0001752724-22-015916.txt : 20220127
0001752724-22-015916.hdr.sgml : 20220127
20220127162444
ACCESSION NUMBER: 0001752724-22-015916
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: 22563487
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
S000006765
SIIT WORLD EQUITY EX-US FUND
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MINERAL RESOURCES LTD COMMON STOCK
N/A
418358.00000000
NS
13232829.54000000
0.139760731959
Long
EC
AU
N
2
N
N
N
LG HOUSEHOLD & HEALTH CARE LTD
N/A
LG HOUSEHOLD & HEALTH CARE COMMON STOCK
N/A
8130.00000000
NS
7226643.59000000
0.076325399242
Long
EC
KR
N
2
N
N
N
Shin-Etsu Chemical Co., Ltd.
353800PX8Q64N86H5W41
SHIN-ETSU CHEMICAL CO LTD COMMON STOCK
N/A
30400.00000000
NS
5038994.71000000
0.053220181434
Long
EC
JP
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-7984.06000000
-0.00008432497
N/A
DFE
XX
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CITIGROUP GLOBAL MARKETS
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3429000.00000000
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2022-02-10
-7984.06000000
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N
N
The Swatch Group AG
529900NTES2LEON1JZ55
SWATCH GROUP AG/THE-BR COMMON STOCK
N/A
138426.00000000
NS
40496861.91000000
0.427714348280
Long
EC
CH
N
2
N
N
N
BNK Financial Group Inc.
N/A
BNK FINANCIAL GROUP INC COMMON STOCK
N/A
912896.00000000
NS
6131359.66000000
0.064757375691
Long
EC
KR
N
2
N
N
N
THE SHANGHAI COMMERCIAL & SAVINGS BANK, LTD.
549300TLB5ALPCGBHN23
THE SHANGHAI COMMERCIAL & SA COMMON STOCK
N/A
298000.00000000
NS
495010.84000000
0.005228139387
Long
EC
TW
N
2
N
N
N
NIHON KOHDEN CORPORATION
N/A
NIHON KOHDEN CORP COMMON STOCK
N/A
14700.00000000
NS
431832.69000000
0.004560872839
Long
EC
JP
N
2
N
N
N
RTL Group S.A.
5493000C8J3C3SZYS040
RTL GROUP COMMON STOCK
N/A
2188.00000000
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113314.39000000
0.001196788792
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EC
DE
N
2
N
N
N
ADVANTAGE ENERGY LTD.
549300WK5YRPOB2DTT64
ADVANTAGE ENERGY LTD COMMON STOCK
00791P107
350800.00000000
NS
1938861.86000000
0.020477612282
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EC
CA
N
1
N
N
N
SENSATA TECHNOLOGIES HOLDING PLC
529900MS7KFYCY9MS037
SENSATA TECHNOLOGIES HOLDING COMMON STOCK
G8060N102
237322.00000000
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USD
13218835.40000000
0.139612930520
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-01-07
N/A
1.00000000
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25624.67000000
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DFE
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ROYAL BANK OF SCOTLAND
N/A
183388000.00000000
INR
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2022-01-07
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DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2022-01-20
N/A
1.00000000
NC
-268818.15000000
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N/A
DFE
DK
N
2
JP MORGAN
N/A
9962173.54000000
USD
63924000.00000000
DKK
2022-01-20
-268818.15000000
N
N
N
ASX LIMITED
N/A
ASX LTD COMMON STOCK
N/A
551697.00000000
NS
35021029.69000000
0.369880434767
Long
EC
AU
N
2
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc. COMMON STOCK
N/A
5508600.00000000
NS
20456406.40000000
0.216053741422
Long
EC
JP
N
2
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-02-08
N/A
1.00000000
NC
-39667.33000000
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N/A
DFE
AU
N
2
NATIONAL BANK OF AUSTRALIA
N/A
2867745.44000000
USD
3987000.00000000
AUD
2022-02-08
-39667.33000000
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N/A
4143263.00000000
NS
70388842.62000000
0.743423478449
Long
EC
IT
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-11279.49000000
-0.00011913021
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
8765971.06000000
USD
7760800.00000000
EUR
2022-02-10
-11279.49000000
N
N
N
ORIENT OVERSEAS (INTERNATIONAL) LIMITED
529900DQ426GJO276W95
ORIENT OVERSEAS INTL LTD COMMON STOCK
N/A
249500.00000000
NS
4773297.04000000
0.050413971264
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-01-13
N/A
1.00000000
NC
USD
90804.22000000
0.000959043885
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
6141000.00000000
CHF
6740722.04000000
USD
2022-01-13
90804.22000000
N
N
N
iShares MSCI ACWI ex US ETF
N/A
ISHARES MSCI ACWI EX US ETF MUTUAL FUND
464288240
1000.00000000
NS
USD
54680.00000000
0.000577511922
Long
EC
RF
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2021-12-09
N/A
1.00000000
NC
USD
-227263.75000000
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N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
40353000.00000000
ILS
12586747.75000000
USD
2021-12-09
-227263.75000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-01
N/A
1.00000000
NC
-6178.82000000
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N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
834009.56000000
USD
625724.14000000
GBP
2021-12-01
-6178.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-36831.82000000
-0.00038900539
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
183403000.00000000
TWD
6612691.54000000
USD
2022-01-20
-36831.82000000
N
N
N
ZIM INTEGRATED SHIPPING SERVICES LTD
21380089EIJRELKAIL21
ZIM INTEGRATED SHIPPING SERV COMMON STOCK
M9T951109
194529.00000000
NS
USD
10753563.12000000
0.113575546959
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-02-10
N/A
1.00000000
NC
USD
24823.65000000
0.000262179111
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
4223000.00000000
CAD
3318880.00000000
USD
2022-02-10
24823.65000000
N
N
N
NIPPON STEEL CORPORATION
35380065QWQ4U2V3PA33
NIPPON STEEL CORP COMMON STOCK
N/A
182200.00000000
NS
2673509.89000000
0.028236719742
Long
EC
JP
N
2
N
N
N
Nihon Unisys, Ltd.
N/A
NIHON UNISYS LTD COMMON STOCK
N/A
86100.00000000
NS
2474152.25000000
0.026131170842
Long
EC
JP
N
2
N
N
N
Betsson AB
549300W61XW8OFGBG077
BETSSON AB-B COMMON STOCK
N/A
157987.00000000
NS
871754.43000000
0.009207179527
Long
EC
SE
N
2
N
N
N
SK TELECOM CO.,LTD
9884003WEA1PHW006037
SK TELECOM COMMON STOCK
N/A
393075.89960000
NS
18048918.43000000
0.190626656470
Long
EC
KR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-9062.81000000
-0.00009571837
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
74260000.00000000
TWD
2683333.74000000
USD
2022-01-20
-9062.81000000
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI HOLDINGS INC COMMON STOCK
N/A
1151315.00000000
NS
29402322.73000000
0.310537525903
Long
EC
JP
N
2
N
N
N
MERITZ FINANCIAL GROUP INC.
N/A
MERITZ FINANCIAL GROUP INC COMMON STOCK
N/A
28541.00000000
NS
827186.38000000
0.008736466648
Long
EC
KR
N
2
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA COMMON STOCK
N/A
2597358.00000000
NS
56252520.16000000
0.594120355617
Long
EC
NO
N
2
N
N
N
ROYAL DUTCH SHELL PLC
21380068P1DRHMJ8KU70
ROYAL DUTCH SHELL PLC-A SHS COMMON STOCK
N/A
1894247.00000000
NS
39493181.55000000
0.417113811083
Long
EC
GB
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-29056.22000000
-0.00030688210
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
124547000.00000000
TWD
4486563.40000000
USD
2022-01-20
-29056.22000000
N
N
N
Yanzhou Coal Mining Company Limited
3003005N7A6HYZ4Z0K39
YANZHOU COAL MINING CO-H COMMON STOCK
N/A
998000.00000000
NS
1563915.93000000
0.016517558428
Long
EC
HK
N
2
N
N
N
ROYAL DUTCH SHELL PLC
21380068P1DRHMJ8KU70
ROYAL DUTCH SHELL PLC-A SHS COMMON STOCK
N/A
120089.00000000
NS
2499559.59000000
0.026399514693
Long
EC
GB
N
2
N
N
N
AEON Financial Service Co., Ltd.
35380044PRFENBU7WT74
AEON FINANCIAL SERVICE CO LT COMMON STOCK
N/A
228100.00000000
NS
2431408.77000000
0.025679728463
Long
EC
JP
N
2
N
N
N
KONICA MINOLTA, INC.
549300SVK6KRUOL1A740
KONICA MINOLTA INC COMMON STOCK
N/A
529700.00000000
NS
2175719.50000000
0.022979223675
Long
EC
JP
N
2
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-01-14
N/A
1.00000000
NC
-213358.27000000
-0.00225341888
N/A
DFE
SG
N
2
UBS SECURITIES LLC
N/A
12400303.68000000
USD
16709000.00000000
SGD
2022-01-14
-213358.27000000
N
N
N
Hyosung TNC Corporation
988400BL3EUWYB39P076
HYOSUNG TNC CORP COMMON STOCK
N/A
4604.00000000
NS
1939739.54000000
0.020486882046
Long
EC
KR
N
2
N
N
N
LEE & MAN PAPER MANUFACTURING LIMITED
30030066PNKQVCCC5G24
LEE & MAN PAPER MANUFACTURIN COMMON STOCK
N/A
3007243.00000000
NS
2071250.66000000
0.021875858631
Long
EC
HK
N
2
N
N
N
KONAMI HOLDINGS CORPORATION
353800FC4A5QCMIZFV94
KONAMI HOLDINGS CORP COMMON STOCK
N/A
413900.00000000
NS
21023940.97000000
0.222047852257
Long
EC
JP
N
2
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC INTERNATIONAL HOLDINGS COMMON STOCK
N/A
209000.00000000
NS
837095.15000000
0.008841119771
Long
EC
HK
N
2
N
N
N
SARTORIUS STEDIM BIOTECH S.A.
52990006IVXY7GCSSR39
SARTORIUS STEDIM BIOTECH COMMON STOCK
N/A
17183.00000000
NS
10084730.22000000
0.106511556950
Long
EC
FR
N
2
N
N
N
BANK ALBILAD SJSC
558600YCBMF3KW9QH647
BANK ALBILAD COMMON STOCK
N/A
263393.00000000
NS
3010659.80000000
0.031797584640
Long
EC
SA
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-01-13
N/A
1.00000000
NC
USD
-7323.21000000
-0.00007734530
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
10310000.00000000
CHF
11157088.56000000
USD
2022-01-13
-7323.21000000
N
N
N
LE GROUPE INTERTAPE POLYMER INC.
549300ESFR3Z1YNR6O65
INTERTAPE POLYMER GROUP INC COMMON STOCK
460919103
39581.00000000
NS
755025.78000000
0.007974330459
Long
EC
CA
N
1
N
N
N
Krung Thai Bank Public Company Limited
54930007ZQMYCRFQGE36
KRUNG THAI BANK PUB CO LTD COMMON STOCK
N/A
1217800.00000000
NS
407609.48000000
0.004305035374
Long
EC
TH
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT
874039100
189684.00000000
NS
USD
22221480.60000000
0.234695866405
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-01
N/A
1.00000000
NC
USD
0.09000000
0.000000000950
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
19.69000000
EUR
22.25000000
USD
2021-12-01
0.09000000
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS COMMON STOCK
N/A
707800.00000000
NS
43715135.48000000
0.461704680312
Long
EC
FR
N
2
N
N
N
Arabian Cement Company SJSC
N/A
ARABIAN CEMENT COMMON STOCK
N/A
150403.00000000
NS
1484062.79000000
0.015674176197
Long
EC
SA
N
2
N
N
N
Industries Qatar Q.P.S.C
N/A
INDUSTRIES QATAR COMMON STOCK
N/A
111152.00000000
NS
440769.63000000
0.004655261818
Long
EC
QA
N
2
N
N
N
CHINA EVERBRIGHT BANK COMPANY LIMITED
549300U6PKQ4H1P34E17
CHINA EVERBRIGHT BANK CO L-H COMMON STOCK
N/A
1963000.00000000
NS
673677.16000000
0.007115153467
Long
EC
HK
N
2
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT COMMON STOCK
N/A
187700.00000000
NS
5989277.76000000
0.063256754053
Long
EC
FR
N
2
N
N
N
Topsports International Holdings Ltd
N/A
TOPSPORTS INTERNATIONAL HOLD COMMON STOCK
N/A
41064000.00000000
NS
47510248.99000000
0.501787403393
Long
EC
HK
Y
2
N
N
N
VNET Group, Inc.
529900672GYJQ3T38I58
VNET Group Incorporation DEPOSITARY RECEIPT
90138A103
638370.00000000
NS
USD
6204956.40000000
0.065534679912
Long
EC
US
N
1
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA COMMON STOCK
N/A
246022.00000000
NS
7758305.98000000
0.081940640076
Long
EC
NO
N
2
N
N
N
SHIMAMURA CO., Ltd.
N/A
SHIMAMURA CO LTD COMMON STOCK
N/A
78700.00000000
NS
6705521.75000000
0.070821484182
Long
EC
JP
N
2
N
N
N
HORIBA,Ltd.
529900OOTWPYSNW0EC84
HORIBA LTD COMMON STOCK
N/A
309900.00000000
NS
18312813.75000000
0.193413830821
Long
EC
JP
N
2
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
433616.00000000
NS
USD
48265796.96000000
0.509767249049
Long
EC
US
N
1
N
N
N
INDIVIOR PLC
213800V3NCQTY7IED471
INDIVIOR PLC COMMON STOCK
N/A
245093.00000000
NS
744924.58000000
0.007867644953
Long
EC
GB
N
2
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2022-01-20
N/A
1.00000000
NC
826477.95000000
0.008728984446
N/A
DFE
TW
N
2
GOLDMAN, SACHS & CO.
N/A
55785673.45000000
USD
1561441000.00000000
TWD
2022-01-20
826477.95000000
N
N
N
NATIONAL ALUMINIUM CO LTD
335800OM1V78CX7SSC72
NATIONAL ALUMINIUM CO LTD COMMON STOCK
N/A
4731568.00000000
NS
5508437.27000000
0.058178277176
Long
EC
IN
N
2
N
N
N
ORORA LIMITED
549300WFEQJK35VDF789
ORORA LTD COMMON STOCK
N/A
848712.00000000
NS
1989223.68000000
0.021009517027
Long
EC
AU
N
2
N
N
N
IGO LIMITED
2549005DZO8VGXM5QN07
IGO LTD COMMON STOCK
N/A
54823.00000000
NS
401603.00000000
0.004241596936
Long
EC
AU
N
2
N
N
N
AMBUJA CEMENTS LIMITED
335800NT6LQHR1428E20
AMBUJA CEMENTS LTD COMMON STOCK
N/A
175947.00000000
NS
876481.89000000
0.009257109382
Long
EC
IN
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-02-08
N/A
1.00000000
NC
USD
58748.84000000
0.000620485653
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
4594000.00000000
AUD
3317387.12000000
USD
2022-02-08
58748.84000000
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
ORSTED A/S COMMON STOCK
N/A
193854.00000000
NS
24795680.56000000
0.261883707791
Long
EC
DK
Y
2
N
N
N
Petroleo Brasileiro S.A. (Petrobras)
5493000J801JZRCMFE49
Petroleo Brasileiro SA PREFERRED STOCK
N/A
1226800.00000000
NS
6424321.56000000
0.067851541566
Long
EP
BR
N
1
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV COMMON STOCK
N/A
271447.00000000
NS
21495045.19000000
0.227023497898
Long
EC
NL
N
2
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
627900.00000000
NS
30072915.04000000
0.317620098214
Long
EC
IE
N
2
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
GEBERIT AG-REG COMMON STOCK
N/A
2331.00000000
NS
1764269.75000000
0.018633628649
Long
EC
CH
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
LONZA GROUP AG-REG COMMON STOCK
N/A
47460.00000000
NS
37999779.89000000
0.401341000855
Long
EC
CH
N
2
N
N
N
FINNING INTERNATIONAL INC.
549300QLDCP11KB6XW55
FINNING INTERNATIONAL INC COMMON STOCK
318071404
65000.00000000
NS
1649321.80000000
0.017419586741
Long
EC
CA
N
1
N
N
N
SILERGY CORP.
N/A
SILERGY CORP COMMON STOCK
N/A
8000.00000000
NS
1347026.63000000
0.014226845982
Long
EC
TW
N
2
N
N
N
PostNL N.V.
724500Q41FHN0P1GPC53
POSTNL NV COMMON STOCK
N/A
107561.00000000
NS
454546.24000000
0.004800765778
Long
EC
NL
N
2
N
N
N
GROUPE SNC-LAVALIN INC.
UL01OYG5OMLM5G6CFM03
SNC-LAVALIN GROUP INC COMMON STOCK
78460T105
1468800.00000000
NS
35357455.57000000
0.373433652701
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-12-02
N/A
1.00000000
NC
USD
23814.47000000
0.000251520489
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
12695000.00000000
BRL
2271254.12000000
USD
2021-12-02
23814.47000000
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK
N/A
2046267.00000000
NS
43486344.14000000
0.459288262490
Long
EC
TW
N
2
N
N
N
TECH MAHINDRA LIMITED
3358005FZUZ1I25XQH69
TECH MAHINDRA LTD COMMON STOCK
Y85491127
1965238.00000000
NS
40234026.09000000
0.424938364015
Long
EC
IN
N
2
N
N
N
PAGEGROUP PLC
213800JK5ZEQW4AB8G71
PAGEGROUP PLC COMMON STOCK
N/A
123008.00000000
NS
1022699.59000000
0.010801411961
Long
EC
GB
N
2
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
SCHNEIDER ELECTRIC SE COMMON STOCK
N/A
60935.00000000
NS
10734123.39000000
0.113370231014
Long
EC
FR
N
2
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN-CLASS B COMMON STOCK
N/A
78500.00000000
NS
2415401.78000000
0.025510667973
Long
EC
HK
N
2
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-02-09
N/A
1.00000000
NC
18320.95000000
0.000193499763
N/A
DFE
JP
N
2
STANDARD BANK
N/A
1268744.99000000
USD
145962400.00000000
JPY
2022-02-09
18320.95000000
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC-SPONS ADR DEPOSITARY RECEIPT
055622104
364547.00000000
NS
USD
9463640.12000000
0.099951810470
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-01-13
N/A
1.00000000
NC
USD
1443.28000000
0.000015243441
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
10025000.00000000
CHF
10857236.49000000
USD
2022-01-13
1443.28000000
N
N
N
Thungela Resources Ltd
213800EGYK3BN3SRIF27
THUNGELA RESOURCES LTD COMMON STOCK
N/A
1.30000000
NS
5.77000000
0.000000060940
Long
EC
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK
N/A
12091000.00000000
NS
63455916.13000000
0.670200221251
Long
EC
JP
N
2
N
N
N
AZIMUT HOLDING S.P.A.
81560025690EF8540635
AZIMUT HOLDING SPA COMMON STOCK
N/A
79272.00000000
NS
2186548.93000000
0.023093600503
Long
EC
IT
N
2
N
N
N
POLSKIE GORNICTWO NAFTOWE I GAZOWNICTWO SPOLKA AKCYJNA
2594008YSYXYOTBSQL93
POLSKIE GORNICTWO NAFTOWE I COMMON STOCK
N/A
1167985.00000000
NS
1563230.62000000
0.016510320412
Long
EC
PL
N
2
N
N
N
ORACLE FINANCIAL SERVICES SOFTWARE LIMITED
3358008SYNPKSPNMTJ57
ORACLE FINANCIAL SERVICES COMMON STOCK
N/A
17989.00000000
NS
1015736.27000000
0.010727867697
Long
EC
IN
N
2
N
N
N
Hexagon Aktiebolag
549300WJFW6ILNI4TA80
HEXAGON AB-B SHS COMMON STOCK
N/A
995908.00000000
NS
14491136.01000000
0.153050545203
Long
EC
SE
N
2
N
N
N
TOSHIBA CORPORATION
549300LBHTST91VKHO68
TOSHIBA CORP COMMON STOCK
N/A
68500.00000000
NS
2718765.18000000
0.028714691021
Long
EC
JP
N
2
N
N
N
CHINA RESOURCES LAND LIMITED
5299001HL0TU7X15HK51
CHINA RESOURCES LAND LTD COMMON STOCK
N/A
7388000.00000000
NS
30702578.90000000
0.324270397887
Long
EC
HK
N
2
N
N
N
Al Rajhi Banking & Investment Corporation SJSC
558600BQZS4Y1DTU8589
AL RAJHI BANK COMMON STOCK
N/A
565828.00000000
NS
19934210.00000000
0.210538477217
Long
EC
SA
N
2
N
N
N
CHOW TAI FOOK JEWELLERY GROUP LIMITED
254900VXRL7SRSF44G79
CHOW TAI FOOK JEWELLERY GROU COMMON STOCK
N/A
2246600.00000000
NS
4029861.95000000
0.042562057806
Long
EC
HK
N
2
N
N
N
Seven & i Holdings Co., Ltd.
52990037G8JRM3TWGY86
SEVEN & I HOLDINGS CO LTD COMMON STOCK
N/A
495700.00000000
NS
19705510.83000000
0.208123032864
Long
EC
JP
N
2
N
N
N
DECHRA PHARMACEUTICALS PLC
213800J4UVB5OWG8VX82
DECHRA PHARMACEUTICALS PLC COMMON STOCK
N/A
185664.00000000
NS
12472698.56000000
0.131732482080
Long
EC
GB
N
2
N
N
N
Toei Animation Co Ltd
N/A
TOEI ANIMATION CO LTD COMMON STOCK
N/A
89700.00000000
NS
12896241.47000000
0.136205801028
Long
EC
JP
N
2
N
N
N
SAMSUNG SDI CO., LTD.
9884002AESDO4YW87G32
SAMSUNG SDI CO LTD COMMON STOCK
N/A
12020.00000000
NS
6927502.56000000
0.073165971458
Long
EC
KR
N
2
N
N
N
ACKERMANS & VAN HAAREN NV
5493005E2GHATS0Z6J59
ACKERMANS & VAN HAAREN COMMON STOCK
N/A
1086.00000000
NS
178604.04000000
0.001886356299
Long
EC
BE
N
2
N
N
N
Inmode Ltd
N/A
INMODE LTD COMMON STOCK
M5425M103
90616.00000000
NS
USD
6886816.00000000
0.072736253582
Long
EC
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP COMMON STOCK
N/A
3023600.00000000
NS
35629146.86000000
0.376303165486
Long
EC
SE
N
2
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC COMMON STOCK
N/A
1328418.00000000
NS
24216162.41000000
0.255763030381
Long
EC
GB
N
2
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV COMMON STOCK
N/A
640797.00000000
NS
30969581.18000000
0.327090386913
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-01-13
N/A
1.00000000
NC
USD
-1924.64000000
-0.00002032740
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
2367000.00000000
CHF
2561233.72000000
USD
2022-01-13
-1924.64000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
231.00000000
NC
44874649.18000000
0.473951077271
N/A
DE
CA
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P/TSE 60 IX FUT Dec 2021
N/A
N/A
2021-12-19
45084818.02000000
CAD
-210168.84000000
N
N
N
Sumitomo Rubber Industries, Ltd.
353800JD4V72SJ3EOX37
SUMITOMO RUBBER INDUSTRIES COMMON STOCK
N/A
201200.00000000
NS
2006114.20000000
0.021187909066
Long
EC
JP
N
2
N
N
N
ACER INCORPORATED
2549006Z3IVAZIQEUM25
ACER INC COMMON STOCK
N/A
2550000.00000000
NS
2538218.66000000
0.026807818896
Long
EC
TW
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S COMMON STOCK
N/A
2995352.00000000
NS
48957246.93000000
0.517070113008
Long
EC
DK
N
2
N
N
N
Adyen N.V.
724500973ODKK3IFQ447
ADYEN NV COMMON STOCK
N/A
12514.00000000
NS
34577471.36000000
0.365195719628
Long
EC
NL
Y
2
N
N
N
SOLVAY SA
549300MMVL80RTBP3O28
SOLVAY SA COMMON STOCK
N/A
61160.00000000
NS
6764170.83000000
0.071440916203
Long
EC
BE
N
2
N
N
N
Global Unichip Corp
N/A
GLOBAL UNICHIP CORP COMMON STOCK
N/A
178000.00000000
NS
3749723.37000000
0.039603327561
Long
EC
TW
N
2
N
N
N
BANCO BPM SOCIETA PER AZIONI
815600E4E6DCD2D25E30
BANCO BPM SPA COMMON STOCK
N/A
2189431.00000000
NS
6081689.31000000
0.064232774022
Long
EC
IT
N
2
N
N
N
JUST GROUP PLC
5493006456YEZEELRR90
JUST GROUP PLC COMMON STOCK
N/A
311466.00000000
NS
323749.45000000
0.003419333708
Long
EC
GB
N
2
N
N
N
ENEL - SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA COMMON STOCK
N/A
4090970.00000000
NS
30877307.01000000
0.326115817906
Long
EC
IT
N
2
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
NINETY ONE PLC COMMON STOCK
N/A
182692.00000000
NS
618142.81000000
0.006528618185
Long
EC
ZA
N
2
N
N
N
QANTAS AIRWAYS LIMITED
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS LTD COMMON STOCK
N/A
17316830.00000000
NS
61569506.64000000
0.650276593406
Long
EC
AU
N
2
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-12-15
N/A
1.00000000
NC
-262285.99000000
-0.00277017714
N/A
DFE
RU
N
2
DEUTSCHE BANK SECURITIES, INC.
N/A
21164551.98000000
USD
1559637000.00000000
RUB
2021-12-15
-262285.99000000
N
N
N
HANWHA AEROSPACE CO., LTD.
9884001NSUA8FQKQWR25
HANWHA AEROSPACE CO LTD COMMON STOCK
N/A
59282.00000000
NS
2023263.34000000
0.021369032563
Long
EC
KR
N
2
N
N
N
SIMPLO TECHNOLOGY CO., LTD.
N/A
SIMPLO TECHNOLOGY CO LTD COMMON STOCK
N/A
1967000.00000000
NS
23124459.17000000
0.244232824884
Long
EC
TW
N
2
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-01-07
N/A
1.00000000
NC
-12368.67000000
-0.00013063376
N/A
DFE
IN
N
2
BARCLAYS CAPITAL INC.
N/A
2232901.00000000
USD
167510000.00000000
INR
2022-01-07
-12368.67000000
N
N
N
ASR Nederland N.V.
7245000G0HS48PZWUD53
ASR NEDERLAND NV COMMON STOCK
N/A
74508.00000000
NS
3153707.87000000
0.033308410643
Long
EC
NL
N
2
N
N
N
GREENCORE GROUP PUBLIC LIMITED COMPANY
635400GGBEWULJXM5868
GREENCORE GROUP PLC COMMON STOCK
G40866124
10838444.00000000
NS
17887659.09000000
0.188923489107
Long
EC
GB
N
2
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-01-07
N/A
1.00000000
NC
-19096.93000000
-0.00020169540
N/A
DFE
IN
N
2
BARCLAYS CAPITAL INC.
N/A
2247914.33000000
USD
168135000.00000000
INR
2022-01-07
-19096.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-02-10
N/A
1.00000000
NC
USD
1444.53000000
0.000015256644
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
20875000.00000000
HKD
2679363.66000000
USD
2022-02-10
1444.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-01-07
N/A
1.00000000
NC
USD
-16466.91000000
-0.00017391801
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
256625000.00000000
INR
3385384.37000000
USD
2022-01-07
-16466.91000000
N
N
N
N/A
N/A
SPI 200 FUTURES DEC21 PHYSICAL INDEX FUTURE.
N/A
287.00000000
NC
36787175.40000000
0.388533876680
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
38029235.06000000
AUD
-1242059.66000000
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD COMMON STOCK
Y72596102
206610.00000000
NS
6610919.41000000
0.069822325820
Long
EC
IN
N
2
N
N
N
Evolution AB (publ)
549300SUH6ZR1RF6TA88
EVOLUTION AB COMMON STOCK
N/A
26640.00000000
NS
2786073.59000000
0.029425579998
Long
EC
SE
Y
2
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
738230.00000000
NS
24625631.54000000
0.260087706759
Long
EC
NL
N
2
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ANGLO AMERICAN PLC COMMON STOCK
N/A
1748037.00000000
NS
63967065.71000000
0.675598812628
Long
EC
GB
N
2
N
N
N
CHINA RISUN GROUP LIMITED
N/A
CHINA RISUN GROUP LTD COMMON STOCK
N/A
1989000.00000000
NS
1208753.56000000
0.012766451936
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-02-09
N/A
1.00000000
NC
USD
-35956.98000000
-0.00037976562
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
415033000.00000000
JPY
3623717.27000000
USD
2022-02-09
-35956.98000000
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD COMMON STOCK
N/A
1498798.00000000
NS
89857409.87000000
0.949043992251
Long
EC
KR
N
2
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
HENNES & MAURITZ AB-B SHS COMMON STOCK
N/A
613000.00000000
NS
10816122.80000000
0.114236281433
Long
EC
SE
N
2
N
N
N
EMAAR PROPERTIES (P.J.S.C)
N/A
EMAAR PROPERTIES PJSC COMMON STOCK
N/A
3334456.00000000
NS
4239443.53000000
0.044775588551
Long
EC
AE
N
2
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-01-20
N/A
1.00000000
NC
-246271.53000000
-0.00260103775
N/A
DFE
SE
N
2
BANK OF AMERICA
N/A
4490893.44000000
USD
38440000.00000000
SEK
2022-01-20
-246271.53000000
N
N
N
OLYMPUS CORPORATION
5299000Y52IFDI1I2A21
OLYMPUS CORP COMMON STOCK
N/A
227700.00000000
NS
5069512.05000000
0.053542495400
Long
EC
JP
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
205499.00000000
NS
8396447.91000000
0.088680482297
Long
EC
FI
N
2
N
N
N
ASSA ABLOY AB
549300YECS8HKCIMMB67
ASSA ABLOY AB-B COMMON STOCK
N/A
521037.00000000
NS
14566377.01000000
0.153845215549
Long
EC
SE
N
2
N
N
N
SEA LIMITED
529900OM6JLLW44YKI15
SEA LTD-ADR DEPOSITARY RECEIPT
81141R100
19500.00000000
NS
USD
5617365.00000000
0.059328735529
Long
EC
US
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
82.00000000
NC
12345991.78000000
0.130394247331
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
12739557.19000000
HKD
-393565.41000000
N
N
N
FUJI ELECTRIC CO., LTD.
5299000HVNGZZTYYM906
FUJI ELECTRIC CO LTD COMMON STOCK
N/A
769500.00000000
NS
39923439.52000000
0.421658052255
Long
EC
JP
N
2
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK-H COMMON STOCK
N/A
29898000.00000000
NS
19391121.38000000
0.204802556353
Long
EC
HK
N
2
N
N
N
FLETCHER BUILDING LIMITED
549300UPHQTT2LG75045
FLETCHER BUILDING LTD COMMON STOCK
N/A
189528.00000000
NS
861235.99000000
0.009096087272
Long
EC
AU
N
2
N
N
N
Deutsche Boerse Aktiengesellschaft
529900G3SW56SHYNPR95
DEUTSCHE BOERSE AG COMMON STOCK
N/A
198158.00000000
NS
30982877.19000000
0.327230814936
Long
EC
DE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-01-20
N/A
1.00000000
NC
USD
329760.46000000
0.003482819991
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
78626000.00000000
SEK
9011801.10000000
USD
2022-01-20
329760.46000000
N
N
N
MINERVA S.A.
391200UHL6YHY0OA1P30
MINERVA SA COMMON STOCK
N/A
931944.00000000
NS
1418873.25000000
0.014985666019
Long
EC
BR
N
1
N
N
N
BANK HAPOALIM B.M.
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM COMMON STOCK
N/A
1490397.00000000
NS
14483141.72000000
0.152966112179
Long
EC
IL
N
2
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV COMMON STOCK
N/A
925990.00000000
NS
32316407.72000000
0.341315119612
Long
EC
NL
N
2
N
N
N
Fubon Financial Holding Co., Ltd.
549300G7Y2TS2XNIB476
FUBON FINANCIAL HOLDING CO COMMON STOCK
N/A
1435170.00000000
NS
3768330.17000000
0.039799846376
Long
EC
TW
N
2
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-01-13
N/A
1.00000000
NC
26782.51000000
0.000282867937
N/A
DFE
CH
N
2
GOLDMAN, SACHS & CO.
N/A
11851242.01000000
USD
10969000.00000000
CHF
2022-01-13
26782.51000000
N
N
N
PTT Global Chemical Public Company Limited
5493007X3230PPPZFF40
PTT GLOBAL CHEMICAL PCL COMMON STOCK
N/A
480600.00000000
NS
804998.85000000
0.008502129356
Long
EC
TH
N
2
N
N
N
ASUSTEK COMPUTER INCORPORATION
254900B3WB4OGRB7HM13
ASUSTEK COMPUTER INC COMMON STOCK
N/A
972000.00000000
NS
12246621.09000000
0.129344727247
Long
EC
TW
N
2
N
N
N
Realtek Semiconductor Corp.
5299002E7F36O00MYY75
REALTEK SEMICONDUCTOR CORP COMMON STOCK
N/A
658000.00000000
NS
13032427.94000000
0.137644157101
Long
EC
TW
N
2
N
N
N
GungHo Online Entertainment, Inc.
529900TH7FB4RV6F5S47
GUNGHO ONLINE ENTERTAINMENT COMMON STOCK
N/A
1026300.00000000
NS
27392708.69000000
0.289312652694
Long
EC
JP
N
2
N
N
N
GREATEK ELECTRONICS INC.
N/A
GREATEK ELECTRONICS INC COMMON STOCK
N/A
253000.00000000
NS
697828.77000000
0.007370234716
Long
EC
TW
N
2
N
N
N
BRASKEM S.A.
549300RPMQUFGBB7EY44
Braskem SA PREFERRED STOCK
N/A
208400.00000000
NS
1827348.48000000
0.019299845156
Long
EP
BR
N
1
N
N
N
Nine Dragons Paper (Holdings) Limited
529900TBMYEYJ2LEV906
NINE DRAGONS PAPER HOLDINGS COMMON STOCK
N/A
5707000.00000000
NS
6396811.98000000
0.067560994557
Long
EC
HK
N
2
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
59358.00000000
NS
22184124.18000000
0.234301320356
Long
EC
CH
N
2
N
N
N
ICICI BANK LIMITED
R7RX8ER1V4666J8D1I38
ICICI BANK LTD COMMON STOCK
Y3860Z132
3498331.00000000
NS
32836098.22000000
0.346803917337
Long
EC
IN
N
2
N
N
N
Restaurant Brands International Inc.
5299009RXTX9DN9AKJ98
RESTAURANT BRANDS INTERN COMMON STOCK
76131D103
502780.00000000
NS
28011916.59000000
0.295852520005
Long
EC
CA
N
1
N
N
N
INTERTEK GROUP PLC
2138003GAT25WW1RN369
INTERTEK GROUP PLC COMMON STOCK
N/A
169061.00000000
NS
11889441.92000000
0.125572319987
Long
EC
GB
N
2
N
N
N
NAVER Corporation
988400ULUQYDB2HQYJ61
NAVER CORP COMMON STOCK
N/A
109533.00000000
NS
35204177.66000000
0.371814782539
Long
EC
KR
N
2
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT
01609W102
95518.00000000
NS
USD
12181410.54000000
0.128655995169
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-24610.11000000
-0.00025992377
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
118704000.00000000
TWD
4279163.66000000
USD
2022-01-20
-24610.11000000
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
372880.00000000
NS
11628962.53000000
0.122821223549
Long
EC
FI
N
2
N
N
N
HDFC BANK LIMITED
335800ZQ6I4E2JXENC50
HDFC BANK LTD-ADR DEPOSITARY RECEIPT
40415F101
427494.00000000
NS
USD
27988032.18000000
0.295600260833
Long
EC
US
N
1
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
SONY GROUP CORP COMMON STOCK
N/A
680271.00000000
NS
82416044.27000000
0.870450770757
Long
EC
JP
N
2
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
69801.00000000
NS
USD
20645041.77000000
0.218046045283
Long
EC
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
AMADEUS IT GROUP SA COMMON STOCK
N/A
426620.00000000
NS
27063646.74000000
0.285837210132
Long
EC
ES
N
2
N
N
N
SOUTH32 LIMITED
213800LAZNPXSBKVHR17
SOUTH32 LTD COMMON STOCK
N/A
10255407.00000000
NS
25316494.42000000
0.267384370069
Long
EC
AU
N
2
N
N
N
Mazda Motor Corporation
52990044YZJLICDQKK92
MAZDA MOTOR CORP COMMON STOCK
N/A
676500.00000000
NS
5402653.22000000
0.057061021323
Long
EC
JP
N
2
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GR COMMON STOCK
N/A
276700.00000000
NS
8954572.36000000
0.094575206582
Long
EC
JP
N
2
N
N
N
FAURECIA SE
969500F0VMZLK2IULV85
FAURECIA COMMON STOCK
N/A
721051.00000000
NS
30640289.11000000
0.323612513901
Long
EC
FR
N
2
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-01-20
N/A
1.00000000
NC
-214809.12000000
-0.00226874227
N/A
DFE
SE
N
2
BANK OF AMERICA
N/A
4652227.85000000
USD
40186000.00000000
SEK
2022-01-20
-214809.12000000
N
N
N
ASHTEAD GROUP PUBLIC LIMITED COMPANY
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC COMMON STOCK
N/A
386461.00000000
NS
30914330.39000000
0.326506846497
Long
EC
GB
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
KINNEVIK AB - B COMMON STOCK
N/A
349659.00000000
NS
12425984.66000000
0.131239105449
Long
EC
SE
N
2
N
N
N
BROTHER INDUSTRIES, LTD.
549300O5FACQ67KI6R92
BROTHER INDUSTRIES LTD COMMON STOCK
114813108
71200.00000000
NS
1217630.25000000
0.012860204575
Long
EC
JP
N
2
N
N
N
KGHM POLSKA MIEDZ SPOLKA AKCYJNA
G30CO71KTT9JDYJESN22
KGHM POLSKA MIEDZ SA COMMON STOCK
N/A
29149.00000000
NS
998798.19000000
0.010548973346
Long
EC
PL
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-205153.98000000
-0.00216676791
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
7912098.21000000
USD
6832000.00000000
EUR
2022-02-10
-205153.98000000
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV COMMON STOCK
N/A
957883.00000000
NS
26103365.05000000
0.275695035212
Long
EC
NL
N
2
N
N
N
Seria Co., Ltd.
N/A
SERIA CO LTD COMMON STOCK
N/A
11600.00000000
NS
352396.64000000
0.003721895774
Long
EC
JP
N
2
N
N
N
SALMAR ASA
5967007LIEEXZXGDBK67
SALMAR ASA COMMON STOCK
N/A
293210.00000000
NS
18477108.86000000
0.195149060974
Long
EC
NO
N
2
N
N
N
ISRAEL DISCOUNT BANK LIMITED
549300XWZ7BG5G23OF51
ISRAEL DISCOUNT BANK-A COMMON STOCK
465074201
2331716.00000000
NS
14335244.77000000
0.151404073922
Long
EC
IL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2021-12-01
N/A
1.00000000
NC
USD
2665.94000000
0.000028156769
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
459353.63000000
GBP
610389.10000000
USD
2021-12-01
2665.94000000
N
N
N
PetroChina Company Limited
529900RPY4YG47TRSV05
PETROCHINA CO LTD-H COMMON STOCK
N/A
21482045.00000000
NS
9331009.72000000
0.098551012423
Long
EC
HK
N
2
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE COMMON STOCK
N/A
322510.00000000
NS
35518740.70000000
0.375137092449
Long
EC
FR
N
2
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG ENERGY CORP COMMON STOCK
552704108
187600.00000000
NS
1520922.98000000
0.016063481230
Long
EC
CA
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-02-09
N/A
1.00000000
NC
101767.95000000
0.001074839144
N/A
DFE
JP
N
2
STANDARD BANK
N/A
7347895.16000000
USD
844844600.00000000
JPY
2022-02-09
101767.95000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-01-14
N/A
1.00000000
NC
-40467.72000000
-0.00042740656
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6168787.78000000
USD
4629000.00000000
GBP
2022-01-14
-40467.72000000
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
INVESTEC PLC COMMON STOCK
N/A
441851.00000000
NS
2197972.85000000
0.023214256135
Long
EC
GB
N
1
N
N
N
PEYTO EXPLORATION & DEVELOPMENT CORP.
549300WZKJ63UJDWP310
PEYTO EXPLORATION & DEV CORP COMMON STOCK
717046106
143313.00000000
NS
1164110.90000000
0.012294951051
Long
EC
CA
N
1
N
N
Asahi Group Holdings, Ltd.
353800KAJ02XNHLCJW79
ASAHI GROUP HOLDINGS LTD COMMON STOCK
N/A
1646800.00000000
NS
60457910.93000000
0.638536290276
Long
EC
JP
N
2
N
N
N
DISCO CORPORATION
N/A
DISCO CORP COMMON STOCK
N/A
13400.00000000
NS
3771382.13000000
0.039832080160
Long
EC
JP
N
2
N
N
N
The North West Company Inc.
254900VT1HQAZR3IVM76
NORTH WEST CO INC/THE COMMON STOCK
663278208
23000.00000000
NS
603687.25000000
0.006375943382
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-01-14
N/A
1.00000000
NC
USD
154822.22000000
0.001635180648
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
8169600.00000000
GBP
10970532.65000000
USD
2022-01-14
154822.22000000
N
N
N
Demant A/S
213800RM6L9LN78BVA56
DEMANT A/S COMMON STOCK
N/A
385812.00000000
NS
18252723.40000000
0.192779176587
Long
EC
DK
N
2
N
N
N
S-Oil Corporation
988400QTUXYDN8W3MZ32
S-OIL CORP COMMON STOCK
N/A
4717.00000000
NS
316169.91000000
0.003339281134
Long
EC
KR
N
2
N
N
N
Gulf International Services Q.P.S.C.
N/A
GULF INTERNATIONAL SERVICES COMMON STOCK
N/A
2077772.00000000
NS
1043008.15000000
0.011015904198
Long
EC
QA
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-01-07
N/A
1.00000000
NC
USD
-2792.53000000
-0.00002949377
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
170842000.00000000
INR
2261909.18000000
USD
2022-01-07
-2792.53000000
N
N
N
SILICON MOTION TECHNOLOGY CORPORATION
5299005RBVBZQJTYFC89
SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT
82706C108
13086.00000000
NS
USD
903326.58000000
0.009540634044
Long
EC
US
N
1
N
N
N
NEW RUSSIAN ROUBLE
N/A
FX Forward Contract: RUB/USD SETTLE 2021-12-15
N/A
1.00000000
NC
-31161.81000000
-0.00032912064
N/A
DFE
RU
N
2
DEUTSCHE BANK SECURITIES, INC.
N/A
2165578.85000000
USD
159261000.00000000
RUB
2021-12-15
-31161.81000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-01-14
N/A
1.00000000
NC
-39484.50000000
-0.00041702211
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6817838.08000000
USD
5120000.00000000
GBP
2022-01-14
-39484.50000000
N
N
N
BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP PLC COMMON STOCK
N/A
9065645.00000000
NS
48742073.92000000
0.514797527444
Long
EC
IE
N
2
N
N
N
Comet Holding AG
506700PGOL747J76WC96
COMET HOLDING AG-REG COMMON STOCK
N/A
1917.00000000
NS
717049.56000000
0.007573238289
Long
EC
CH
N
2
N
N
N
HYUNDAI ENGINEERING & CONSTRUCTION CO.,LTD
988400CEQG9N710HN313
HYUNDAI ENGINEERING & CONST COMMON STOCK
N/A
30233.00000000
NS
1121541.39000000
0.011845346085
Long
EC
KR
N
2
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
5496359.00000000
NS
53207734.75000000
0.561962347666
Long
EC
IL
N
2
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
1114017.00000000
NS
54842717.19000000
0.579230486870
Long
EC
NL
N
2
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
36623134.53200000
NS
USD
36636362.78000000
0.386941044089
Long
EC
US
N
2
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICAL CARE AG & COMMON STOCK
N/A
412110.00000000
NS
24534072.26000000
0.259120688182
Long
EC
DE
N
2
N
N
N
GLOBANT S.A.
2221008DCMSPYS42DS88
GLOBANT SA COMMON STOCK
L44385109
12470.00000000
NS
USD
3304674.70000000
0.034902871949
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2021-12-01
N/A
1.00000000
NC
USD
-1240.02000000
-0.00001309667
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
81739907.00000000
JPY
718649.95000000
USD
2021-12-01
-1240.02000000
N
N
N
Constellation Software Inc.
549300B6PYHMCTDWQV29
CONSTELLATION SOFTWARE INC COMMON STOCK
21037X100
5400.00000000
NS
9150238.54000000
0.096641767513
Long
EC
CA
N
1
N
N
N
MediaTek Inc.
254900UEGBK1I4DM4E14
MEDIATEK INC COMMON STOCK
N/A
839018.00000000
NS
30352753.26000000
0.320575656157
Long
EC
TW
N
2
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-2150869.93000000
-0.02271677080
N/A
DFE
CA
N
2
MORGAN STANLEY & CO, INC
N/A
118270451.36000000
USD
148866000.00000000
CAD
2022-02-10
-2150869.93000000
N
N
N
KOC HOLDING ANONIM SIRKETI
7890005U0H950VH19H45
KOC HOLDING AS COMMON STOCK
N/A
419217.00000000
NS
899059.35000000
0.009495564984
Long
EC
TR
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA COMMON STOCK
N/A
735280.00000000
NS
4757155.73000000
0.050243492131
Long
EC
NO
N
2
N
N
N
DAITO TRUST CONSTRUCTION CO.,LTD.
353800QQ4DRI3KXS3038
DAITO TRUST CONSTRUCT CO LTD COMMON STOCK
N/A
310100.00000000
NS
33366384.89000000
0.352404628275
Long
EC
JP
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
-405.18000000
-0.00000427937
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
54550690.00000000
JPY
480027.16000000
USD
2021-12-01
-405.18000000
N
N
N
FAURECIA SE
969500F0VMZLK2IULV85
FAURECIA COMMON STOCK
N/A
58082.00000000
NS
2465217.36000000
0.026036803514
Long
EC
IT
N
2
N
N
N
Banco Bradesco S.A.
549300CTUU1RFXHQJE44
BANCO BRADESCO-ADR DEPOSITARY RECEIPT
059460303
2422050.00000000
NS
USD
8525616.00000000
0.090044712581
Long
EC
US
N
1
N
N
N
Bawan Company SJSC
N/A
BAWAN CO COMMON STOCK
N/A
102169.00000000
NS
920490.51000000
0.009721913748
Long
EC
SA
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-02-09
N/A
1.00000000
NC
1687.78000000
0.000017825769
N/A
DFE
JP
N
2
STANDARD BANK
N/A
770145.81000000
USD
87531400.00000000
JPY
2022-02-09
1687.78000000
N
N
N
SANTANDER BANK POLSKA SPOLKA AKCYJNA
259400LGXW3K0GDAG361
SANTANDER BANK POLSKA SA COMMON STOCK
N/A
8857.00000000
NS
779773.46000000
0.008235707201
Long
EC
PL
N
2
N
N
N
WHITEHAVEN COAL LIMITED
529900WCZ4I6ZO3RRP86
WHITEHAVEN COAL LTD COMMON STOCK
N/A
1048765.00000000
NS
1790120.91000000
0.018906659979
Long
EC
AU
N
2
N
N
N
Atlas Copco Aktiebolag
213800T8PC8Q4FYJZR07
ATLAS COPCO AB-A SHS COMMON STOCK
N/A
105300.00000000
NS
6430162.13000000
0.067913227718
Long
EC
SE
N
2
N
N
N
Recruit Holdings Co.,Ltd.
353800R2LRSMVVC4I806
RECRUIT HOLDINGS CO LTD COMMON STOCK
N/A
1124360.00000000
NS
67932588.43000000
0.717481340947
Long
EC
JP
N
2
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA COMMON STOCK
N/A
410988.00000000
NS
10371323.44000000
0.109538458950
Long
EC
NO
N
2
N
N
TATA STEEL LIMITED
335800E6C75YGSGD5T66
TATA STEEL LTD COMMON STOCK
Y8547N139
194619.00000000
NS
2771088.96000000
0.029267317334
Long
EC
IN
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
-55.10000000
-0.00000058194
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
7418406.00000000
JPY
65279.40000000
USD
2021-12-01
-55.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-01
N/A
1.00000000
NC
USD
38.02000000
0.000000401554
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
40568.42000000
EUR
45701.58000000
USD
2021-12-01
38.02000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-17236.26000000
-0.00018204362
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
7294613.11000000
USD
6451200.00000000
EUR
2022-02-10
-17236.26000000
N
N
N
Doosan Corporation
988400GNQKLXZRRQQE60
DOOSAN CO LTD COMMON STOCK
N/A
13472.00000000
NS
1224182.26000000
0.012929404719
Long
EC
KR
N
2
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
716332.00000000
NS
USD
49462724.60000000
0.522408799563
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-02-10
N/A
1.00000000
NC
USD
-6329.17000000
-0.00006684658
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
1969000.00000000
EUR
2214832.01000000
USD
2022-02-10
-6329.17000000
N
N
N
Continental Aktiengesellschaft
529900A7YD9C0LLXM621
CONTINENTAL AG COMMON STOCK
N/A
246454.00000000
NS
26076837.46000000
0.275414859655
Long
EC
DE
N
2
N
N
N
LG ELECTRONICS INC.
988400RMQFTGZIOG0609
LG ELECTRONICS INC COMMON STOCK
N/A
221204.00000000
NS
21371524.74000000
0.225718916103
Long
EC
KR
N
2
N
N
N
China National Building Material Company Limited
52990085PGF8YEPLBZ26
CHINA NATIONAL BUILDING MA-H COMMON STOCK
N/A
662000.00000000
NS
714418.92000000
0.007545454347
Long
EC
HK
N
2
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
HOLCIM LTD COMMON STOCK
N/A
1053059.00000000
NS
50550621.26000000
0.533898801231
Long
EC
CH
N
2
N
N
N
GIGABYTE TECHNOLOGY CO., LTD.
N/A
GIGABYTE TECHNOLOGY CO LTD COMMON STOCK
N/A
1444000.00000000
NS
7034720.74000000
0.074298374114
Long
EC
TW
N
2
N
N
N
CATHAY FINANCIAL HOLDING CO., LTD.
5299009XR1QLFAMQ3X77
CATHAY FINANCIAL HOLDING CO COMMON STOCK
N/A
2820000.00000000
NS
6078408.60000000
0.064198124257
Long
EC
TW
N
2
N
N
N
FILA Holdings Corporation
N/A
FILA HOLDINGS CORP COMMON STOCK
N/A
60114.00000000
NS
1765790.73000000
0.018649692733
Long
EC
KR
N
2
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMMON STOCK
335934105
1145750.00000000
NS
24320839.18000000
0.256868591512
Long
EC
CA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-14228.37000000
-0.00015027529
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
5419918.76000000
USD
4792000.00000000
EUR
2022-02-10
-14228.37000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-01-13
N/A
1.00000000
NC
-397381.61000000
-0.00419701202
N/A
DFE
CH
N
2
GOLDMAN, SACHS & CO.
N/A
61314353.91000000
USD
56255000.00000000
CHF
2022-01-13
-397381.61000000
N
N
N
CRITEO SA
969500EELFB4RDMFHA76
CRITEO SA-SPON ADR DEPOSITARY RECEIPT
226718104
113015.00000000
NS
USD
4244843.40000000
0.044832620177
Long
EC
US
N
1
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP COMMON STOCK
N/A
114042.00000000
NS
2908923.82000000
0.030723083152
Long
EC
KR
N
2
N
N
N
SAMSONITE INTERNATIONAL S.A.
549300UULS5HYFJSEL12
SAMSONITE INTERNATIONAL SA COMMON STOCK
N/A
29593650.00000000
NS
55224926.32000000
0.583267252220
Long
EC
HK
Y
2
N
N
N
ASM PACIFIC TECHNOLOGY LIMITED
529900PYFA1HFYKPT360
ASM PACIFIC TECHNOLOGY COMMON STOCK
N/A
174500.00000000
NS
1828650.78000000
0.019313599615
Long
EC
HK
N
2
N
N
N
POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA
P4GTT6GF1W40CVIMFR43
PKO BANK POLSKI SA COMMON STOCK
N/A
326776.00000000
NS
3433466.39000000
0.036263126822
Long
EC
PL
N
2
N
N
N
JAPAN POST INSURANCE Co.,Ltd.
54930042SK2Z708BA841
JAPAN POST INSURANCE CO LTD COMMON STOCK
N/A
68200.00000000
NS
1044928.51000000
0.011036186400
Long
EC
JP
N
2
N
N
N
NIKON CORPORATION
549300X7LIS9RFELXJ98
NIKON CORP COMMON STOCK
654111103
224200.00000000
NS
2311006.90000000
0.024408084070
Long
EC
JP
N
2
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
387534.00000000
NS
43146813.13000000
0.455702249208
Long
EC
NL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-02-09
N/A
1.00000000
NC
USD
-504798.35000000
-0.00533151180
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
15322751000.00000000
JPY
134608017.51000000
USD
2022-02-09
-504798.35000000
N
N
N
CHINA RESOURCES GAS GROUP LIMITED
529900A0E1J5JSOKEK83
CHINA RESOURCES GAS GROUP LT COMMON STOCK
N/A
4114000.00000000
NS
21291962.26000000
0.224878603727
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-01-13
N/A
1.00000000
NC
USD
356749.94000000
0.003767873876
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
126276000.00000000
MXN
6184149.31000000
USD
2022-01-13
356749.94000000
N
N
N
PERSIMMON PUBLIC LIMITED COMPANY
213800XI72Y57UWN6F31
PERSIMMON PLC COMMON STOCK
N/A
786050.00000000
NS
28413410.13000000
0.300092960861
Long
EC
GB
N
2
N
N
N
PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED
2549001O8YYGP5N7Q076
PTT EXPLOR & PROD PUBLIC CO COMMON STOCK
N/A
288000.00000000
NS
967631.73000000
0.010219803591
Long
EC
TH
N
2
N
N
N
TOSOH CORPORATION
529900YSLFVJF2MDBX02
TOSOH CORP COMMON STOCK
N/A
2557700.00000000
NS
36264687.75000000
0.383015536390
Long
EC
JP
N
2
N
N
N
OMV Aktiengesellschaft
549300V62YJ9HTLRI486
OMV AG COMMON STOCK
N/A
527898.00000000
NS
27900134.87000000
0.294671918762
Long
EC
AT
N
2
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
NINETY ONE PLC COMMON STOCK
N/A
116717.00000000
NS
388996.11000000
0.004108447169
Long
EC
GB
N
2
N
N
N
BANCA IFIS S.P.A.
8156005420362AE59184
BANCA IFIS SPA COMMON STOCK
N/A
56630.00000000
NS
939771.47000000
0.009925552817
Long
EC
IT
N
2
N
N
N
ERO COPPER CORP.
549300KL8A21SEIO8I47
ERO COPPER CORP COMMON STOCK
296006109
29708.00000000
NS
478922.23000000
0.005058216854
Long
EC
CA
N
1
N
N
N
ZHONGSHENG GROUP HOLDINGS LIMITED
3003005VYMEBAJNJ2Y26
ZHONGSHENG GROUP HOLDINGS COMMON STOCK
N/A
3863500.00000000
NS
31765338.59000000
0.335494911263
Long
EC
HK
N
2
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-01-25
N/A
1.00000000
NC
-231500.77000000
-0.00244503391
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO, INC
N/A
17303206.36000000
USD
275493000.00000000
ZAR
2022-01-25
-231500.77000000
N
N
N
Daqo New Energy Corp.
529900711JBZ5O7VA827
DAQO NEW ENERGY CORP-ADR DEPOSITARY RECEIPT
23703Q203
10597.00000000
NS
USD
607631.98000000
0.006417606304
Long
EC
US
N
1
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
2187461.00000000
NS
28630331.81000000
0.302384015294
Long
EC
IT
N
2
N
N
N
BLUESCOPE STEEL LIMITED
529900H6UQI16XACWC95
BLUESCOPE STEEL LTD COMMON STOCK
N/A
1826988.00000000
NS
25301127.70000000
0.267222071898
Long
EC
AU
N
2
N
N
N
PRUDENTIAL PUBLIC LIMITED COMPANY
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC COMMON STOCK
N/A
574256.00000000
NS
9636496.11000000
0.101777457783
Long
EC
GB
N
2
N
N
N
Belimo Holding AG
506700339DLX749VEM23
BELIMO HOLDING AG-REG COMMON STOCK
N/A
2384.00000000
NS
1372743.18000000
0.014498455606
Long
EC
CH
N
2
N
N
N
PERSISTENT SYSTEMS LIMITED
3358006QYD77Z66S1J89
PERSISTENT SYSTEMS LTD COMMON STOCK
N/A
41211.00000000
NS
2272568.86000000
0.024002114312
Long
EC
IN
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
73.73000000
0.000000778711
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
5556777.45000000
USD
4926000.00000000
EUR
2022-02-10
73.73000000
N
N
N
NUVISTA ENERGY LTD.
549300MG32TDSM60SX75
NUVISTA ENERGY LTD COMMON STOCK
67072Q104
353944.00000000
NS
1707915.00000000
0.018038428576
Long
EC
CA
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
55874.00000000
NS
5315081.08000000
0.056136113589
Long
EC
DE
N
2
N
N
N
ADBRI LIMITED
529900XNYGV6JJJ38J47
ADBRI LTD COMMON STOCK
N/A
608537.00000000
NS
1220900.11000000
0.012894739746
Long
EC
AU
N
2
N
N
N
DAISHIN SECURITIES CO.,LTD
549300A0MNIZNJBONO78
DAISHIN SECURITIES CO LTD COMMON STOCK
N/A
34929.00000000
NS
549449.76000000
0.005803105103
Long
EC
KR
N
2
N
N
N
HINDALCO INDUSTRIES LIMITED
335800KXLE5NO5B4GF90
HINDALCO INDUSTRIES LTD COMMON STOCK
Y3196V185
115150.00000000
NS
629024.27000000
0.006643544536
Long
EC
IN
N
2
N
N
N
Getinge AB
5493003PZ4F570G3W735
GETINGE AB-B SHS COMMON STOCK
N/A
250511.00000000
NS
10450848.71000000
0.110378378327
Long
EC
SE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-44457.72000000
-0.00046954761
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
7952390000.00000000
KRW
6666993.63000000
USD
2022-01-20
-44457.72000000
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI FINANCIAL CORP COMMON STOCK
125491100
126218.00000000
NS
2770735.02000000
0.029263579137
Long
EC
CA
N
1
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC COMMON STOCK
N/A
1162203.00000000
NS
58247467.31000000
0.615190322026
Long
EC
GB
N
2
N
N
N
XTEP INTERNATIONAL HOLDINGS LIMITED
529900ZZZZBTOKZQI549
XTEP INTERNATIONAL HOLDINGS COMMON STOCK
N/A
411500.00000000
NS
558413.16000000
0.005897773544
Long
EC
HK
N
2
N
N
N
BAKER HUGHES COMPANY
N/A
BAKER HUGHES CO COMMON STOCK
05722G100
2476796.00000000
NS
USD
57808418.64000000
0.610553236413
Long
EC
US
N
1
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD COMMON STOCK
N/A
1913711.00000000
NS
22557453.70000000
0.238244302227
Long
EC
AU
N
2
N
N
N
Saudi Basic Industries Corporation SJSC
213800ZCTFZZZJSK8645
SAUDI BASIC INDUSTRIES CORP COMMON STOCK
N/A
788000.00000000
NS
22715616.56000000
0.239914765601
Long
EC
SA
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-01-20
N/A
1.00000000
NC
USD
27584.79000000
0.000291341351
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
5362250000.00000000
KRW
4553077.13000000
USD
2022-01-20
27584.79000000
N
N
N
Vitesco Technologies Group Aktiengesellschaft
529900CCDMZ7UCYYS252
VITESCO TECHNOLOGIES COMMON STOCK
N/A
36211.00000000
NS
1568462.79000000
0.016565580847
Long
EC
DE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-02-10
N/A
1.00000000
NC
USD
35985.07000000
0.000380062306
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
1967000.00000000
EUR
2254890.12000000
USD
2022-02-10
35985.07000000
N
N
N
LONKING HOLDINGS LIMITED
5299004M92ACMGS3QI84
LONKING HOLDINGS LTD COMMON STOCK
N/A
1502732.00000000
NS
387997.63000000
0.004097901556
Long
EC
HK
N
2
N
N
N
Zamil Industrial Investment Company SJSC
N/A
ZAMIL INDUSTRIAL INVESTMENT COMMON STOCK
N/A
241983.00000000
NS
1786403.15000000
0.018867394238
Long
EC
SA
N
2
N
N
N
Isracard Ltd.
N/A
ISRACARD LTD COMMON STOCK
N/A
17.58000000
NS
77.14000000
0.000000814726
Long
EC
IL
N
2
N
N
N
SUNCORP GROUP LIMITED
549300BVOKRTHDIWVT46
SUNCORP GROUP LTD COMMON STOCK
N/A
5135490.00000000
NS
38931423.98000000
0.411180714995
Long
EC
AU
N
2
N
N
N
NIDEC CORPORATION
353800IF171MZTNL6Y31
NIDEC CORP COMMON STOCK
N/A
77500.00000000
NS
8800081.49000000
0.092943525542
Long
EC
JP
N
2
N
N
N
ORANGE POLSKA SPOLKA AKCYJNA
259400TOMPUOLS65II22
ORANGE POLSKA SA COMMON STOCK
N/A
196478.00000000
NS
405767.68000000
0.004285582897
Long
EC
PL
N
2
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WISETECH GLOBAL LTD COMMON STOCK
N/A
119337.00000000
NS
4370670.63000000
0.046161565412
Long
EC
AU
N
2
N
N
N
UT Group Co., Ltd.
N/A
UT GROUP CO LTD COMMON STOCK
N/A
616300.00000000
NS
21804173.20000000
0.230288404833
Long
EC
JP
N
2
N
N
N
N/A
N/A
FTSE 100 IDX FUT DEC21 PHYSICAL INDEX FUTURE.
N/A
660.00000000
NC
61816606.22000000
0.652886376753
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
63299419.44000000
GBP
-1482813.22000000
N
N
N
MAINFREIGHT LIMITED
5493007BE0VNXX7RYQ88
MAINFREIGHT LTD COMMON STOCK
N/A
9781.00000000
NS
602778.64000000
0.006366346946
Long
EC
NZ
N
2
N
N
N
AIA Group Limited
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD COMMON STOCK
N/A
1420200.00000000
NS
14951310.41000000
0.157910753731
Long
EC
HK
N
2
N
N
N
TONGCHENG-ELONG HOLDINGS LIMITED
2549004WGGNOPL8NUL61
TONGCHENG-ELONG HOLDINGS LTD COMMON STOCK
N/A
9643200.00000000
NS
19973156.30000000
0.210949815048
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-01-20
N/A
1.00000000
NC
USD
52855.17000000
0.000558238676
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
14068000.00000000
DKK
2186109.09000000
USD
2022-01-20
52855.17000000
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
PARTNERS GROUP HOLDING AG COMMON STOCK
N/A
15075.00000000
NS
25854361.32000000
0.273065140868
Long
EC
CH
N
2
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-02-08
N/A
1.00000000
NC
-84987.06000000
-0.00089760498
N/A
DFE
AU
N
2
NATIONAL BANK OF AUSTRALIA
N/A
2263323.62000000
USD
3071000.00000000
AUD
2022-02-08
-84987.06000000
N
N
N
LG Display Co., Ltd.
988400P37K91W0SABO95
LG DISPLAY CO LTD COMMON STOCK
N/A
263211.00000000
NS
4417194.79000000
0.046652938072
Long
EC
KR
N
2
N
N
PIGEON CORPORATION
N/A
PIGEON CORP COMMON STOCK
N/A
184100.00000000
NS
3718320.38000000
0.039271659655
Long
EC
JP
N
2
N
N
N
NetDragon Websoft Holdings Ltd
549300OAYL2PBUPUBR89
NETDRAGON WEBSOFT HOLDINGS L COMMON STOCK
N/A
325000.00000000
NS
744531.36000000
0.007863491895
Long
EC
HK
N
2
N
N
N
eMemory Technology Inc
N/A
EMEMORY TECHNOLOGY INC COMMON STOCK
N/A
19000.00000000
NS
1461962.65000000
0.015440761890
Long
EC
TW
N
2
N
N
N
EMIRATES NBD BANK (P.J.S.C)
54930029BCN8HF3B1286
EMIRATES NBD PJSC COMMON STOCK
N/A
301103.00000000
NS
1067538.94000000
0.011274990220
Long
EC
AE
N
2
N
N
N
SECOM CO., LTD.
529900TYCL9N3E9PGE47
SECOM CO LTD COMMON STOCK
N/A
19200.00000000
NS
1291654.01000000
0.013642018838
Long
EC
JP
N
2
N
N
N
MERCADOLIBRE, INC.
549300DKPDN9M5S8GB14
MERCADOLIBRE INC COMMON STOCK
58733R102
5020.00000000
NS
USD
5965818.20000000
0.063008982005
Long
EC
US
N
1
N
N
N
SONIC HEALTHCARE LIMITED
549300NQQ5L2NONWR862
SONIC HEALTHCARE LTD COMMON STOCK
N/A
273044.00000000
NS
8203305.23000000
0.086640573731
Long
EC
AU
N
2
N
N
N
XP Inc.
5493008KDA8NBZRJST80
XP INC - BDR PREFERRED STOCK
N/A
0.68090000
NS
19.43000000
0.000000205213
Long
EP
BR
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTL AG-REG COMMON STOCK
N/A
84961.00000000
NS
24195996.12000000
0.255550040752
Long
EC
CH
N
2
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-B COMMON STOCK
N/A
10247.00000000
NS
30574071.13000000
0.322913141682
Long
EC
DK
N
2
N
N
N
Arjo AB (publ)
549300OWGJPYKC6JF790
ARJO AB - B SHARES COMMON STOCK
N/A
71447.00000000
NS
892429.83000000
0.009425546205
Long
EC
SE
N
2
N
N
N
BRP Inc.
