SICAV
Global Allocation Fund
Invests in a broadly diversified global portfolio of investments including developed and emerging market equities, a wide range of global developed and emerging market fixed income strategies, plus various diversifying strategies providing exposure to hedge funds, currency hedging, and equity index call writing.
ISIN LU1417861645
Valoren 33202367
3YR Return Annualised
(View Total Returns)
Total Assets
(USD)
4.81%
$64.9m
Data as of 30-Apr-2020
Data as of 30-Apr-2020
1YR Return
(View Total Returns)
Manager Tenure
-1.08%
3yrs
Data as of 30-Apr-2020
Data as of 21-May-2020
Information Ratio
(3 Years)
Tracking Error
(3 Years)
-0.11
1.83%
Data as of 30-Apr-2020
Data as of 30-Apr-2020
Inception Date 08-Jul-2016
Performance figures calculated in USD
Other Literature
Strategy
Investment Objective
To maximise the value of its shares, over the long term, through both growth in the value of, and income from, its investments.
Investment Approach
- The Fund seeks long-term capital appreciation and income. The Fund blends active security selection and asset allocation positioning in a broadly diversified global portfolio of stocks, bonds, cash, and alternatives across sectors, regions, and market capitalizations.
- The Fund’s broad opportunity set includes developed and emerging market equities, a wide range of global developed and emerging market fixed income strategies across sectors and credit quality, plus various diversifying strategies providing exposure to hedge funds, currency hedging, real asset equities, and an equity index-option strategy.
- The Fund has the ability to utilize tactical asset allocation within defined ranges for each asset class or sector to potentially capitalize on a variety of global market environments.
- Sources of value added:
- Portfolio Design: Strategic allocation that is diversified across asset classes and sectors with low correlations to dampen volatility and includes investments that have the potential to enhance long-term returns.
- Tactical Asset Allocation: The Asset Allocation Committee makes tactical decisions to overweight or underweight asset classes and sectors based on a 6-18 month investment horizon.
- Fundamentally-Driven Security Selection: Underlying portfolio managers select individual securities leveraging the T. Rowe Price global research platform of approximately 200 fundamental equity and credit analysts.
- The Fund is subject to the unique risks of international investing, including unfavorable currency exchange rates and political or economic uncertainty abroad. To the extent the fund has investments in emerging market countries; it will be subject to abrupt and severe price declines. The portfolio’s investments in alternative investments and hedge funds are difficult to value and monitor when compared with more traditional investments, and may increase the fund’s liquidity risks. Diversification cannot assure a profit or protect against loss in a declining market. Derivatives are used in the fund for selective market exposures.
Portfolio Construction
- The Fund’s long-term strategic neutral asset allocation is 60% stocks, 30% bonds and cash, and 10% alternative investments and has an allocation to diversifying strategies seeking to enhance the risk and return profile of the portfolio through sources of less correlated returns and diversified sources of income.
- Approximately 40% of the Fund’s investments are in international stocks and bonds, representing both developed and emerging markets.
- An allocation to global equities is designed to capture the breadth of global investing opportunities with approximately 50% of the equity allocation in international equities.
- An allocation to global fixed income markets, with one-third in international bonds, designed to emphasize specific attributes that contribute to the overall portfolio across a range of economic environments.
Performance (Class I)
Annualised Performance
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
Since Manager Inception Annualised |
|
|---|---|---|---|---|---|
| Fund % | -1.08% | 4.81% | N/A | 6.65% | 6.65% |
| Indicative Benchmark % | 0.43% | 5.01% | N/A | 6.44% | 6.44% |
| Excess Return % | -1.51% | -0.20% | N/A | 0.21% | 0.21% |
| 1 YR | 3 YR Annualised |
5 YR Annualised |
Since Inception Annualised |
|
|---|---|---|---|---|
| Fund % | -6.09% | 2.79% | N/A | 4.70% |
| Indicative Benchmark % | -3.96% | 3.04% | N/A | 4.70% |
| Excess Return % | -2.13% | -0.25% | N/A | 0.00% |
The indicative benchmark is 60% MSCI AC World Net Index, 28% Bloomberg Barclays Global Aggregate Bond Index (Developed Markets only hedged to USD) and 12% USD LIBOR.
Recent Performance
| Month to DateData as of 28-May-2020 | Quarter to DateData as of 28-May-2020 | Year to DateData as of 28-May-2020 | 1 MonthData as of 30-Apr-2020 | 3 MonthsData as of 30-Apr-2020 | |
|---|---|---|---|---|---|
| Fund % | 3.36% | 11.29% | -4.34% | 7.67% | -7.53% |
| Indicative Benchmark % | 2.61% | 9.68% | -3.86% | 6.89% | -6.38% |
| Excess Return % | 0.75% | 1.61% | -0.48% | 0.78% | -1.15% |
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Where the base currency of the fund differs from the share class currency, exchange rate movements may affect returns.
For any equity benchmarks shown, returns are shown with gross dividends reinvested, unless otherwise noted.
Asset Allocation
Net Assets
(USD)
$64.9m
Largest Category
US Stock
32.81%
$21.3m
Global ex-US Stock
Global ex-US Bonds
US Bonds
Reserves
Preferred
Convertibles
View complete Asset Allocation
Holdings
Total
Holdings
790
Largest Holding
T Rowe Price Funds SICAV - Dynamic Global Bond Fund
7.32%
Was (31-Dec-2019)
7.26%
Total Equity
Holdings
614
% of fund
62.51%
Total Fixed Income
Holdings
169
% of fund
30.66%
Sectors
Total
Sectors - Equity Only
12
Largest Sector
Information Technology
17.48%
Was (31-Mar-2020)
17.55%
Other
View complete Sector Diversification
Largest Overweight - Equity Only
Information Technology
By17.48%
Fund
17.48%
Indicative Benchmark
0.00%
Largest Underweight - Equity Only
N/ATotal
Sectors - Fixed Income Only
12
Largest Sector
Non-US$ Denominated
58.63%
Was (31-Mar-2020)
64.04%
Other
View complete Sector Diversification
Largest Overweight - Fixed Income Only
Non-US$ Denominated
By58.63%
Fund
58.63%
Indicative Benchmark
0.00%
Largest Underweight - Fixed Income Only
Equity & Other
By-0.22%
Fund
-0.22%
Indicative Benchmark
0.00%
Team (As of 21-May-2020)
Charles Shriver is the portfolio manager of the Global Allocation, Balanced, and Spectrum Funds, and he is cochair of the Asset Allocation Committee. Charles is a vice president of T. Rowe Price Group, Inc.
Charles’s investment experience began in 1999 when he joined the Multi-Asset Division and he has been with T. Rowe Price since 1991.
Charles earned a B.A. in economics and rhetoric/communications studies from the University of Virginia. He also earned an M.S.F. from Loyola University Maryland, and a graduate diploma in public economics from Stockholm University. Charles also has earned the Chartered Financial Analyst® designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Fund manager2016
since - Years at28
T. Rowe Price - Years investment21
experience
Toby Thompson is a portfolio manager in the Multi-Asset Division. He is a co-portfolio manager of the Balanced Fund, Global Allocation Funds, Moderate Allocation Portfolio, Spectrum Funds, ActivePlus® Portfolios, and Managed Volatility Strategies. Toby is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
Toby’s investment experience began in 1994, and he has been with T. Rowe Price since 2010, beginning in the retirement plan services group. Prior to this, Toby was employed by I.A.M. as director of investments of the National Pension Fund. He also was a principal with Brown Investment Advisory, where he worked in fixed income research, served as director of open architecture and asset allocation, and was a member of the firm's Strategic Investment Committee.
Toby earned a B.S. in business and economics from Towson University and an M.B.A. from Loyola University Maryland. Toby also has earned the Chartered Financial Analyst® and Chartered Alternative Investment Analyst designations. Toby is a former chairman of the National Aquarium Foundation in Baltimore.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Fund manager2020
since - Years at9
T. Rowe Price - Years investment26
experience
Matthew Ko is a portfolio specialist in the Multi-Asset Division. He is the proxy portfolio manager for the suite of target risk asset allocation products and communicates the firm's global capital markets outlook and asset allocation viewpoints. Matt is a vice president of T. Rowe Price Group, Inc.
Matt’s investment experience began in 2001, and he has been with T. Rowe Price since 2016, beginning in the Investment Specialists Group. Prior to this, Matt was employed by Putnam Investments where he was the primary liaison between portfolio managers, research analysts, and clients. He also worked alongside the product management team to further develop and launch new products.
Matt earned a B.B.A. in finance from James Madison University. Matt also has earned the Charted Financial Analyst® (CFA) designation. He is a member of the CFA Society of Washington, D.C.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Years at3
T. Rowe Price - Years investment18
experience
Fee Schedule
| Share Class | Minimum Initial Investment and Holding Amount (USD) | Minimum Subsequent Investment (USD) | Minimum Redemption Amount (USD) | Sales Charge (up to) | Investment Management Fee (up to) | Ongoing Charges |
|---|---|---|---|---|---|---|
| Class A | $1,000 | $100 | $100 | 5.00% | 140 basis points | 1.57% |
| Class I | $2,500,000 | $100,000 | $0 | 0.00% | 65 basis points | 0.75% |
| Class Q | $1,000 | $100 | $100 | 0.00% | 65 basis points | 0.82% |
Please note that the Ongoing Charges figure is inclusive of the Investment Management Fee and is charged per annum.
Portfolio Characteristics
as of 30-Apr-2020
| Characteristic | Fund |
|---|---|
| Projected Earnings Growth Rate (IBES) | 7.5% |
| Price to Earnings (12 Months Forward) | 22.2x |
| Return on Equity (Last 12 Months excl. charges) | 17.8% |
| Price to Book | 4.5x |
| Investment Weighted Median Market Cap (USD mm) | 77,970 |
| Investment Weighted Average Market Cap (USD mm) | 272,691 |
| Number of Holdings | 710 |
| Percent of Portfolio in Cash | 7.7% |
| Weighted Average Maturity | 7.00 Years |
| Weighted Average Duration | 5.47 Years |
| Number of Holdings | 808 |
Risks
The following risks are materially relevant to the fund (refer to prospectus for further details):
- Capital risk
- China Interbank Bond Market risk
- Counterparty risk
- Country risk (Russia and Ukraine)
- Credit risk
- Currency risk
- Default risk
- Derivatives risk
- Emerging markets risk
- Equity risk
- Geographic concentration risk
- Hedging risk
- Interest rate risk
- Investment fund risk
- Liquidity risk
- Management risk
- Market risk
- Operational risk
- Small and mid-cap risk
- Style risk
Risk/Return Characteristics
as of 30-Apr-2020| Risk/Return (3 Years) | Fund | Indicative Benchmark |
|---|---|---|
| Alpha | -0.36% | 0.00% |
| Beta | 1.07 | 1.00 |
| R-Squared | 0.97 | 1.00 |
| Annualized Std. Deviation | 10.09% | 9.33% |
| Information Ratio | -0.11 | 0.00 |
| Sharpe Ratio | 0.30 | 0.34 |
| Tracking Error | 1.83% | 0.00% |
Past performance is not a reliable indicator of future performance.
Statistics based on monthly net returns of the Fund's Class I shares.
For any equity benchmarks shown, returns are shown with gross dividends reinvested, unless otherwise noted.
