40,309 739,806.00 0.04
Sumitomo Chemical Co., Ltd. 14,242 46,590.00 0.00
Sumitomo Metal Mining Co., Ltd. 4,438 137,962.00 0.01
Sumitomo Realty & Development Co., Ltd. 6,703 179,394.00 0.01
Sumitomo Rubber Industries Ltd. 1,112 9,789.00 0.00
Sun Communities, Inc. 5,973 822,143.00 0.05
Sun Hung Kai & Co., Ltd. 348,539 135,601.00 0.01
Sun Hung Kai Properties Ltd. 64,390 828,817.00 0.05
Sun Life Financial, Inc. 1,553 61,824.00 0.00
Suncorp Group Ltd. 185,378 1,070,612.00 0.06
Sunny Friend Environmental Technology Co., Ltd. 41,873 309,735.00 0.02
Sunrun, Inc. 1,345 69,967.00 0.00
Sushiro Global Holdings Ltd. 35,490 963,446.00 0.06
Suzano SA 28,803 251,240.00 0.01
Suzuki Motor Corp. 26,341 1,131,317.00 0.07
SVB Financial Group 3,117 906,172.00 0.05
Svenska Handelsbanken AB - Class A SHS 80,231 650,093.00 0.04
SWAP STANDARD CHARTERED BANK L CUSIP CREATION 21,917 21,917.00 0.00
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 645,831,683 -352,070.00 -0.02
Swedish Krona Currency Forward -154,653,762 200,978.00 0.01
Swedish Krona Currency Forward 43,631,000 -89,986.00 -0.01
Swedish Krona Currency Forward -135,341,000 -47,430.00 0.00
Swedish Match AB 71,474 5,373,636.00 0.32
Swire Properties Ltd. 87,575 235,008.00 0.01
SWISS FRANC 235,042 256,330.00 0.02
Swiss Franc Currency Forward -29,149,802 285,402.00 0.02
Swiss Franc Currency Forward 5,952,000 -22,791.00 0.00
Swiss Re AG 2,810 201,683.00 0.01
Synaptics, Inc. 1,493 114,482.00 0.01
Syneos Health, Inc. 1,863 98,939.00 0.01
SYNNEX Corp. 611 80,532.00 0.00
Synovus Financial Corp. 21,574 560,924.00 0.03
Synovus Financial Corp. 5,051 131,347.00 0.01
T-Gaia Corp. 10,218 187,877.00 0.01
Taiwan Semiconductor Manufacturing Co., Ltd. 657,950 9,954,575.00 0.59
Taiwan Union Technology Corp. 5,008 16,688.00 0.00
Take-Two Interactive Software, Inc. 27,771 4,302,283.00 0.25
Takeda Pharmaceutical Co., Ltd. 940 29,069.00 0.00
Taylor Morrison Home Corp. - Class A 12,813 276,760.00 0.02
Taylor Morrison Home Corp. - Class A 5,769 124,619.00 0.01
TCI Co., Ltd. 75,234 600,928.00 0.04
TCS Group Holding PLC (GDR) 11,428 273,148.00 0.02
TDK Corp. 264 31,161.00 0.00
TeamViewer AG 7,408 326,531.00 0.02
Tecan Group AG 2,750 1,305,287.00 0.08
Tech Mahindra Ltd. 3,269 35,910.00 0.00
Techtronic Industries Co., Ltd. 4,107 55,321.00 0.00
Teekay Tankers Ltd. - Class A 1,797 16,950.00 0.00
Teijin Ltd. 4,252 65,146.00 0.00
Teladoc Health, Inc. 360 70,725.00 0.00
Telefonaktiebolaget LM Ericsson - Class B 3,549 39,628.00 0.00
Telekomunikasi Indonesia Persero Tbk PT 746,995 132,262.00 0.01
Telenor ASA 3,901 60,290.00 0.00
Teleperformance 1,645 493,805.00 0.03
TELUS Corp. 14,800 253,066.00 0.01
Tempur Sealy International, Inc. 7,343 653,527.00 0.04
Tencent Holdings Ltd. 142,348 10,876,242.00 0.64
Tenet Healthcare Corp. 2,296 56,352.00 0.00
Terna Rete Elettrica Nazionale SpA 11,646 78,632.00 0.00
Terreno Realty Corp. 1,352 76,116.00 0.00
Tesco PLC 380,645 1,013,106.00 0.06
Tesla, Inc. 51 19,793.00 0.00
Test Research, Inc. 88,599 172,293.00 0.01
Tetra Tech, Inc. 1,074 108,378.00 0.01
Texas Capital Bancshares, Inc. 9,445 425,025.00 0.03
Texas Instruments, Inc. 78,043 11,284,351.00 0.66
Texas Roadhouse, Inc. - Class A 1,700 119,063.00 0.01
TG Therapeutics, Inc. 2,340 59,137.00 0.00
Thor Industries, Inc. 843 71,306.00 0.00
Tianneng Power International Ltd. 114,428 186,422.00 0.01
TietoEVRY Oyj 20,392 508,668.00 0.03
Times China Holdings Ltd. 930,324 1,242,834.00 0.07
TJX Cos., Inc. (The) 189,687 9,636,099.00 0.57
TKH Group NV 12,290 395,738.00 0.02
Toei Animation Co., Ltd. 18,347 1,283,579.00 0.08
Tokyo Gas Co., Ltd. 20,315 460,349.00 0.03
TOMONY Holdings, Inc. 23,441 70,658.00 0.00
TOMRA Systems ASA 22,008 888,858.00 0.05
TopBuild Corp. 4,282 656,110.00 0.04
Topdanmark A/S 4,869 190,704.00 0.01
TOPIX Index Futures 304 45,925,176.00 2.71
Torex Gold Resources, Inc. 7,751 104,496.00 0.01
Toshiba Corp. 1,854 46,920.00 0.00
Tosoh Corp. 241,308 3,911,524.00 0.23
TOTAL SE 29,238 885,819.00 0.05
Towa Bank Ltd. (The) 28,824 189,785.00 0.01
Toyo Tire Corp. 38,645 573,290.00 0.03
TP ICAP PLC 117,262 290,373.00 0.02
TQM Corp. PCL 10,528 39,860.00 0.00
Trade Desk, Inc. (The) - Class A 929 526,232.00 0.03
Transcontinental, Inc. - Class A 16,197 191,841.00 0.01
Transurban Group 53,808 509,552.00 0.03
Treasury Wine Estates Ltd. 54,891 353,878.00 0.02
Trend Micro, Inc./Japan 1,298 72,730.00 0.00
Trent Ltd. 2,454 21,808.00 0.00
Trex Co., Inc. 13,044 907,079.00 0.05
Trigano SA 1,521 202,247.00 0.01
TriNet Group, Inc. 1,928 132,921.00 0.01
Trinseo SA 10,895 346,678.00 0.02
True North Commercial Real Estate Investment Trust 19,425 79,901.00 0.00
TTEC Holdings, Inc. 2,130 116,713.00 0.01
TURKISH LIRA 0 0.00 0.00
Turning Point Therapeutics, Inc. - Class I 5,102 470,377.00 0.03
Twist Bioscience Corp. 940 72,051.00 0.00
Tyson Foods, Inc. - Class A 5,544 317,323.00 0.02
U.S. T-Note 10 Yr (CBT) Futures 1,935 267,453,281.00 15.76
U.S. T-Note 2 Yr (CBT) Futures 584 128,972,750.00 7.60
U.S. Treasury Bill 4,000,000 3,999,500.00 0.24
U.S. Ultra Bond (CBT) Futures 316 67,940,000.00 4.00
Ube Industries Ltd. 10,309 176,984.00 0.01
Ubisoft Entertainment SA 3,307 292,143.00 0.02
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,511,624 -1,427,477.00 -0.08
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 1,286,706 -1,230,646.00 -0.07
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 4,069,949 -3,843,952.00 -0.23
UBS AG FTSE EPRA/NAREIT Developed Real Estate Inde 3,959,591 -3,682,854.00 -0.22
UBS AG USD/JPY 22,655 164,179.00 0.01
UFP Industries, Inc. 1,511 75,421.00 0.00
UGI Corp. 4,947 160,000.00 0.01
Ultragenyx Pharmaceutical, Inc. 6,868 690,279.00 0.04
Umicore SA 1,637 63,130.00 0.00
Umpqua Holdings Corp. 29,368 368,862.00 0.02
Uni-President China Holdings Ltd. 770,512 667,434.00 0.04
Unibail-Rodamco-Westfield 2,847 115,407.00 0.01
Unicharm Corp. 16,022 741,388.00 0.04
Unilever NV 720 40,616.00 0.00
Unilever PLC 18,166 1,035,307.00 0.06
United Microelectronics Corp. 79,105 85,018.00 0.01
United Parcel Service, Inc. - Class B 558 87,758.00 0.01
United Rentals, Inc. 39,000 6,953,310.00 0.41
UnitedHealth Group, Inc. 77,282 23,581,829.00 1.39
Universal Display Corp. 4,882 968,149.00 0.06
Universal Vision Biotechnology Co., Ltd. 13,356 120,520.00 0.01
UOL Group Ltd. 63,035 287,327.00 0.02
Uponor Oyj 12,057 224,810.00 0.01
Urbi Desarrollos Urbanos SAB de CV 1 0.00 0.00
US DOLLAR 1,031,560 1,031,560.00 0.06
US Foods Holding Corp. 13,391 279,871.00 0.02
USANA Health Sciences, Inc. 1,042 78,861.00 0.00
UT Group Co., Ltd. 52,915 1,648,778.00 0.10
Vale SA (Sponsored ADR) - Class B 43,494 459,736.00 0.03
Valmet Oyj 8,290 197,875.00 0.01
VanEck Vectors Agribusiness ETF 7,204 478,246.00 0.03
VanEck Vectors Gold Miners ETF 28,235 1,058,552.00 0.06
Vanguard Global ex-U.S. Real Estate ETF 18,329 861,143.00 0.05
Vanguard Real Estate ETF 4,833 370,177.00 0.02
VeriSign, Inc. 215 41,158.00 0.00
Verizon Communications, Inc. 223,476 12,735,897.00 0.75
Vertex Pharmaceuticals, Inc. 40,451 8,428,466.00 0.50
Vestas Wind Systems A/S 8,015 1,375,099.00 0.08
VICI Properties, Inc. 3,395 77,934.00 0.00
Vicinity Centres 5,736,126 4,874,600.00 0.29
Vienna Insurance Group AG Wiener Versicherung Grup 8,253 167,458.00 0.01
Village Super Market, Inc. - Class A 3,995 90,504.00 0.01
Vincom Retail JSC 85,197 93,720.00 0.01
Vincom Retail JSC Macquarie Bank Ltd. 98,029 106,983.00 0.01
Vir Biotechnology, Inc. 12,291 386,450.00 0.02
Visa, Inc. - Class A 124,674 22,654,606.00 1.33
Viscofan SA 3,242 218,866.00 0.01
Vishay Intertechnology, Inc. 20,020 324,724.00 0.02
Vistra Corp. 5,005 86,952.00 0.01
Vital KSK Holdings, Inc. 15,136 136,214.00 0.01
VMware, Inc. - Class A 33,633 4,329,624.00 0.26
Voltas Ltd. 5,310 50,664.00 0.00
Voltronic Power Technology Corp. 2,646 90,780.00 0.01
Volvo AB - Class B 2,775 53,940.00 0.00
Vonage Holdings Corp. 9,959 105,375.00 0.01
Vonovia SE 23,326 1,489,690.00 0.09
Voya Financial, Inc. 7,370 353,244.00 0.02
VTech Holdings Ltd. 24,590 163,155.00 0.01
Wabash National Corp. 8,888 126,747.00 0.01
Walker & Dunlop, Inc. 1,216 76,481.00 0.00
Walmart, Inc. 113,358 15,728,422.00 0.93
Warrior Met Coal, Inc. 6,502 97,536.00 0.01
Warsaw Stock Exchange 17,434 189,745.00 0.01
Waters Corp. 205 45,728.00 0.00
Watkin Jones PLC 95,467 165,480.00 0.01
Webster Financial Corp. 12,432 400,434.00 0.02
Webster Financial Corp. 4,013 129,289.00 0.01
Weichai Power Co., Ltd. - Class A 1,036,216 2,344,992.00 0.14
Weichai Power Co., Ltd. - Class H 914,796 1,734,712.00 0.10
Wells Fargo & Co. 280,498 6,016,682.00 0.35
Welltower, Inc. 21,696 1,166,624.00 0.07
Western Alliance Bancorp 1,990 81,990.00 0.00
Westlake Chemical Corp. 81,162 5,488,174.00 0.32
Westpac Banking Corp. 107,249 1,357,446.00 0.08
Weyerhaeuser Co. 1,422 38,814.00 0.00
WH Group Ltd. 2,079,691 1,638,019.00 0.10
Wharf Real Estate Investment Co., Ltd. 40,806 157,056.00 0.01
Wheaton Precious Metals Corp. 199 9,174.00 0.00
Whirlpool Corp. 407 75,402.00 0.00
Whitehaven Coal Ltd. 157,210 117,662.00 0.01
Wihlborgs Fastigheter AB 10,482 188,943.00 0.01
Wilcon Depot, Inc. 141,321 41,792.00 0.00
Williams-Sonoma, Inc. 4,235 386,274.00 0.02
Williams-Sonoma, Inc. 855 78,030.00 0.00
Win Semiconductors Corp. 3,840 41,892.00 0.00
Wingstop, Inc. 410 47,739.00 0.00
Winnebago Industries, Inc. 1,706 80,104.00 0.00
WiseTech Global Ltd. 341 6,955.00 0.00
WNS Holdings Ltd. (ADR) 2,041 117,699.00 0.01
Wolters Kluwer NV 40,176 3,252,916.00 0.19
WONIK IPS Co., Ltd. 1,048 29,912.00 0.00
WSP Global, Inc. 7,112 449,900.00 0.03
Wuliangye Yibin Co., Ltd. - Class A 47,943 1,752,917.00 0.10
WW Grainger, Inc. 466 163,422.00 0.01
Wyndham Destinations, Inc. 4,099 133,769.00 0.01
X5 Retail Group NV (GDR) 56,965 2,001,774.00 0.12
Xilinx, Inc. 51,767 6,144,225.00 0.36
XPO Logistics, Inc. 6,034 543,060.00 0.03
Xylem, Inc./NY 5,433 473,513.00 0.03
Y-mAbs Therapeutics, Inc. 1,485 63,490.00 0.00
Yamana Gold, Inc. 10,734 59,702.00 0.00
Yamato Holdings Co., Ltd. 2,504 66,283.00 0.00
Yara International ASA 8,866 310,277.00 0.02
YDUQS Participacoes SA 56,920 227,364.00 0.01
Yestar Healthcare Holdings Co., Ltd. 221,055 36,497.00 0.00
Yuasa Trading Co., Ltd. 6,284 179,038.00 0.01
Yuhan Corp. 968 50,942.00 0.00
Yum China Holdings, Inc. 7,211 383,858.00 0.02
Yurtec Corp. 28,449 172,147.00 0.01
Z Holdings Corp. 526,831 3,673,628.00 0.22
Zai Lab Ltd. (ADR) 762 62,549.00 0.00
Zalando SE 1,025 95,533.00 0.01
Zentalis Pharmaceuticals, Inc. 1,319 52,245.00 0.00
Zhen Ding Technology Holding Ltd. 238,249 1,009,739.00 0.06
Zhongsheng Group Holdings Ltd. 17,480 124,641.00 0.01
Zions Bancorp NA 9,151 295,302.00 0.02
Zoetis, Inc. 66,942 10,613,794.00 0.63
Zoom Video Communications, Inc. - Class A 21 9,709.00 0.00
Zoomlion Heavy Industry Science and Technology Co. 2,490,180 2,198,618.00 0.13
zooplus AG 1,097 176,428.00 0.01
Zumiez, Inc. 2,479 69,437.00 0.00
Zurich Insurance Group AG 1,076 357,509.00 0.02


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.