529900EPQGESIRCPY551
BRP INC/CA- SUB VOTING COMMON STOCK
05577W200
264611.00000000
NS
20825636.55000000
0.219953427115
Long
EC
CA
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2021-12-01
N/A
1.00000000
NC
-5655.16000000
-0.00005972791
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
763325.59000000
USD
572692.77000000
GBP
2021-12-01
-5655.16000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-01-14
N/A
1.00000000
NC
-67893.95000000
-0.00071707325
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8437571.95000000
USD
6322000.00000000
GBP
2022-01-14
-67893.95000000
N
N
N
SODEXO SA
969500LCBOG12HXPYM84
SODEXO SA COMMON STOCK
N/A
1039926.00000000
NS
86708472.51000000
0.915785966143
Long
EC
FR
N
2
N
N
N
TATA ELXSI LIMITED
335800OWLDKWXSI48N33
TATA ELXSI LTD COMMON STOCK
N/A
7104.00000000
NS
547175.89000000
0.005779089246
Long
EC
IN
N
2
N
N
N
Sanoma Oyj
743700XJC24THUPK0S03
SANOMA OYJ COMMON STOCK
N/A
14281.00000000
NS
215033.73000000
0.002271114534
Long
EC
FI
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2021-12-01
N/A
1.00000000
NC
USD
159.32000000
0.000001682684
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
3565642.29000000
DKK
539823.52000000
USD
2021-12-01
159.32000000
N
N
N
KBC GROEP N.V.
213800X3Q9LSAKRUWY91
KBC GROUP NV COMMON STOCK
N/A
453851.00000000
NS
37638556.65000000
0.397525881475
Long
EC
BE
N
2
N
N
N
DeNA Co., Ltd.
529900T9JQP7I5LDY154
DENA CO LTD COMMON STOCK
N/A
77000.00000000
NS
1133364.26000000
0.011970215294
Long
EC
JP
N
2
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
UNIVERSAL MUSIC GROUP NV COMMON STOCK
N/A
441349.00000000
NS
12546699.49000000
0.132514055221
Long
EC
NL
N
2
N
N
N
GROUPE WSP GLOBAL INC.
549300IQ87LU6X6ERQ78
WSP GLOBAL INC COMMON STOCK
92938W202
67100.00000000
NS
9294511.23000000
0.098165527545
Long
EC
CA
N
1
N
N
N
Pou Chen Corporation
25490027LIXQ7W4PBH18
POU CHEN COMMON STOCK
N/A
5358000.00000000
NS
6157220.05000000
0.065030504505
Long
EC
TW
N
2
N
N
N
Compal Electronics, Inc.
529900ZPKWFDL21LW166
COMPAL ELECTRONICS COMMON STOCK
N/A
3490000.00000000
NS
2896236.82000000
0.030589087289
Long
EC
TW
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC COMMON STOCK
N/A
658933.00000000
NS
20222100.02000000
0.213579075587
Long
EC
NL
N
2
N
N
N
CHINA HONGQIAO GROUP LIMITED
3003009Q4IBFSDE24571
CHINA HONGQIAO GROUP LTD COMMON STOCK
N/A
2198500.00000000
NS
2104035.68000000
0.022222123077
Long
EC
HK
N
2
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
INVESTEC PLC COMMON STOCK
N/A
365384.00000000
NS
1830005.95000000
0.019327912468
Long
EC
ZA
N
2
N
N
N
EVRAZ PLC
5493005B7DAN39RXLK23
EVRAZ PLC COMMON STOCK
N/A
879231.00000000
NS
6742930.74000000
0.071216585457
Long
EC
GB
N
2
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2022-01-20
N/A
1.00000000
NC
2944.25000000
0.000031096186
N/A
DFE
TW
N
2
GOLDMAN, SACHS & CO.
N/A
2741190.11000000
USD
75687000.00000000
TWD
2022-01-20
2944.25000000
N
N
N
FIRST ABU DHABI BANK P.J.S.C
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJSC COMMON STOCK
N/A
1144314.00000000
NS
5958241.08000000
0.062928954991
Long
EC
AE
N
2
N
N
N
Altium Ltd
5299003MG7UFQSIFH576
ALTIUM LTD COMMON STOCK
N/A
32487.00000000
NS
962027.32000000
0.010160611681
Long
EC
AU
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-01
N/A
1.00000000
NC
USD
452.89000000
0.000004783273
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
483213.04000000
EUR
544354.47000000
USD
2021-12-01
452.89000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-12-02
N/A
1.00000000
NC
-82696.37000000
-0.00087341147
N/A
DFE
BR
N
2
UBS SECURITIES LLC
N/A
2238786.76000000
USD
12179000.00000000
BRL
2021-12-02
-82696.37000000
N
N
N
SEIKO EPSON CORPORATION
549300NIOFQDR749W206
SEIKO EPSON CORP COMMON STOCK
N/A
103100.00000000
NS
1652682.09000000
0.017455077003
Long
EC
JP
N
2
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-02-08
N/A
1.00000000
NC
-2076970.74000000
-0.02193627220
N/A
DFE
AU
N
2
NATIONAL BANK OF AUSTRALIA
N/A
50658628.50000000
USD
68490000.00000000
AUD
2022-02-08
-2076970.74000000
N
N
N
COMPAGNIE FINANCIERE RICHEMONT SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMO-A REG COMMON STOCK
N/A
20073.00000000
NS
2965371.42000000
0.031319263876
Long
EC
CH
N
2
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA COMMON STOCK
N/A
4870566.00000000
NS
29007989.05000000
0.306372705100
Long
EC
DE
N
2
N
N
N
ADVANTEST CORPORATION
353800EMK32PDKS9XR54
ADVANTEST CORP COMMON STOCK
N/A
336300.00000000
NS
29260723.61000000
0.309042003226
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-12-02
N/A
1.00000000
NC
USD
196403.86000000
0.002074352061
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
136228000.00000000
BRL
24313316.75000000
USD
2021-12-02
196403.86000000
N
N
N
JD.COM, INC.
549300HVTWB0GJZ16V92
JD.COM INC-ADR DEPOSITARY RECEIPT
47215P106
47600.00000000
NS
USD
4003636.00000000
0.042285068070
Long
EC
US
N
1
N
N
N
TERNIUM S.A.
529900QG4KU23TEI2E46
TERNIUM SA-SPONSORED ADR DEPOSITARY RECEIPT
880890108
218859.00000000
NS
USD
8358225.21000000
0.088276786888
Long
EC
US
N
1
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP-SP ADR DEPOSITARY RECEIPT
48268K101
604051.00000000
NS
USD
7665407.19000000
0.080959474041
Long
EC
US
N
1
N
N
N
ADIDAS AG
549300JSX0Z4CW0V5023
ADIDAS AG COMMON STOCK
N/A
79590.00000000
NS
22948694.67000000
0.242376458859
Long
EC
DE
N
2
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
72754.00000000
NS
16566634.15000000
0.174971264302
Long
EC
FR
N
2
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
SWEDISH MATCH AB COMMON STOCK
N/A
4043000.00000000
NS
29314594.62000000
0.309610970866
Long
EC
SE
N
2
N
N
N
LONDON STOCK EXCHANGE GROUP PLC
213800QAUUUP6I445N30
LONDON STOCK EXCHANGE GROUP COMMON STOCK
N/A
116750.00000000
NS
10022369.34000000
0.105852922135
Long
EC
GB
N
2
N
N
N
COWAY Co., Ltd.
N/A
COWAY CO LTD COMMON STOCK
N/A
816401.00000000
NS
46506189.29000000
0.491182859733
Long
EC
KR
N
2
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
VOESTALPINE AG COMMON STOCK
N/A
137598.00000000
NS
4626516.03000000
0.048863719193
Long
EC
AT
N
2
N
N
N
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED
5493002ERZU2K9PZDL40
IND & COMM BK OF CHINA-H COMMON STOCK
N/A
24363181.00000000
NS
12837611.71000000
0.135586573059
Long
EC
HK
N
2
N
N
N
MFE-MEDIAFOREUROPE N.V.
N/A
MFE-MEDIAFOREUROPE NV COMMON STOCK
N/A
485012.00000000
NS
1310580.05000000
0.013841909360
Long
EC
IT
N
2
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-12-07
N/A
1.00000000
NC
5149.88000000
0.000054391314
N/A
DFE
PA
N
2
UBS SECURITIES LLC
N/A
2217566.31000000
USD
9196000.00000000
PLN
2021-12-07
5149.88000000
N
N
N
JBS S.A.
529900RM0MTMZL9O5050
JBS SA COMMON STOCK
N/A
3624400.00000000
NS
22784637.75000000
0.240643744389
Long
EC
BR
N
1
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
118391.00000000
NS
29165371.27000000
0.308034923615
Long
EC
DE
N
2
N
N
N
LONGi Green Energy Technology Co., Ltd.
300300NRGAITUP1EZ248
LONGI GREEN ENERGY TECHNOL-A COMMON STOCK
N/A
2199227.00000000
NS
30015286.07000000
0.317011440254
Long
EC
CN
N
2
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
LI NING CO LTD COMMON STOCK
N/A
334000.00000000
NS
3789092.00000000
0.040019125900
Long
EC
HK
N
2
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
FRESNILLO PLC COMMON STOCK
N/A
689844.00000000
NS
8324171.02000000
0.087917117891
Long
EC
GB
N
2
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
4916753.00000000
NS
67275793.00000000
0.710544486681
Long
EC
NL
N
2
N
N
N
COMPAGNIE DE SAINT-GOBAIN SA
NFONVGN05Z0FMN5PEC35
COMPAGNIE DE SAINT GOBAIN COMMON STOCK
N/A
1002039.00000000
NS
63270064.46000000
0.668237317901
Long
EC
FR
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
PANDORA A/S COMMON STOCK
N/A
352512.00000000
NS
43225139.40000000
0.456529505147
Long
EC
DK
N
2
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
573630.00000000
NS
18216287.23000000
0.192394349912
Long
EC
SE
N
2
N
N
N
Knorr-Bremse Aktiengesellschaft
5299001GRRO0Z25YZT52
KNORR-BREMSE AG COMMON STOCK
N/A
86550.00000000
NS
8543153.56000000
0.090229938440
Long
EC
DE
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-02-09
N/A
1.00000000
NC
USD
-4260.06000000
-0.00004499333
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
124772000.00000000
JPY
1095953.36000000
USD
2022-02-09
-4260.06000000
N
N
N
DUBAI ISLAMIC BANK (PUBLIC JOINT STOCK COMPANY)
5493003E7YRAQY3JGW88
DUBAI ISLAMIC BANK COMMON STOCK
N/A
786465.00000000
NS
1102646.91000000
0.011645788889
Long
EC
AE
N
2
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ICL GROUP LTD COMMON STOCK
N/A
453160.00000000
NS
3913219.77000000
0.041330122006
Long
EC
IL
N
2
N
N
N
Morinaga & Co., Ltd.
N/A
MORINAGA & CO LTD COMMON STOCK
N/A
453100.00000000
NS
14045023.88000000
0.148338857681
Long
EC
JP
N
2
N
N
N
ITAU UNIBANCO HOLDING S.A.
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA PREFERRED STOCK
N/A
1006100.00000000
NS
3986176.87000000
0.042100670562
Long
EP
BR
N
1
N
N
N
Yuanta Financial Holding Co., Ltd
21380045JG57LJEFFE13
YUANTA FINANCIAL HOLDING CO COMMON STOCK
N/A
21414183.00000000
NS
18204194.70000000
0.192266632643
Long
EC
TW
N
2
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
541700.00000000
NS
15679045.52000000
0.165596849236
Long
EC
JP
N
2
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
415924.00000000
NS
26633657.54000000
0.281295807620
Long
EC
FR
N
2
N
N
N
GENMAB A/S
529900MTJPDPE4MHJ122
GENMAB A/S COMMON STOCK
N/A
75225.00000000
NS
28934530.63000000
0.305596861769
Long
EC
DK
N
2
N
N
N
SCREEN Holdings Co.,Ltd.
353800ND89FTQ9XQ0R07
SCREEN HOLDINGS CO LTD COMMON STOCK
N/A
381800.00000000
NS
38210362.09000000
0.403565099814
Long
EC
JP
N
2
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD COMMON STOCK
N/A
2913040.00000000
NS
47056168.08000000
0.496991552275
Long
EC
HK
N
2
N
N
N
Oppein Home Group Inc.
N/A
OPPEIN HOME GROUP INC-A COMMON STOCK
N/A
973750.00000000
NS
18505745.90000000
0.195451515839
Long
EC
CN
N
2
N
N
N
QATAR NATIONAL BANK (Q.P.S.C.)
549300FFSRVBS0SQXY75
QATAR NATIONAL BANK COMMON STOCK
N/A
1201631.00000000
NS
6399237.87000000
0.067586615998
Long
EC
QA
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
1084473.00000000
NS
115705698.18000000
1.222044992014
Long
EC
DK
N
2
N
N
N
Home Capital Group Inc.
529900BYMJZJJLBC8L85
HOME CAPITAL GROUP INC COMMON STOCK
436913107
497200.00000000
NS
16065590.89000000
0.169679412506
Long
EC
CA
N
1
N
N
N
FERREXPO PLC
213800CEDKSNUTPAQZ41
FERREXPO PLC COMMON STOCK
N/A
2429432.00000000
NS
9335975.06000000
0.098603454688
Long
EC
GB
N
2
N
N
N
INDUSTRIAL BANK CO.,LTD.
300300C1030935001303
INDUSTRIAL BANK CO LTD -A COMMON STOCK
N/A
6712700.00000000
NS
18969745.74000000
0.200352127388
Long
EC
CN
N
2
N
N
N
SAMSUNG CARD CO.,LTD
N/A
SAMSUNG CARD CO COMMON STOCK
N/A
32499.00000000
NS
888444.73000000
0.009383456908
Long
EC
KR
N
2
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co Ltd PREFERRED STOCK
N/A
455426.00000000
NS
24569873.66000000
0.259498810628
Long
EP
KR
N
2
N
N
N
WENDEL SE
969500M98ZMIZYJD5O34
WENDEL COMMON STOCK
N/A
23104.00000000
NS
2623746.21000000
0.027711132352
Long
EC
FR
N
2
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER NV COMMON STOCK
N/A
284443.00000000
NS
14538680.49000000
0.153552694143
Long
EC
NL
N
2
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
482500.00000000
NS
10537734.99000000
0.111296042237
Long
EC
JP
N
2
N
N
N
NICHIREI CORPORATION
529900MX3GPXXKO0MT06
NICHIREI CORP COMMON STOCK
N/A
879700.00000000
NS
20028978.31000000
0.211539388499
Long
EC
JP
N
2
N
N
N
Midea Group Co., Ltd.
3003003TRPHLHZD2IF61
MIDEA GROUP CO LTD-A COMMON STOCK
N/A
4859057.00000000
NS
51652947.35000000
0.545541201727
Long
EC
CN
N
2
N
N
N
Unid Co Ltd
N/A
UNID CO LTD COMMON STOCK
N/A
12581.00000000
NS
1041471.55000000
0.010999675141
Long
EC
KR
N
2
N
N
N
XINYI GLASS HOLDINGS LIMITED
52990082YXVVZFK1QJ17
XINYI GLASS HOLDINGS LTD COMMON STOCK
N/A
12900000.00000000
NS
31384995.24000000
0.331477851659
Long
EC
HK
N
2
N
N
N
The Siam Commercial Bank Public Company Limited
54930068OELHUBHH1U03
SIAM COMMERCIAL BANK-FOREIGN COMMON STOCK
N/A
16592700.00000000
NS
60235962.65000000
0.636192146570
Long
EC
TH
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-14067.37000000
-0.00014857486
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
5823390000.00000000
KRW
4900605.91000000
USD
2022-01-20
-14067.37000000
N
N
N
LINDE PUBLIC LIMITED COMPANY
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
N/A
123091.00000000
NS
38742841.85000000
0.409188973437
Long
EC
DE
N
2
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-01-04
N/A
1.00000000
NC
-196661.06000000
-0.00207706852
N/A
DFE
BR
N
2
UBS SECURITIES LLC
N/A
24143755.20000000
USD
136228000.00000000
BRL
2022-01-04
-196661.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2021-12-02
N/A
1.00000000
NC
USD
34742.44000000
0.000366938063
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
12446000.00000000
BRL
2238100.76000000
USD
2021-12-02
34742.44000000
N
N
N
CLICKS GROUP LIMITED
378900E967958A677472
CLICKS GROUP LTD COMMON STOCK
N/A
673190.00000000
NS
11936620.61000000
0.126070605574
Long
EC
ZA
N
2
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
DANONE COMMON STOCK
N/A
393810.00000000
NS
22905516.93000000
0.241920429971
Long
EC
FR
N
2
N
N
N
ALSTOM SA
96950032TUYMW11FB530
ALSTOM COMMON STOCK
N/A
774774.00000000
NS
27318994.32000000
0.288534106105
Long
EC
FR
N
2
N
N
N
Koninklijke DSM N.V.
724500SNT1MK246AHP04
KONINKLIJKE DSM NV COMMON STOCK
N/A
171652.00000000
NS
36772871.14000000
0.388382799857
Long
EC
NL
N
2
N
N
N
EXOR N.V.
5493002ENHZ6NYET7405
EXOR NV COMMON STOCK
N/A
140688.00000000
NS
12276387.89000000
0.129659114261
Long
EC
IT
N
2
N
N
N
Woori Financial Group Inc.
N/A
WOORI FINANCIAL GROUP INC COMMON STOCK
N/A
73781.00000000
NS
780829.24000000
0.008246857997
Long
EC
KR
N
2
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
CARL ZEISS MEDITEC AG - BR COMMON STOCK
N/A
69015.00000000
NS
13732867.12000000
0.145041962098
Long
EC
DE
N
2
N
N
N
LES VETEMENTS DE SPORT GILDAN INC.
549300SB3IBI34M00Z45
GILDAN ACTIVEWEAR INC COMMON STOCK
375916103
165800.00000000
NS
6688610.85000000
0.070642876896
Long
EC
CA
N
1
N
N
N
DONGYUE GROUP LIMITED
529900EJNEZTJBHCHW95
DONGYUE GROUP COMMON STOCK
N/A
2922000.00000000
NS
5539185.44000000
0.058503029092
Long
EC
HK
N
2
N
N
N
EMPIRE COMPANY LIMITED
549300TX0ZUSTEF7C719
EMPIRE CO LTD 'A' COMMON STOCK
291843407
83700.00000000
NS
2390030.40000000
0.025242703920
Long
EC
CA
N
1
N
N
N
Colopl Inc
N/A
COLOPL INC COMMON STOCK
N/A
178100.00000000
NS
1082459.68000000
0.011432578099
Long
EC
JP
N
2
N
N
N
AGFA-GEVAERT NV
549300IHBDUTUNQJJB79
AGFA-GEVAERT NV COMMON STOCK
N/A
15605.00000000
NS
62226.72000000
0.000657217861
Long
EC
BE
N
2
N
N
N
CHINA SANJIANG FINE CHEMICALS COMPANY LIMITED
529900V0YYM4KPD68R21
CHINA SANJIANG FINE CHEMICAL COMMON STOCK
N/A
1844242.00000000
NS
564086.03000000
0.005957688505
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2021-12-07
N/A
1.00000000
NC
USD
1858219.22000000
0.019625891616
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
6298238000.00000000
HUF
21265912.11000000
USD
2021-12-07
1858219.22000000
N
N
N
Mitsubishi Electric Corporation
549300TRXM9Y6561AX39
MITSUBISHI ELECTRIC CORP COMMON STOCK
N/A
513200.00000000
NS
6402725.93000000
0.067623455724
Long
EC
JP
N
2
N
N
N
Alcon AG
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK
N/A
114430.00000000
NS
8934345.49000000
0.094361577128
Long
EC
CH
N
2
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
747032.00000000
NS
70594942.26000000
0.745600234105
Long
EC
FR
N
2
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS COMMON STOCK
N/A
2212572.00000000
NS
37465477.30000000
0.395697875109
Long
EC
FR
N
2
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
LUNDIN ENERGY AB COMMON STOCK
N/A
63811.00000000
NS
2251093.96000000
0.023775303581
Long
EC
SE
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2021-12-01
N/A
1.00000000
NC
-4241.50000000
-0.00004479730
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2270924.70000000
USD
2013766.69000000
EUR
2021-12-01
-4241.50000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL COMMON STOCK
N/A
1452060.00000000
NS
38945402.43000000
0.411328350722
Long
EC
NL
N
2
N
N
N
TECHTRONIC INDUSTRIES COMPANY LIMITED
549300HZW2SBE758OK89
TECHTRONIC INDUSTRIES CO LTD COMMON STOCK
N/A
381000.00000000
NS
7813533.63000000
0.082523936095
Long
EC
HK
N
2
N
N
N
GENERAL INTERFACE SOLUTION (GIS) HOLDING LIMITED
529900UF1EE97VL5NU66
GENERAL INTERFACE SOLUTION COMMON STOCK
N/A
693000.00000000
NS
2475501.75000000
0.026145423811
Long
EC
TW
N
2
N
N
N
METAUX RUSSEL INC.
5493005F9VPHFO17OV54
RUSSEL METALS INC COMMON STOCK
781903604
16300.00000000
NS
421096.04000000
0.004447475923
Long
EC
CA
N
1
N
N
N
Entain plc
213800GNI3K45LQR8L28
ENTAIN PLC COMMON STOCK
N/A
1141250.00000000
NS
25036655.43000000
0.264428803993
Long
EC
GB
N
2
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
SIEMENS ENERGY AG NPV COMMON STOCK
N/A
104527.00000000
NS
2760705.41000000
0.029157649742
Long
EC
DE
N
2
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
108282.00000000
NS
USD
38699986.80000000
0.408736352693
Long
EC
US
N
1
N
N
N
SK hynix Inc.
988400XAIK6XISWQV045
SK HYNIX INC COMMON STOCK
N/A
627130.00000000
NS
59482459.57000000
0.628233898361
Long
EC
KR
N
2
N
N
N
ARISTOCRAT LEISURE LIMITED
529900TE2HO3OZKYKC27
ARISTOCRAT LEISURE LTD COMMON STOCK
N/A
173980.00000000
NS
5356298.28000000
0.056571435908
Long
EC
AU
N
2
N
N
N
West Fraser Timber Co. Ltd.
5493005WD1ZK6WBVR988
WEST FRASER TIMBER CO LTD COMMON STOCK
952845105
30200.00000000
NS
2472878.08000000
0.026117713483
Long
EC
CA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-21296.94000000
-0.00022493117
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
2939602.67000000
USD
2587000.00000000
EUR
2022-02-10
-21296.94000000
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
IPSEN COMMON STOCK
N/A
62126.00000000
NS
6021713.21000000
0.063599326458
Long
EC
FR
N
2
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
VIFOR PHARMA AG COMMON STOCK
N/A
23656.00000000
NS
2630174.09000000
0.027779021477
Long
EC
CH
N
2
N
N
N
MELROSE INDUSTRIES PLC
213800RGNXXZY2M7TR85
MELROSE INDUSTRIES PLC COMMON STOCK
N/A
47396018.24380000
NS
90160791.61000000
0.952248209000
Long
EC
GB
N
2
N
N
N
MACRONIX INTERNATIONAL CO., LTD.
N/A
MACRONIX INTERNATIONAL CO COMMON STOCK
N/A
1125000.00000000
NS
1707963.48000000
0.018038940606
Long
EC
TW
N
2
N
N
N
TRANSCONTINENTAL INC.
549300C86G4JLR01YF53
TRANSCONTINENTAL INC-CL A COMMON STOCK
893578104
17583.00000000
NS
255082.34000000
0.002694094595
Long
EC
CA
N
1
N
N
N
ROYAL MAIL PLC
213800TCZZU84G8Z2M70
ROYAL MAIL PLC COMMON STOCK
N/A
511368.00000000
NS
3394149.25000000
0.035847872303
Long
EC
GB
N
2
N
N
N
KING YUAN ELECTRONICS CO., LTD.
N/A
KING YUAN ELECTRONICS CO LTD COMMON STOCK
N/A
13443000.00000000
NS
20992499.07000000
0.221715773396
Long
EC
TW
N
2
N
N
N
BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA
5493000LKS7B3UTF7H35
BANK PEKAO SA COMMON STOCK
N/A
772470.00000000
NS
22147281.74000000
0.233912202793
Long
EC
PL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-02-10
N/A
1.00000000
NC
USD
4285984.84000000
0.045267142344
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
152736000.00000000
EUR
176582213.47000000
USD
2022-02-10
4285984.84000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-01-07
N/A
1.00000000
NC
-4576.79000000
-0.00004833852
N/A
DFE
IN
N
2
BARCLAYS CAPITAL INC.
N/A
2154281.68000000
USD
162167000.00000000
INR
2022-01-07
-4576.79000000
N
N
N
N/A
N/A
TOPIX INDX FUTR DEC21 PHYSICAL INDEX FUTURE.
N/A
595.00000000
NC
99354440.98000000
1.049348467221
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
106170362.95000000
JPY
-6815921.97000000
N
N
N
Galaxy Entertainment Group Limited
549300ZSEBV3HR826S10
GALAXY ENTERTAINMENT GROUP L COMMON STOCK
N/A
3508000.00000000
NS
19102782.85000000
0.201757220971
Long
EC
HK
N
2
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK
N/A
38435.00000000
NS
29692328.26000000
0.313600467583
Long
EC
FR
N
2
N
N
N
Rheinmetall Aktiengesellschaft
5299001OU9CSE29O6S05
RHEINMETALL AG COMMON STOCK
N/A
528540.00000000
NS
46715230.59000000
0.493390684221
Long
EC
DE
N
2
N
N
N
K+S Aktiengesellschaft
529900YURAYD4IJX2J91
K+S AG-REG COMMON STOCK
N/A
90574.00000000
NS
1534685.22000000
0.016208833418
Long
EC
DE
N
2
N
N
N
Lenovo Group Limited
254900VUZRGD5U73RE46
LENOVO GROUP LTD COMMON STOCK
N/A
11838000.00000000
NS
12022534.36000000
0.126977997947
Long
EC
HK
N
2
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP COMMON STOCK
N/A
4222700.00000000
NS
82361741.87000000
0.869877246920
Long
EC
JP
N
2
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV COMMON STOCK
N6596X109
122297.00000000
NS
USD
27316257.92000000
0.288505205160
Long
EC
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
SECURITAS AB-B SHS COMMON STOCK
N/A
1783140.00000000
NS
25602628.92000000
0.270406427222
Long
EC
SE
N
2
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML HOLDING NV COMMON STOCK
N/A
166189.00000000
NS
130032623.51000000
1.373361198786
Long
EC
NL
N
2
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP BANK PLC COMMON STOCK
N/A
557668.00000000
NS
30570928.26000000
0.322879947738
Long
EC
HU
N
2
N
N
N
INTERFOR CORPORATION
549300P4G5UZ3AMJE056
INTERFOR CORP COMMON STOCK
45868C109
48800.00000000
NS
1213532.90000000
0.012816929731
Long
EC
CA
N
1
N
N
N
N/A
N/A
PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND
N/A
-36610458.35400000
PA
USD
-36610458.35000000
-0.38666745014
Short
DBT
CORP
US
N
2
2049-12-31
Floating
0.00000000
N
N
N
N
N
N
KINGFISHER PLC
213800KBMEV7I92FY281
KINGFISHER PLC COMMON STOCK
N/A
22375877.84350000
NS
93584693.46000000
0.988410318341
Long
EC
GB
N
2
N
N
N
CTBC Financial Holding Co., Ltd.
549300IWDYIFW6JXM387
CTBC FINANCIAL HOLDING CO LT COMMON STOCK
N/A
500000.00000000
NS
437274.64000000
0.004618348900
Long
EC
TW
N
2
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP COMMON STOCK
371901109
698393.00000000
NS
USD
24045670.99000000
0.253962356868
Long
EC
US
N
1
N
N
N
Andritz AG
549300VZKC61IR5U8G96
ANDRITZ AG COMMON STOCK
N/A
104561.00000000
NS
4940188.42000000
0.052176622355
Long
EC
AT
N
2
N
N
N
PT United Tractors Tbk
529900N9ELYOWQV4FW14
UNITED TRACTORS TBK PT COMMON STOCK
N/A
1232400.00000000
NS
1832274.44000000
0.019351871503
Long
EC
ID
N
2
N
N
N
CIFI HOLDINGS GR - RTS
N/A
CIFI HOLDINGS GR - RTS ISSUE 1:20 / TERMS 1:1
N/A
2194600.00000000
NC
70377.19000000
0.000743300407
N/A
DE
HK
N
1
CIFI HOLDINGS GR - RTS
N/A
N/A
N/A
2021-12-27
XXXX
70377.19000000
N
N
N
CANFOR CORPORATION
N/A
CANFOR CORP COMMON STOCK
137576104
177499.00000000
NS
3770539.25000000
0.039823177943
Long
EC
CA
N
1
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
STRAUMANN HOLDING AG-REG COMMON STOCK
N/A
10599.00000000
NS
22393956.73000000
0.236517501763
Long
EC
CH
N
2
N
N
N
SANDFIRE RESOURCES LIMITED
213800ZW52P23FVH1V47
SANDFIRE RESOURCES LTD COMMON STOCK
N/A
121866.00000000
NS
512664.82000000
0.005414594836
Long
EC
AU
N
2
N
N
N
SUZUKI MOTOR CORPORATION
353800D83H0V3ZV1SV24
SUZUKI MOTOR CORP COMMON STOCK
N/A
781700.00000000
NS
31255311.60000000
0.330108176307
Long
EC
JP
N
2
N
N
N
Hong Kong Exchanges and Clearing Limited
213800YTVSXYQN17BW16
HONG KONG EXCHANGES & CLEAR COMMON STOCK
N/A
535535.00000000
NS
29496322.70000000
0.311530322234
Long
EC
HK
N
2
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-01-07
N/A
1.00000000
NC
-101162.54000000
-0.00106844500
N/A
DFE
IN
N
2
BARCLAYS CAPITAL INC.
N/A
16982550.43000000
USD
1273479000.00000000
INR
2022-01-07
-101162.54000000
N
N
N
Asia Vital Components Co., Ltd.
N/A
ASIA VITAL COMPONENTS COMMON STOCK
N/A
163000.00000000
NS
514732.52000000
0.005436433193
Long
EC
TW
N
2
N
N
N
Husqvarna Aktiebolag
549300GYQIIJ3UXB7655
HUSQVARNA AB-B SHS COMMON STOCK
N/A
535375.00000000
NS
7498666.20000000
0.079198411319
Long
EC
SE
N
2
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
FORTUM OYJ COMMON STOCK
N/A
280900.00000000
NS
8021116.42000000
0.084716356286
Long
EC
FI
N
2
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
276088937.51000000
NS
USD
276088937.51000000
2.915959272029
Long
STIV
RF
US
N
2
N
N
N
KoreaGasCorporation
988400TFZILHBD5M3R71
KOREA GAS CORPORATION COMMON STOCK
N/A
25250.00000000
NS
746475.52000000
0.007884025464
Long
EC
KR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-6116.82000000
-0.00006460381
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
62608000.00000000
TWD
2263820.74000000
USD
2022-01-20
-6116.82000000
N
N
N
LITE-ON TECHNOLOGY CORPORATION
2549005GU1PQ73SZBT32
LITE-ON TECHNOLOGY CORP COMMON STOCK
N/A
3035000.00000000
NS
6556277.36000000
0.069245214713
Long
EC
TW
N
2
N
N
N
Tokyo Electron Limited
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD COMMON STOCK
N/A
74195.00000000
NS
38638808.12000000
0.408090203880
Long
EC
JP
N
2
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA COMMON STOCK
N/A
3799127.00000000
NS
45341806.66000000
0.478885038760
Long
EC
IT
N
2
N
N
N
Kirin Holdings Company, Limited
353800GBVL72LLMTYM96
KIRIN HOLDINGS CO LTD COMMON STOCK
497350108
302500.00000000
NS
4822254.31000000
0.050931041620
Long
EC
JP
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
1748980.00000000
NS
30691778.34000000
0.324156325975
Long
EC
DE
N
2
N
N
N
PETRONAS CHEMICALS GROUP BERHAD
N/A
PETRONAS CHEMICALS GROUP BHD COMMON STOCK
N/A
2583500.00000000
NS
5219673.28000000
0.055128448227
Long
EC
MY
N
2
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
EUROFINS SCIENTIFIC COMMON STOCK
N/A
75702.00000000
NS
9645063.15000000
0.101867940002
Long
EC
FR
N
2
N
N
N
POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA
QLPCKOOKVX32FUELX240
POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK
N/A
438548.00000000
NS
3805663.66000000
0.040194150246
Long
EC
PL
N
2
N
N
N
POWER GRID CORPORATION OF INDIA LIMITED
3358009SHWZ3DZEQ4Z56
POWER GRID CORP OF INDIA LTD COMMON STOCK
Y7028N105
9510796.00000000
NS
26186504.56000000
0.276573126987
Long
EC
IN
N
2
N
N
N
Wise PLC
213800LD9XCHIC1C4V71
WISE PLC - A COMMON STOCK
N/A
247637.00000000
NS
2691282.22000000
0.028424425164
Long
EC
GB
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-5455.29000000
-0.00005761695
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
6373385.64000000
USD
5645000.00000000
EUR
2022-02-10
-5455.29000000
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO COMMON STOCK
N/A
59739.00000000
NS
13149076.91000000
0.138876164616
Long
EC
KR
N
2
N
N
N
XP Inc.