Asset Allocation (30-Apr-2020)
| Category | % of Total Net Assets | Market Value (USD) |
|---|---|---|
| Global ex-US Bonds | 21.06% | $13,675,870.72 |
| Preferred | 0.35% | $227,281.80 |
| US Stock | 32.81% | $21,306,045.50 |
| Reserves | 7.71% | $5,006,693.41 |
| Global ex-US Stock | 29.48% | $19,143,621.50 |
| US Bonds | 8.18% | $5,311,900.40 |
| Convertibles | 0.32% | $207,800.50 |
| Total Allocation | $64,937,657.72 |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Holdings (31-Mar-2020)
| Holding Name | Ticker | Asset Class | % of Net Assets | Value (USD) | Shares | Coupon% | Maturity Date | Industry | Country |
|---|---|---|---|---|---|---|---|---|---|
| T Rowe Price Funds SICAV - Dynamic Global Bond Fund | TRGUNSU | Fixed Income | 7.32% | $4,447,482.15 | 452,449 | N/A | N/A | Investment Companies - Bonds | Luxembourg |
| Microsoft | MSFT | Equity | 2.11% | $1,283,863.68 | 8,096 | N/A | N/A | Software | United States |
| Amazon.com | AMZN | Equity | 1.67% | $1,015,351.81 | 517 | N/A | N/A | Internet & Direct Marketing Retail | United States |
| Alibaba Group Holding | BABA | Equity | 1.16% | $703,783.08 | 3,627 | N/A | N/A | Internet & Direct Marketing Retail | China |
| TRP SICAV Global High Income Bond | TRPGQSU | Fixed Income | 1.08% | $655,568.63 | 73,917 | N/A | N/A | Investment Companies - Bonds | Luxembourg |
| FB | Equity | 1.07% | $649,479.60 | 3,905 | N/A | N/A | Interactive Media & Services | United States | |
| Alphabet Class A | GOOGL | Equity | 1.05% | $640,236.02 | 562 | N/A | N/A | Interactive Media & Services | United States |
| Visa | V | Equity | 0.90% | $546,650.00 | 3,364 | N/A | N/A | IT Services | United States |
| Japan Government Five Year Bond | N/A | Fixed Income | 0.87% | $530,767.10 | 56,900,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Japan |
| Tencent Holdings | 700 | Equity | 0.70% | $423,600.34 | 8,600 | N/A | N/A | Interactive Media & Services | China |
| Apple | AAPL | Equity | 0.62% | $375,188.10 | 1,470 | N/A | N/A | Technology Hardware, Storage & Peripherals | United States |
| Australia Government Bond | N/A | Fixed Income | 0.61% | $372,190.25 | 493,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Australia |
| Nestle | NESN | Equity | 0.58% | $353,952.94 | 3,407 | N/A | N/A | Food Products | Switzerland |
| Taiwan Semiconductor Manufacturing | 2330 | Equity | 0.58% | $351,632.76 | 39,000 | N/A | N/A | Semiconductors & Semiconductor Equipment | Taiwan |
| Jerrold Finco | N/A | Fixed Income | 0.58% | $349,191.70 | 320,000 | N/A | N/A | Financial | United Kingdom |
| NextEra Energy | NEE | Equity | 0.57% | $346,295.40 | 1,420 | N/A | N/A | Electric Utilities | United States |
| Japan Government Five Year Bond | N/A | Fixed Income | 0.56% | $341,894.33 | 36,850,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Japan |
| Southern Company | SO | Equity | 0.55% | $334,920.39 | 6,027 | N/A | N/A | Electric Utilities | United States |
| Wells Fargo | WFC | Equity | 0.53% | $320,896.00 | 10,900 | N/A | N/A | Banks | United States |
| TRP SICAV Frontier Markets Eq-Sd | TRPFMSD | Equity | 0.51% | $310,417.15 | 45,617 | N/A | N/A | Trusts & Mutual Funds | Luxembourg |
| Samsung Electronics | 005930 | Equity | 0.51% | $308,120.94 | 7,931 | N/A | N/A | Technology Hardware, Storage & Peripherals | South Korea |
| Global Payments | GPN | Equity | 0.50% | $304,076.37 | 2,067 | N/A | N/A | IT Services | United States |
| GE | GE | Equity | 0.50% | $301,536.00 | 37,692 | N/A | N/A | Industrial Conglomerates | United States |
| China Government Bond | N/A | Fixed Income | 0.50% | $301,312.10 | 2,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | China |
| Total | TOT | Equity | 0.49% | $298,482.25 | 7,775 | N/A | N/A | Oil, Gas & Consumable Fuels | France |
| Cigna | CI | Equity | 0.48% | $289,466.54 | 1,654 | N/A | N/A | Health Care Providers & Services | United States |
| Johnson & Johnson | JNJ | Equity | 0.47% | $287,348.88 | 2,184 | N/A | N/A | Pharmaceuticals | United States |
| Roche Holding | ROG | Equity | 0.47% | $284,815.50 | 873 | N/A | N/A | Pharmaceuticals | Switzerland |
| International Finance | N/A | Fixed Income | 0.46% | $281,428.68 | 20,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) |
| JPMorgan Chase | JPM | Equity | 0.46% | $278,308.80 | 3,012 | N/A | N/A | Banks | United States |
| Indonesia Treasury Bond | N/A | Fixed Income | 0.45% | $271,578.77 | 4,260,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Indonesia |
| Mexican Bonos | N/A | Fixed Income | 0.45% | $271,000.87 | 6,325,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Mexico |
| Medtronic | MDT | Equity | 0.45% | $270,925.86 | 3,018 | N/A | N/A | Health Care Equipment & Supplies | United States |
| AIA Group | 1299 | Equity | 0.43% | $261,967.87 | 29,200 | N/A | N/A | Insurance | Hong Kong |
| Netflix | NFLX | Equity | 0.43% | $261,721.28 | 694 | N/A | N/A | Entertainment | United States |
| Becton, Dickinson & Company | BDX | Equity | 0.43% | $260,380.96 | 1,162 | N/A | N/A | Health Care Equipment & Supplies | United States |
| TC Energy | TRP | Equity | 0.43% | $259,918.56 | 6,039 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Morgan Stanley | MS | Equity | 0.43% | $259,575.72 | 7,548 | N/A | N/A | Capital Markets | United States |
| Qualcomm | QCOM | Equity | 0.43% | $258,855.48 | 3,708 | N/A | N/A | Semiconductors & Semiconductor Equipment | United States |
| Alphabet Class C | GOOG | Equity | 0.42% | $254,556.73 | 223 | N/A | N/A | Interactive Media & Services | United States |
| Brazil Notas do Tesouro Nacional Serie F | N/A | Fixed Income | 0.42% | $253,543.22 | 116,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Brazil |
| Italy Buoni Poliennali del Tesoro | N/A | Fixed Income | 0.41% | $250,243.42 | 187,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Italy |
| Chubb | CB | Equity | 0.41% | $250,022.56 | 2,248 | N/A | N/A | Insurance | United States |
| Intuit | INTU | Equity | 0.40% | $245,266.08 | 1,046 | N/A | N/A | Software | United States |
| Novartis | NOVN | Equity | 0.40% | $241,012.17 | 2,985 | N/A | N/A | Pharmaceuticals | Switzerland |
| Drax Finco | N/A | Fixed Income | 0.39% | $236,753.59 | 200,000 | N/A | N/A | Utilities | United Kingdom |
| UPS | UPS | Equity | 0.39% | $236,649.00 | 2,478 | N/A | N/A | Air Freight & Logistics | United States |
| Tencent Holdings | TCEHY | Equity | 0.39% | $234,377.70 | 4,793 | N/A | N/A | Interactive Media & Services | China |
| Bahamas Government International Bond | N/A | Fixed Income | 0.38% | $232,925.00 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Bahamas |
| Stryker | SYK | Equity | 0.38% | $231,829.20 | 1,420 | N/A | N/A | Health Care Equipment & Supplies | United States |
| Verizon Communications | VZ | Equity | 0.38% | $229,014.00 | 4,241 | N/A | N/A | Diversified Telecommunication Services | United States |
| Virgin Media Secured Finance | N/A | Fixed Income | 0.37% | $225,226.26 | 180,000 | N/A | N/A | Cable Operators | United Kingdom |
| Boeing | BA | Equity | 0.37% | $223,705.63 | 1,433 | N/A | N/A | Aerospace & Defense | United States |
| UnitedHealth Group | UNH | Equity | 0.36% | $221,480.00 | 904 | N/A | N/A | Health Care Providers & Services | United States |
| Air Liquide | AI | Equity | 0.36% | $219,586.62 | 1,750 | N/A | N/A | Chemicals | France |
| Salesforce.com | CRM | Equity | 0.36% | $217,996.20 | 1,467 | N/A | N/A | Software | United States |
| CVS Health | CVS | Equity | 0.36% | $216,354.68 | 3,677 | N/A | N/A | Health Care Providers & Services | United States |
| Tyson Foods | TSN | Equity | 0.35% | $214,491.42 | 3,718 | N/A | N/A | Food Products | United States |
| Brazilian Government International Bond | N/A | Fixed Income | 0.35% | $213,116.72 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Brazil |
| Intuitive Surgical | ISRG | Equity | 0.35% | $212,363.58 | 429 | N/A | N/A | Health Care Equipment & Supplies | United States |
| Croatia Government International Bond | N/A | Fixed Income | 0.34% | $204,150.22 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Croatia |
| Getinge | GETIB | Equity | 0.32% | $194,019.34 | 10,205 | N/A | N/A | Health Care Equipment & Supplies | Sweden |
| American International Group | AIG | Equity | 0.32% | $193,887.00 | 7,740 | N/A | N/A | Insurance | United States |
| Republic of South Africa Government International Bond | N/A | Fixed Income | 0.31% | $190,136.92 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | South Africa |
| Spain Government Bond | N/A | Fixed Income | 0.31% | $188,789.82 | 159,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Spain |
| Philip Morris International | PM | Equity | 0.31% | $188,601.34 | 2,558 | N/A | N/A | Tobacco | United States |
| Vertex Pharmaceuticals | VRTX | Equity | 0.31% | $186,632.52 | 804 | N/A | N/A | Biotechnology | United States |
| Republic of South Africa Government Bond | N/A | Fixed Income | 0.31% | $185,946.09 | 3,120,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | South Africa |
| French Republic Government Bond OAT | N/A | Fixed Income | 0.30% | $184,509.45 | 134,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | France |
| Egypt Government International Bond | N/A | Fixed Income | 0.30% | $184,052.00 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Egypt |
| Ukraine Government International Bond | N/A | Fixed Income | 0.30% | $183,849.61 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Ukraine |
| Schneider Electric | SU | Equity | 0.30% | $182,961.22 | 2,163 | N/A | N/A | Electrical Equipment | France |
| Costa Rica Government International Bond | N/A | Fixed Income | 0.30% | $181,862.11 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Costa Rica |
| Novo Nordisk | NOVOB | Equity | 0.30% | $181,552.99 | 3,024 | N/A | N/A | Pharmaceuticals | Denmark |
| Cellnex Telecom | CLNX | Equity | 0.30% | $179,974.22 | 3,875 | N/A | N/A | Diversified Telecommunication Services | Spain |
| Kimberly-Clark | KMB | Equity | 0.29% | $178,296.36 | 1,383 | N/A | N/A | Household Products | United States |
| Cisco Systems | CSCO | Equity | 0.29% | $177,501.24 | 4,452 | N/A | N/A | Communications Equipment | United States |
| Dollar General | DG | Equity | 0.29% | $175,979.75 | 1,175 | N/A | N/A | Multiline Retail | United States |
| LG Household & Health Care | 051900 | Equity | 0.28% | $172,591.13 | 189 | N/A | N/A | Personal Products | South Korea |
| AstraZeneca | AZN | Equity | 0.28% | $172,383.85 | 1,958 | N/A | N/A | Pharmaceuticals | United Kingdom |
| Constellium | N/A | Fixed Income | 0.28% | $167,418.19 | 200,000 | N/A | N/A | Metals & Mining | United States |
| Applied Materials | AMAT | Equity | 0.27% | $166,276.44 | 3,582 | N/A | N/A | Semiconductors & Semiconductor Equipment | United States |
| Wal-Mart | WMT | Equity | 0.27% | $164,842.85 | 1,453 | N/A | N/A | Food & Staples Retailing | United States |
| AA Bond | N/A | Fixed Income | 0.27% | $163,869.48 | 200,000 | N/A | N/A | Services | United Kingdom |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.27% | $163,131.29 | 153,295 | N/A | N/A | Mortgages | United States |
| Sberbank of Russia | SBER | Equity | 0.27% | $161,646.08 | 17,344 | N/A | N/A | Banks | Russia |
| PayPal Holdings | PYPL | Equity | 0.27% | $161,490.50 | 1,691 | N/A | N/A | IT Services | United States |
| Total | FP | Equity | 0.26% | $159,655.55 | 4,156 | N/A | N/A | Oil, Gas & Consumable Fuels | France |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.26% | $159,471.20 | 145,693 | N/A | N/A | Mortgages | United States |
| Allianz | ALV | Equity | 0.26% | $155,599.38 | 920 | N/A | N/A | Insurance | Germany |
| Marsh & McLennan | MMC | Equity | 0.26% | $155,299.80 | 1,770 | N/A | N/A | Insurance | United States |
| Thailand Government Bond | N/A | Fixed Income | 0.26% | $155,187.04 | 4,800,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Thailand |
| AbbVie | ABBV | Equity | 0.25% | $154,731.63 | 2,033 | N/A | N/A | Biotechnology | United States |
| Scout24 Holding | G24 | Equity | 0.25% | $154,262.99 | 2,584 | N/A | N/A | Interactive Media & Services | Germany |
| Canadian Government Bond | N/A | Fixed Income | 0.25% | $154,068.77 | 216,000 | N/A | N/A | Canadian Govts & Municipalities | Canada |
| Charles Schwab | SCHW | Equity | 0.25% | $153,756.36 | 4,484 | N/A | N/A | Capital Markets | United States |
| Cirsa Finance International Sarl | N/A | Fixed Income | 0.25% | $153,604.89 | 200,000 | N/A | N/A | Gaming | Spain |
| Pfizer | PFE | Equity | 0.25% | $151,840.85 | 4,685 | N/A | N/A | Pharmaceuticals | United States |
| Ping An Insurance | 2318 | Equity | 0.25% | $151,538.48 | 15,500 | N/A | N/A | Insurance | China |
| ASML Holding | ASML | Equity | 0.25% | $150,578.67 | 573 | N/A | N/A | Semiconductors & Semiconductor Equipment | Netherlands |
| Turkey Government International Bond | N/A | Fixed Income | 0.25% | $149,368.50 | 150,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Turkey |
| Hera | HER | Equity | 0.24% | $148,388.70 | 41,656 | N/A | N/A | Multi-Utilities | Italy |
| Edison International | EIX | Equity | 0.24% | $147,716.61 | 2,663 | N/A | N/A | Electric Utilities | United States |
| Fifth Third Bancorp | FITB | Equity | 0.24% | $147,693.90 | 9,498 | N/A | N/A | Banks | United States |
| International Paper | IP | Equity | 0.24% | $147,390.24 | 4,773 | N/A | N/A | Containers & Packaging | United States |
| RELX | REL | Equity | 0.24% | $147,142.45 | 6,968 | N/A | N/A | Professional Services | United Kingdom |
| Eskom Holdings SOC | N/A | Fixed Income | 0.24% | $145,557.58 | 200,000 | N/A | N/A | Utilities | South Africa |
| United Kingdom Gilt | N/A | Fixed Income | 0.24% | $142,943.00 | 98,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | United Kingdom |
| NRG Energy | N/A | Fixed Income | 0.23% | $140,613.06 | 130,000 | N/A | N/A | Utilities | United States |
| Texas Instruments | TXN | Equity | 0.23% | $140,497.80 | 1,380 | N/A | N/A | Semiconductors & Semiconductor Equipment | United States |
| Splunk | SPLK | Equity | 0.23% | $139,540.03 | 1,099 | N/A | N/A | Software | United States |
| Romania Government Bond | N/A | Fixed Income | 0.23% | $139,255.49 | 570,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Romania |
| CCO Holdings LLC / CCO Holdings Capital | N/A | Fixed Income | 0.23% | $138,354.38 | 135,000 | N/A | N/A | Cable Operators | United States |
| TRP SICAV Global High Yield Bond-SD | TRGHYSD | Fixed Income | 0.23% | $138,352.94 | 17,106 | N/A | N/A | Investment Companies - Bonds | Luxembourg |
| Great Portland Estates | GPOR | Equity | 0.23% | $137,876.75 | 16,731 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United Kingdom |
| Conagra Brands | CAG | Equity | 0.23% | $136,962.88 | 4,624 | N/A | N/A | Food Products | United States |
| Bundesrepublik deutschland Bundesanleihe | N/A | Fixed Income | 0.22% | $135,853.96 | 71,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Germany |
| Miura | 6005 | Equity | 0.22% | $134,379.46 | 3,800 | N/A | N/A | Machinery | Japan |
| Sempra Energy | SRE | Equity | 0.22% | $131,011.02 | 1,134 | N/A | N/A | Multi-Utilities | United States |
| DuPont de Nemours | DWDP | Equity | 0.21% | $129,159.95 | 3,623 | N/A | N/A | Chemicals | United States |
| Keyence | 6861 | Equity | 0.21% | $127,635.81 | 400 | N/A | N/A | Electronic Equip, Instr & Cmpts | Japan |
| Chugai Pharmaceutical | 4519 | Equity | 0.21% | $126,593.53 | 1,100 | N/A | N/A | Pharmaceuticals | Japan |
| Koninklijke DSM | DSM | Equity | 0.21% | $126,107.26 | 1,132 | N/A | N/A | Chemicals | Netherlands |
| Largan Precision | 3008 | Equity | 0.21% | $125,573.34 | 1,000 | N/A | N/A | Electronic Equip, Instr & Cmpts | Taiwan |
| Treasury Wine Estates | TWE | Equity | 0.21% | $125,367.84 | 20,417 | N/A | N/A | Beverages | Australia |
| ExxonMobil | XOM | Equity | 0.21% | $125,071.72 | 3,281 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| ServiceNow | NOW | Equity | 0.20% | $124,304.40 | 430 | N/A | N/A | Software | United States |
| SEB | SK | Equity | 0.20% | $124,101.04 | 1,029 | N/A | N/A | Household Durables | France |
| E.ON | EOAN | Equity | 0.20% | $123,075.57 | 11,930 | N/A | N/A | Multi-Utilities | Germany |
| MetLife | MET | Equity | 0.20% | $121,397.68 | 3,881 | N/A | N/A | Insurance | United States |
| Cabot Financial Luxembourg | N/A | Fixed Income | 0.20% | $121,151.82 | 100,000 | N/A | N/A | Financial | United Kingdom |
| Itau Unibanco Holding | ITUB4 | Equity | 0.20% | $120,404.80 | 26,770 | N/A | N/A | Banks | Brazil |
| Ross Stores | ROST | Equity | 0.20% | $119,624.58 | 1,411 | N/A | N/A | Specialty Retail | United States |
| Spotify Technology | SPOT | Equity | 0.20% | $119,466.18 | 981 | N/A | N/A | Entertainment | Sweden |
| Cia De Distribucion Integral Logista | LOG | Equity | 0.20% | $119,067.74 | 7,538 | N/A | N/A | Air Freight & Logistics | Spain |
| HCA Healthcare | HCA | Equity | 0.20% | $118,450.98 | 1,317 | N/A | N/A | Health Care Providers & Services | United States |
| Gilead Sciences | GILD | Equity | 0.19% | $118,168.20 | 1,580 | N/A | N/A | Biotechnology | United States |
| Thales | HO | Equity | 0.19% | $115,438.29 | 1,383 | N/A | N/A | Aerospace & Defense | France |
| Japan Government Forty Year Bond | N/A | Fixed Income | 0.19% | $114,807.26 | 9,450,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Japan |
| Zurich Insurance Group | ZURN | Equity | 0.19% | $114,651.94 | 324 | N/A | N/A | Insurance | Switzerland |
| Peruvian Government International Bond | N/A | Fixed Income | 0.19% | $113,860.01 | 305,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Peru |
| Eni | ENI | Equity | 0.19% | $113,248.04 | 11,444 | N/A | N/A | Oil, Gas & Consumable Fuels | Italy |
| Altice France SA/France | N/A | Fixed Income | 0.19% | $112,514.40 | 100,000 | N/A | N/A | Cable Operators | France |
| Weyerhaeuser | WY | Equity | 0.18% | $111,803.80 | 6,910 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Koninklijke Vopak | VPK | Equity | 0.18% | $111,593.75 | 2,197 | N/A | N/A | Oil, Gas & Consumable Fuels | Netherlands |
| Petrobras Global Finance BV | N/A | Fixed Income | 0.18% | $111,287.81 | 100,000 | N/A | N/A | Energy | Brazil |
| Nippon Telegraph & Telephone | 9432 | Equity | 0.18% | $111,274.84 | 4,700 | N/A | N/A | Diversified Telecommunication Services | Japan |
| Comcast | CMCSA | Equity | 0.18% | $111,080.04 | 3,203 | N/A | N/A | Media | United States |
| Housing Development Finance | HDFC | Equity | 0.18% | $111,045.03 | 5,117 | N/A | N/A | Thrifts & Mortgage Finance | India |
| Japan Government Thirty Year Bond | N/A | Fixed Income | 0.18% | $109,598.30 | 10,750,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Japan |
| Malaysia Government Bond | N/A | Fixed Income | 0.18% | $108,955.39 | 460,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Malaysia |
| Walt Disney | DIS | Equity | 0.18% | $108,402.00 | 1,068 | N/A | N/A | Entertainment | United States |
| Zalando | ZAL | Equity | 0.18% | $108,180.31 | 2,897 | N/A | N/A | Internet & Direct Marketing Retail | Germany |
| Prysmian | PRY | Equity | 0.18% | $107,161.83 | 6,535 | N/A | N/A | Electrical Equipment | Italy |
| China Mengniu Dairy | 2319 | Equity | 0.18% | $106,947.42 | 31,000 | N/A | N/A | Food Products | China |
| Bpce | N/A | Fixed Income | 0.17% | $105,386.03 | 100,000 | N/A | N/A | Banking | France |
| Dairy Farm International Holdings | DFI | Equity | 0.17% | $104,898.77 | 22,900 | N/A | N/A | Food & Staples Retailing | Hong Kong |
| VMware | VMW | Equity | 0.17% | $104,731.60 | 856 | N/A | N/A | Software | United States |
| Republic of Poland Government Bond | N/A | Fixed Income | 0.17% | $104,652.66 | 400,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Poland |
| Perrigo | PRGO | Equity | 0.17% | $104,373.74 | 2,174 | N/A | N/A | Pharmaceuticals | United States |
| Malaysia Government Bond | N/A | Fixed Income | 0.17% | $103,907.53 | 415,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Malaysia |
| SOFTBANK GROUP CORP | 9984 | Equity | 0.17% | $103,464.57 | 3,000 | N/A | N/A | Wireless Telecommunication Services | Japan |
| GlaxoSmithKline | GSK | Equity | 0.17% | $100,255.87 | 5,429 | N/A | N/A | Pharmaceuticals | United Kingdom |
| Booking Holdings | BKNG | Equity | 0.16% | $99,899.26 | 74 | N/A | N/A | Internet & Direct Marketing Retail | United States |
| Anhui Conch Cement | 914 | Equity | 0.16% | $99,855.02 | 14,500 | N/A | N/A | Construction Materials | China |
| Humana | HUM | Equity | 0.16% | $99,791.86 | 326 | N/A | N/A | Health Care Providers & Services | United States |
| NTT DOCOMO | 9437 | Equity | 0.16% | $99,754.09 | 3,200 | N/A | N/A | Wireless Telecommunication Services | Japan |
| Aptiv | APTV | Equity | 0.16% | $99,728.72 | 1,957 | N/A | N/A | Auto Components | United States |
| GMF Floorplan Owner Revolving Trust | N/A | Fixed Income | 0.16% | $99,248.20 | 100,000 | N/A | N/A | Auto Backed | United States |
| Fox | FOX | Equity | 0.16% | $97,056.40 | 4,078 | N/A | N/A | Entertainment | United States |
| Netherlands Government Bond | N/A | Fixed Income | 0.16% | $96,336.08 | 80,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Netherlands |
| Raytheon | 75511150 | Equity | 0.16% | $94,999.32 | 689 | N/A | N/A | Aerospace & Defense | United States |
| CF Industries | CF | Equity | 0.15% | $93,778.96 | 3,494 | N/A | N/A | Chemicals | United States |
| Israel Government Bond - Fixed | N/A | Fixed Income | 0.15% | $93,635.49 | 310,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Israel |
| Japan Government Thirty Year Bond | N/A | Fixed Income | 0.15% | $92,316.99 | 10,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Japan |
| United Kingdom Gilt | N/A | Fixed Income | 0.15% | $91,768.00 | 70,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | United Kingdom |
| Aedas Homes SAU | AEDAS | Equity | 0.15% | $91,545.77 | 4,842 | N/A | N/A | Real Estate Management & Development | Spain |
| CP ALL | CPALL/F | Equity | 0.15% | $90,498.04 | 48,800 | N/A | N/A | Food & Staples Retailing | Thailand |
| Bawag | BG | Equity | 0.15% | $89,570.31 | 3,365 | N/A | N/A | Banks | Austria |
| Grifols | GRF | Equity | 0.15% | $88,951.12 | 2,652 | N/A | N/A | Biotechnology | Spain |
| State Street | STT | Equity | 0.15% | $88,321.12 | 1,709 | N/A | N/A | Capital Markets | United States |
| Hologic | HOLX | Equity | 0.15% | $88,320.00 | 2,560 | N/A | N/A | Health Care Equipment & Supplies | United States |
| Bunge Limited | BG | Equity | 0.15% | $88,152.80 | 2,182 | N/A | N/A | Food Products | United States |
| Illinois Tool Works | ITW | Equity | 0.14% | $88,006.00 | 632 | N/A | N/A | Machinery | United States |
| ASML Holding | ASML | Equity | 0.14% | $87,599.08 | 333 | N/A | N/A | Semiconductors & Semiconductor Equipment | Netherlands |
| GEA Group | G1A | Equity | 0.14% | $87,404.77 | 4,346 | N/A | N/A | Machinery | Germany |
| Fidelity National Information Services | FIS | Equity | 0.14% | $86,568.90 | 709 | N/A | N/A | IT Services | United States |
| Southwest Airlines | LUV | Equity | 0.14% | $86,411.30 | 2,407 | N/A | N/A | Airlines | United States |
| Snap Inc. | SNAP | Equity | 0.14% | $86,266.84 | 7,106 | N/A | N/A | Interactive Media & Services | United States |
| Daio Paper | 3880 | Equity | 0.14% | $85,632.70 | 6,400 | N/A | N/A | Paper & Forest Products | Japan |
| Zimmer Biomet Holdings | ZBH | Equity | 0.14% | $85,049.59 | 859 | N/A | N/A | Health Care Equipment & Supplies | United States |
| European Stability Mechanism | N/A | Fixed Income | 0.14% | $84,211.27 | 77,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) |
| International Game Technology | N/A | Fixed Income | 0.14% | $84,160.49 | 100,000 | N/A | N/A | Gaming | Italy |
| CoStar Group | CSGP | Equity | 0.14% | $83,890.95 | 143 | N/A | N/A | Professional Services | United States |
| Malaysia Government Bond | N/A | Fixed Income | 0.14% | $83,814.74 | 350,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Malaysia |
| Avis Budget Finance | N/A | Fixed Income | 0.14% | $83,488.65 | 100,000 | N/A | N/A | Services | United States |
| FinecoBank Banca Fineco | FBK | Equity | 0.14% | $83,036.58 | 9,249 | N/A | N/A | Banks | Italy |
| IAC/interactivecorp | IAC | Equity | 0.14% | $82,160.04 | 452 | N/A | N/A | Interactive Media & Services | United States |
| PepsiCo | PEP | Equity | 0.14% | $82,000.68 | 664 | N/A | N/A | Beverages | United States |
| Nordea Hypotek | N/A | Fixed Income | 0.13% | $81,956.95 | 800,000 | N/A | N/A | Non - Government Mortgages | Sweden |
| Nordea Bank Abp | NDA | Equity | 0.13% | $81,672.41 | 14,810 | N/A | N/A | Banks | Sweden |
| Johnson Matthey | JMAT | Equity | 0.13% | $80,951.31 | 3,704 | N/A | N/A | Chemicals | United Kingdom |
| Corbion | CRBN | Equity | 0.13% | $80,431.19 | 2,794 | N/A | N/A | Chemicals | Netherlands |
| Philippine Government Bond | N/A | Fixed Income | 0.13% | $79,683.74 | 3,800,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Philippines |
| Centene | CNC | Equity | 0.13% | $78,699.53 | 1,379 | N/A | N/A | Health Care Providers & Services | United States |
| Epiroc | EPIA | Equity | 0.13% | $78,129.79 | 8,072 | N/A | N/A | Machinery | Sweden |
| Hong Kong Exchanges and Clearing | 388 | Equity | 0.13% | $77,865.35 | 2,600 | N/A | N/A | Capital Markets | Hong Kong |
| Bankinter | BKT | Equity | 0.13% | $77,367.43 | 21,306 | N/A | N/A | Banks | Spain |
| Italgas | IG | Equity | 0.13% | $76,564.10 | 13,996 | N/A | N/A | Gas Utilities | Italy |
| CenterPoint Energy | CNP | Equity | 0.13% | $76,422.18 | 4,902 | N/A | N/A | Multi-Utilities | United States |
| Acerinox | ACX | Equity | 0.13% | $76,347.44 | 11,628 | N/A | N/A | Metals & Mining | Spain |
| Indonesia Treasury Bond | N/A | Fixed Income | 0.12% | $75,818.07 | 1,171,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Indonesia |
| Kreditanstalt fuer Wiederaufbau | N/A | Fixed Income | 0.12% | $75,217.67 | 70,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Germany |
| JCDecaux | DEC | Equity | 0.12% | $75,013.46 | 4,209 | N/A | N/A | Media | France |
| Sempra Energy | SRE | Other | 0.12% | $74,375.40 | 764 | N/A | N/A | Multi-Utilities | United States |
| Teleperformance | TEP | Equity | 0.12% | $73,881.99 | 345 | N/A | N/A | Professional Services | France |
| lululemon athletica | LULU | Equity | 0.12% | $73,871.32 | 388 | N/A | N/A | Textiles, Apparel & Luxury Goods | United States |
| Galaxy Entertainment | 27 | Equity | 0.12% | $73,746.32 | 14,000 | N/A | N/A | Hotels Restaurants & Leisure | Hong Kong |
| SK Hynix | 000660 | Equity | 0.12% | $73,350.94 | 1,087 | N/A | N/A | Semiconductors & Semiconductor Equipment | South Korea |
| Smith & Nephew | SN/ | Equity | 0.12% | $73,315.61 | 4,182 | N/A | N/A | Health Care Equipment & Supplies | United Kingdom |
| S&P Global | SPGI | Equity | 0.12% | $72,971.43 | 301 | N/A | N/A | Capital Markets | United States |
| HDFC Bank | HDFCB | Equity | 0.12% | $72,777.19 | 6,392 | N/A | N/A | Banks | India |
| Daikin Industries | 6367 | Equity | 0.12% | $72,631.25 | 600 | N/A | N/A | Building Products | Japan |
| Equitable Holdings | EQH | Equity | 0.12% | $72,495.57 | 4,729 | N/A | N/A | Diversified Financial Services | United States |
| Reckitt Benckiser | RB/ | Equity | 0.12% | $72,493.99 | 951 | N/A | N/A | Household Products | United Kingdom |
| Carvana | CVNA | Equity | 0.12% | $72,151.69 | 1,357 | N/A | N/A | Specialty Retail | United States |
| Verallia SASU | VRLA | Equity | 0.12% | $71,546.32 | 2,871 | N/A | N/A | Containers & Packaging | France |
| Raia Drogasil | RADL3 | Equity | 0.12% | $71,424.29 | 3,600 | N/A | N/A | Food & Staples Retailing | Brazil |
| United Kingdom Gilt | N/A | Fixed Income | 0.12% | $71,423.15 | 53,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | United Kingdom |
| Munich Re | MUV2 | Equity | 0.12% | $71,368.05 | 357 | N/A | N/A | Insurance | Germany |
| Credicorp | BAP | Equity | 0.12% | $71,323.42 | 518 | N/A | N/A | Banks | Peru |
| Lloyds Banking Group | LLOY | Equity | 0.12% | $70,380.09 | 177,240 | N/A | N/A | Banks | United Kingdom |
| SL Green Realty | SLG | Equity | 0.12% | $70,340.48 | 1,568 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Bank Central Asia | BBCA | Equity | 0.12% | $70,155.98 | 41,600 | N/A | N/A | Banks | Indonesia |
| SM Investments | SM | Equity | 0.11% | $69,784.93 | 4,360 | N/A | N/A | Industrial Conglomerates | Philippines |
| Pioneer Natural Resources | PXD | Equity | 0.11% | $69,706.80 | 1,005 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Hilton Worldwide Holdings | HLT | Equity | 0.11% | $69,447.72 | 1,003 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| Advanced Micro Devices | AMD | Equity | 0.11% | $68,998.75 | 1,445 | N/A | N/A | Semiconductors & Semiconductor Equipment | United States |
| Brazil Notas do Tesouro Nacional Serie F | N/A | Fixed Income | 0.11% | $68,823.63 | 31,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Brazil |
| Tennessee Valley Authority | N/A | Fixed Income | 0.11% | $68,403.63 | 37,000 | N/A | N/A | Other U S Govt & Agencies | United States |
| Solasto | 6197 | Equity | 0.11% | $68,119.67 | 7,400 | N/A | N/A | Health Care Providers & Services | Japan |
| Vodafone | VOD | Equity | 0.11% | $68,102.19 | 48,532 | N/A | N/A | Wireless Telecommunication Services | United Kingdom |
| Thermo Fisher Scientific | TMO | Equity | 0.11% | $67,998.15 | 241 | N/A | N/A | Life Sciences Tools & Services | United States |
| Julius Baer | BAER | Equity | 0.11% | $67,500.47 | 1,974 | N/A | N/A | Capital Markets | Switzerland |
| Hoshizaki | 6465 | Equity | 0.11% | $66,933.06 | 900 | N/A | N/A | Machinery | Japan |
| Takeda Pharmaceutical | 4502 | Equity | 0.11% | $66,549.11 | 2,200 | N/A | N/A | Pharmaceuticals | Japan |
| Royal Dutch Shell | RDSB | Equity | 0.11% | $66,232.88 | 3,969 | N/A | N/A | Oil, Gas & Consumable Fuels | United Kingdom |
| Warehouses de Pauw SCA | WDP | Equity | 0.11% | $65,603.12 | 2,439 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Belgium |
| de Longhi | DLG | Equity | 0.11% | $65,574.79 | 3,941 | N/A | N/A | Household Durables | Italy |
| Merck | MRK | Equity | 0.11% | $65,279.26 | 862 | N/A | N/A | Pharmaceuticals | United States |
| EssilorLuxottica | EL | Equity | 0.11% | $64,388.29 | 597 | N/A | N/A | Textiles, Apparel & Luxury Goods | France |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.11% | $64,383.42 | 59,617 | N/A | N/A | Mortgages | United States |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.11% | $63,948.21 | 59,356 | N/A | N/A | Mortgages | United States |
| News Corp | NWSA | Equity | 0.11% | $63,880.01 | 7,043 | N/A | N/A | Media | United States |
| Fortune Brands Home & Security | FBHS | Equity | 0.10% | $63,714.53 | 1,459 | N/A | N/A | Building Products | United States |
| New Residential Mortgage Loan Trust 2018-NQM1 | N/A | Fixed Income | 0.10% | $63,647.22 | 63,884 | N/A | N/A | Whole Loans Backed | United States |
| Loxam SAS | N/A | Fixed Income | 0.10% | $63,329.45 | 100,000 | N/A | N/A | Services | France |
| Budweiser Brewing Co APAC | 1876 | Equity | 0.10% | $62,981.59 | 24,500 | N/A | N/A | Beverages | Hong Kong |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.10% | $61,993.21 | 57,300 | N/A | N/A | Mortgages | United States |
| Capgemini | CAP | Equity | 0.10% | $61,849.24 | 735 | N/A | N/A | IT Services | France |
| Asian development Bank | N/A | Fixed Income | 0.10% | $61,808.92 | 50,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) |
| Anthem | ANTM | Equity | 0.10% | $61,644.37 | 271 | N/A | N/A | Health Care Providers & Services | United States |
| NAVER | 035420 | Equity | 0.10% | $61,330.97 | 443 | N/A | N/A | Interactive Media & Services | South Korea |
| SMS | 2175 | Equity | 0.10% | $61,251.16 | 3,200 | N/A | N/A | Professional Services | Japan |
| Brembo | BRE | Equity | 0.10% | $60,854.62 | 8,005 | N/A | N/A | Auto Components | Italy |
| Argentine Republic Government International Bond | N/A | Fixed Income | 0.10% | $60,802.08 | 200,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Argentina |
| TE Connectivity | TEL | Equity | 0.10% | $60,795.00 | 965 | N/A | N/A | Electronic Equip, Instr & Cmpts | Switzerland |
| Romanian Government International Bond | N/A | Fixed Income | 0.10% | $60,346.65 | 57,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Romania |
| Elanco Animal Health | ELAN | Equity | 0.10% | $60,202.35 | 2,665 | N/A | N/A | Pharmaceuticals | United States |
| Amadeus IT | AMS | Equity | 0.10% | $60,146.40 | 1,264 | N/A | N/A | IT Services | Spain |
| Signature Bank | SBNY | Equity | 0.10% | $59,856.16 | 728 | N/A | N/A | Banks | United States |
| Brazil Notas do Tesouro Nacional Serie F | N/A | Fixed Income | 0.10% | $59,730.46 | 29,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Brazil |
| Las Vegas Sands | LVS | Equity | 0.10% | $59,488.43 | 1,387 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| Kingdom of Belgium Government Bond | N/A | Fixed Income | 0.10% | $59,286.07 | 47,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Belgium |
| Kion | KGX | Equity | 0.10% | $59,077.66 | 1,410 | N/A | N/A | Machinery | Germany |
| Mitsubishi Electric | 6503 | Equity | 0.10% | $58,746.95 | 4,800 | N/A | N/A | Electrical Equipment | Japan |
| Russian Federal Bond - ofZ | N/A | Fixed Income | 0.10% | $58,348.86 | 4,400,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Russia |
| Royal Bank of Canada | RY | Equity | 0.10% | $58,250.29 | 971 | N/A | N/A | Banks | Canada |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.10% | $58,180.64 | 53,742 | N/A | N/A | Mortgages | United States |
| Stericycle | SRCL | Equity | 0.10% | $57,991.50 | 1,225 | N/A | N/A | Commercial Services & Supplies | United States |
| Kyowa Kirin | 4151 | Equity | 0.10% | $57,733.67 | 2,600 | N/A | N/A | Pharmaceuticals | Japan |
| KBC | KBC | Equity | 0.09% | $57,481.81 | 1,253 | N/A | N/A | Banks | Belgium |
| Vodafone | N/A | Fixed Income | 0.09% | $57,300.08 | 50,000 | N/A | N/A | Wireless Communications | United Kingdom |
| Morocco Government International Bond | N/A | Fixed Income | 0.09% | $56,517.72 | 50,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Morocco |
| AbbVie | N/A | Fixed Income | 0.09% | $56,423.56 | 55,000 | N/A | N/A | Drugs | United States |
| European Investment Bank | N/A | Fixed Income | 0.09% | $56,169.03 | 45,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) |
| Rockwell Automation | ROK | Equity | 0.09% | $56,057.89 | 379 | N/A | N/A | Electrical Equipment | United States |
| Sri Lanka Government Bonds | N/A | Fixed Income | 0.09% | $55,333.93 | 10,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Sri Lanka |
| Samsung Electronics | 005935 | Equity | 0.09% | $55,067.54 | 1,687 | N/A | N/A | Technology Hardware, Storage & Peripherals | South Korea |
| Nielsen Holdings | NLSN | Equity | 0.09% | $54,814.54 | 4,223 | N/A | N/A | Professional Services | United States |
| Husqvarna | HUSQB | Equity | 0.09% | $54,271.25 | 11,030 | N/A | N/A | Household Durables | Sweden |
| NXP Semiconductors | NXPI | Equity | 0.09% | $54,179.78 | 647 | N/A | N/A | Semiconductors & Semiconductor Equipment | Netherlands |
| Recruit Holdings | 6098 | Equity | 0.09% | $53,242.92 | 2,100 | N/A | N/A | Professional Services | Japan |
| Banco Santander Chile | BSAC | Equity | 0.09% | $53,138.28 | 3,588 | N/A | N/A | Banks | Chile |
| Magna International | MGA | Equity | 0.09% | $53,053.53 | 1,641 | N/A | N/A | Auto Components | Canada |
| Volkswagen Financial Services | N/A | Fixed Income | 0.09% | $52,792.70 | 50,000 | N/A | N/A | Automotive | Germany |
| TAL Education | TAL | Equity | 0.09% | $52,601.70 | 1,005 | N/A | N/A | Diversified Consumer Services | China |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.09% | $52,453.73 | 48,278 | N/A | N/A | Mortgages | United States |
| Synopsys | SNPS | Equity | 0.09% | $52,257.93 | 409 | N/A | N/A | Software | United States |
| United Kingdom Gilt | N/A | Fixed Income | 0.09% | $52,127.95 | 41,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | United Kingdom |
| Autoliv | ALIV | Equity | 0.08% | $51,537.39 | 1,094 | N/A | N/A | Auto Components | Sweden |
| MercadoLibre | MELI | Equity | 0.08% | $51,480.91 | 107 | N/A | N/A | Internet & Direct Marketing Retail | Argentina |
| Banco Bradesco | BBDC4 | Equity | 0.08% | $51,258.86 | 12,772 | N/A | N/A | Banks | Brazil |
| ConocoPhillips | COP | Equity | 0.08% | $51,257.70 | 1,690 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Southern | SO | Other | 0.08% | $50,229.90 | 1,071 | N/A | N/A | Electric Utilities | United States |
| DPL | N/A | Fixed Income | 0.08% | $50,039.81 | 49,000 | N/A | N/A | Utilities | United States |
| Kreditanstalt fuer Wiederaufbau | N/A | Fixed Income | 0.08% | $49,965.78 | 80,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Germany |
| Avantor | AVTR | Equity | 0.08% | $49,540.08 | 4,101 | N/A | N/A | Life Sciences Tools & Services | United States |
| Valmet | VALMT | Equity | 0.08% | $49,109.34 | 2,506 | N/A | N/A | Machinery | Finland |
| DBS Group | DBS | Equity | 0.08% | $49,040.12 | 3,800 | N/A | N/A | Banks | Singapore |
| Cigna | N/A | Fixed Income | 0.08% | $48,934.28 | 45,000 | N/A | N/A | Insurance | United States |
| GMO Payment Gateway | 3769 | Equity | 0.08% | $48,562.99 | 700 | N/A | N/A | IT Services | Japan |
| Morgan Stanley | N/A | Fixed Income | 0.08% | $48,532.30 | 45,000 | N/A | N/A | Banking | United States |
| Infosys | INFO | Equity | 0.08% | $48,083.25 | 5,682 | N/A | N/A | IT Services | India |
| Brixmor Operating Partnership | N/A | Fixed Income | 0.08% | $47,871.26 | 45,000 | N/A | N/A | Real Estate Investment Trust Securities | United States |
| Charter Communications Operating LLC / Charter Communications Operating Capital | N/A | Fixed Income | 0.08% | $47,842.91 | 45,000 | N/A | N/A | Cable Operators | United States |
| Shoprite Holdings | SHP | Equity | 0.08% | $47,835.99 | 6,979 | N/A | N/A | Food & Staples Retailing | South Africa |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.08% | $47,833.97 | 45,145 | N/A | N/A | Mortgages | United States |
| Workday | WDAY | Equity | 0.08% | $47,770.17 | 357 | N/A | N/A | Software | United States |
| Ingersoll-Rand | IR | Equity | 0.08% | $47,656.75 | 1,975 | N/A | N/A | Machinery | United States |
| JPMorgan Chase | N/A | Fixed Income | 0.08% | $47,476.43 | 45,000 | N/A | N/A | Banking | United States |
| Bank of America | N/A | Fixed Income | 0.08% | $47,389.34 | 45,000 | N/A | N/A | Banking | United States |
| Wal-Mart de Mexico | WALMEX* | Equity | 0.08% | $46,918.73 | 20,100 | N/A | N/A | Food & Staples Retailing | Mexico |
| Bhp | BHP | Equity | 0.08% | $46,774.49 | 2,540 | N/A | N/A | Metals & Mining | Australia |
| CC Holdings GS V LLC / Crown Castle GS III | N/A | Fixed Income | 0.08% | $46,767.07 | 45,000 | N/A | N/A | Wireless Communications | United States |
| President Chain Store | 2912 | Equity | 0.08% | $46,731.67 | 5,000 | N/A | N/A | Food & Staples Retailing | Taiwan |
| Kweichow Moutai | 600519 | Equity | 0.08% | $46,707.44 | 300 | N/A | N/A | Beverages | China |
| Norfolk Southern | NSC | Equity | 0.08% | $46,548.21 | 321 | N/A | N/A | Road & Rail | United States |
| Alexandria Real Estate Equities | N/A | Fixed Income | 0.08% | $46,242.63 | 45,000 | N/A | N/A | Real Estate Investment Trust Securities | United States |
| OTP Bank | OTP | Equity | 0.08% | $46,220.53 | 1,575 | N/A | N/A | Banks | Hungary |
| Sequoia Mortgage Trust 2018-CH3 | N/A | Fixed Income | 0.08% | $45,998.51 | 45,783 | N/A | N/A | Whole Loans Backed | United States |
| WFRBS Commercial Mortgage Trust 2012-C6 | N/A | Fixed Income | 0.08% | $45,860.99 | 45,000 | N/A | N/A | Commercial Mortgage Backed Securities | United States |
| Travis Perkins | TPK | Equity | 0.08% | $45,742.02 | 4,226 | N/A | N/A | Trading Companies & Distributors | United Kingdom |
| Southern | N/A | Fixed Income | 0.07% | $45,448.21 | 45,000 | N/A | N/A | Utilities | United States |
| China Resources Beer Holdings | 291 | Equity | 0.07% | $45,445.96 | 10,000 | N/A | N/A | Beverages | China |
| Citigroup | C | Equity | 0.07% | $44,555.70 | 1,029 | N/A | N/A | Banks | United States |
| Toronto-Dominion Bank | TD | Equity | 0.07% | $43,905.20 | 1,060 | N/A | N/A | Banks | Canada |
| Al Rajhi Bank | RJHI | Equity | 0.07% | $43,099.01 | 3,016 | N/A | N/A | Banks | Saudi Arabia |
| Vereit Operating Partnership | N/A | Fixed Income | 0.07% | $42,839.21 | 45,000 | N/A | N/A | Real Estate Investment Trust Securities | United States |
| Shimano | 7309 | Equity | 0.07% | $42,521.04 | 300 | N/A | N/A | Leisure Products | Japan |
| Gree Electric Appliances Inc of Zhuhai | 000651 | Equity | 0.07% | $42,348.45 | 5,800 | N/A | N/A | Household Durables | China |
| Slack Technologies | WORK | Equity | 0.07% | $42,234.30 | 1,503 | N/A | N/A | Software | United States |
| Chipotle Mexican Grill | CMG | Equity | 0.07% | $42,120.00 | 65 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| SMC | 6273 | Equity | 0.07% | $41,953.86 | 100 | N/A | N/A | Machinery | Japan |
| First Abu Dhabi Bank | FAB | Equity | 0.07% | $41,821.80 | 16,107 | N/A | N/A | Banks | United Arab Emirates |
| Franklin Resources | BEN | Equity | 0.07% | $41,817.21 | 2,427 | N/A | N/A | Capital Markets | United States |
| Kansai Paint | 4613 | Equity | 0.07% | $41,550.94 | 2,200 | N/A | N/A | Chemicals | Japan |
| International Bank for Reconstruction & development | N/A | Fixed Income | 0.07% | $41,435.61 | 33,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) |
| General Motors Financial | N/A | Fixed Income | 0.07% | $40,610.63 | 45,000 | N/A | N/A | Financial | United States |
| Lojas Renner | LREN3 | Equity | 0.07% | $40,474.36 | 5,945 | N/A | N/A | Multiline Retail | Brazil |
| Fast Retailing | 9983 | Equity | 0.07% | $40,348.11 | 100 | N/A | N/A | Specialty Retail | Japan |
| Marvell Technology Group | MRVL | Equity | 0.07% | $40,332.59 | 1,787 | N/A | N/A | Semiconductors & Semiconductor Equipment | United States |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.07% | $40,248.45 | 37,092 | N/A | N/A | Mortgages | United States |
| FANUC | 6954 | Equity | 0.07% | $40,120.71 | 300 | N/A | N/A | Machinery | Japan |
| Canadian Government Bond | N/A | Fixed Income | 0.07% | $39,873.43 | 42,000 | N/A | N/A | Canadian Govts & Municipalities | Canada |
| Incyte | INCY | Equity | 0.07% | $39,744.11 | 553 | N/A | N/A | Biotechnology | United States |
| Anheuser-Busch InBev SA/NV | ABI | Equity | 0.07% | $39,578.97 | 913 | N/A | N/A | Beverages | Belgium |
| Concho Resources | CXO | Equity | 0.07% | $39,570.74 | 902 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| X5 Retail Group | FIVE | Equity | 0.06% | $39,274.20 | 1,518 | N/A | N/A | Food & Staples Retailing | Russia |
| FNMA 15YR | N/A | Fixed Income | 0.06% | $38,914.96 | 37,000 | N/A | N/A | Mortgages | United States |
| Sumitomo Densetsu | 1949 | Equity | 0.06% | $38,757.26 | 1,900 | N/A | N/A | Construction & Engineering | Japan |
| GNMA ll 30 YR | N/A | Fixed Income | 0.06% | $38,646.77 | 36,175 | N/A | N/A | Mortgages | United States |
| Nintendo | 7974 | Equity | 0.06% | $38,474.70 | 100 | N/A | N/A | Entertainment | Japan |
| Energy Transfer Operating | N/A | Fixed Income | 0.06% | $38,394.83 | 40,000 | N/A | N/A | Oil Field Serv | United States |
| Alexion Pharmaceuticals | ALXN | Equity | 0.06% | $38,253.60 | 440 | N/A | N/A | Biotechnology | United States |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.06% | $37,998.76 | 34,926 | N/A | N/A | Mortgages | United States |
| Suzuki Motor | 7269 | Equity | 0.06% | $37,902.40 | 1,600 | N/A | N/A | Automobiles | Japan |
| Hangzhou Hikvision Digital Technology | 002415 | Equity | 0.06% | $37,804.42 | 9,700 | N/A | N/A | Electronic Equip, Instr & Cmpts | China |
| NXP BV / NXP Funding | N/A | Fixed Income | 0.06% | $37,719.05 | 35,000 | N/A | N/A | Information Technology | Netherlands |
| Softbank Corp | 9434 | Equity | 0.06% | $36,724.68 | 2,900 | N/A | N/A | Wireless Telecommunication Services | Japan |
| Nippon Paint Holdings | 4612 | Equity | 0.06% | $36,503.96 | 700 | N/A | N/A | Chemicals | Japan |
| BM&FBOVESPA | B3SA3 | Equity | 0.06% | $36,351.82 | 5,200 | N/A | N/A | Capital Markets | Brazil |
| Federal Home Loan Mortgage | N/A | Fixed Income | 0.06% | $36,039.11 | 33,579 | N/A | N/A | Mortgages | United States |
| Kubota | 6326 | Equity | 0.06% | $35,472.76 | 2,800 | N/A | N/A | Machinery | Japan |
| Bunzl | BNZL | Equity | 0.06% | $35,456.82 | 1,785 | N/A | N/A | Trading Companies & Distributors | United Kingdom |
| Russian Federal Bond - ofZ | N/A | Fixed Income | 0.06% | $35,155.87 | 2,585,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Russia |
| Murata Manufacturing | 6981 | Equity | 0.06% | $34,939.62 | 700 | N/A | N/A | Electronic Equip, Instr & Cmpts | Japan |
| Occidental Petroleum | OXY | Equity | 0.06% | $34,526.08 | 2,956 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| CyberAgent | 4751 | Equity | 0.06% | $34,512.98 | 900 | N/A | N/A | Media | Japan |
| Sanlam | SLM | Equity | 0.06% | $34,046.41 | 11,834 | N/A | N/A | Insurance | South Africa |
| Boardwalk Pipelines | N/A | Fixed Income | 0.06% | $33,993.33 | 40,000 | N/A | N/A | Energy | United States |
| GNMA ll 30 YR | N/A | Fixed Income | 0.06% | $33,947.05 | 31,909 | N/A | N/A | Mortgages | United States |
| Shimadzu | 7701 | Equity | 0.06% | $33,849.13 | 1,300 | N/A | N/A | Electronic Equip, Instr & Cmpts | Japan |
| Konecranes | KCR | Equity | 0.06% | $33,672.60 | 1,989 | N/A | N/A | Machinery | Finland |
| Cyprus Government International Bond | N/A | Fixed Income | 0.06% | $33,565.99 | 26,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Cyprus |
| Hikari Tsushin | 9435 | Equity | 0.05% | $33,305.81 | 200 | N/A | N/A | IT Services | Japan |
| Sansan | 4443 | Equity | 0.05% | $33,046.50 | 800 | N/A | N/A | Software | Japan |
| Naspers | NPN | Equity | 0.05% | $32,986.75 | 234 | N/A | N/A | Internet & Direct Marketing Retail | South Africa |
| Hamamatsu Photonics KK | 6965 | Equity | 0.05% | $32,482.27 | 800 | N/A | N/A | Electronic Equip, Instr & Cmpts | Japan |
| Thailand Government Bond | N/A | Fixed Income | 0.05% | $32,464.43 | 1,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Thailand |
| Uni-President Enterprises | 1216 | Equity | 0.05% | $32,422.58 | 15,000 | N/A | N/A | Food Products | Taiwan |
| Trip.Com | TCOM | Equity | 0.05% | $32,298.98 | 1,394 | N/A | N/A | Internet & Direct Marketing Retail | China |
| BNP Paribas | BNP | Equity | 0.05% | $32,213.42 | 1,091 | N/A | N/A | Banks | France |
| Baidu | BIDU | Equity | 0.05% | $32,024.86 | 314 | N/A | N/A | Interactive Media & Services | China |
| Canadian Government Bond | N/A | Fixed Income | 0.05% | $32,015.69 | 40,000 | N/A | N/A | Canadian Govts & Municipalities | Canada |
| Canadian National Railway | CNR | Equity | 0.05% | $31,964.88 | 422 | N/A | N/A | Road & Rail | Canada |
| Fujitec | 6406 | Equity | 0.05% | $31,828.24 | 2,500 | N/A | N/A | Machinery | Japan |
| Southern Copper | SCCO | Equity | 0.05% | $31,788.26 | 1,141 | N/A | N/A | Metals & Mining | Peru |
| UNITE | UTG | Equity | 0.05% | $31,248.12 | 3,172 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United Kingdom |
| Republic of Austria Government Bond | N/A | Fixed Income | 0.05% | $31,241.89 | 17,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Austria |
| Diamondback Energy | N/A | Fixed Income | 0.05% | $30,433.03 | 40,000 | N/A | N/A | Energy | United States |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | N/A | Fixed Income | 0.05% | $29,699.27 | 30,000 | N/A | N/A | Commercial Mortgage Backed Securities | United States |
| Norma | NOEJ | Equity | 0.05% | $29,657.59 | 1,603 | N/A | N/A | Machinery | Germany |
| FirstRand | FSR | Equity | 0.05% | $29,491.08 | 13,273 | N/A | N/A | Diversified Financial Services | South Africa |
| Prudential | PRU | Equity | 0.05% | $29,462.18 | 2,377 | N/A | N/A | Insurance | United Kingdom |
| Italy Buoni Poliennali del Tesoro | N/A | Fixed Income | 0.05% | $29,444.18 | 25,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Italy |
| Bundesrepublik deutschland Bundesanleihe | N/A | Fixed Income | 0.05% | $29,416.32 | 25,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Germany |
| Universal Robina | URC | Equity | 0.05% | $29,263.78 | 14,400 | N/A | N/A | Food Products | Philippines |
| J.B. Hunt Transport Services | JBHT | Equity | 0.05% | $28,520.88 | 302 | N/A | N/A | Road & Rail | United States |
| Benefit One | 2412 | Equity | 0.05% | $28,388.34 | 2,200 | N/A | N/A | Professional Services | Japan |
| Constellation Software Inc/Canada | CSU | Equity | 0.05% | $28,115.72 | 31 | N/A | N/A | Software | Canada |
| CSPC Pharmaceutical | 1093 | Equity | 0.05% | $27,725.85 | 14,000 | N/A | N/A | Pharmaceuticals | China |
| Vistra Operations | N/A | Fixed Income | 0.05% | $27,535.38 | 30,000 | N/A | N/A | Utilities | United States |
| Yifeng Pharmacy Chain | 603939 | Equity | 0.05% | $27,467.23 | 2,097 | N/A | N/A | Food & Staples Retailing | China |
| Hoshino Resorts REIT | 3287 | Equity | 0.05% | $27,395.68 | 9 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Japan |
| Hitachi Metals | 5486 | Equity | 0.04% | $27,119.62 | 2,600 | N/A | N/A | Metals & Mining | Japan |
| Rio Tinto | RIO | Equity | 0.04% | $27,118.88 | 527 | N/A | N/A | Metals & Mining | Australia |
| CSL | CSL | Equity | 0.04% | $26,974.17 | 148 | N/A | N/A | Biotechnology | Australia |
| Brookfield Asset Management | BAM/A | Equity | 0.04% | $26,712.42 | 613 | N/A | N/A | Capital Markets | Canada |
| Pigeon | 7956 | Equity | 0.04% | $26,631.80 | 700 | N/A | N/A | Household Products | Japan |
| Mabuchi Motor | 6592 | Equity | 0.04% | $26,621.04 | 900 | N/A | N/A | Electrical Equipment | Japan |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.04% | $26,243.39 | 24,740 | N/A | N/A | Mortgages | United States |
| Astra International | ASII | Equity | 0.04% | $25,755.93 | 109,100 | N/A | N/A | Automobiles | Indonesia |
| Franco-Nevada | FNV | Equity | 0.04% | $25,608.00 | 264 | N/A | N/A | Metals & Mining | Canada |
| Oriental Land | 4661 | Equity | 0.04% | $25,374.62 | 200 | N/A | N/A | Hotels Restaurants & Leisure | Japan |
| Tenaris | TS | Equity | 0.04% | $25,299.76 | 2,084 | N/A | N/A | Energy Equipment & Services | Argentina |
| Freee KK | 4478 | Equity | 0.04% | $25,200.38 | 800 | N/A | N/A | Software | Japan |
| Ezaki Glico | 2206 | Equity | 0.04% | $25,126.68 | 600 | N/A | N/A | Food Products | Japan |
| Oracle | N/A | Fixed Income | 0.04% | $24,913.25 | 25,000 | N/A | N/A | Computer Service & Software | United States |
| Wynn Resorts | WYNN | Equity | 0.04% | $24,717.15 | 405 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| Rio Tinto | RIO | Equity | 0.04% | $24,634.66 | 546 | N/A | N/A | Metals & Mining | United Kingdom |
| Sandvik | SAND | Equity | 0.04% | $24,571.40 | 1,772 | N/A | N/A | Machinery | Sweden |
| Pan Pacific International Holdings | 7532 | Equity | 0.04% | $24,511.78 | 1,300 | N/A | N/A | Multiline Retail | Japan |
| Bank of Nova Scotia | BNS | Equity | 0.04% | $24,496.98 | 625 | N/A | N/A | Banks | Canada |
| Fancl | 4921 | Equity | 0.04% | $24,454.45 | 1,100 | N/A | N/A | Personal Products | Japan |
| Woolworths | WOW | Equity | 0.04% | $24,383.48 | 1,136 | N/A | N/A | Food & Staples Retailing | Australia |
| Woodside Finance | N/A | Fixed Income | 0.04% | $24,137.43 | 25,000 | N/A | N/A | Exploration & Production | Australia |
| XP | XP | Equity | 0.04% | $24,035.20 | 1,184 | N/A | N/A | Capital Markets | Brazil |
| Sumitomo Electric Industries | 5802 | Equity | 0.04% | $23,947.57 | 2,300 | N/A | N/A | Auto Components | Japan |
| Sunny Optical Technology | 2382 | Equity | 0.04% | $23,920.70 | 1,800 | N/A | N/A | Electronic Equip, Instr & Cmpts | China |
| Hyundai Capital America | N/A | Fixed Income | 0.04% | $23,797.24 | 25,000 | N/A | N/A | Automotive | United States |
| National Commercial Bank | NCB | Equity | 0.04% | $23,455.08 | 2,543 | N/A | N/A | Banks | Saudi Arabia |
| Kohl's | KSS | Equity | 0.04% | $23,229.00 | 1,450 | N/A | N/A | Multiline Retail | United States |
| TechnoPro Holdings | 6028 | Equity | 0.04% | $23,207.77 | 500 | N/A | N/A | Professional Services | Japan |
| Clicks Group | CLS | Equity | 0.04% | $23,067.83 | 1,618 | N/A | N/A | Food & Staples Retailing | South Africa |
| Barrick Gold | ABX | Equity | 0.04% | $22,879.15 | 1,220 | N/A | N/A | Metals & Mining | Canada |
| Becton Dickinson And | BDX | Other | 0.04% | $22,828.70 | 430 | N/A | N/A | Health Care Equipment & Supplies | United States |
| Money Forward | 3994 | Equity | 0.04% | $22,681.00 | 600 | N/A | N/A | Software | Japan |
| McDonald's | MCD | Equity | 0.04% | $22,501.80 | 135 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| Hengan International Group | 1044 | Equity | 0.04% | $22,391.77 | 3,000 | N/A | N/A | Personal Products | China |
| Airports of Thailand | AOT/F | Equity | 0.04% | $22,321.32 | 14,400 | N/A | N/A | Transportation Infrastructure | Thailand |
| Aristocrat Leisure | ALL | Equity | 0.04% | $22,131.08 | 1,713 | N/A | N/A | Hotels Restaurants & Leisure | Australia |
| JINS Holdings | 3046 | Equity | 0.04% | $21,859.72 | 400 | N/A | N/A | Specialty Retail | Japan |
| Grupo Aeroportuario del Sureste | ASR | Equity | 0.04% | $21,826.05 | 227 | N/A | N/A | Transportation Infrastructure | Mexico |
| Midea | 000333 | Equity | 0.04% | $21,694.48 | 3,200 | N/A | N/A | Household Durables | China |
| Yandex | YNDX | Equity | 0.04% | $21,408.52 | 628 | N/A | N/A | Interactive Media & Services | Russia |
| Shanghai International Airport | 600009 | Equity | 0.04% | $21,279.92 | 2,500 | N/A | N/A | Transportation Infrastructure | China |
| Suzano | SUZB3 | Equity | 0.04% | $21,269.37 | 3,200 | N/A | N/A | Paper & Forest Products | Brazil |
| Mail.Ru | Equity | 0.03% | $21,156.24 | 1,372 | N/A | N/A | Interactive Media & Services | Russia | |
| BIM Birlesik Magazalar | BIMAS | Equity | 0.03% | $20,963.03 | 2,752 | N/A | N/A | Food & Staples Retailing | Turkey |
| Micron Technology | N/A | Fixed Income | 0.03% | $20,919.48 | 20,000 | N/A | N/A | Information Technology | United States |
| Morgan Stanley Capital I Trust 2017-ASHF | N/A | Fixed Income | 0.03% | $20,760.97 | 25,000 | N/A | N/A | Commercial Mortgage Backed Securities | United States |
| Cummins | CMI | Equity | 0.03% | $20,684.04 | 156 | N/A | N/A | Machinery | United States |
| Prosus | PRX | Equity | 0.03% | $20,637.34 | 300 | N/A | N/A | Internet & Direct Marketing Retail | Netherlands |
| Nidec | 6594 | Equity | 0.03% | $20,563.79 | 400 | N/A | N/A | Electrical Equipment | Japan |
| Indonesia Treasury Bond | N/A | Fixed Income | 0.03% | $20,170.28 | 350,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Indonesia |
| Network International Holdings | NETW | Equity | 0.03% | $19,990.36 | 4,126 | N/A | N/A | IT Services | United Arab Emirates |
| Disco | 6146 | Equity | 0.03% | $19,517.81 | 100 | N/A | N/A | Semiconductors & Semiconductor Equipment | Japan |
| 58.com | WUBA | Equity | 0.03% | $19,475.71 | 391 | N/A | N/A | Interactive Media & Services | China |
| Royal Caribbean Cruises | RCL | Equity | 0.03% | $19,440.00 | 576 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| Samsonite International | 1910 | Equity | 0.03% | $19,228.50 | 20,400 | N/A | N/A | Textiles, Apparel & Luxury Goods | Hong Kong |
| Nippon Seiki | 7287 | Equity | 0.03% | $19,177.43 | 1,800 | N/A | N/A | Auto Components | Japan |
| Sempra Energy | SRE | Other | 0.03% | $19,023.84 | 198 | N/A | N/A | Multi-Utilities | United States |
| CGI | GIB/A | Equity | 0.03% | $18,982.80 | 360 | N/A | N/A | IT Services | Canada |
| Power Grid Corp of India | PWGR | Equity | 0.03% | $18,600.12 | 8,828 | N/A | N/A | Electric Utilities | India |
| Indonesia Treasury Bond | N/A | Fixed Income | 0.03% | $18,599.22 | 275,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Indonesia |
| Enbridge | ENB | Equity | 0.03% | $18,544.03 | 655 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Canadian Pacific Railway | CP | Equity | 0.03% | $18,392.83 | 85 | N/A | N/A | Road & Rail | Canada |
| Mitsubishi Motors | 7211 | Equity | 0.03% | $17,944.97 | 6,400 | N/A | N/A | Automobiles | Japan |
| Franco-Nevada | FNV | Equity | 0.03% | $17,812.83 | 184 | N/A | N/A | Metals & Mining | Canada |
| Tencent Music Entertainment | TME | Equity | 0.03% | $17,727.50 | 1,750 | N/A | N/A | Entertainment | China |
| Freddie Mac Whole Loan Securities Trust | N/A | Fixed Income | 0.03% | $17,573.48 | 17,867 | N/A | N/A | Whole Loans Backed | United States |
| Mitsubishi Heavy Industries | 7011 | Equity | 0.03% | $17,534.09 | 700 | N/A | N/A | Machinery | Japan |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.03% | $17,290.84 | 15,979 | N/A | N/A | Mortgages | United States |
| National Bank of Kuwait | NBK | Equity | 0.03% | $17,048.64 | 7,402 | N/A | N/A | Banks | Kuwait |
| Manulife Financial | MFC | Equity | 0.03% | $17,016.76 | 1,405 | N/A | N/A | Insurance | Canada |
| JMDC | 4483 | Equity | 0.03% | $16,941.27 | 400 | N/A | N/A | Health Care Technology | Japan |
| Prologis | PLD | Equity | 0.03% | $16,539.30 | 207 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Alimentation Couche-Tard | ATD/B | Equity | 0.03% | $16,421.81 | 706 | N/A | N/A | Food & Staples Retailing | Canada |
| Isuzu Motors | 7202 | Equity | 0.03% | $16,392.84 | 2,500 | N/A | N/A | Automobiles | Japan |
| Komatsu | 6301 | Equity | 0.03% | $16,333.49 | 1,000 | N/A | N/A | Machinery | Japan |
| Maruti Suzuki India | MSIL | Equity | 0.03% | $16,263.94 | 286 | N/A | N/A | Automobiles | India |
| StoneCo | STNE | Equity | 0.03% | $16,234.24 | 704 | N/A | N/A | IT Services | Brazil |
| Australia Government Bond | N/A | Fixed Income | 0.03% | $15,870.95 | 20,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Australia |
| Central Japan Railway | 9022 | Equity | 0.03% | $15,826.91 | 100 | N/A | N/A | Road & Rail | Japan |
| Suncor Energy | SU | Equity | 0.03% | $15,639.19 | 1,047 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| APA | APA | Equity | 0.03% | $15,498.64 | 2,456 | N/A | N/A | Gas Utilities | Australia |
| Pagseguro Digital | PAGS | Equity | 0.03% | $15,431.85 | 805 | N/A | N/A | IT Services | Brazil |
| Italy Buoni Poliennali del Tesoro | N/A | Fixed Income | 0.03% | $15,217.50 | 13,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Italy |
| Australia Government Bond | N/A | Fixed Income | 0.03% | $15,211.00 | 18,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Australia |
| Porto Seguro | PSSA3 | Equity | 0.02% | $15,066.27 | 1,738 | N/A | N/A | Insurance | Brazil |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | N/A | Fixed Income | 0.02% | $14,990.42 | 15,000 | N/A | N/A | Auto Backed | United States |
| Komercni Banka | KOMB | Equity | 0.02% | $14,699.87 | 772 | N/A | N/A | Banks | Czech Republic |
| Pola Orbis Holdings | 4927 | Equity | 0.02% | $14,660.12 | 800 | N/A | N/A | Personal Products | Japan |
| Nike | NKE | Equity | 0.02% | $14,659.75 | 175 | N/A | N/A | Textiles, Apparel & Luxury Goods | United States |
| NET One Systems | 7518 | Equity | 0.02% | $14,379.23 | 700 | N/A | N/A | IT Services | Japan |
| Comcast | N/A | Fixed Income | 0.02% | $14,219.30 | 13,000 | N/A | N/A | Cable Operators | United States |
| Nifco | 7988 | Equity | 0.02% | $14,196.54 | 800 | N/A | N/A | Auto Components | Japan |
| UT | 2146 | Equity | 0.02% | $14,143.95 | 1,400 | N/A | N/A | Professional Services | Japan |
| FamilyMart | 8028 | Equity | 0.02% | $14,141.99 | 800 | N/A | N/A | Food & Staples Retailing | Japan |
| Welcia Holdings | 3141 | Equity | 0.02% | $13,929.11 | 200 | N/A | N/A | Food & Staples Retailing | Japan |
| Capitec Bank Holdings | CPI | Equity | 0.02% | $13,842.11 | 280 | N/A | N/A | Banks | South Africa |
| Republic of Lithuania | N/A | Fixed Income | 0.02% | $13,608.13 | 10,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Lithuania |
| Demae-Can | 2484 | Equity | 0.02% | $13,590.15 | 1,400 | N/A | N/A | Internet & Direct Marketing Retail | Japan |
| Emera | EMA | Equity | 0.02% | $13,477.25 | 348 | N/A | N/A | Electric Utilities | Canada |
| Industrial & Infrastructure Fund Invstmt | 3249 | Equity | 0.02% | $13,448.44 | 10 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Japan |
| Australia & New Zealand Banking | ANZ | Equity | 0.02% | $13,443.85 | 1,282 | N/A | N/A | Banks | Australia |
| Newmont | NEM | Equity | 0.02% | $13,161.56 | 293 | N/A | N/A | Metals & Mining | United States |
| Bonos de la Tesoreria de la Republica en pesos | N/A | Fixed Income | 0.02% | $12,855.13 | 10,000,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Chile |
| AAC Technologies Holdings | 2018 | Equity | 0.02% | $12,811.00 | 2,500 | N/A | N/A | Electronic Equip, Instr & Cmpts | China |
| Fortis | FTS | Equity | 0.02% | $12,733.55 | 346 | N/A | N/A | Electric Utilities | Canada |
| Mexican Bonos | N/A | Fixed Income | 0.02% | $12,631.64 | 300,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Mexico |
| Zojirushi | 7965 | Equity | 0.02% | $12,229.90 | 900 | N/A | N/A | Household Durables | Japan |
| Sumitomo Seika Chemicals | 4008 | Equity | 0.02% | $12,222.94 | 500 | N/A | N/A | Chemicals | Japan |
| Amcor | AMC | Equity | 0.02% | $12,184.10 | 1,526 | N/A | N/A | Containers & Packaging | United Kingdom |
| Slovenia Government Bond | N/A | Fixed Income | 0.02% | $11,583.74 | 10,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Slovenia |
| China Longyuan Power | 916 | Equity | 0.02% | $11,499.70 | 21,000 | N/A | N/A | Independent Power & Renewable Electricity Producer | China |
| Waste Connections | WCN | Equity | 0.02% | $11,463.00 | 150 | N/A | N/A | Commercial Services & Supplies | United States |
| Carnival | CCL | Equity | 0.02% | $11,376.72 | 916 | N/A | N/A | Hotels Restaurants & Leisure | United States |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.02% | $11,266.99 | 10,292 | N/A | N/A | Mortgages | United States |
| Canadian Imperial Bank of Commerce | CM | Equity | 0.02% | $11,154.37 | 200 | N/A | N/A | Banks | Canada |
| Intact Financial | IFC | Equity | 0.02% | $11,133.90 | 133 | N/A | N/A | Insurance | Canada |
| Commonwealth Bank of Australia | CBA | Equity | 0.02% | $11,013.79 | 291 | N/A | N/A | Banks | Australia |
| Grupo Aval Acciones y Valores | AVAL | Equity | 0.02% | $10,704.00 | 2,400 | N/A | N/A | Banks | Colombia |
| ResMed | RMD | Equity | 0.02% | $10,598.89 | 696 | N/A | N/A | Health Care Equipment & Supplies | United States |
| Ia Financial | IAG | Equity | 0.02% | $10,564.17 | 345 | N/A | N/A | Insurance | Canada |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.02% | $10,491.15 | 9,655 | N/A | N/A | Mortgages | United States |
| Rogers Communications | RCI/B | Equity | 0.02% | $10,418.35 | 258 | N/A | N/A | Wireless Telecommunication Services | Canada |
| Canadian Natural Resources | CNQ | Equity | 0.02% | $10,402.23 | 807 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Wesfarmers | WES | Equity | 0.02% | $10,322.27 | 490 | N/A | N/A | Multiline Retail | Australia |
| FNMA 30 YR | N/A | Fixed Income | 0.02% | $10,308.43 | 9,702 | N/A | N/A | Mortgages | United States |
| CVS Health | N/A | Fixed Income | 0.02% | $10,263.05 | 10,000 | N/A | N/A | Retail | United States |
| Nippon Ceramic | 6929 | Equity | 0.02% | $10,172.05 | 600 | N/A | N/A | Electronic Equip, Instr & Cmpts | Japan |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.02% | $10,145.35 | 9,246 | N/A | N/A | Mortgages | United States |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.02% | $10,133.22 | 9,334 | N/A | N/A | Mortgages | United States |
| Edison International | N/A | Fixed Income | 0.02% | $10,106.32 | 10,000 | N/A | N/A | Utilities | United States |
| AvalonBay Communities | AVB | Equity | 0.02% | $10,082.97 | 69 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Pembina Pipeline | PPL | Equity | 0.02% | $10,075.41 | 567 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Fortescue Metals | FMG | Equity | 0.02% | $10,047.70 | 1,655 | N/A | N/A | Metals & Mining | Australia |
| Santander Retail Auto Lease Trust 2017 | N/A | Fixed Income | 0.02% | $9,995.01 | 10,000 | N/A | N/A | Auto Backed | United States |
| United Airlines 2019-2 Class AA Pass Through Trust | N/A | Fixed Income | 0.02% | $9,379.57 | 10,000 | N/A | N/A | Airlines | United States |
| Government National Mortgage Assn. | N/A | Fixed Income | 0.02% | $9,110.74 | 8,368 | N/A | N/A | Mortgages | United States |
| Open Text | OTEX | Equity | 0.01% | $9,029.82 | 262 | N/A | N/A | Software | Canada |
| Kirkland Lake Gold | KL | Equity | 0.01% | $8,947.26 | 297 | N/A | N/A | Metals & Mining | Canada |
| Thomson Reuters | TRI | Equity | 0.01% | $8,899.51 | 133 | N/A | N/A | N/A | Canada |
| Fisher & Paykel Healthcare | FPH | Equity | 0.01% | $8,759.49 | 496 | N/A | N/A | Health Care Equipment & Supplies | New Zealand |
| Equity Residential | EQR | Equity | 0.01% | $8,711.60 | 145 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Vale | VALE3 | Equity | 0.01% | $8,519.74 | 1,040 | N/A | N/A | Metals & Mining | Brazil |
| Avolon Holdings Funding | N/A | Fixed Income | 0.01% | $8,490.08 | 10,000 | N/A | N/A | Financial | Ireland |
| Yumeshin Holdings | 2362 | Equity | 0.01% | $8,320.70 | 1,600 | N/A | N/A | Professional Services | Japan |
| Linde | LIN | Equity | 0.01% | $8,080.24 | 47 | N/A | N/A | Chemicals | United States |
| Restaurant Brands International | QSR | Equity | 0.01% | $8,016.07 | 202 | N/A | N/A | Hotels Restaurants & Leisure | Canada |
| Boliden | BOL | Equity | 0.01% | $7,989.72 | 456 | N/A | N/A | Metals & Mining | Sweden |
| Avolon Holdings Funding | N/A | Fixed Income | 0.01% | $7,967.27 | 10,000 | N/A | N/A | Financial | Ireland |
| Macquarie Group | MQG | Equity | 0.01% | $7,955.10 | 152 | N/A | N/A | Capital Markets | Australia |
| Aruhi | 7198 | Equity | 0.01% | $7,772.49 | 700 | N/A | N/A | Thrifts & Mortgage Finance | Japan |
| Public Storage | PSA | Equity | 0.01% | $7,576.92 | 39 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.01% | $7,400.20 | 6,918 | N/A | N/A | Mortgages | United States |
| European Stability Mechanism | N/A | Fixed Income | 0.01% | $7,330.06 | 5,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) |
| WSP Global | WSP | Equity | 0.01% | $7,317.40 | 136 | N/A | N/A | Construction & Engineering | Canada |
| Romanian Government International Bond | N/A | Fixed Income | 0.01% | $7,176.01 | 7,000 | N/A | N/A | Foreign Govt & Muni (Excl Canadian) | Romania |
| Air Products & Chemicals | APD | Equity | 0.01% | $7,037.10 | 35 | N/A | N/A | Chemicals | United States |
| American Campus Communities | ACC | Equity | 0.01% | $6,890.40 | 240 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Mitsui Fudosan | 8801 | Equity | 0.01% | $6,868.81 | 400 | N/A | N/A | Real Estate Management & Development | Japan |
| US 10YR FUT OPTN May20C 139 | TYK0C | Fixed Income | 0.01% | $6,750.00 | 8 | N/A | N/A | Taxable Futures | United States |
| Deutsche Wohnen | DWNI | Equity | 0.01% | $6,725.54 | 180 | N/A | N/A | Real Estate Management & Development | Germany |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.01% | $6,673.69 | 6,192 | N/A | N/A | Mortgages | United States |
| NEXTDC | NXT | Equity | 0.01% | $6,634.39 | 1,220 | N/A | N/A | IT Services | Australia |
| Northern Star Resources | NST | Equity | 0.01% | $6,620.17 | 1,059 | N/A | N/A | Metals & Mining | Australia |
| Loblaw | L | Equity | 0.01% | $6,605.24 | 135 | N/A | N/A | Food & Staples Retailing | Canada |
| Sun Hung Kai Properties | 16 | Equity | 0.01% | $6,555.94 | 500 | N/A | N/A | Real Estate Management & Development | Hong Kong |
| Metro Inc/CN | MRU | Equity | 0.01% | $6,535.56 | 164 | N/A | N/A | Food & Staples Retailing | Canada |
| Essex Property Trust | ESS | Equity | 0.01% | $6,532.20 | 30 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Nippon Kanzai | 9728 | Equity | 0.01% | $6,503.88 | 400 | N/A | N/A | Commercial Services & Supplies | Japan |
| Kojamo | KOJAMO | Equity | 0.01% | $6,503.78 | 346 | N/A | N/A | Real Estate Management & Development | Finland |
| Catcher Technology | 2474 | Equity | 0.01% | $6,442.67 | 1,000 | N/A | N/A | Technology Hardware, Storage & Peripherals | Taiwan |
| Dominos Pizza Enterprises | DMP | Equity | 0.01% | $6,436.40 | 208 | N/A | N/A | Hotels Restaurants & Leisure | Australia |
| Toronto-Dominion Bank | TD | Equity | 0.01% | $6,414.81 | 155 | N/A | N/A | Banks | Canada |
| Federal National Mortgage Assn. | N/A | Fixed Income | 0.01% | $6,277.98 | 5,596 | N/A | N/A | Mortgages | United States |
| PSP Swiss Property | PSPN | Equity | 0.01% | $6,186.14 | 50 | N/A | N/A | Real Estate Management & Development | Switzerland |
| Healthcare Realty Trust | HR | Equity | 0.01% | $6,112.72 | 218 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Hang Lung Properties | 101 | Equity | 0.01% | $6,058.56 | 3,000 | N/A | N/A | Real Estate Management & Development | Hong Kong |
| Healthcare Trust of America | HTA | Equity | 0.01% | $6,040.74 | 249 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Absa | ABG | Equity | 0.01% | $6,036.44 | 1,509 | N/A | N/A | Banks | South Africa |
| Alexandria Real Estate | ARE | Equity | 0.01% | $5,900.89 | 43 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Dollarama | DOL | Equity | 0.01% | $5,830.74 | 208 | N/A | N/A | Multiline Retail | Canada |
| Mercari | 4385 | Equity | 0.01% | $5,743.76 | 300 | N/A | N/A | Internet & Direct Marketing Retail | Japan |
| Canadian Apartment Properties REIT | CAR-U | Equity | 0.01% | $5,663.92 | 196 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Canada |
| Ecolab | N/A | Fixed Income | 0.01% | $5,586.65 | 5,000 | N/A | N/A | Chemicals | United States |
| Derwent London | DLN | Equity | 0.01% | $5,525.58 | 139 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United Kingdom |
| McDonald s | N/A | Fixed Income | 0.01% | $5,493.71 | 5,000 | N/A | N/A | Restaurants | United States |
| Douglas Emmett | DEI | Equity | 0.01% | $5,464.90 | 185 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Comcast | N/A | Fixed Income | 0.01% | $5,393.74 | 5,000 | N/A | N/A | Cable Operators | United States |
| Nippon Accommodations Fund | 3226 | Equity | 0.01% | $5,363.78 | 1 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Japan |
| CubeSmart | CUBE | Equity | 0.01% | $5,360.12 | 206 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Camden Property Trust | CPT | Equity | 0.01% | $5,315.78 | 67 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| WiseTech Global | WTC | Equity | 0.01% | $5,270.09 | 504 | N/A | N/A | Software | Australia |
| James Hardie Industries | JHX | Equity | 0.01% | $5,151.57 | 449 | N/A | N/A | Construction Materials | Australia |
| State Street | N/A | Fixed Income | 0.01% | $5,066.50 | 5,000 | N/A | N/A | Banking | United States |
| CVS Health | N/A | Fixed Income | 0.01% | $5,019.62 | 5,000 | N/A | N/A | Retail | United States |
| Nippon Prologis REIT | 3283 | Equity | 0.01% | $5,013.54 | 2 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Japan |
| Aflac | N/A | Fixed Income | 0.01% | $5,001.65 | 5,000 | N/A | N/A | Insurance | United States |
| Edison International | N/A | Fixed Income | 0.01% | $4,978.69 | 5,000 | N/A | N/A | Utilities | United States |
| Westpac Banking | WBC | Equity | 0.01% | $4,966.11 | 489 | N/A | N/A | Banks | Australia |
| Magna International | MG | Equity | 0.01% | $4,951.84 | 153 | N/A | N/A | Auto Components | Canada |
| Terreno Realty | TRNO | Equity | 0.01% | $4,937.13 | 99 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Mapletree Industrial Trust | MINT | Equity | 0.01% | $4,919.34 | 2,900 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Singapore |
| Newcrest Mining | NCM | Equity | 0.01% | $4,859.97 | 349 | N/A | N/A | Metals & Mining | Australia |
| Wheaton Precious Metals | WPM | Equity | 0.01% | $4,769.68 | 171 | N/A | N/A | Metals & Mining | Canada |
| Goodman Group | GMG | Equity | 0.01% | $4,676.06 | 627 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Australia |
| Sherwin-Williams | SHW | Equity | 0.01% | $4,650.00 | 10 | N/A | N/A | Chemicals | United States |
| Equinor | EQNR | Equity | 0.01% | $4,579.11 | 371 | N/A | N/A | Oil, Gas & Consumable Fuels | Norway |
| Royal Bank of Canada | RY | Equity | 0.01% | $4,554.15 | 76 | N/A | N/A | Banks | Canada |
| RPM | RPM | Equity | 0.01% | $4,499.25 | 75 | N/A | N/A | Chemicals | United States |
| Bhp | BHP | Equity | 0.01% | $4,464.30 | 296 | N/A | N/A | Metals & Mining | United Kingdom |
| Ball | BLL | Equity | 0.01% | $4,458.09 | 69 | N/A | N/A | Containers & Packaging | United States |
| Agnico Eagle Mines | AEM | Equity | 0.01% | $4,427.48 | 113 | N/A | N/A | Metals & Mining | Canada |
| Altium | ALU | Equity | 0.01% | $4,423.77 | 252 | N/A | N/A | Software | Australia |
| Quebecor | QBR/B | Equity | 0.01% | $4,411.69 | 203 | N/A | N/A | Media | Canada |
| Mitsubishi Estate | 8802 | Equity | 0.01% | $4,383.51 | 300 | N/A | N/A | Real Estate Management & Development | Japan |
| JBG SMITH Properties | JBGS | Equity | 0.01% | $4,332.90 | 143 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Xero | XRO | Equity | 0.01% | $4,251.27 | 102 | N/A | N/A | Software | New Zealand |
| EOG Resources | EOG | Equity | 0.01% | $4,237.50 | 113 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Mitsui Fudosan Logistics Park | 3471 | Equity | 0.01% | $4,206.59 | 1 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Japan |
| Megaport | MP1 | Equity | 0.01% | $4,174.53 | 691 | N/A | N/A | IT Services | Australia |
| CAE | CAE | Equity | 0.01% | $4,116.76 | 328 | N/A | N/A | Aerospace & Defense | Canada |
| Algonquin Power & Utilities | AQN | Equity | 0.01% | $4,098.96 | 320 | N/A | N/A | Multi-Utilities | Canada |
| Sumitomo Metal Mining | 5713 | Equity | 0.01% | $4,058.72 | 200 | N/A | N/A | Metals & Mining | Japan |
| Anglo American | AAL | Equity | 0.01% | $4,002.63 | 240 | N/A | N/A | Metals & Mining | United Kingdom |
| Packaging Corporation of America | PKG | Equity | 0.01% | $3,942.40 | 44 | N/A | N/A | Containers & Packaging | United States |
| Nucor | NUE | Equity | 0.01% | $3,920.00 | 112 | N/A | N/A | Metals & Mining | United States |
| MMC Norilsk Nickel | GMKN | Equity | 0.01% | $3,903.98 | 16 | N/A | N/A | Metals & Mining | Russia |
| Inmobiliaria Colonial SocimiSA | COL | Equity | 0.01% | $3,889.77 | 424 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Spain |
| Galp Energia Sgps | GALP | Equity | 0.01% | $3,863.45 | 348 | N/A | N/A | Oil, Gas & Consumable Fuels | Portugal |
| Chevron | CVX | Equity | 0.01% | $3,733.20 | 51 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Cogeco Communications | CCA | Equity | 0.01% | $3,644.18 | 55 | N/A | N/A | Media | Canada |
| Glencore | GLEN | Equity | 0.01% | $3,626.74 | 2,440 | N/A | N/A | Metals & Mining | United Kingdom |
| AngloGold Ashanti | ANG | Equity | 0.01% | $3,591.48 | 207 | N/A | N/A | Metals & Mining | South Africa |
| Istyle | 3660 | Equity | 0.01% | $3,589.43 | 1,900 | N/A | N/A | Internet & Direct Marketing Retail | Japan |
| NextEra Energy | NEE | Other | 0.01% | $3,579.39 | 81 | N/A | N/A | Electric Utilities | United States |
| POSCO | 005490 | Equity | 0.01% | $3,537.47 | 27 | N/A | N/A | Metals & Mining | South Korea |
| Sunstone Hotel Investors | SHO | Equity | 0.01% | $3,534.60 | 411 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Shimao Property | 813 | Equity | 0.01% | $3,479.66 | 1,000 | N/A | N/A | Real Estate Management & Development | China |
| Bausch Health | BHC | Equity | 0.01% | $3,428.16 | 218 | N/A | N/A | Pharmaceuticals | Canada |
| South32 | S32 | Equity | 0.01% | $3,400.52 | 3,070 | N/A | N/A | Metals & Mining | Australia |
| Shopify | SHOP | Equity | 0.01% | $3,400.17 | 8 | N/A | N/A | IT Services | Canada |
| IDP Education | IEL | Equity | 0.01% | $3,314.57 | 464 | N/A | N/A | Diversified Consumer Services | Australia |
| Gecina | GFC | Equity | 0.01% | $3,261.55 | 25 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | France |
| Equity LifeStyle Properties | ELS | Equity | 0.01% | $3,253.20 | 60 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Transurban | TCL | Equity | 0.01% | $3,182.49 | 435 | N/A | N/A | Transportation Infrastructure | Australia |
| China Steel | 2002 | Equity | 0.01% | $3,129.19 | 5,000 | N/A | N/A | Metals & Mining | Taiwan |
| Shurgard Self Storage Europe Sarl | SHUR | Equity | 0.01% | $3,100.20 | 106 | N/A | N/A | Commercial Services & Supplies | Luxembourg |
| FirstService | FSV | Equity | 0.01% | $3,063.06 | 40 | N/A | N/A | Real Estate Management & Development | United States |
| PPG Industries | PPG | Equity | 0.01% | $3,042.36 | 36 | N/A | N/A | Chemicals | United States |
| TPG Telecom | TPM | Equity | 0.00% | $3,020.95 | 719 | N/A | N/A | Diversified Telecommunication Services | Australia |
| Hongkong Land Holdings | HKL | Equity | 0.00% | $2,988.00 | 800 | N/A | N/A | Real Estate Management & Development | Hong Kong |
| Antofagasta | ANTO | Equity | 0.00% | $2,979.54 | 322 | N/A | N/A | Metals & Mining | Chile |
| Fannie Mae Connecticut Avenue Securities | N/A | Fixed Income | 0.00% | $2,896.34 | 2,944 | N/A | N/A | Whole Loans Backed | United States |
| Elanco Animal Health | ELAN | Other | 0.00% | $2,876.96 | 69 | N/A | N/A | Pharmaceuticals | United States |
| Worley | WOR | Equity | 0.00% | $2,863.97 | 763 | N/A | N/A | Energy Equipment & Services | Australia |
| Sanderson Farms | SAFM | Equity | 0.00% | $2,850.24 | 24 | N/A | N/A | Food Products | United States |
| Kinross Gold | K | Equity | 0.00% | $2,800.95 | 691 | N/A | N/A | Metals & Mining | Canada |
| Freeport-McMoRan | FCX | Equity | 0.00% | $2,797.18 | 433 | N/A | N/A | Metals & Mining | United States |
| Rayonier | RYN | Equity | 0.00% | $2,737.00 | 119 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Kilroy Realty | KRC | Equity | 0.00% | $2,727.12 | 44 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Hufvudstaden | HUFVA | Equity | 0.00% | $2,720.99 | 205 | N/A | N/A | Real Estate Management & Development | Sweden |
| Schlumberger | SLB | Equity | 0.00% | $2,682.90 | 198 | N/A | N/A | Energy Equipment & Services | United States |
| CCL Industries | CCL/B | Equity | 0.00% | $2,677.05 | 96 | N/A | N/A | Containers & Packaging | Canada |
| Mori Hills REIT Investment | 3234 | Equity | 0.00% | $2,629.95 | 2 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Japan |
| Federal Realty Investment Trust | FRT | Equity | 0.00% | $2,588.95 | 35 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Quaker Chemical | KWR | Equity | 0.00% | $2,586.66 | 19 | N/A | N/A | Chemicals | United States |
| Heiwa Real Estate | 8803 | Equity | 0.00% | $2,572.94 | 100 | N/A | N/A | Real Estate Management & Development | Japan |
| Freddie Mac Structured Agency Credit Risk debt Notes | N/A | Fixed Income | 0.00% | $2,570.57 | 2,630 | N/A | N/A | Whole Loans Backed | United States |
| Croda International | CRDA | Equity | 0.00% | $2,544.26 | 49 | N/A | N/A | Chemicals | United Kingdom |
| Caterpillar | CAT | Equity | 0.00% | $2,543.57 | 23 | N/A | N/A | Machinery | United States |
| Nippon Steel | 5401 | Equity | 0.00% | $2,541.29 | 300 | N/A | N/A | Metals & Mining | Japan |
| IGO | IGO | Equity | 0.00% | $2,533.67 | 988 | N/A | N/A | Metals & Mining | Australia |
| Mondi | MNDI | Equity | 0.00% | $2,490.87 | 148 | N/A | N/A | Paper & Forest Products | United Kingdom |
| Alumina | AWC | Equity | 0.00% | $2,488.01 | 2,790 | N/A | N/A | Metals & Mining | Australia |
| Impala Platinum | IMP | Equity | 0.00% | $2,479.27 | 605 | N/A | N/A | Metals & Mining | South Africa |
| Rea Group | REA | Equity | 0.00% | $2,452.20 | 52 | N/A | N/A | Interactive Media & Services | Australia |
| Regency Centers | REG | Equity | 0.00% | $2,449.44 | 63 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| JB Hi-Fi | JBH | Equity | 0.00% | $2,448.19 | 142 | N/A | N/A | Specialty Retail | Australia |
| Mirvac Group | MGR | Equity | 0.00% | $2,436.89 | 1,895 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Australia |
| Steadfast | SDF | Equity | 0.00% | $2,428.10 | 1,589 | N/A | N/A | Insurance | Australia |
| Gold Fields | GFI | Equity | 0.00% | $2,392.11 | 475 | N/A | N/A | Metals & Mining | South Africa |
| Rexford Industrial Realty | REXR | Equity | 0.00% | $2,377.70 | 59 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Acadia Realty Trust | AKR | Equity | 0.00% | $2,370.04 | 193 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Avery Dennison | AVY | Equity | 0.00% | $2,368.08 | 23 | N/A | N/A | Containers & Packaging | United States |
| Simon Property Group | SPG | Equity | 0.00% | $2,365.00 | 43 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Grainger | GRI | Equity | 0.00% | $2,363.55 | 750 | N/A | N/A | Real Estate Management & Development | United Kingdom |
| Lundin Mining | LUN | Equity | 0.00% | $2,353.59 | 650 | N/A | N/A | Metals & Mining | Canada |
| Jacobs Engineering Group | J | Equity | 0.00% | $2,281.50 | 30 | N/A | N/A | Construction & Engineering | United States |
| ArcelorMittal | MT | Equity | 0.00% | $2,280.85 | 247 | N/A | N/A | Metals & Mining | France |
| Parkland Fuel | PKI | Equity | 0.00% | $2,266.50 | 127 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Anglo American Platinum | AMS | Equity | 0.00% | $2,184.75 | 53 | N/A | N/A | Metals & Mining | South Africa |
| Entergy | ETR | Equity | 0.00% | $2,149.18 | 22 | N/A | N/A | Electric Utilities | United States |
| Lundin Energy | LUNE | Equity | 0.00% | $2,141.10 | 115 | N/A | N/A | Oil, Gas & Consumable Fuels | Sweden |
| Canadian Tire | CTC/A | Equity | 0.00% | $2,088.62 | 34 | N/A | N/A | Multiline Retail | Canada |
| Steel Dynamics | STLD | Equity | 0.00% | $2,071.95 | 95 | N/A | N/A | Metals & Mining | United States |
| TC Energy | TRP | Equity | 0.00% | $2,065.89 | 48 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Epiroc | EPIB | Equity | 0.00% | $2,064.50 | 214 | N/A | N/A | Machinery | Sweden |
| Symrise | SY1 | Equity | 0.00% | $2,008.88 | 22 | N/A | N/A | Chemicals | Germany |
| Akzo Nobel | AKZA | Equity | 0.00% | $1,989.79 | 30 | N/A | N/A | Chemicals | Netherlands |
| Tenaris | TEN | Equity | 0.00% | $1,965.79 | 323 | N/A | N/A | Energy Equipment & Services | Argentina |
| Toro | TTC | Equity | 0.00% | $1,937.40 | 30 | N/A | N/A | Machinery | United States |
| Alrosa | ALRS | Equity | 0.00% | $1,932.18 | 2,500 | N/A | N/A | Metals & Mining | Russia |
| Enbridge | ENB | Equity | 0.00% | $1,839.50 | 65 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Deere | DE | Equity | 0.00% | $1,831.96 | 13 | N/A | N/A | Machinery | United States |
| Allied Properties Real Estate Investment | AP-U | Equity | 0.00% | $1,823.85 | 60 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Canada |
| Westlake Chemical | WLK | Equity | 0.00% | $1,818.24 | 48 | N/A | N/A | Chemicals | United States |
| XCEL Energy | XEL | Equity | 0.00% | $1,764.65 | 29 | N/A | N/A | Electric Utilities | United States |
| Newmont | NGT | Equity | 0.00% | $1,751.18 | 39 | N/A | N/A | Metals & Mining | United States |
| Halliburton | HAL | Equity | 0.00% | $1,713.12 | 258 | N/A | N/A | Energy Equipment & Services | United States |
| Yara International | YAR | Equity | 0.00% | $1,695.68 | 55 | N/A | N/A | Chemicals | Norway |
| Mapletree Logistics Trust | MLT | Equity | 0.00% | $1,650.33 | 1,500 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Singapore |
| ERO Copper | ERO | Equity | 0.00% | $1,596.27 | 208 | N/A | N/A | Metals & Mining | Canada |
| Vornado Realty Trust | VNO | Equity | 0.00% | $1,587.56 | 43 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| AP Eagers | APE | Equity | 0.00% | $1,563.27 | 842 | N/A | N/A | Specialty Retail | Australia |
| Grupo Mexico | GMEXICOB | Equity | 0.00% | $1,555.83 | 900 | N/A | N/A | Metals & Mining | Mexico |
| West Fraser Timber | WFT | Equity | 0.00% | $1,515.07 | 81 | N/A | N/A | Paper & Forest Products | Canada |
| Nordea Bank Abp | NDA | Equity | 0.00% | $1,494.06 | 271 | N/A | N/A | Banks | Sweden |
| Victrex | VCT | Equity | 0.00% | $1,463.54 | 60 | N/A | N/A | Chemicals | United Kingdom |
| oOh media | OML | Equity | 0.00% | $1,410.26 | 4,089 | N/A | N/A | Media | Australia |
| Teck Resources | TECK/B | Equity | 0.00% | $1,408.80 | 207 | N/A | N/A | Metals & Mining | Canada |
| Entegris | ENTG | Equity | 0.00% | $1,406.70 | 30 | N/A | N/A | Semiconductors & Semiconductor Equipment | United States |
| Tmx | X | Equity | 0.00% | $1,403.39 | 19 | N/A | N/A | Capital Markets | Canada |
| Norsk Hydro | NHY | Equity | 0.00% | $1,401.25 | 662 | N/A | N/A | Metals & Mining | Norway |
| Polyus PJSC | PLZL | Equity | 0.00% | $1,372.57 | 10 | N/A | N/A | Metals & Mining | Russia |
| AGCO | AGCO | Equity | 0.00% | $1,366.77 | 29 | N/A | N/A | Machinery | United States |
| BlueScope Steel | BSL | Equity | 0.00% | $1,363.04 | 256 | N/A | N/A | Metals & Mining | Australia |
| Suncor Energy | SU | Equity | 0.00% | $1,360.45 | 91 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Diamondback Energy | FANG | Equity | 0.00% | $1,351.50 | 53 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| TFI International | TFII | Equity | 0.00% | $1,349.51 | 61 | N/A | N/A | Road & Rail | Canada |
| Ameren | AEE | Equity | 0.00% | $1,340.46 | 18 | N/A | N/A | Multi-Utilities | United States |
| Voestalpine | VOE | Equity | 0.00% | $1,340.40 | 68 | N/A | N/A | Metals & Mining | Austria |
| Sibanye Stillwater | SSW | Equity | 0.00% | $1,336.68 | 1,075 | N/A | N/A | Metals & Mining | South Africa |
| Umicore | UMI | Equity | 0.00% | $1,334.09 | 38 | N/A | N/A | Chemicals | Belgium |
| First Quantum Minerals | FM | Equity | 0.00% | $1,323.45 | 256 | N/A | N/A | Metals & Mining | Canada |
| JFE Holdings | 5411 | Equity | 0.00% | $1,284.49 | 200 | N/A | N/A | Metals & Mining | Japan |
| Marathon Petroleum | MPC | Equity | 0.00% | $1,277.64 | 52 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Phillips 66 | PSX | Equity | 0.00% | $1,272.59 | 23 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Shaftesbury | SHB | Equity | 0.00% | $1,270.13 | 167 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United Kingdom |
| Wartsila | WRT1V | Equity | 0.00% | $1,258.92 | 176 | N/A | N/A | Machinery | Finland |
| American Electric Power | AEP | Other | 0.00% | $1,251.00 | 25 | N/A | N/A | Electric Utilities | United States |
| Welltower | WELL | Equity | 0.00% | $1,244.70 | 27 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Parex Resources | PXT | Equity | 0.00% | $1,205.19 | 143 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Valmont Industries | VMI | Equity | 0.00% | $1,110.34 | 11 | N/A | N/A | Construction & Engineering | United States |
| Northam Platinum | NHM | Equity | 0.00% | $1,059.70 | 279 | N/A | N/A | Metals & Mining | South Africa |
| Evolution Mining | EVN | Equity | 0.00% | $1,053.07 | 456 | N/A | N/A | Metals & Mining | Australia |
| Summit Industrial Income REIT | SMU-U | Equity | 0.00% | $1,051.90 | 181 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Canada |
| Atmos Energy | ATO | Equity | 0.00% | $1,003.20 | 10 | N/A | N/A | Gas Utilities | United States |
| Boston Properties | BXP | Equity | 0.00% | $993.08 | 11 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| Charter Hall Retail REIT | CQR | Equity | 0.00% | $972.00 | 507 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Australia |
| Weir Group | WEIR | Equity | 0.00% | $970.64 | 111 | N/A | N/A | Machinery | United Kingdom |
| Continental Resources | CLR | Equity | 0.00% | $942.82 | 118 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Compania de Minas Buenaventura | BVN | Equity | 0.00% | $938.45 | 137 | N/A | N/A | Metals & Mining | Peru |
| American Electric Power | AEP | Equity | 0.00% | $904.97 | 11 | N/A | N/A | Electric Utilities | United States |
| Industrias Penoles | PE&OLES* | Equity | 0.00% | $898.53 | 135 | N/A | N/A | Metals & Mining | Mexico |
| ThyssenKrupp | TKA | Equity | 0.00% | $879.05 | 174 | N/A | N/A | Metals & Mining | Germany |
| Gerdau | GGBR4 | Equity | 0.00% | $861.67 | 451 | N/A | N/A | Metals & Mining | Brazil |
| Concentradora Fibra Danhos | DANHOS13 | Equity | 0.00% | $807.40 | 988 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | Mexico |
| Alamos Gold | AGI | Equity | 0.00% | $787.06 | 158 | N/A | N/A | Metals & Mining | Canada |
| Devon Energy | DVN | Equity | 0.00% | $786.24 | 112 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Teck Resources | TECK | Equity | 0.00% | $777.48 | 114 | N/A | N/A | Metals & Mining | Canada |
| Magnolia Oil & Gas | MGY | Equity | 0.00% | $660.96 | 162 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Saracen Mineral Holdings | SAR | Equity | 0.00% | $652.15 | 296 | N/A | N/A | Metals & Mining | Australia |
| B2Gold | BTO | Equity | 0.00% | $641.83 | 211 | N/A | N/A | Metals & Mining | Canada |
| Urban Edge Properties | UE | Equity | 0.00% | $549.76 | 64 | N/A | N/A | Equity Real Estate Investment Trusts (REITs) | United States |
| WPX Energy | WPX | Equity | 0.00% | $498.30 | 161 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Parsley Energy | PE | Equity | 0.00% | $436.80 | 80 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Osisko Gold Royalties | OR | Equity | 0.00% | $379.01 | 53 | N/A | N/A | Metals & Mining | Canada |
| Semafo | SMF | Equity | 0.00% | $351.94 | 177 | N/A | N/A | Metals & Mining | Canada |
| Torex Gold Resources | TXG | Equity | 0.00% | $311.04 | 33 | N/A | N/A | Metals & Mining | Canada |
| Kosmos Energy | KOS | Equity | 0.00% | $263.34 | 302 | N/A | N/A | Oil, Gas & Consumable Fuels | United States |
| Canadian Natural Resources | CNQ | Equity | 0.00% | $257.72 | 20 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Kelt Exploration | KEL | Equity | 0.00% | $201.01 | 294 | N/A | N/A | Oil, Gas & Consumable Fuels | Canada |
| Waste Connections | WCN | Equity | 0.00% | $152.93 | 2 | N/A | N/A | Commercial Services & Supplies | United States |
| Alacer Gold | ASR | Equity | 0.00% | $115.79 | 36 | N/A | N/A | Metals & Mining | Canada |
| FNMA 30 YR | N/A | Fixed Income | 0.00% | $0.01 | 0 | N/A | N/A | Mortgages | United States |
N/A indicates Not Available.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sector Diversification - Equity (30-Apr-2020)
| Sector Diversification - Equity | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Information Technology | 17.48% | 0.00% | |
| Health Care | 13.73% | 0.00% | |
| Financials | 13.57% | 0.00% | |
| Communication Services | 11.76% | 0.00% | |
| Consumer Discretionary | 11.37% | 0.00% | |
| Industrials & Business Services | 9.81% | 0.00% | |
| Consumer Staples | 7.39% | 0.00% | |
| Materials | 4.89% | 0.00% | |
| Energy | 3.98% | 0.00% | |
| Utilities | 3.65% | 0.00% | |
| Real Estate | 2.34% | 0.00% | |
| Trusts & Funds | 0.01% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sector Diversification - Fixed Income (30-Apr-2020)
| Sector Diversification - Fixed Income | % of Fund | % of Indicative Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Non-US$ Denominated | 58.63% | 0.00% | |
| Emerging Market | 9.55% | 0.00% | |
| Corporate | 8.61% | 0.00% | |
| Mortgage | 7.23% | 0.00% | |
| U.S. Treasury | 7.09% | 0.00% | |
| High Yield | 5.53% | 0.00% | |
| Government Related | 1.17% | 0.00% | |
| ABS | 0.94% | 0.00% | |
| CMBS | 0.85% | 0.00% | |
| TIPS | 0.53% | 0.00% | |
| U.S. Municipal | 0.11% | 0.00% | |
| Equity & Other | -0.22% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Past performance is not a reliable indicator of future performance. Source for fund performance: T. Rowe Price. Fund performance is calculated using the official NAV with dividends reinvested, if any. The value of an investment and any income from it can go down as well as up. Investors may get back less than the amount invested. It will be affected by changes in the exchange rate between the base currency of the fund and the subscription currency, if different. Sales charges (up to a maximum of 5% for the A Class), taxes and other locally applied costs have not been deducted and if applicable, they will reduce the performance figures.
Daily performance data is based on the latest available NAV. Performance returns for share classes less than 1 year old (and associated benchmarks) are cumulative rather than annualised.
Please note that no management fees are charged to the S and J share classes. No administration agent fees are charged to the J class. Fee arrangements for the S and J classes are made directly with the investment manager. Please see the prospectus for further information.
Effective 1 March 2020, Toby Thompson assumed co-portfolio management responsibility for the Global Allocation Fund.
The Funds are sub-funds of the T. Rowe Price Funds SICAV, a Luxembourg investment company with variable capital which is registered with Commission de Surveillance du Secteur Financier and which qualifies as an undertaking for collective investment in transferable securities (“UCITS”). Full details of the objectives, investment policies and risks are located in the prospectus which is available with the key investor information documents in English and in an official language of the jurisdictions in which the Funds are registered for public sale, together with the annual and semi-annual reports (together “Fund Documents”). Any decision to invest should be made on the basis of the Fund Documents which are available free of charge from the local representative, local information/paying agent or from authorised distributors and via www.troweprice.com.
First Independent Fund Services Ltd, Klausstrasse 33, CH-8008 Zurich is Representative in Switzerland. Helvetische Bank AG, Seefeldstrasse 215, CH-8008 Zurich is the Paying Agent in Switzerland.
Hedged share classes (denoted by 'h') utilise investment techniques to mitigate currency risk between the underlying investment currency(ies) of the fund and the currency of the hedged share class. The costs of doing so will be borne by the share class and there is no guarantee that such hedging will be effective.
Net Asset figure applies to all share classes.
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
The specific securities identified and described in this report do not represent all of the securities purchased, sold, or recommended for the sub-fund and no assumptions should be made that the securities identified and discussed were or will be profitable.
A full list of the currently issued Share Classes including Distributing, Hedged, and Accumulating Categories may be obtained, free of charge and upon request, from the registered office of the Company.
Indicative Benchmark Data Source: MSCI. MSCI and its affiliates and third party sources and providers (collectively, “MSCI”) makes no express or implied warranties or representations and shall have no liability whatsoever with respect to any MSCI data contained herein. The MSCI data may not be further redistributed or used as a basis for other indices or any securities or financial products. This report is not approved, reviewed, or produced by MSCI. Historical MSCI data and analysis should not be taken as an indication or guarantee of any future performance analysis, forecast or prediction. None of the MSCI data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such.
Indicative Benchmark Data Source: Bloomberg Index Services Limited
©2020 Morningstar, Inc. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.
Charles Shriver is the portfolio manager of the Global Allocation, Balanced, and Spectrum Funds, and he is cochair of the Asset Allocation Committee. Charles is a vice president of T. Rowe Price Group, Inc.