0001752724-22-015900.txt : 20220127
0001752724-22-015900.hdr.sgml : 20220127
20220127162430
ACCESSION NUMBER: 0001752724-22-015900
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220127
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST
CENTRAL INDEX KEY: 0000939934
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07257
FILM NUMBER: 22563471
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000050969
SIIT Global Managed Volatility Fund
C000160603
Class A
SGMAX
NPORT-P
1
primary_doc.xml
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SIIT GLOBAL MANAGED VOLATILITY FUND
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2021-11-30
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U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
4.43000000
0.000000180476
N/A
DFE
US
N
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BROWN BROTHERS HARRIMAN & CO.
N/A
5710.06000000
DKK
869.21000000
USD
2021-12-13
4.43000000
N
N
N
SS&C TECHNOLOGIES HOLDINGS, INC.
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK
78467J100
2668.00000000
NS
USD
203648.44000000
0.008296559179
Long
EC
US
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
45600.00000000
NS
4337754.54000000
0.176718452878
Long
EC
DE
N
2
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
427400.00000000
NS
8521202.25000000
0.347150504806
Long
EC
JP
N
2
N
N
N
CERNER CORPORATION
549300L4UJ40IEVVI304
CERNER CORP COMMON STOCK
156782104
82645.00000000
NS
USD
5822340.25000000
0.237199904150
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
462.27000000
0.000018832702
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13476.90000000
NZD
9606.35000000
USD
2021-12-13
462.27000000
N
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV COMMON STOCK
N/A
19116.00000000
NS
1201177.65000000
0.048935515825
Long
EC
NL
N
2
N
N
N
KFC Holdings Japan, Ltd.
N/A
KFC HOLDINGS JAPAN LTD COMMON STOCK
N/A
1600.00000000
NS
39887.37000000
0.001624996124
Long
EC
JP
N
2
N
N
N
JOHN WILEY & SONS, INC.
5493003XM719UN7E8P64
WILEY (JOHN) & SONS-CLASS A COMMON STOCK
968223206
16105.00000000
NS
USD
837137.90000000
0.034104676318
Long
EC
US
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
8293.00000000
NS
USD
1332436.31000000
0.054282943189
Long
EC
US
N
1
N
N
N
KINDEN CORPORATION
N/A
KINDEN CORP COMMON STOCK
N/A
267500.00000000
NS
3853184.16000000
0.156977241827
Long
EC
JP
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
133400.00000000
NS
6098390.39000000
0.248446080762
Long
EC
FR
N
2
N
N
N
Oesterreichische Post Aktiengesellschaft
529900MVUWACNUTK8467
OESTERREICHISCHE POST AG COMMON STOCK
N/A
6377.00000000
NS
262738.87000000
0.010703880588
Long
EC
AT
N
2
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
36336.00000000
NS
USD
6449276.64000000
0.262741051735
Long
EC
US
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
12500.00000000
NS
6888180.03000000
0.280621807165
Long
EC
CH
N
2
N
N
N
Nintendo Co., Ltd.
353800FEEXU6I9M0ZF27
NINTENDO CO LTD COMMON STOCK
N/A
7600.00000000
NS
3328049.30000000
0.135583449450
Long
EC
JP
N
2
N
N
N
Aktiebolaget Industrivarden
549300TM1DLIQI3B3T37
INDUSTRIVARDEN AB-A SHS COMMON STOCK
N/A
7570.00000000
NS
224069.69000000
0.009128513056
Long
EC
SE
N
2
N
N
N
Helvetia Holding AG
529900SUJBXTORH0LT80
HELVETIA HOLDING AG-REG COMMON STOCK
N/A
24300.00000000
NS
2661572.02000000
0.108431421202
Long
EC
CH
N
2
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO-NON VTG SHRS COMMON STOCK
579780206
28405.00000000
NS
USD
2437717.10000000
0.099311657793
Long
EC
US
N
1
N
N
N
Healthcare & Medical Investment Corporation
N/A
HEALTHCARE & MEDICAL INVESTM REIT
J1912P109
39.00000000
NS
53024.46000000
0.002160196122
Long
EC
JP
N
2
N
N
N
EMPIRE COMPANY LIMITED
549300TX0ZUSTEF7C719
EMPIRE CO LTD 'A' COMMON STOCK
291843407
64900.00000000
NS
1853201.59000000
0.075498720556
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3231.49000000
0.000131649660
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
133045.87000000
GBP
179302.19000000
USD
2021-12-13
3231.49000000
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
174600.00000000
NS
USD
17926182.00000000
0.730305765311
Long
EC
US
N
1
N
N
N
BT GROUP PLC
213800LRO7NS5CYQMN21
BT GROUP PLC COMMON STOCK
N/A
1688100.00000000
NS
3534137.70000000
0.143979411662
Long
EC
GB
N
2
N
N
N
OAKTREE SPECIALTY LENDING CORPORATION
549300J6MGCEU5928620
OAKTREE SPECIALTY LENDING CO COMMON STOCK
67401P108
266.00000000
NS
USD
1957.76000000
0.000079758389
Long
EC
US
N
1
N
N
N
VALOR HOLDINGS CO.,LTD.
N/A
VALOR HOLDINGS CO LTD COMMON STOCK
N/A
24800.00000000
NS
460230.94000000
0.018749631620
Long
EC
JP
N
2
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC COMMON STOCK
23345M107
28882.00000000
NS
USD
1324817.34000000
0.053972549279
Long
EC
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
14748.00000000
NS
USD
2507749.92000000
0.102164767965
Long
EC
US
N
1
N
N
N
CREATE MEDIC CO.,LTD.
N/A
CREATE MEDIC CO LTD COMMON STOCK
N/A
2784.00000000
NS
23912.80000000
0.000974198281
Long
EC
JP
N
2
N
N
N
METRO INC.
549300KQ7DCG4IXSNW78
METRO INC/CN COMMON STOCK
59162N109
146300.00000000
NS
6952329.28000000
0.283235222956
Long
EC
CA
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
303195.00000000
NS
USD
9438460.35000000
0.384519247281
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
1655.00000000
NS
USD
4696807.25000000
0.191346122293
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
49600.00000000
NS
USD
4619248.00000000
0.188186388256
Long
EC
US
N
1
N
N
N
SENKO Group Holdings Co.,Ltd.
35380077MB9W0NB6BA14
SENKO GROUP HOLDINGS CO LTD COMMON STOCK
N/A
429100.00000000
NS
3482183.29000000
0.141862808966
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
273.30000000
0.000011134136
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
15757.64000000
CAD
12560.57000000
USD
2021-12-13
273.30000000
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
SCOUT24 SE COMMON STOCK
N/A
17584.00000000
NS
1162665.86000000
0.047366560302
Long
EC
DE
Y
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
4.07000000
0.000000165810
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6029.27000000
DKK
917.19000000
USD
2021-12-13
4.07000000
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
780.00000000
NS
USD
1417314.60000000
0.057740852103
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE REIT
74460D109
33659.00000000
NS
USD
11019283.42000000
0.448921371613
Long
EC
US
N
1
N
N
N
Axfood AB
549300QIXCZWZLHE8L05
AXFOOD AB COMMON STOCK
N/A
334625.00000000
NS
9035381.53000000
0.368097971065
Long
EC
SE
N
2
N
N
N
THE HONG KONG AND CHINA GAS COMPANY LIMITED
254900P7BETXGC7YU827
HONG KONG & CHINA GAS COMMON STOCK
N/A
1123372.00000000
NS
1675841.45000000
0.068273136615
Long
EC
HK
N
2
N
N
N
Ooedo Onsen Reit Investment Corporation
N/A
OOEDO ONSEN REIT INVESTMENT REIT
N/A
50.00000000
NS
33026.52000000
0.001345487732
Long
EC
JP
N
2
N
N
N
SIXTH STREET SPECIALTY LENDING, INC.
549300TX61566GJWCN05
SIXTH STREET SPECIALTY LENDI COMMON STOCK
83012A109
607.00000000
NS
USD
14476.95000000
0.000589785379
Long
EC
US
N
1
N
N
N
QUEBECOR INC.
N/A
QUEBECOR INC -CL B COMMON STOCK
748193208
252200.00000000
NS
5589371.69000000
0.227708854549
Long
EC
CA
N
1
N
N
N
Telekom Austria Aktiengesellschaft
529900KCNFQU5OJH7L33
TELEKOM AUSTRIA AG COMMON STOCK
N/A
38558.00000000
NS
322728.03000000
0.013147815911
Long
EC
AT
N
2
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD COMMON STOCK
N/A
139600.00000000
NS
2582085.10000000
0.105193154630
Long
EC
SG
N
2
N
N
N
Corporacion Financiera Alba, S.A.
959800CJH35NNZQQW653
CORPORACION FINANCIERA ALBA COMMON STOCK
N/A
1143.00000000
NS
61906.49000000
0.002522046610
Long
EC
ES
N
2
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
52641.00000000
NS
USD
4688207.46000000
0.190995770154
Long
EC
US
N
1
N
N
N
Link Real Estate Investment Trust
529900XUE70U36QX5M62
LINK REIT REIT
N/A
29700.00000000
NS
257269.96000000
0.010481079296
Long
EC
HK
N
2
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
23444.00000000
NS
USD
7691273.08000000
0.313339509378
Long
EC
US
N
1
N
N
N
AHJIKAN CO.,LTD.
N/A
AHJIKAN CO LTD COMMON STOCK
N/A
5308.00000000
NS
39284.87000000
0.001600450505
Long
EC
JP
N
2
N
N
N
Koninklijke KPN N.V.
549300YO0JZHAL7FVP81
KONINKLIJKE KPN NV COMMON STOCK
N/A
621128.00000000
NS
1814165.84000000
0.073908419103
Long
EC
NL
N
2
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-140.09000000
-0.00000570721
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7424.58000000
USD
66052.00000000
SEK
2021-12-13
-140.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
727.02000000
0.000029618515
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
66975.22000000
SGD
49575.65000000
USD
2021-12-13
727.02000000
N
N
N
PROXIMUS NV
549300CWRXC5EP004533
PROXIMUS COMMON STOCK
N/A
22623.00000000
NS
408216.82000000
0.016630596361
Long
EC
BE
N
2
N
N
N
DAIRY FARM INTERNATIONAL HOLDINGS LIMITED
213800NOTG41PZVNNX48
DAIRY FARM INTL HLDGS LTD COMMON STOCK
N/A
116400.00000000
NS
USD
363363.38000000
0.014803284453
Long
EC
SG
N
2
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
35303.00000000
NS
1737955.92000000
0.070803656251
Long
EC
NL
N
2
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
7510.00000000
NS
USD
932892.20000000
0.038005669699
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-462.62000000
-0.00001884696
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
14572.25000000
USD
19897.12000000
AUD
2021-12-13
-462.62000000
N
N
N
FERGUSON HOLDINGS LIMITED
2138005UHP5J9Y2RM657
FERGUSON PLC COMMON STOCK
N/A
18556.00000000
NS
2809142.12000000
0.114443370362
Long
EC
GB
N
2
N
N
N
Estelle Holdings Co Ltd
N/A
ESTELLE HOLDINGS CO LTD COMMON STOCK
N/A
6000.00000000
NS
33607.32000000
0.001369149300
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-96.60000000
-0.00000393544
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12454.54000000
CHF
13372.27000000
USD
2021-12-13
-96.60000000
N
N
N
WERNER ENTERPRISES, INC.
549300P6XRGOCHHJST37
WERNER ENTERPRISES INC COMMON STOCK
950755108
182200.00000000
NS
USD
8219042.00000000
0.334840612347
Long
EC
US
N
1
N
N
N
MAEZAWA KASEI INDUSTRIES CO.,LTD.
N/A
MAEZAWA KASEI INDUSTRIES CO COMMON STOCK
N/A
2400.00000000
NS
26382.94000000
0.001074830836
Long
EC
JP
N
2
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA PREFERRED STOCK
N/A
25132.00000000
NS
1968694.21000000
0.080203845509
Long
EP
DE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-694.87000000
-0.00002830873
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
965064.49000000
SEK
105736.46000000
USD
2021-12-13
-694.87000000
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
720100.00000000
NS
9881021.21000000
0.402549006633
Long
EC
JP
N
2
N
N
N
SOFINA S.A.
5493000GMVR38VUO5D39
SOFINA COMMON STOCK
N/A
649.00000000
NS
299213.47000000
0.012189841774
Long
EC
BE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
12883.82000000
0.000524881875
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
137724232.07000000
HKD
17679757.45000000
USD
2021-12-13
12883.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
175.93000000
0.000007167320
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
99043.12000000
SEK
11098.82000000
USD
2021-12-13
175.93000000
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC COMMON STOCK
00846U101
43590.00000000
NS
USD
6577731.00000000
0.267974232994
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
787.30000000
0.000032074299
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
83325.06000000
GBP
111058.30000000
USD
2021-12-13
787.30000000
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD COMMON STOCK
N/A
184000.00000000
NS
3988691.43000000
0.162497755929
Long
EC
SG
N
2
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
29460.00000000
NS
USD
4593697.80000000
0.187145482927
Long
EC
US
N
1
N
N
N
Achilles Corporation
N/A
ACHILLES CORP COMMON STOCK
N/A
2300.00000000
NS
24361.18000000
0.000992465110
Long
EC
JP
N
2
N
N
N
GENMAB A/S
529900MTJPDPE4MHJ122
GENMAB A/S COMMON STOCK
N/A
4721.00000000
NS
1815884.60000000
0.073978440725
Long
EC
DK
N
2
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
27620.00000000
NS
USD
3074382.20000000
0.125249149285
Long
EC
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
EDF COMMON STOCK
N/A
81365.00000000
NS
1135841.53000000
0.046273747406
Long
EC
FR
N
2
N
N
N
Rengo Co., Ltd.
N/A
RENGO CO LTD COMMON STOCK
N/A
543000.00000000
NS
3635014.04000000
0.148089074985
Long
EC
JP
N
2
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
96872.00000000
NS
USD
8790165.28000000
0.358107955281
Long
EC
US
N
1
N
N
N
KITANO CONSTRUCTION CORP.
N/A
KITANO CONSTRUCTION CORP COMMON STOCK
N/A
1300.00000000
NS
23466.18000000
0.000956003154
Long
EC
JP
N
2
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
73000.00000000
NS
USD
17800320.00000000
0.725178195802
Long
EC
US
N
1
N
N
N
WAREHOUSES DE PAUW NV
549300HWDYC5JXC85138
WAREHOUSES DE PAUW SCA REIT
N/A
10748.00000000
NS
494878.11000000
0.020161144010
Long
EC
BE
N
2
N
N
N
NOVOZYMES A/S
529900T6WNZXD2R3JW38
NOVOZYMES A/S-B SHARES COMMON STOCK
N/A
13720.00000000
NS
1029920.50000000
0.041958565352
Long
EC
DK
N
2
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1288.78000000
-0.00005250440
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
77566.95000000
USD
57638.75000000
GBP
2021-12-13
-1288.78000000
N
N
N
GEORGE WESTON LIMITEE.
549300FAHC3L1QKNT280
WESTON (GEORGE) LTD COMMON STOCK
961148509
24600.00000000
NS
2585416.28000000
0.105328865623
Long
EC
CA
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
HENKEL AG & CO KGAA COMMON STOCK
N/A
18928.00000000
NS
1395354.55000000
0.056846208106
Long
EC
DE
N
2
N
N
N
Prosperity Real Estate Investment Trust
N/A
PROSPERITY REIT REIT
N/A
266000.00000000
NS
102178.11000000
0.004162696932
Long
EC
HK
N
2
N
N
N
STELLUS CAPITAL INVESTMENT CORPORATION
5493001DZV6QC1KUSC43
STELLUS CAPITAL INVESTMENT C COMMON STOCK
858568108
100.00000000
NS
USD
1325.00000000
0.000053979990
Long
EC
US
N
1
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
16025.00000000
NS
USD
5257321.75000000
0.214181267607
Long
EC
US
N
1
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
111600.00000000
NS
5712857.44000000
0.232739616547
Long
EC
BE
N
2
N
N
N
NEWLAT FOOD S.P.A.
815600511D7D0F6A5955
NEWLAT FOOD SPA COMMON STOCK
N/A
12678.00000000
NS
88980.81000000
0.003625044002
Long
EC
IT
N
2
N
N
N
TATE & LYLE PUBLIC LIMITED COMPANY
2138008K14474WPKZ244
TATE & LYLE PLC COMMON STOCK
N/A
229040.00000000
NS
1909565.10000000
0.077794948292
Long
EC
GB
N
2
N
N
N
Allreal Holding AG
5067006XH174LA44H658
ALLREAL HOLDING AG-REG COMMON STOCK
N/A
3188.00000000
NS
656149.08000000
0.026731261348
Long
EC
CH
N
2
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG COMMON STOCK
N/A
5985.00000000
NS
809393.27000000
0.032974370754
Long
EC
CH
N
2
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1321.45000000
-0.00005383536
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
112919.12000000
USD
143116.85000000
CAD
2021-12-13
-1321.45000000
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
10838.00000000
NS
USD
1265228.12000000
0.051544907357
Long
EC
US
N
1
N
N
N
HEIWADO CO.,LTD.