5493008KDA8NBZRJST80
XP INC - CLASS A COMMON STOCK
G98239109
732959.00000000
NS
USD
21021264.12000000
0.222019580260
Long
EC
US
N
1
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
INDO TAMBANGRAYA MEGAH TBK P COMMON STOCK
N/A
204682.00000000
NS
307801.01000000
0.003250891604
Long
EC
ID
N
2
N
N
N
PIRELLI & C. S.P.A.
815600A0C9AFC1F2A709
PIRELLI & C SPA COMMON STOCK
N/A
5717190.00000000
NS
34835645.33000000
0.367922466989
Long
EC
IT
Y
2
N
N
N
TIS Inc.
35380064HYEZXBQHDF07
TIS INC COMMON STOCK
N/A
339500.00000000
NS
10440560.76000000
0.110269720430
Long
EC
JP
N
2
N
N
N
HONG LEONG FINANCIAL GROUP BERHAD
549300EGI40XD5GGWS62
HONG LEONG FINANCIAL GROUP COMMON STOCK
N/A
123020.00000000
NS
502420.52000000
0.005306397956
Long
EC
MY
N
1
N
N
N
Fortnox AB
549300MSNMHPC3O60W78
FORTNOX AB COMMON STOCK
N/A
65050.00000000
NS
3932256.62000000
0.041531182866
Long
EC
SE
N
2
N
N
N
B3 S.A. - BRASIL, BOLSA, BALCAO
4GTK5S46E6H318LMDS44
B3 SA-BRASIL BOLSA BALCAO COMMON STOCK
N/A
9854050.00000000
NS
19416245.74000000
0.205067911464
Long
EC
BR
N
1
N
N
N
Shinhan Financial Group Co., Ltd.
988400EB8A6G49E5KO54
SHINHAN FINANCIAL GROUP LTD COMMON STOCK
N/A
274603.00000000
NS
7994605.41000000
0.084436355841
Long
EC
KR
N
2
N
N
N
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA
969500MMPQVHK671GT54
AIR LIQUIDE SA COMMON STOCK
N/A
172380.00000000
NS
28214041.47000000
0.297987295571
Long
EC
FR
N
2
N
N
N
REMY COINTREAU SA
5493004V6A3Z027YT216
REMY COINTREAU COMMON STOCK
N/A
28345.00000000
NS
6621430.85000000
0.069933344143
Long
EC
FR
N
2
N
N
N
LX Semicon Co Ltd
N/A
LX SEMICON CO LTD COMMON STOCK
N/A
14574.00000000
NS
1307197.66000000
0.013806185685
Long
EC
KR
N
2
N
N
Z Holdings Corporation
52990078MD2OL792YM35
Z HOLDINGS CORP COMMON STOCK
N/A
4952200.00000000
NS
32566887.71000000
0.343960605722
Long
EC
JP
N
2
N
N
N
National Industrialization Company JSC
N/A
NATIONAL INDUSTRIALIZATION C COMMON STOCK
N/A
1359610.00000000
NS
7277073.48000000
0.076858022920
Long
EC
SA
N
2
N
N
N
Metso Outotec Oyj
549300R0VN9C371W0E07
METSO OUTOTEC OYJ COMMON STOCK
N/A
465470.00000000
NS
4671364.48000000
0.049337393563
Long
EC
FI
N
2
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV COMMON STOCK
N/A
1206426.00000000
NS
19804552.04000000
0.209169073090
Long
EC
GB
N
2
N
N
N
INDUSTRIES TOROMONT LTEE
5493008W5EPRSLQ0B737
TOROMONT INDUSTRIES LTD COMMON STOCK
891102105
227514.00000000
NS
19030442.94000000
0.200993190970
Long
EC
CA
N
1
N
N
N
YAPI VE KREDI BANKASI ANONIM SIRKETI
B85ZYWEZ5IZCZ2WNIO12
YAPI VE KREDI BANKASI COMMON STOCK
N/A
1299704.00000000
NS
310060.49000000
0.003274755478
Long
EC
TR
N
2
N
N
N
TINGYI (CAYMAN ISLANDS) HOLDING CORP.
5299009MPI9B60VN4P25
TINGYI (CAYMAN ISLN) HLDG CO COMMON STOCK
N/A
992000.00000000
NS
1918373.64000000
0.020261222536
Long
EC
HK
N
2
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2021-12-02
N/A
1.00000000
NC
-154260.02000000
-0.00162924287
N/A
DFE
BR
N
2
UBS SECURITIES LLC
N/A
26565880.50000000
USD
149190000.00000000
BRL
2021-12-02
-154260.02000000
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP COMMON STOCK
N/A
796155.00000000
NS
51834419.71000000
0.547457852266
Long
EC
KR
N
2
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD COMMON STOCK
N/A
42240.00000000
NS
5820625.91000000
0.061475509465
Long
EC
AU
N
2
N
N
N
Siemens Aktiengesellschaft
W38RGI023J3WT1HWRP32
SIEMENS AG-REG COMMON STOCK
N/A
209049.00000000
NS
33267088.04000000
0.351355888064
Long
EC
DE
N
2
N
N
N
NISSAN TOKYO SALES HOLDINGS CO., LTD.
N/A
NISSAN TOKYO SALES HOLDINGS COMMON STOCK
N/A
86600.00000000
NS
171205.79000000
0.001808218450
Long
EC
JP
N
2
N
N
N
BE Semiconductor Industries N.V.
7245007A1YFLI2GNYX06
BE SEMICONDUCTOR INDUSTRIES COMMON STOCK
N/A
80114.00000000
NS
7569136.55000000
0.079942695651
Long
EC
NL
N
2
N
N
N
Workman Co Ltd
N/A
WORKMAN CO LTD COMMON STOCK
N/A
113400.00000000
NS
5883240.29000000
0.062136821663
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RUB SETTLE 2021-12-15
N/A
1.00000000
NC
USD
-32742.43000000
-0.00034581462
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
161525000.00000000
RUB
2132016.75000000
USD
2021-12-15
-32742.43000000
N
N
N
KEYENCE CORPORATION
529900M7PQBS7A89DZ11
KEYENCE CORP COMMON STOCK
N/A
46032.00000000
NS
28274263.53000000
0.298623340883
Long
EC
JP
N
2
N
N
N
China Coal Energy Company Limited
529900KRC89344UI3Z10
CHINA COAL ENERGY CO-H COMMON STOCK
N/A
5173645.00000000
NS
2591771.48000000
0.027373425919
Long
EC
HK
N
2
N
N
N
Showa Denko K.K.
5493006AIPA1V92YPP18
SHOWA DENKO K K COMMON STOCK
N/A
1720700.00000000
NS
37530485.65000000
0.396384471619
Long
EC
JP
N
2
N
N
N
Taishin Financial Holding Co., Ltd.
N/A
TAISHIN FINANCIAL HOLDING COMMON STOCK
N/A
2899252.00000000
NS
1936416.76000000
0.020451787951
Long
EC
TW
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2021-12-07
N/A
1.00000000
NC
USD
1025642.73000000
0.010832496424
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
58354000.00000000
PLN
15130077.34000000
USD
2021-12-07
1025642.73000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
403177.00000000
NS
156660792.66000000
1.654599039861
Long
EC
CH
N
2
N
N
N
ESSILORLUXOTTICA SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA COMMON STOCK
N/A
50300.00000000
NS
10037800.49000000
0.106015900794
Long
EC
FR
N
2
N
N
N
Qisda Corporation
254900H95TJC2CV11X50
QISDA CORP COMMON STOCK
N/A
526000.00000000
NS
556333.94000000
0.005875813516
Long
EC
TW
N
2
N
N
N
SOUTHERN COPPER CORPORATION
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP COMMON STOCK
84265V105
21341.00000000
NS
USD
1248448.50000000
0.013185696652
Long
EC
US
N
1
N
N
N
Grupo Financiero Banorte, S.A.B. de C.V.
N/A
GRUPO FINANCIERO BANORTE-O COMMON STOCK
N/A
5503930.00000000
NS
32717002.17000000
0.345546064579
Long
EC
MX
N
1
N
N
N
Georg Fischer AG
529900CMRQYW4U1W2456
FISCHER (GEORG)-REG COMMON STOCK
N/A
955.00000000
NS
1381765.04000000
0.014593741482
Long
EC
CH
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-01-14
N/A
1.00000000
NC
USD
58011.15000000
0.000612694417
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
2781400.00000000
GBP
3740298.78000000
USD
2022-01-14
58011.15000000
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
NUTRIEN LTD COMMON STOCK
67077M108
179700.00000000
NS
11862329.28000000
0.125285965326
Long
EC
CA
N
1
N
N
N
SAMSUNG FIRE & MARINE INSURANCE CO., LTD.
988400JMBDK47EW0Z936
SAMSUNG FIRE & MARINE INS COMMON STOCK
N/A
2266.00000000
NS
384507.21000000
0.004061036904
Long
EC
KR
N
2
N
N
N
ATLASSIAN CORPORATION PLC
549300AGBII4MWBVJY22
ATLASSIAN CORP PLC-CLASS A COMMON STOCK
G06242104
73580.00000000
NS
USD
27689625.60000000
0.292448590065
Long
EC
US
N
1
N
N
N
CHAODA MODERN AGRICULTURE (HOLDINGS) LIMITED
529900GAN2OWXO8O5S70
CHAODA MODERN AGRICULTURE COMMON STOCK
N/A
52790.00000000
NS
277.52000000
0.000002931073
Long
EC
HK
N
2
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BIONTECH SE-ADR DEPOSITARY RECEIPT
09075V102
86977.00000000
NS
USD
30593289.98000000
0.323116124766
Long
EC
US
N
1
N
N
Tecan Group AG
529900CSN9R3BLETSL26
TECAN GROUP AG-REG COMMON STOCK
N/A
4227.00000000
NS
2504797.01000000
0.026454830576
Long
EC
CH
N
2
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-22657.25000000
-0.00023929831
N/A
DFE
HK
N
2
ROYAL BANK OF SCOTLAND
N/A
19984732.34000000
USD
155609000.00000000
HKD
2022-02-10
-22657.25000000
N
N
N
MINES AGNICO EAGLE LIMITEE
YGE0EUBRF7IJOB3QRX76
AGNICO EAGLE MINES LTD COMMON STOCK
008474108
299698.00000000
NS
14877431.12000000
0.157130465311
Long
EC
CA
N
1
N
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV COMMON STOCK
N/A
293434.00000000
NS
18438290.62000000
0.194739075671
Long
EC
NL
N
2
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
SAMPO OYJ-A SHS COMMON STOCK
N/A
116380.00000000
NS
5685323.70000000
0.060046492652
Long
EC
FI
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-02-09
N/A
1.00000000
NC
USD
-22553.84000000
-0.00023820613
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
898075000.00000000
JPY
7896483.81000000
USD
2022-02-09
-22553.84000000
N
N
N
IHS MARKIT LTD.
549300HLPTRASHS0E726
IHS MARKIT LTD COMMON STOCK
G47567105
283334.00000000
NS
USD
36215751.88000000
0.382498692053
Long
EC
US
N
1
N
N
N
Bank of Communications Co., Ltd.
549300AX1UM10U30HK09
BANK OF COMMUNICATIONS CO-H COMMON STOCK
N/A
3656985.00000000
NS
2124229.65000000
0.022435405053
Long
EC
HK
N
2
N
N
N
UNIMICRON TECHNOLOGY CORP.
N/A
UNIMICRON TECHNOLOGY CORP COMMON STOCK
N/A
260000.00000000
NS
2124247.08000000
0.022435589143
Long
EC
TW
N
2
N
N
N
HOWDEN JOINERY GROUP PLC
213800KC1LJOJTY3JP45
HOWDEN JOINERY GROUP PLC COMMON STOCK
N/A
128987.00000000
NS
1476273.49000000
0.015591908209
Long
EC
GB
N
2
N
N
N
NOVATEK MICROELECTRONICS CORP.
N/A
NOVATEK MICROELECTRONICS COR COMMON STOCK
N/A
2009000.00000000
NS
33275047.74000000
0.351439955761
Long
EC
TW
N
2
N
N
N
Nomad Foods Limited
5493000ZZ1837DS2SI43
NOMAD FOODS LTD COMMON STOCK
G6564A105
2572653.00000000
NS
USD
61460680.17000000
0.649127204527
Long
EC
US
N
1
N
N
N
BANQUE NATIONALE DU CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMMON STOCK
633067103
168771.00000000
NS
13060412.51000000
0.137939720796
Long
EC
CA
N
1
N
N
N
BANCA GENERALI - SOCIETA PER AZIONI
815600903231FA2E7698
BANCA GENERALI SPA COMMON STOCK
N/A
41983.00000000
NS
1710733.91000000
0.018068200963
Long
EC
IT
N
2
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
N/A
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
198400.00000000
NS
8079526.04000000
0.085333259211
Long
EC
CA
N
1
N
N
N
INFOSYS LIMITED
335800TYLGG93MM7PR89
INFOSYS LTD-SP ADR DEPOSITARY RECEIPT
456788108
209770.00000000
NS
USD
4736606.60000000
0.050026459074
Long
EC
US
N
1
N
N
N
DINO POLSKA SPOLKA AKCYJNA
259400H4L81SMPRTW956
DINO POLSKA SA COMMON STOCK
N/A
47040.00000000
NS
3870787.29000000
0.040881964305
Long
EC
PL
Y
2
N
N
N
DOLLARAMA INC.
5493002GJ0NJP1HI0C79
DOLLARAMA INC COMMON STOCK
25675T107
245276.00000000
NS
10550615.59000000
0.111432082838
Long
EC
CA
N
1
N
N
N
United International Transportation Company SJSC
N/A
UNITED INTERNATIONAL TRANSPO COMMON STOCK
N/A
260818.00000000
NS
3181476.90000000
0.033601697876
Long
EC
SA
N
2
N
N
N
CONVATEC GROUP PLC
213800LS272L4FIDOH92
CONVATEC GROUP PLC COMMON STOCK
N/A
18228237.00000000
NS
46567545.59000000
0.491830884509
Long
EC
GB
Y
2
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2021-12-07
N/A
1.00000000
NC
11496.96000000
0.000121427056
N/A
DFE
PA
N
2
UBS SECURITIES LLC
N/A
2229105.38000000
USD
9270000.00000000
PLN
2021-12-07
11496.96000000
N
N
N
KB Financial Group Inc.
529900TKE4MXG3Q6GW86
KB FINANCIAL GROUP INC COMMON STOCK
N/A
1059868.00000000
NS
47358134.93000000
0.500180825427
Long
EC
KR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-01-20
N/A
1.00000000
NC
USD
-23792.99000000
-0.00025129362
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
147068000.00000000
TWD
5308355.89000000
USD
2022-01-20
-23792.99000000
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
112000.00000000
NS
3075015.63000000
0.032477289451
Long
EC
JP
N
2
N
N
N
HYUNDAI STEEL COMPANY
9884006EYA94IB2C3132
HYUNDAI STEEL CO COMMON STOCK
N/A
111743.00000000
NS
3472817.44000000
0.036678739487
Long
EC
KR
N
2
N
N
N
N/A
N/A
EURO STOXX 50 DEC21 PHYSICAL INDEX FUTURE.
N/A
3134.00000000
NC
143820692.91000000
1.518986188953
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
149066102.33000000
EUR
-5245409.42000000
N
N
N
Hitachi, Ltd.
549300T6IPOCDWLKC615
HITACHI LTD COMMON STOCK
N/A
1011400.00000000
NS
59197568.21000000
0.625224970838
Long
EC
JP
N
2
N
N
N
DIP Corporation
N/A
DIP CORP COMMON STOCK
N/A
464500.00000000
NS
16169703.87000000
0.170779019076
Long
EC
JP
N
2
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-02-09
N/A
1.00000000
NC
5147.02000000
0.000054361108
N/A
DFE
JP
N
2
STANDARD BANK
N/A
4327232.98000000
USD
491322600.00000000
JPY
2022-02-09
5147.02000000
N
N
N
DGB Financial Group
N/A
DGB FINANCIAL GROUP INC COMMON STOCK
N/A
183394.00000000
NS
1379218.98000000
0.014566850845
Long
EC
KR
N
2
N
N
N
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA COMMON STOCK
N/A
2784930.00000000
NS
30631713.53000000
0.323521941485
Long
EC
IT
N
2
N
N
N
Cellnex Telecom S.A.
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA COMMON STOCK
N/A
99570.00000000
NS
5831935.65000000
0.061594959167
Long
EC
ES
Y
2
N
N
N
L'OREAL SA
529900JI1GG6F7RKVI53
L'OREAL COMMON STOCK
N/A
71776.00000000
NS
32134373.81000000
0.339392538169
Long
EC
FR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-01-20
N/A
1.00000000
NC
USD
141230.18000000
0.001491626055
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
40475638000.00000000
KRW
34300806.77000000
USD
2022-01-20
141230.18000000
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
SMITH & NEPHEW PLC COMMON STOCK
N/A
3168360.00000000
NS
50780349.38000000
0.536325113012
Long
EC
GB
N
2
N
N
N
TOHO HOLDINGS CO.,LTD.
353800Z8BQ3ZHELA4J90
TOHO HOLDINGS CO LTD COMMON STOCK
N/A
45300.00000000
NS
671650.88000000
0.007093752573
Long
EC
JP
N
2
N
N
N
AMADA CO.,LTD.
529900QF5O6TQGCPDX85
AMADA CO LTD COMMON STOCK
N/A
2280000.00000000
NS
21110652.55000000
0.222963671043
Long
EC
JP
N
2
N
N
N
MICRO-STAR INTERNATIONAL CO.,LTD.
254900F4E0BDGJSSD870
MICRO-STAR INTERNATIONAL CO COMMON STOCK
N/A
1293000.00000000
NS
7539054.36000000
0.079624977594
Long
EC
TW
N
2
N
N
N
MAN GROUP PLC
2549003YWC1DW6LALB09
MAN GROUP PLC/JERSEY COMMON STOCK
N/A
6689506.00000000
NS
18923370.61000000
0.199862328733
Long
EC
GB
N
2
N
N
N
TOURMALINE OIL CORP.
N/A
TOURMALINE OIL CORP COMMON STOCK
89156V106
324400.00000000
NS
10750112.25000000
0.113539100021
Long
EC
CA
N
1
N
N
N
GAZPROM PAO
213800FD9J2IHTA7YX78
GAZPROM PJSC-SPON ADR DEPOSITARY RECEIPT
368287207
606580.00000000
NS
USD
5428891.00000000
0.057338136004
Long
EC
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE COMMON STOCK
N/A
283801.00000000
NS
36208541.71000000
0.382422540642
Long
EC
DE
N
2
N
N
N
FUJITSU LIMITED
3538000246DHJLRTUZ24
FUJITSU LTD COMMON STOCK
N/A
188700.00000000
NS
31325889.66000000
0.330853598237
Long
EC
JP
N
2
N
N
N
Linamar Corporation
549300LW6VIYFRMFBU20
LINAMAR CORP COMMON STOCK
53278L107
13400.00000000
NS
766102.28000000
0.008091316757
Long
EC
CA
N
1
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
MIZRAHI TEFAHOT BANK LTD COMMON STOCK
N/A
137273.00000000
NS
5075874.66000000
0.053609695165
Long
EC
IL
N
2
N
N
N
Yamaha Motor Co., Ltd.
3538004LR5NXILJDHY88
YAMAHA MOTOR CO LTD COMMON STOCK
N/A
99400.00000000
NS
2489243.85000000
0.026290563288
Long
EC
JP
N
2
N
N
N
Hana Financial Group Inc.
N/A
HANA FINANCIAL GROUP COMMON STOCK
N/A
1253837.00000000
NS
41514590.57000000
0.438463258937
Long
EC
KR
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2021-12-01
N/A
1.00000000
NC
USD
137.42000000
0.000001451384
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
96350.98000000
EUR
108589.48000000
USD
2021-12-01
137.42000000
N
N
N
CPFL ENERGIA S.A.
529900GBWSBDXN8GGM28
CPFL ENERGIA SA COMMON STOCK
N/A
4079600.00000000
NS
19095646.57000000
0.201681849962
Long
EC
BR
N
1
N
N
N
Aspeed Technology Inc
N/A
ASPEED TECHNOLOGY INC COMMON STOCK
N/A
7000.00000000
NS
843356.17000000
0.008907246576
Long
EC
TW
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria, S.A.
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK
N/A
1479220.00000000
NS
7821030.08000000
0.082603111099
Long
EC
ES
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co., Ltd.
30030029J1KKCBY19820
SHANGHAI PHARMACEUTICALS-H COMMON STOCK
N/A
22125300.00000000
NS
40301418.38000000
0.425650138904
Long
EC
HK
N
2
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
GLAXOSMITHKLINE PLC-SPON ADR DEPOSITARY RECEIPT
37733W105
14676.00000000
NS
USD
603477.12000000
0.006373724059
Long
EC
US
N
1
N
N
Sands China Ltd.
549300EVO6UZDGY05787
SANDS CHINA LTD COMMON STOCK
N/A
13398400.00000000
NS
31070639.66000000
0.328157732872
Long
EC
HK
N
2
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
64500.00000000
NS
3711499.34000000
0.039199618105
Long
EC
JP
N
2
N
N
N
CAPCOM CO., LTD.
529900JJWQKXS3TC8744
CAPCOM CO LTD COMMON STOCK
N/A
604900.00000000
NS
15029129.82000000
0.158732656383
Long
EC
JP
N
2
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA COMMON STOCK
N/A
471369.00000000
NS
14570122.43000000
0.153884773426
Long
EC
FR
N
2
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC COMMON STOCK
N/A
8310059.00000000
NS
51173891.05000000
0.540481568870
Long
EC
GB
N
2
N
N
N
mixi, Inc.
529900IL3THMH0SFYQ49
MIXI INC COMMON STOCK
N/A
285700.00000000
NS
5062922.50000000
0.053472898771
Long
EC
JP
N
2
N
N
N
EDP - Energias de Portugal, S.A.
529900CLC3WDMGI9VH80
EDP-ENERGIAS DE PORTUGAL SA COMMON STOCK
N/A
8390810.00000000
NS
45762832.86000000
0.483331777056
Long
EC
PT
N
2
N
N
N
SMS CO., LTD.
N/A
SMS CO LTD COMMON STOCK
N/A
347000.00000000
NS
12908699.68000000
0.136337380487
Long
EC
JP
N
2
N
N
N
ENDAVA PLC
213800JJ6CRPCWCQVZ25
ENDAVA PLC- SPON ADR DEPOSITARY RECEIPT
29260V105
42978.00000000
NS
USD
6727776.12000000
0.071056527415
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-02-09
N/A
1.00000000
NC
USD
-4933.37000000
-0.00005210460
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
132387000.00000000
JPY
1162427.53000000
USD
2022-02-09
-4933.37000000
N
N
N
HOLTEK SEMICONDUCTOR INC.
N/A
HOLTEK SEMICONDUCTOR INC COMMON STOCK
N/A
388000.00000000
NS
1472008.02000000
0.015546857737
Long
EC
TW
N
2
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD COMMON STOCK
N/A
383100.00000000
NS
22614720.05000000
0.238849130316
Long
EC
HK
N
2
N
N
N
INDIAN OIL CORPORATION LIMITED
335800J8OBWE4VFUDG88
INDIAN OIL CORP LTD COMMON STOCK
Y3925Y112
296602.00000000
NS
468668.93000000
0.004949924920
Long
EC
IN
N
2
N
N
N
APTIV PLC
N/A
APTIV PLC COMMON STOCK
G6095L109
206888.00000000
NS
USD
33174490.80000000
0.350377906900
Long
EC
US
N
1
N
N
N
CIFI HOLDINGS (GROUP) CO. LTD.
549300WGKSV867C0JF48
CIFI HOLDINGS GROUP CO LTD COMMON STOCK
N/A
43892000.00000000
NS
23998281.84000000
0.253461848472
Long
EC
HK
N
2
N
N
N
Astra Industrial Group Company SJSC
N/A
ASTRA INDUSTRIAL GROUP COMMON STOCK
N/A
142790.00000000
NS
1362914.18000000
0.014394644986
Long
EC
SA
N
2
N
N
N
Companhia Siderurgica Nacional
529900K40TEND42S0T46
CIA SIDERURGICA NACIONAL SA COMMON STOCK
N/A
713551.00000000
NS
2753828.22000000
0.029085015155
Long
EC
BR
N
1
N
N
N
iShares ESG Aware MSCI EAFE ETF
N/A
ISHARES TRUST ISHARES ESG AW MUTUAL FUND
46435G516
194220.00000000
NS
USD
14960766.60000000
0.158010626855
Long
EC
RF
US
N
1
N
N
N
ICON PUBLIC LIMITED COMPANY
6354008SRQGEMC4XFI67
ICON PLC COMMON STOCK
G4705A100
298768.00000000
NS
USD
80807780.96000000
0.853464830092
Long
EC
US
N
1
N
N
N
Lawson, Inc.
529900IWO8XQO92PR233
LAWSON INC COMMON STOCK
N/A
207000.00000000
NS
10036963.57000000
0.106007061524
Long
EC
JP
N
2
N
N
N
BIRCHCLIFF ENERGY LTD.
5493000BBN3EF2L0XW29
BIRCHCLIFF ENERGY LTD COMMON STOCK
090697103
604500.00000000
NS
3058313.84000000
0.032300890716
Long
EC
CA
N
1
N
N
N
KUNLUN ENERGY COMPANY LIMITED
5299007GRIKP15GM4927
KUNLUN ENERGY CO LTD COMMON STOCK
N/A
40980000.00000000
NS
38601237.75000000
0.407693398163
Long
EC
HK
N
2
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
85700.00000000
NS
1322970.90000000
0.013972777385
Long
EC
SG
N
2
N
N
N
HON HAI PRECISION INDUSTRY CO., LTD.
30030004CM3GSZXX7O56
HON HAI PRECISION INDUSTRY COMMON STOCK
N/A
7995000.00000000
NS
29572860.62000000
0.312338690217
Long
EC
TW
N
2
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-02-10
N/A
1.00000000
NC
-615.51000000
-0.00000650081
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
8790502.72000000
USD
7792000.00000000
EUR
2022-02-10
-615.51000000
N
N
N
N/A
N/A
BGP HOLDINGS (DUMMY SEDOL)
N/A
239898.00000000
NS
8.50000000
0.000000089774
Long
EC
AU
N
3
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-01-07
N/A
1.00000000
NC
USD
3576.26000000
0.000037771265
N/A
DFE
US
N
2
ROYAL BANK OF SCOTLAND
N/A
176906000.00000000
INR
2348663.07000000
USD
2022-01-07
3576.26000000
N
N
N
SK Square Co Ltd
N/A
SK SQUARE CO LTD COMMON STOCK
N/A
254109.10000000
NS
14546189.75000000
0.153632004443
Long
EC
KR
N
1
N
N
N
Saudi Kayan Petrochemical Company SJSC
N/A
SAUDI KAYAN PETROCHEMICAL CO COMMON STOCK
N/A
998322.00000000
NS
4435171.42000000
0.046842801243
Long
EC
SA
N
2
N
N
N
QINETIQ GROUP PLC
213800S8OBDOZMCMUW34
QINETIQ GROUP PLC COMMON STOCK
N/A
613423.00000000
NS
2118443.85000000
0.022374297363
Long
EC
GB
N
2
N
N
N
TechnologyOne Ltd
875500YEWBJIM91P9N12
TECHNOLOGY ONE LTD COMMON STOCK
N/A
228788.00000000
NS
1988662.97000000
0.021003594995
Long
EC
AU
N
2
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
1723097.00000000
NS
18416161.20000000
0.194505352118
Long
EC
FR
N
2
N
N
N
PRYSMIAN S.P.A.
529900X0H1IO3RS1A464
PRYSMIAN SPA COMMON STOCK
N/A
412833.00000000
NS
15186268.02000000
0.160392297640
Long
EC
IT
N
2
N
N
N
INCITEC PIVOT LIMITED
254900UW2F3BKV6Z9V18
INCITEC PIVOT LTD COMMON STOCK
N/A
166594.00000000
NS
372935.07000000
0.003938815821
Long
EC
AU
N
2
N
N
N
MINDTREE LIMITED
335800IGQJMVUTVR2N49
MINDTREE LTD COMMON STOCK
N/A
21120.00000000
NS
1217196.79000000
0.012855626515
Long
EC
IN
N
2
N
N
N
SHIMANO INC.
529900L32YT3P9DECR10
SHIMANO INC COMMON STOCK
N/A
34800.00000000
NS
9563891.17000000
0.101010628623
Long
EC
JP
N
2
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC COMMON STOCK
559222401
400715.00000000
NS
29909932.37000000
0.315898729614
Long
EC
CA
N
1
N
N
MITSUI & CO., LTD.
2NRSB4GOU9DD6CNW5R48
MITSUI & CO LTD COMMON STOCK
N/A
352200.00000000
NS
7815546.19000000
0.082545192082
Long
EC
JP
N
2
N
N
N
Aluminum Corporation of China Limited
529900TKZUWQLIQN6T48
ALUMINUM CORP OF CHINA LTD-H COMMON STOCK
N/A
944000.00000000
NS
460607.84000000
0.004864786376
Long
EC
HK
N
2
N
N
N
GJENSIDIGE FORSIKRING ASA
5967007LIEEXZX6FAO47
GJENSIDIGE FORSIKRING ASA COMMON STOCK
N/A
392210.00000000
NS
8843330.18000000
0.093400303780
Long
EC
NO
N
2
N
N
N
BANK OF CHINA LIMITED
54930053HGCFWVHYZX42
BANK OF CHINA LTD-H COMMON STOCK
N/A
8699000.00000000
NS
3020823.98000000
0.031904935319
Long
EC
HK
N
2
N
N
N
COLOPLAST A/S
529900NN7SOJ5QG82X67
COLOPLAST-B COMMON STOCK
N/A
55669.00000000
NS
9020719.31000000
0.095273828606
Long
EC
DK
N
2
N
N
N
Kao Corporation
353800HM38HFCB8RGL63
KAO CORP COMMON STOCK
N/A
328600.00000000
NS
16706049.65000000
0.176443724313
Long
EC
JP
N
2
N
N
N
ROYAL UNIBREW A/S
529900D69KFL8IAP8Q63
ROYAL UNIBREW COMMON STOCK
N/A
62400.00000000
NS
6591047.80000000
0.069612448503
Long
EC
DK
N
2
N
N
N
Sumitomo Dainippon Pharma Co., Ltd.
529900D60UKVYLJ2OJ79
SUMITOMO DAINIPPON PHARMA CO COMMON STOCK
N/A
64800.00000000
NS
785282.03000000
0.008293886880
Long
EC
JP
N
2
N
N
N
Nestle S.A.
KY37LUS27QQX7BB93L28
NESTLE SA-REG COMMON STOCK
N/A
667010.00000000
NS
84736350.71000000
0.894957073467
Long
EC
CH
N
2
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S COMMON STOCK
N/A
87938.00000000
NS
18961939.73000000
0.200269682914
Long
EC
DK
N
2
N
N
N
LEGRAND SA
969500XXRPGD7HCAFA90
LEGRAND SA COMMON STOCK
N/A
116809.00000000
NS
12730984.58000000
0.134460412876
Long
EC
FR
N
2
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
EURONEXT NV COMMON STOCK
N/A
299865.00000000
NS
29258920.02000000
0.309022954310
Long
EC
FR
Y
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
SCOUT24 SE COMMON STOCK
N/A
179757.00000000
NS
11885653.23000000
0.125532305106
Long
EC
DE
Y
2
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX GROUP LTD COMMON STOCK
87262K105
287056.00000000
NS
27741138.38000000
0.292992650865
Long
EC
CA
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC COMMON STOCK
N/A
24687502.00000000
NS
69316013.49000000
0.732092615007
Long
EC
GB
N
2
N
N
N
SANKYU INC.
529900QWTXZZEM1T5G75
SANKYU INC COMMON STOCK
N/A
495700.00000000
NS
19542054.21000000
0.206396658562
Long
EC
JP
N
2
N
N
N
Bangkok Bank Public Company Limited
549300CCL2BKJGMYXV60
BANGKOK BANK PUBLIC CO LTD COMMON STOCK
N/A
680600.00000000
NS
2279001.95000000
0.024070058463
Long
EC
TH
N
2
N
N
N
Repsol S.A.
BSYCX13Y0NOTV14V9N85
REPSOL SA COMMON STOCK
N/A
2376820.00000000
NS
26123075.41000000
0.275903209461
Long
EC
ES
N
2
N
N
N
Nippon Shinyaku Co., Ltd.
N/A
NIPPON SHINYAKU CO LTD COMMON STOCK
N/A
234100.00000000
NS
17272753.82000000
0.182429064739
Long
EC
JP
N
2
N
N
N
Industria de Diseno Textil, S.A.
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL COMMON STOCK
E6282N100
356947.00000000
NS
11177296.53000000
0.118050877904
Long
EC
ES
N
2
N
N
N
China Petroleum & Chemical Corporation
529900A2OB24EZ5B3J19
CHINA PETROLEUM & CHEMICAL-H COMMON STOCK
N/A
1336000.00000000
NS
581660.66000000
0.006143305885
Long
EC
HK
N
2
N
N
N
DIASORIN S.P.A.
8156002878BDF0EE4348
DIASORIN SPA COMMON STOCK
N/A
53144.00000000
NS
11283638.94000000
0.119174030970
Long
EC
IT
N
2
N
N
N
2021-11-30
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO