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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December Holdings (as of 12/31/2018)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 245 22,895,149.00 1.17
1st Source Corp. 1,569 63,315.00 0.00
2U, Inc. 6,339 315,175.00 0.02
51job, Inc. (ADR) 4,044 252,518.00 0.01
58.com, Inc. (ADR) 6,126 332,126.00 0.02
77 Bank Ltd. (The) 13,221 228,531.00 0.01
888 Holdings PLC 69,432 154,872.00 0.01
AAR Corp. 3,567 133,191.00 0.01
Aareal Bank AG 9,781 302,016.00 0.02
AB Fixed Income Shares, Inc. - Government Money Ma 221,427,113 221,427,113.00 11.36
AbbVie, Inc. 3,149 290,320.00 0.01
ACCO Brands Corp. 14,039 95,186.00 0.00
Ace Hardware Indonesia Tbk PT 298,040 30,917.00 0.00
ACS Actividades de Construccion y Servicios SA 421 16,311.00 0.00
Adamas Pharmaceuticals, Inc. 1,867 15,947.00 0.00
Addcn Technology Co., Ltd. 8,655 67,632.00 0.00
Addus HomeCare Corp. 2,224 151,024.00 0.01
Admiral Group PLC 22,615 590,132.00 0.03
ADO Properties SA 11,626 604,848.00 0.03
Adobe, Inc. 36,499 8,257,533.00 0.42
Adtalem Global Education, Inc. 3,661 173,262.00 0.01
Advanced Energy Industries, Inc. 898 38,551.00 0.00
Advanced Micro Devices, Inc. 23,710 437,686.00 0.02
Advantest Corp. 10,299 210,732.00 0.01
AECOM 10,732 284,398.00 0.01
Aecon Group, Inc. 13,712 176,876.00 0.01
AEON REIT Investment Corp. 107 123,332.00 0.01
AerCap Holdings NV 12,766 505,558.00 0.03
Aerie Pharmaceuticals, Inc. 1,702 61,459.00 0.00
Aeroflot PJSC (GDR) 7,546 56,719.00 0.00
Affiliated Managers Group, Inc. 2,985 290,858.00 0.01
AG Mortgage Investment Trust, Inc. 4,672 74,440.00 0.00
Ageas 637 28,699.00 0.00
Agnico Eagle Mines Ltd. 26,907 1,085,981.00 0.06
Agree Realty Corp. 7,827 462,767.00 0.02
Agricultural Bank of China Ltd. - Class H 743,302 325,563.00 0.02
AIA Group Ltd. 237,055 1,969,175.00 0.10
Aimmune Therapeutics, Inc. 11,021 263,630.00 0.01
Air New Zealand Ltd. 316,902 660,211.00 0.03
Air Water, Inc. 38,680 582,967.00 0.03
Airbus SE 28,472 2,714,545.00 0.14
Airtac International Group 1,546 15,171.00 0.00
Aisan Industry Co., Ltd. 11,812 79,356.00 0.00
AJ00401 EUR PUT USD CALL DEC18 0.8828462 PUT 4,157,452 3,153.00 0.00
AJ01288 TRY CALL EUR PUT MAR19 5.993 CALL 6,028,205 13,706.00 0.00
Aker BP ASA 29,848 752,568.00 0.04
Alamo Group, Inc. 577 44,689.00 0.00
Alaska Air Group, Inc. 8,380 509,923.00 0.03
Alcoa Corp. 42,377 1,126,404.00 0.06
Aldar Properties PJSC 287,422 125,346.00 0.01
Alexandria Real Estate Equities, Inc. 8,094 932,826.00 0.05
Alibaba Group Holding Ltd. (Sponsored ADR) 52,807 7,238,385.00 0.37
ALLETE, Inc. 2,242 170,921.00 0.01
Alliant Energy Corp. 12,913 545,574.00 0.03
Allianz SE 7,912 1,590,069.00 0.08
Allied Properties Real Estate Investment Trust 9,506 308,611.00 0.02
Allogene Therapeutics, Inc. 7,812 210,388.00 0.01
Ally Financial, Inc. 3,319 75,222.00 0.00
Alphabet, Inc. - Class A 121 127,157.00 0.01
Alphabet, Inc. - Class C 34,220 35,438,676.00 1.82
Altran Technologies SA 61,144 491,427.00 0.03
Altria Group, Inc. 191,718 9,468,953.00 0.49
Aluminum Corp. of China Ltd. - Class H 445,148 142,449.00 0.01
Amadeus Fire AG 1,774 165,984.00 0.01
Amadeus IT Group SA - Class A 30,523 2,123,726.00 0.11
Amazon.com, Inc. 197 296,759.00 0.02
Ambac Financial Group, Inc. 4,766 82,175.00 0.00
Amdocs Ltd. 6,360 372,568.00 0.02
Amedisys, Inc. 7,361 862,053.00 0.04
Amer Sports Oyj 40,848 1,795,819.00 0.09
American Campus Communities, Inc. 31,710 1,312,501.00 0.07
American Eagle Outfitters, Inc. 3,259 63,006.00 0.00
American Electric Power Co., Inc. 230,278 17,210,977.00 0.88
American Equity Investment Life Holding Co. 5,644 157,716.00 0.01
American Financial Group, Inc./OH 4,712 426,577.00 0.02
American Homes 4 Rent - Class A 39,575 785,581.00 0.04
AmerisourceBergen Corp. - Class A 238 17,724.00 0.00
AMETEK, Inc. 6,826 462,120.00 0.02
Amgen, Inc. 1,435 279,432.00 0.01
AMN Healthcare Services, Inc. 3,368 190,850.00 0.01
Amphastar Pharmaceuticals, Inc. 3,635 72,347.00 0.00
Anadarko Petroleum Corp. 17,138 751,353.00 0.04
AngioDynamics, Inc. 1,670 33,627.00 0.00
Anglo American PLC 6,281 140,467.00 0.01
Anhui Conch Cement Co., Ltd. - Class A 41,799 178,905.00 0.01
Anhui Conch Cement Co., Ltd. - Class H 342,224 1,654,917.00 0.08
Anixter International, Inc. 4,369 237,302.00 0.01
Ansell Ltd. 38,692 601,072.00 0.03
ANSYS, Inc. 2,580 368,785.00 0.02
Anthem, Inc. 49,508 13,002,286.00 0.67
Antofagasta PLC 74,742 747,534.00 0.04
APERAM SA 5,496 144,632.00 0.01
APG SGA SA 557 187,400.00 0.01
Apollo Hospitals Enterprise Ltd. 44,727 803,523.00 0.04
Apollo Tyres Ltd. 169,713 570,941.00 0.03
Appfolio, Inc. - Class A 1,439 85,241.00 0.00
Apple, Inc. 172,983 27,286,441.00 1.40
Applied Industrial Technologies, Inc. 1,972 106,395.00 0.01
Aptiv PLC 12,403 763,671.00 0.04
ArcBest Corp. 2,803 96,041.00 0.00
Arch Coal, Inc. 1,745 144,862.00 0.01
Archer-Daniels-Midland Co. 755 30,947.00 0.00
Arcs Co., Ltd. 7,753 172,661.00 0.01
Argo Group International Holdings Ltd. 666 44,849.00 0.00
Arista Networks, Inc. 2,090 440,363.00 0.02
Aristocrat Leisure Ltd. 34,588 532,446.00 0.03
Arjo AB - Class B 55,339 177,223.00 0.01
Arkema SA 478 41,088.00 0.00
Armada Hoffler Properties, Inc. 42,962 604,051.00 0.03
Armstrong World Industries, Inc. 8,011 466,320.00 0.02
Aroundtown SA 199,583 1,654,654.00 0.08
Array BioPharma, Inc. 6,859 97,753.00 0.01
Ascendis Pharma A/S (Sponsored ADR) 3,922 245,753.00 0.01
ASGN, Inc. 2,262 123,325.00 0.01
ASML Holding NV 6,295 986,280.00 0.05
ASPEED Technology, Inc. 5,018 96,476.00 0.00
Aspen Technology, Inc. 8,789 722,326.00 0.04
ASR Nederland NV 114,961 4,548,892.00 0.23
Assa Abloy AB - Class B 20,010 358,319.00 0.02
Associated Banc-Corp. 17,890 354,043.00 0.02
Assured Guaranty Ltd. 5,313 203,418.00 0.01
Astellas Pharma, Inc. 442,495 5,653,596.00 0.29
Astral Foods Ltd. 14,972 166,435.00 0.01
AT&S Austria Technologie & Systemtechnik AG 17,440 307,502.00 0.02
Aten International Co., Ltd. 72,372 204,888.00 0.01
Atkore International Group, Inc. 7,638 151,545.00 0.01
Atlas Air Worldwide Holdings, Inc. 4,990 210,528.00 0.01
Atrion Corp. 114 84,774.00 0.00
ATS Automation Tooling Systems, Inc. 45,290 477,385.00 0.02
Attendo AB 21,278 189,386.00 0.01
AUD/USD 4,528,646 59,192.00 0.00
Aurobindo Pharma Ltd. 1,846 19,358.00 0.00
AUSTRALIAN DOLLAR -948,869 -668,336.00 -0.03
Australian Dollar Currency Forward -14,359,000 253,857.00 0.01
Australian Dollar Currency Forward 19,738,451 -300,394.00 -0.02
Australian Dollar Currency Forward 18,502,203 -281,580.00 -0.01
Australian Dollar Currency Forward -19,738,451 335,382.00 0.02
Australian Dollar Currency Forward 1,000,420 -17,322.00 0.00
Australian Dollar Currency Forward 33,005,580 -571,509.00 -0.03
Australian Dollar Currency Forward 40,446,000 -146,286.00 -0.01
Australian Dollar Currency Forward -3,002,420 24,304.00 0.00
Australian Dollar Currency Forward -38,444,000 111,389.00 0.01
Australian Dollar Currency Forward -18,646,580 316,830.00 0.02
Australian Dollar Currency Futures 13,200 164,285.00 0.01
Auto Trader Group PLC 513,984 2,982,851.00 0.15
Automatic Data Processing, Inc. 2,587 339,274.00 0.02
AutoZone, Inc. 13,424 11,253,876.00 0.58
Avanos Medical, Inc. 1,003 44,928.00 0.00
Avista Corp. 3,287 139,646.00 0.01
Avnet, Inc. 20,425 737,343.00 0.04
Axfood AB 11,361 194,327.00 0.01
AxoGen, Inc. 12,693 259,317.00 0.01
Axos Financial, Inc. 2,938 73,981.00 0.00
Ayala Land, Inc. 215,868 166,850.00 0.01
Azrieli Group Ltd. 5,622 268,970.00 0.01
B&M European Value Retail SA 102,983 369,569.00 0.02
BAE Systems PLC 418,934 2,450,287.00 0.13
Bakkafrost P/F 3,430 167,890.00 0.01
Banco Comercial Portugues SA 969,268 254,945.00 0.01
Banco Macro SA (ADR) 8,193 362,327.00 0.02
Bandai Namco Holdings, Inc. 13,586 610,034.00 0.03
Bank Central Asia Tbk PT 190,138 343,855.00 0.02
Bank Hapoalim BM 344,016 2,175,613.00 0.11
Bank Leumi Le-Israel BM 104,202 629,908.00 0.03
Bank Mandiri Persero Tbk PT 158,178 81,140.00 0.00
Bank of America Corp. 703,170 17,326,108.00 0.89
Bank of China Ltd. - Class H 612,607 264,096.00 0.01
Bank of Georgia Group PLC 1,299 22,822.00 0.00
Bank of Ireland Group PLC 164,787 916,501.00 0.05
Bank of NT Butterfield & Son Ltd. (The) 4,377 137,249.00 0.01
Bank Pembangunan Daerah Jawa Timur Tbk PT 3,961,602 190,177.00 0.01
Bank Tabungan Negara Persero Tbk PT 122,500 21,672.00 0.00
Bank Tabungan Pensiunan Nasional Syariah Tbk PT 130,106 16,247.00 0.00
BankUnited, Inc. 18,944 567,205.00 0.03
Baozun, Inc. (Sponsored ADR) 7,344 214,546.00 0.01
Barclays Bank PLC 2.285% CPI# 24,579,801 -24,962,070.00 -1.28
Barclays Bank PLC Barclays Commodity Hedging Insig 1,878,532 1,843,579.00 0.09
Barclays Bank PLC Barclays Commodity Hedging Insig 1,631,261 1,600,909.00 0.08
Barclays Bank PLC Barclays Commodity Hedging Insig 4,003,565 3,925,373.00 0.20
Barclays Bank PLC Barclays Commodity Hedging Insig 2,469,684 2,330,180.00 0.12
Barclays Bank PLC Barclays Commodity Strategy 1673 679,052 667,786.00 0.03
Barclays PLC 11,627 22,246.00 0.00
Barloworld Ltd. 16,756 134,331.00 0.01
Barnes Group, Inc. 1,292 69,284.00 0.00
Barrett Business Services, Inc. 2,016 115,442.00 0.01
BASF SE 2,648 184,462.00 0.01
BB Seguridade Participacoes SA 45,252 322,167.00 0.02
BE Semiconductor Industries NV 4,376 92,264.00 0.00
Beach Energy Ltd. 434,392 410,418.00 0.02
Befesa SA 12,077 518,896.00 0.03
BeiGene Ltd. (Sponsored ADR) 2,047 287,175.00 0.01
Beijing Enterprises Water Group Ltd. 969,180 494,693.00 0.03
Berger Paints India Ltd. 4,181 19,745.00 0.00
Berkeley Group Holdings PLC 3,604 159,864.00 0.01
Berkshire Hathaway, Inc. - Class B 100,536 20,527,440.00 1.05
Best Buy Co., Inc. 4,495 238,069.00 0.01
BGF retail Co., Ltd. 129 23,616.00 0.00
Bharat Financial Inclusion Ltd. 135,746 1,968,286.00 0.10
Bidvest Group Ltd. (The) 11,946 171,614.00 0.01
Biesse SpA 6,007 118,334.00 0.01
Biffa PLC 169,799 423,762.00 0.02
Big Lots, Inc. 2,857 82,639.00 0.00
BillerudKorsnas AB 107,095 1,279,255.00 0.07
BioGaia AB - Class B 4,911 175,928.00 0.01
Biogen, Inc. 31,379 9,442,633.00 0.48
Biohaven Pharmaceutical Holding Co., Ltd. 7,266 268,716.00 0.01
Black Hills Corp. 5,257 330,034.00 0.02
Bloomberry Resorts Corp. 3,513,417 628,250.00 0.03
Bloomin' Brands, Inc. 31,975 572,032.00 0.03
Blucora, Inc. 1,815 48,376.00 0.00
Blueprint Medicines Corp. 4,894 263,861.00 0.01
BMC Stock Holdings, Inc. 23,807 368,544.00 0.02
BOC Aviation Ltd. 470,719 3,473,329.00 0.18
BOC Hong Kong Holdings Ltd. 292,471 1,085,573.00 0.06
Bodycote PLC 43,166 399,276.00 0.02
Boeing Co. (The) 34,621 11,165,272.00 0.57
Boingo Wireless, Inc. 3,095 63,675.00 0.00
Boiron SA 3,138 175,991.00 0.01
Boise Cascade Co. 1,665 39,731.00 0.00
Boliden AB 36,524 791,449.00 0.04
Bolsa Mexicana de Valores SAB de CV 103,528 176,483.00 0.01
Bonterra Energy Corp. 15,229 72,064.00 0.00
Booking Holdings, Inc. 3,900 6,717,432.00 0.34
Booz Allen Hamilton Holding Corp. 11,502 518,407.00 0.03
Boston Beer Co., Inc. (The) - Class A 541 130,502.00 0.01
Boston Properties, Inc. 7,052 793,810.00 0.04
Bottomline Technologies DE, Inc. 1,967 94,434.00 0.00
BP PLC 379,371 2,398,269.00 0.12
Brady Corp. - Class A 1,120 48,688.00 0.00
Brandywine Realty Trust 11,319 145,686.00 0.01
Bright Horizons Family Solutions, Inc. 6,609 736,573.00 0.04
Brinker International, Inc. 2,803 123,310.00 0.01
Britannia Industries Ltd. 283 12,643.00 0.00
British American Tobacco PLC 70,804 2,252,935.00 0.12
British Land Co. PLC (The) 42,557 289,401.00 0.01
Brixmor Property Group, Inc. 41,526 610,017.00 0.03
BRL/USD 4,504,394 9,417.00 0.00
Builders FirstSource, Inc. 12,737 138,965.00 0.01
Burberry Group PLC 9,760 214,332.00 0.01
Burford Capital Ltd. 38,845 819,475.00 0.04
Burkhalter Holding AG 2,258 179,482.00 0.01
Burlington Stores, Inc. 4,520 735,268.00 0.04
Buzzi Unicem SpA 78,451 1,353,150.00 0.07
BWP Trust 71,319 177,379.00 0.01
C&J Energy Services, Inc. 32,574 439,753.00 0.02
CA Immobilien Anlagen AG 39,877 1,261,931.00 0.06
Cabot Microelectronics Corp. 909 86,711.00 0.00
CACI International, Inc. - Class A 1,352 194,777.00 0.01
Cactus, Inc. - Class A 14,022 384,342.00 0.02
Cadence BanCorp 24,599 412,771.00 0.02
Cal-Maine Foods, Inc. 3,925 166,067.00 0.01
Calbee, Inc. 13,878 433,496.00 0.02
Caltex Australia Ltd. 13,211 237,036.00 0.01
Camden Property Trust 16,224 1,428,561.00 0.07
Canadian 10 Yr Bond Futures -135 -13,524,721.00 -0.69
CANADIAN DOLLAR -1,767,040 -1,294,345.00 -0.07
Canadian Dollar Currency Forward -23,209,000 889,315.00 0.05
Canadian Dollar Currency Forward -33,868,926 654,389.00 0.03
Canadian Dollar Currency Forward -18,976,394 208,219.00 0.01
Canadian Dollar Currency Forward -14,798,207 162,374.00 0.01
Canadian Dollar Currency Forward 33,868,926 -547,086.00 -0.03
Canadian Dollar Currency Forward 18,976,394 -306,526.00 -0.02
Canadian Dollar Currency Forward -5,142,074 99,351.00 0.01
Canadian Dollar Currency Forward 5,142,074 -161,780.00 -0.01
Canadian Dollar Currency Forward 1,155,074 -43,530.00 0.00
Canadian Dollar Currency Forward -18,957,000 801,125.00 0.04
Canadian Dollar Currency Forward 41,010,926 -1,290,291.00 -0.07
CANCOM SE 4,715 154,758.00 0.01
Canfor Corp. 9,529 115,388.00 0.01
Canfor Pulp Products, Inc. 12,833 152,381.00 0.01
Cantel Medical Corp. 482 35,928.00 0.00
Capcom Co., Ltd. 2,378 47,159.00 0.00
Capgemini SE 64,752 6,440,630.00 0.33
CapitaLand Commercial Trust 364,902 468,690.00 0.02
Cara Therapeutics, Inc. 3,806 49,484.00 0.00
Care.com, Inc. 3,891 75,148.00 0.00
CareTrust REIT, Inc. 4,295 79,286.00 0.00
Carlisle Cos., Inc. 2,764 277,837.00 0.01
Carlsberg Brewery Malaysia Bhd 38,666 184,032.00 0.01
Carrefour SA 6,284 107,387.00 0.01
Casella Waste Systems, Inc. - Class A 2,523 71,897.00 0.00
Casino Guichard Perrachon SA 709 29,549.00 0.00
Catalent, Inc. 2,145 66,902.00 0.00
Cathay General Bancorp 5,948 199,451.00 0.01
CBRE Group, Inc. - Class A 186,904 7,483,636.00 0.38
CCC SA 313 16,280.00 0.00
CCL Industries, Inc. - Class B 1,851 67,893.00 0.00
CDW Corp./DE 57,844 4,688,256.00 0.24
Celgene Corp. 3,307 211,950.00 0.01
Cellnex Telecom SA 16,884 431,791.00 0.02
Centrais Eletricas Brasileiras SA 241,805 1,506,659.00 0.08
Centrais Eletricas Brasileiras SA (Preference Shar 2,263 16,389.00 0.00
Central Garden & Pet Co. - Class A 2,773 86,663.00 0.00
Central Japan Railway Co. 841 177,582.00 0.01
Central Pattana PCL 60,101 137,978.00 0.01
Centrica PLC 68,488 118,140.00 0.01
CH Robinson Worldwide, Inc. 3,504 294,694.00 0.02
Champion REIT 387,599 265,191.00 0.01
Charter Court Financial Services Group PLC 62,247 198,351.00 0.01
Charter Hall Retail REIT 40,513 127,846.00 0.01
Chartwell Retirement Residences 32,872 329,157.00 0.02
Check Point Software Technologies Ltd. 38,565 3,958,727.00 0.20
Chegg, Inc. 22,257 632,543.00 0.03
Chemed Corp. 402 114,140.00 0.01
Chesapeake Lodging Trust 2,554 62,205.00 0.00
Chesapeake Utilities Corp. 915 74,438.00 0.00
Chevron Corp. 138,587 15,076,909.00 0.77
Chico's FAS, Inc. 4,839 27,199.00 0.00
Children's Place, Inc. (The) 1,023 92,250.00 0.00
Chilisin Electronics Corp. 59,445 152,207.00 0.01
China CITIC Bank Corp., Ltd. - Class H 648,538 393,459.00 0.02
China Construction Bank Corp. - Class H 427,064 349,702.00 0.02
China Everbright International Ltd. 722,341 647,310.00 0.03
China Everbright Ltd. 63,652 112,822.00 0.01
China General Plastics Corp. 99,984 71,661.00 0.00
China Lilang Ltd. 145,544 122,303.00 0.01
China Overseas Land & Investment Ltd. 163,770 564,648.00 0.03
China Overseas Property Holdings Ltd. 571,704 166,989.00 0.01
China Petroleum & Chemical Corp. - Class H 3,504,787 2,498,245.00 0.13
China Pioneer Pharma Holdings Ltd. 532,791 69,401.00 0.00
China Resources Gas Group Ltd. 22,486 89,104.00 0.00
China Resources Land Ltd. 199,755 768,393.00 0.04
China Resources Pharmaceutical Group Ltd. 171,033 222,749.00 0.01
China Shineway Pharmaceutical Group Ltd. 336,331 325,906.00 0.02
China Telecom Corp., Ltd. - Class H 1,686,761 864,240.00 0.04
China Unicom Hong Kong Ltd. 2,870,956 3,058,736.00 0.16
Chipotle Mexican Grill, Inc. - Class A 1,070 462,015.00 0.02
Chong Kun Dang Pharmaceutical Corp. 1,047 95,828.00 0.00
Chr Hansen Holding A/S 5,512 489,368.00 0.03
Churchill Downs, Inc. 301 73,434.00 0.00
Cia de Distribucion Integral Logista Holdings SA 7,682 192,227.00 0.01
Cia de Gas de Sao Paulo - COMGAS - Class A (Prefer 11,860 179,594.00 0.01
Cie Financiere Richemont SA 3,355 216,402.00 0.01
Ciena Corp. 16,899 573,062.00 0.03
CIFI Holdings Group Co., Ltd. 1,353,814 717,609.00 0.04
Cirrus Logic, Inc. 4,021 133,444.00 0.01
Cisco Systems, Inc. 228,575 9,904,154.00 0.51
CIT Group, Inc. 6,463 247,352.00 0.01
Citi Trends, Inc. 2,938 59,907.00 0.00
Citigroup, Inc. 169,963 8,848,314.00 0.45
Citrix Systems, Inc. 1,248 127,939.00 0.01
City Developments Ltd. 50,429 300,644.00 0.02
City Office REIT, Inc. 19,591 200,808.00 0.01
CK Asset Holdings Ltd. 798,701 5,843,761.00 0.30
Cleveland-Cliffs, Inc. 13,685 105,244.00 0.01
CNH/USD 53,298,823 776.00 0.00
CNH/USD 176,482,401 14,671.00 0.00
CNH/USD 33,742,260 2,028.00 0.00
CNO Financial Group, Inc. 10,136 150,831.00 0.01
Coca-Cola Amatil Ltd. 24,896 143,594.00 0.01
Coca-Cola Bottlers Japan Holdings, Inc. 22,932 683,879.00 0.04
Cochlear Ltd. 39,044 4,784,008.00 0.25
cocokara fine, Inc. 13,469 656,074.00 0.03
Cognizant Technology Solutions Corp. - Class A 90,607 5,751,732.00 0.30
Coles Group Ltd. 86,358 714,107.00 0.04
Collegium Pharmaceutical, Inc. 2,818 48,387.00 0.00
Colliers International Group, Inc. 3,120 172,086.00 0.01
Collins Foods Ltd. 37,469 163,142.00 0.01
Colruyt SA 2,874 205,005.00 0.01
Com2uSCorp 1,313 152,479.00 0.01
Comcast Corp. - Class A 538,922 18,350,294.00 0.94
Comerica, Inc. 5,900 405,271.00 0.02
Comfort Systems USA, Inc. 2,229 97,364.00 0.00
Commercial Metals Co. 5,616 89,974.00 0.00
Community Trust Bancorp, Inc. 2,309 91,466.00 0.00
CommVault Systems, Inc. 6,245 369,067.00 0.02
Compass Group PLC 42,041 884,751.00 0.05
Computacenter PLC 6,812 87,388.00 0.00
Comtech Telecommunications Corp. 2,970 72,291.00 0.00
Concho Resources, Inc. 3,082 316,882.00 0.02
CONMED Corp. 972 62,409.00 0.00
ConocoPhillips 543 33,879.00 0.00
CONSOL Energy, Inc. 3,694 117,163.00 0.01
Constellation Brands, Inc. - Class A 40,196 6,464,320.00 0.33
Constellation Software, Inc./Canada 5,844 3,741,254.00 0.19
Construtora Tenda SA 27,047 223,663.00 0.01
Contact Energy Ltd. 142,450 564,718.00 0.03
Continental Building Products, Inc. 4,889 124,443.00 0.01
Continental Resources, Inc./OK 11,909 478,640.00 0.02
Cooper-Standard Holdings, Inc. 5,787 359,513.00 0.02
Copart, Inc. 6,430 307,225.00 0.02
Corcept Therapeutics, Inc. 4,347 58,081.00 0.00
CoreCivic, Inc. 6,209 110,709.00 0.01
CorEnergy Infrastructure Trust, Inc. 2,939 97,222.00 0.00
CoreSite Realty Corp. 1,228 107,137.00 0.01
Cornerstone OnDemand, Inc. 1,909 96,318.00 0.00
Corp. GEO SAB de CV Series B 188 0.00 0.00
Cosan SA 25,364 219,014.00 0.01
Cosmax, Inc. 119 13,916.00 0.00
Costa Group Holdings Ltd. 16,433 85,948.00 0.00
CoStar Group, Inc. 1,040 350,833.00 0.02
Costco Wholesale Corp. 54,677 11,138,251.00 0.57
Cott Corp. 30,441 424,347.00 0.02
Cousins Properties, Inc. 10,606 83,788.00 0.00
Covestro AG 22,741 1,126,279.00 0.06
Credicorp Ltd. 30,277 6,711,679.00 0.34
Credit Suisse Group AG 126,686 1,384,898.00 0.07
Cree, Inc. 10,999 470,504.00 0.02
CRH PLC (London) 125,181 3,313,791.00 0.17
Criteo SA (Sponsored ADR) 8,904 202,298.00 0.01
CSR Ltd. 81,882 162,101.00 0.01
Ctrip.com International Ltd. (ADR) 94,113 2,546,709.00 0.13
CTS Eventim AG & Co. KGaA 13,492 503,866.00 0.03
Cub Elecparts, Inc. 1,736 13,573.00 0.00
CubeSmart 340,746 9,776,013.00 0.50
Curtiss-Wright Corp. 1,011 103,291.00 0.01
CVC Brasil Operadora e Agencia de Viagens SA 9,738 153,512.00 0.01
CVR Energy, Inc. 3,593 123,901.00 0.01
CVS Health Corp. 3,583 234,812.00 0.01
Cypress Semiconductor Corp. 32,931 418,891.00 0.02
CytomX Therapeutics, Inc. 2,068 31,238.00 0.00
CZECH KORUNA 0 0.00 0.00
Daiho Corp. 5,709 183,657.00 0.01
Daiichi Jitsugyo Co., Ltd. 3,360 107,367.00 0.01
Daiichikosho Co., Ltd. 6,448 306,519.00 0.02
Daito Trust Construction Co., Ltd. 756 103,510.00 0.01
Daiwa Securities Group, Inc. 30,642 155,531.00 0.01
DANISH KRONE 2 0.00 0.00
Danone SA 7,084 499,317.00 0.03
Dassault Systemes SE 8,186 972,374.00 0.05
Dave & Buster's Entertainment, Inc. 2,263 100,849.00 0.01
DBS Group Holdings Ltd. 205,610 3,575,540.00 0.18
Deciphera Pharmaceuticals, Inc. 2,013 42,257.00 0.00
Deckers Outdoor Corp. 1,567 200,527.00 0.01
Delek US Holdings, Inc. 4,836 157,248.00 0.01
Delta Air Lines, Inc. 132,431 6,608,306.00 0.34
Deluxe Corp. 1,836 70,587.00 0.00
Denny's Corp. 9,127 147,962.00 0.01
Desarrolladora Homex SAB de CV 226 1.00 0.00
Detour Gold Corp. 27,507 232,315.00 0.01
Deutsche Bank AG 2.170% CPI# 1,783,783 -1,794,802.00 -0.09
Deutsche Pfandbriefbank AG 16,426 164,252.00 0.01
Deutsche Telekom AG 46,776 795,048.00 0.04
Deutsche Wohnen SE 24,702 1,128,922.00 0.06
Deutz AG 73,014 430,126.00 0.02
Diageo PLC 6,725 240,335.00 0.01
Digital Realty Trust, Inc. 10,298 1,097,295.00 0.06
Dillard's, Inc. - Class A 125 7,569.00 0.00
Dino Polska SA 1,585 40,704.00 0.00
Direct Line Insurance Group PLC 77,979 316,981.00 0.02
Discover Financial Services 4,446 262,269.00 0.01
Discovery Ltd. 2,500 27,762.00 0.00
DNB ASA 214,231 3,438,771.00 0.18
Dollar General Corp. 51,944 5,614,107.00 0.29
Domtar Corp. 9,033 316,959.00 0.02
DongKook Pharmaceutical Co., Ltd. 3,344 173,508.00 0.01
Dongwon Development Co., Ltd. 50,442 180,822.00 0.01
Dorel Industries, Inc. - Class B 13,057 168,719.00 0.01
Dover Corp. 3,906 277,187.00 0.01
Dr Lal PathLabs Ltd. 14,142 184,175.00 0.01
Dream Global Real Estate Investment Trust 11,781 102,691.00 0.01
Dril-Quip, Inc. 7,088 212,852.00 0.01
Duke Realty Corp. 20,081 520,119.00 0.03
Dycom Industries, Inc. 5,230 282,629.00 0.01
E-MART, Inc. 1,406 229,662.00 0.01
E-MINI RUSS 2000 MAR19 XCME 20190315 -38 -2,563,100.00 -0.13
Eagle Bancorp, Inc. 2,869 139,753.00 0.01
Eagle Pharmaceuticals, Inc./DE 1,072 43,215.00 0.00
East Japan Railway Co. 2,628 232,128.00 0.01
Eastern & Oriental Bhd 1,726 4.00 0.00
Echo Global Logistics, Inc. 4,509 91,678.00 0.00
Eclat Textile Co., Ltd. 1,368 15,472.00 0.00
Edelweiss Financial Services Ltd. 9,020 23,534.00 0.00
EDION Corp. 68,102 670,422.00 0.03
EDP - Energias de Portugal SA 1,350,215 4,723,438.00 0.24
Edwards Lifesciences Corp. 43,385 6,645,280.00 0.34
Electrocomponents PLC 31,613 204,206.00 0.01
Electrolux AB - Class B 8,752 184,490.00 0.01
Elite Material Co., Ltd. 164,603 352,086.00 0.02
Emaar Malls PJSC 19,087 9,280.00 0.00
Emaar Properties PJSC 263,252 295,954.00 0.02
Embraer SA 161,649 903,693.00 0.05
EMCOR Group, Inc. 2,324 138,746.00 0.01
eMemory Technology, Inc. 1,933 16,499.00 0.00
Emergent BioSolutions, Inc. 1,858 110,146.00 0.01
Emini MSCI Emerging Market Future 3,653 176,586,020.00 9.06
Empire State Realty Trust, Inc. - Class A 61,932 881,301.00 0.05
Employers Holdings, Inc. 2,419 101,553.00 0.01
Enagas SA 578 15,648.00 0.00
Enanta Pharmaceuticals, Inc. 1,030 73,020.00 0.00
Ence Energia y Celulosa SA 22,642 142,288.00 0.01
Endo International PLC 7,822 57,102.00 0.00
Endurance Technologies Ltd. 1,015 18,442.00 0.00
EnerSys 5,655 438,948.00 0.02
Enghouse Systems Ltd. 3,729 181,405.00 0.01
Engie SA 15,725 225,936.00 0.01
ENN Energy Holdings Ltd. 89,800 798,125.00 0.04
Ennis, Inc. 2,575 49,568.00 0.00
Enterprise Financial Services Corp. 1,327 49,947.00 0.00
Entertainment One Ltd. 139,572 634,297.00 0.03
Entra ASA 19,365 257,910.00 0.01
Entravision Communications Corp. - Class A 26,167 76,148.00 0.00
Envestnet, Inc. 952 46,861.00 0.00
EOG Resources, Inc. 102,169 8,910,220.00 0.46
ePlus, Inc. 1,099 78,249.00 0.00
EPR Properties 5,955 381,358.00 0.02
Equatorial Energia SA 13,935 267,661.00 0.01
Equinix, Inc. 1,146 404,373.00 0.02
Equinor ASA 12,661 268,577.00 0.01
Equity Group Holdings Ltd./Kenya 69,339 23,646.00 0.00
Ercros SA 25,033 89,281.00 0.00
Erste Group Bank AG 39,288 1,302,701.00 0.07
Essent Group Ltd. 18,122 619,414.00 0.03
Essential Properties Realty Trust, Inc. 39,530 547,098.00 0.03
Essex Property Trust, Inc. 3,378 828,348.00 0.04
EssilorLuxottica SA 37,674 4,775,598.00 0.25
Esso Thailand PCL 193,506 60,603.00 0.00
Esso Thailand PCL 30,963 9,699.00 0.00
Estacio Participacoes SA 31,165 190,842.00 0.01
Etsy, Inc. 15,724 748,030.00 0.04
Eurazeo SE 2,936 207,870.00 0.01
Euro Buxl 30 Yr Bond Futures 35 7,243,085.00 0.37
EURO CURRENCY 6,216,491 7,122,543.00 0.37
Euro Currency Forward 8,980,278 43,360.00 0.00
Euro Currency Forward -12,453,888 189,449.00 0.01
Euro Currency Forward 5,383,297 21,640.00 0.00
Euro Currency Forward 4,231,980 17,012.00 0.00
Euro Currency Forward -31,356,620 -256,851.00 -0.01
Euro Currency Forward -5,383,297 -44,096.00 0.00
Euro Currency Forward -10,800,945 -139,293.00 -0.01
Euro Currency Forward 14,394,444 74,116.00 0.00
Euro Currency Forward -16,335,000 44,660.00 0.00
Euro Currency Forward 31,356,620 151,403.00 0.01
Euro Currency Forward 16,215,111 83,490.00 0.00
Euro STOXX 50 Index Futures -1,036 -35,301,280.00 -1.81
Euro-BOBL Futures 116 17,612,830.00 0.90
Euro-Bund Futures 75 14,053,192.00 0.72
Eurocommercial Properties NV 10,271 317,031.00 0.02
Eurofins Scientific SE 1,093 408,306.00 0.02
Euronext NV 9,391 541,097.00 0.03
Evercore, Inc. - Class A 1,144 81,892.00 0.00
Everest Re Group Ltd. 58,475 12,733,516.00 0.65
EVERTEC, Inc. 5,935 170,334.00 0.01
Exact Sciences Corp. 13,139 829,121.00 0.04
Exelon Corp. 4,741 213,828.00 0.01
Expedia Group, Inc. 2,595 292,431.00 0.02
Expeditors International of Washington, Inc. 9,660 657,751.00 0.03
Experian PLC 18,137 439,677.00 0.02
Exxon Mobil Corp. 126,885 8,652,309.00 0.44
F5 Networks, Inc. 1,861 301,600.00 0.02
Fabege AB 31,219 417,273.00 0.02
Fabrinet 2,205 113,184.00 0.01
Facebook, Inc. - Class A 126,892 16,634,333.00 0.85
Faes Farma SA 48,817 5,738.00 0.00
Faes Farma SA 48,817 166,030.00 0.01
Fair Isaac Corp. 602 112,673.00 0.01
Fanhua, Inc. (Sponsored ADR) 524 11,516.00 0.00
FANUC Corp. 2,266 343,948.00 0.02
Faurecia SA 7,461 281,525.00 0.01
FCB Financial Holdings, Inc. - Class A 3,619 121,553.00 0.01
Federal Agricultural Mortgage Corp. - Class C 533 32,274.00 0.00
Feed One Co., Ltd. 98,113 158,592.00 0.01
Fevertree Drinks PLC 5,630 157,881.00 0.01
FGL Holdings 7,618 50,742.00 0.00
Fibra Uno Administracion SA de CV 349,167 388,225.00 0.02
Fidelity National Financial, Inc. 255,789 8,042,006.00 0.41
Fidelity National Information Services, Inc. 80,065 8,210,665.00 0.42
Fidelity Southern Corp. 1,690 43,996.00 0.00
Finisar Corp. 26,190 565,704.00 0.03
First American Financial Corp. 13,208 589,633.00 0.03
First BanCorp 7,742 66,583.00 0.00
First Citizens BancShares, Inc./NC - Class A 250 94,471.00 0.00
First Financial Corp./IN 2,306 92,620.00 0.00
First Industrial Realty Trust, Inc. 3,573 103,144.00 0.01
First Quantum Minerals Ltd. 114,655 927,187.00 0.05
Firstsource Solutions Ltd. 509,401 341,953.00 0.02
Five Below, Inc. 7,471 764,526.00 0.04
FLSmidth & Co. A/S 10,758 485,241.00 0.02
Ford Motor Co. 39,000 298,356.00 0.02
Formosa Chemicals & Fibre Corp. 741,341 2,536,161.00 0.13
Formosa Plastics Corp. 26,085 85,742.00 0.00
Fortinet, Inc. 2,419 170,392.00 0.01
Forward Air Corp. 968 53,117.00 0.00
Fossil Group, Inc. 3,929 61,806.00 0.00
Four Seasons Education Cayman, Inc. (ADR) 6,984 17,112.00 0.00
FPT Corp. Macquarie Bank Ltd. 77,522 141,070.00 0.01
Frasers Logistics & Industrial Trust 164,856 124,717.00 0.01
Fresh Del Monte Produce, Inc. 4,280 121,015.00 0.01
FTI Consulting, Inc. 2,157 143,759.00 0.01
FTSE 100 Index Futures 114 9,675,818.00 0.50
Fu Shou Yuan International Group Ltd. 115,971 87,486.00 0.00
Fubon Financial Holding Co., Ltd. 1,869,534 2,868,420.00 0.15
Fukuoka REIT Corp. 15 23,603.00 0.00
G-III Apparel Group Ltd. 3,353 93,529.00 0.00
G4S PLC 77,426 195,447.00 0.01
Galenica AG 4,343 191,342.00 0.01
Galliford Try PLC 16,324 129,699.00 0.01
Games Workshop Group PLC 4,588 177,563.00 0.01
Gardner Denver Holdings, Inc. 22,360 457,262.00 0.02
Gates Industrial Corp. PLC 21,191 280,568.00 0.01
GBP/USD 2,293,496 970.00 0.00
Generac Holdings, Inc. 3,196 158,844.00 0.01
General Motors Co. 5,466 182,848.00 0.01
Genesis Energy Ltd. 91,256 160,015.00 0.01
Genmab A/S 2,566 421,951.00 0.02
Genomic Health, Inc. 1,326 85,436.00 0.00
Genpact Ltd. 21,936 592,059.00 0.03
Genworth Financial, Inc. - Class A 21,245 99,002.00 0.01
Genworth MI Canada, Inc. 5,877 173,081.00 0.01
Geo Holdings Corp. 11,179 169,732.00 0.01
Geox SpA 81,952 110,224.00 0.01
Gerdau SA (Preference Shares) 111,400 424,577.00 0.02
Gerresheimer AG 8,486 557,634.00 0.03
Getinge AB - Class B 63,635 575,429.00 0.03
Getty Realty Corp. 2,203 64,793.00 0.00
Gigabyte Technology Co., Ltd. 94,047 122,669.00 0.01
Gilead Sciences, Inc. 173,647 10,861,665.00 0.56
Giordano International Ltd. 372,699 175,821.00 0.01
GlaxoSmithKline PLC 21,829 416,017.00 0.02
Glencore PLC 393,766 1,464,051.00 0.08
Global Brass & Copper Holdings, Inc. 3,625 91,190.00 0.00
Global Dominion Access SA 35,074 172,665.00 0.01
Global Unichip Corp. 2,736 18,118.00 0.00
Globaltrans Investment PLC (Sponsored GDR) 40,318 365,287.00 0.02
Globant SA 410 23,134.00 0.00
Globus Medical, Inc. - Class A 4,237 183,405.00 0.01
Glory Ltd. 27,829 625,842.00 0.03
GMS, Inc. 4,187 62,228.00 0.00
Gol Linhas Aereas Inteligentes SA (Preference Shar 15,428 99,579.00 0.01
Goldman Sachs & Co. Long: IS1PFN0 TRS USD R V 03 150,926,498 -138,617,784.00 -7.11
Goldman Sachs Group, Inc. (The) 50,745 8,477,046.00 0.44
Goldman Sachs International Goldman Sachs Commodit 228,559 236,001.00 0.01
Goldman Sachs International Goldman Sachs Commodit 509,934 526,539.00 0.03
Goldman Sachs International Goldman Sachs Commodit 1,154,524 1,133,583.00 0.06
Goodbaby International Holdings Ltd. 1,162,248 365,059.00 0.02
Goodman Group 51,552 386,170.00 0.02
Gourmet Master Co., Ltd. 2,375 15,905.00 0.00
GPT Group (The) 193,453 727,971.00 0.04
Gran Tierra Energy, Inc. 225,336 491,870.00 0.03
Grand Canyon Education, Inc. 6,356 611,097.00 0.03
Granges AB 18,419 167,248.00 0.01
Granite Construction, Inc. 7,770 312,975.00 0.02
Graphic Packaging Holding Co. 41,546 442,049.00 0.02
Great British Pound Currency Forward -1,828,595 80,705.00 0.00
Great British Pound Currency Forward -751,402 10,981.00 0.00
Great British Pound Currency Forward 2,579,997 -13,273.00 0.00
Great British Pound Currency Forward 14,859,455 -76,445.00 0.00
Great Portland Estates PLC 46,972 394,853.00 0.02
Great Southern Bancorp, Inc. 2,338 107,633.00 0.01
Great Western Bancorp, Inc. 5,244 163,904.00 0.01
Green Dot Corp. - Class A 2,699 214,670.00 0.01
Green REIT PLC 72,807 112,615.00 0.01
Greenbrier Cos., Inc. (The) 1,839 72,735.00 0.00
Greencore Group PLC 226,681 514,869.00 0.03
Growthpoint Properties Ltd. 196,510 319,420.00 0.02
GrubHub, Inc. 7,210 553,800.00 0.03
Grupo Cementos de Chihuahua SAB de CV 54,042 277,667.00 0.01
Grupo Financiero Banorte SAB de CV - Class O 71,832 350,652.00 0.02
Grupo Financiero Galicia SA (ADR) 3,094 85,317.00 0.00
GS Engineering & Construction Corp. 2,280 89,440.00 0.00
Guaranty Bancorp 1,588 32,962.00 0.00
Guardant Health, Inc. 3,934 147,879.00 0.01
GUD Holdings Ltd. 20,741 164,335.00 0.01
Guidewire Software, Inc. 5,632 451,855.00 0.02
GW Pharmaceuticals PLC (Sponsored ADR) 1,771 172,485.00 0.01
H Lundbeck A/S 53,946 2,374,357.00 0.12
H&R Real Estate Investment Trust 122,753 1,856,764.00 0.10
Haemonetics Corp. 2,044 204,574.00 0.01
Haitong Securities Co., Ltd. - Class H 79,785 76,179.00 0.00
Halliburton Co. 25,351 673,844.00 0.03
Halma PLC 38,527 671,158.00 0.03
Halozyme Therapeutics, Inc. 5,889 86,169.00 0.00
Hana Financial Group, Inc. 102,073 3,319,716.00 0.17
Hana Tour Service, Inc. 301 18,645.00 0.00
Hancock Whitney Corp. 4,937 171,097.00 0.01
Handsome Co., Ltd. 5,431 176,448.00 0.01
Hang Seng Bank Ltd. 21,180 474,466.00 0.02
Hang Seng Index Futures -205 -33,842,474.00 -1.74
Hangzhou Hikvision Digital Technology Co., Ltd. - 84,471 318,745.00 0.02
Hankook Tire Co., Ltd. 40,938 1,471,420.00 0.08
Hanmi Financial Corp. 3,551 69,969.00 0.00
Hanover Insurance Group, Inc. (The) 2,550 297,763.00 0.02
Harsco Corp. 5,003 99,363.00 0.01
Haseko Corp. 16,074 168,327.00 0.01
Hastings Group Holdings PLC 170,390 405,525.00 0.02
Hawaiian Holdings, Inc. 15,076 398,180.00 0.02
HCP, Inc. 35,457 990,325.00 0.05
HDFC Bank Ltd. 127,661 3,879,668.00 0.20
Health & Happiness H&H International Holdings Ltd. 110,755 635,169.00 0.03
HealthStream, Inc. 2,454 59,278.00 0.00
HEG Ltd. 3,236 171,310.00 0.01
Heineken NV 1,461 129,187.00 0.01
Heiwa Real Estate REIT, Inc. 123 137,579.00 0.01
Helen of Troy Ltd. 1,401 183,900.00 0.01
Helix Energy Solutions Group, Inc. 20,140 108,957.00 0.01
Hemfosa Fastigheter AB 41,557 327,939.00 0.02
Henkel AG & Co. KGaA (Preference Shares) 11,469 1,252,843.00 0.06
Hennes & Mauritz AB - Class B 6,432 91,481.00 0.00
Hera SpA 70,851 216,151.00 0.01
Heritage Insurance Holdings, Inc. 3,390 49,902.00 0.00
Hermes International 892 496,042.00 0.03
Hershey Co. (The) 2,813 301,518.00 0.02
Hexaware Technologies Ltd. 2,115 10,057.00 0.00
Hexcel Corp. 8,411 482,286.00 0.02
Hibernia REIT PLC 98,909 141,884.00 0.01
Highwoods Properties, Inc. 8,416 325,644.00 0.02
Hikari Tsushin, Inc. 385 60,204.00 0.00
Hillenbrand, Inc. 5,176 196,341.00 0.01
Hilltop Holdings, Inc. 9,088 162,049.00 0.01
Hilton Grand Vacations, Inc. 24,855 655,942.00 0.03
Hitachi Capital Corp. 25,421 534,495.00 0.03
HKT Trust & HKT Ltd. - Class SS 686,814 989,376.00 0.05
HMS Holdings Corp. 3,974 111,791.00 0.01
HOCHTIEF AG 1,551 209,537.00 0.01
HollyFrontier Corp. 5,788 295,909.00 0.02
Hollysys Automation Technologies Ltd. 1,077 18,874.00 0.00
Home BancShares, Inc./AR 5,729 93,621.00 0.00
Home Depot, Inc. (The) 100,859 17,329,593.00 0.89
Honda Motor Co., Ltd. 117,244 3,088,816.00 0.16
Honeywell International, Inc. 82,830 10,943,499.00 0.56
HONG KONG DOLLAR 1,024,087 130,781.00 0.01
Hong Kong Exchanges & Clearing Ltd. 5,863 169,496.00 0.01
Hopewell Holdings Ltd. 54,138 238,071.00 0.01
Horizon Pharma PLC 7,155 139,824.00 0.01
Hoshizaki Corp. 3,866 234,638.00 0.01
Hota Industrial Manufacturing Co., Ltd. 5,324 20,851.00 0.00
Houghton Mifflin Harcourt Co. 31,112 275,652.00 0.01
Houlihan Lokey, Inc. 2,896 106,588.00 0.01
Housing Development Finance Corp., Ltd. 169,478 4,766,812.00 0.24
Howden Joinery Group PLC 38,330 212,676.00 0.01
Hoya Corp. 14,457 871,805.00 0.04
HP, Inc. 286,710 5,866,086.00 0.30
HSBC Bank USA 2.265% CPI# 21,766,605 -22,104,601.00 -1.13
Hua Hong Semiconductor Ltd. 329,532 609,331.00 0.03
Huaxin Cement Co., Ltd. 874,952 2,138,601.00 0.11
Huaxin Cement Co., Ltd. UBS AG 89,622 217,947.00 0.01
Huazhu Group Ltd. (ADR) 3,686 105,552.00 0.01
Hub Group, Inc. - Class A 2,725 101,017.00 0.01
HubSpot, Inc. 3,830 481,545.00 0.02
Huchems Fine Chemical Corp. 2,999 64,589.00 0.00
Hugel, Inc. 877 301,028.00 0.02
HUGO BOSS AG 22,377 1,379,445.00 0.07
Hulic Reit, Inc. 337 523,436.00 0.03
Hung Sheng Construction Ltd. 70,743 58,858.00 0.00
HUNGARIAN FORINT 3 0.00 0.00
Huntington Bancshares, Inc./OH 20,922 249,390.00 0.01
Huntsman Corp. 1,774 34,225.00 0.00
Huons Co., Ltd. 1,974 126,494.00 0.01
Husky Energy, Inc. 12,262 126,736.00 0.01
Hyster-Yale Materials Handling, Inc. 1,205 74,723.00 0.00
Ibstock PLC 129,294 327,846.00 0.02
ICF International, Inc. 1,862 120,666.00 0.01
Ichigo Office REIT Investment 325 287,591.00 0.01
ICICI Bank Ltd. 349,472 1,806,576.00 0.09
ICICI Lombard General Insurance Co., Ltd. 1,771 21,874.00 0.00
ICON PLC 12,674 1,637,641.00 0.08
ICU Medical, Inc. 292 67,105.00 0.00
IDEX Corp. 5,078 641,148.00 0.03
IDI Insurance Co., Ltd. 3,174 162,528.00 0.01
IHI Corp. 108,302 2,982,821.00 0.15
IMA Industria Macchine Automatiche SpA 2,681 167,430.00 0.01
IMAX China Holding, Inc. 35,996 95,488.00 0.00
Imperial Brands PLC 12,538 380,574.00 0.02
Inaba Denki Sangyo Co., Ltd. 4,640 173,405.00 0.01
Incitec Pivot Ltd. 89,770 207,507.00 0.01
Incyte Corp. 4,030 256,267.00 0.01
Independence Realty Trust, Inc. 55,075 505,593.00 0.03
Indiabulls Housing Finance Ltd. 119,862 1,462,670.00 0.08
Indivior PLC 166,588 238,683.00 0.01
INDONESIAN RUPIAH 0 0.00 0.00
IndusInd Bank Ltd. 12,983 297,397.00 0.02
Industrial Bank Co., Ltd. - Class A 113,532 247,427.00 0.01
Industrias Penoles SAB de CV 12,954 158,211.00 0.01
Inficon Holding AG 385 195,449.00 0.01
Infineon Technologies AG 36,680 734,408.00 0.04
Info Edge India Ltd. 1,016 20,860.00 0.00
InfraREIT, Inc. 5,672 119,234.00 0.01
Ingenico Group SA 4,255 241,414.00 0.01
Ingevity Corp. 1,546 129,456.00 0.01
Ingredion, Inc. 4,179 381,960.00 0.02
Inmobiliaria Colonial Socimi SA 70,468 656,903.00 0.03
Innovative Industrial Properties, Inc. 1,694 76,934.00 0.00
Innoviva, Inc. 4,880 85,156.00 0.00
Inogen, Inc. 3,392 421,199.00 0.02
Inpex Corp. 28,845 255,592.00 0.01
Insight Enterprises, Inc. 2,891 117,840.00 0.01
Insperity, Inc. 1,783 166,465.00 0.01
Instone Real Estate Group AG 7,440 141,523.00 0.01
Integer Holdings Corp. 1,771 135,092.00 0.01
Intel Corp. 178,132 8,359,734.00 0.43
InterDigital, Inc./PA 2,344 155,766.00 0.01
InterGlobe Aviation Ltd. 1,234 20,572.00 0.00
Intermediate Capital Group PLC 34,523 411,799.00 0.02
International Bancshares Corp. 4,894 168,365.00 0.01
Intersect ENT, Inc. 1,957 55,148.00 0.00
Intertek Group PLC 29,569 1,809,707.00 0.09
Intertrust NV 32,776 550,242.00 0.03
Invincible Investment Corp. 287 118,737.00 0.01
IPSOS 6,254 147,157.00 0.01
Iren SpA 83,579 200,723.00 0.01
iRhythm Technologies, Inc. 620 43,131.00 0.00
iShares Global Timber & Forestry ETF 7,355 420,197.00 0.02
iShares MSCI Global Metals & Mining Producers ETF 40,805 1,100,931.00 0.06
iShares Russell 2000 ETF 2,744 367,427.00 0.02
Israel Discount Bank Ltd. - Class A 204,493 630,995.00 0.03
iStar, Inc. 10,900 99,959.00 0.01
Itau Unibanco Holding SA (ADR) 24,577 224,639.00 0.01
Itau Unibanco Holding SA (Preference Shares) 21,636 198,016.00 0.01
ITC Ltd. 457,117 1,842,804.00 0.09
Itochu Enex Co., Ltd. 19,558 171,027.00 0.01
J Sainsbury PLC 61,093 206,527.00 0.01
j2 Global, Inc. 2,732 189,546.00 0.01
Jabil, Inc. 5,430 134,626.00 0.01
Jaccs Co., Ltd. 9,579 154,922.00 0.01
Jacobs Engineering Group, Inc. 7,580 443,126.00 0.02
Japan Airlines Co., Ltd. 209,052 7,409,038.00 0.38
Japan Post Holdings Co., Ltd. 14,137 163,229.00 0.01
Japan Real Estate Investment Corp. 45 253,107.00 0.01
Japan Retail Fund Investment Corp. 156 312,580.00 0.02
Japan Tobacco, Inc. 56,823 1,350,192.00 0.07
Japanese Government CPI Linked Bond Series 21 1,221,303,213 11,506,692.00 0.59
Japanese Government CPI Linked Bond Series 22 221,945,287 2,091,819.00 0.11
JAPANESE YEN -71,732,015 -654,459.00 -0.03
Japanese Yen Currency Forward 1,746,355,046 493,040.00 0.03
Japanese Yen Currency Forward -6,265,616,445 -1,777,583.00 -0.09
Japanese Yen Currency Forward 2,780,788,000 593,060.00 0.03
Japanese Yen Currency Forward 6,673,599,000 1,423,281.00 0.07
Japanese Yen Currency Forward 3,071,604,000 669,223.00 0.03
Japanese Yen Currency Forward -5,852,392,000 -1,737,632.00 -0.09
Japanese Yen Currency Forward -5,046,599,446 -1,128,205.00 -0.06
Japanese Yen Currency Forward -4,083,262,000 -784,768.00 -0.04
Japanese Yen Currency Forward -1,519,443,600 -214,649.00 -0.01
Japanese Yen Currency Forward 5,548,046,000 1,247,722.00 0.06
Japanese Yen Currency Forward 3,888,155,324 1,086,533.00 0.06
Japanese Yen Currency Forward 3,354,904,000 391,113.00 0.02
Jefferies Financial Group, Inc. 2,513 43,633.00 0.00
JNBY Design Ltd. 13,161 18,446.00 0.00
John B Sanfilippo & Son, Inc. 1,523 84,809.00 0.00
Johnson & Johnson 151 19,588.00 0.00
Johnson Matthey PLC 41,079 1,466,772.00 0.08
JPMorgan Chase & Co. 215,821 21,068,446.00 1.08
JPMorgan Chase Bank Long: IS1QFE4 TRS USD R E IS 6,673,567 6,873,364.00 0.35
JPMorgan Chase Bank Long: IS1QFG6 TRS USD R E IS 11,348,827 10,333,738.00 0.53
JPMorgan Chase Bank Long: IS1QFI8 TRS USD R E IS 8,496,755 8,171,141.00 0.42
JPMorgan Chase Bank Long: IS1QFK0 TRS USD R E IS 3,481,325 3,374,423.00 0.17
JPMorgan Chase Bank, NA 2.170% CPI# 1,640,412 -1,650,349.00 -0.08
JPMorgan Chase Bank, NA 2.170% CPI# 10,944,502 -11,011,865.00 -0.57
JPMorgan Chase Bank, NA 2.318% CPI# 9,128,621 -9,271,784.00 -0.48
JPMorgan Chase Bank, NA JPMorgan Cross Sectional M 296,318 288,280.00 0.01
JPMorgan Chase Bank, NA JPMorgan Cross Sectional M 690,959 672,216.00 0.03
JPMorgan Chase Bank, NA JPMorgan Cross Sectional M 2,023,875 1,828,049.00 0.09
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 659,444 696,589.00 0.04
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 1,911,512 2,019,183.00 0.10
JPMorgan Chase Bank, NA JPMorgan JMABRF34 Index 4,598,675 4,529,459.00 0.23
JPMorgan Chase Bank, NA JPMorgan RCI - 24 Alpha 1,001,348 947,755.00 0.05
JPMorgan Chase Bank, NA JPMorgan RCI - 24 Alpha 2,014,025 1,791,046.00 0.09
JPN 10Y BOND(OSE) MAR19 XOSE 20190313 11 15,302,951.00 0.79
JSW Steel Ltd. ADR 18,883 83,096.00 0.00
JUMBO SA 1,151 16,788.00 0.00
JXTG Holdings, Inc. 942,709 4,895,985.00 0.25
JYP Entertainment Corp. 293 7,992.00 0.00
Jyske Bank A/S 61,922 2,241,886.00 0.12
K12, Inc. 5,737 142,226.00 0.01
Kadant, Inc. 725 59,117.00 0.00
Kaga Electronics Co., Ltd. 4,080 72,860.00 0.00
Kajaria Ceramics Ltd. 2,997 21,257.00 0.00
Kakaku.com, Inc. 23,502 415,734.00 0.02
Kansai Electric Power Co., Inc. (The) 15,853 237,745.00 0.01
Kasai Kogyo Co., Ltd. 14,765 110,045.00 0.01
Kaveri Seed Co., Ltd. 1,622 13,354.00 0.00
KB Financial Group, Inc. 51,685 2,156,146.00 0.11
KEC International Ltd. 2,404 10,326.00 0.00
Kemper Corp. 830 55,095.00 0.00
Kenedix Office Investment Corp. - Class A 49 313,230.00 0.02
Kenedix Residential Investment Corp. 78 119,656.00 0.01
Kerry Group PLC - Class A 7,725 765,012.00 0.04
Keyence Corp. 1,693 856,206.00 0.04
Kforce, Inc. 3,529 109,132.00 0.01
KGHM Polska Miedz SA 2,856 67,775.00 0.00
Kiatnakin Bank PCL 80,256 163,443.00 0.01
Kiatnakin Bank PCL 6,859 13,956.00 0.00
Killam Apartment Real Estate Investment Trust 92,288 1,077,560.00 0.06
Kilroy Realty Corp. 7,289 458,380.00 0.02
Kimball International, Inc. - Class B 3,348 47,514.00 0.00
Kimberly-Clark Corp. 2,855 325,395.00 0.02
Kindred Group PLC (SDR) 20,801 191,224.00 0.01
Kingspan Group PLC 21,808 934,891.00 0.05
KION Group AG 5,628 286,236.00 0.01
Knight-Swift Transportation Holdings, Inc. 16,670 417,916.00 0.02
Koh Young Technology, Inc. 3,115 230,664.00 0.01
Kohnan Shoji Co., Ltd. 2,116 51,105.00 0.00
Kokuyo Co., Ltd. 39,237 573,115.00 0.03
Komax Holding AG 654 153,363.00 0.01
Koninklijke Ahold Delhaize NV 32,976 833,067.00 0.04
Koninklijke DSM NV 10,834 878,943.00 0.05
Koninklijke Philips NV 13,680 479,621.00 0.02
Koninklijke Volkerwessels NV 9,652 152,781.00 0.01
Kroger Co. (The) 10,926 300,467.00 0.02
Kronos Worldwide, Inc. 3,788 43,647.00 0.00
Kuehne & Nagel International AG 1,580 203,433.00 0.01
Kulicke & Soffa Industries, Inc. 16,781 340,159.00 0.02
Kumho Petrochemical Co., Ltd. 3,611 282,771.00 0.01
Kungsleden AB 30,087 214,001.00 0.01
Kweichow Moutai Co., Ltd. - Class A 5,847 505,091.00 0.03
Kyokuto Securities Co., Ltd. 6,568 70,050.00 0.00
Kyudenko Corp. 10,425 395,098.00 0.02
L&T Technology Services Ltd. 13,924 338,837.00 0.02
Largan Precision Co., Ltd. 1,397 145,870.00 0.01
Lazard Ltd. - Class A 15,107 557,599.00 0.03
Lear Corp. 2,378 292,161.00 0.01
Legal & General Group PLC 40,047 117,995.00 0.01
Legrand SA 814 46,041.00 0.00
Lennar Corp. - Class A 9,767 382,378.00 0.02
Lennox International, Inc. 2,610 571,224.00 0.03
Lenovo Group Ltd. 229,504 155,038.00 0.01
Leonardo SpA 242,646 2,137,767.00 0.11
LF Corp. 8,174 181,700.00 0.01
LHC Group, Inc. 1,051 98,696.00 0.01
Liberty Broadband Corp. 196 14,149.00 0.00
LIC Housing Finance Ltd. 24,468 170,255.00 0.01
Ligand Pharmaceuticals, Inc. 750 101,811.00 0.01
Lincoln Electric Holdings, Inc. 6,492 511,894.00 0.03
Link REIT 63,896 647,761.00 0.03
Littelfuse, Inc. 3,257 558,605.00 0.03
LivaNova PLC 1,261 115,353.00 0.01
Live Nation Entertainment, Inc. 3,581 176,398.00 0.01
Lloyds Banking Group PLC 320,812 211,472.00 0.01
Localiza Rent a Car SA 2,665 20,392.00 0.00
LOG Commercial Properties e Participacoes SA 4,728 21,984.00 0.00
Logitech International SA 5,583 176,388.00 0.01
Lojas Renner SA 2,370 25,862.00 0.00
London Stock Exchange Group PLC 14,440 749,193.00 0.04
Long Gilt Futures -201 -31,555,483.00 -1.62
Lonza Group AG 1,169 303,995.00 0.02
Louisiana-Pacific Corp. 5,518 122,624.00 0.01
Loxo Oncology, Inc. 2,826 395,914.00 0.02
LUKOIL PJSC (Sponsored ADR) 67,344 4,811,183.00 0.25
Lundin Mining Corp. 163,203 674,237.00 0.03
Luxoft Holding, Inc. 3,886 118,239.00 0.01
LVMH Moet Hennessy Louis Vuitton SE 1,778 520,646.00 0.03
LyondellBasell Industries NV - Class A 98,872 8,222,244.00 0.42
Macronix International 380,846 226,047.00 0.01
Madrigal Pharmaceuticals, Inc. 1,827 205,996.00 0.01
Magna International, Inc. - Class A 214,967 9,770,251.00 0.50
Mahindra & Mahindra Financial Services Ltd. 1,388 9,415.00 0.00
Mail.Ru Group Ltd. (GDR) 4,612 108,206.00 0.01
Maire Tecnimont SpA 45,055 166,135.00 0.01
MakeMyTrip Ltd. 6,583 160,184.00 0.01
Makino Milling Machine Co., Ltd. 11,572 407,035.00 0.02
Malaysia Airports Holdings Bhd 176,857 358,254.00 0.02
Mallinckrodt PLC 3,203 50,614.00 0.00
Mammoth Energy Services, Inc. 6,418 115,396.00 0.01
Man Group PLC 114,702 194,340.00 0.01
Manappuram Finance Ltd. 73,478 97,911.00 0.01
ManTech International Corp./VA - Class A 2,208 115,502.00 0.01
Mapletree North Asia Commercial Trust 154,018 128,865.00 0.01
Marathon Petroleum Corp. 108,013 6,373,847.00 0.33
Marcus & Millichap, Inc. 4,426 151,965.00 0.01
Marks & Spencer Group PLC 649,815 2,038,077.00 0.10
Masimo Corp. 1,001 107,508.00 0.01
MasTec, Inc. 1,209 49,065.00 0.00
Mastercard, Inc. - Class A 2,244 423,491.00 0.02
MasterCraft Boat Holdings, Inc. 5,171 96,707.00 0.00
Matador Resources Co. 13,150 204,230.00 0.01
Matrix Service Co. 5,830 104,604.00 0.01
MAXIMUS, Inc. 3,213 209,177.00 0.01
MaxLinear, Inc. - Class A 16,189 284,926.00 0.01
McDonald's Corp. 52,660 9,350,965.00 0.48
McKesson Corp. 2,579 284,991.00 0.01
MedEquities Realty Trust, Inc. 4,953 33,880.00 0.00
Mediaset Espana Comunicacion SA 29,054 182,641.00 0.01
Medical Facilities Corp. 15,348 169,092.00 0.01
Medical Properties Trust, Inc. 44,848 721,164.00 0.04
Medidata Solutions, Inc. 812 54,767.00 0.00
Medifast, Inc. 836 104,568.00 0.01
Medpace Holdings, Inc. 1,895 100,345.00 0.01
Medtronic PLC 83,078 7,556,774.00 0.39
Megacable Holdings SAB de CV 140,743 630,171.00 0.03
Melexis NV 2,555 148,746.00 0.01
Mellanox Technologies Ltd. 1,980 182,912.00 0.01
Merck & Co., Inc. 160,160 12,237,858.00 0.63
Merit Medical Systems, Inc. 1,692 94,471.00 0.00
Meritor, Inc. 9,872 166,944.00 0.01
Merlin Entertainments PLC 78,842 319,356.00 0.02
Merlin Properties Socimi SA 172,883 2,135,691.00 0.11
Methanex Corp. 4,342 208,860.00 0.01
MetLife, Inc. 7,778 319,379.00 0.02
Metrovacesa SA 12,044 152,794.00 0.01
MEXICAN PESO (NEW) 0 0.00 0.00
MGIC Investment Corp. 25,520 266,942.00 0.01
MGM Growth Properties LLC - Class A 33,444 883,273.00 0.05
Michaels Cos., Inc. (The) 23,690 320,762.00 0.02
Microport Scientific Corp. 54,406 53,582.00 0.00
Microsoft Corp. 343,954 34,935,437.00 1.79
Mid-America Apartment Communities, Inc. 173,551 16,608,837.00 0.85
Mirait Holdings Corp. 8,197 119,939.00 0.01
Mirvac Group 205,514 324,574.00 0.02
Mitra Adiperkasa Tbk PT 228,076 12,767.00 0.00
Mitsubishi Estate Co., Ltd. 14,551 228,938.00 0.01
Mitsubishi UFJ Financial Group, Inc. 985,100 4,834,532.00 0.25
Mitsui Fudosan Co., Ltd. 53,553 1,189,523.00 0.06
Mixi, Inc. 8,211 172,333.00 0.01
Miyazaki Bank Ltd. (The) 6,589 174,256.00 0.01
MKS Instruments, Inc. 1,218 78,726.00 0.00
MLP Saglik Hizmetleri AS 38,556 77,926.00 0.00
MMC Norilsk Nickel PJSC (ADR) 21,321 401,697.00 0.02
MMC Norilsk Nickel PJSC (ADR) (London) 606 11,377.00 0.00
Mobile World Investment Corp. Macquarie Bank Ltd. 13,443 50,436.00 0.00
Modetour Network, Inc. 674 14,554.00 0.00
Molina Healthcare, Inc. 3,535 410,862.00 0.02
Moncler SpA 41,113 1,368,175.00 0.07
Moneysupermarket.com Group PLC 90,472 317,645.00 0.02
Monmouth Real Estate Investment Corp. - Class A 5,807 72,011.00 0.00
Monolithic Power Systems, Inc. 391 45,547.00 0.00
Morgan Sindall Group PLC 12,052 161,914.00 0.01
Morgan Stanley 8,215 325,726.00 0.02
Morgan Stanley Capital Services, Inc. Long: IS1QE1 3,281,356 3,299,092.00 0.17
Morgan Stanley Capital Services, Inc. Long: IS1QE7 13,833,332 13,353,738.00 0.69
Morgan Stanley Capital Services, Inc. Long: IS1QFX 1,966,164 1,896,741.00 0.10
Mori Trust Sogo Reit, Inc. 191 278,131.00 0.01
Morinaga Milk Industry Co., Ltd. 15,196 424,698.00 0.02
Mosaic Co. (The) 23,578 688,723.00 0.04
Motor Oil Hellas Corinth Refineries SA 57,369 1,381,540.00 0.07
MRC Global, Inc. 22,770 278,477.00 0.01
MRF Ltd. 13 13,078.00 0.00
MRV Engenharia e Participacoes SA 65,536 208,568.00 0.01
MSG Networks, Inc. 4,681 110,302.00 0.01
MTU Aero Engines AG 4,627 840,350.00 0.04
Murata Manufacturing Co., Ltd. 2,710 365,217.00 0.02
Muthoot Finance Ltd. 14,230 105,497.00 0.01
My EG Services Bhd 286,809 67,774.00 0.00
MyoKardia, Inc. 1,253 61,232.00 0.00
Myriad Genetics, Inc. 3,205 93,178.00 0.00
Mytilineos Holdings SA 49,840 415,296.00 0.02
Nabtesco Corp. 15,318 331,663.00 0.02
Nantex Industry Co., Ltd. 198,903 179,938.00 0.01
Nanya Technology Corp. 22,218 39,789.00 0.00
Naspers Ltd. - Class N 825 165,198.00 0.01
National Beverage Corp. 1,161 83,363.00 0.00
National Grid PLC 22,980 224,829.00 0.01
National Health Investors, Inc. 1,780 134,481.00 0.01
National Oilwell Varco, Inc. 163,036 4,190,025.00 0.22
National Retail Properties, Inc. 9,776 474,247.00 0.02
National Storage Affiliates Trust 24,535 649,198.00 0.03
National Vision Holdings, Inc. 15,493 436,437.00 0.02
National Western Life Group, Inc. - Class A 373 112,385.00 0.01
NCI Building Systems, Inc. 10,950 79,389.00 0.00
NCR Corp. 23,595 544,582.00 0.03
NCSoft Corp. 59 24,810.00 0.00
NEC Networks & System Integration Corp. 8,524 189,674.00 0.01
Nelnet, Inc. - Class A 2,630 137,660.00 0.01
Neogen Corp. 1,585 90,361.00 0.00
Neopost SA 6,656 181,718.00 0.01
Nestle SA 53,531 4,344,794.00 0.22
NET One Systems Co., Ltd. 5,331 94,043.00 0.00
NetScout Systems, Inc. 16,430 388,240.00 0.02
Neurocrine Biosciences, Inc. 6,144 438,752.00 0.02
New Jersey Resources Corp. 2,691 122,909.00 0.01
New Relic, Inc. 7,863 636,681.00 0.03
New Zealand Dollar Currency Forward -3,227,138 44,562.00 0.00
New Zealand Dollar Currency Forward 41,484,000 202,787.00 0.01
Newcrest Mining Ltd. 24,408 375,137.00 0.02
Nexity SA 3,914 176,742.00 0.01
Nexon Co., Ltd. 12,824 165,562.00 0.01
Nexstar Media Group, Inc. - Class A 2,026 159,376.00 0.01
Next PLC 4,035 205,488.00 0.01
Nexteer Automotive Group Ltd. 6,960 9,920.00 0.00
NGK Spark Plug Co., Ltd. 75,458 1,493,698.00 0.08
NICE Information Service Co., Ltd. 18,541 181,781.00 0.01
Nice Ltd. 24,298 2,632,535.00 0.14
Nichirei Corp. 30,261 828,241.00 0.04
Nidec Corp. 4,205 475,862.00 0.02
Nihon Unisys Ltd. 48,445 1,079,766.00 0.06
NIKE, Inc. - Class B 171,693 12,729,319.00 0.65
Nikon Corp. 409,258 6,095,948.00 0.31
Nintendo Co., Ltd. 3,446 915,136.00 0.05
NIO, Inc. (ADR) 1,189 7,576.00 0.00
Nippon Accommodations Fund, Inc. 74 357,603.00 0.02
Nippon Building Fund, Inc. 155 979,565.00 0.05
Nippon Light Metal Holdings Co., Ltd. 38,237 77,571.00 0.00
Nippon Paper Industries Co., Ltd. 5,891 105,130.00 0.01
Nippon Prologis REIT, Inc. 306 647,423.00 0.03
Nippon Shokubai Co., Ltd. 1,413 90,113.00 0.00
Nippon Telegraph & Telephone Corp. 197,065 8,040,141.00 0.41
NiSource, Inc. 410,342 10,402,169.00 0.53
NMC Health PLC 2,853 99,585.00 0.01
NMI Holdings, Inc. - Class A 4,321 77,138.00 0.00
NN Group NV 101,208 4,023,896.00 0.21
Noah Holdings Ltd. (Sponsored ADR) 676 29,320.00 0.00
Nobina AB 29,132 196,497.00 0.01
Nokia Oyj 1,304,730 7,574,114.00 0.39
Nokia Oyj (Sponsored ADR) - Class A 1,073,739 6,249,160.00 0.32
Nomad Foods Ltd. 35,145 587,632.00 0.03
Nomura Holdings, Inc. 26,748 101,365.00 0.01
Norbord, Inc. 6,955 184,949.00 0.01
Nordson Corp. 5,100 608,685.00 0.03
Norfolk Southern Corp. 50,482 7,549,078.00 0.39
Norsk Hydro ASA 293,405 1,329,436.00 0.07
Northeast Bancorp 3,213 53,762.00 0.00
Northern Star Resources Ltd. 100,414 655,459.00 0.03
Northrop Grumman Corp. 32,099 7,861,045.00 0.40
Northview Apartment Real Estate Investment Trust 13,475 241,632.00 0.01
NorthWestern Corp. 881 52,386.00 0.00
Norwegian Finans Holding ASA 89,456 693,450.00 0.04
NORWEGIAN KRONE 2,656 307.00 0.00
Norwegian Krone Currency Forward 109,846,000 -831,226.00 -0.04
Norwegian Krone Currency Forward 5,293,627 -15,382.00 0.00
Norwegian Krone Currency Forward 115,991,000 -209,322.00 -0.01
Novo Nordisk A/S - Class B 176,389 8,101,033.00 0.42
Nuance Communications, Inc. 30,944 409,389.00 0.02
Nutanix, Inc. - Class A 6,920 287,802.00 0.01
Nutrisystem, Inc. 2,598 114,027.00 0.01
Nyfosa AB 49,217 237,426.00 0.01
Oasis Petroleum, Inc. 42,850 236,960.00 0.01
Oceaneering International, Inc. 20,390 246,719.00 0.01
Oesterreichische Post AG 5,354 184,002.00 0.01
Oil States International, Inc. 15,570 222,339.00 0.01
Old Republic International Corp. 17,521 360,406.00 0.02
Ollie's Bargain Outlet Holdings, Inc. 8,812 586,111.00 0.03
Omega Healthcare Investors, Inc. 14,421 506,905.00 0.03
ONE Gas, Inc. 1,166 92,863.00 0.00
OneMain Holdings, Inc. 10,230 248,486.00 0.01
OneSavings Bank PLC 43,513 194,094.00 0.01
Ono Pharmaceutical Co., Ltd. 45,970 938,752.00 0.05
OPAP SA 41,657 362,302.00 0.02
OPKO Health, Inc. 13,372 40,250.00 0.00
Oracle Corp. 311,709 14,073,702.00 0.72
Oracle Corp. Japan 42,128 2,674,200.00 0.14
Orange SA 14,020 227,205.00 0.01
Origin Energy Ltd. 79,780 363,930.00 0.02
Origin Property PCL 178,472 36,233.00 0.00
Orion Engineered Carbons SA 17,659 446,423.00 0.02
ORIX Corp. 212,916 3,111,114.00 0.16
Orix JREIT, Inc. 164 273,062.00 0.01
Orkla ASA 674,320 5,279,864.00 0.27
Ormat Technologies, Inc. 1,880 98,364.00 0.01
Orocobre Ltd. 31,045 70,612.00 0.00
Orthofix Medical, Inc. 2,632 138,200.00 0.01
Oshkosh Corp. 6,320 387,479.00 0.02
OSI Systems, Inc. 1,498 109,853.00 0.01
Otsuka Corp. 80,986 2,228,864.00 0.11
Otter Tail Corp. 2,228 110,603.00 0.01
Oversea-Chinese Banking Corp., Ltd. 31,008 256,491.00 0.01
OZ Minerals Ltd. 131,776 816,995.00 0.04
Panalpina Welttransport Holding AG 1,458 194,538.00 0.01
Panasonic Corp. 126,299 1,134,601.00 0.06
Pandora A/S 15,458 631,082.00 0.03
Par Pacific Holdings, Inc. 2,958 41,957.00 0.00
Parade Technologies Ltd. 1,130 15,897.00 0.00
Park Hotels & Resorts, Inc. 45,529 1,182,848.00 0.06
Parque Arauco SA 78,070 173,362.00 0.01
Partners Group Holding AG 7,504 4,565,405.00 0.23
Patrick Industries, Inc. 1,395 41,318.00 0.00
Patterson-UTI Energy, Inc. 23,870 247,054.00 0.01
Paychex, Inc. 4,693 305,794.00 0.02
Paycom Software, Inc. 348 42,646.00 0.00
PC Connection, Inc. 3,144 93,483.00 0.00
PDL BioPharma, Inc. 7,569 21,950.00 0.00
Peabody Energy Corp. 4,768 145,354.00 0.01
Pebblebrook Hotel Trust 2,793 79,073.00 0.00
Pegasystems, Inc. 1,822 87,166.00 0.00
Penn National Gaming, Inc. 6,512 122,630.00 0.01
Penn Virginia Corp. 1,065 57,609.00 0.00
PennyMac Mortgage Investment Trust 2,555 47,575.00 0.00
Pentair PLC 7,835 296,017.00 0.02
Penumbra, Inc. 5,020 613,545.00 0.03
PepsiCo, Inc. 111,065 12,270,461.00 0.63
Perficient, Inc. 5,924 131,876.00 0.01
Pernod Ricard SA 18,726 3,073,473.00 0.16
Perspecta, Inc. 10,265 176,776.00 0.01
PetroChina Co., Ltd. - Class H 4,276,327 2,653,445.00 0.14
Petrofac Ltd. 17,133 104,001.00 0.01
Petroleo Brasileiro SA (Preference Shares) 68,824 401,430.00 0.02
Peugeot SA 250,324 5,338,857.00 0.27
Pfizer, Inc. 449,149 19,605,380.00 1.01
Phibro Animal Health Corp. - Class A 1,883 60,574.00 0.00
Philip Morris International, Inc. 7,627 509,212.00 0.03
Phillips 66 129 11,159.00 0.00
PICC Property & Casualty Co., Ltd. - Class H 1,024,578 1,045,444.00 0.05
Pidilite Industries Ltd. 1,131 17,959.00 0.00
Pieris Pharmaceuticals, Inc. 9,201 24,477.00 0.00
Ping An Insurance Group Co. of China Ltd. - Class 48,200 425,222.00 0.02
Planet Fitness, Inc. 15,698 841,778.00 0.04
PNM Resources, Inc. 14,355 589,872.00 0.03
PolyOne Corp. 14,694 420,248.00 0.02
Polyus PJSC (GDR) 7,177 279,282.00 0.01
Polyus PJSC (GDR) 2,249 87,968.00 0.00
Portland General Electric Co. 14,017 642,694.00 0.03
POSCO 7,589 1,660,017.00 0.09
PotlatchDeltic Corp. 1,883 59,585.00 0.00
POUND STERLING 356,262 454,092.00 0.02
Power Assets Holdings Ltd. 4,208 29,237.00 0.00
PRA Health Sciences, Inc. 836 76,959.00 0.00
Premier Oil PLC 364,129 307,295.00 0.02
Premium Leisure Corp. 4,197,740 63,862.00 0.00
Primerica, Inc. 1,124 109,827.00 0.01
Procter & Gamble Co. (The) 143,848 13,222,508.00 0.68
Progress Software Corp. 4,761 168,999.00 0.01
Progressive Corp. (The) 154,144 9,299,507.00 0.48
Prologis, Inc. 25,770 1,513,272.00 0.08
ProPetro Holding Corp. 5,180 63,818.00 0.00
Prudential PLC 78,314 1,398,424.00 0.07
Pure Storage, Inc. - Class A 27,170 436,893.00 0.02
Qantas Airways Ltd. 1,236,947 5,046,155.00 0.26
QEP Resources, Inc. 64,201 361,456.00 0.02
QIAGEN NV 14,409 492,372.00 0.03
Quad/Graphics, Inc. 3,418 42,114.00 0.00
Quanta Services, Inc. 18,095 544,664.00 0.03
Quebecor, Inc. - Class B 15,447 325,194.00 0.02
RadNet, Inc. 6,119 62,238.00 0.00
Raia Drogasil SA 1,478 21,774.00 0.00
Rakuten, Inc. 14,408 96,660.00 0.00
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd 3,831 197,219.00 0.01
Rational AG 349 198,437.00 0.01
Raytheon Co. 61,331 9,405,108.00 0.48
RE/MAX Holdings, Inc. - Class A 2,011 61,849.00 0.00
Real Gold Mining Ltd. 168,877 0.00 0.00
Realtek Semiconductor Corp. 192,558 893,074.00 0.05
Recipe Unlimited Corp. 8,942 171,429.00 0.01
Reckitt Benckiser Group PLC 77,143 5,907,398.00 0.30
Recruit Holdings Co., Ltd. 22,138 534,834.00 0.03
Redde PLC 83,142 179,678.00 0.01
Regal Beloit Corp. 6,264 438,793.00 0.02
Regency Centers Corp. 217,911 12,787,028.00 0.66
REGENXBIO, Inc. 1,673 70,194.00 0.00
Reinsurance Group of America, Inc. - Class A 5,240 734,805.00 0.04
RELX PLC 139,509 2,870,436.00 0.15
RELX PLC (London) 55,638 1,147,284.00 0.06
Renewable Energy Group, Inc. 4,114 105,753.00 0.01
Rentokil Initial PLC 213,075 916,648.00 0.05
Repco Home Finance Ltd. 18,411 105,071.00 0.01
Repligen Corp. 1,677 88,447.00 0.00
Repsol SA 594,507 9,557,923.00 0.49
Repsol SA 591,528 271,097.00 0.01
Republic Bancorp, Inc./KY - Class A 2,885 111,718.00 0.01
Retrophin, Inc. 2,741 62,034.00 0.00
Revance Therapeutics, Inc. 9,680 194,866.00 0.01
REX American Resources Corp. 1,169 79,648.00 0.00
Rexford Industrial Realty, Inc. 14,525 428,061.00 0.02
RH 262 31,497.00 0.00
Rheinmetall AG 8,638 766,050.00 0.04
Richter Gedeon Nyrt 1,234 23,903.00 0.00
Rightmove PLC 22,325 123,038.00 0.01
Rio Tinto Ltd. 27,202 1,505,534.00 0.08
Rio Tinto PLC 11,522 551,835.00 0.03
RLJ Lodging Trust 29,152 478,098.00 0.02
RMR Group, Inc. (The) - Class A 1,777 94,349.00 0.00
Roche Holding AG 48,203 11,967,047.00 0.61
Rogers Communications, Inc. - Class B 3,957 202,814.00 0.01
Roland DG Corp. 2,923 56,083.00 0.00
Ross Stores, Inc. 127,349 10,595,436.00 0.54
Round One Corp. 9,441 96,877.00 0.00
Royal Bank of Canada 10,976 751,303.00 0.04
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 81,178 2,392,716.00 0.12
Royal Dutch Shell PLC (Sponsored ADR) 109,448 6,560,313.00 0.34
Royal Dutch Shell PLC - Class A 23,088 679,566.00 0.03
Royal Dutch Shell PLC - Class B 396,648 11,858,790.00 0.61
Royal Unibrew A/S 7,820 540,347.00 0.03
RPC, Inc. 32,606 321,822.00 0.02
Rubius Therapeutics, Inc. 13,162 211,653.00 0.01
Rumo SA 5,880 25,747.00 0.00
Rush Enterprises, Inc. - Class A 2,645 91,229.00 0.00
Ruth's Hospitality Group, Inc. 4,531 103,006.00 0.01
Ryman Hospitality Properties, Inc. 2,430 162,090.00 0.01
Ryoyo Electro Corp. 12,496 175,377.00 0.01
S&P 500 E Mini Futures -6,287 -787,509,620.00 -40.41
S&P Global, Inc. 28,708 4,878,637.00 0.25
S&T Bancorp, Inc. 2,323 87,904.00 0.00
S+P MID 400 EMINI MAR19 XCME 20190315 -12 -1,994,640.00 -0.10
S+P/TSX 60 IX FUT MAR19 XMOD 20190314 -193 -24,239,510.00 -1.24
S-1 Corp. 182 16,381.00 0.00
S-Oil Corp. 5,260 458,854.00 0.02
SA Corporate Real Estate Ltd. 583,919 136,366.00 0.01
Saab AB 4,904 168,995.00 0.01
Saab AB - Class B 16,678 577,858.00 0.03
Sabra Health Care REIT, Inc. 30,152 496,908.00 0.03
Safaricom PLC 1,122,547 245,109.00 0.01
Safestore Holdings PLC 18,917 122,130.00 0.01
Saga PLC 136,134 179,678.00 0.01
Sage Therapeutics, Inc. 2,428 232,578.00 0.01
Saia, Inc. 646 36,063.00 0.00
SailPoint Technologies Holding, Inc. 21,592 507,196.00 0.03
Salmar ASA 69,656 3,454,889.00 0.18
Samjin Pharmaceutical Co., Ltd. 4,729 170,633.00 0.01
Sampo Oyj - Class A 7,695 341,051.00 0.02
Samsonite International SA 96,392 273,834.00 0.01
Samsung Card Co., Ltd. 3,121 96,430.00 0.00
Samsung Electronics Co., Ltd. 145,492 5,064,850.00 0.26
Samsung Electronics Co., Ltd. (GDR) (London) 364 315,843.00 0.02
Samsung Electronics Co., Ltd. (Preference Shares) 24,533 701,010.00 0.04
Samsung SDI Co., Ltd. 448 88,222.00 0.00
Samyang Foods Co., Ltd. 5,209 243,485.00 0.01
Sanderson Farms, Inc. 1,245 123,697.00 0.01
Sanmina Corp. 5,072 122,037.00 0.01
Sanofi 9,207 798,708.00 0.04
Sany Heavy Industry Co., Ltd. 34,874 42,441.00 0.00
SAP SE 2,032 201,761.00 0.01
Sarana Menara Nusantara Tbk PT 453,610 21,773.00 0.00
Saras SpA 99,507 193,065.00 0.01
Sarepta Therapeutics, Inc. 3,248 354,493.00 0.02
Sasol Ltd. 14,964 444,703.00 0.02
Sberbank of Russia PJSC (Sponsored ADR) 29,337 321,542.00 0.02
Scandi Standard AB 28,327 197,839.00 0.01
Scandinavian Tobacco Group A/S 30,499 367,562.00 0.02
Schneider Electric SE 11,992 813,437.00 0.04
Schnitzer Steel Industries, Inc. - Class A 4,607 99,292.00 0.01
Scholastic Corp. 5,820 234,313.00 0.01
Science Applications International Corp. 1,850 117,866.00 0.01
SCREEN Holdings Co., Ltd. 11,904 499,088.00 0.03
Sealed Air Corp. 6,124 213,369.00 0.01
Segro PLC 58,966 442,667.00 0.02
Selective Insurance Group, Inc. 5,084 309,818.00 0.02
Semtech Corp. 10,812 495,959.00 0.03
Senao International Co., Ltd. 90,992 103,581.00 0.01
Senior PLC 65,242 157,710.00 0.01
Seven & i Holdings Co., Ltd. 5,479 238,094.00 0.01
Seven Bank Ltd. 155,435 443,713.00 0.02
Shanghai Pharmaceuticals Holding Co., Ltd. - Class 53,152 107,927.00 0.01
Shenandoah Telecommunications Co. 917 40,577.00 0.00
Shenzhou International Group Holdings Ltd. 54,440 618,761.00 0.03
Sherwin-Williams Co. (The) 805 316,796.00 0.02
Shikoku Bank Ltd. (The) 11,215 119,947.00 0.01
Shinhan Financial Group Co., Ltd. 4,850 171,974.00 0.01
Shionogi & Co., Ltd. 1,940 110,734.00 0.01
Shizuoka Gas Co., Ltd. 21,508 166,696.00 0.01
Shoprite Holdings Ltd. 2,075 27,413.00 0.00
Showa Sangyo Co., Ltd. 4,516 122,677.00 0.01
Showa Shell Sekiyu KK 73,945 1,024,457.00 0.05
Shriram Transport Finance Co., Ltd. 1,214 21,524.00 0.00
Siemens AG 33,661 3,756,665.00 0.19
SIG PLC 136,278 190,406.00 0.01
Signet Jewelers Ltd. 11,527 366,240.00 0.02
Sika AG 4,521 574,289.00 0.03
Silergy Corp. 23,914 351,913.00 0.02
Silicon Laboratories, Inc. 1,031 81,320.00 0.00
Siltronic AG 6,081 505,974.00 0.03
SimCorp A/S 3,206 219,885.00 0.01
Simon Property Group, Inc. 12,698 2,133,168.00 0.11
Sims Metal Management Ltd. 24,700 174,602.00 0.01
SINGAPORE DOLLAR 0 0.00 0.00
Singapore Exchange Ltd. 73,611 385,783.00 0.02
Sinotruk Hong Kong Ltd. 51,293 77,330.00 0.00
Sirius XM Holdings, Inc. 51,019 291,324.00 0.01
SiteOne Landscape Supply, Inc. 6,444 356,159.00 0.02
SK Hynix, Inc. 4,317 235,350.00 0.01
Skechers U.S.A., Inc. - Class A 13,629 311,967.00 0.02
SkyWest, Inc. 10,186 452,972.00 0.02
Sleep Number Corp. 2,905 92,182.00 0.00
SM Energy Co. 46,001 712,108.00 0.04
SM Prime Holdings, Inc. 213,614 145,274.00 0.01
Soft-World International Corp. 36,731 79,434.00 0.00
Softcat PLC 11,660 87,503.00 0.00
Sojitz Corp. 63,054 218,339.00 0.01
Sonic Healthcare Ltd. 93,604 1,460,246.00 0.07
Sotheby's 9,917 394,101.00 0.02
SOUTH KOREAN WON 15,408 13.00 0.00
Southwest Gas Holdings, Inc. 6,561 501,956.00 0.03
SP Plus Corp. 2,145 63,369.00 0.00
Spar Nord Bank A/S 21,294 170,961.00 0.01
SpareBank 1 Nord Norge 23,805 172,771.00 0.01
SpareBank 1 SMN 18,924 184,577.00 0.01
SpareBank 1 SR-Bank ASA 47,891 494,127.00 0.03
Spark Energy, Inc. 10,271 76,316.00 0.00
SpartanNash Co. 2,352 40,419.00 0.00
SPDR S&P 500 ETF Trust 62,683 15,665,856.00 0.80
SPDR S&P 500 ETF Trust 106,123 26,522,260.00 1.36
SPDR S&P 500 ETF Trust -94,010 -23,495,219.00 -1.21
SPI 200 Futures -352 -34,468,627.00 -1.77
Spin Master Corp. 16,623 467,464.00 0.02
Splunk, Inc. 3,328 348,940.00 0.02
SPS Commerce, Inc. 872 71,879.00 0.00
SPX FLOW, Inc. 4,886 148,632.00 0.01
SRC Energy, Inc. 39,179 184,141.00 0.01
St Barbara Ltd. 63,465 210,218.00 0.01
St. Shine Optical Co., Ltd. 25,530 448,375.00 0.02
STAG Industrial, Inc. 49,189 1,223,845.00 0.06
Stamps.com, Inc. 979 152,402.00 0.01
Starbucks Corp. 5,613 361,503.00 0.02
State Bank Financial Corp. 2,925 63,163.00 0.00
State Bank of India 43,512 184,120.00 0.01
Steelcase, Inc. - Class A 23,694 351,383.00 0.02
Stepan Co. 505 37,424.00 0.00
Sterling Bancorp./DE 25,150 415,226.00 0.02
Stifel Financial Corp. 12,626 523,005.00 0.03
Stoneridge, Inc. 2,682 66,133.00 0.00
Strategic Education, Inc. 1,372 155,625.00 0.01
Sturm Ruger & Co., Inc. 2,217 117,988.00 0.01
Subaru Corp. 198,535 4,241,394.00 0.22
Suez 45,200 597,124.00 0.03
SUMCO Corp. 46,409 516,862.00 0.03
Sumitomo Metal Mining Co., Ltd. 10,356 277,352.00 0.01
Sumitomo Mitsui Financial Group, Inc. 10,163 335,049.00 0.02
Sumitomo Realty & Development Co., Ltd. 20,671 756,736.00 0.04
Summit Hotel Properties, Inc. 6,560 63,835.00 0.00
Summit Materials, Inc. - Class A 1,738 21,552.00 0.00
Sun Communities, Inc. 99,067 10,076,129.00 0.52
Sun Hung Kai & Co., Ltd. 339,895 160,607.00 0.01
Suncor Energy, Inc. 5,721 159,794.00 0.01
Sunny Friend Environmental Technology Co., Ltd. 2,290 15,104.00 0.00
Sunny Optical Technology Group Co., Ltd. 20,297 180,524.00 0.01
Sunstone Hotel Investors, Inc. 7,919 103,032.00 0.01
Super Retail Group Ltd. 34,720 172,077.00 0.01
Superior Plus Corp. 21,612 153,246.00 0.01
Supernus Pharmaceuticals, Inc. 2,682 89,110.00 0.00
Supreme Industries Ltd. 616 10,327.00 0.00
Surmodics, Inc. 757 35,779.00 0.00
Sushiro Global Holdings Ltd. 14,650 800,043.00 0.04
SVB Financial Group 2,157 409,657.00 0.02
Svenska Handelsbanken AB - Class A 60,981 678,460.00 0.03
SWAP STANDARD CHARTERED BANK L CUSIP CREATION 73,599 73,599.00 0.00
Swedbank AB - Class A 40,792 911,769.00 0.05
SWEDISH KRONA 0 0.00 0.00
Swedish Krona Currency Forward 255,393,000 439,906.00 0.02
Swedish Krona Currency Forward -128,061,000 -228,258.00 -0.01
Swire Properties Ltd. 141,373 496,734.00 0.03
SWISS FRANC 240,644 244,831.00 0.01
Swiss Franc Currency Forward -19,328,000 -210,612.00 -0.01
Swiss Franc Currency Forward -15,173,119 -312,390.00 -0.02
Swiss Franc Currency Forward 3,883,030 34,259.00 0.00
Swiss Re AG 4,828 444,212.00 0.02
Synchrony Financial 232,719 5,459,587.00 0.28
Syncmold Enterprise Corp. 65,735 137,355.00 0.01
SYNNEX Corp. 1,439 116,399.00 0.01
Synovus Financial Corp. 14,049 449,458.00 0.02
Syrah Resources Ltd. 115,853 122,890.00 0.01
T-Gaia Corp. 8,110 153,083.00 0.01
T-Mobile US, Inc. 98,765 6,282,441.00 0.32
Tableau Software, Inc. - Class A 4,600 552,000.00 0.03
Tactile Systems Technology, Inc. 1,157 52,717.00 0.00
Tailored Brands, Inc. 4,049 55,236.00 0.00
Taisei Corp. 45,990 1,969,702.00 0.10
Taiwan Semiconductor Manufacturing Co., Ltd. 1,053,042 7,646,382.00 0.39
Taiwan Semiconductor Manufacturing Co., Ltd. (Spon 1,287 47,504.00 0.00
Take-Two Interactive Software, Inc. 3,071 316,128.00 0.02
Target Corp. 4,077 269,467.00 0.01
Tatneft PJSC (Sponsored ADR) 61,334 3,881,842.00 0.20
Taylor Morrison Home Corp. - Class A 20,020 318,318.00 0.02
TCF Financial Corp. 6,752 131,604.00 0.01
TCI Co., Ltd. 174,963 2,944,160.00 0.15
TCS Group Holding PLC (GDR) 8,698 135,348.00 0.01
TeamLease Services Ltd. 4,141 168,975.00 0.01
Tecan Group AG 3,307 643,722.00 0.03
Tech Data Corp. 1,735 141,968.00 0.01
Teladoc Health, Inc. 12,564 622,826.00 0.03
Telecom Plus PLC 10,343 188,821.00 0.01
Telenor ASA 11,007 213,772.00 0.01
Teleperformance 29,401 4,703,358.00 0.24
Telephone & Data Systems, Inc. 2,358 76,733.00 0.00
TELUS Corp. 8,051 266,872.00 0.01
Temenos AG 3,276 393,682.00 0.02
Tencent Holdings Ltd. 148,389 5,947,514.00 0.31
Terex Corp. 8,350 230,209.00 0.01
Test Research, Inc. 47,787 70,869.00 0.00
Tetra Tech, Inc. 2,849 147,501.00 0.01
Teva Pharmaceutical Industries Ltd. 550 8,464.00 0.00
Teva Pharmaceutical Industries Ltd. (Sponsored ADR 114,371 1,763,611.00 0.09
Texas Capital Bancshares, Inc. 9,874 504,475.00 0.03
Texas Instruments, Inc. 77,374 7,311,887.00 0.38
Texas Pacific Land Trust 63 34,616.00 0.00
Texas Roadhouse, Inc. - Class A 1,933 115,406.00 0.01
Thales SA 1,295 151,384.00 0.01
Third Point Reinsurance Ltd. 4,893 47,172.00 0.00
Thor Industries, Inc. 695 36,172.00 0.00
Tianneng Power International Ltd. 133,397 111,232.00 0.01
Tieto Oyj 7,013 189,429.00 0.01
Times China Holdings Ltd. 1,071,034 1,188,692.00 0.06
Tisco Financial Group PCL 76,816 184,609.00 0.01
Titan Machinery, Inc. 4,969 65,347.00 0.00
Tivity Health, Inc. 1,294 32,126.00 0.00
TJX Cos., Inc. (The) 308,198 13,788,778.00 0.71
TKH Group NV 14,260 663,171.00 0.03
TLG Immobilien AG 9,864 272,914.00 0.01
TMK PJSC (GDR) 37,818 121,774.00 0.01
Toei Animation Co., Ltd. 17,802 656,607.00 0.03
Tokyo Electric Power Co. Holdings, Inc. 20,842 123,803.00 0.01
Tokyo Gas Co., Ltd. 13,434 339,796.00 0.02
TOMONY Holdings, Inc. 22,860 84,002.00 0.00
Tongda Group Holdings Ltd. 615,998 61,126.00 0.00
TopBuild Corp. 1,626 73,193.00 0.00
TOPIX Index Futures 239 32,566,625.00 1.67
Toronto-Dominion Bank (The) 13,313 661,768.00 0.03
Tosoh Corp. 413,371 5,361,882.00 0.28
TOTAL SA 132,414 6,984,195.00 0.36
Total System Services, Inc. 81,658 6,637,978.00 0.34
Towa Bank Ltd. (The) 20,424 138,150.00 0.01
Tower Bersama Infrastructure Tbk PT 439,845 109,928.00 0.01
Tower International, Inc. 4,735 112,693.00 0.01
Toyo Tire & Rubber Co., Ltd. 37,509 466,327.00 0.02
Trade Desk, Inc. (The) - Class A 5,699 661,440.00 0.03
Transmissora Alianca de Energia Eletrica SA 118,821 722,418.00 0.04
Transportadora de Gas del Sur SA (Sponsored ADR) 471 7,076.00 0.00
Transurban Group 68,228 559,990.00 0.03
TravelSky Technology Ltd. - Class H 4,372 11,206.00 0.00
Treasury Wine Estates Ltd. 50,351 525,059.00 0.03
Trend Micro, Inc./Japan 2,567 138,753.00 0.01
Trex Co., Inc. 2,273 134,955.00 0.01
Trinseo SA 10,859 497,148.00 0.03
TripAdvisor, Inc. 3,554 191,703.00 0.01
Tripod Technology Corp. 43,693 113,932.00 0.01
Tritax Big Box REIT PLC 180,934 302,863.00 0.02
TrueBlue, Inc. 5,142 114,422.00 0.01
TRY/EUR 6,838,925 79,058.00 0.00
TRY/USD 8,377,503 123,594.00 0.01
Tsumura & Co. 14,007 389,590.00 0.02
TTM Technologies, Inc. 7,853 76,417.00 0.00
Tupras Turkiye Petrol Rafinerileri AS 26,309 579,576.00 0.03
TURKISH LIRA 0 0.00 0.00
Turkiye Garanti Bankasi AS 58,681 87,955.00 0.00
Turkiye Sise ve Cam Fabrikalari AS 83,835 89,780.00 0.00
Tutor Perini Corp. 21,614 345,176.00 0.02
Twilio, Inc. - Class A 6,150 549,195.00 0.03
U.S. T-Note 10 Yr (CBT) Futures 1,237 150,933,328.00 7.75
U.S. T-Note 2 Yr (CBT) Futures 566 120,168,875.00 6.17
U.S. Treasury Bill 4,000,000 3,999,753.00 0.21
U.S. Treasury Bill 2,139,855 2,133,720.00 0.11
U.S. Treasury Bill 4,000,000 3,977,947.00 0.20
U.S. Treasury Inflation Index 18,031,966 17,448,745.00 0.90
U.S. Treasury Inflation Index 8,282,468 7,776,461.00 0.40
U.S. Ultra Bond (CBT) Futures 309 49,642,781.00 2.55
Ube Industries Ltd. 8,815 178,280.00 0.01
Ubiquiti Networks, Inc. 1,040 103,451.00 0.01
Ubisoft Entertainment SA 2,088 168,230.00 0.01
Ulta Salon Cosmetics & Fragrance, Inc. 16,567 4,056,264.00 0.21
Ultragenyx Pharmaceutical, Inc. 5,461 237,468.00 0.01
Umicore SA 4,042 161,301.00 0.01
Umpqua Holdings Corp. 34,019 540,912.00 0.03
Uni-President China Holdings Ltd. 660,588 572,040.00 0.03
Unibail-Rodamco-Westfield 4,535 702,729.00 0.04
Unicaja Banco SA 359,222 474,023.00 0.02
Unicharm Corp. 150,892 4,880,144.00 0.25
Unilever PLC 34,662 1,819,871.00 0.09
Union Pacific Corp. 239 33,168.00 0.00
Unipol Gruppo Finanziario SpA 26,969 108,762.00 0.01
Unisys Corp. 6,783 78,895.00 0.00
UNITE Group PLC (The) 42,519 437,167.00 0.02
United Rentals, Inc. 4,300 440,879.00 0.02
UnitedHealth Group, Inc. 80,358 20,018,784.00 1.03
Universal Display Corp. 3,390 317,202.00 0.02
Universal Insurance Holdings, Inc. 4,318 163,747.00 0.01
UOL Group Ltd. 46,178 210,014.00 0.01
Urbi Desarrollos Urbanos SAB de CV 24 3.00 0.00
US DOLLAR -46,538,169 -46,538,169.00 -2.39
US Foods Holding Corp. 268,329 8,489,947.00 0.44
USANA Health Sciences, Inc. 957 112,756.00 0.01
V-Mart Retail Ltd. 480 17,827.00 0.00
Vale SA 14,205 186,227.00 0.01
Vale SA (Sponsored ADR) - Class B 74,842 987,167.00 0.05
Valeo SA 21,075 614,671.00 0.03
Valero Energy Corp. 1,154 86,543.00 0.00
Vanda Pharmaceuticals, Inc. 4,043 105,658.00 0.01
VanEck Vectors Agribusiness ETF 19,715 1,122,205.00 0.06
VanEck Vectors Gold Miners ETF 145,015 3,058,368.00 0.16
Vanguard Global ex-U.S. Real Estate ETF 40,852 2,141,089.00 0.11
Vanguard Global ex-U.S. Real Estate ETF -22,701 -1,189,759.00 -0.06
Vanguard Real Estate ETF 25,180 1,877,722.00 0.10
Vectrus, Inc. 2,118 45,724.00 0.00
Vectura Group PLC 204,053 182,308.00 0.01
Vedanta Ltd. 61,248 177,154.00 0.01
Veolia Environnement SA 10,157 208,019.00 0.01
Vera Bradley, Inc. 6,544 56,090.00 0.00
Verint Systems, Inc. 14,420 610,138.00 0.03
Verizon Communications, Inc. 257,102 14,454,281.00 0.74
Verso Corp. 4,616 103,409.00 0.01
Vertex Pharmaceuticals, Inc. 28,542 4,729,717.00 0.24
Vestas Wind Systems A/S 10,191 771,505.00 0.04
Via Varejo SA 10,098 11,460.00 0.00
Victrex PLC 12,092 352,881.00 0.02
Vieworks Co., Ltd. 661 19,591.00 0.00
Village Super Market, Inc. - Class A 3,202 85,636.00 0.00
Vincom Retail JSC Deutsche Bank AG 119,018 143,191.00 0.01
Vincome Retail (maq) 31/03/20 8,442 10,157.00 0.00
Visa, Inc. - Class A 142,741 18,833,308.00 0.97
Vistra Energy Corp. 3,557 81,441.00 0.00
Vital KSK Holdings, Inc. 17,834 183,260.00 0.01
Vitasoy International Holdings Ltd. 6,305 24,003.00 0.00
VMware, Inc. - Class A 317 43,546.00 0.00
Vocera Communications, Inc. 960 37,804.00 0.00
Voltronic Power Technology Corp. 1,278 22,345.00 0.00
Volvo AB - Class B 17,054 223,318.00 0.01
Vonage Holdings Corp. 13,740 119,951.00 0.01
Vonovia SE 41,004 1,848,429.00 0.09
VRL Logistics Ltd. 36,267 151,674.00 0.01
VTech Holdings Ltd. 20,933 173,628.00 0.01
W&T Offshore, Inc. 8,946 36,860.00 0.00
Wabash National Corp. 2,777 36,328.00 0.00
Waddell & Reed Financial, Inc. - Class A 4,441 80,300.00 0.00
Walker & Dunlop, Inc. 3,494 151,129.00 0.01
Walmart, Inc. 182,261 16,977,666.00 0.87
Walt Disney Co. (The) 103,058 11,300,327.00 0.58
Warrior Met Coal, Inc. 6,374 153,678.00 0.01
Warsaw Stock Exchange 17,882 175,249.00 0.01
Washington H Soul Pattinson & Co., Ltd. 2,599 45,581.00 0.00
Watkin Jones PLC 70,687 185,150.00 0.01
Wayfair, Inc. - Class A 4,950 445,896.00 0.02
Webster Financial Corp. 7,901 389,440.00 0.02
Weichai Power Co., Ltd. - Class H 129,624 148,401.00 0.01
Weight Watchers International, Inc. 1,029 39,688.00 0.00
WellCare Health Plans, Inc. 1,576 372,085.00 0.02
Wells Fargo & Co. 346,783 15,979,783.00 0.82
Wesfarmers Ltd. 96,567 2,193,873.00 0.11
Western Alliance Bancorp 3,387 133,765.00 0.01
Western Areas Ltd. 140,675 198,038.00 0.01
Western Forest Products, Inc. 114,657 158,733.00 0.01
Westpac Banking Corp. 24,819 438,557.00 0.02
WH Group Ltd. 1,594,245 1,224,454.00 0.06
Wharf Holdings Ltd. (The) 5,420 14,133.00 0.00
Wharf Real Estate Investment Co., Ltd. 454,881 2,720,606.00 0.14
Whitehaven Coal Ltd. 64,130 195,434.00 0.01
Whiting Petroleum Corp. 7,954 180,488.00 0.01
Williams-Sonoma, Inc. 773 39,042.00 0.00
Wingstop, Inc. 2,152 138,177.00 0.01
Winnebago Industries, Inc. 2,888 69,931.00 0.00
Wintrust Financial Corp. 8,882 590,576.00 0.03
Wirecard AG 3,369 507,919.00 0.03
WNS Holdings Ltd. (ADR) 1,898 78,326.00 0.00
Wolters Kluwer NV 14,540 855,056.00 0.04
Wolverine World Wide, Inc. 3,008 95,955.00 0.00
Woolworths Group Ltd. 1,347 27,959.00 0.00
Wuliangye Yibin Co., Ltd. - Class A 35,563 264,457.00 0.01
Xenia Hotels & Resorts, Inc. 7,761 133,491.00 0.01
Xerox Corp. 245,272 4,846,574.00 0.25
Xilinx, Inc. 94,410 8,040,899.00 0.41
Xperi Corp. 1,234 22,695.00 0.00
XPO Logistics, Inc. 8,130 463,755.00 0.02
Yageo Corp. 14,604 151,268.00 0.01
Yamato Kogyo Co., Ltd. 62,474 1,460,204.00 0.07
Yandex NV - Class A 7,692 210,403.00 0.01
Yestar Healthcare Holdings Co., Ltd. 221,667 51,697.00 0.00
Yihai International Holding Ltd. 243,592 592,934.00 0.03
YPF SA (Sponsored ADR) 10,286 137,730.00 0.01
Yuasa Trading Co., Ltd. 5,622 160,657.00 0.01
Yurtec Corp. 22,482 174,561.00 0.01
Zendesk, Inc. 9,260 540,506.00 0.03
Zhejiang Dahua Technology Co., Ltd. - Class A 45,848 76,970.00 0.00
Zions Bancorp NA 14,822 603,848.00 0.03
Zoetis, Inc. 110,842 9,481,459.00 0.49
ZTO Express Cayman, Inc. (ADR) 2,260 35,779.00 0.00


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.