| SPDR S&P 500 ETF TR |
TR UNIT |
1 |
$2,088,806,000 |
7,038,466 |
18.35 |
15.58 |
259,530 |
3.83 |
09-30-2019 |
| VANGUARD INTL EQUITY INDEX F |
FTSE EMR MKT ETF |
2 |
$1,504,922,000 |
37,380,069 |
13.22 |
15.86 |
-10,174,208 |
-21.39 |
09-30-2019 |
| ISHARES INC |
CORE MSCI EMKT |
3 |
$848,082,000 |
17,300,739 |
7.45 |
9.41 |
-6,029,547 |
-25.84 |
09-30-2019 |
| ISHARES TR |
CORE S&P500 ETF |
4 |
$653,163,000 |
2,188,003 |
5.74 |
5.06 |
1,086 |
0.05 |
09-30-2019 |
| SPDR GOLD TRUST |
GOLD SHS |
5 |
$563,344,000 |
4,056,627 |
4.95 |
4.24 |
0 |
0.00 |
09-30-2019 |
| ISHARES INC |
MSCI BRAZIL ETF |
6 |
$534,645,000 |
12,690,361 |
4.70 |
3.23 |
3,259,767 |
34.57 |
09-30-2019 |
| ISHARES TR |
MSCI EMG MKT ETF |
7 |
$513,499,000 |
12,564,214 |
4.51 |
8.65 |
-13,142,424 |
-51.12 |
09-30-2019 |
| ISHARES TR |
IBOXX INV CP ETF |
8 |
$297,249,000 |
2,331,734 |
2.61 |
2.57 |
-303,260 |
-11.51 |
09-30-2019 |
| ISHARES TR |
20 YR TR BD ETF |
9 |
$273,125,000 |
1,908,898 |
2.40 |
2.09 |
-93,399 |
-4.66 |
09-30-2019 |
| ISHARES TR |
IBOXX HI YD ETF |
10 |
$267,193,000 |
3,065,192 |
2.35 |
2.20 |
-158,382 |
-4.91 |
09-30-2019 |
| ISHARES INC |
MSCI STH KOR ETF |
11 |
$199,752,000 |
3,545,470 |
1.75 |
1.68 |
-24,240 |
-0.68 |
09-30-2019 |
| ISHARES TR |
MSCI EAFE ETF |
12 |
$177,000,000 |
2,714,309 |
1.56 |
1.32 |
147,323 |
5.74 |
09-30-2019 |
| VANGUARD TAX MANAGED INTL FD |
FTSE DEV MKT ETF |
13 |
$175,722,000 |
4,277,546 |
1.54 |
1.32 |
232,492 |
5.75 |
09-30-2019 |
| ISHARES GOLD TRUST |
ISHARES |
14 |
$164,686,000 |
11,679,855 |
1.45 |
1.24 |
0 |
0.00 |
09-30-2019 |
| ISHARES TR |
CORE MSCI EAFE |
15 |
$163,088,000 |
2,670,507 |
1.43 |
1.21 |
157,261 |
6.26 |
09-30-2019 |
| ISHARES TR |
JPMORGAN USD EMG |
16 |
$152,096,000 |
1,341,829 |
1.34 |
1.60 |
-457,952 |
-25.44 |
09-30-2019 |
| ISHARES INC |
MSCI TAIWAN ETF |
17 |
$145,314,000 |
3,996,522 |
1.28 |
|
3,996,522 |
+Inf |
09-30-2019 |
| ISHARES TR |
MSCI INDIA ETF |
18 |
$122,711,000 |
3,655,387 |
1.08 |
0.83 |
649,311 |
21.60 |
09-30-2019 |
| ALLIANCE DATA SYSTEMS CORP |
COM |
19 |
$72,630,000 |
566,844 |
0.64 |
0.60 |
23,284 |
4.28 |
09-30-2019 |
| BIOGEN INC |
COM |
20 |
$55,284,000 |
237,455 |
0.49 |
0.46 |
-11,478 |
-4.61 |
09-30-2019 |
| ALIBABA GROUP HLDG LTD |
SPONSORED ADS |
21 |
$53,811,000 |
321,777 |
0.47 |
0.42 |
7,854 |
2.50 |
09-30-2019 |
| L BRANDS INC |
COM |
22 |
$53,436,000 |
2,727,738 |
0.47 |
0.19 |
1,781,618 |
188.31 |
09-30-2019 |
| MACYS INC |
COM |
23 |
$52,695,000 |
3,390,903 |
0.46 |
0.35 |
1,318,123 |
63.59 |
09-30-2019 |
| RALPH LAUREN CORP |
CL A |
24 |
$48,045,000 |
503,248 |
0.42 |
0.17 |
311,558 |
162.53 |
09-30-2019 |
| CIMAREX ENERGY CO |
COM |
25 |
$46,818,000 |
976,604 |
0.41 |
0.35 |
215,327 |
28.28 |
09-30-2019 |
| WALGREENS BOOTS ALLIANCE INC |
COM |
26 |
$46,725,000 |
844,790 |
0.41 |
0.15 |
498,520 |
143.97 |
09-30-2019 |
| ALEXION PHARMACEUTICALS INC |
COM |
27 |
$46,569,000 |
475,487 |
0.41 |
0.03 |
445,246 |
1472.33 |
09-30-2019 |
| BED BATH & BEYOND INC |
COM |
Liquidated |
$0 |
0 |
0.33 |
0.16 |
2,110,701 |
136.23 |
09-30-2019 |
| DAVITA INC |
COM |
29 |
$41,535,000 |
727,788 |
0.36 |
0.05 |
614,825 |
544.27 |
09-30-2019 |
| ROYAL BK CDA MONTREAL QUE |
COM |
30 |
$38,542,000 |
474,832 |
0.34 |
0.30 |
0 |
0.00 |
09-30-2019 |
| CBS CORP NEW |
CL B |
31 |
$38,178,000 |
945,703 |
0.34 |
0.12 |
639,671 |
209.02 |
09-30-2019 |
| ISHARES INC |
MSCI MEXICO ETF |
32 |
$36,567,000 |
855,975 |
0.32 |
0.17 |
363,633 |
73.86 |
09-30-2019 |
| TORONTO DOMINION BK ONT |
COM NEW |
33 |
$35,401,000 |
606,735 |
0.31 |
0.28 |
0 |
0.00 |
09-30-2019 |
| FOOT LOCKER INC |
COM |
34 |
$35,365,000 |
819,402 |
0.31 |
0.20 |
215,352 |
35.65 |
09-30-2019 |
| NORDSTROM INC |
COM |
35 |
$34,687,000 |
1,030,217 |
0.30 |
0.24 |
82,971 |
8.76 |
09-30-2019 |
| ISHARES TR |
CHINA LG-CAP ETF |
36 |
$34,208,000 |
859,503 |
0.30 |
0.24 |
143,317 |
20.01 |
09-30-2019 |
| ISHARES TR |
MSCI CHINA ETF |
37 |
$33,801,000 |
602,720 |
0.30 |
0.23 |
102,364 |
20.46 |
09-30-2019 |
| AMERISOURCEBERGEN CORP |
COM |
38 |
$32,870,000 |
399,252 |
0.29 |
0.12 |
222,143 |
125.43 |
09-30-2019 |
| KOHLS CORP |
COM |
39 |
$32,513,000 |
654,710 |
0.29 |
0.27 |
-57,187 |
-8.03 |
09-30-2019 |
| ISHARES TR |
TIPS BD ETF |
40 |
$31,175,000 |
268,082 |
0.27 |
1.17 |
-1,027,070 |
-79.30 |
09-30-2019 |
| ANTHEM INC |
COM |
41 |
$31,056,000 |
129,345 |
0.27 |
0.10 |
85,011 |
191.75 |
09-30-2019 |
| SOUTHWESTERN ENERGY CO |
COM |
42 |
$30,394,000 |
15,747,929 |
0.27 |
0.38 |
228,454 |
1.47 |
09-30-2019 |
| CLEVELAND CLIFFS INC |
COM |
43 |
$29,470,000 |
4,081,690 |
0.26 |
0.16 |
2,134,146 |
109.58 |
09-30-2019 |
| KELLOGG CO |
COM |
Liquidated |
$0 |
0 |
0.23 |
0.04 |
421,098 |
337.73 |
09-30-2019 |
| NETAPP INC |
COM |
Liquidated |
$0 |
0 |
0.22 |
0.10 |
231,267 |
100.84 |
09-30-2019 |
| CLOROX CO DEL |
COM |
46 |
$27,418,000 |
180,535 |
0.24 |
0.17 |
36,812 |
25.61 |
09-30-2019 |
| EQT CORP |
COM |
47 |
$26,912,000 |
2,529,370 |
0.24 |
0.17 |
1,177,026 |
87.04 |
09-30-2019 |
| INVESCO LTD |
SHS |
48 |
$25,943,000 |
1,531,460 |
0.23 |
|
1,531,460 |
+Inf |
09-30-2019 |
| SIMON PPTY GROUP INC NEW |
COM |
49 |
$25,536,000 |
164,059 |
0.22 |
0.10 |
85,734 |
109.46 |
09-30-2019 |
| NEWMONT GOLDCORP CORPORATION |
COM |
50 |
$25,373,000 |
669,124 |
0.22 |
0.18 |
63,587 |
10.50 |
09-30-2019 |
| XILINX INC |
COM |
51 |
$24,655,000 |
257,092 |
0.22 |
0.03 |
223,444 |
664.06 |
09-30-2019 |