N/A
HEIWADO CO LTD COMMON STOCK
N/A
15800.00000000
NS
256894.39000000
0.010465778719
Long
EC
JP
N
2
N
N
N
BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD
213800XCGZCFSWY9U863
BEZEQ THE ISRAELI TELECOM CO COMMON STOCK
N/A
538491.00000000
NS
765695.87000000
0.031194155472
Long
EC
IL
N
2
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
43050.00000000
NS
USD
2360862.00000000
0.096180610556
Long
EC
US
N
1
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
137300.00000000
NS
6759237.13000000
0.275368722974
Long
EC
NL
N
2
N
N
N
BOIRON SA
9695000UMPNY21KKDO98
BOIRON SA COMMON STOCK
N/A
56.00000000
NS
2279.23000000
0.000092854954
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-9787.05000000
-0.00039872065
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
85293461.00000000
JPY
741690.65000000
USD
2021-12-13
-9787.05000000
N
N
N
freenet AG
5299003GLDODCVP8DO20
FREENET AG COMMON STOCK
N/A
266100.00000000
NS
6718840.41000000
0.273722976126
Long
EC
DE
N
2
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
6353.00000000
NS
USD
2104367.72000000
0.085731132164
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
3889.00000000
NS
USD
5888451.57000000
0.239893253919
Long
EC
US
N
1
N
N
N
EPAM SYSTEMS, INC.
549300XCR4R530HJP604
EPAM SYSTEMS INC COMMON STOCK
29414B104
942.00000000
NS
USD
573254.10000000
0.023354151721
Long
EC
US
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-4766.07000000
-0.00019416786
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
274488.15000000
USD
203812.50000000
GBP
2021-12-13
-4766.07000000
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
38361.00000000
NS
USD
6291971.22000000
0.256332489379
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-4158.64000000
-0.00016942139
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
292648.08000000
USD
369969.21000000
CAD
2021-12-13
-4158.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
517.25000000
0.000021072566
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
219708.52000000
NOK
24633.27000000
USD
2021-12-13
517.25000000
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
27500.00000000
NS
USD
9166300.00000000
0.373431539218
Long
EC
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
46100.00000000
NS
USD
2429931.00000000
0.098994455071
Long
EC
US
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
1.00000000
NC
150560.88000000
0.006133792387
N/A
DE
HK
N
1
J.P. MORGAN SECURITIES
N/A
Long
HANG SENG IDX FUT Dec 2021
N/A
N/A
2022-01-02
150348.74000000
HKD
212.14000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1470.58000000
-0.00005991086
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
92949.52000000
USD
84589.73000000
CHF
2021-12-13
-1470.58000000
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
175400.00000000
NS
USD
10139874.00000000
0.413094569815
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
173000.00000000
NS
USD
9366220.00000000
0.381576203185
Long
EC
US
N
1
N
N
N
J-OIL MILLS, INC.
N/A
J-OIL MILLS INC COMMON STOCK
N/A
1400.00000000
NS
20283.28000000
0.000826333031
Long
EC
JP
N
2
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
259200.00000000
NS
USD
18097344.00000000
0.737278839410
Long
EC
US
N
1
N
N
N
CHINNEY INVESTMENTS, LIMITED
N/A
CHINNEY INVESTMENT COMMON STOCK
N/A
88000.00000000
NS
16548.98000000
0.000674199085
Long
EC
HK
N
2
N
N
N
KATO SANGYO CO., LTD.
N/A
KATO SANGYO CO LTD COMMON STOCK
N/A
16200.00000000
NS
448772.31000000
0.018282811437
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
569698.53000000
0.023209299166
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
19996095.11000000
AUD
14749519.68000000
USD
2021-12-13
569698.53000000
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
50339.00000000
NS
USD
3770894.49000000
0.153624792296
Long
EC
US
N
1
N
N
N
Zaoh Co Ltd
N/A
ZAOH COMPANY LTD COMMON STOCK
N/A
2000.00000000
NS
32698.82000000
0.001332137360
Long
EC
JP
N
2
N
N
N
Neto ME Holdings Ltd
N/A
NETO ME HOLDINGS LTD COMMON STOCK
N/A
1148.00000000
NS
65149.22000000
0.002654154184
Long
EC
IL
N
2
N
N
N
FIDEA Holdings Co. Ltd.
N/A
FIDEA HOLDINGS CO LTD COMMON STOCK
N/A
2400.00000000
NS
25240.16000000
0.001028274418
Long
EC
JP
N
2
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
249400.00000000
NS
18722497.66000000
0.762747359260
Long
EC
CA
N
1
N
N
N
CERNER CORPORATION
549300L4UJ40IEVVI304
CERNER CORP COMMON STOCK
156782104
120979.00000000
NS
USD
8522970.55000000
0.347222544669
Long
EC
US
N
1
N
N
N
COLOPLAST A/S
529900NN7SOJ5QG82X67
COLOPLAST-B COMMON STOCK
N/A
41901.00000000
NS
6789724.26000000
0.276610756933
Long
EC
DK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
208.38000000
0.000008489321
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
50657.95000000
CHF
54992.04000000
USD
2021-12-13
208.38000000
N
N
N
LIBERTY GLOBAL PLC
549300BSGXG3QLIQYT84
LIBERTY GLOBAL PLC- C COMMON STOCK
G5480U120
97233.00000000
NS
USD
2590287.12000000
0.105527301772
Long
EC
US
N
1
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP COMMON STOCK
651587107
29900.00000000
NS
USD
9905870.00000000
0.403561336787
Long
EC
US
N
1
N
N
N
The Keiyo Bank, Ltd.
353800HBJ702X2J5OX58
KEIYO BANK LTD/THE COMMON STOCK
N/A
21300.00000000
NS
78773.45000000
0.003209200078
Long
EC
JP
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-4048.13000000
-0.00016491926
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
138081.65000000
USD
119008.31000000
EUR
2021-12-13
-4048.13000000
N
N
N
DOUTOR NICHIRES Holdings Co., Ltd.
N/A
DOUTOR NICHIRES HOLDINGS CO COMMON STOCK
N/A
16800.00000000
NS
223885.42000000
0.009121005967
Long
EC
JP
N
2
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
110565.00000000
NS
USD
6829600.05000000
0.278235281293
Long
EC
US
N
1
N
N
N
PCCW LIMITED
254900SI7GPUPA1TJX39
PCCW LTD COMMON STOCK
N/A
3158000.00000000
NS
1594125.60000000
0.064944064291
Long
EC
HK
N
2
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
135100.00000000
NS
12767025.64000000
0.520123717965
Long
EC
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
32000.00000000
NS
12434105.53000000
0.506560680631
Long
EC
CH
N
2
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
37500.00000000
NS
USD
8534250.00000000
0.347682065127
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
381300.00000000
NS
USD
20910492.00000000
0.851885407784
Long
EC
US
N
1
N
N
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
53643.00000000
NS
USD
3811871.58000000
0.155294183195
Long
EC
US
N
1
N
N
N
Demant A/S
213800RM6L9LN78BVA56
DEMANT A/S COMMON STOCK
N/A
10822.00000000
NS
511987.63000000
0.020858179279
Long
EC
DK
N
2
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
10448.00000000
NS
USD
2313918.56000000
0.094268152852
Long
EC
US
N
1
N
N
N
Itochu-Shokuhin Co Ltd
N/A
ITOCHU-SHOKUHIN CO LTD COMMON STOCK
N/A
953.00000000
NS
41097.79000000
0.001674308169
Long
EC
JP
N
2
N
N
N
PROGRESS SOFTWARE CORPORATION
N/A
PROGRESS SOFTWARE CORP COMMON STOCK
743312100
3578.00000000
NS
USD
173354.10000000
0.007062379410
Long
EC
US
N
1
N
N
N
KONGSBERG GRUPPEN ASA
5967007LIEEXZXJ9HK73
KONGSBERG GRUPPEN ASA COMMON STOCK
N/A
5167.00000000
NS
151102.48000000
0.006155856963
Long
EC
NO
N
2
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
106200.00000000
NS
USD
13431114.00000000
0.547178422530
Long
EC
US
N
1
N
N
N
DIASORIN S.P.A.
8156002878BDF0EE4348
DIASORIN SPA COMMON STOCK
N/A
18765.00000000
NS
3984221.83000000
0.162315666142
Long
EC
IT
N
2
N
N
N
Galp Energia, SGPS, S.A.
2138003319Y7NM75FG53
GALP ENERGIA SGPS SA COMMON STOCK
N/A
6981.00000000
NS
65014.95000000
0.002648684076
Long
EC
PT
N
2
N
N
N
C.H. ROBINSON WORLDWIDE, INC.
529900WNWN5L0OVDHA79
C.H. ROBINSON WORLDWIDE INC COMMON STOCK
12541W209
65507.00000000
NS
USD
6229060.63000000
0.253769536121
Long
EC
US
N
1
N
N
N
The Miyazaki Bank, Ltd.
353800S4OVI1UXARXE24
MIYAZAKI BANK LTD/THE COMMON STOCK
N/A
1500.00000000
NS
25703.25000000
0.001047140526
Long
EC
JP
N
2
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
51280.00000000
NS
USD
3981379.20000000
0.162199858489
Long
EC
US
N
1
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT
N/A
109694.00000000
NS
1548590.73000000
0.063088991187
Long
EC
NL
Y
2
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
308500.00000000
NS
6737598.43000000
0.274487170652
Long
EC
JP
N
2
N
N
N
VECTOR LIMITED
N/A
VECTOR LTD COMMON STOCK
N/A
8778.00000000
NS
23029.76000000
0.000938223571
Long
EC
NZ
N
2
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-2661.82000000
-0.00010844152
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
1028859.04000000
USD
1316032.12000000
CAD
2021-12-13
-2661.82000000
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
43700.00000000
NS
USD
9645464.00000000
0.392952496426
Long
EC
US
N
1
N
N
N
SRA Holdings,Inc.
N/A
SRA HOLDINGS INC COMMON STOCK
N/A
4100.00000000
NS
99377.58000000
0.004048604416
Long
EC
JP
N
2
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ COMMON STOCK
N/A
160740.00000000
NS
897890.46000000
0.036579712264
Long
EC
FI
N
2
N
N
N
SLR SENIOR INVESTMENT CORP.
5299003DR3SMTPVUTK41
SLR SENIOR INVESTMENT CORP COMMON STOCK
83416M105
121.00000000
NS
USD
1833.15000000
0.000074681826
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
101300.00000000
NS
USD
9897010.00000000
0.403200383793
Long
EC
US
N
1
N
N
N
NIPPN CORPORATION
353800V7HRZ1HQGJCW63
NIPPN CORP COMMON STOCK
N/A
173842.00000000
NS
2393771.27000000
0.097521321568
Long
EC
JP
N
2
N
N
N
NISSIN FOODS HOLDINGS CO.,LTD.
529900YMZMNSHC1W6V41
NISSIN FOODS HOLDINGS CO LTD COMMON STOCK
N/A
9700.00000000
NS
708882.93000000
0.028879618131
Long
EC
JP
N
2
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE PREFERRED STOCK
N/A
8195.00000000
NS
366112.77000000
0.014915293545
Long
EP
DE
N
2
N
N
N
Power Assets Holdings Limited
254900JOWYUW1ZX4DF47
POWER ASSETS HOLDINGS LTD COMMON STOCK
N/A
190500.00000000
NS
1146236.73000000
0.046697243859
Long
EC
HK
N
2
N
N
N
LABORATORY CORPORATION OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS COMMON STOCK
50540R409
21203.00000000
NS
USD
6049851.99000000
0.246468645000
Long
EC
US
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
288500.00000000
NS
USD
8813675.00000000
0.359065732239
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
5.85000000
0.000000238326
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
99746.63000000
HKD
12801.06000000
USD
2021-12-13
5.85000000
N
N
N
TELSTRA CORPORATION LIMITED
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD COMMON STOCK
N/A
65492.00000000
NS
187798.95000000
0.007650857048
Long
EC
AU
N
2
N
N
N
ROLLINS, INC.
549300F2A0BXT4SGWD84
ROLLINS INC COMMON STOCK
775711104
14708.00000000
NS
USD
489482.24000000
0.019941318340
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1154.93000000
0.000047051404
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
57560.44000000
GBP
77329.46000000
USD
2021-12-13
1154.93000000
N
N
N
St.Galler Kantonalbank AG
549300GFRG6OK00RG957
ST GALLER KANTONALBANK A-REG COMMON STOCK
N/A
236.00000000
NS
112959.17000000
0.004601913173
Long
EC
CH
N
2
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
59248.00000000
NS
USD
8332046.24000000
0.339444361655
Long
EC
US
N
1
N
N
N
IREN S.P.A.
8156001EBD33FD474E60
IREN SPA COMMON STOCK
N/A
795339.00000000
NS
2375897.74000000
0.096793160825
Long
EC
IT
N
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
127.00000000
0.000005173931
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
276847.15000000
USD
2159185.18000000
HKD
2021-12-13
127.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3005.37000000
0.000122437618
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
225094.67000000
GBP
300891.92000000
USD
2021-12-13
3005.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-1736.64000000
-0.00007075004
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
196343.70000000
CHF
210597.80000000
USD
2021-12-13
-1736.64000000
N
N
N
STRAUSS GROUP LTD
254900GBA9EK5FGVQA80
STRAUSS GROUP LTD COMMON STOCK
N/A
34839.00000000
NS
1023612.98000000
0.041701599411
Long
EC
IL
N
2
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
162700.00000000
NS
USD
5627793.00000000
0.229274123953
Long
EC
US
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
1363.00000000
NS
USD
475414.40000000
0.019368199945
Long
EC
US
N
1
N
N
N
Showa Sangyo Co., Ltd.
549300JPYQ7YV93EU469
SHOWA SANGYO CO LTD COMMON STOCK
N/A
13700.00000000
NS
315447.10000000
0.012851193621
Long
EC
JP
N
2
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
70500.00000000
NS
4056755.09000000
0.165270643279
Long
EC
JP
N
2
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
3280.00000000
NS
USD
9308476.00000000
0.379223734817
Long
EC
US
N
1
N
N
N
FIDUS INVESTMENT CORPORATION
549300836CRWCROFBC02
FIDUS INVESTMENT CORP COMMON STOCK
316500107
485.00000000
NS
USD
8836.70000000
0.000360003761
Long
EC
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
420100.00000000
NS
USD
6645982.00000000
0.270754752504
Long
EC
US
N
1
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S COMMON STOCK
N/A
2711.00000000
NS
584568.89000000
0.023815111917
Long
EC
DK
N
2
N
N
N
ACTIVISION BLIZZARD, INC.
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC COMMON STOCK
00507V109
22775.00000000
NS
USD
1334615.00000000
0.054371702182
Long
EC
US
N
1
N
N
N
ZIM INTEGRATED SHIPPING SERVICES LTD
21380089EIJRELKAIL21
ZIM INTEGRATED SHIPPING SERV COMMON STOCK
M9T951109
4540.00000000
NS
USD
250971.20000000
0.010224470235
Long
EC
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
23943.00000000
NS
9303430.89000000
0.379018198975
Long
EC
CH
N
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-60.46000000
-0.00000246311
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
61669.14000000
USD
480277.84000000
HKD
2021-12-13
-60.46000000
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
688400.00000000
NS
9446042.22000000
0.384828129751
Long
EC
JP
N
2
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
13536.00000000
NS
USD
986639.04000000
0.040195295305
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1086.64000000
0.000044269295
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
379948.84000000
DKK
58629.23000000
USD
2021-12-13
1086.64000000
N
N
N
OKUWA CO.,LTD.
N/A
OKUWA CO LTD COMMON STOCK
N/A
13500.00000000
NS
112781.36000000
0.004594669262
Long
EC
JP
N
2
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
30990.00000000
NS
USD
905837.70000000
0.036903479767
Long
EC
US
N
1
N
N
N
NIPPON EXPRESS CO., LTD.
529900NTHOQWZAW95H82
NIPPON EXPRESS CO LTD COMMON STOCK
N/A
10900.00000000
NS
617083.24000000
0.025139734040
Long
EC
JP
N
2
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
19046.00000000
NS
USD
6296417.14000000
0.256513614452
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-3572.24000000
-0.00014553168
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
115622918.00000000
JPY
1015123.02000000
USD
2021-12-13
-3572.24000000
N
N
N
REN - REDES ENERGETICAS NACIONAIS, SGPS, S.A.
549300FR1FN48IGHR915
REDES ENERGETICAS NACIONAIS COMMON STOCK
N/A
264138.00000000
NS
732697.67000000
0.029849821486
Long
EC
PT
N
2
N
N
N
THE AKITA BANK, LTD.
353800N5LZ62LYDUOK89
AKITA BANK LTD/THE COMMON STOCK
N/A
2000.00000000
NS
25136.99000000
0.001024071311
Long
EC
JP
N
2
N
N
N
MOS FOOD SERVICES, INC.
N/A
MOS FOOD SERVICES INC COMMON STOCK
N/A
3200.00000000
NS
85657.98000000
0.003489673185
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
76.42000000
0.000003113321
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4159.52000000
NZD
2898.66000000
USD
2021-12-13
76.42000000
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
11953.00000000
NS
USD
6265045.42000000
0.255235542636
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
677575.56000000
0.027604167909
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13986280915.00000000
JPY
123903647.62000000
USD
2021-12-13
677575.56000000
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-67.61000000
-0.00000275440
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
56453.25000000
USD
439560.98000000
HKD
2021-12-13
-67.61000000
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
4981.00000000
NS
USD
1616135.26000000
0.065840729381
Long
EC
US
N
1
N
N
N
FEED ONE CO.,LTD.
N/A
FEED ONE CO LTD COMMON STOCK
N/A
5900.00000000
NS
37045.36000000
0.001509213729
Long
EC
JP
N
2
N
N
N
Kamigumi Co.,Ltd.
N/A
KAMIGUMI CO LTD COMMON STOCK
N/A
41900.00000000
NS
770945.71000000
0.031408031936
Long
EC
JP
N
2
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
160700.00000000
NS
USD
14311942.00000000
0.583063016731
Long
EC
US
N
1
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
28397.00000000
NS
USD
5679400.00000000
0.231376573299
Long
EC
US
N
1
N
N
N
BIOMERIEUX SA
549300AK8Y0LBIQ4T071
BIOMERIEUX COMMON STOCK
N/A
8963.00000000
NS
1263856.39000000
0.051489023604
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3506.36000000
0.000142847758
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
382725.53000000
EUR
434552.31000000
USD
2021-12-13
3506.36000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-68.32000000
-0.00000278333
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4973.93000000
USD
6725.97000000
SGD
2021-12-13
-68.32000000
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
3838.00000000
NS
USD
1698929.08000000
0.069213717788
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
7444.74000000
0.000303295846
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
452690.39000000
EUR
517288.86000000
USD
2021-12-13
7444.74000000
N
N
N
United Super Markets Holdings Inc.
N/A
UNITED SUPER MARKETS HOLDING COMMON STOCK
N/A
75500.00000000
NS
663614.05000000
0.027035381357
Long
EC
JP
N
2
N
N
N
HOKUTO CORPORATION
N/A
HOKUTO CORP COMMON STOCK
N/A
21300.00000000
NS
345200.21000000
0.014063323888
Long
EC
JP
N
2
N
N
N
ETABLISSEMENTEN FRANZ COLRUYT N.V.
5493000O0NZ1BCXO8K39
COLRUYT SA COMMON STOCK
N/A
78486.00000000
NS
3647205.69000000
0.148585758120
Long
EC
BE
N
2
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
5591.00000000
NS
USD
1237288.30000000
0.050406649828
Long
EC
US
N
1
N
N
N
ORTHOFIX MEDICAL INC.
N/A
ORTHOFIX MEDICAL INC COMMON STOCK
68752M108
1062.00000000
NS
USD
32507.82000000
0.001324356093
Long
EC
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
28253.00000000
NS
USD
5338969.41000000
0.217507561897
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-2535.04000000
-0.00010327655
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
69169415.00000000
JPY
606881.81000000
USD
2021-12-13
-2535.04000000
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
46804.00000000
NS
1459670.57000000
0.059466418042
Long
EC
FI
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
38.73000000
0.000001577845
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4923.49000000
SGD
3629.70000000
USD
2021-12-13
38.73000000
N
N
N
Veidekke ASA
5967007LIEEXZXHF4O96
VEIDEKKE ASA COMMON STOCK
N/A
4865.00000000
NS
69426.54000000
0.002828410557
Long
EC
NO
N
2
N
N
N
Caixabank, S.A.
7CUNS533WID6K7DGFI87
CAIXABANK SA COMMON STOCK
N/A
359853.00000000
NS
924537.54000000
0.037665304062
Long
EC
ES
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
289800.26000000
0.011806351216
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
22952012.62000000
SGD
17029937.13000000
USD
2021-12-13
289800.26000000
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
69165.00000000
NS
USD
5188758.30000000
0.211388019004
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2021-12-13
N/A
1.00000000
NC
20.76000000
0.000000845754
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
657138.19000000
USD
607668.83000000
CHF
2021-12-13
20.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-149.07000000
-0.00000607305
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
109259.14000000
EUR
122904.41000000
USD
2021-12-13
-149.07000000
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ COMMON STOCK
N/A
9955.00000000
NS
593149.46000000
0.024164681041
Long
EC
FI
N
2
N
N
N
Amsterdam Commodities N.V.
7245001M40ANG7IIS437
AMSTERDAM COMMODITIES NV COMMON STOCK
N/A
271.00000000
NS
7241.24000000
0.000295005334
Long
EC
NL
N
2
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES COMMON STOCK
N/A
239000.00000000
NS
2894347.33000000
0.117914597872
Long
EC
HK
N
2
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES COMMON STOCK
N/A
113500.00000000
NS
1374512.23000000
0.055997099999
Long
EC
HK
N
2
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
251.28000000
0.000010237050
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
75042.69000000
USD
682726.99000000
SEK
2021-12-13
251.28000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-5409.95000000
-0.00022039928
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
668516.30000000
USD
588771.86000000
EUR
2021-12-13
-5409.95000000
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
298000.00000000
NS
USD
10015780.00000000
0.408039027947
Long
EC
US
N
1
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING CORP COMMON STOCK
N/A
195800.00000000
NS
1565623.25000000
0.063782889506
Long
EC
SG
N
2
N
N
N
Osaki Electric Co., Ltd.
N/A
OSAKI ELECTRIC CO LTD COMMON STOCK
N/A
7300.00000000
NS
28227.60000000
0.001149981575
Long
EC
JP
N
2
N
N
N
Orior AG
50670020I84ZA17K9522
ORIOR AG COMMON STOCK
N/A
1137.00000000
NS
108121.89000000
0.004404844245
Long
EC
CH
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
150730.00000000
NS
USD
7577197.10000000
0.308692097794
Long
EC
US
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
4607.00000000
NS
USD
321660.74000000
0.013104334927
Long
EC
US
N
1
N
N
N
Luzerner Kantonalbank AG
549300C2XKS86VQDGV41
LUZERNER KANTONALBANK AG-REG COMMON STOCK
N/A
95.00000000
NS
43131.29000000
0.001757152178
Long
EC
CH
N
2
N
N
N
N/A
N/A
PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND
N/A
-5019459.62500000
PA
USD
-5019459.63000000
-0.20449085625
Short
DBT
CORP
US
N
2
2049-12-31
Floating
0.00000000
N
N
N
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-2036.32000000
-0.00008295889
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
103637.85000000
USD
130297.44000000
CAD
2021-12-13
-2036.32000000
N
N
N
AKTIESELSKABET SCHOUW & CO
213800V2R9WMMZASKK57
SCHOUW & CO COMMON STOCK
N/A
2853.00000000
NS
228590.00000000
0.009312668748
Long
EC
DK
N
2
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
17841.00000000
NS
4395092.43000000
0.179054376481
Long
EC
DE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-01
N/A
1.00000000
NC
USD
-0.20000000
-0.00000000814
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
26676.00000000
JPY
234.74000000
USD
2021-12-01
-0.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
66040.29000000
0.002690456034
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1979093.32000000
NZD
1408855.58000000
USD
2021-12-13
66040.29000000
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
92464.00000000
NS
USD
6373543.52000000
0.259655713532
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
234001.00000000
NS
USD
5342242.83000000
0.217640919769
Long
EC
US
N
1
N
N
N
Mochida Pharmaceutical Co., Ltd.
3538008YGVRYRM8B7Q95
MOCHIDA PHARMACEUTICAL CO COMMON STOCK
N/A
10800.00000000
NS
300703.66000000
0.012250551542
Long
EC
JP
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
1384.00000000
NS
537775.06000000
0.021908749267
Long
EC
CH
N
2
N
N
N
REGAL HOTELS INTERNATIONAL HOLDINGS LIMITED
N/A
REGAL HOTELS INTL HLDGS LTD COMMON STOCK
N/A
46000.00000000
NS
17958.84000000
0.000731636239
Long
EC
HK
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
44241.00000000
NS
1807635.33000000
0.073642368635
Long
EC
FI
N
2
N
N
N
Ministop Co Ltd
N/A
MINISTOP CO LTD COMMON STOCK
N/A
20800.00000000
NS
248955.89000000
0.010142367280
Long
EC
JP
N
2
N
N
N
KYOKUYO CO.,LTD.
353800PIEETYXIDK6K51
KYOKUYO CO LTD COMMON STOCK
N/A
14100.00000000
NS
359476.92000000
0.014644951567
Long
EC
JP
N
2
N
N
N
SUGI HOLDINGS CO.,LTD.
529900N86BFWB1FADG87
SUGI HOLDINGS CO LTD COMMON STOCK
N/A
31000.00000000
NS
1942563.82000000
0.079139303463
Long
EC
JP
N
2
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
4416.00000000
NS
USD
515523.84000000
0.021002243116
Long
EC
US
N
1
N
N
N
Berner Kantonalbank AG
4T0J6O251JXNEB0VEZ08
BERNER KANTONALBANK AG-REG COMMON STOCK
N/A
42.00000000
NS
9292.98000000
0.000378592433
Long
EC
CH
N
2
N
N
N
INVESTORE PROPERTY LIMITED
N/A
INVESTORE PROPERTY LTD COMMON STOCK
N/A
188.00000000
NS
235.02000000
0.000009574624
Long
EC
NZ
N
2
N
N
N
NATIONAL HEALTHCARE CORPORATION
N/A
NATIONAL HEALTHCARE CORP COMMON STOCK
635906100
16078.00000000
NS
USD
1036870.22000000
0.042241694274
Long
EC
US
N
1
N
N
N
COMMVAULT SYSTEMS, INC.
65T5VRP62VXG39YFML83
COMMVAULT SYSTEMS INC COMMON STOCK
204166102
42254.00000000
NS
USD
2656931.52000000
0.108242369016
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-640.32000000
-0.00002608639
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
88522.25000000
USD
800646.48000000
NOK
2021-12-13
-640.32000000
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
3276.00000000
NS
USD
581358.96000000
0.023684340603
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1418.01000000
0.000057769182
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
352002.87000000
SEK
40238.35000000
USD
2021-12-13
1418.01000000
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
4379.00000000
NS
413817.95000000
0.016858784244
Long
EC
FR
N
2
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
47518.00000000
NS
USD
6211552.96000000
0.253056280373
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-4.09000000
-0.00000016662
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
114.33000000
USD
162.48000000
NZD
2021-12-13
-4.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
629906.74000000
0.025662158502
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
37385362.68000000
CHF
41060030.07000000
USD
2021-12-13
629906.74000000
N
N
N
NETSCOUT SYSTEMS, INC.
5493005HZXZ3SPNVCV76
NETSCOUT SYSTEMS INC COMMON STOCK
64115T104
25490.00000000
NS
USD
762151.00000000
0.031049738831
Long
EC
US
N
1
N
N
N
MEDTRONIC PUBLIC LIMITED COMPANY
549300GX3ZBSQWUXY261
MEDTRONIC PLC COMMON STOCK
G5960L103
14253.00000000
NS
USD
1520795.10000000
0.061956607903
Long
EC
US
N
1
N
N
N
KYORIN Holdings, Inc.
N/A
KYORIN HOLDINGS INC COMMON STOCK
N/A
24100.00000000
NS
357410.98000000
0.014560785965
Long
EC
JP
N
2
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
6301.00000000
NS
972374.28000000
0.039614154465
Long
EC
DK
N
2
N
N
N
Cellebrite DI Ltd
N/A
CELLEBRITE DI LTD COMMON STOCK
M2197Q107
2526.00000000
NS
USD
19702.80000000
0.000802684499
Long
EC
US
N
1
N
N
N
SOSiLA Logistics REIT, Inc.
N/A
SOSILA LOGISTICS REIT INC REIT
N/A
28.00000000
NS
39496.44000000
0.001609069786
Long
EC
JP
N
2
N
N
N
Choushimaru Co Ltd
N/A
CHOUSHIMARU CO LTD COMMON STOCK
N/A
7894.00000000
NS
75903.96000000
0.003092298159
Long
EC
JP
N
2
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
266500.00000000
NS
USD
16869450.00000000
0.687254909753
Long
EC
US
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
55792.00000000
NS
5272375.24000000
0.214794541004
Long
EC
FR
N
2
N
N
N
COMPUTER ENGINEERING & CONSULTING LTD.
N/A
COMPUTER ENGINEER & CONSULT COMMON STOCK
N/A
14200.00000000
NS
154451.35000000
0.006292288640
Long
EC
JP
N
2
N
N
N
NEW MOUNTAIN FINANCE CORPORATION
549300L1MPTT1H7SES77
NEW MOUNTAIN FINANCE CORP COMMON STOCK
647551100
1132.00000000
NS
USD
15270.68000000
0.000622121634
Long
EC
US
N
1
N
N
N
LIBERTY SIRIUS XM
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK
531229607
10548.00000000
NS
USD
516113.64000000
0.021026271341
Long
EC
US
N
1
N
N
N
SOLVAY SA
549300MMVL80RTBP3O28
SOLVAY SA COMMON STOCK
N/A
4558.00000000
NS
504105.47000000
0.020537063110
Long
EC
BE
N
2
N
N
N
LA FRANCAISE DES JEUX SA
969500R4CLSQFTYYI535
LA FRANCAISE DES JEUX SAEM COMMON STOCK
N/A
18567.00000000
NS
853661.48000000
0.034777840617
Long
EC
FR
Y
2
N
N
N
EMPIRE COMPANY LIMITED
549300TX0ZUSTEF7C719
EMPIRE CO LTD 'A' COMMON STOCK
291843407
5700.00000000
NS
162761.93000000
0.006630858475
Long
EC
CA
N
1
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
551270.00000000
NS
1717035.98000000
0.069951385935
Long
EC
NZ
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-4.77000000
-0.00000019432
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
165676.80000000
HKD
21247.78000000
USD
2021-12-13
-4.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-249.62000000
-0.00001016942
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
287806.78000000
DKK
43338.22000000
USD
2021-12-13
-249.62000000
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
287777.00000000
NS
USD
6569948.91000000
0.267657193638
Long
EC
US
N
1
N
N
N
Fountaine Pajot SA
969500YFSB44H6OIWV39
FOUNTAINE PAJOT SA COMMON STOCK
N/A
344.00000000
NS
45444.64000000
0.001851397168
Long
EC
FR
N
2
N
N
N
Knorr-Bremse Aktiengesellschaft
5299001GRRO0Z25YZT52
KNORR-BREMSE AG COMMON STOCK
N/A
39673.00000000
NS
3916031.56000000
0.159537620749
Long
EC
DE
N
2
N
N
N
WOWOW INC.
N/A
WOWOW INC COMMON STOCK
N/A
6276.00000000
NS
112392.60000000
0.004578831329
Long
EC
JP
N
2
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
672800.00000000
NS
9231983.16000000
0.376107445913
Long
EC
JP
N
2
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG IMMOBILIEN SE COMMON STOCK
N/A
2141.00000000
NS
298366.83000000
0.012155349986
Long
EC
DE
N
2
N
N
N
N/A
N/A
EURO STOXX 50 DEC21 PHYSICAL INDEX FUTURE.
N/A
69.00000000
NC
3166441.55000000
0.128999611823
N/A
DE
DE
N
1
J.P. MORGAN SECURITIES
N/A
Long
DJ EURO STOXX 50 FUTR Dec 2021
N/A
N/A
2021-12-20
3167895.70000000
EUR
-1454.15000000
N
N
N
COGECO COMMUNICATIONS INC.
549300XHH6LJM6IAXV57
COGECO COMMUNICATIONS INC COMMON STOCK
19239C106
58200.00000000
NS
4429424.70000000
0.180453059966
Long
EC
CA
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-351.42000000
-0.00001431671
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
19566.54000000
USD
26345.41000000
SGD
2021-12-13
-351.42000000
N
N
N
SKAN Group AG
506700N25H370ZSEFR11
SKAN GROUP AG COMMON STOCK
H11596105
1091.00000000
NS
105689.78000000
0.004305761018
Long
EC
CH
N
2
N
N
N
Daiohs Corp
N/A
DAIOHS CORP COMMON STOCK
N/A
2700.00000000
NS
23596.75000000
0.000961322526
Long
EC
JP
N
2
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
GLAXOSMITHKLINE PLC COMMON STOCK
N/A
918400.00000000
NS
18578793.61000000
0.756892911491
Long
EC
GB
N
2
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
6751.00000000
NS
USD
4297214.03000000
0.175066848082
Long
EC
US
N
1
N
N
N
S.T.CORPORATION
N/A
ST CORP COMMON STOCK
N/A
5400.00000000
NS
72822.46000000
0.002966759033
Long
EC
JP
N
2
N
N
N
AF GRUPPEN ASA
5967007LIEEXZXFU1405
AF GRUPPEN ASA COMMON STOCK
N/A
582.00000000
NS
12125.41000000
0.000493984543
Long
EC
NO
N
2
N
N
N
Plover Bay Technologies Ltd
N/A
PLOVER BAY TECHNOLOGIES LTD COMMON STOCK
N/A
144000.00000000
NS
75462.50000000
0.003074313248
Long
EC
HK
N
2
N
N
N
ATSUGI CO., LTD.
N/A
ATSUGI CO LTD COMMON STOCK
N/A
8850.00000000
NS
51724.66000000
0.002107242769
Long
EC
JP
N
2
N
N
N
Jeronimo Martins, SGPS, S.A.
259400A8SZP10GB5IB19
JERONIMO MARTINS COMMON STOCK
N/A
45537.00000000
NS
991545.00000000
0.040395162230
Long
EC
PT
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1276.71000000
0.000052012674
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
114860.39000000
CAD
90840.95000000
USD
2021-12-13
1276.71000000
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC COMMON STOCK
437076102
16481.00000000
NS
USD
6602453.41000000
0.268981414476
Long
EC
US
N
1
N
N
N
Aeon Hokkaido Corporation
N/A
AEON HOKKAIDO CORP COMMON STOCK
N/A
12900.00000000
NS
150934.18000000
0.006149000486
Long
EC
JP
N
2
N
N
N
POWER CORPORATION DU CANADA
549300BE2CB8T87IJV50
POWER CORP OF CANADA COMMON STOCK
739239101
210100.00000000
NS
6749470.69000000
0.274970841962
Long
EC
CA
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
46480.00000000
NS
USD
5766308.80000000
0.234917204411
Long
EC
US
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
54624.00000000
NS
USD
6080197.44000000
0.247704906971
Long
EC
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD -B COMMON STOCK
01626P403
74400.00000000
NS
2714312.44000000
0.110580045644
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
495.77000000
0.000020197479
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
20220.08000000
NZD
14215.10000000
USD
2021-12-13
495.77000000
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS B COMMON STOCK
35137L204
97657.00000000
NS
USD
3281275.20000000
0.133677890592
Long
EC
US
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTL INC COMMON STOCK
770323103
48155.00000000
NS
USD
5353391.35000000
0.218095106190
Long
EC
US
N
1
N
N
N
J SAINSBURY PLC
213800VGZAAJIKJ9Y484
SAINSBURY (J) PLC COMMON STOCK
N/A
1490633.00000000
NS
5476004.29000000
0.223090310243
Long
EC
GB
N
2
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
3224.00000000
NS
USD
627003.52000000
0.025543882435
Long
EC
US
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
64400.00000000
NS
USD
7168364.00000000
0.292036394422
Long
EC
US
N
1
N
N
N
TATE & LYLE PUBLIC LIMITED COMPANY
2138008K14474WPKZ244
TATE & LYLE PLC COMMON STOCK
N/A
825500.00000000
NS
6882404.77000000
0.280386525292
Long
EC
GB
N
2
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
157400.00000000
NS
USD
9722598.00000000
0.396094905942
Long
EC
US
N
1
N
N
N
Villeroy & Boch Aktiengesellschaft
529900NK4WP5QSWI8X50
Villeroy & Boch AG PREFERRED STOCK
N/A
2183.00000000
NS
50209.70000000
0.002045523881
Long
EP
DE
N
2
N
N
N
VTECH HOLDINGS LIMITED
N/A
VTECH HOLDINGS LTD COMMON STOCK
N/A
62233.00000000
NS
514094.08000000
0.020943995243
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
450.10000000
0.000018336901
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
128740.32000000
CHF
139675.36000000
USD
2021-12-13
450.10000000
N
N
N
C'Bon Cosmetics Co Ltd
N/A
C'BON COSMETICS CO LTD COMMON STOCK
N/A
3200.00000000
NS
47487.17000000
0.001934609055
Long
EC
JP
N
2
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
184694.00000000
NS
3773633.86000000
0.153736393177
Long
EC
GB
N
2
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA COMMON STOCK
064149107
106000.00000000
NS
6592360.46000000
0.268570231572
Long
EC
CA
N
1
N
N
N
HUMMINGBIRD RESOURCES PLC
213800PBYMQ6Z2D7UZ96
HUMMINGBIRD RESOURCES PLC COMMON STOCK
N/A
82842.00000000
NS
15635.03000000
0.000636965113
Long
EC
GB
N
2
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
IPSEN COMMON STOCK
N/A
4128.00000000
NS
400116.41000000
0.016300588771
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
40.32000000
0.000001642621
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
216055.40000000
NOK
23755.36000000
USD
2021-12-13
40.32000000
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP COMMON STOCK
256677105
29000.00000000
NS
USD
6417700.00000000
0.261454631557
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
91237.00000000
NS
USD
3258073.27000000
0.132732652880
Long
EC
US
N
1
N
N
N
TSURUHA HOLDINGS INC.
N/A
TSURUHA HOLDINGS INC COMMON STOCK
N/A
27100.00000000
NS
3047359.66000000
0.124148261390
Long
EC
JP
N
2
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
102056.00000000
NS
USD
6015180.64000000
0.245056147526
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1721.99000000
0.000070153210
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
674830.82000000
SEK
76145.14000000
USD
2021-12-13
1721.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-2316.93000000
-0.00009439083
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
175494.21000000
CHF
187469.98000000
USD
2021-12-13
-2316.93000000
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
522830.00000000
NS
1918405.29000000
0.078155094235
Long
EC
GB
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1044.42000000
0.000042549269
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
299089.64000000
DKK
46341.03000000
USD
2021-12-13
1044.42000000
N
N
N
TOSOH CORPORATION
529900YSLFVJF2MDBX02
TOSOH CORP COMMON STOCK
N/A
133300.00000000
NS
1890011.68000000
0.076998349476
Long
EC
JP
N
2
N
N
N
ORACLE CORPORATION JAPAN
529900MIMKY9RU60Z323
ORACLE CORP JAPAN COMMON STOCK
N/A
29154.00000000
NS
2848742.77000000
0.116056685624
Long
EC
JP
N
2
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-2551.37000000
-0.00010394183
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
423498.51000000
USD
47777916.00000000
JPY
2021-12-13
-2551.37000000
N
N
N
Heineken Holding N.V.
724500M1WJLFM9TYBS04
HEINEKEN HOLDING NV COMMON STOCK
N/A
3042.00000000
NS
251718.95000000
0.010254933282
Long
EC
NL
N
2
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
569600.00000000
NS
16486587.28000000
0.671657229681
Long
EC
JP
N
2
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA COMMON STOCK
N/A
279160.00000000
NS
4102258.39000000
0.167124430233
Long
EC
NO
N
2
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
26600.00000000
NS
USD
6819708.00000000
0.277832282978
Long
EC
US
N
1
N
N
N
ASSICURAZIONI GENERALI SOCIETA PER AZIONI
549300X5UKJVE386ZB61
ASSICURAZIONI GENERALI COMMON STOCK
N/A
10587.00000000
NS
211351.06000000
0.008610360958
Long
EC
IT
N
2
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
127800.00000000
NS
USD
7950438.00000000
0.323897788617
Long
EC
US
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-3651.50000000
-0.00014876070
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
199580.91000000
USD
148051.89000000
GBP
2021-12-13
-3651.50000000
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
523900.00000000
NS
USD
26336453.00000000
1.072936973626
Long
EC
US
N
1
N
N
N
TietoEVRY Oyj
549300EW2KM4KROKQV31
TIETOEVRY OYJ COMMON STOCK
N/A
147700.00000000
NS
4280037.50000000
0.174367082851
Long
EC
FI
N
2
N
N
N
CLP HOLDINGS LIMITED
25490002BUTSMP94GO68
CLP HOLDINGS LTD COMMON STOCK
N/A
158000.00000000
NS
1547925.83000000
0.063061903417
Long
EC
HK
N
2
N
N
N
The Hyakujushi Bank, Ltd.
5493009ZQOZS8JYRQN62
HYAKUJUSHI BANK LTD/THE COMMON STOCK
N/A
4000.00000000
NS
47373.95000000
0.001929996516
Long
EC
JP
N
2
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK
49271V100
32499.00000000
NS
USD
1104641.01000000
0.045002650213
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
443.26000000
0.000018058242
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
84554.12000000
NOK
9724.23000000
USD
2021-12-13
443.26000000
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
392700.00000000
NS
7829377.91000000
0.318965847076
Long
EC
JP
N
2
N
N
N
Emmi AG
529900Q53RBYJIVCMA08
EMMI AG-REG COMMON STOCK
N/A
1669.00000000
NS
1852440.59000000
0.075467717708
Long
EC
CH
N
2
N
N
N
Investis Holding SA
506700GG126O0G9S5W59
INVESTIS HOLDING SA COMMON STOCK
N/A
813.00000000
NS
90798.57000000
0.003699098846
Long
EC
CH
N
2
N
N
N
RADWARE LTD.
N/A
RADWARE LTD COMMON STOCK
M81873107
59034.00000000
NS
USD
1710214.98000000
0.069673501017
Long
EC
US
N
1
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
554100.00000000
NS
5038827.88000000
0.205279911314
Long
EC
NO
N
2
N
N
N
Power Assets Holdings Limited
254900JOWYUW1ZX4DF47
POWER ASSETS HOLDINGS LTD COMMON STOCK
N/A
276000.00000000
NS
1660689.44000000
0.067655849551
Long
EC
HK
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP COMMON STOCK
N/A
12840.00000000
NS
151302.50000000
0.006164005701
Long
EC
SE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
892.27000000
0.000036350736
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
92484.13000000
SGD
68345.92000000
USD
2021-12-13
892.27000000
N
N
N
VITAL KSK HOLDINGS, INC.
353800RLGNMAZY8D4488
VITAL KSK HOLDINGS INC COMMON STOCK
N/A
19700.00000000
NS
131948.27000000
0.005375521809
Long
EC
JP
N
2
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
KERRY GROUP PLC-A COMMON STOCK
N/A
7797.00000000
NS
951011.09000000
0.038743826315
Long
EC
IE
N
2
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-132.50000000
-0.00000539799
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4285.39000000
USD
6120.69000000
NZD
2021-12-13
-132.50000000
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
16813.00000000
NS
USD
3143022.22000000
0.128045517320
Long
EC
US
N
1
N
N
N
WELCIA HOLDINGS CO.,LTD.
N/A
WELCIA HOLDINGS CO LTD COMMON STOCK
N/A
13100.00000000
NS
462636.28000000
0.018847624247
Long
EC
JP
N
2
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
49356.00000000
NS
USD
7696081.08000000
0.313535385450
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
148442.00000000
NS
USD
6164796.26000000
0.251151430385
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
95915.00000000
NS
USD
5868079.70000000
0.239063311764
Long
EC
US
N
1
N
N
N
TSURUHA HOLDINGS INC.
N/A
TSURUHA HOLDINGS INC COMMON STOCK
N/A
11400.00000000
NS
1281915.13000000
0.052224729732
Long
EC
JP
N
2
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
123651.00000000
NS
9282500.23000000
0.378165491930
Long
EC
CA
N
1
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO INC COMMON STOCK
N/A
34700.00000000
NS
1098211.17000000
0.044740701002
Long
EC
JP
N
2
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
40500.00000000
NS
6249985.45000000
0.254622005246
Long
EC
DK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
302.50000000
0.000012323733
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
121510.60000000
DKK
18705.07000000
USD
2021-12-13
302.50000000
N
N
N
BCE Inc.
5493001I9203PRB5KR45
BCE INC COMMON STOCK
05534B760
125530.00000000
NS
USD
6322946.10000000
0.257594394086
Long
EC
US
N
1
N
N
N
JOHN B. SANFILIPPO & SON, INC.
5299007IBEYVXKYDUX28
JOHN B. SANFILIPPO & SON INC COMMON STOCK
800422107
8796.00000000
NS
USD
724790.40000000
0.029527682345
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
63193.00000000
NS
USD
8886831.59000000
0.362046103600
Long
EC
US
N
1
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
EUROFINS SCIENTIFIC COMMON STOCK
N/A
32339.00000000
NS
4120257.02000000
0.167857687502
Long
EC
FR
N
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
38.13000000
0.000001553401
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
96121.25000000
USD
749621.95000000
HKD
2021-12-13
38.13000000
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-121.84000000
-0.00000496371
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
10849.67000000
USD
13757.76000000
CAD
2021-12-13
-121.84000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-455.31000000
-0.00001854915
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
37078.66000000
USD
27674.03000000
GBP
2021-12-13
-455.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3875.47000000
0.000157885158
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
758705.01000000
SEK
87548.61000000
USD
2021-12-13
3875.47000000
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
11514.00000000
NS
USD
1839706.92000000
0.074948952886
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-13.38000000
-0.00000054509
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
70030.72000000
DKK
10592.65000000
USD
2021-12-13
-13.38000000
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
116400.00000000
NS
12925771.75000000
0.526590973477
Long
EC
CA
N
1
N
N
N
The Bank of East Asia, Limited
CO6GC26LCGGRTUESIP55
BANK OF EAST ASIA LTD COMMON STOCK
N/A
16792.00000000
NS
24224.22000000
0.000986885412
Long
EC
HK
N
2
N
N
N
ShinMaywa Industries, Ltd.
N/A
SHINMAYWA INDUSTRIES LTD COMMON STOCK
N/A
16400.00000000
NS
121728.64000000
0.004959178010
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
211.63000000
0.000008621724
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
62364.49000000
AUD
44436.13000000
USD
2021-12-13
211.63000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2021-12-13
N/A
1.00000000
NC
243.07000000
0.000009902578
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
308647.39000000
USD
285628.16000000
CHF
2021-12-13
243.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
10.10000000
0.000000411470
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
85003.10000000
HKD
10914.06000000
USD
2021-12-13
10.10000000
N
N
N
CASEY'S GENERAL STORES, INC.
549300CAFWSI86V66Q65
CASEY'S GENERAL STORES INC COMMON STOCK
147528103
23257.00000000
NS
USD
4518602.53000000
0.184086130488
Long
EC
US
N
1
N
N
N
Belc Co Ltd
N/A
BELC CO LTD COMMON STOCK
N/A
5100.00000000
NS
234585.57000000
0.009556925966
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
145.33000000
0.000005920688
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
17875.81000000
NZD
12274.07000000
USD
2021-12-13
145.33000000
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
SWEDISH MATCH AB COMMON STOCK
N/A
91756.00000000
NS
665295.56000000
0.027103885428
Long
EC
SE
N
2
N
N
N
PSP Swiss Property AG
50670042Y437P8X44F56
PSP SWISS PROPERTY AG-REG COMMON STOCK
N/A
4980.00000000
NS
579338.65000000
0.023602033950
Long
EC
CH
N
2
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK
303901102
2100.00000000
NS
928122.08000000
0.037811336844
Long
EC
CA
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-995.69000000
-0.00004056402
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
17941.38000000
USD
153654.80000000
SEK
2021-12-13
-995.69000000
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
5015755.10800000
NS
USD
5026762.79000000
0.204788384185
Long
EC
US
N
2
N
N
N
BRIDGESTONE CORPORATION
549300DHPOF90OYYD780
BRIDGESTONE CORP COMMON STOCK
N/A
186500.00000000
NS
7509257.12000000
0.305924249120
Long
EC
JP
N
2
N
N
N
SHUFERSAL LTD
984500F64E05B78E0D41
SHUFERSAL LTD COMMON STOCK
N/A
429787.00000000
NS
3482602.67000000
0.141879894346
Long
EC
IL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
2077.64000000
0.000084642255
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
321416.54000000
NOK
37357.51000000
USD
2021-12-13
2077.64000000
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
311300.00000000
NS
10350502.84000000
0.421675507808
Long
EC
GB
N
2
N
N
N
N/A
N/A
SPI 200 FUTURES DEC21 PHYSICAL INDEX FUTURE.
N/A
7.00000000
NC
897248.18000000
0.036553546023
N/A
DE
AU
N
1
J.P. MORGAN SECURITIES
N/A
Long
SPI 200 Future Dec 2021
N/A
N/A
2021-12-19
899585.21000000
AUD
-2337.03000000
N
N
N
The Nisshin OilliO Group,Ltd.
549300DMFXTY70ZEGQ59
NISSHIN OILLIO GROUP LTD/THE COMMON STOCK
N/A
4849.00000000
NS
118445.33000000
0.004825417223
Long
EC
JP
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1040.52000000
-0.00004239038
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1176998.16000000
USD
1044132.32000000
EUR
2021-12-13
-1040.52000000
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
18717.00000000
NS
USD
6689455.80000000
0.272525858408
Long
EC
US
N
1
N
N
N
CACI INTERNATIONAL INC.
SYRPI2D1O9WRTS2WX210
CACI INTERNATIONAL INC -CL A COMMON STOCK
127190304
21900.00000000
NS
USD
5681517.00000000
0.231462819066
Long
EC
US
N
1
N
N
N
ROYAL DUTCH SHELL PLC
21380068P1DRHMJ8KU70
ROYAL DUTCH SHELL PLC-A SHS COMMON STOCK
N/A
34566.00000000
NS
720667.00000000
0.029359696614
Long
EC
GB
N
2
N
N
N
BIO-RAD LABORATORIES, INC.
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES-A COMMON STOCK
090572207
8465.00000000
NS
USD
6375838.00000000
0.259749189765
Long
EC
US
N
1
N
N
N
Nestle S.A.
KY37LUS27QQX7BB93L28
NESTLE SA-REG COMMON STOCK
N/A
19109.00000000
NS
2427590.18000000
0.098899090964
Long
EC
CH
N
2
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
9300.00000000
NS
USD
16898751.00000000
0.688448621232
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-729.92000000
-0.00002973666
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
181777.45000000
CHF
195851.96000000
USD
2021-12-13
-729.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1982.61000000
0.000080770769
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
157293.39000000
AUD
113523.99000000
USD
2021-12-13
1982.61000000
N
N
N
MATERION CORPORATION
549300CJ5RI351SUYT02
MATERION CORP COMMON STOCK
576690101
16079.00000000
NS
USD
1361248.14000000
0.055456726070
Long
EC
US
N
1
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA COMMON STOCK
N/A
326600.00000000
NS
7279478.46000000
0.296563154819
Long
EC
ES
N
2
N
N
N
PHIBRO ANIMAL HEALTH CORPORATION
549300U24SP4AF2JUX52
PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK
71742Q106
2423.00000000
NS
USD
47466.57000000
0.001933769819
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
15375.00000000
NS
USD
8292967.50000000
0.337852308806
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
154717.00000000
NS
USD
8312944.41000000
0.338666160442
Long
EC
US
N
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
241900.00000000
NS
7001589.64000000
0.285242071091
Long
EC
JP
N
2
N
N
N
N/A
N/A
FTSE 100 IDX FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
12.00000000
NC
1123938.30000000
0.045788814391
N/A
DE
GB
N
1
J.P. MORGAN SECURITIES
N/A
Long
FTSE 100 IDX FUT Dec 2021
N/A
N/A
2021-12-20
1123760.42000000
GBP
177.88000000
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc. COMMON STOCK
N/A
1100600.00000000
NS
4087122.12000000
0.166507784410
Long
EC
JP
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-6749.12000000
-0.00027495655
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1335044.68000000
USD
1179393.10000000
EUR
2021-12-13
-6749.12000000
N
N
N
YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED
254900YUFIBANZ1XU687
YUE YUEN INDUSTRIAL HLDG COMMON STOCK
N/A
22.00000000
NS
38.15000000
0.000001554216
Long
EC
HK
N
2
N
N
N
ARISTOCRAT LEISURE LIMITED
529900TE2HO3OZKYKC27
ARISTOCRAT LEISURE LTD COMMON STOCK
N/A
10913.00000000
NS
335977.03000000
0.013687575079
Long
EC
AU
N
2
N
N
N
MIROKU JYOHO SERVICE CO.,LTD.
3538009FEB7DY7VJDQ12
MIROKU JYOHO SERVICE CO LTD COMMON STOCK
N/A
9400.00000000
NS
120759.08000000
0.004919678509
Long
EC
JP
N
2
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
6027.00000000
NS
USD
184124.85000000
0.007501175626
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
47244.00000000
NS
USD
2918261.88000000
0.118888867448
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-288.20000000
-0.00001174115
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8731.36000000
USD
12443.86000000
NZD
2021-12-13
-288.20000000
N
N
N
REMY COINTREAU SA
5493004V6A3Z027YT216
REMY COINTREAU COMMON STOCK
N/A
2137.00000000
NS
499206.13000000
0.020337465881
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
11853.53000000
0.000482908256
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
454131.24000000
EUR
523320.41000000
USD
2021-12-13
11853.53000000
N
N
N
SHIMAMURA CO., Ltd.
N/A
SHIMAMURA CO LTD COMMON STOCK
N/A
15000.00000000
NS
1278053.71000000
0.052067416965
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
263.90000000
0.000010751184
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8885.68000000
NZD
6292.84000000
USD
2021-12-13
263.90000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-2039.30000000
-0.00008308029
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
726736.00000000
USD
670120.36000000
CHF
2021-12-13
-2039.30000000
N
N
N
ITALGAS S.P.A.
815600F25FF44EF1FA76
ITALGAS SPA COMMON STOCK
N/A
92300.00000000
NS
578871.49000000
0.023583002031
Long
EC
IT
N
2
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N/A
23035.00000000
NS
1269807.55000000
0.051731471576
Long
EC
DE
N
2
N
N
N
AEGON N.V.
O4QK7KMMK83ITNTHUG69
AEGON NV COMMON STOCK
N/A
331734.00000000
NS
1459510.01000000
0.059459876890
Long
EC
NL
N
2
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
165800.00000000
NS
USD
19415180.00000000
0.790966971581
Long
EC
US
N
1
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
3400.00000000
NS
52486.59000000
0.002138283505
Long
EC
SG
N
2
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA COMMON STOCK
N/A
24833.00000000
NS
537822.99000000
0.021910701917
Long
EC
NO
N
2
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE COMMON STOCK
N/A
814800.00000000
NS
9988707.72000000
0.406936113664
Long
EC
DE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
516.20000000
0.000021029789
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
52122.81000000
AUD
37478.02000000
USD
2021-12-13
516.20000000
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
27300.00000000
NS
USD
4058964.00000000
0.165360633423
Long
EC
US
N
1
N
N
N
NIPPN CORPORATION
353800V7HRZ1HQGJCW63
NIPPN CORP COMMON STOCK
N/A
63800.00000000
NS
878513.87000000
0.035790317434
Long
EC
JP
N
2
N
N
N
Constellation Software Inc.
549300B6PYHMCTDWQV29
CONSTELLATION SOFTWARE INC COMMON STOCK
21037X100
800.00000000
NS
1355590.89000000
0.055226251879
Long
EC
CA
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
157687.00000000
NS
USD
7926925.49000000
0.322939897996
Long
EC
US
N
1
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
20600.00000000
NS
181282.99000000
0.007385399342
Long
EC
JP
N
2
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
77.00000000
NC
USD
17580062.50000000
0.716204989901
N/A
DE
US
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P 500 Future (e-Mini) Dec 2021
N/A
N/A
2021-12-20
17576398.07000000
USD
3664.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3175.86000000
0.000129383315
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
556431.99000000
NOK
64251.90000000
USD
2021-12-13
3175.86000000
N
N
N
MAINFREIGHT LIMITED
5493007BE0VNXX7RYQ88
MAINFREIGHT LTD COMMON STOCK
N/A
6180.00000000
NS
380857.99000000
0.015516008141
Long
EC
NZ
N
2
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP COMMON STOCK
171779309
47952.00000000
NS
USD
2888148.96000000
0.117662078660
Long
EC
US
N
1
N
N
N
AXWAY SOFTWARE S.A.
96950022O6SP7FQONJ77
AXWAY SOFTWARE SA COMMON STOCK
N/A
762.00000000
NS
23985.80000000
0.000977172273
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3451.28000000
0.000140603820
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
185587.45000000
EUR
212469.79000000
USD
2021-12-13
3451.28000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-BR COMMON STOCK
N/A
1460.00000000
NS
600378.90000000
0.024459205649
Long
EC
CH
N
2
N
N
N
HK ELECTRIC INVESTMENTS LIMITED
5299006PUX29DFJ1DE03
HK ELECTRIC INVESTMENTS -SS UNIT
N/A
723500.00000000
NS
708507.53000000
0.028864324479
Long
EC
HK
N
2
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
10551.00000000
NS
USD
1872696.99000000
0.076292955659
Long
EC
US
N
1
N
N
N
BANK HAPOALIM B.M.
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM COMMON STOCK
N/A
36405.00000000
NS
353770.69000000
0.014412481949
Long
EC
IL
N
2
N
N
N
Oberbank AG
RRUN0TCQ1K2JDV7MXO75
OBERBANK AG COMMON STOCK
N/A
175.00000000
NS
18007.05000000
0.000733600296
Long
EC
AT
N
2
N
N
N
KOHNAN SHOJI CO., LTD.
N/A
KOHNAN SHOJI CO LTD COMMON STOCK
N/A
138458.00000000
NS
4039711.38000000
0.164576289084
Long
EC
JP
N
2
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
38700.00000000
NS
USD
10707903.00000000
0.436235852971
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
40368.00000000
NS
USD
3469225.92000000
0.141334930692
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-150.97000000
-0.00000615045
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4610.12000000
USD
6572.07000000
NZD
2021-12-13
-150.97000000
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
19622.00000000
NS
USD
4784628.48000000
0.194923925452
Long
EC
US
N
1
N
N
N
A2A S.P.A.
81560076E3944316DB24
A2A SPA COMMON STOCK
N/A
4431100.00000000
NS
8601368.55000000
0.350416449059
Long
EC
IT
N
2
N
N
N
ITOCHU ENEX CO., LTD.
549300WO21DGCU3JY132
ITOCHU ENEX CO LTD COMMON STOCK
N/A
4800.00000000
NS
40070.02000000
0.001632437215
Long
EC
JP
N
2
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
18709.00000000
NS
USD
3046760.65000000
0.124123857953
Long
EC
US
N
1
N
N
N
NEWS CORPORATION
549300ITS31QK8VRBQ14
NEWS CORP - CLASS A COMMON STOCK
65249B109
13599.00000000
NS
USD
294010.38000000
0.011977869887
Long
EC
US
N
1
N
N
N
DAITO TRUST CONSTRUCTION CO.,LTD.
353800QQ4DRI3KXS3038
DAITO TRUST CONSTRUCT CO LTD COMMON STOCK
N/A
13800.00000000
NS
1484863.31000000
0.060492760588
Long
EC
JP
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria, S.A.
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK
N/A
439001.00000000
NS
2321115.20000000
0.094561341199
Long
EC
ES
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
233267.00000000
NS
4093459.65000000
0.166765972947
Long
EC
DE
N
2
N
N
N
ALLIANCE PHARMA PLC
213800RYIWZA4Q5WPZ13
ALLIANCE PHARMA PLC COMMON STOCK
N/A
70500.00000000
NS
95398.29000000
0.003886489671
Long
EC
GB
N
2
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-477.83000000
-0.00001946661
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
20877.39000000
USD
28767.04000000
AUD
2021-12-13
-477.83000000
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
680000.00000000
NS
7267721.79000000
0.296084192602
Long
EC
FR
N
2
N
N
N
WATERSTONE FINANCIAL, INC.
5493002KM21XRC2DCQ02
WATERSTONE FINANCIAL INC COMMON STOCK
94188P101
69975.00000000
NS
USD
1451981.25000000
0.059153158101
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
281.55000000
0.000011470238
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
172647.27000000
NOK
19231.95000000
USD
2021-12-13
281.55000000
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC COMMON STOCK
N/A
69854.00000000
NS
3544776.00000000
0.144412811915
Long
EC
GB
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
41.20000000
0.000001678472
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7159.75000000
EUR
8104.89000000
USD
2021-12-13
41.20000000
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
1140.00000000
NS
USD
379984.80000000
0.015480434716
Long
EC
US
N
1
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
28336.00000000
NS
3154840.85000000
0.128527003764
Long
EC
NL
N
2
N
N
N
METRO INC.
549300KQ7DCG4IXSNW78
METRO INC/CN COMMON STOCK
59162N109
19934.00000000
NS
947284.57000000
0.038592009322
Long
EC
CA
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
545400.00000000
NS
18193272.34000000
0.741186923115
Long
EC
NL
N
2
N
N
N
GREAT-WEST LIFECO INC.
549300X81X4VZEESFU46
GREAT-WEST LIFECO INC COMMON STOCK
39138C106
172100.00000000
NS
4974639.85000000
0.202664915641
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-2686.76000000
-0.00010945756
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
419579.39000000
EUR
469865.98000000
USD
2021-12-13
-2686.76000000
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1460.83000000
-0.00005951365
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
48936.55000000
USD
60884.56000000
CAD
2021-12-13
-1460.83000000
N
N
N
CITIC Telecom International Holdings Limited
N/A
CITIC TELECOM INTERNATIONAL COMMON STOCK
N/A
872000.00000000
NS
293156.08000000
0.011943066033
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
2485.88000000
0.000101273795
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
85845.88000000
AUD
63361.73000000
USD
2021-12-13
2485.88000000
N
N
N
APTARGROUP, INC.
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC COMMON STOCK
038336103
8074.00000000
NS
USD
965569.66000000
0.039336936861
Long
EC
US
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
10024.00000000
NS
USD
566055.28000000
0.023060874561
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
1586.00000000
NS
USD
1012121.76000000
0.041233451524
Long
EC
US
N
1
N
N
N
Signify N.V.
549300072P3J1X8NZO35
SIGNIFY NV COMMON STOCK
N/A
78500.00000000
NS
3548694.83000000
0.144572463544
Long
EC
NL
Y
2
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
68162.00000000
NS
USD
6092319.56000000
0.248198757481
Long
EC
US
N
1
N
N
N
3I GROUP PLC
35GDVHRBMFE7NWATNM84
3I GROUP PLC COMMON STOCK
N/A
241600.00000000
NS
4437402.18000000
0.180778059436
Long
EC
GB
N
2
N
N
N
Aferian PLC
21380068JIMBNNZJL315
AFERIAN PLC COMMON STOCK
N/A
28544.00000000
NS
60262.95000000
0.002455089422
Long
EC
GB
N
2
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO - B COMMON STOCK
60871R209
118300.00000000
NS
USD
5257252.00000000
0.214178426019
Long
EC
US
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
53833.00000000
NS
USD
7014978.23000000
0.285787517102
Long
EC
US
N
1
N
N
N
SUNDRUG CO.,LTD.
N/A
SUNDRUG CO LTD COMMON STOCK
N/A
66800.00000000
NS
1738630.30000000
0.070831130233
Long
EC
JP
N
2
N
N
N
OUG Holdings Inc.
N/A
OUG HOLDINGS INC COMMON STOCK
N/A
2682.00000000
NS
59609.85000000
0.002428482379
Long
EC
JP
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
STRAUMANN HOLDING AG-REG COMMON STOCK
N/A
244.00000000
NS
515532.17000000
0.021002582477
Long
EC
CH
N
2
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
185800.00000000
NS
USD
7922512.00000000
0.322760094109
Long
EC
US
N
1
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS LTD COMMON STOCK
N/A
449500.00000000
NS
2813881.74000000
0.114636460659
Long
EC
HK
N
2
N
N
N
Unicafe Inc
N/A
UNICAFE INC COMMON STOCK
N/A
9700.00000000
NS
86456.86000000
0.003522219249
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
577866.41000000
0.023542055458
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
18421813.35000000
GBP
24956988.48000000
USD
2021-12-13
577866.41000000
N
N
N
SONIC HEALTHCARE LIMITED
549300NQQ5L2NONWR862
SONIC HEALTHCARE LTD COMMON STOCK
N/A
8073.00000000
NS
242544.37000000
0.009881164419
Long
EC
AU
N
2
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING CORP COMMON STOCK
N/A
704300.00000000
NS
5631606.01000000
0.229429464515
Long
EC
SG
N
2
N
N
N
Astellas Pharma Inc.
529900IB708DY2HBBB35
ASTELLAS PHARMA INC COMMON STOCK
N/A
62400.00000000
NS
974397.32000000
0.039696572337
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
130.91000000
0.000005333223
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
121046.73000000
SEK
13480.45000000
USD
2021-12-13
130.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1925740.75000000
0.078453938056
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
79218319.09000000
CAD
63697499.68000000
USD
2021-12-13
1925740.75000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
16862.00000000
NS
6301908.80000000
0.256737342569
Long
EC
CH
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
947.67000000
0.000038607711
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
182906.25000000
NOK
21024.14000000
USD
2021-12-13
947.67000000
N
N
N
COSMOS Pharmaceutical Corporation
N/A
COSMOS PHARMACEUTICAL CORP COMMON STOCK
N/A
12100.00000000
NS
1870449.40000000
0.076201389707
Long
EC
JP
N
2
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
31400.00000000
NS
USD
6837036.00000000
0.278538219038
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-30.16000000
-0.00000122870
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
20116.71000000
USD
29604.34000000
NZD
2021-12-13
-30.16000000
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
153700.00000000
NS
USD
10594541.00000000
0.431617528658
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
218900.00000000
NS
USD
23798808.00000000
0.969554291590
Long
EC
US
N
1
N
N
N
TIS Inc.
35380064HYEZXBQHDF07
TIS INC COMMON STOCK
N/A
3700.00000000
NS
113785.20000000
0.004635565318
Long
EC
JP
N
2
N
N
N
Crealogix Holding AG
506700VHJAT8R5Z0G388
CREALOGIX HOLDING AG-REG COMMON STOCK
N/A
301.00000000
NS
40285.36000000
0.001641210083
Long
EC
CH
N
2
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
47941.00000000
NS
1522422.16000000
0.062022893702
Long
EC
SE
N
2
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
425827.00000000
NS
3872349.68000000
0.157758037746
Long
EC
NO
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-1519.75000000
-0.00006191403
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
45701711.00000000
JPY
401134.99000000
USD
2021-12-13
-1519.75000000
N
N
N
ARGOSY PROPERTY LIMITED
N/A
ARGOSY PROPERTY LTD COMMON STOCK
N/A
41575.00000000
NS
41601.92000000
0.001694846232
Long
EC
NZ
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
2007.71000000
0.000081793333
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
535968.64000000
SEK
61116.56000000
USD
2021-12-13
2007.71000000
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
144800.00000000
NS
USD
9571280.00000000
0.389930268777
Long
EC
US
N
1
N
N
N
Kerry Logistics Network Ltd
N/A
KERRY LOGISTICS NETWORK LTD COMMON STOCK
N/A
117465.00000000
NS
333707.33000000
0.013595108374
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
131.56000000
0.000005359703
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
217621.35000000
EUR
245228.36000000
USD
2021-12-13
131.56000000
N
N
N
DIVERSIFIED ENERGY COMPANY PLC
213800YR9TFRVHPGOS67
DIVERSIFIED ENERGY CO PLC COMMON STOCK
N/A
358191.00000000
NS
469884.16000000
0.019142900093
Long
EC
GB
N
2
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
28580.00000000
NS
USD
6504236.40000000
0.264980091235
Long
EC
US
N
1
N
N
N
Fountain Set (Holdings) Limited
5299009CE57Z7SRZK474
FOUNTAIN SET HLDGS COMMON STOCK
N/A
174279.00000000
NS
29954.29000000
0.001220326262
Long
EC
HK
N
2
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC COMMON STOCK
N/A
769640.00000000
NS
9427543.93000000
0.384074516525
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-130.44000000
-0.00000531407
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4001361.00000000
JPY
35123.54000000
USD
2021-12-13
-130.44000000
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
13126.00000000
NS
USD
3631832.94000000
0.147959478193
Long
EC
US
N
1
N
N
N
SPAREBANK 1 SR-BANK ASA
549300Q3OIWRHQUQM052
SPAREBANK 1 SR BANK ASA COMMON STOCK
N/A
21205.00000000
NS
291730.05000000
0.011884970119
Long
EC
NO
N
2
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
39255.00000000
NS
USD
10861465.95000000
0.442491948537
Long
EC
US
N
1
N
N
N
N/A
N/A
TOPIX INDX FUTR DEC21 PHYSICAL INDEX FUTURE.
N/A
12.00000000
NC
2003787.04000000
0.081633513916
N/A
DE
JP
N
1
J.P. MORGAN SECURITIES
N/A
Long
TOPIX INDX FUTR Dec 2021
N/A
N/A
2021-12-12
2038504.56000000
JPY
-34717.52000000
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
25607.00000000
NS
USD
849896.33000000
0.034624449853
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1181.92000000
0.000048150966
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
36957.28000000
GBP
50090.57000000
USD
2021-12-13
1181.92000000
N
N
N
Jeronimo Martins, SGPS, S.A.
259400A8SZP10GB5IB19
JERONIMO MARTINS COMMON STOCK
N/A
47473.00000000
NS
1033700.41000000
0.042112557432
Long
EC
PT
N
2
N
N
N
Earth Corporation
N/A
EARTH CORP COMMON STOCK
N/A
12000.00000000
NS
646949.91000000
0.026356490698
Long
EC
JP
N
2
N
N
N
TRANSPORT INTERNATIONAL HOLDINGS LIMITED
529900PXKMUICLT3E812
TRANSPORT INTL HLDG LTD COMMON STOCK
N/A
13200.00000000
NS
22114.52000000
0.000900937045
Long
EC
HK
N
2
N
N
N
CLP HOLDINGS LIMITED
25490002BUTSMP94GO68
CLP HOLDINGS LTD COMMON STOCK
N/A
671680.00000000
NS
6580448.23000000
0.268084931900
Long
EC
HK
N
2
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
433400.00000000
NS
USD
39326716.00000000
1.602155295843
Long
EC
US
N
1
N
N
N
STEPAN COMPANY
IZU1EW9GB3WC7CYCSR17
STEPAN CO COMMON STOCK
858586100
881.00000000
NS
USD
99297.51000000
0.004045342395
Long
EC
US
N
1
N
N
N
AUTO TRADER GROUP PLC
213800QLK9BZILB1DI86
AUTO TRADER GROUP PLC COMMON STOCK
N/A
59874.00000000
NS
579262.93000000
0.023598949146
Long
EC
GB
Y
2
N
N
N
POOL CORPORATION
5493005VZK1KMN6CO617
POOL CORP COMMON STOCK
73278L105
517.00000000
NS
USD
286480.04000000
0.011671086729
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
5245.00000000
NS
USD
993927.50000000
0.040492224364
Long
EC
US
N
1
N
N
N
Mobimo Holding AG
50670018HN8O1GD3O385
MOBIMO HOLDING AG-REG COMMON STOCK
N/A
786.00000000
NS
254424.23000000
0.010365145350
Long
EC
CH
N
2
N
N
N
RAFFLES MEDICAL GROUP LTD
254900BARSOMRVZFY947
RAFFLES MEDICAL GROUP LTD COMMON STOCK
Y7174H100
9400.00000000
NS
9326.21000000
0.000379946211
Long
EC
SG
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
2663517.93000000
0.108510696828
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
79499603.06000000
EUR
92200221.15000000
USD
2021-12-13
2663517.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
322299.28000000
0.013130348801
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
42842891.68000000
NOK
5024893.97000000
USD
2021-12-13
322299.28000000
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
653000.00000000
NS
6321394.00000000
0.257531162129
Long
EC
IL
N
2
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
217800.00000000
NS
USD
11933262.00000000
0.486156507703
Long
EC
US
N
1
N
N
N
SS&C TECHNOLOGIES HOLDINGS, INC.
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK
78467J100
34416.00000000
NS
USD
2626973.28000000
0.107021881831
Long
EC
US
N
1
N
N
N
Isracard Ltd.
N/A
ISRACARD LTD COMMON STOCK
N/A
0.63000000
NS
2.76000000
0.000000112441
Long
EC
IL
N
2
N
N
N
GEORGE WESTON LIMITEE.
549300FAHC3L1QKNT280
WESTON (GEORGE) LTD COMMON STOCK
961148509
84714.00000000
NS
8903290.83000000
0.362716646712
Long
EC
CA
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
1642.00000000
NS
904831.33000000
0.036862480640
Long
EC
CH
N
2
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
19231.00000000
NS
USD
1053666.49000000
0.042925967858
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-109.93000000
-0.00000447850
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
18764.38000000
USD
25576.68000000
SGD
2021-12-13
-109.93000000
N
N
N
Alcon AG
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK
N/A
36870.00000000
NS
2878697.18000000
0.117277016775
Long
EC
CH
N
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-19.71000000
-0.00000080297
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
26768.69000000
USD
208524.88000000
HKD
2021-12-13
-19.71000000
N
N
N
McKesson Europe AG
52990076MX7KD2XYCH67
MCKESSON EUROPE AG COMMON STOCK
N/A
1563.00000000
NS
41750.44000000
0.001700896880
Long
EC
DE
N
2
N
N
N
PLENUS Co., Ltd.
N/A
PLENUS CO LTD COMMON STOCK
N/A
5400.00000000
NS
91805.15000000
0.003740106528
Long
EC
JP
N
2
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-159.84000000
-0.00000651182
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13052.88000000
USD
9742.48000000
GBP
2021-12-13
-159.84000000
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
13964.00000000
NS
USD
1267093.36000000
0.051620896518
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-370.02000000
-0.00001507447
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
42479.06000000
USD
57734.73000000
SGD
2021-12-13
-370.02000000
N
N
N
FUKUDA DENSHI CO., LTD.
N/A
FUKUDA DENSHI CO LTD COMMON STOCK
N/A
400.00000000
NS
28963.75000000
0.001179972043
Long
EC
JP
N
2
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-89.67000000
-0.00000365312
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
106132.46000000
USD
700191.50000000
DKK
2021-12-13
-89.67000000
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
ERICSSON LM-B SHS COMMON STOCK
N/A
273706.00000000
NS
2749975.84000000
0.112032958854
Long
EC
SE
N
2
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
GLAXOSMITHKLINE PLC COMMON STOCK
N/A
335951.00000000
NS
6796128.37000000
0.276871657913
Long
EC
GB
N
2
N
N
N
ARCS COMPANY,LIMITED
N/A
ARCS CO LTD COMMON STOCK
N/A
32800.00000000
NS
595154.19000000
0.024246352971
Long
EC
JP
N
2
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
16741.00000000
NS
522099.50000000
0.021270132977
Long
EC
FI
N
2
N
N
N
BUNGE LIMITED
5493007M0RIN8HY3MM77
BUNGE LTD COMMON STOCK
G16962105
25506.00000000
NS
USD
2208054.42000000
0.089955288473
Long
EC
US
N
1
N
N
N
Aspo Oyj
7437000TB0GHDHLPX677
ASPO OYJ COMMON STOCK
N/A
27.00000000
NS
313.66000000
0.000012778387
Long
EC
FI
N
2
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
165008.00000000
NS
USD
9049038.72000000
0.368654359737
Long
EC
US
N
1
N
N
N
SANKYO CO., LTD.
3538009H2R9ZBZAOAK48
SANKYO CO LTD COMMON STOCK
N/A
12200.00000000
NS
309759.21000000
0.012619471169
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1295.79000000
0.000052789986
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
57522.87000000
AUD
42086.95000000
USD
2021-12-13
1295.79000000
N
N
N
Nissui Pharmaceutical Co Ltd
N/A
NISSUI PHARMACEUTICAL CO LTD COMMON STOCK
N/A
11900.00000000
NS
98318.31000000
0.004005450163
Long
EC
JP
N
2
N
N
N
SOCIETE BIC S.A.
969500UR00DF63I0VH67
SOCIETE BIC SA COMMON STOCK
N/A
77200.00000000
NS
3953832.13000000
0.161077601444
Long
EC
FR
N
2
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
72735.00000000
NS
USD
3016320.45000000
0.122883735904
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
18136.00000000
NS
USD
1109560.48000000
0.045203067530
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-7124.14000000
-0.00029023472
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
47933620.00000000
JPY
415194.83000000
USD
2021-12-13
-7124.14000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK
N/A
309.00000000
NS
3755124.28000000
0.152982320002
Long
EC
CH
N
2
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-A COMMON STOCK
N/A
297.00000000
NS
841650.24000000
0.034288507315
Long
EC
DK
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
615200.00000000
NS
10795767.84000000
0.439815432785
Long
EC
DE
N
2
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
31611.00000000
NS
USD
1695297.93000000
0.069065786133
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
50626.00000000
NS
USD
6157134.12000000
0.250839277746
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
3978.00000000
NS
USD
508149.72000000
0.020701824301
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
90200.00000000
NS
USD
7033796.00000000
0.286554145819
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
541.09000000
0.000022043798
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
109626.98000000
NOK
12574.15000000
USD
2021-12-13
541.09000000
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
50265.00000000
NS
USD
6357014.55000000
0.258982329646
Long
EC
US
N
1
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD COMMON STOCK
N/A
616700.00000000
NS
11406675.35000000
0.464703569959
Long
EC
SG
N
2
N
N
N
RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD
N/A
RAMI LEVY CHAIN STORES HASHI COMMON STOCK
N/A
14424.00000000
NS
1121635.22000000
0.045694987797
Long
EC
IL
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
49582.00000000
NS
USD
4431639.16000000
0.180543276216
Long
EC
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
78512.00000000
NS
USD
3250396.80000000
0.132419916443
Long
EC
US
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
178791.00000000
NS
5964050.89000000
0.242973141161
Long
EC
NL
N
2
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
2599.00000000
NS
USD
906531.20000000
0.036931732691
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
991.45000000
0.000040391291
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
54119.79000000
AUD
39369.39000000
USD
2021-12-13
991.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
292.79000000
0.000011928152
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
111225.69000000
SGD
81415.67000000
USD
2021-12-13
292.79000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2021-12-13
N/A
1.00000000
NC
1735.14000000
0.000070688936
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1750389.32000000
USD
198867857.00000000
JPY
2021-12-13
1735.14000000
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
19785.00000000
NS
USD
1331728.35000000
0.054254101170
Long
EC
US
N
1
N
N
N
Systems Engineering Consultants Co Ltd
N/A
SYSTEMS ENGINEERING CONSULTA COMMON STOCK
N/A
1100.00000000
NS
21872.56000000
0.000891079688
Long
EC
JP
N
2
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-617.53000000
-0.00002515793
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
120421.81000000
USD
791057.49000000
DKK
2021-12-13
-617.53000000
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
29386.00000000
NS
USD
2320318.56000000
0.094528886392
Long
EC
US
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
20500.00000000
NS
USD
3873885.00000000
0.157820586093
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
163200.00000000
NS
USD
9984576.00000000
0.406767788979
Long
EC
US
N
1
N
N
N
Red Electrica Corporacion, S.A.
5493009HMD0C90GUV498
RED ELECTRICA CORPORACION SA COMMON STOCK
N/A
178138.00000000
NS
3755086.34000000
0.152980774341
Long
EC
ES
N
2
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
756500.00000000
NS
USD
17270895.00000000
0.703609624770
Long
EC
US
N
1
N
N
N
JOHNSON OUTDOORS INC.
N/A
JOHNSON OUTDOORS INC-A COMMON STOCK
479167108
948.00000000
NS
USD
98629.92000000
0.004018145035
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
13.63000000
0.000000555280
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
147458.09000000
DKK
22345.90000000
USD
2021-12-13
13.63000000
N
N
N
L'OREAL SA
529900JI1GG6F7RKVI53
L'OREAL COMMON STOCK
N/A
275.00000000
NS
123118.49000000
0.005015799965
Long
EC
FR
N
2
N
N
N
HK ELECTRIC INVESTMENTS LIMITED
5299006PUX29DFJ1DE03
HK ELECTRIC INVESTMENTS -SS UNIT
N/A
1948021.00000000
NS
1907653.84000000
0.077717084294
Long
EC
HK
N
2
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
55876.00000000
NS
USD
8304849.88000000
0.338336392401
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
342500.00000000
NS
USD
18368275.00000000
0.748316464226
Long
EC
US
N
1
N
N
N
KINGFISHER PLC
213800KBMEV7I92FY281
KINGFISHER PLC COMMON STOCK
N/A
623458.00000000
NS
2607545.78000000
0.106230412948
Long
EC
GB
N
2
N
N
N
ACEA S.P.A.
549300Q3448N041CTH56
ACEA SPA COMMON STOCK
N/A
12421.00000000
NS
250191.51000000
0.010192705964
Long
EC
IT
N
2
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
110073.00000000
NS
USD
8257676.46000000
0.336414565400
Long
EC
US
N
1
N
N
N
Hera S.p.A.
8156009414FD99443B48
HERA SPA COMMON STOCK
N/A
1247761.00000000
NS
4777076.65000000
0.194616266800
Long
EC
IT
N
2
N
N
N
HKT Trust and HKT Limited
N/A
HKT TRUST AND HKT LTD-SS UNIT
N/A
2473000.00000000
NS
3354869.25000000
0.136676083905
Long
EC
HK
N
2
N
N
N
IDEXX LABORATORIES, INC.
OGMTXK0LUU1HKV2P0J84
IDEXX LABORATORIES INC COMMON STOCK
45168D104
4249.00000000
NS
USD
2583689.43000000
0.105258514417
Long
EC
US
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
73749.00000000
NS
7868503.44000000
0.320559806131
Long
EC
DK
N
2
N
N
N
TEIJIN LIMITED
3538000RF6UCIMPKCO54
TEIJIN LTD COMMON STOCK
N/A
537800.00000000
NS
6105150.20000000
0.248721472824
Long
EC
JP
N
2
N
N
N
DAIHATSU DIESEL MFG.CO.,LTD.
N/A
DAIHATSU DIESEL MFG CO LTD COMMON STOCK
N/A
6400.00000000
NS
28153.32000000
0.001146955436
Long
EC
JP
N
2
N
N
N
BIO-RAD LABORATORIES, INC.
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES-A COMMON STOCK
090572207
5574.00000000
NS
USD
4198336.80000000
0.171038627732
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2021-12-13
N/A
1.00000000
NC
4424.76000000
0.000180263021
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
665615.10000000
USD
76050186.00000000
JPY
2021-12-13
4424.76000000
N
N
N
ORSERO S.P.A.
8156001895E0F4E7A803
ORSERO SPA COMMON STOCK
N/A
4664.00000000
NS
57761.42000000
0.002353178052
Long
EC
IT
N
2
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
786900.00000000
NS
5706443.60000000
0.232478319170
Long
EC
GB
N
2
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
500.00000000
NS
35137.98000000
0.001431507801
Long
EC
CA
N
1
N
N
N
TX Group AG
506700302V28Y6O14985
TX GROUP AG COMMON STOCK
N/A
944.00000000
NS
154239.03000000
0.006283638805
Long
EC
CH
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
335400.00000000
NS
USD
16763292.00000000
0.682930073631
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-929.59000000
-0.00003787113
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
41072.15000000
USD
56608.22000000
AUD
2021-12-13
-929.59000000
N
N
N
GENUS PLC
54930022EOITNKSIGH56
GENUS PLC COMMON STOCK
N/A
9789.00000000
NS
625534.62000000
0.025484040014
Long
EC
GB
N
2
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
82800.00000000
NS
5818849.39000000
0.237057687855
Long
EC
CA
N
1
N
N
N
KAKEN PHARMACEUTICAL CO.,LTD.
N/A
KAKEN PHARMACEUTICAL CO LTD COMMON STOCK
N/A
29400.00000000
NS
1044128.13000000
0.042537378738
Long
EC
JP
N
2
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
1957.00000000
NS
USD
5575571.28000000
0.227146631150
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-5137.27000000
-0.00020929040
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
172485.25000000
USD
214613.05000000
CAD
2021-12-13
-5137.27000000
N
N
N
ASR Nederland N.V.
7245000G0HS48PZWUD53
ASR NEDERLAND NV COMMON STOCK
N/A
149500.00000000
NS
6327902.07000000
0.257796298400
Long
EC
NL
N
2
N
N
N
Hitachi, Ltd.
549300T6IPOCDWLKC615
HITACHI LTD COMMON STOCK
N/A
525.00000000
NS
30728.42000000
0.001251864021
Long
EC
JP
N
2
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
403300.00000000
NS
USD
7739327.00000000
0.315297207611
Long
EC
US
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
323800.00000000
NS
8890089.84000000
0.362178843452
Long
EC
JP
N
2
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
11845.00000000
NS
2697195.77000000
0.109882719086
Long
EC
FR
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S COMMON STOCK
N/A
92684.00000000
NS
1514864.86000000
0.061715012205
Long
EC
DK
N
2
N
N
N
SCHOLASTIC CORPORATION
N/A
SCHOLASTIC CORP COMMON STOCK
807066105
28823.00000000
NS
USD
1084897.72000000
0.044198316166
Long
EC
US
N
1
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK
670346105
11777.00000000
NS
USD
1251424.02000000
0.050982533629
Long
EC
US
N
1
N
N
N
FUJICCO CO., LTD.
N/A
FUJICCO CO LTD COMMON STOCK
N/A
6200.00000000
NS
98518.41000000
0.004013602160
Long
EC
JP
N
2
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
65431.00000000
NS
USD
9460013.98000000
0.385397333884
Long
EC
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
65400.00000000
NS
USD
4515870.00000000
0.183974808266
Long
EC
US
N
1
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC COMMON STOCK
64110L106
3824.00000000
NS
USD
2454625.60000000
0.100000503585
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
940.47000000
0.000038314386
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
89692.16000000
SGD
66357.78000000
USD
2021-12-13
940.47000000
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEINEKEN NV COMMON STOCK
N/A
15567.00000000
NS
1539722.43000000
0.062727700053
Long
EC
NL
N
2
N
N
N
FLOWERS FOODS, INC.
7YNCQQNDK8FBM9BBTK25
FLOWERS FOODS INC COMMON STOCK
343498101
104782.00000000
NS
USD
2705471.24000000
0.110219858554
Long
EC
US
N
1
N
N
N
NIHON KOHDEN CORPORATION
N/A
NIHON KOHDEN CORP COMMON STOCK
N/A
3500.00000000
NS
102817.31000000
0.004188737694
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
520575.53000000
0.021208047025
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
80773589.35000000
SEK
9428622.98000000
USD
2021-12-13
520575.53000000
N
N
N
Sojitz Corporation
5493004SE33MRLPB1W98
SOJITZ CORP COMMON STOCK
N/A
530500.00000000
NS
7462304.08000000
0.304011400315
Long
EC
JP
N
2
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
629400.00000000
NS
USD
30966480.00000000
1.261562494199
Long
EC
US
N
1
N
N
N
TARO PHARMACEUTICAL INDUSTRIES LTD.
5493002WIJCSC2L2VL79
TARO PHARMACEUTICAL INDUS COMMON STOCK
M8737E108
7891.00000000
NS
USD
420116.84000000
0.017115398602
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
34742.00000000
NS
USD
2815839.10000000
0.114716202754
Long
EC
US
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT, INC.
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT IN REIT
035710409
540500.00000000
NS
USD
4378050.00000000
0.178360074433
Long
EC
US
N
1
N
N
N
SKY Perfect JSAT Holdings Inc.
5299009SAF34W9TVEF26
SKY PERFECT JSAT HOLDINGS COMMON STOCK
N/A
378000.00000000
NS
1345033.41000000
0.054796144201
Long
EC
JP
N
2
N
N
N
CREDITO EMILIANO S.P.A.
8156004B244AA70DE787
CREDITO EMILIANO SPA COMMON STOCK
N/A
12722.00000000
NS
82319.79000000
0.003353676607
Long
EC
IT
N
2
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
2697.00000000
NS
USD
769130.46000000
0.031334079349
Long
EC
US
N
1
N
N
N
Hera S.p.A.
8156009414FD99443B48
HERA SPA COMMON STOCK
N/A
48979.00000000
NS
187517.03000000
0.007639371735
Long
EC
IT
N
2
N
N
N
XYMAX REIT Investment Corporation
N/A
XYMAX REIT INVESTMENT CORP REIT
N/A
62.00000000
NS
60586.15000000
0.002468256466
Long
EC
JP
N
2
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
8610.00000000
NS
USD
5480523.30000000
0.223274412973
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
6215.00000000
NS
USD
3441121.20000000
0.140189955200
Long
EC
US
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
489.00000000
NS
USD
174768.60000000
0.007120005597
Long
EC
US
N
1
N
N
N
IMPACT HEALTHCARE REIT PLC
213800AX3FHPMJL4IJ53
IMPACT HEALTHCARE REIT PLC REIT
N/A
20071.00000000
NS
31575.17000000
0.001286360290
Long
EC
GB
N
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-56.13000000
-0.00000228671
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
53178.11000000
USD
414118.79000000
HKD
2021-12-13
-56.13000000
N
N
N
Mitsubishi Shokuhin Co., Ltd.
N/A
MITSUBISHI SHOKUHIN CO LTD COMMON STOCK
N/A
10600.00000000
NS
249887.30000000
0.010180312565
Long
EC
JP
N
2
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA COMMON STOCK
N/A
8602.00000000
NS
271264.15000000
0.011051197219
Long
EC
NO
N
2
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1110.62000000
-0.00004524623
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
30126.83000000
USD
40918.07000000
AUD
2021-12-13
-1110.62000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
312.40000000
0.000012727055
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
253359.89000000
DKK
38683.32000000
USD
2021-12-13
312.40000000
N
N
N
JAPAN POST INSURANCE Co.,Ltd.
54930042SK2Z708BA841
JAPAN POST INSURANCE CO LTD COMMON STOCK
N/A
42000.00000000
NS
643504.36000000
0.026216120315
Long
EC
JP
N
2
N
N
N
ITOHAM YONEKYU HOLDINGS INC.
N/A
ITOHAM YONEKYU HOLDINGS INC COMMON STOCK
N/A
10800.00000000
NS
60877.73000000
0.002480135323
Long
EC
JP
N
2
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-483.08000000
-0.00001968049
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
59002.49000000
USD
386398.69000000
DKK
2021-12-13
-483.08000000
N
N
N
STEF SA
9695008BIKG0E486UL47
STEF COMMON STOCK
N/A
149.00000000
NS
17473.68000000
0.000711871007
Long
EC
FR
N
2
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO COMMON STOCK
023586100
4785.00000000
NS
USD
3371319.60000000
0.137346264842
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
654.87000000
0.000026679152
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
302380.61000000
DKK
46449.89000000
USD
2021-12-13
654.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-4879.70000000
-0.00019879710
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
50948260.00000000
JPY
443999.74000000
USD
2021-12-13
-4879.70000000
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COMMON STOCK
303250104
4430.00000000
NS
USD
1564365.90000000
0.063731665550
Long
EC
US
N
1
N
N
N
NAKANISHI INC.
353800EXA7IQ42YKF224
NAKANISHI INC COMMON STOCK
N/A
2200.00000000
NS
43542.89000000
0.001773920604
Long
EC
JP
N
2
N
N
N
Valiant Holding AG
529900R30EKFHO09CN42
VALIANT HOLDING AG-REG COMMON STOCK
N/A
2987.00000000
NS
278642.13000000
0.011351773288
Long
EC
CH
N
2
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
128600.00000000
NS
USD
10154256.00000000
0.413680486968
Long
EC
US
N
1
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
22100.00000000
NS
1271692.03000000
0.051808244567
Long
EC
JP
N
2
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
68623.00000000
NS
USD
8345929.26000000
0.340009950554
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
42491.00000000
NS
USD
5169030.15000000
0.210584301755
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-840.60000000
-0.00003424572
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
221329.98000000
USD
310929.64000000
AUD
2021-12-13
-840.60000000
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
41700.00000000
NS
USD
8746575.00000000
0.356332104026
Long
EC
US
N
1
N
N
N
Yamaguchi Financial Group, Inc.
353800898JPV95YSY548
YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK
N/A
365000.00000000
NS
1981983.75000000
0.080745256261
Long
EC
JP
N
2
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-482.68000000
-0.00001966419
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
26758.48000000
USD
33697.03000000
CAD
2021-12-13
-482.68000000
N
N
N
TOYOTA MOTOR CORPORATION
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP COMMON STOCK
N/A
502500.00000000
NS
8803940.61000000
0.358669156931
Long
EC
JP
N
2
N
N
N
Otsuka Holdings Co., Ltd.
N/A
OTSUKA HOLDINGS CO LTD COMMON STOCK
N/A
28000.00000000
NS
1015061.74000000
0.041353225180
Long
EC
JP
N
2
N
N
N
McDonald's Holdings Company (Japan), Ltd.
529900FY9FV0AYNRC729
MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK
N/A
77700.00000000
NS
3452925.80000000
0.140670870067
Long
EC
JP
N
2
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN-A SHS COMMON STOCK
N/A
492100.00000000
NS
5189572.94000000
0.211421207125
Long
EC
SE
N
2
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-511.79000000
-0.00002085012
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
56980.18000000
USD
77422.50000000
SGD
2021-12-13
-511.79000000
N
N
N
Georg Fischer AG
529900CMRQYW4U1W2456
FISCHER (GEORG)-REG COMMON STOCK
N/A
37.00000000
NS
53534.35000000
0.002180968844
Long
EC
CH
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
387.13000000
0.000015771527
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
198290.59000000
CAD
155007.41000000
USD
2021-12-13
387.13000000
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD -B COMMON STOCK
01626P403
158900.00000000
NS
5797100.09000000
0.236171629732
Long
EC
CA
N
1
N
N
N
HYDRO ONE LIMITED
5493007QZDXTP1W2VL44
HYDRO ONE LTD COMMON STOCK
448811208
42600.00000000
NS
1037104.77000000
0.042251249750
Long
EC
CA
Y
1
N
N
N
CAFE DE CORAL HOLDINGS LIMITED
N/A
CAFE DE CORAL HOLDINGS LTD COMMON STOCK
N/A
22000.00000000
NS
38505.04000000
0.001568680531
Long
EC
HK
N
2
N
N
N
Morozoff Limited
N/A
MOROZOFF LTD COMMON STOCK
N/A
611.00000000
NS
28438.12000000
0.001158558079
Long
EC
JP
N
2
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
309900.00000000
NS
USD
23214609.00000000
0.945754248849
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
53282.00000000
NS
USD
3991354.62000000
0.162606253266
Long
EC
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
16900.00000000
NS
3651061.56000000
0.148742844782
Long
EC
DE
N
2
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-394.00000000
-0.00001605140
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13439.11000000
USD
86135.74000000
DKK
2021-12-13
-394.00000000
N
N
N
JDE Peet's N.V.
724500EHG519SE5ZRT89
JDE PEET'S NV COMMON STOCK
N/A
15328.00000000
NS
414130.30000000
0.016871509263
Long
EC
NL
N
2
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
39105.00000000
NS
USD
5653800.90000000
0.230333675804
Long
EC
US
N
1
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
948500.00000000
NS
12414333.20000000
0.505755163506
Long
EC
IT
N
2
N
N
N
San-A Co Ltd
N/A
SAN-A CO LTD COMMON STOCK
N/A
4800.00000000
NS
167430.26000000
0.006821044445
Long
EC
JP
N
2
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
232900.00000000
NS
USD
9658363.00000000
0.393477996729
Long
EC
US
N
1
N
N
N
Okinawa Cellular Telephone Co
N/A
OKINAWA CELLULAR TELEPHONE COMMON STOCK
N/A
5411.00000000
NS
233724.55000000
0.009521848342
Long
EC
JP
N
2
N
N
N
Ebara Foods Industry Inc
N/A
EBARA FOODS INDUSTRY INC COMMON STOCK
N/A
1600.00000000
NS
32480.19000000
0.001323230457
Long
EC
JP
N
2
N
N
N
BOOZ ALLEN HAMILTON HOLDING CORPORATION
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK
099502106
12086.00000000
NS
USD
1014498.84000000
0.041330292850
Long
EC
US
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-37.64000000
-0.00000153343
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
55089.68000000
USD
429164.75000000
HKD
2021-12-13
-37.64000000
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
17513.00000000
NS
USD
3861966.76000000
0.157335041575
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-13
N/A
1.00000000
NC
USD
-2024.33000000
-0.00008247042
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
24490742.00000000
JPY
213751.25000000
USD
2021-12-13
-2024.33000000
N
N
N
Miyoshi Oil & Fat Co., Ltd.
N/A
MIYOSHI OIL & FAT CO LTD COMMON STOCK
N/A
10118.00000000
NS
112795.39000000
0.004595240839
Long
EC
JP
N
2
N
N
N
ELECTRONIC ARTS INC.
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC COMMON STOCK
285512109
4068.00000000
NS
USD
505326.96000000
0.020586826143
Long
EC
US
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
153400.00000000
NS
USD
8877258.00000000
0.361656079222
Long
EC
US
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
36797.00000000
NS
3925983.01000000
0.159943038998
Long
EC
DK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
20.03000000
0.000000816014
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
344525.03000000
HKD
44214.72000000
USD
2021-12-13
20.03000000
N
N
N
Lawson, Inc.
529900IWO8XQO92PR233
LAWSON INC COMMON STOCK
N/A
14300.00000000
NS
693374.78000000
0.028247822060
Long
EC
JP
N
2
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD INSURANCE GROUP HOLDIN COMMON STOCK
N/A
5000.00000000
NS
145301.37000000
0.005919521971
Long
EC
JP
N
2
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
15811.00000000
NS
USD
3144491.68000000
0.128105382555
Long
EC
US
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
SWISS LIFE HOLDING AG-REG COMMON STOCK
N/A
13400.00000000
NS
7643491.24000000
0.311392895580
Long
EC
CH
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
22.74000000
0.000000926418
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6373.64000000
NZD
4347.26000000
USD
2021-12-13
22.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
279.14000000
0.000011372056
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
17795.82000000
NZD
12353.61000000
USD
2021-12-13
279.14000000
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
51900.00000000
NS
USD
18102720.00000000
0.737497855584
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
77600.00000000
NS
USD
7786384.00000000
0.317214291706
Long
EC
US
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
7800.00000000
NS
585547.24000000
0.023854969520
Long
EC
CA
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
8.06000000
0.000000328361
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
50609.29000000
USD
69400.27000000
SGD
2021-12-13
8.06000000
N
N
N
SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED
529900CT7EGMVQRYNQ45
SMARTONE TELECOMMUNICATIONS COMMON STOCK
N/A
153344.00000000
NS
81667.36000000
0.003327096860
Long
EC
HK
N
2
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
425686.00000000
NS
6982447.95000000
0.284462245997
Long
EC
FR
N
2
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
313911.00000000
NS
4295235.38000000
0.174986238641
Long
EC
NL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
2590.90000000
0.000105552270
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
394952.51000000
CAD
310561.47000000
USD
2021-12-13
2590.90000000
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS LTD COMMON STOCK
N/A
306000.00000000
NS
1915568.00000000
0.078039504131
Long
EC
HK
N
2
N
N
N
EMS-CHEMIE HOLDING AG
529900G1XFTGSE0DIX60
EMS-CHEMIE HOLDING AG-REG COMMON STOCK
N/A
229.00000000
NS
216774.21000000
0.008831298004
Long
EC
CH
N
2
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
14117.00000000
NS
USD
4175385.09000000
0.170103583887
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
296.02000000
0.000012059741
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
641963.96000000
SEK
71094.48000000
USD
2021-12-13
296.02000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
218.67000000
0.000008908531
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
171348.35000000
USD
1555681.44000000
SEK
2021-12-13
218.67000000
N
N
N
THE HONG KONG AND CHINA GAS COMPANY LIMITED
254900P7BETXGC7YU827
HONG KONG & CHINA GAS COMMON STOCK
N/A
149000.00000000
NS
222277.55000000
0.009055501961
Long
EC
HK
N
2
N
N
N
BUNZL PUBLIC LIMITED COMPANY
213800Q1Q9DV4L78UM09
BUNZL PLC COMMON STOCK
N/A
5215.00000000
NS
197510.25000000
0.008046491678
Long
EC
GB
N
2
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
72300.00000000
NS
USD
14379024.00000000
0.585795911630
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-561.73000000
-0.00002288466
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13621.56000000
USD
118981.32000000
NOK
2021-12-13
-561.73000000
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
8549.00000000
NS
USD
1296284.87000000
0.052810147417
Long
EC
US
N
1
N
N
N
ITOCHU Corporation
J48DJYXDTLHM30UMYI18
ITOCHU CORP COMMON STOCK
N/A
211700.00000000
NS
6025961.70000000
0.245495363767
Long
EC
JP
N
2
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S COMMON STOCK
N/A
6246.00000000
NS
1346815.66000000
0.054868752381
Long
EC
DK
N
2
N
N
N
DAH SING BANKING GROUP LIMITED
529900DXBMKJOLLQOM66
DAH SING BANKING GROUP LTD COMMON STOCK
N/A
58680.00000000
NS
50731.89000000
0.002066797701
Long
EC
HK
N
2
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
8869.00000000
NS
USD
2103194.66000000
0.085683342151
Long
EC
US
N
1
N
N
N
ROYAL GOLD, INC.
5493001NGRU6SFL04184
ROYAL GOLD INC COMMON STOCK
780287108
52971.00000000
NS
USD
5298689.13000000
0.215866558770
Long
EC
US
N
1
N
N
N
TOYO KANETSU K.K.
353800EG0O6LMB2WP165
TOYO KANETSU K K COMMON STOCK
N/A
1600.00000000
NS
34906.52000000
0.001422078209
Long
EC
JP
N
2
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2021-12-13
N/A
1.00000000
NC
241.18000000
0.000009825580
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
49944.28000000
USD
46406.03000000
CHF
2021-12-13
241.18000000
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
12534.00000000
NS
6906915.89000000
0.281385098900
Long
EC
CH
N
2
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-505.04000000
-0.00002057513
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
22392.89000000
USD
198467.80000000
SEK
2021-12-13
-505.04000000
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
319900.00000000
NS
USD
4110715.00000000
0.167468949274
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL A COMMON STOCK
084670108
6.00000000
NS
USD
2501256.00000000
0.101900208160
Long
EC
US
N
1
N
N
N
A. O. SMITH CORPORATION
549300XG4US7UJNECY36
SMITH (A.O.) CORP COMMON STOCK
831865209
68067.00000000
NS
USD
5380696.35000000
0.219207501396
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
28883.00000000
NS
USD
7042830.72000000
0.286922216840
Long
EC
US
N
1
N
N
N
Araya Industrial Co Ltd
N/A
ARAYA INDUSTRIAL CO LTD COMMON STOCK
N/A
3800.00000000
NS
56942.10000000
0.002319799270
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
932.97000000
0.000038008839
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
273627.30000000
NOK
30967.32000000
USD
2021-12-13
932.97000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1189.81000000
-0.00004847240
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
86432.16000000
USD
64412.44000000
GBP
2021-12-13
-1189.81000000
N
N
N
CHEMED CORPORATION
54930020031IDJT2IM79
CHEMED CORP COMMON STOCK
16359R103
13555.00000000
NS
USD
6309716.95000000
0.257055443600
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
57600.00000000
NS
4543875.87000000
0.185115756646
Long
EC
CH
N
2
N
N
N
DyDo GROUP HOLDINGS, INC.
N/A
DYDO GROUP HOLDINGS INC COMMON STOCK
N/A
4596.00000000
NS
198262.20000000
0.008077125832
Long
EC
JP
N
2
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
36790.00000000
NS
USD
9314492.20000000
0.379468832493
Long
EC
US
N
1
N
N
N
SKY Perfect JSAT Holdings Inc.
5299009SAF34W9TVEF26
SKY PERFECT JSAT HOLDINGS COMMON STOCK
N/A
99100.00000000
NS
352626.48000000
0.014365867274
Long
EC
JP
N
2
N
N
N
The Chukyo Bank, Limited
353800V4CYRC0UTFA204
CHUKYO BANK LTD/THE COMMON STOCK
N/A
2000.00000000
NS
20823.02000000
0.000848321832
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1774.11000000
0.000072276559
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
312509.30000000
CHF
339734.98000000
USD
2021-12-13
1774.11000000
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA-REG COMMON STOCK
N/A
1082.00000000
NS
3242227.32000000
0.132087094967
Long
EC
CH
N
2
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
452193.00000000
NS
5918476.09000000
0.241116441324
Long
EC
IT
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
431237.13000000
0.017568434943
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
14474281.92000000
GBP
19586261.62000000
USD
2021-12-13
431237.13000000
N
N
N
Nippon Electric Glass Co., Ltd.
529900NCIGSAX4V03234
NIPPON ELECTRIC GLASS CO LTD COMMON STOCK
N/A
177000.00000000
NS
4559025.29000000
0.185732938195
Long
EC
JP
N
2
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2021-12-13
N/A
1.00000000
NC
3560.92000000
0.000145070512
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
398818.89000000
USD
45670506.00000000
JPY
2021-12-13
3560.92000000
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
8587.00000000
NS
USD
1276715.16000000
0.052012884952
Long
EC
US
N
1
N
N
N
COLES GROUP LIMITED
549300OHQRG2HN8LZ793
COLES GROUP LTD COMMON STOCK
N/A
470512.00000000
NS
5972016.71000000
0.243297665607
Long
EC
AU
N
2
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
4256.00000000
NS
USD
1328936.00000000
0.054140341904
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-13
N/A
1.00000000
NC
USD
4880.63000000
0.000198834990
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
307991.94000000
GBP
412472.05000000
USD
2021-12-13
4880.63000000
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC COMMON STOCK
12503M108
46910.00000000
NS
USD
6048575.40000000
0.246416637214
Long
EC
US
N
1
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN AND PET CO-A COMMON STOCK
153527205
13275.00000000
NS
USD
575471.25000000
0.023444477560
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
18414.00000000
NS
USD
9932143.32000000
0.404631701747
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
237500.00000000
NS
USD
7393375.00000000
0.301203256087
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
512100.00000000
NS
USD
27515133.00000000
1.120955943837
Long
EC
US
N
1
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
21676.00000000
NS
2413337.46000000
0.098318440629
Long
EC
NL
N
2
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-299.30000000
-0.00001219336
N/A
DFE
CA
N
2
BROWN BROTHERS
N/A
12752.63000000
USD
15970.60000000
CAD
2021-12-13
-299.30000000
N
N
N
GREAT EASTERN HOLDINGS LIMITED
N/A
GREAT EASTERN HOLDINGS LTD COMMON STOCK
N/A
4800.00000000
NS
70511.32000000
0.002872604077
Long
EC
SG
N
2
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
56600.00000000
NS
USD
7562326.00000000
0.308086254895
Long
EC
US
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
785200.00000000
NS
21558056.02000000
0.878266917088
Long
EC
JP
N
2
N
N
N
COCA-COLA EUROPACIFIC PARTNERS PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK
G25839104
31445.00000000
NS
USD
1552439.65000000
0.063245794709
Long
EC
US
N
1
N
N
N
CARETECH HOLDINGS PLC
213800HI1AZG2GLBYF65
CARETECH HOLDINGS PLC COMMON STOCK
N/A
1275.00000000
NS
9676.86000000
0.000394231557
Long
EC
GB
N
2
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HLDGS INC COMMON STOCK
50155Q100
33160.00000000
NS
USD
523928.00000000
0.021344625364
Long
EC
US
N
1
N
N
N
NIHON CHOUZAI Co.,Ltd.
N/A
NIHON CHOUZAI CO LTD COMMON STOCK
N/A
11100.00000000
NS
123408.31000000
0.005027607121
Long
EC
JP
N
2
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
UNITED INTERNET AG-REG SHARE COMMON STOCK
N/A
7091.00000000
NS
260968.11000000
0.010631740506
Long
EC
DE
N
2
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
CALBEE INC COMMON STOCK
N/A
18100.00000000
NS
405672.01000000
0.016526921780
Long
EC
JP
N
2
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-71.43000000
-0.00000291003
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3246.17000000
USD
28923.36000000
NOK
2021-12-13
-71.43000000
N
N
N
ROCK FIELD CO., LTD.
N/A
ROCK FIELD CO LTD COMMON STOCK
N/A
7700.00000000
NS
96874.35000000
0.003946623788
Long
EC
JP
N
2
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO COMMON STOCK
363576109
14149.00000000
NS
USD
2304872.10000000
0.093899603548
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2021-12-13
N/A
1.00000000
NC
205.71000000
0.000008380546
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
131344.88000000
USD
121643.62000000
CHF
2021-12-13
205.71000000
N
N
N
CAWACHI LIMITED
N/A
CAWACHI LTD COMMON STOCK
N/A
26600.00000000
NS
504527.48000000
0.020554255635
Long
EC
JP
N
2
N
N
N
LANGHAM HOSPITALITY INVESTMENTS LIMITED
N/A
LANGHAM HOSPITALITY INV -SS UNIT
N/A
196500.00000000
NS
21630.33000000
0.000881211331
Long
EC
HK
N
2
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
41488.00000000
NS
USD
5406301.28000000
0.220250636403
Long
EC
US
N
1
N
N
N
SINGAPORE TECHNOLOGIES ENGINEERING LTD
254900OEXGGWCR24DG90
SINGAPORE TECH ENGINEERING COMMON STOCK
N/A
828800.00000000
NS
2300396.16000000
0.093717255472
Long
EC
SG
N
2
N
N
N
Doshisha Co Ltd
N/A
DOSHISHA CO LTD COMMON STOCK
N/A
6100.00000000
NS
78681.18000000
0.003205441034
Long
EC
JP
N
2
N
N
N
Nomad Foods Limited
5493000ZZ1837DS2SI43
NOMAD FOODS LTD COMMON STOCK
G6564A105
31944.00000000
NS
USD
763142.16000000
0.031090118308
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2021-12-13
N/A
1.00000000
NC
2839.55000000
0.000115682175
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
962031.89000000
USD
109513862.00000000
JPY
2021-12-13
2839.55000000
N
N
N
BUKIT SEMBAWANG ESTATES LIMITED
529900J6WGBZEVNF0B20
BUKIT SEMBAWANG ESTATES LTD COMMON STOCK
N/A
1700.00000000
NS
6240.67000000
0.000254242497
Long
EC
SG
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
18606.64000000
0.000758027362
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1251941.95000000
CAD
994828.52000000
USD
2021-12-13
18606.64000000
N
N
N
Silicom Ltd
529900711TW6GY85XW07
SILICOM LTD COMMON STOCK
M84116108
2397.00000000
NS
USD
106019.31000000
0.004319185944
Long
EC
US
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
71000.00000000
NS
9344901.78000000
0.380707707095
Long
EC
CA
N
1
N
N
N
Basellandschaftliche Kantonalbank
529900TPRILCY8WVKI23
BASELLANDS KANTONALBANK-CERT COMMON STOCK
N/A
120.00000000
NS
117743.68000000
0.004796832272
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
86.79000000
0.000003535791
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
17568.75000000
EUR
19873.66000000
USD
2021-12-13
86.79000000
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
6275.00000000
NS
376069.53000000
0.015320928121
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
18.60000000
0.000000757756
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
389169.72000000
HKD
49940.19000000
USD
2021-12-13
18.60000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
82081.00000000
NS
6475102.00000000
0.263793166976
Long
EC
CH
N
2
N
N
N
YAMADA HOLDINGS CO.,LTD.
353800MDZ4K1DQKLO464
YAMADA HOLDINGS CO LTD COMMON STOCK
N/A
507600.00000000
NS
1765168.60000000
0.071912290376
Long
EC
JP
N
2
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
15607.00000000
NS
USD
5183240.77000000
0.211163236952
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
1224.33000000
0.000049878733
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
45935.20000000
AUD
33798.34000000
USD
2021-12-13
1224.33000000
N
N
N
K'S HOLDINGS CORPORATION
3538003LJ09YLR6NHG27
K'S HOLDINGS CORP COMMON STOCK
N/A
404800.00000000
NS
4079377.15000000
0.166192257309
Long
EC
JP
N
2
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
427700.00000000
NS
8738687.80000000
0.356010782530
Long
EC
GB
N
2
N
N
N
Sheng Siong Group Ltd
N/A
SHENG SIONG GROUP LTD COMMON STOCK
N/A
1456233.00000000
NS
1552066.31000000
0.063230584981
Long
EC
SG
N
2
N
N
N
RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.
815600FBF92FD3531704
RECORDATI INDUSTRIA CHIMICA COMMON STOCK
N/A
9376.00000000
NS
585349.53000000
0.023846914891
Long
EC
IT
N
2
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
550.00000000
NS
USD
832771.50000000
0.033926790860
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
512400.00000000
NS
USD
21279972.00000000
0.866937880986
Long
EC
US
N
1
N
N
N
Aozora Bank,Ltd.
X0XUGKC9FD2CYUQNC010
AOZORA BANK LTD COMMON STOCK
N/A
85300.00000000
NS
1842940.97000000
0.075080706840
Long
EC
JP
N
2
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1668.23000000
-0.00006796304
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
221458.92000000
USD
166082.40000000
GBP
2021-12-13
-1668.23000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-42.45000000
-0.00000172939
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
287036.37000000
USD
393490.70000000
SGD
2021-12-13
-42.45000000
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
4031.00000000
NS
USD
7324609.17000000
0.298401762600
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
254.04000000
0.000010349491
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12063.96000000
NZD
8439.44000000
USD
2021-12-13
254.04000000
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL COMMON STOCK
063671101
52300.00000000
NS
5424066.11000000
0.220974368750
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
61.77000000
0.000002516486
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
42114.77000000
SGD
30778.34000000
USD
2021-12-13
61.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-13
N/A
1.00000000
NC
USD
12130.42000000
0.000494188648
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
569863.06000000
EUR
653940.66000000
USD
2021-12-13
12130.42000000
N
N
N
Nintendo Co., Ltd.
353800FEEXU6I9M0ZF27
NINTENDO CO LTD COMMON STOCK
N/A
1000.00000000
NS
437901.23000000
0.017839927816
Long
EC
JP
N
2
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-9036.53000000
-0.00036814475
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2710591.91000000
USD
306629204.00000000
JPY
2021-12-13
-9036.53000000
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-B COMMON STOCK
N/A
1164.00000000
NS
3473037.85000000
0.141490227255
Long
EC
DK
N
2
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
59661.00000000
NS
USD
2477721.33000000
0.100941414749
Long
EC
US
N
1
N
N
N
PROVIDENT FINANCIAL HOLDINGS, INC.
N/A
PROVIDENT FINANCIAL HLDGS COMMON STOCK
743868101
2655.00000000
NS
USD
44126.10000000
0.001797680355
Long
EC
US
N
1
N
N
N
FREIGHTWAYS LIMITED
N/A
FREIGHTWAYS LTD COMMON STOCK
N/A
4589.00000000
NS
39174.46000000
0.001595952444
Long
EC
NZ
N
2
N
N
N
USANA HEALTH SCIENCES, INC.
549300YTURXE814MAH96
USANA HEALTH SCIENCES INC COMMON STOCK
90328M107
12099.00000000
NS
USD
1206512.28000000
0.049152846601
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-248.71000000
-0.00001013234
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
26618.47000000
USD
36154.96000000
SGD
2021-12-13
-248.71000000
N
N
N
HKT Trust and HKT Limited
N/A
HKT TRUST AND HKT LTD-SS UNIT
N/A
1608686.00000000
NS
2182341.77000000
0.088907764994
Long
EC
HK
N
2
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-1008.02000000
-0.00004106634
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
47091.06000000
USD
64985.37000000
AUD
2021-12-13
-1008.02000000
N
N
N
AGL ENERGY LIMITED
549300QAZ8A74DEDXO80
AGL ENERGY LTD COMMON STOCK
Q01630195
1205000.00000000
NS
4572501.57000000
0.186281956663
Long
EC
AU
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
445.15000000
0.000018135239
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
155806.09000000
NOK
17547.00000000
USD
2021-12-13
445.15000000
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
140300.00000000
NS
USD
21876979.00000000
0.891259716725
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-126.31000000
-0.00000514582
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1911.10000000
USD
16260.33000000
NOK
2021-12-13
-126.31000000
N
N
N
Ferrari N.V.
549300RIVY5EX8RCON76
FERRARI NV COMMON STOCK
N3167Y103
7810.00000000
NS
2036985.03000000
0.082985987270
Long
EC
IT
N
2
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
FORTUM OYJ COMMON STOCK
N/A
25676.00000000
NS
733179.72000000
0.029869460018
Long
EC
FI
N
2
N
N
N
ASANTE INCORPORATED
N/A
ASANTE INC COMMON STOCK
N/A
2600.00000000
NS
38658.36000000
0.001574926729
Long
EC
JP
N
2
N
N
N
YAOKO CO.,LTD.
353800Y2SZOLTECIV233
YAOKO CO LTD COMMON STOCK
N/A
10000.00000000
NS
584728.80000000
0.023821626589
Long
EC
JP
N
2
N
N
N
Nichirin Co Ltd
N/A
NICHIRIN CO LTD COMMON STOCK
N/A
1600.00000000
NS
24179.66000000
0.000985070055
Long
EC
JP
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
UNIPER SE COMMON STOCK
N/A
8108.00000000
NS
350386.50000000
0.014274611349
Long
EC
DE
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC COMMON STOCK
N/A
214312.00000000
NS
528980.70000000
0.021550470420
Long
EC
GB
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
23.08000000
0.000000940270
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
853.07000000
NZD
601.89000000
USD
2021-12-13
23.08000000
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
64197.00000000
NS
USD
7400630.16000000
0.301498828517
Long
EC
US
N
1
N
N
N
SPAREBANKEN MORE
5967007LIEEXZX5PU005
SPAREBANKEN MORE-CAP CERT COMMON STOCK
N/A
56.00000000
NS
2558.47000000
0.000104231084
Long
EC
NO
N
2
N
N
N
The North West Company Inc.
254900VT1HQAZR3IVM76
NORTH WEST CO INC/THE COMMON STOCK
663278208
1369.00000000
NS
35932.51000000
0.001463876647
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
4688.59000000
0.000191011354
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
216668.33000000
AUD
158334.50000000
USD
2021-12-13
4688.59000000
N
N
N
TOHO HOLDINGS CO.,LTD.
353800Z8BQ3ZHELA4J90
TOHO HOLDINGS CO LTD COMMON STOCK
N/A
1911.00000000
NS
28333.89000000
0.001154311789
Long
EC
JP
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
SIEMENS HEALTHINEERS AG COMMON STOCK
N/A
18302.00000000
NS
1324059.10000000
0.053941658873
Long
EC
DE
Y
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-69.72000000
-0.00000284036
N/A
DFE
HK
N
2
BROWN BROTHERS
N/A
72871.98000000
USD
567538.71000000
HKD
2021-12-13
-69.72000000
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
115600.00000000
NS
USD
7181072.00000000
0.292554113459
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2021-12-13
N/A
1.00000000
NC
USD
935.64000000
0.000038117614
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
88068.01000000
CHF
96176.14000000
USD
2021-12-13
935.64000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-13
N/A
1.00000000
NC
-2874.45000000
-0.00011710398
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
633762.42000000
USD
476723.50000000
GBP
2021-12-13
-2874.45000000
N
N
N
J. B. HUNT TRANSPORT SERVICES, INC.
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK
445658107
25728.00000000
NS
USD
4918164.48000000
0.200364130772
Long
EC
US
N
1
N
N
N
THE HOUR GLASS LIMITED
N/A
HOUR GLASS LTD/THE COMMON STOCK
N/A
2599.00000000
NS
4095.21000000
0.000166837281
Long
EC
SG
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
234815.65000000
0.009566299336
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
53006325.92000000
DKK
8262531.64000000
USD
2021-12-13
234815.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2021-12-13
N/A
1.00000000
NC
USD
3562.73000000
0.000145144250
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
755871.98000000
SEK
86923.44000000
USD
2021-12-13
3562.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2021-12-13
N/A
1.00000000
NC
USD
56.82000000
0.000002314824
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
504178.36000000
HKD
64731.39000000
USD
2021-12-13
56.82000000
N
N
N
ETABLISSEMENTEN FRANZ COLRUYT N.V.
5493000O0NZ1BCXO8K39
COLRUYT SA COMMON STOCK
N/A
81500.00000000
NS
3787264.78000000
0.154291711620
Long
EC
BE
N
2
N
N
N
GREGGS PLC
213800I71QMUFJ64IW20
GREGGS PLC COMMON STOCK
N/A
2421.00000000
NS
95524.37000000
0.003891626121
Long
EC
GB
N
2
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
150000.00000000
NS
USD
10119000.00000000
0.412244171078
Long
EC
US
N
1
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
26357.00000000
NS
USD
1474674.15000000
0.060077658126
Long
EC
US
N
1
N
N
N
2021-11-30
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO