0001752724-21-087101.txt : 20210428
0001752724-21-087101.hdr.sgml : 20210428
20210428120540
ACCESSION NUMBER: 0001752724-21-087101
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210428
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GMO TRUST
CENTRAL INDEX KEY: 0000772129
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04347
FILM NUMBER: 21862714
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173467646
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: GMO CORE TRUST
DATE OF NAME CHANGE: 19900927
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Quality Houses PCL
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Asia Cement China Holdings Corp
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Tripod Technology Corp
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1180982.60000000
0.038523607400
Long
EC
CORP
KY
N
2
N
N
N
UNTRADE HUA HAN HEALTH
N/A
UNTRADE HUA HAN HEALTH
000000000
10248000.00000000
NS
0.00000000
0.000000
Long
EC
CORP
KY
N
3
N
N
N
Gayatri Projects Ltd
335800S3CFLSQA5D4280
Gayatri Projects Ltd
000000000
11567064.00000000
NS
6296399.11000000
0.205388298990
Long
EC
CORP
IN
N
2
N
N
N
Security Bank Corp
549300JSVDZIR2CPTP95
Security Bank Corp
000000000
205650.00000000
NS
555253.04000000
0.018112333002
Long
EC
CORP
PH
N
2
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
234095.00000000
NS
1879313.15000000
0.061303123325
Long
EC
CORP
GB
N
2
N
N
N
China Machinery Engineering Corp
300300YAIMBC2W5ZTP51
China Machinery Engineering Corp
000000000
8920000.00000000
NS
4090577.48000000
0.133434481491
Long
EC
CORP
CN
N
2
N
N
N
Vanguard International Semiconductor Corp
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp
000000000
45000.00000000
NS
187183.46000000
0.006105917330
Long
EC
CORP
TW
N
2
N
N
N
Simplo Technology Co Ltd
N/A
Simplo Technology Co Ltd
000000000
484468.00000000
NS
6507756.06000000
0.212282754644
Long
EC
CORP
TW
N
2
N
N
N
Detsky Mir PJSC
25340094SFG83VJ0YP24
Detsky Mir PJSC
000000000
1054350.00000000
NS
2007466.29000000
0.065483473868
Long
EC
CORP
RU
Y
2
N
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
000000000
44100.00000000
NS
USD
9469152.00000000
0.308883377338
Long
EC
CORP
LU
N
1
N
N
N
Kiri Industries Ltd
3358003LNZK4HID9Z247
Kiri Industries Ltd
000000000
1322083.00000000
NS
8155193.20000000
0.266022091361
Long
EC
CORP
IN
N
2
N
N
N
Megaworld Corp
254900P57OOZ5AY5C521
Megaworld Corp
000000000
32739800.00000000
NS
2445991.00000000
0.079788133194
Long
EC
CORP
PH
N
2
N
N
N
National Bank of Kuwait SAKP
549300NB7FE83IH6BW96
National Bank of Kuwait SAKP
000000000
8916416.00000000
NS
24284729.40000000
0.792166947453
Long
EC
CORP
KW
N
2
N
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
2213900.00000000
NS
11353819.59000000
0.370361162292
Long
EC
CORP
CN
N
2
N
N
N
Alimtiaz Investment Group KSC
N/A
Alimtiaz Investment Group KSC
000000000
1142974.00000000
NS
417149.65000000
0.013607405683
Long
EC
CORP
KW
N
2
N
N
N
NHN KCP Corp
N/A
NHN KCP Corp
000000000
15971.00000000
NS
658924.55000000
0.021494093707
Long
EC
CORP
KR
N
2
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
212000.00000000
NS
1741044.57000000
0.056792807516
Long
EC
CORP
CN
N
2
N
N
N
RMB Holdings Ltd
529900RTFEWVDQQ0N866
RMB Holdings Ltd
000000000
15666339.00000000
NS
1547527.31000000
0.050480281870
Long
EC
CORP
ZA
N
2
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
000000000
103747.00000000
NS
1229614.60000000
0.040109981387
Long
EC
CORP
RU
N
2
N
N
N
Qatar Electricity & Water Co QSC
N/A
Qatar Electricity & Water Co QSC
000000000
195018.00000000
NS
930378.60000000
0.030348914472
Long
EC
CORP
QA
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
25259100.00000000
NS
11025172.01000000
0.359640690759
Long
EC
CORP
RU
N
2
N
N
N
Mobile TeleSystems PJSC
2534008FX8EXH1FMJA74
Mobile TeleSystems PJSC
607409109
354061.00000000
NS
USD
2910381.42000000
0.094936530995
Long
EC
CORP
RU
N
1
N
N
N
Lotes Co Ltd
N/A
Lotes Co Ltd
000000000
112000.00000000
NS
2084011.67000000
0.067980381246
Long
EC
CORP
TW
N
2
N
N
N
Guotai Junan Securities Co Ltd
300300E1005431000017
Guotai Junan Securities Co Ltd
000000000
662200.00000000
NS
919710.68000000
0.030000927328
Long
EC
CORP
CN
Y
2
N
N
N
Universal Inc
N/A
Universal Inc
000000000
987000.00000000
NS
2917392.16000000
0.095165221067
Long
EC
CORP
TW
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
370526.00000000
NS
USD
88096261.76000000
2.873696700960
Long
EC
CORP
KY
N
1
N
N
N
Manila Electric Co
254900RDFLCM12O8SK69
Manila Electric Co
000000000
349070.00000000
NS
1947195.49000000
0.063517442669
Long
EC
CORP
PH
N
2
N
N
N
Tah Hsin Industrial Corp
N/A
Tah Hsin Industrial Corp
000000000
98300.00000000
NS
258514.72000000
0.008432740313
Long
EC
CORP
TW
N
2
N
N
N
Komercni banka as
IYKCAVNFR8QGF00HV840
Komercni banka as
000000000
13907.00000000
NS
434079.06000000
0.014159642392
Long
EC
CORP
CZ
N
2
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
1649100.00000000
NS
5533040.51000000
0.180487570553
Long
EC
CORP
TH
N
2
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
559189204
237839.00000000
NS
USD
2246427.41000000
0.073278376495
Long
EC
CORP
RU
Y
2
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
7000.00000000
NS
224676.20000000
0.007328929080
Long
EC
CORP
TW
N
2
N
N
N
Mr Price Group Ltd
378900D3417C35C5D733
Mr Price Group Ltd
000000000
399187.00000000
NS
4597898.88000000
0.149983286223
Long
EC
CORP
ZA
N
2
N
N
N
Gentera SAB de CV
N/A
Gentera SAB de CV
000000000
248200.00000000
NS
124331.34000000
0.004055683572
Long
EC
CORP
MX
N
1
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
124000.00000000
NS
416042.97000000
0.013571305824
Long
EC
CORP
TH
N
2
N
N
N
Bashneft PJSC
2534002L55BBQ1E3R735
Bashneft PJSC
000000000
247039.00000000
NS
3815176.64000000
0.124450916587
Long
EP
CORP
RU
N
2
N
N
N
Bukit Asam Tbk PT
529900XX13TXG5L4CN33
Bukit Asam Tbk PT
000000000
18940400.00000000
NS
3592125.19000000
0.117174986789
Long
EC
CORP
ID
N
2
N
N
N
Coretronic Corp
2549007UYYIKLSKMOM64
Coretronic Corp
000000000
3599400.00000000
NS
6201780.48000000
0.202301842886
Long
EC
CORP
TW
N
2
N
N
N
Dogan Sirketler Grubu Holding AS
789000J24Q4JM3H6UX22
Dogan Sirketler Grubu Holding AS
000000000
11780989.00000000
NS
5033641.80000000
0.164197203666
Long
EC
CORP
TR
N
2
N
N
N
Carabao Group PCL
N/A
Carabao Group PCL
000000000
329900.00000000
NS
1495444.19000000
0.048781332481
Long
EC
CORP
TH
N
2
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
85700.00000000
NS
1310532.65000000
0.042749525094
Long
EC
CORP
KY
N
2
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
1545956.00000000
NS
USD
48717638.77000000
1.589167519880
Long
EC
CORP
RU
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
1001300.00000000
NS
2849643.99000000
0.092955278344
Long
EC
CORP
MX
N
1
N
N
N
Kuwait Finance House KSCP
2549007KX0N057S9BC98
Kuwait Finance House KSCP
000000000
10778354.00000000
NS
25600745.00000000
0.835095326167
Long
EC
CORP
KW
N
2
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
Indo Tambangraya Megah Tbk PT
000000000
5320091.00000000
NS
4542395.99000000
0.148172784067
Long
EC
CORP
ID
N
2
N
N
N
RusHydro PJSC
2534005TJN9DX4YWVT97
RusHydro PJSC
000000000
56474000.00000000
NS
592712.50000000
0.019334259159
Long
EC
CORP
RU
N
2
N
N
N
Gulf Bank KSCP
254900600P224MZQZD69
Gulf Bank KSCP
000000000
82944.00000000
NS
59030.82000000
0.001925583098
Long
EC
CORP
KW
N
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 MAR21 XSIM 20210325
000000000
-1157.00000000
NC
USD
377116.01000000
0.012301509873
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nifty 50 Index
IHH1 Index
2021-03-25
-34032447.61000000
USD
377116.01000000
N
N
N
Elite Material Co Ltd
N/A
Elite Material Co Ltd
000000000
1583000.00000000
NS
9593819.34000000
0.312950021217
Long
EC
CORP
TW
N
2
N
N
N
Origin Property PCL
N/A
Origin Property PCL
000000000
136300.00000000
NS
31187.47000000
0.001017334082
Long
EC
CORP
TH
N
2
N
N
N
Searle Co Ltd/The
N/A
Searle Co Ltd/The
000000000
741830.00000000
NS
1269086.32000000
0.041397547389
Long
EC
CORP
PK
N
2
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
72331200.00000000
NS
23826232.37000000
0.777210791809
Long
EC
CORP
ID
N
2
N
N
N
Pakistan State Oil Co Ltd
N/A
Pakistan State Oil Co Ltd
000000000
213476.00000000
NS
319461.70000000
0.010420828478
Long
EC
CORP
PK
N
2
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
230960.00000000
NS
4854044.06000000
0.158338732232
Long
EC
CORP
IN
N
2
N
N
N
Alchip Technologies Ltd
529900HKE9RIY07SLX84
Alchip Technologies Ltd
000000000
938000.00000000
NS
29745761.20000000
0.970305596630
Long
EC
CORP
KY
N
2
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
000000000
531000.00000000
NS
3064525.60000000
0.099964708272
Long
EC
CORP
MX
N
1
N
N
N
Sri Trang Agro-Industry PCL
254900D4NQ5CJSXKLT05
Sri Trang Agro-Industry PCL
000000000
806300.00000000
NS
1416205.87000000
0.046196581502
Long
EC
CORP
TH
N
2
N
N
N
Farglory Land Development Co Ltd
N/A
Farglory Land Development Co Ltd
000000000
1610000.00000000
NS
3097162.71000000
0.101029329556
Long
EC
CORP
TW
N
2
N
N
N
ROSSETI PJSC
549300BVSSKP13UVXI08
ROSSETI PJSC
000000000
1649000.00000000
NS
37637.36000000
0.001227729248
Long
EC
CORP
RU
N
2
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
605412.00000000
NS
1386440.80000000
0.045225646053
Long
EP
CORP
TW
N
2
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
456788108
476400.00000000
NS
USD
8155968.00000000
0.266047365308
Long
EC
CORP
IN
N
1
N
N
N
Mobile Telecommunications Co KSCP
N/A
Mobile Telecommunications Co KSCP
000000000
1228141.00000000
NS
2534327.98000000
0.082669682115
Long
EC
CORP
KW
N
2
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
16638682.00000000
NS
5834357.72000000
0.190316526458
Long
EC
CORP
CN
N
2
N
N
N
Gulf Cable & Electrical Industries Co KSCP
2138009VUBX6MONC2V07
Gulf Cable & Electrical Industries Co KSCP
000000000
90778.00000000
NS
259621.77000000
0.008468852242
Long
EC
CORP
KW
N
2
N
N
N
HDC Hyundai Development Co-Engineering & Construction
N/A
HDC Hyundai Development Co-Engineering & Construction
000000000
11356.00000000
NS
270187.99000000
0.008813521936
Long
EC
CORP
KR
N
2
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
404000.00000000
NS
1232283.55000000
0.040197042434
Long
EC
CORP
TW
N
2
N
N
N
Siam Cement PCL/The
529900SEH9QK8ZZDCQ89
Siam Cement PCL/The
000000000
206600.00000000
NS
2486808.52000000
0.081119599141
Long
EC
CORP
TH
N
2
N
N
N
FLEXium Interconnect Inc
213800WXE6VMVZICKA40
FLEXium Interconnect Inc
000000000
5037000.00000000
NS
22763749.68000000
0.742552646956
Long
EC
CORP
TW
N
2
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
248400.00000000
NS
1698691.44000000
0.055411250029
Long
EC
CORP
CN
N
2
N
N
N
Shenzhen YUTO Packaging Technology Co Ltd
300300FSMGQ1XKYWTT66
Shenzhen YUTO Packaging Technology Co Ltd
000000000
2317481.00000000
NS
11105513.52000000
0.362261427753
Long
EC
CORP
CN
N
2
N
N
N
Mindtree Ltd
335800IGQJMVUTVR2N49
Mindtree Ltd
000000000
12832.00000000
NS
278375.87000000
0.009080610269
Long
EC
CORP
IN
N
2
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
10875900.00000000
NS
25588225.68000000
0.834686946426
Long
EC
CORP
ID
N
2
N
N
N
Chicony Electronics Co Ltd
254900JBP5GB5B1IHS51
Chicony Electronics Co Ltd
000000000
199000.00000000
NS
669528.32000000
0.021839988280
Long
EC
CORP
TW
N
2
N
N
N
Suofeiya Home Collection Co Ltd
N/A
Suofeiya Home Collection Co Ltd
000000000
3567051.00000000
NS
18675043.17000000
0.609179196435
Long
EC
CORP
CN
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
1160800.00000000
NS
5334690.47000000
0.174017399808
Long
EC
CORP
TH
N
2
N
N
N
Acter Group Corp Ltd
N/A
Acter Group Corp Ltd
000000000
71532.00000000
NS
510644.49000000
0.016657203801
Long
EC
CORP
TW
N
2
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
82203.00000000
NS
2709119.13000000
0.088371362766
Long
EC
CORP
NL
Y
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
868861204
4762114.00000000
NS
USD
20362123.24000000
0.664211684018
Long
EC
CORP
RU
N
2
N
N
N
Qurain Petrochemical Industries Co
N/A
Qurain Petrochemical Industries Co
000000000
217009.00000000
NS
264107.20000000
0.008615166797
Long
EC
CORP
KW
N
2
N
N
N
Burgan Bank SAK
558600NC81HKXMFSTY52
Burgan Bank SAK
000000000
221596.00000000
NS
162771.66000000
0.005309605345
Long
EC
CORP
KW
N
2
N
N
N
Carabao Group PCL
N/A
Carabao Group PCL
000000000
657300.00000000
NS
2979553.40000000
0.097192918346
Long
EC
CORP
TH
N
2
N
N
N
Larsen & Toubro Infotech Ltd
335800DY1I1WFHVV6T22
Larsen & Toubro Infotech Ltd
000000000
5280.00000000
NS
258698.18000000
0.008438724771
Long
EC
CORP
IN
Y
2
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
000000000
65700.00000000
NS
245196.85000000
0.007998311901
Long
EC
CORP
TH
N
2
N
N
N
Sanlam Ltd
37890014418406D9FC23
Sanlam Ltd
000000000
4603100.00000000
NS
18494873.56000000
0.603302070624
Long
EC
CORP
ZA
N
2
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
63019847.00000000
NS
41228854.71000000
1.344883669266
Long
EC
CORP
CN
N
2
N
N
N
Semirara Mining & Power Corp
N/A
Semirara Mining & Power Corp
000000000
6276900.00000000
NS
1650028.06000000
0.053823852428
Long
EC
CORP
PH
N
2
N
N
N
TTW PCL
529900SXM74NQ438EE35
TTW PCL
000000000
773300.00000000
NS
304336.93000000
0.009927459057
Long
EC
CORP
TH
N
2
N
N
N
Nan Liu Enterprise Co Ltd
N/A
Nan Liu Enterprise Co Ltd
000000000
83000.00000000
NS
507355.09000000
0.016549903698
Long
EC
CORP
TW
N
2
N
N
N
Budimex SA
25940093SDJZW2C1V355
Budimex SA
000000000
46032.00000000
NS
4250533.52000000
0.138652241419
Long
EC
CORP
PL
N
2
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
9819700.00000000
NS
4204827.47000000
0.137161311810
Long
EC
CORP
ID
N
2
N
N
N
Unipro PJSC
253400DR5QSH8MEGZZ11
Unipro PJSC
000000000
54484000.00000000
NS
2055239.58000000
0.067041836767
Long
EC
CORP
RU
N
2
N
N
N
Zhuzhou Kibing Group Co Ltd
300300RWM4DKUZFOIT68
Zhuzhou Kibing Group Co Ltd
000000000
15883382.00000000
NS
36229534.56000000
1.181806036515
Long
EC
CORP
CN
N
2
N
N
N
Federal Grid Co Unified Energy System PJSC
N/A
Federal Grid Co Unified Energy System PJSC
000000000
1423020000.00000000
NS
4097995.97000000
0.133676472352
Long
EC
CORP
RU
N
2
N
N
N
Emaar Malls PJSC
N/A
Emaar Malls PJSC
000000000
523814.00000000
NS
235481.36000000
0.007681392988
Long
EC
CORP
AE
N
2
N
N
N
Polymetal International PLC
213800JKJ5HJWYS4GR61
Polymetal International PLC
000000000
2104067.00000000
NS
41592897.76000000
1.356758739683
Long
EC
CORP
JE
N
2
N
N
N
Truworths International Ltd
37890099AFD770037522
Truworths International Ltd
000000000
1749041.00000000
NS
5596534.49000000
0.182558741760
Long
EC
CORP
ZA
N
2
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
2660000.00000000
NS
8604322.98000000
0.280672687667
Long
EC
CORP
KY
N
2
N
N
N
KWG Group Holdings Ltd
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
2453000.00000000
NS
3715549.04000000
0.121201068072
Long
EC
CORP
KY
N
2
N
N
N
Sinopec Engineering Group Co Ltd
529900MZVFFC7D57VV51
Sinopec Engineering Group Co Ltd
000000000
1944000.00000000
NS
1037286.89000000
0.033836258817
Long
EC
CORP
CN
N
2
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
544200.00000000
NS
11879269.88000000
0.387501330725
Long
EC
CORP
KY
N
2
N
N
N
Pha Lai Thermal Power JSC
N/A
Pha Lai Thermal Power JSC
000000000
244400.00000000
NS
293937.18000000
0.009588219608
Long
EC
CORP
VN
N
2
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
119069.00000000
NS
4381582.71000000
0.142927061003
Long
EC
CORP
KR
N
2
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
000000000
5841080.00000000
NS
4250997.39000000
0.138667372841
Long
EC
CORP
RU
N
2
N
N
N
Balrampur Chini Mills Ltd
335800C7EYNUHLDUDY84
Balrampur Chini Mills Ltd
000000000
27610.00000000
NS
66174.39000000
0.002158606079
Long
EC
CORP
IN
N
2
N
N
N
Foxconn Technology Co Ltd
3003003OO8QC88ZHCE44
Foxconn Technology Co Ltd
000000000
2054075.00000000
NS
5157410.82000000
0.168234544381
Long
EC
CORP
TW
N
2
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
1878000.00000000
NS
11607342.37000000
0.378631065713
Long
EC
CORP
KY
N
2
N
N
N
United Tractors Tbk PT
529900N9ELYOWQV4FW14
United Tractors Tbk PT
000000000
242700.00000000
NS
383428.63000000
0.012507427296
Long
EC
CORP
ID
N
2
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
39824720.00000000
NS
28591668.18000000
0.932659126304
Long
EC
CORP
TW
N
2
N
N
N
Doha Bank QPSC
549300O5KAG21BMZ8N83
Doha Bank QPSC
000000000
1401107.00000000
NS
848330.81000000
0.027672518689
Long
EC
CORP
QA
N
2
N
N
N
China Development Financial Holding Corp
N/A
China Development Financial Holding Corp
000000000
5305000.00000000
NS
1770922.04000000
0.057767409448
Long
EC
CORP
TW
N
2
N
N
N
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA
N/A
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA
000000000
1395300.00000000
NS
8589602.44000000
0.280192504213
Long
EC
CORP
BR
N
2
N
N
N
Nizhnekamskneftekhim PJSC
N/A
Nizhnekamskneftekhim PJSC
000000000
232210.00000000
NS
247592.90000000
0.008076470961
Long
EP
CORP
RU
N
2
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
000000000
8596300.00000000
NS
43168456.48000000
1.408153405079
Long
EC
CORP
MX
N
1
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
386197.00000000
NS
9417933.33000000
0.307212626274
Long
EC
CORP
IN
N
2
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
3072981.00000000
NS
14442283.33000000
0.471106731779
Long
EC
CORP
QA
N
2
N
N
N
Road King Infrastructure Ltd
N/A
Road King Infrastructure Ltd
000000000
65000.00000000
NS
88314.03000000
0.002880800292
Long
EC
CORP
BM
N
2
N
N
N
Qualitas Controladora SAB de CV
N/A
Qualitas Controladora SAB de CV
000000000
400831.00000000
NS
2175343.04000000
0.070959607055
Long
EC
CORP
MX
N
1
N
N
N
Ros Agro PLC
21380042L8XBX2MYNI64
Ros Agro PLC
749655205
3368.00000000
NS
USD
40889.73000000
0.001333821434
Long
EC
CORP
CY
Y
2
N
N
N
Shinkong Insurance Co Ltd
25490029RLTT2HAJLA57
Shinkong Insurance Co Ltd
000000000
800000.00000000
NS
1098866.27000000
0.035844975845
Long
EC
CORP
TW
N
2
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
74000.00000000
NS
369949.99000000
0.012067754573
Long
EC
CORP
BM
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: CSIN0905 INDEX TRS GS
000000000
39869643.27000000
OU
Notional Amount
USD
225326.01000000
0.007350125858
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Securities Index Co 500 Index
CSIN0905 Index
Y
equity-performance leg
2021-12-07
0.00000000
USD
0.00000000
USD
39869643.27000000
USD
225326.01000000
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
90928000.00000000
NS
6248490.80000000
0.203825531744
Long
EC
CORP
RU
N
2
N
N
N
Grupo Aval Acciones y Valores SA
549300BBUKBHWLSUZM17
Grupo Aval Acciones y Valores SA
000000000
4610742.00000000
NS
1501936.25000000
0.048993103231
Long
EP
CORP
CO
N
1
N
N
N
Etalon Group PLC
213800U2O9SKHOYSDY32
Etalon Group PLC
29760G103
66973.00000000
NS
USD
115401.44000000
0.003764390574
Long
EC
CORP
CY
Y
2
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
450851.00000000
NS
5565001.71000000
0.181530143678
Long
EC
CORP
CN
N
2
N
N
N
Dubai Islamic Bank PJSC
5493003E7YRAQY3JGW88
Dubai Islamic Bank PJSC
000000000
1619662.00000000
NS
2056552.94000000
0.067084678520
Long
EC
CORP
AE
N
2
N
N
N
Powszechny Zaklad Ubezpieczen SA
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
2263542.00000000
NS
17642995.25000000
0.575513832619
Long
EC
CORP
PL
N
2
N
N
N
Shenzhen Investment Ltd
529900QMH55P3EJRQC98
Shenzhen Investment Ltd
000000000
3068789.00000000
NS
1105163.24000000
0.036050382767
Long
EC
CORP
HK
N
2
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
293700.00000000
NS
USD
4411374.00000000
0.143898851747
Long
EC
CORP
KY
N
1
N
N
N
Transneft PJSC
N/A
Transneft PJSC
000000000
745.00000000
NS
1431774.31000000
0.046704423422
Long
EP
CORP
RU
N
2
N
N
N
Supalai PCL
N/A
Supalai PCL
000000000
2890875.00000000
NS
1911317.62000000
0.062347107917
Long
EC
CORP
TH
N
2
N
N
N
BNK Financial Group Inc
N/A
BNK Financial Group Inc
000000000
290034.00000000
NS
1519372.50000000
0.049561873041
Long
EC
CORP
KR
N
2
N
N
N
Wipro Ltd
335800IFS1IJHESG8362
Wipro Ltd
000000000
1548435.00000000
NS
8626103.01000000
0.281383151415
Long
EC
CORP
IN
N
2
N
N
N
Radiant Opto-Electronics Corp
N/A
Radiant Opto-Electronics Corp
000000000
10518870.00000000
NS
45089933.41000000
1.470831909302
Long
EC
CORP
TW
N
2
N
N
N
Guangdong Investment Ltd
N/A
Guangdong Investment Ltd
000000000
5870000.00000000
NS
10483323.77000000
0.341965621821
Long
EC
CORP
HK
N
2
N
N
N
Autohome Inc
529900NYB6ZGZN3MVT56
Autohome Inc
05278C107
1800.00000000
NS
USD
205272.00000000
0.006695964816
Long
EC
CORP
KY
N
1
N
N
N
Indus Motor Co Ltd
N/A
Indus Motor Co Ltd
000000000
1640.00000000
NS
11605.71000000
0.000378577817
Long
EC
CORP
PK
N
2
N
N
N
Concentradora Fibra Danhos SA de CV
N/A
Concentradora Fibra Danhos SA de CV
000000000
273100.00000000
NS
334701.21000000
0.010917940713
Long
EC
MX
N
1
N
N
N
Aldar Properties PJSC
N/A
Aldar Properties PJSC
000000000
4562734.00000000
NS
4444281.67000000
0.144972298688
Long
EC
CORP
AE
N
2
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
9257714.00000000
NS
11523508.30000000
0.375896401545
Long
EC
CORP
KY
N
2
N
N
N
Masraf Al Rayan QSC
254900KFL51VLXABR231
Masraf Al Rayan QSC
000000000
163346.00000000
NS
193997.10000000
0.006328178008
Long
EC
CORP
QA
N
2
N
N
N
Syncmold Enterprise Corp
N/A
Syncmold Enterprise Corp
000000000
1900250.00000000
NS
5693015.82000000
0.185705959068
Long
EC
CORP
TW
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR21 IFUS 20210319
000000000
3997.00000000
NC
USD
6256645.16000000
0.204091526656
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets Index
MESH1 Index
2021-03-19
261162639.84000000
USD
6256645.16000000
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
9105984.00000000
NS
8091188.77000000
0.263934269294
Long
EC
CORP
ZA
N
2
N
N
N
Aselsan Elektronik Sanayi Ve Ticaret AS
7890008XT4M710MU8714
Aselsan Elektronik Sanayi Ve Ticaret AS
000000000
5.00000000
NS
11.47000000
0.000000374150
Long
EC
CORP
TR
N
2
N
N
N
Pakistan Oilfields Ltd
N/A
Pakistan Oilfields Ltd
000000000
795594.00000000
NS
2012189.57000000
0.065637547081
Long
EC
CORP
PK
N
2
N
N
N
Midea Group Co Ltd
3003003TRPHLHZD2IF61
Midea Group Co Ltd
000000000
259500.00000000
NS
3741917.37000000
0.122061201992
Long
EC
CORP
CN
N
2
N
N
N
WEG SA
N/A
WEG SA
000000000
381100.00000000
NS
5307600.55000000
0.173133727650
Long
EC
CORP
BR
N
2
N
N
N
Merry Electronics Co Ltd
254900TUK5GIZWBLM571
Merry Electronics Co Ltd
000000000
437000.00000000
NS
2147496.35000000
0.070051249088
Long
EC
CORP
TW
N
2
N
N
N
BYD Electronic International Co Ltd
5299001O3LAFGRPZ3Y63
BYD Electronic International Co Ltd
000000000
1898000.00000000
NS
10556184.42000000
0.344342333447
Long
EC
CORP
HK
N
2
N
N
Micro-Star International Co Ltd
254900F4E0BDGJSSD870
Micro-Star International Co Ltd
000000000
2016000.00000000
NS
10782655.89000000
0.351729824167
Long
EC
CORP
TW
N
2
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
000000000
851800.00000000
NS
3400665.89000000
0.110929591720
Long
EC
CORP
TH
N
2
N
N
N
Budweiser Brewing Co APAC Ltd
N/A
Budweiser Brewing Co APAC Ltd
000000000
642500.00000000
NS
1960096.29000000
0.063938266273
Long
EC
CORP
KY
Y
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
000000000
55839.00000000
NS
10516582.04000000
0.343050505321
Long
EC
CORP
RU
N
2
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
941768.00000000
NS
3704904.26000000
0.120853835754
Long
EC
CORP
AE
N
2
N
N
N
Mahanagar Gas Ltd
3358001GYZI2KS7FHN90
Mahanagar Gas Ltd
000000000
3330.00000000
NS
52655.59000000
0.001717623338
Long
EC
CORP
IN
Y
2
N
N
N
Banco Davivienda SA
549300P161V4IPKAQS70
Banco Davivienda SA
000000000
37863.00000000
NS
326927.85000000
0.010664374006
Long
EP
CORP
CO
N
1
N
N
N
Banco BBVA Argentina SA
579100KKDBKJFDKKD024
Banco BBVA Argentina SA
058934100
228200.00000000
NS
USD
618422.00000000
0.020172902069
Long
EC
CORP
AR
N
1
N
N
Bank Negara Indonesia Persero Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
12413500.00000000
NS
5165450.88000000
0.168496810832
Long
EC
CORP
ID
N
2
N
N
N
IEI Integration Corp
N/A
IEI Integration Corp
000000000
1379806.00000000
NS
2594154.22000000
0.084621211784
Long
EC
CORP
TW
N
2
N
N
N
Bank Pembangunan Daerah Jawa Timur Tbk PT
529900DGM06AC0584V78
Bank Pembangunan Daerah Jawa Timur Tbk PT
000000000
16446000.00000000
NS
975021.58000000
0.031805166778
Long
EC
CORP
ID
N
2
N
N
N
Anilana Hotels & Properties Ltd
N/A
Anilana Hotels & Properties Ltd
000000000
103983101.00000000
NS
678007.03000000
0.022116563477
Long
EC
CORP
LK
N
2
N
N
N
Quality Houses PCL
N/A
Quality Houses PCL
000000000
1708392.00000000
NS
132381.42000000
0.004318276874
Long
EC
CORP
TH
N
2
N
N
N
Kuwait Projects Co Holding KSCP
254900NKYL22Y1SJAI75
Kuwait Projects Co Holding KSCP
000000000
1696339.00000000
NS
955352.13000000
0.031163550068
Long
EC
CORP
KW
N
2
N
N
N
Test Research Inc
N/A
Test Research Inc
000000000
272000.00000000
NS
568810.87000000
0.018554588900
Long
EC
CORP
TW
N
2
N
N
N
Innodisk Corp
N/A
Innodisk Corp
000000000
104900.00000000
NS
615477.66000000
0.020076857811
Long
EC
CORP
TW
N
2
N
N
N
Greenland Hong Kong Holdings Ltd
549300SQS5QFUUV6IS14
Greenland Hong Kong Holdings Ltd
000000000
1919000.00000000
NS
616812.86000000
0.020120411984
Long
EC
CORP
KY
N
2
N
N
N
Kuaishou Technology
300300FCDZBE6UP9ED24
Kuaishou Technology
000000000
2500.00000000
NS
99530.07000000
0.003246667089
Long
EC
CORP
KY
Y
2
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
441000.00000000
NS
4438761.66000000
0.144792236172
Long
EC
CORP
TW
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
8050100.00000000
NS
6427552.65000000
0.209666522466
Long
EC
CORP
SG
N
2
N
N
N
China Shenhua Energy Co Ltd
529900N9JOX4C108MA40
China Shenhua Energy Co Ltd
000000000
1907500.00000000
NS
3628767.38000000
0.118370253630
Long
EC
CORP
CN
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
3393099.00000000
NS
USD
49376169.67000000
1.610648772740
Long
EC
CORP
RU
N
2
N
N
N
Lonking Holdings Ltd
5299004M92ACMGS3QI84
Lonking Holdings Ltd
000000000
2767000.00000000
NS
1023255.79000000
0.033378564870
Long
EC
CORP
KY
N
2
N
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
000000000
91130.00000000
NS
415618.38000000
0.013557455714
Long
EC
CORP
RU
N
2
N
N
N
Vinh Hoan Corp
N/A
Vinh Hoan Corp
000000000
380800.00000000
NS
656710.49000000
0.021421871154
Long
EC
CORP
VN
N
2
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
36319.00000000
NS
886446.92000000
0.028915864744
Long
EC
CORP
CZ
N
2
N
N
N
Engro Corp Ltd/Pakistan
N/A
Engro Corp Ltd/Pakistan
000000000
454736.00000000
NS
871345.07000000
0.028423242973
Long
EC
CORP
PK
N
2
N
N
N
China Reinsurance Group Corp
300300F3000111000079
China Reinsurance Group Corp
000000000
15241000.00000000
NS
1688446.06000000
0.055077046124
Long
EC
CORP
CN
N
2
N
N
N
China Oriental Group Co Ltd
254900JSQWBLJHVYA555
China Oriental Group Co Ltd
000000000
2794000.00000000
NS
876686.59000000
0.028597483152
Long
EC
CORP
BM
N
2
N
N
N
Vipshop Holdings Ltd
549300I9F52K06HPZX60
Vipshop Holdings Ltd
92763W103
1068500.00000000
NS
USD
39876420.00000000
1.300767300572
Long
EC
CORP
KY
N
1
N
N
N
Gold Circuit Electronics Ltd
N/A
Gold Circuit Electronics Ltd
000000000
65000.00000000
NS
126395.41000000
0.004123013456
Long
EC
CORP
TW
N
2
N
N
N
Kung Long Batteries Industrial Co Ltd
N/A
Kung Long Batteries Industrial Co Ltd
000000000
284000.00000000
NS
1452139.59000000
0.047368738079
Long
EC
CORP
TW
N
2
N
N
N
Astral Foods Ltd
N/A
Astral Foods Ltd
000000000
5168.00000000
NS
46176.82000000
0.001506286108
Long
EC
CORP
ZA
N
2
N
N
N
Credito Real SAB de CV SOFOM ER
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
000000000
1679200.00000000
NS
915007.89000000
0.029847522497
Long
EC
CORP
MX
N
1
N
N
N
Moneta Money Bank AS
I6USJ58BDV2BO5KP3C31
Moneta Money Bank AS
000000000
1201627.00000000
NS
4380767.49000000
0.142900468557
Long
EC
CORP
CZ
Y
2
N
N
N
Lubelski Wegiel Bogdanka SA
259400MHSST6C1A8M066
Lubelski Wegiel Bogdanka SA
000000000
31219.00000000
NS
193840.53000000
0.006323070700
Long
EC
CORP
PL
N
2
N
N
N
Chong Hong Construction Co Ltd
N/A
Chong Hong Construction Co Ltd
000000000
746000.00000000
NS
2193470.56000000
0.071550926066
Long
EC
CORP
TW
N
2
N
N
N
International Games System Co Ltd
N/A
International Games System Co Ltd
000000000
666000.00000000
NS
19786613.54000000
0.645438579539
Long
EC
CORP
TW
N
2
N
N
N
Elan Microelectronics Corp
N/A
Elan Microelectronics Corp
000000000
654000.00000000
NS
4034176.50000000
0.131594683673
Long
EC
CORP
TW
N
2
N
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
36829G107
8830.00000000
NS
USD
200177.78000000
0.006529791554
Long
EC
CORP
RU
N
2
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752108
19800.00000000
NS
USD
5612508.00000000
0.183079797048
Long
EC
CORP
KY
N
1
N
N
N
Aten International Co Ltd
N/A
Aten International Co Ltd
000000000
437000.00000000
NS
1378963.29000000
0.044981729962
Long
EC
CORP
TW
N
2
N
N
N
Kweichow Moutai Co Ltd
N/A
Kweichow Moutai Co Ltd
000000000
49305.00000000
NS
16220681.28000000
0.529118005127
Long
EC
CORP
CN
N
2
N
N
N
China Overseas Grand Oceans Group Ltd
N/A
China Overseas Grand Oceans Group Ltd
000000000
128000.00000000
NS
70331.47000000
0.002294209870
Long
EC
CORP
HK
N
2
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
196000.00000000
NS
1845762.40000000
0.060208699139
Long
EC
CORP
TW
N
2
N
N
N
CPFL Energia SA
529900GBWSBDXN8GGM28
CPFL Energia SA
000000000
40700.00000000
NS
209593.16000000
0.006836920890
Long
EC
CORP
BR
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050888
7195.00000000
NS
USD
13315701.60000000
0.434357678684
Long
EC
CORP
KR
Y
2
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
8199147.50000000
NS
USD
8199147.50000000
0.267455878952
Long
STIV
RF
US
N
1
N
N
N
TMB Bank PCL
549300WKGLXEV3DB7I54
TMB Bank PCL
000000000
49140200.00000000
NS
1813538.36000000
0.059157552183
Long
EC
CORP
TH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
912828Z45
17500000.00000000
PA
USD
17512147.98000000
0.571245599659
Long
DBT
UST
US
N
1
2022-01-31
Floating
0.18000000
N
N
N
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
18309000.00000000
NS
50083452.83000000
1.633720322462
Long
EC
CORP
KY
Y
2
N
N
N
Raspadskaya OJSC
N/A
Raspadskaya OJSC
000000000
404850.00000000
NS
984066.83000000
0.032100222488
Long
EC
CORP
RU
N
2
N
N
N
Commercial International Bank Egypt SAE
213800FIIXJAMEVRIH48
Commercial International Bank Egypt SAE
000000000
105984.00000000
NS
417499.83000000
0.013618828542
Long
EC
CORP
EG
N
2
N
N
N
El Puerto de Liverpool SAB de CV
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
000000000
194000.00000000
NS
586979.59000000
0.019147251853
Long
EC
CORP
MX
N
1
N
N
N
Country Garden Services Holdings Co Ltd
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
137000.00000000
NS
1126914.17000000
0.036759897274
Long
EC
CORP
KY
N
2
N
N
N
Housing Development Finance Corp Ltd
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
252428.00000000
NS
8737537.52000000
0.285018140884
Long
EC
CORP
IN
N
2
N
N
N
Cochin Shipyard Ltd
3358006BM5LULPW8CY42
Cochin Shipyard Ltd
000000000
10859.00000000
NS
54719.75000000
0.001784956159
Long
EC
CORP
IN
Y
2
N
N
N
Feng Hsin Steel Co Ltd
N/A
Feng Hsin Steel Co Ltd
000000000
17000.00000000
NS
43136.53000000
0.001407111964
Long
EC
CORP
TW
N
2
N
N
N
Shanghai Mechanical and Electrical Industry Co Ltd
N/A
Shanghai Mechanical and Electrical Industry Co Ltd
000000000
85400.00000000
NS
242139.51000000
0.007898581587
Long
EC
CORP
CN
N
2
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
1184621.00000000
NS
USD
76680517.33000000
2.501315552746
Long
EC
RF
US
N
1
N
N
N
Engro Fertilizers Ltd
N/A
Engro Fertilizers Ltd
000000000
6144472.00000000
NS
2532803.59000000
0.082619956571
Long
EC
CORP
PK
N
2
N
N
N
Cathay Financial Holding Co Ltd
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
7680153.00000000
NS
11558439.31000000
0.377035849760
Long
EC
CORP
TW
N
2
N
N
N
Zhejiang Supor Co Ltd
N/A
Zhejiang Supor Co Ltd
000000000
86907.00000000
NS
1013279.48000000
0.033053138018
Long
EC
CORP
CN
N
2
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
2546000.00000000
NS
15090750.18000000
0.492259695711
Long
EC
CORP
KY
Y
2
N
N
N
TTW PCL
529900SXM74NQ438EE35
TTW PCL
000000000
31200.00000000
NS
12278.94000000
0.000400538554
Long
EC
CORP
TH
N
2
N
N
N
New China Life Insurance Co Ltd
529900QCDGPLPB62KH67
New China Life Insurance Co Ltd
000000000
274993.00000000
NS
2217208.62000000
0.072325260678
Long
EC
CORP
CN
N
2
N
N
N
Astra International Tbk PT
529900L49TRJOMG4DK47
Astra International Tbk PT
000000000
1401900.00000000
NS
529700.77000000
0.017278818928
Long
EC
CORP
ID
N
2
N
N
N
KCE Electronics PCL
529900LNPH5MFQ9L6T25
KCE Electronics PCL
000000000
997400.00000000
NS
1762934.24000000
0.057506847717
Long
EC
CORP
TH
N
2
N
N
N
NCC Ltd/India
3358004NHG46U9TEGO83
NCC Ltd/India
000000000
162057.00000000
NS
197098.87000000
0.006429357627
Long
EC
CORP
IN
N
2
N
N
N
SPCG PCL
N/A
SPCG PCL
000000000
68400.00000000
NS
44570.90000000
0.001453901059
Long
EC
CORP
TH
N
2
N
N
N
Zhengzhou Coal Mining Machinery Group Co Ltd
300300PYAQHLZLU5N973
Zhengzhou Coal Mining Machinery Group Co Ltd
000000000
6512786.00000000
NS
14962353.58000000
0.488071403512
Long
EC
CORP
CN
N
2
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
000000000
218705.00000000
NS
3961284.56000000
0.129216951369
Long
EC
CORP
RU
N
2
N
N
N
Grupo Financiero Galicia SA
5299008H3AXIXV5G3C23
Grupo Financiero Galicia SA
399909100
351800.00000000
NS
USD
2620910.00000000
0.085493984308
Long
EC
CORP
AR
N
1
N
N
N
China Tourism Group Duty Free Corp Ltd
N/A
China Tourism Group Duty Free Corp Ltd
000000000
361430.00000000
NS
17226266.12000000
0.561920144282
Long
EC
CORP
CN
N
2
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
1614000.00000000
NS
5150981.50000000
0.168024820208
Long
EC
CORP
HK
N
2
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
250576.00000000
NS
USD
8160015.46000000
0.266179393298
Long
EC
CORP
NL
Y
2
N
N
N
Matahari Department Store Tbk PT
N/A
Matahari Department Store Tbk PT
000000000
598500.00000000
NS
52811.58000000
0.001722711726
Long
EC
CORP
ID
N
2
N
N
N
GS Home Shopping Inc
N/A
GS Home Shopping Inc
000000000
4876.00000000
NS
588851.19000000
0.019208303374
Long
EC
CORP
KR
N
2
N
N
N
Yulon Nissan Motor Co Ltd
N/A
Yulon Nissan Motor Co Ltd
000000000
148000.00000000
NS
1359581.00000000
0.044349480401
Long
EC
CORP
TW
N
2
N
N
N
SPCG PCL
N/A
SPCG PCL
000000000
695500.00000000
NS
453202.94000000
0.014783462629
Long
EC
CORP
TH
N
2
N
N
N
Arcelik AS
789000748KTQCUMJ0R25
Arcelik AS
000000000
46211.00000000
NS
206768.87000000
0.006744792658
Long
EC
CORP
TR
N
2
N
N
N
Globaltrans Investment PLC
213800D6EVVEJJW3MD09
Globaltrans Investment PLC
37949E204
695950.00000000
NS
USD
4634985.94000000
0.151193064707
Long
EC
CORP
CY
Y
2
N
N
N
Advantech Co Ltd
2549002OSTKE9HB9IY03
Advantech Co Ltd
000000000
1206035.00000000
NS
15683756.10000000
0.511603526220
Long
EC
CORP
TW
N
2
N
N
N
Qatar National Cement Co QSC
N/A
Qatar National Cement Co QSC
000000000
1062466.00000000
NS
1187082.68000000
0.038722591777
Long
EC
CORP
QA
N
2
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
256987.00000000
NS
7981961.43000000
0.260371277626
Long
EC
CORP
IN
N
2
N
N
N
JSW Energy Ltd
3358001ZFBW2VIMBMI85
JSW Energy Ltd
000000000
92574.00000000
NS
90414.50000000
0.002949317543
Long
EC
CORP
IN
N
2
N
N
N
Hangzhou Robam Appliances Co Ltd
N/A
Hangzhou Robam Appliances Co Ltd
000000000
362722.00000000
NS
2122944.77000000
0.069250377484
Long
EC
CORP
CN
N
2
N
N
N
PAX Global Technology Ltd
5299008CRGPD1WZXCD36
PAX Global Technology Ltd
000000000
891000.00000000
NS
818903.95000000
0.026712615637
Long
EC
CORP
BM
N
2
N
N
N
Dynasty Ceramic PCL
N/A
Dynasty Ceramic PCL
000000000
464900.00000000
NS
36535.34000000
0.001191781398
Long
EC
CORP
TH
N
2
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
20879000.00000000
NS
40709119.70000000
1.327929933049
Long
EC
CORP
TW
N
2
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
000000000
328983.00000000
NS
7933979.81000000
0.258806119010
Long
EC
CORP
SA
N
2
N
N
N
Zhejiang Weixing New Building Materials Co Ltd
N/A
Zhejiang Weixing New Building Materials Co Ltd
000000000
1249629.00000000
NS
3591305.30000000
0.117148242009
Long
EC
CORP
CN
N
2
N
N
N
Hoa Phat Group JSC
549300ODJEFGL5CWKD32
Hoa Phat Group JSC
000000000
1503500.00000000
NS
2974050.60000000
0.097013417220
Long
EC
CORP
VN
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
8687000.00000000
NS
189785116.21000000
6.190783257407
Long
EC
CORP
TW
N
2
N
N
N
Grupo Financiero Inbursa SAB de CV
N/A
Grupo Financiero Inbursa SAB de CV
000000000
472800.00000000
NS
424866.88000000
0.013859141432
Long
EC
CORP
MX
N
1
N
N
N
Chinasoft International Ltd
N/A
Chinasoft International Ltd
000000000
48000.00000000
NS
50807.57000000
0.001657340996
Long
EC
CORP
KY
N
2
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
669888109
38499.00000000
NS
USD
6587480.77000000
0.214883371645
Long
EC
CORP
RU
Y
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C49
5000000.00000000
PA
USD
4999031.75000000
0.163068225154
Long
STIV
UST
US
N
1
2021-07-22
None
0.00000000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
440686.00000000
NS
USD
32836138.31000000
1.071113580174
Long
EC
CORP
RU
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
10.00000000
NS
USD
1259.40000000
0.000041081579
Long
EC
CORP
TW
N
1
N
N
N
Banco Macro SA
579100KKDKKIFEBKK040
Banco Macro SA
05961W105
16800.00000000
NS
USD
227808.00000000
0.007431088277
Long
EC
CORP
AR
N
1
N
N
N
361 Degrees International Ltd
2138008WRC2652IBSX12
361 Degrees International Ltd
000000000
4731000.00000000
NS
1085641.12000000
0.035413571956
Long
EC
CORP
KY
N
2
N
N
N
Unifin Financiera SAB de CV
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
526790.00000000
NS
623707.68000000
0.020345320749
Long
EC
CORP
MX
N
1
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
000000000
12746867.00000000
NS
29530577.37000000
0.963286308297
Long
EC
CORP
RU
N
2
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
000000000
1332810.00000000
NS
10949209.66000000
0.357162801797
Long
EC
CORP
IN
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
90794590.00000000
NS
33021420.38000000
1.077157474235
Long
EC
CORP
CN
N
2
N
N
N
Airtac International Group
N/A
Airtac International Group
000000000
34000.00000000
NS
1183258.81000000
0.038597857284
Long
EC
CORP
KY
N
2
N
N
N
Siam Cement PCL/The
529900SEH9QK8ZZDCQ89
Siam Cement PCL/The
000000000
173900.00000000
NS
2093205.11000000
0.068280270908
Long
EC
CORP
TH
N
2
N
N
N
Ramayana Lestari Sentosa Tbk PT
N/A
Ramayana Lestari Sentosa Tbk PT
000000000
28266100.00000000
NS
1444864.30000000
0.047131418397
Long
EC
CORP
ID
N
2
N
N
N
AP Thailand PCL
N/A
AP Thailand PCL
000000000
373500.00000000
NS
89855.54000000
0.002931084290
Long
EC
CORP
TH
N
2
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
19350532.00000000
NS
77735852.68000000
2.535740551641
Long
EC
CORP
TW
N
2
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
16626000.00000000
NS
29774755.89000000
0.971251402313
Long
EC
CORP
TW
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
1322965.00000000
NS
115093901.91000000
3.754358693680
Long
EC
CORP
KY
N
2
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
44073.00000000
NS
1887867.31000000
0.061582159699
Long
EC
CORP
ZA
N
2
N
N
N
Emlak Konut Gayrimenkul Yatirim Ortakligi AS
789000IA5R88NAGSC462
Emlak Konut Gayrimenkul Yatirim Ortakligi AS
000000000
11064699.00000000
NS
3352149.02000000
0.109346973270
Long
EC
CORP
TR
N
2
N
N
N
Catcher Technology Co Ltd
5299006PRSCU66N5JF55
Catcher Technology Co Ltd
000000000
7316000.00000000
NS
50366159.29000000
1.642942196412
Long
EC
CORP
TW
N
2
N
N
N
PetroVietnam Technical Services Corp
N/A
PetroVietnam Technical Services Corp
000000000
1872200.00000000
NS
1827410.65000000
0.059610065754
Long
EC
CORP
VN
N
2
N
N
N
Nantex Industry Co Ltd
N/A
Nantex Industry Co Ltd
000000000
244000.00000000
NS
562963.59000000
0.018363850849
Long
EC
CORP
TW
N
2
N
N
N
National Bank of Pakistan
391200B8N7KWZADUJM27
National Bank of Pakistan
000000000
411500.00000000
NS
92715.87000000
0.003024388145
Long
EC
CORP
PK
N
2
N
N
N
Bajaj Consumer Care Ltd
3358005AGVT9BD4VZC81
Bajaj Consumer Care Ltd
000000000
11950.00000000
NS
39402.66000000
0.001285313267
Long
EC
CORP
IN
N
2
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
1564000.00000000
NS
2888178.47000000
0.094212271613
Long
EC
CORP
KY
N
2
N
N
N
Hindustan Zinc Ltd
335800LB39TLJ8YTWM98
Hindustan Zinc Ltd
000000000
72481.00000000
NS
291308.59000000
0.009502475103
Long
EC
CORP
IN
N
2
N
N
N
Dongwon Development Co Ltd
N/A
Dongwon Development Co Ltd
000000000
1141277.00000000
NS
5224550.85000000
0.170424649601
Long
EC
CORP
KR
N
2
N
N
N
PetroVietnam Gas JSC
N/A
PetroVietnam Gas JSC
000000000
239000.00000000
NS
928602.41000000
0.030290975221
Long
EC
CORP
VN
N
2
N
N
N
Fangda Special Steel Technology Co Ltd
300300YXNMOW3T5MYO39
Fangda Special Steel Technology Co Ltd
000000000
4252769.00000000
NS
4731110.71000000
0.154328651041
Long
EC
CORP
CN
N
2
N
N
N
Lucky Cement Ltd
213800HCLGMIPPAF9976
Lucky Cement Ltd
000000000
39201.00000000
NS
219322.23000000
0.007154282783
Long
EC
CORP
PK
N
2
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
3359400.00000000
NS
3182606.38000000
0.103816498815
Long
EC
CORP
MX
N
1
N
N
N
Engineers India Ltd
335800D8QCOQANG91D62
Engineers India Ltd
000000000
419720.00000000
NS
453700.91000000
0.014799706392
Long
EC
CORP
IN
N
2
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
1739699.00000000
NS
11179790.76000000
0.364684348490
Long
EC
CORP
CN
N
2
N
N
N
Titan Co Ltd
549300RO9VJWPK37FE54
Titan Co Ltd
000000000
312651.00000000
NS
5998626.29000000
0.195674960951
Long
EC
CORP
IN
N
2
N
N
N
Philip Morris CR AS
315700LNPHNXCMNLQC73
Philip Morris CR AS
000000000
298.00000000
NS
211384.44000000
0.006895352376
Long
EC
CORP
CZ
N
2
N
N
N
China Dongxiang Group Co Ltd
529900ZDHJ8HM7VLUX41
China Dongxiang Group Co Ltd
000000000
4227000.00000000
NS
473538.22000000
0.015446798688
Long
EC
CORP
KY
N
2
N
N
N
Korea Asset In Trust Co Ltd
N/A
Korea Asset In Trust Co Ltd
000000000
118806.00000000
NS
409874.79000000
0.013370100028
Long
EC
CORP
KR
N
2
N
N
N
Industrias Bachoco SAB de CV
254900CZQ27EMGKCHG63
Industrias Bachoco SAB de CV
000000000
76800.00000000
NS
254690.69000000
0.008308000600
Long
EC
CORP
MX
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
596573.00000000
NS
38587441.86000000
1.258720882773
Long
EP
CORP
KR
N
2
N
N
N
NBCC India Ltd
3358007GX3F7PDUPVI11
NBCC India Ltd
000000000
1413409.00000000
NS
825544.30000000
0.026929223601
Long
EC
CORP
IN
N
2
N
N
N
QIWI plc
253400VWDGA1977ZTQ68
QIWI plc
74735M108
422715.00000000
NS
USD
4518823.35000000
0.147403845449
Long
EC
CORP
CY
N
1
N
N
N
Shin Kong Financial Holding Co Ltd
529900YF6H5G3WJC6V36
Shin Kong Financial Holding Co Ltd
000000000
304000.00000000
NS
90281.66000000
0.002944984308
Long
EC
CORP
TW
N
2
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
542689.00000000
NS
5918154.94000000
0.193049988581
Long
EC
CORP
TW
N
2
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
6118000.00000000
NS
29073556.79000000
0.948378314396
Long
EC
CORP
KY
N
2
N
N
N
Fauji Fertilizer Co Ltd
N/A
Fauji Fertilizer Co Ltd
000000000
1682776.00000000
NS
1178491.75000000
0.038442355968
Long
EC
CORP
PK
N
2
N
N
N
Daou Data Corp
N/A
Daou Data Corp
000000000
5320.00000000
NS
62576.74000000
0.002041250873
Long
EC
CORP
KR
N
2
N
N
N
Pakistan Petroleum Ltd
N/A
Pakistan Petroleum Ltd
000000000
3237101.00000000
NS
1852572.67000000
0.060430849887
Long
EC
CORP
PK
N
2
N
N
N
China Life Insurance Co Ltd/Taiwan
254900DUWXV1O3KM4P58
China Life Insurance Co Ltd/Taiwan
000000000
623000.00000000
NS
507292.78000000
0.016547871148
Long
EC
CORP
TW
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
125110148.00000000
NS
100431490.02000000
3.276071376663
Long
EC
CORP
CN
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
198536.00000000
NS
USD
18551777.01000000
0.605158258994
Long
EC
CORP
RU
Y
2
N
N
N
Niu Technologies
549300NJKNSC80EVQ065
Niu Technologies
65481N100
3600.00000000
NS
USD
134568.00000000
0.004389603031
Long
EC
CORP
KY
N
1
N
N
N
Huaku Development Co Ltd
N/A
Huaku Development Co Ltd
000000000
1782000.00000000
NS
5636699.81000000
0.183868932968
Long
EC
CORP
TW
N
2
N
N
N
2021-03-26
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer