0001752724-22-169797.txt : 20220728
0001752724-22-169797.hdr.sgml : 20220728
20220728153502
ACCESSION NUMBER: 0001752724-22-169797
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220728
DATE AS OF CHANGE: 20220728
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: 221114951
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000050969
SIIT Global Managed Volatility Fund
C000160603
Class A
SGMAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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S000050969
C000160603
SEI INSTITUTIONAL INVESTMENTS TRUST
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ONE FREEDOM VALLEY DRIVE
OAKS
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SIIT GLOBAL MANAGED VOLATILITY FUND
S000050969
549300PAEP7EOBZ21V37
2022-05-31
2022-05-31
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
13377739.33000000
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
21943.00000000
NS
USD
7212444.67000000
0.300532738704
Long
EC
US
N
1
N
N
N
JFE Systems Inc
N/A
JFE SYSTEMS INC COMMON STOCK
N/A
1400.00000000
NS
24050.68000000
0.001002159054
Long
EC
JP
N
1
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX GROUP LTD COMMON STOCK
87262K105
10200.00000000
NS
1109875.48000000
0.046246998471
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4513.54000000
-0.00018807305
N/A
DFE
US
N
2
BNP PARIBAS
N/A
886295.60000000
EUR
946231.34000000
USD
2022-06-27
-4513.54000000
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL COMMON STOCK
817565104
2505.00000000
NS
USD
175425.15000000
0.007309726892
Long
EC
US
N
1
N
N
N
SS&C TECHNOLOGIES HOLDINGS, INC.
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK
78467J100
46130.00000000
NS
USD
2951858.70000000
0.122999928591
Long
EC
US
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
45600.00000000
NS
3938690.29000000
0.164119855877
Long
EC
DE
N
1
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
413500.00000000
NS
7523003.23000000
0.313473290603
Long
EC
JP
N
1
N
N
N
Graubuendner Kantonalbank
549300SGCEMX4ZIZ0E76
GRAUBUENDNER KANTONALBANK-PC COMMON STOCK
N/A
37.00000000
NS
64461.95000000
0.002686041593
Long
EC
CH
N
1
N
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV COMMON STOCK
N/A
19116.00000000
NS
1076323.22000000
0.044848921529
Long
EC
NL
N
1
N
N
N
KFC Holdings Japan, Ltd.
N/A
KFC HOLDINGS JAPAN LTD COMMON STOCK
N/A
9300.00000000
NS
202417.51000000
0.008434461742
Long
EC
JP
N
1
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
8293.00000000
NS
USD
1314523.43000000
0.054774399608
Long
EC
US
N
1
N
N
N
KINDEN CORPORATION
N/A
KINDEN CORP COMMON STOCK
N/A
267500.00000000
NS
3087858.06000000
0.128666836553
Long
EC
JP
N
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
52100.00000000
NS
1816787.28000000
0.075703049643
Long
EC
JP
N
1
N
N
N
WATSCO, INC.
549300F1Y3LN5BX5WN75
WATSCO INC COMMON STOCK
942622200
618.00000000
NS
USD
157979.34000000
0.006582783769
Long
EC
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
133400.00000000
NS
7944065.82000000
0.331018394812
Long
EC
FR
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
36336.00000000
NS
USD
7692694.56000000
0.320544097031
Long
EC
US
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
12500.00000000
NS
7391372.39000000
0.307988412915
Long
EC
CH
N
1
N
N
N
Helvetia Holding AG
529900SUJBXTORH0LT80
HELVETIA HOLDING AG-REG COMMON STOCK
N/A
24300.00000000
NS
2993928.33000000
0.124752912732
Long
EC
CH
N
1
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO-NON VTG SHRS COMMON STOCK
579780206
5352.00000000
NS
USD
496237.44000000
0.020677537744
Long
EC
US
N
1
N
N
N
EMPIRE COMPANY LIMITED
549300TX0ZUSTEF7C719
EMPIRE CO LTD 'A' COMMON STOCK
291843407
59300.00000000
NS
1943301.58000000
0.080974728083
Long
EC
CA
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
118600.00000000
NS
USD
10041862.00000000
0.418430702298
Long
EC
US
N
1
N
N
N
OAKTREE SPECIALTY LENDING CORPORATION
549300J6MGCEU5928620
OAKTREE SPECIALTY LENDING CO COMMON STOCK
67401P108
266.00000000
NS
USD
1846.04000000
0.000076921970
Long
EC
US
N
1
N
N
N
VALOR HOLDINGS CO.,LTD.
N/A
VALOR HOLDINGS CO LTD COMMON STOCK
N/A
15500.00000000
NS
224225.58000000
0.009343174295
Long
EC
JP
N
1
N
N
N
JSP Corporation
N/A
JSP CORP COMMON STOCK
N/A
4200.00000000
NS
46262.19000000
0.001927682401
Long
EC
JP
N
1
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC COMMON STOCK
23345M107
28882.00000000
NS
USD
1678044.20000000
0.069921814609
Long
EC
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
15242.00000000
NS
USD
2275478.18000000
0.094816074242
Long
EC
US
N
1
N
N
N
CREATE MEDIC CO.,LTD.
N/A
CREATE MEDIC CO LTD COMMON STOCK
N/A
2784.00000000
NS
21662.59000000
0.000902650598
Long
EC
JP
N
1
N
N
N
METRO INC.
549300KQ7DCG4IXSNW78
METRO INC/CN COMMON STOCK
59162N109
95000.00000000
NS
5247025.34000000
0.218636394126
Long
EC
CA
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
268906.00000000
NS
USD
8250036.08000000
0.343767758503
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
1301.00000000
NS
USD
2960087.24000000
0.123342800637
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
49600.00000000
NS
USD
4696624.00000000
0.195701920495
Long
EC
US
N
1
N
N
N
SENKO Group Holdings Co.,Ltd.
35380077MB9W0NB6BA14
SENKO GROUP HOLDINGS CO LTD COMMON STOCK
N/A
429100.00000000
NS
2811856.66000000
0.117166234410
Long
EC
JP
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
2065.00000000
NS
USD
4253177.25000000
0.177224098849
Long
EC
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE REIT
74460D109
17349.00000000
NS
USD
5736273.36000000
0.239022692265
Long
EC
US
N
1
N
N
N
Axfood AB
549300QIXCZWZLHE8L05
AXFOOD AB COMMON STOCK
N/A
234971.00000000
NS
6885588.27000000
0.286913078028
Long
EC
SE
N
1
N
N
N
NELNET, INC.
549300T6B0Q52I6OM558
NELNET INC-CL A COMMON STOCK
64031N108
1651.00000000
NS
USD
139823.19000000
0.005826241745
Long
EC
US
N
1
N
N
N
Ooedo Onsen Reit Investment Corporation
N/A
OOEDO ONSEN REIT INVESTMENT REIT
N/A
230.00000000
NS
126402.11000000
0.005267003635
Long
EC
JP
N
1
N
N
N
SIXTH STREET SPECIALTY LENDING, INC.
549300TX61566GJWCN05
SIXTH STREET SPECIALTY LENDI COMMON STOCK
83012A109
607.00000000
NS
USD
12558.83000000
0.000523309328
Long
EC
US
N
1
N
N
N
QUEBECOR INC.
N/A
QUEBECOR INC -CL B COMMON STOCK
748193208
197400.00000000
NS
4479092.38000000
0.186637674389
Long
EC
CA
N
1
N
N
N
Telekom Austria Aktiengesellschaft
529900KCNFQU5OJH7L33
TELEKOM AUSTRIA AG COMMON STOCK
N/A
38558.00000000
NS
269723.02000000
0.011238990605
Long
EC
AT
N
1
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD COMMON STOCK
N/A
144300.00000000
NS
3106202.49000000
0.129431223947
Long
EC
SG
N
1
N
N
N
SAVANNAH ENERGY PLC
2138002YCJORSFH5YR43
SAVANNAH ENERGY PLC COMMON STOCK
N/A
390232.00000000
NS
187625.73000000
0.007818108431
Long
EC
GB
N
3
N
N
N
Corporacion Financiera Alba, S.A.
959800CJH35NNZQQW653
CORPORACION FINANCIERA ALBA COMMON STOCK
N/A
2011.00000000
NS
121070.61000000
0.005044847297
Long
EC
ES
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
54403.00000000
NS
USD
5263490.25000000
0.219322464484
Long
EC
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
39668.00000000
NS
USD
2145642.12000000
0.089405982590
Long
EC
US
N
1
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
817.00000000
NS
USD
267935.15000000
0.011164492499
Long
EC
US
N
1
N
N
N
TOKYO GAS CO.,LTD.
353800678EIJLOQSWZ83
TOKYO GAS CO LTD COMMON STOCK
N/A
63300.00000000
NS
1235542.00000000
0.051483351073
Long
EC
JP
N
1
N
N
N
AHJIKAN CO.,LTD.
N/A
AHJIKAN CO LTD COMMON STOCK
N/A
5308.00000000
NS
34535.32000000
0.001439039712
Long
EC
JP
N
1
N
N
N
Koninklijke KPN N.V.
549300YO0JZHAL7FVP81
KONINKLIJKE KPN NV COMMON STOCK
N/A
641916.00000000
NS
2333202.27000000
0.097221358393
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-13694.50000000
-0.00057063114
N/A
DFE
US
N
2
BNP PARIBAS
N/A
176080975.27000000
HKD
22449440.62000000
USD
2022-06-27
-13694.50000000
N
N
N
UNICHARM CORPORATION
353800UQ4BZIJTAQEG85
UNICHARM CORP COMMON STOCK
N/A
34500.00000000
NS
1185891.41000000
0.049414478663
Long
EC
JP
N
1
N
N
N
ABC Arbitrage SA
969500IZ7E6B3QVX2I11
ABC ARBITRAGE COMMON STOCK
N/A
7493.00000000
NS
58034.25000000
0.002418208095
Long
EC
FR
N
1
N
N
N
FERGUSON PLC
213800DU1LGY3R2S2X42
FERGUSON PLC COMMON STOCK
N/A
38983.00000000
NS
4683108.86000000
0.195138763033
Long
EC
GB
N
1
N
N
N
Estelle Holdings Co Ltd
N/A
ESTELLE HOLDINGS CO LTD COMMON STOCK
N/A
6000.00000000
NS
30036.15000000
0.001251565430
Long
EC
JP
N
1
N
N
N
WERNER ENTERPRISES, INC.
549300P6XRGOCHHJST37
WERNER ENTERPRISES INC COMMON STOCK
950755108
182200.00000000
NS
USD
7391854.00000000
0.308008480947
Long
EC
US
N
1
N
N
N
MAEZAWA KASEI INDUSTRIES CO.,LTD.
N/A
MAEZAWA KASEI INDUSTRIES CO COMMON STOCK
N/A
2400.00000000
NS
23805.04000000
0.000991923570
Long
EC
JP
N
1
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORP COMMON STOCK
69351T106
128810.00000000
NS
USD
3887485.80000000
0.161986234571
Long
EC
US
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA PREFERRED STOCK
N/A
37457.00000000
NS
2556011.21000000
0.106505503230
Long
EP
DE
N
1
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
490200.00000000
NS
5639519.61000000
0.234991095380
Long
EC
JP
N
1
N
N
N
ATCO LTD.
5299005SPZ1QYL51JD25
ATCO LTD -CLASS I COMMON STOCK
046789400
1600.00000000
NS
58036.92000000
0.002418319351
Long
EC
CA
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
7447.00000000
NS
USD
289241.48000000
0.012052298230
Long
EC
US
N
1
N
N
N
FRANKLIN BSP REALTY TRUST, INC.
549300LH3QNZK9Y1KC93
FRANKLIN BSP REALTY TRUST IN REIT
35243J101
13260.00000000
NS
USD
205264.80000000
0.008553104436
Long
EC
US
N
1
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD COMMON STOCK
N/A
184000.00000000
NS
4152717.19000000
0.173038065077
Long
EC
SG
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
40803.00000000
NS
USD
7325362.59000000
0.305237874522
Long
EC
US
N
1
N
N
N
Achilles Corporation
N/A
ACHILLES CORP COMMON STOCK
N/A
2300.00000000
NS
23993.16000000
0.000999762274
Long
EC
JP
N
1
N
N
N
KOMERI CO.,LTD.
N/A
KOMERI CO LTD COMMON STOCK
N/A
9800.00000000
NS
209567.41000000
0.008732388330
Long
EC
JP
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
28544.00000000
NS
USD
3570283.52000000
0.148768847916
Long
EC
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK
931427108
133508.00000000
NS
USD
5851655.64000000
0.243830514605
Long
EC
US
N
1
N
N
N
Rengo Co., Ltd.
N/A
RENGO CO LTD COMMON STOCK
N/A
543000.00000000
NS
2929317.11000000
0.122060651260
Long
EC
JP
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
96872.00000000
NS
USD
6967034.24000000
0.290306820585
Long
EC
US
N
1
N
N
N
KITANO CONSTRUCTION CORP.
N/A
KITANO CONSTRUCTION CORP COMMON STOCK
N/A
1300.00000000
NS
21665.82000000
0.000902785188
Long
EC
JP
N
1
N
N
N
Banque Cantonale du Valais
549300YI34DX51LRGS71
WALLISER KANTONALBANK-REG COMMON STOCK
N/A
462.00000000
NS
55186.48000000
0.002299545401
Long
EC
CH
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
64300.00000000
NS
USD
10408884.00000000
0.433724008780
Long
EC
US
N
1
N
N
N
MTR CORPORATION LIMITED
254900IH4U9NHH9AQM97
MTR CORP COMMON STOCK
N/A
307500.00000000
NS
1659874.07000000
0.069164690058
Long
EC
HK
N
1
N
N
N
NOVOZYMES A/S
529900T6WNZXD2R3JW38
NOVOZYMES A/S-B SHARES COMMON STOCK
N/A
120.00000000
NS
7600.92000000
0.000316719976
Long
EC
DK
N
1
N
N
N
Enagas, S.A.
213800OU3FQKGM4M2U23
ENAGAS SA COMMON STOCK
N/A
15750.00000000
NS
359545.90000000
0.014981787585
Long
EC
ES
N
1
N
N
N
C.I. TAKIRON Corporation
N/A
CI TAKIRON CORP COMMON STOCK
N/A
9500.00000000
NS
38695.64000000
0.001612394575
Long
EC
JP
N
1
N
N
N
GEORGE WESTON LIMITEE.
549300FAHC3L1QKNT280
WESTON (GEORGE) LTD COMMON STOCK
961148509
25400.00000000
NS
3117441.59000000
0.129899541925
Long
EC
CA
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
HENKEL AG & CO KGAA COMMON STOCK
N/A
56618.00000000
NS
3805910.62000000
0.158587108009
Long
EC
DE
N
1
N
N
N
Prosperity Real Estate Investment Trust
N/A
PROSPERITY REIT REIT
N/A
266000.00000000
NS
91203.29000000
0.003800316782
Long
EC
HK
N
1
N
N
N
STELLUS CAPITAL INVESTMENT CORPORATION
5493001DZV6QC1KUSC43
STELLUS CAPITAL INVESTMENT C COMMON STOCK
858568108
100.00000000
NS
USD
1269.00000000
0.000052877500
Long
EC
US
N
1
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
13045.00000000
NS
USD
4278107.75000000
0.178262918803
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
9440.00000000
NS
USD
2566452.80000000
0.106940590053
Long
EC
US
N
1
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
111600.00000000
NS
5605763.32000000
0.233584516786
Long
EC
BE
N
1
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
BARRY CALLEBAUT AG-REG COMMON STOCK
N/A
76.00000000
NS
166660.06000000
0.006944497539
Long
EC
CH
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC COMMON STOCK
N/A
58997.00000000
NS
1692299.20000000
0.070515801029
Long
EC
GB
N
1
N
N
N
Allreal Holding AG
5067006XH174LA44H658
ALLREAL HOLDING AG-REG COMMON STOCK
N/A
5764.00000000
NS
1054723.91000000
0.043948907721
Long
EC
CH
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
77.77000000
0.000003240569
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
27307.80000000
USD
38165.93000000
AUD
2022-06-27
77.77000000
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG COMMON STOCK
N/A
5985.00000000
NS
681823.59000000
0.028410659657
Long
EC
CH
N
1
N
N
N
The Okinawa Electric Power Company, Incorporated
N/A
OKINAWA ELECTRIC POWER CO COMMON STOCK
N/A
7500.00000000
NS
68269.27000000
0.002844687428
Long
EC
JP
N
1
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO COMMON STOCK
134429109
11300.00000000
NS
USD
541383.00000000
0.022558691695
Long
EC
US
N
1
N
N
N
OGE ENERGY CORP.
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP COMMON STOCK
670837103
18682.00000000
NS
USD
771566.60000000
0.032150128562
Long
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
118100.00000000
NS
USD
5047594.00000000
0.210326362017
Long
EC
US
N
1
N
N
N
YAKULT HONSHA CO.,LTD.
353800YJPSPGG7KI0S71
YAKULT HONSHA CO LTD COMMON STOCK
N/A
16900.00000000
NS
931408.14000000
0.038810507667
Long
EC
JP
N
1
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
10838.00000000
NS
USD
1388347.80000000
0.057850560482
Long
EC
US
N
1
N
N
N
HEIWADO CO.,LTD.
N/A
HEIWADO CO LTD COMMON STOCK
N/A
15800.00000000
NS
231144.62000000
0.009631481261
Long
EC
JP
N
1
N
N
N
BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD
213800XCGZCFSWY9U863
BEZEQ THE ISRAELI TELECOM CO COMMON STOCK
N/A
538491.00000000
NS
829417.96000000
0.034560715881
Long
EC
IL
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
44491.00000000
NS
USD
2004319.55000000
0.083517263724
Long
EC
US
N
1
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
126500.00000000
NS
6275605.52000000
0.261495928253
Long
EC
NL
N
1
N
N
N
BOIRON SA
9695000UMPNY21KKDO98
BOIRON SA COMMON STOCK
N/A
56.00000000
NS
2639.56000000
0.000109986867
Long
EC
FR
N
1
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
9.00000000
NC
860402.54000000
0.035851801097
N/A
DE
GB
N
1
J.P. MORGAN SECURITIES
N/A
Long
FTSE 100 IDX FUT Jun 2022
N/A
N/A
2022-06-20
856574.09000000
GBP
3828.45000000
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA COMMON STOCK
N/A
27200.00000000
NS
374840.17000000
0.015619078969
Long
EC
NO
N
1
N
N
N
freenet AG
5299003GLDODCVP8DO20
FREENET AG COMMON STOCK
N/A
266100.00000000
NS
6926940.83000000
0.288636182839
Long
EC
DE
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
13354.00000000
NS
USD
3579406.16000000
0.149148975891
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
3889.00000000
NS
USD
5001720.68000000
0.208414883298
Long
EC
US
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
42165.00000000
NS
USD
6744291.75000000
0.281025444629
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
27500.00000000
NS
USD
12103025.00000000
0.504316555105
Long
EC
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
46100.00000000
NS
USD
2866959.00000000
0.119462273812
Long
EC
US
N
1
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
98400.00000000
NS
USD
7235352.00000000
0.301487255922
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
173000.00000000
NS
USD
10478610.00000000
0.436629396162
Long
EC
US
N
1
N
N
N
J-OIL MILLS, INC.
353800RFBICAX3MSBI46
J-OIL MILLS INC COMMON STOCK
N/A
1400.00000000
NS
16541.65000000
0.000689268008
Long
EC
JP
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
259200.00000000
NS
USD
22521888.00000000
0.938456375214
Long
EC
US
N
1
N
N
N
CHINNEY INVESTMENTS, LIMITED
N/A
CHINNEY INVESTMENT COMMON STOCK
N/A
88000.00000000
NS
16712.66000000
0.000696393762
Long
EC
HK
N
1
N
N
N
KATO SANGYO CO., LTD.
N/A
KATO SANGYO CO LTD COMMON STOCK
N/A
12700.00000000
NS
309984.84000000
0.012916645767
Long
EC
JP
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
37958.00000000
NS
USD
3493274.74000000
0.145559997018
Long
EC
US
N
1
N
N
N
Zaoh Co Ltd
N/A
ZAOH COMPANY LTD COMMON STOCK
N/A
2000.00000000
NS
31093.32000000
0.001295616263
Long
EC
JP
N
1
N
N
N
Neto ME Holdings Ltd
N/A
NETO ME HOLDINGS LTD COMMON STOCK
N/A
1148.00000000
NS
68088.11000000
0.002837138738
Long
EC
IL
N
2
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
189900.00000000
NS
17519414.16000000
0.730010108765
Long
EC
CA
N
1
N
N
N
CERNER CORPORATION
549300L4UJ40IEVVI304
CERNER CORP COMMON STOCK
156782104
114348.00000000
NS
USD
10845907.80000000
0.451934194855
Long
EC
US
N
1
N
N
N
COLOPLAST A/S
529900NN7SOJ5QG82X67
COLOPLAST-B COMMON STOCK
N/A
22232.00000000
NS
2638408.40000000
0.109938881829
Long
EC
DK
N
1
N
N
N
SPAREBANKEN MORE
5967007LIEEXZX5PU005
SPAREBANKEN MORE-CAP CERT COMMON STOCK
N/A
280.00000000
NS
2354.51000000
0.000098109222
Long
EC
NO
N
1
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP COMMON STOCK
651587107
29900.00000000
NS
USD
9852648.00000000
0.410546412820
Long
EC
US
N
1
N
N
N
The Keiyo Bank, Ltd.
353800HBJ702X2J5OX58
KEIYO BANK LTD/THE COMMON STOCK
N/A
31400.00000000
NS
111301.64000000
0.004637787632
Long
EC
JP
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
113121.00000000
NS
USD
7901501.85000000
0.329244812197
Long
EC
US
N
1
N
N
N
SLR INVESTMENT CORP.
BJOT6DX9ML6BR3Z0O636
SLR INVESTMENT CORP COMMON STOCK
83413U100
94.00000000
NS
USD
1494.60000000
0.000062277944
Long
EC
US
N
1
N
N
N
PCCW LIMITED
254900SI7GPUPA1TJX39
PCCW LTD COMMON STOCK
N/A
3158000.00000000
NS
1722790.63000000
0.071786337356
Long
EC
HK
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
135100.00000000
NS
14382840.74000000
0.599313369560
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1464.99000000
-0.00006104413
N/A
DFE
US
N
2
BNP PARIBAS
N/A
570889.32000000
NOK
59298.47000000
USD
2022-06-27
-1464.99000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
22900.00000000
NS
7797777.89000000
0.324922776162
Long
EC
CH
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
353700.00000000
NS
USD
15934185.00000000
0.663955770364
Long
EC
US
N
1
N
N
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
55438.00000000
NS
USD
4747710.32000000
0.197830617818
Long
EC
US
N
1
N
N
N
ECOLAB INC.
82DYEISM090VG8LTLS26
ECOLAB INC COMMON STOCK
278865100
30332.00000000
NS
USD
4971718.12000000
0.207164717517
Long
EC
US
N
1
N
N
N
Itochu-Shokuhin Co Ltd
N/A
ITOCHU-SHOKUHIN CO LTD COMMON STOCK
N/A
953.00000000
NS
34669.36000000
0.001444624976
Long
EC
JP
N
1
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
28000.00000000
NS
277397.56000000
0.011558778227
Long
EC
IL
N
2
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
3088.00000000
NS
USD
872360.00000000
0.036350052157
Long
EC
US
N
1
N
N
N
FJ NEXT HOLDINGS CO., LTD
N/A
FJ NEXT HOLDINGS CO LTD COMMON STOCK
N/A
5000.00000000
NS
41392.98000000
0.001724789057
Long
EC
JP
N
1
N
N
N
KONGSBERG GRUPPEN ASA
5967007LIEEXZXJ9HK73
KONGSBERG GRUPPEN ASA COMMON STOCK
N/A
14885.00000000
NS
528853.17000000
0.022036590757
Long
EC
NO
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
47300.00000000
NS
USD
5930001.00000000
0.247095058970
Long
EC
US
N
1
N
N
N
NIPPON EXPRESS HOLDINGS, INC.
N/A
NIPPON EXPRESS HOLDINGS INC COMMON STOCK
N/A
51700.00000000
NS
2994014.54000000
0.124756504985
Long
EC
JP
N
1
N
N
N
CF INDUSTRIES HOLDINGS, INC.
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC COMMON STOCK
125269100
19400.00000000
NS
USD
1916138.00000000
0.079842858728
Long
EC
US
N
1
N
N
N
C.H. ROBINSON WORLDWIDE, INC.
529900WNWN5L0OVDHA79
C.H. ROBINSON WORLDWIDE INC COMMON STOCK
12541W209
72341.00000000
NS
USD
7849721.91000000
0.327087212675
Long
EC
US
N
1
N
N
N
The Miyazaki Bank, Ltd.
353800S4OVI1UXARXE24
MIYAZAKI BANK LTD/THE COMMON STOCK
N/A
1500.00000000
NS
23576.51000000
0.000982401036
Long
EC
JP
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
52996.00000000
NS
USD
5260382.96000000
0.219192987945
Long
EC
US
N
1
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
308500.00000000
NS
7774550.12000000
0.323954906646
Long
EC
JP
N
1
N
N
N
VECTOR LIMITED
N/A
VECTOR LTD COMMON STOCK
N/A
8778.00000000
NS
23541.78000000
0.000980953884
Long
EC
NZ
N
1
N
N
N
Nippon Signal Co., Ltd.
N/A
NIPPON SIGNAL COMPANY LTD COMMON STOCK
N/A
4100.00000000
NS
28587.97000000
0.001191221743
Long
EC
JP
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
43700.00000000
NS
USD
8296882.00000000
0.345719764138
Long
EC
US
N
1
N
N
N
SRA Holdings,Inc.
N/A
SRA HOLDINGS INC COMMON STOCK
N/A
5400.00000000
NS
118078.43000000
0.004920167235
Long
EC
JP
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
49100.00000000
NS
USD
3689865.00000000
0.153751645196
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-450.93000000
-0.00001878963
N/A
DFE
US
N
2
BNP PARIBAS
N/A
60094.75000000
GBP
75285.80000000
USD
2022-06-27
-450.93000000
N
N
N
NIPPN CORPORATION
353800V7HRZ1HQGJCW63
NIPPN CORP COMMON STOCK
N/A
96300.00000000
NS
1169268.92000000
0.048721842161
Long
EC
JP
N
1
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
SOMPO HOLDINGS INC COMMON STOCK
N/A
21600.00000000
NS
981902.13000000
0.040914523406
Long
EC
JP
N
1
N
N
N
NISSIN FOODS HOLDINGS CO.,LTD.
529900YMZMNSHC1W6V41
NISSIN FOODS HOLDINGS CO LTD COMMON STOCK
N/A
9700.00000000
NS
634878.93000000
0.026454539661
Long
EC
JP
N
1
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE PREFERRED STOCK
N/A
7895.00000000
NS
241884.76000000
0.010079008255
Long
EP
DE
N
2
N
N
N
Power Assets Holdings Limited
254900JOWYUW1ZX4DF47
POWER ASSETS HOLDINGS LTD COMMON STOCK
N/A
523000.00000000
NS
3416427.15000000
0.142357862687
Long
EC
HK
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
288500.00000000
NS
USD
9488765.00000000
0.395383904189
Long
EC
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
1725.00000000
NS
USD
424626.00000000
0.017693586646
Long
EC
US
N
1
N
N
N
St.Galler Kantonalbank AG
549300GFRG6OK00RG957
ST GALLER KANTONALBANK A-REG COMMON STOCK
N/A
1500.00000000
NS
701058.89000000
0.029212168390
Long
EC
CH
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
58673.00000000
NS
USD
7547107.99000000
0.314477703097
Long
EC
US
N
1
N
N
N
IREN S.P.A.
8156001EBD33FD474E60
IREN SPA COMMON STOCK
N/A
795339.00000000
NS
2066966.34000000
0.086127670074
Long
EC
IT
N
1
N
N
N
STRAUSS GROUP LTD
254900GBA9EK5FGVQA80
STRAUSS GROUP LTD COMMON STOCK
N/A
34839.00000000
NS
912314.24000000
0.038014890879
Long
EC
IL
N
2
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
162700.00000000
NS
USD
6509627.00000000
0.271247284349
Long
EC
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
PANDORA A/S COMMON STOCK
N/A
64.00000000
NS
5156.90000000
0.000214880994
Long
EC
DK
N
1
N
N
N
New World Development Company Limited
2549008GWMWXTIRL4S48
NEW WORLD DEVELOPMENT COMMON STOCK
N/A
39000.00000000
NS
148632.03000000
0.006193294101
Long
EC
HK
N
1
N
N
N
Showa Sangyo Co., Ltd.
549300JPYQ7YV93EU469
SHOWA SANGYO CO LTD COMMON STOCK
N/A
13700.00000000
NS
255374.09000000
0.010641090250
Long
EC
JP
N
1
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
97900.00000000
NS
5760837.96000000
0.240046265665
Long
EC
JP
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
3252.00000000
NS
USD
7399080.48000000
0.308309598519
Long
EC
US
N
1
N
N
N
FIDUS INVESTMENT CORPORATION
549300836CRWCROFBC02
FIDUS INVESTMENT CORP COMMON STOCK
316500107
485.00000000
NS
USD
9607.85000000
0.000400346013
Long
EC
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
420100.00000000
NS
USD
7620614.00000000
0.317540598343
Long
EC
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
23755.00000000
NS
8088917.64000000
0.337054172716
Long
EC
CH
N
1
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
470900.00000000
NS
5417482.22000000
0.225739099980
Long
EC
JP
N
1
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
13536.00000000
NS
USD
856828.80000000
0.035702888222
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
30990.00000000
NS
USD
1176380.40000000
0.049018167839
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
24529.00000000
NS
USD
6668699.23000000
0.277875607355
Long
EC
US
N
1
N
N
N
REN - REDES ENERGETICAS NACIONAIS, SGPS, S.A.
549300FR1FN48IGHR915
REDES ENERGETICAS NACIONAIS COMMON STOCK
N/A
322305.00000000
NS
996100.58000000
0.041506153465
Long
EC
PT
N
1
N
N
N
THE AKITA BANK, LTD.
353800N5LZ62LYDUOK89
AKITA BANK LTD/THE COMMON STOCK
N/A
5600.00000000
NS
66384.24000000
0.002766140797
Long
EC
JP
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
VOESTALPINE AG COMMON STOCK
N/A
34778.00000000
NS
1016340.66000000
0.042349530011
Long
EC
AT
N
1
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
16142.00000000
NS
USD
5862290.14000000
0.244273639725
Long
EC
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA COMMON STOCK
N/A
144681.00000000
NS
5549796.14000000
0.231252440680
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-514397.45000000
-0.02143424060
N/A
DFE
US
N
2
BNP PARIBAS
N/A
113000045.38000000
EUR
120702738.67000000
USD
2022-06-27
-514397.45000000
N
N
N
FEED ONE CO.,LTD.
N/A
FEED ONE CO LTD COMMON STOCK
N/A
5900.00000000
NS
30223.48000000
0.001259371216
Long
EC
JP
N
1
N
N
N
RECKITT BENCKISER GROUP PLC
5493003JFSMOJG48V108
RECKITT BENCKISER GROUP PLC COMMON STOCK
N/A
28696.00000000
NS
2219847.86000000
0.092498034632
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-140.17000000
-0.00000584069
N/A
DFE
US
N
2
BNP PARIBAS
N/A
12907.89000000
AUD
9121.75000000
USD
2022-06-27
-140.17000000
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
112100.00000000
NS
USD
10845675.00000000
0.451924494396
Long
EC
US
N
1
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
18831.00000000
NS
USD
3355684.20000000
0.139826786755
Long
EC
US
N
1
N
N
N
EMBECTA CORP.
N/A
EMBECTA CORP COMMON STOCK
29082K105
401.00000000
NS
USD
9936.78000000
0.000414052078
Long
EC
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
3380.00000000
NS
USD
1049084.40000000
0.043713917026
Long
EC
US
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-137.42000000
-0.00000572610
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
117845.42000000
USD
93397.65000000
GBP
2022-06-27
-137.42000000
N
N
N
United Super Markets Holdings Inc.
N/A
UNITED SUPER MARKETS HOLDING COMMON STOCK
N/A
70300.00000000
NS
572695.40000000
0.023863436723
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-67776.40000000
-0.00282415020
N/A
DFE
US
N
2
BNP PARIBAS
N/A
118338161.45000000
DKK
17000260.88000000
USD
2022-06-27
-67776.40000000
N
N
N
HOKUTO CORPORATION
N/A
HOKUTO CORP COMMON STOCK
N/A
24700.00000000
NS
365762.37000000
0.015240819417
Long
EC
JP
N
1
N
N
N
ETABLISSEMENTEN FRANZ COLRUYT NV
5493000O0NZ1BCXO8K39
COLRUYT SA COMMON STOCK
N/A
24600.00000000
NS
796906.23000000
0.033205996406
Long
EC
BE
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
77301.00000000
NS
USD
4899337.38000000
0.204148710738
Long
EC
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P304
102800.00000000
NS
4670843.18000000
0.194627668865
Long
EC
CA
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
25342.00000000
NS
USD
5699669.22000000
0.237497447643
Long
EC
US
N
1
N
N
N
SPAREBANK 1 SOROST-NORGE
5967007LIEEXZX4VQO21
SPAREBANK 1 SOROST-NORGE COMMON STOCK
N/A
1460.00000000
NS
8572.98000000
0.000357224391
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-522.27000000
-0.00002176227
N/A
DFE
US
N
2
BNP PARIBAS
N/A
151360.70000000
SGD
109904.50000000
USD
2022-06-27
-522.27000000
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
270.00000000
NS
47099.38000000
0.001962566967
Long
EC
FR
N
1
N
N
N
Veidekke ASA
5967007LIEEXZXHF4O96
VEIDEKKE ASA COMMON STOCK
N/A
7635.00000000
NS
81542.23000000
0.003397753580
Long
EC
NO
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
159897.00000000
NS
USD
8480936.88000000
0.353389080117
Long
EC
US
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
75.00000000
NS
USD
5910.75000000
0.000246292896
Long
EC
US
N
1
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ COMMON STOCK
N/A
29880.00000000
NS
1686869.70000000
0.070289561164
Long
EC
FI
N
1
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES COMMON STOCK
N/A
239000.00000000
NS
2921414.05000000
0.121731341522
Long
EC
HK
N
1
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES COMMON STOCK
N/A
61000.00000000
NS
745632.87000000
0.031069505381
Long
EC
HK
N
1
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
234900.00000000
NS
USD
8886267.00000000
0.370278633745
Long
EC
US
N
1
N
N
N
Osaki Electric Co., Ltd.
N/A
OSAKI ELECTRIC CO LTD COMMON STOCK
N/A
7300.00000000
NS
28656.38000000
0.001194072295
Long
EC
JP
N
1
N
N
N
Orior AG
50670020I84ZA17K9522
ORIOR AG COMMON STOCK
N/A
1137.00000000
NS
96909.81000000
0.004038099692
Long
EC
CH
N
1
N
N
N
B3 Consulting Group AB (publ)
549300DY2G2PN6NAI688
B3 CONSULTING GROUP AB COMMON STOCK
N/A
2497.00000000
NS
28457.22000000
0.001185773569
Long
EC
SE
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
150730.00000000
NS
USD
7730941.70000000
0.322137803224
Long
EC
US
N
1
N
N
N
N/A
N/A
SPI 200 FUTURES JUN22 PHYSICAL INDEX FUTURE.
N/A
7.00000000
NC
905367.21000000
0.037725417608
N/A
DE
AU
N
1
J.P. MORGAN SECURITIES
N/A
Long
SPI 200 Future Jun 2022
N/A
N/A
2022-06-19
887536.42000000
AUD
17830.79000000
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
41503.00000000
NS
USD
3606195.67000000
0.150265258258
Long
EC
US
N
1
N
N
N
Luzerner Kantonalbank AG
549300C2XKS86VQDGV41
LUZERNER KANTONALBANK AG-REG COMMON STOCK
N/A
865.00000000
NS
370437.12000000
0.015435609877
Long
EC
CH
N
1
N
N
N
N/A
N/A
PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND
N/A
-28373267.19500000
PA
USD
-28373267.20000000
-1.18227537094
Short
DBT
CORP
US
N
2
2049-12-31
Floating
0.00000000
N
N
N
N
N
N
MACQUARIE INFRASTRUCTURE HOLDINGS, LLC
N/A
MACQUARIE INFRASTRUCTURE HOL COMMON STOCK
55608B105
76811.00000000
NS
USD
293418.02000000
0.012226328959
Long
EC
US
N
1
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
6464.00000000
NS
1211796.59000000
0.050493912204
Long
EC
DE
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
120449.00000000
NS
USD
7811117.65000000
0.325478625779
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
155996.00000000
NS
USD
3321154.84000000
0.138387995388
Long
EC
US
N
1
N
N
N
Mochida Pharmaceutical Co., Ltd.
3538008YGVRYRM8B7Q95
MOCHIDA PHARMACEUTICAL CO COMMON STOCK
N/A
10800.00000000
NS
260251.08000000
0.010844307776
Long
EC
JP
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
1384.00000000
NS
471271.82000000
0.019637254387
Long
EC
CH
N
1
N
N
N
ORICA LIMITED
N/A
ORICA LTD COMMON STOCK
N/A
2315.00000000
NS
26886.16000000
0.001120309640
Long
EC
AU
N
1
N
N
N
REGAL HOTELS INTERNATIONAL HOLDINGS LIMITED
N/A
REGAL HOTELS INTL HLDGS LTD COMMON STOCK
N/A
46000.00000000
NS
18469.07000000
0.000769580973
Long
EC
HK
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
108650.00000000
NS
4446142.97000000
0.185264717385
Long
EC
FI
N
1
N
N
N
Ministop Co Ltd
N/A
MINISTOP CO LTD COMMON STOCK
N/A
4200.00000000
NS
46066.31000000
0.001919520348
Long
EC
JP
N
1
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN & BROWN INC COMMON STOCK
115236101
42799.00000000
NS
USD
2540976.63000000
0.105879032774
Long
EC
US
N
1
N
N
N
KYOKUYO CO.,LTD.
353800PIEETYXIDK6K51
KYOKUYO CO LTD COMMON STOCK
N/A
14100.00000000
NS
364981.15000000
0.015208267044
Long
EC
JP
N
1
N
N
N
SUGI HOLDINGS CO.,LTD.
529900N86BFWB1FADG87
SUGI HOLDINGS CO LTD COMMON STOCK
N/A
11600.00000000
NS
487823.08000000
0.020326922831
Long
EC
JP
N
1
N
N
N
VMWARE, INC.
549300BUDHS3LRWBE814
VMWARE INC-CLASS A COMMON STOCK
928563402
4416.00000000
NS
USD
565689.60000000
0.023571514586
Long
EC
US
N
1
N
N
N
Berner Kantonalbank AG
4T0J6O251JXNEB0VEZ08
BERNER KANTONALBANK AG-REG COMMON STOCK
N/A
1364.00000000
NS
297403.37000000
0.012392393061
Long
EC
CH
N
1
N
N
N
INVESTORE PROPERTY LIMITED
N/A
INVESTORE PROPERTY LTD COMMON STOCK
N/A
188.00000000
NS
187.24000000
0.000007802035
Long
EC
NZ
N
1
N
N
N
NATIONAL HEALTHCARE CORPORATION
N/A
NATIONAL HEALTHCARE CORP COMMON STOCK
635906100
12155.00000000
NS
USD
854374.95000000
0.035600639637
Long
EC
US
N
1
N
N
N
COMMVAULT SYSTEMS, INC.
65T5VRP62VXG39YFML83
COMMVAULT SYSTEMS INC COMMON STOCK
204166102
50270.00000000
NS
USD
3066972.70000000
0.127796572069
Long
EC
US
N
1
N
N
N
MASIMO CORPORATION
549300Q4A8JK0PIYCU29
MASIMO CORP COMMON STOCK
574795100
3348.00000000
NS
USD
470159.64000000
0.019590911362
Long
EC
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
9033.00000000
NS
USD
1388643.09000000
0.057862864814
Long
EC
US
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
15414.00000000
NS
1640985.25000000
0.068377618674
Long
EC
FR
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
60943.00000000
NS
USD
6239953.77000000
0.260010368424
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-126045.51000000
-0.00525214459
N/A
DFE
US
N
2
BNP PARIBAS
N/A
153060045.22000000
SEK
15537433.66000000
USD
2022-06-27
-126045.51000000
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-50.31000000
-0.00000209634
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
11856.11000000
USD
18150.76000000
NZD
2022-06-27
-50.31000000
N
N
N
NETSCOUT SYSTEMS, INC.
5493005HZXZ3SPNVCV76
NETSCOUT SYSTEMS INC COMMON STOCK
64115T104
25228.00000000
NS
USD
866077.24000000
0.036088258111
Long
EC
US
N
1
N
N
N
KYORIN Holdings, Inc.
N/A
KYORIN HOLDINGS INC COMMON STOCK
N/A
24100.00000000
NS
311541.84000000
0.012981523835
Long
EC
JP
N
1
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
41894.00000000
NS
5321692.28000000
0.221747663743
Long
EC
DK
N
1
N
N
N
SOSiLA Logistics REIT, Inc.
N/A
SOSILA LOGISTICS REIT INC REIT
N/A
28.00000000
NS
33518.60000000
0.001396674375
Long
EC
JP
N
1
N
N
N
Choushimaru Co Ltd
N/A
CHOUSHIMARU CO LTD COMMON STOCK
N/A
7894.00000000
NS
68358.01000000
0.002848385103
Long
EC
JP
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
215600.00000000
NS
USD
15079064.00000000
0.628324043839
Long
EC
US
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
50449.00000000
NS
5370835.92000000
0.223795412238
Long
EC
FR
N
1
N
N
N
COMPUTER ENGINEERING & CONSULTING LTD.
N/A
COMPUTER ENGINEER & CONSULT COMMON STOCK
N/A
14200.00000000
NS
135327.45000000
0.005638910387
Long
EC
JP
N
1
N
N
N
NEW MOUNTAIN FINANCE CORPORATION
549300L1MPTT1H7SES77
NEW MOUNTAIN FINANCE CORP COMMON STOCK
647551100
1132.00000000
NS
USD
14636.76000000
0.000609893839
Long
EC
US
N
1
N
N
N
LIBERTY SIRIUS XM
549300ZKUTPIBZLWLL89
LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK
531229607
13915.00000000
NS
USD
571906.50000000
0.023830564335
Long
EC
US
N
1
N
N
N
SOLVAY SA
549300MMVL80RTBP3O28
SOLVAY SA COMMON STOCK
N/A
38166.00000000
NS
3724649.01000000
0.155201047481
Long
EC
BE
N
1
N
N
N
LA FRANCAISE DES JEUX SA
969500R4CLSQFTYYI535
LA FRANCAISE DES JEUX SAEM COMMON STOCK
N/A
18567.00000000
NS
675062.38000000
0.028128929252
Long
EC
FR
Y
1
N
N
N
EUROAPI SAS
9695002FT7GGI3CKKJ14
EUROAPI SASU COMMON STOCK
N/A
170.00000000
NS
2465.80000000
0.000102746525
Long
EC
FR
N
1
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
610620.00000000
NS
1931763.16000000
0.080493937848
Long
EC
NZ
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC COMMON STOCK
26875P101
2500.00000000
NS
USD
342400.00000000
0.014267341302
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
808.00000000
NS
USD
17202.32000000
0.000716797227
Long
EC
US
N
1
N
N
N
Swedish Orphan Biovitrum AB (publ)
549300124Y3MQI87PT35
SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK
N/A
9126.00000000
NS
190473.82000000
0.007936784460
Long
EC
SE
N
1
N
N
N
BANK HAPOALIM B.M.
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM COMMON STOCK
N/A
232750.00000000
NS
2147203.41000000
0.089471039417
Long
EC
IL
N
1
N
N
N
Fountaine Pajot SA
969500YFSB44H6OIWV39
FOUNTAINE PAJOT SA COMMON STOCK
N/A
344.00000000
NS
38767.21000000
0.001615376800
Long
EC
FR
N
1
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA COMMON STOCK
N/A
24200.00000000
NS
1250068.61000000
0.052088655112
Long
EC
NO
N
1
N
N
N
WOWOW INC.
N/A
WOWOW INC COMMON STOCK
N/A
6276.00000000
NS
74105.05000000
0.003087856426
Long
EC
JP
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
35707.00000000
NS
USD
3199704.27000000
0.133327315675
Long
EC
US
N
1
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
672800.00000000
NS
7740246.41000000
0.322525517807
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-109.79000000
-0.00000457479
N/A
DFE
US
N
2
BNP PARIBAS
N/A
11505.46000000
AUD
8145.84000000
USD
2022-06-27
-109.79000000
N
N
N
THE SAGE GROUP PLC.
2138005RN5XYLTF8G138
SAGE GROUP PLC/THE COMMON STOCK
N/A
150414.00000000
NS
1244698.31000000
0.051864882031
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-829.81000000
-0.00003457705
N/A
DFE
US
N
2
BNP PARIBAS
N/A
88338.36000000
CAD
69010.62000000
USD
2022-06-27
-829.81000000
N
N
N
LIBERTY GLOBAL PLC
549300BSGXG3QLIQYT84
LIBERTY GLOBAL PLC-A COMMON STOCK
G5480U104
51378.00000000
NS
USD
1249512.96000000
0.052065501934
Long
EC
US
N
1
N
N
N
COGECO COMMUNICATIONS INC.
549300XHH6LJM6IAXV57
COGECO COMMUNICATIONS INC COMMON STOCK
19239C106
58200.00000000
NS
4842906.27000000
0.201797303301
Long
EC
CA
N
1
N
N
N
Daiohs Corp
N/A
DAIOHS CORP COMMON STOCK
N/A
2700.00000000
NS
22352.21000000
0.000931386124
Long
EC
JP
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
918400.00000000
NS
20054191.01000000
0.835630805157
Long
EC
GB
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
4280.00000000
NS
USD
2845087.20000000
0.118550905718
Long
EC
US
N
1
N
N
N
S.T.CORPORATION
N/A
ST CORP COMMON STOCK
N/A
5400.00000000
NS
61284.93000000
0.002553659500
Long
EC
JP
N
1
N
N
N
AF GRUPPEN ASA
5967007LIEEXZXFU1405
AF GRUPPEN ASA COMMON STOCK
N/A
582.00000000
NS
10215.20000000
0.000425653460
Long
EC
NO
N
1
N
N
N
Plover Bay Technologies Ltd
N/A
PLOVER BAY TECHNOLOGIES LTD COMMON STOCK
N/A
80000.00000000
NS
31202.40000000
0.001300161478
Long
EC
HK
N
1
N
N
N
ATSUGI CO., LTD.
N/A
ATSUGI CO LTD COMMON STOCK
N/A
8850.00000000
NS
36323.22000000
0.001513539068
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-35.35000000
-0.00000147298
N/A
DFE
US
N
2
BNP PARIBAS
N/A
7103.26000000
NZD
4584.83000000
USD
2022-06-27
-35.35000000
N
N
N
Jeronimo Martins, SGPS, S.A.
259400A8SZP10GB5IB19
JERONIMO MARTINS COMMON STOCK
N/A
241040.00000000
NS
4924137.16000000
0.205182083768
Long
EC
PT
N
1
N
N
N
JARDINE MATHESON HOLDINGS LIMITED
2138009KENVUNWOLPK41
JARDINE MATHESON HLDGS LTD COMMON STOCK
N/A
17200.00000000
NS
USD
998288.00000000
0.041597300275
Long
EC
SG
N
1
N
N
N
POWER CORPORATION DU CANADA
549300BE2CB8T87IJV50
POWER CORP OF CANADA COMMON STOCK
739239101
210100.00000000
NS
6067876.03000000
0.252840123544
Long
EC
CA
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
33032.00000000
NS
USD
3378512.96000000
0.140778030068
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-36.56000000
-0.00000152340
N/A
DFE
US
N
2
BNP PARIBAS
N/A
429460.22000000
HKD
54750.86000000
USD
2022-06-27
-36.56000000
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
54624.00000000
NS
USD
6832369.92000000
0.284695541921
Long
EC
US
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS B COMMON STOCK
35137L204
93971.00000000
NS
USD
3073791.41000000
0.128080698420
Long
EC
US
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTL INC COMMON STOCK
770323103
61927.00000000
NS
USD
5582719.05000000
0.232624293465
Long
EC
US
N
1
N
N
N
J SAINSBURY PLC
213800VGZAAJIKJ9Y484
SAINSBURY (J) PLC COMMON STOCK
N/A
709700.00000000
NS
2042894.16000000
0.085124615145
Long
EC
GB
N
1
N
N
N
KEYSIGHT TECHNOLOGIES, INC.
549300GLKVIO8YRCYN02
KEYSIGHT TECHNOLOGIES IN COMMON STOCK
49338L103
14404.00000000
NS
USD
2097222.40000000
0.087388398855
Long
EC
US
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
64400.00000000
NS
USD
8055152.00000000
0.335647204520
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-204956.01000000
-0.00854023757
N/A
DFE
US
N
2
BNP PARIBAS
N/A
93183380.20000000
NOK
9713156.46000000
USD
2022-06-27
-204956.01000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3.95000000
-0.00000016459
N/A
DFE
US
N
2
BNP PARIBAS
N/A
108520.91000000
DKK
15648.13000000
USD
2022-06-27
-3.95000000
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
133000.00000000
NS
USD
9290050.00000000
0.387103720991
Long
EC
US
N
1
N
N
N
Villeroy & Boch Aktiengesellschaft
529900NK4WP5QSWI8X50
Villeroy & Boch AG PREFERRED STOCK
N/A
971.00000000
NS
21427.76000000
0.000892865552
Long
EP
DE
N
1
N
N
N
VTECH HOLDINGS LIMITED
N/A
VTECH HOLDINGS LTD COMMON STOCK
N/A
62233.00000000
NS
465227.48000000
0.019385394978
Long
EC
HK
N
1
N
N
N
HOWDEN JOINERY GROUP PLC
213800KC1LJOJTY3JP45
HOWDEN JOINERY GROUP PLC COMMON STOCK
N/A
9094.00000000
NS
78188.28000000
0.003257999055
Long
EC
GB
N
1
N
N
N
Meiji Holdings Co.,Ltd.
5299002D52YIP6DWMV49
MEIJI HOLDINGS CO LTD COMMON STOCK
N/A
10300.00000000
NS
507613.98000000
0.021151582659
Long
EC
JP
N
1
N
N
N
C'Bon Cosmetics Co Ltd
N/A
C'BON COSMETICS CO LTD COMMON STOCK
N/A
3200.00000000
NS
43555.52000000
0.001814899151
Long
EC
JP
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
147917.00000000
NS
3337854.32000000
0.139083839957
Long
EC
GB
N
1
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA COMMON STOCK
064149107
106000.00000000
NS
7188741.75000000
0.299545070336
Long
EC
CA
N
1
N
N
N
FORMULA ONE GROUP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP-LIBERTY-C COMMON STOCK
531229854
14027.00000000
NS
USD
873741.83000000
0.036407631130
Long
EC
US
N
1
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
IPSEN COMMON STOCK
N/A
24294.00000000
NS
2425522.29000000
0.101068207793
Long
EC
FR
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
94291.00000000
NS
USD
3348273.41000000
0.139517989236
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
107362.00000000
NS
USD
6823928.72000000
0.284343808622
Long
EC
US
N
1
N
N
N
Huber+Suhner AG
5067007PRZ9OSX7A6787
HUBER + SUHNER AG-REG COMMON STOCK
N/A
764.00000000
NS
66313.49000000
0.002763192741
Long
EC
CH
N
1
N
N
N
YELP INC.
5299007OU2DOSXPQBO35
YELP INC COMMON STOCK
985817105
8540.00000000
NS
USD
251161.40000000
0.010465553200
Long
EC
US
N
1
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
1405078.00000000
NS
4586434.12000000
0.191110458386
Long
EC
GB
N
1
N
N
N
TOSOH CORPORATION
529900YSLFVJF2MDBX02
TOSOH CORP COMMON STOCK
N/A
45300.00000000
NS
660247.19000000
0.027511600478
Long
EC
JP
N
1
N
N
N
ORACLE CORPORATION JAPAN
529900MIMKY9RU60Z323
ORACLE CORP JAPAN COMMON STOCK
N/A
10254.00000000
NS
623314.39000000
0.025972661042
Long
EC
JP
N
1
N
N
N
Heineken Holding N.V.
724500M1WJLFM9TYBS04
HEINEKEN HOLDING NV COMMON STOCK
N/A
3042.00000000
NS
240657.85000000
0.010027884588
Long
EC
NL
N
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
373800.00000000
NS
13034838.51000000
0.543143953988
Long
EC
JP
N
1
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA COMMON STOCK
N/A
279160.00000000
NS
3847072.88000000
0.160302283278
Long
EC
NO
N
1
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
26600.00000000
NS
USD
7514500.00000000
0.313118972599
Long
EC
US
N
1
N
N
N
ASSICURAZIONI GENERALI SOCIETA PER AZIONI
549300X5UKJVE386ZB61
ASSICURAZIONI GENERALI COMMON STOCK
N/A
10587.00000000
NS
192235.21000000
0.008010179180
Long
EC
IT
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
100900.00000000
NS
USD
9163738.00000000
0.381840472117
Long
EC
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
523900.00000000
NS
USD
26870831.00000000
1.119670902335
Long
EC
US
N
1
N
N
N
TietoEVRY Oyj
549300EW2KM4KROKQV31
TIETOEVRY OYJ COMMON STOCK
N/A
147700.00000000
NS
3721415.33000000
0.155066304443
Long
EC
FI
N
1
N
N
N
N/A
N/A
TOPIX INDX FUTR JUN22 PHYSICAL INDEX FUTURE.
N/A
8.00000000
NC
1187142.90000000
0.049466626545
N/A
DE
JP
N
1
J.P. MORGAN SECURITIES
N/A
Long
TOPIX INDX FUTR Jun 2022
N/A
N/A
2022-06-12
1160068.57000000
JPY
27074.33000000
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO COMMON STOCK
460146103
2347.00000000
NS
USD
113712.15000000
0.004738230298
Long
EC
US
N
1
N
N
N
CLP HOLDINGS LIMITED
25490002BUTSMP94GO68
CLP HOLDINGS LTD COMMON STOCK
N/A
39500.00000000
NS
393965.37000000
0.016415999985
Long
EC
HK
N
1
N
N
N
The Hyakujushi Bank, Ltd.
5493009ZQOZS8JYRQN62
HYAKUJUSHI BANK LTD/THE COMMON STOCK
N/A
4000.00000000
NS
53667.07000000
0.002236233657
Long
EC
JP
N
1
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
392700.00000000
NS
7144578.88000000
0.297704863737
Long
EC
JP
N
1
N
N
N
Emmi AG
529900Q53RBYJIVCMA08
EMMI AG-REG COMMON STOCK
N/A
1669.00000000
NS
1580983.78000000
0.065877439202
Long
EC
CH
N
1
N
N
N
Investis Holding SA
506700GG126O0G9S5W59
INVESTIS HOLDING SA COMMON STOCK
N/A
813.00000000
NS
89904.54000000
0.003746199640
Long
EC
CH
N
1
N
N
N
RADWARE LTD.
N/A
RADWARE LTD COMMON STOCK
M81873107
59034.00000000
NS
USD
1424490.42000000
0.059356574194
Long
EC
US
N
1
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
554100.00000000
NS
4345235.14000000
0.181060025648
Long
EC
NO
N
1
N
N
N
Hulic Reit, Inc.
N/A
HULIC REIT INC REIT
N/A
116.00000000
NS
146166.58000000
0.006090562160
Long
EC
JP
N
1
N
N
N
Corticeira Amorim, S.G.P.S., S.A.
213800J5M11TDEP3LQ76
CORTICEIRA AMORIM SA COMMON STOCK
N/A
12064.00000000
NS
135697.22000000
0.005654318199
Long
EC
PT
N
1
N
N
N
Power Assets Holdings Limited
254900JOWYUW1ZX4DF47
POWER ASSETS HOLDINGS LTD COMMON STOCK
N/A
721000.00000000
NS
4709835.51000000
0.196252426109
Long
EC
HK
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP COMMON STOCK
N/A
12840.00000000
NS
130215.70000000
0.005425910732
Long
EC
SE
N
1
N
N
N
VITAL KSK HOLDINGS, INC.
353800RLGNMAZY8D4488
VITAL KSK HOLDINGS INC COMMON STOCK
N/A
19700.00000000
NS
107041.08000000
0.004460255904
Long
EC
JP
N
1
N
N
N
KERRY GROUP PUBLIC LIMITED COMPANY
635400TLVVBNXLFHWC59
KERRY GROUP PLC-A COMMON STOCK
N/A
48513.00000000
NS
5009858.92000000
0.208753992667
Long
EC
IE
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
58800.00000000
NS
USD
10270008.00000000
0.427937235151
Long
EC
US
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
10673.00000000
NS
USD
663647.14000000
0.027653271760
Long
EC
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
8837.00000000
NS
USD
2374060.05000000
0.098923846396
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
42140.00000000
NS
USD
7565394.20000000
0.315239664543
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
134314.00000000
NS
USD
7114612.58000000
0.296456208861
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
95915.00000000
NS
USD
6689112.10000000
0.278726183824
Long
EC
US
N
1
N
N
N
SANKEI REAL ESTATE Inc.
N/A
SANKEI REAL ESTATE INC REIT
N/A
394.00000000
NS
298612.46000000
0.012442774193
Long
EC
JP
N
1
N
N
N
THE SAGE GROUP PLC.
2138005RN5XYLTF8G138
SAGE GROUP PLC/THE COMMON STOCK
N/A
87302.00000000
NS
722437.09000000
0.030102968845
Long
EC
GB
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
76551.00000000
NS
7062288.96000000
0.294275954934
Long
EC
CA
N
1
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO INC COMMON STOCK
N/A
7900.00000000
NS
168568.54000000
0.007024021299
Long
EC
JP
N
1
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
40500.00000000
NS
5144615.87000000
0.214369131097
Long
EC
DK
N
1
N
N
N
BCE Inc.
5493001I9203PRB5KR45
BCE INC COMMON STOCK
05534B760
125530.00000000
NS
USD
6835108.50000000
0.284809654817
Long
EC
US
N
1
N
N
N
JOHN B. SANFILIPPO & SON, INC.
5299007IBEYVXKYDUX28
JOHN B. SANFILIPPO & SON INC COMMON STOCK
800422107
7560.00000000
NS
USD
577432.80000000
0.024060837724
Long
EC
US
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
25673.00000000
NS
USD
3302317.99000000
0.137603089523
Long
EC
US
N
1
N
N
N
AVERY DENNISON CORPORATION
549300PW7VPFCYKLIV37
AVERY DENNISON CORP COMMON STOCK
053611109
3109.00000000
NS
USD
536489.04000000
0.022354767052
Long
EC
US
N
1
N
N
N
Siltronic AG
5299003NKV26NNGHHR90
SILTRONIC AG COMMON STOCK
N/A
1716.00000000
NS
166454.70000000
0.006935940468
Long
EC
DE
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
41414.00000000
NS
USD
6947198.50000000
0.289480292336
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-393893.02000000
-0.01641298526
N/A
DFE
US
N
2
BNP PARIBAS
N/A
38126618.27000000
GBP
47656652.46000000
USD
2022-06-27
-393893.02000000
N
N
N
Gakkyusha Co Ltd
N/A
GAKKYUSHA CO LTD COMMON STOCK
N/A
3000.00000000
NS
37428.58000000
0.001559597912
Long
EC
JP
N
1
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
202800.00000000
NS
11156124.44000000
0.464860499413
Long
EC
CA
N
1
N
N
N
The Bank of East Asia, Limited
CO6GC26LCGGRTUESIP55
BANK OF EAST ASIA LTD COMMON STOCK
N/A
16792.00000000
NS
24314.05000000
0.001013133323
Long
EC
HK
N
1
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD COMMON STOCK
N/A
17958.00000000
NS
402696.58000000
0.016779817605
Long
EC
AU
N
1
N
N
N
ShinMaywa Industries, Ltd.
N/A
SHINMAYWA INDUSTRIES LTD COMMON STOCK
N/A
22700.00000000
NS
170455.13000000
0.007102632933
Long
EC
JP
N
1
N
N
N
Lawson, Inc.
529900IWO8XQO92PR233
LAWSON INC COMMON STOCK
N/A
73100.00000000
NS
2591130.63000000
0.107968881593
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-469.42000000
-0.00001956009
N/A
DFE
US
N
2
BNP PARIBAS
N/A
479506.23000000
SEK
48601.10000000
USD
2022-06-27
-469.42000000
N
N
N
FIBI HOLDINGS LTD
N/A
FIBI HOLDINGS COMMON STOCK
N/A
1760.00000000
NS
73995.11000000
0.003083275377
Long
EC
IL
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
373.89000000
0.000015579486
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
22433.36000000
USD
214280.36000000
NOK
2022-06-27
373.89000000
N
N
N
SINGAPORE TELECOMMUNICATIONS LIMITED
2549003XJKIQO8YDYD89
SINGAPORE TELECOMMUNICATIONS COMMON STOCK
N/A
144600.00000000
NS
273188.42000000
0.011383389100
Long
EC
SG
N
1
N
N
N
CASEY'S GENERAL STORES, INC.
549300CAFWSI86V66Q65
CASEY'S GENERAL STORES INC COMMON STOCK
147528103
16463.00000000
NS
USD
3449657.02000000
0.143742506077
Long
EC
US
N
1
N
N
N
Belc Co Ltd
N/A
BELC CO LTD COMMON STOCK
N/A
4500.00000000
NS
183295.11000000
0.007637657399
Long
EC
JP
N
1
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
481207.00000000
NS
1522350.98000000
0.063434290344
Long
EC
NZ
N
1
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-B COMMON STOCK
N/A
700.00000000
NS
2038027.63000000
0.084921833473
Long
EC
DK
N
1
N
N
N
PSP Swiss Property AG
50670042Y437P8X44F56
PSP SWISS PROPERTY AG-REG COMMON STOCK
N/A
35561.00000000
NS
4236676.44000000
0.176536532587
Long
EC
CH
N
1
N
N
N
Link Real Estate Investment Trust
529900XUE70U36QX5M62
LINK REIT REIT
N/A
384500.00000000
NS
3482066.27000000
0.145092955350
Long
EC
HK
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
539.26000000
0.000022470229
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
53051.68000000
USD
503501.56000000
NOK
2022-06-27
539.26000000
N
N
N
EUROAPI SAS
9695002FT7GGI3CKKJ14
EUROAPI SASU COMMON STOCK
N/A
5873.00000000
NS
85186.15000000
0.003549590760
Long
EC
FR
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
28367967.11700000
NS
USD
28382628.21000000
1.182665431469
Long
EC
US
N
2
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA COMMON STOCK
N/A
126247.00000000
NS
407686.83000000
0.016987754521
Long
EC
ES
N
1
N
N
N
BRIDGESTONE CORPORATION
549300DHPOF90OYYD780
BRIDGESTONE CORP COMMON STOCK
N/A
135100.00000000
NS
5338048.89000000
0.222429221388
Long
EC
JP
N
1
N
N
N
SHUFERSAL LTD
984500F64E05B78E0D41
SHUFERSAL LTD COMMON STOCK
N/A
278485.00000000
NS
2048944.43000000
0.085376721649
Long
EC
IL
N
2
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
259000.00000000
NS
11431174.85000000
0.476321475099
Long
EC
GB
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
11500.00000000
NS
USD
1104000.00000000
0.046002175227
Long
EC
US
N
1
N
N
N
The Nisshin OilliO Group,Ltd.
549300DMFXTY70ZEGQ59
NISSHIN OILLIO GROUP LTD/THE COMMON STOCK
N/A
1449.00000000
NS
33464.02000000
0.001394400101
Long
EC
JP
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
7839.00000000
NS
USD
2339627.94000000
0.097489107304
Long
EC
US
N
1
N
N
N
CACI INTERNATIONAL INC.
SYRPI2D1O9WRTS2WX210
CACI INTERNATIONAL INC -CL A COMMON STOCK
127190304
17100.00000000
NS
USD
4794327.00000000
0.199773071334
Long
EC
US
N
1
N
N
N
BIO-RAD LABORATORIES, INC.
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES-A COMMON STOCK
090572207
8465.00000000
NS
USD
4552392.35000000
0.189691984230
Long
EC
US
N
1
N
N
N
Nestle S.A.
KY37LUS27QQX7BB93L28
NESTLE SA-REG COMMON STOCK
N/A
53029.00000000
NS
6472685.83000000
0.269707996146
Long
EC
CH
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
8200.00000000
NS
USD
16889130.00000000
0.703747026906
Long
EC
US
N
1
N
N
N
AMCOR PLC
549300GSODGFCDQ3DI89
AMCOR PLC COMMON STOCK
G0250X107
97689.00000000
NS
USD
1279725.90000000
0.053324433963
Long
EC
US
N
1
N
N
N
MATERION CORPORATION
549300CJ5RI351SUYT02
MATERION CORP COMMON STOCK
576690101
12704.00000000
NS
USD
1041473.92000000
0.043396798698
Long
EC
US
N
1
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA COMMON STOCK
N/A
232400.00000000
NS
5136007.88000000
0.214010447886
Long
EC
ES
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
10725.00000000
NS
USD
5000209.50000000
0.208351914487
Long
EC
US
N
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
220800.00000000
NS
7699551.48000000
0.320829815542
Long
EC
JP
N
1
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc. COMMON STOCK
N/A
1100600.00000000
NS
4459036.26000000
0.185801963206
Long
EC
JP
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
17627.00000000
NS
USD
1600884.14000000
0.066706660079
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-14.86000000
-0.00000061919
N/A
DFE
US
N
2
BNP PARIBAS
N/A
172276.20000000
DKK
24832.72000000
USD
2022-06-27
-14.86000000
N
N
N
The Shikoku Bank, Ltd.
353800WDXTE9PTGKDW46
SHIKOKU BANK LTD/THE COMMON STOCK
N/A
9800.00000000
NS
60790.55000000
0.002533059359
Long
EC
JP
N
1
N
N
N
YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED
254900YUFIBANZ1XU687
YUE YUEN INDUSTRIAL HLDG COMMON STOCK
N/A
22.00000000
NS
32.02000000
0.000001334229
Long
EC
HK
N
1
N
N
N
MIROKU JYOHO SERVICE CO.,LTD.
3538009FEB7DY7VJDQ12
MIROKU JYOHO SERVICE CO LTD COMMON STOCK
N/A
9400.00000000
NS
90971.28000000
0.003790649242
Long
EC
JP
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
6027.00000000
NS
USD
198228.03000000
0.008259891821
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
63013.00000000
NS
USD
4401458.05000000
0.183402757675
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
20194.00000000
NS
USD
1452958.30000000
0.060542791952
Long
EC
US
N
1
N
N
N
NOS, SGPS, S.A.
5493004DM8FGIY6QKF37
NOS SGPS COMMON STOCK
N/A
83857.00000000
NS
355733.56000000
0.014822932573
Long
EC
PT
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
167400.00000000
NS
USD
8359956.00000000
0.348347971747
Long
EC
US
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
G5494J103
9725.00000000
NS
USD
3157513.00000000
0.131569262962
Long
EC
US
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTL INC COMMON STOCK
770323103
12011.00000000
NS
USD
1082791.65000000
0.045118452190
Long
EC
US
N
1
N
N
N
ITALGAS S.P.A.
815600F25FF44EF1FA76
ITALGAS SPA COMMON STOCK
N/A
263377.00000000
NS
1695675.12000000
0.070656471014
Long
EC
IT
N
1
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ICL GROUP LTD COMMON STOCK
N/A
41007.00000000
NS
455640.17000000
0.018985904838
Long
EC
IL
N
1
N
N
N
TAKASAGO INTERNATIONAL CORPORATION
N/A
TAKASAGO INTERNATIONAL CORP COMMON STOCK
N/A
1300.00000000
NS
23494.89000000
0.000979000042
Long
EC
JP
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
153500.00000000
NS
USD
21311940.00000000
0.888039491235
Long
EC
US
N
1
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
3400.00000000
NS
72667.59000000
0.003027959428
Long
EC
SG
N
1
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA COMMON STOCK
N/A
42484.00000000
NS
859333.09000000
0.035807238573
Long
EC
NO
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE COMMON STOCK
N/A
814800.00000000
NS
8278142.45000000
0.344938912631
Long
EC
DE
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
57600.00000000
NS
USD
8122752.00000000
0.338464004380
Long
EC
US
N
1
N
N
N
NIPPN CORPORATION
353800V7HRZ1HQGJCW63
NIPPN CORP COMMON STOCK
N/A
63800.00000000
NS
774655.84000000
0.032278852982
Long
EC
JP
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
207929.00000000
NS
USD
10664678.41000000
0.444382613192
Long
EC
US
N
1
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
146400.00000000
NS
1540303.94000000
0.064182365717
Long
EC
JP
N
1
N
N
N
EMERA INCORPORATED
NQZVQT2P5IUF2PGA1Q48
EMERA INC COMMON STOCK
290876101
115400.00000000
NS
5736014.55000000
0.239011908005
Long
EC
CA
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
13293.00000000
NS
USD
588614.04000000
0.024526744755
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
10.10000000
0.000000420853
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1312.49000000
USD
2033.41000000
NZD
2022-06-27
10.10000000
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP COMMON STOCK
171779309
47952.00000000
NS
USD
2436920.64000000
0.101543161501
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1180282.53000000
0.049180764278
N/A
DFE
US
N
2
BNP PARIBAS
N/A
12685856140.00000000
JPY
99916127.63000000
USD
2022-06-27
1180282.53000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-BR COMMON STOCK
N/A
3368.00000000
NS
1316209.69000000
0.054844663764
Long
EC
CH
N
1
N
N
N
HK ELECTRIC INVESTMENTS LIMITED
5299006PUX29DFJ1DE03
HK ELECTRIC INVESTMENTS -SS UNIT
N/A
1759500.00000000
NS
1684247.12000000
0.070180281830
Long
EC
HK
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
10586.00000000
NS
USD
2241162.06000000
0.093386168295
Long
EC
US
N
1
N
N
N
BANK HAPOALIM B.M.
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM COMMON STOCK
N/A
36405.00000000
NS
335849.37000000
0.013994385479
Long
EC
IL
N
1
N
N
N
Oberbank AG
RRUN0TCQ1K2JDV7MXO75
OBERBANK AG COMMON STOCK
N/A
175.00000000
NS
18596.88000000
0.000774906641
Long
EC
AT
N
1
N
N
N
KOHNAN SHOJI CO., LTD.
N/A
KOHNAN SHOJI CO LTD COMMON STOCK
N/A
138458.00000000
NS
3939183.64000000
0.164140413099
Long
EC
JP
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
25800.00000000
NS
USD
8152284.00000000
0.339694562567
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
71716.00000000
NS
USD
7619825.00000000
0.317507721789
Long
EC
US
N
1
N
N
N
A2A S.P.A.
81560076E3944316DB24
A2A SPA COMMON STOCK
N/A
3102200.00000000
NS
5192543.57000000
0.216366213030
Long
EC
IT
N
1
N
N
N
ITOCHU ENEX CO., LTD.
549300WO21DGCU3JY132
ITOCHU ENEX CO LTD COMMON STOCK
N/A
13400.00000000
NS
108537.45000000
0.004522607602
Long
EC
JP
N
1
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
43899.00000000
NS
USD
6381158.64000000
0.265894182892
Long
EC
US
N
1
N
N
N
SPAREBANKEN VEST
213800M7T3CYVZ3ZRT12
SPAREBANKEN VEST COMMON STOCK
N/A
6233.00000000
NS
65972.06000000
0.002748965819
Long
EC
NO
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria, S.A.
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK
N/A
313841.00000000
NS
1707568.84000000
0.071152066115
Long
EC
ES
N
1
N
N
N
ALLIANCE PHARMA PLC
213800RYIWZA4Q5WPZ13
ALLIANCE PHARMA PLC COMMON STOCK
N/A
106600.00000000
NS
151276.18000000
0.006303472228
Long
EC
GB
N
1
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
680000.00000000
NS
8484975.74000000
0.353557373908
Long
EC
FR
N
1
N
N
N
WATERSTONE FINANCIAL, INC.
5493002KM21XRC2DCQ02
WATERSTONE FINANCIAL INC COMMON STOCK
94188P101
65867.00000000
NS
USD
1138840.43000000
0.047453928457
Long
EC
US
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC COMMON STOCK
N/A
72192.00000000
NS
3480130.06000000
0.145012276119
Long
EC
GB
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
12090.00000000
NS
USD
5320929.90000000
0.221715896408
Long
EC
US
N
1
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP COMMON STOCK
651639106
37063.00000000
NS
USD
2514724.55000000
0.104785144382
Long
EC
US
N
1
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
47039.00000000
NS
4642977.92000000
0.193466561462
Long
EC
NL
N
1
N
N
N
NIPPON REIT Investment Corporation
3538004O49OJ90PEXX85
NIPPON REIT INVESTMENT CORP REIT
N/A
33.00000000
NS
97605.81000000
0.004067101064
Long
EC
JP
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
545400.00000000
NS
15018379.41000000
0.625795399688
Long
EC
NL
N
1
N
N
N
GREAT-WEST LIFECO INC.
549300X81X4VZEESFU46
GREAT-WEST LIFECO INC COMMON STOCK
39138C106
172100.00000000
NS
4722766.34000000
0.196791236170
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1359.26000000
-0.00005663851
N/A
DFE
US
N
2
BNP PARIBAS
N/A
244905.66000000
CHF
254582.33000000
USD
2022-06-27
-1359.26000000
N
N
N
CITIC Telecom International Holdings Limited
N/A
CITIC TELECOM INTERNATIONAL COMMON STOCK
N/A
872000.00000000
NS
295647.85000000
0.012319242936
Long
EC
HK
N
1
N
N
N
APTARGROUP, INC.
VNPEQDQFAA7IY1T2PX43
APTARGROUP INC COMMON STOCK
038336103
14366.00000000
NS
USD
1538454.94000000
0.064105320407
Long
EC
US
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC COMMON STOCK
N/A
248000.00000000
NS
11955234.04000000
0.498158307244
Long
EC
GB
N
1
N
N
N
NISSIN FOODS HOLDINGS CO.,LTD.
529900YMZMNSHC1W6V41
NISSIN FOODS HOLDINGS CO LTD COMMON STOCK
N/A
9500.00000000
NS
621788.64000000
0.025909085119
Long
EC
JP
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
10024.00000000
NS
USD
500598.56000000
0.020859259670
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-87.96000000
-0.00000366517
N/A
DFE
US
N
2
BNP PARIBAS
N/A
30637.57000000
CHF
31930.20000000
USD
2022-06-27
-87.96000000
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
18237025.77000000
NS
USD
18237025.77000000
0.759912006436
Long
STIV
RF
US
N
2
N
N
N
HEARTLAND GROUP HOLDINGS LIMITED
5493003WFKAUU0ZULX12
HEARTLAND GROUP HOLDINGS LTD COMMON STOCK
N/A
21087.00000000
NS
28825.75000000
0.001201129712
Long
EC
NZ
N
1
N
N
N
Signify N.V.
549300072P3J1X8NZO35
SIGNIFY NV COMMON STOCK
N/A
78500.00000000
NS
3126578.75000000
0.130280274928
Long
EC
NL
Y
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
33005.00000000
NS
USD
2972430.30000000
0.123857119124
Long
EC
US
N
1
N
N
N
Investor Aktiebolag
549300VEBQPHRZBKUX38
INVESTOR AB-A SHS COMMON STOCK
N/A
1243.00000000
NS
25879.82000000
0.001078376824
Long
EC
SE
N
1
N
N
N
3I GROUP PLC
35GDVHRBMFE7NWATNM84
3I GROUP PLC COMMON STOCK
N/A
241600.00000000
NS
3865490.38000000
0.161069715400
Long
EC
GB
N
1
N
N
N
Aferian PLC
21380068JIMBNNZJL315
AFERIAN PLC COMMON STOCK
N/A
28544.00000000
NS
48924.76000000
0.002038628063
Long
EC
GB
N
1
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO - B COMMON STOCK
60871R209
118300.00000000
NS
USD
6605872.00000000
0.275257682315
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-55771.49000000
-0.00232392197
N/A
DFE
US
N
2
BNP PARIBAS
N/A
6041195.91000000
AUD
4279026.79000000
USD
2022-06-27
-55771.49000000
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
39036.00000000
NS
USD
5192568.72000000
0.216367260996
Long
EC
US
N
1
N
N
N
SUNDRUG CO.,LTD.
N/A
SUNDRUG CO LTD COMMON STOCK
N/A
46600.00000000
NS
1011366.16000000
0.042142249376
Long
EC
JP
N
1
N
N
N
OUG Holdings Inc.
N/A
OUG HOLDINGS INC COMMON STOCK
N/A
2682.00000000
NS
57707.46000000
0.002404591201
Long
EC
JP
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
116000.00000000
NS
USD
6274440.00000000
0.261447362623
Long
EC
US
N
1
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS LTD COMMON STOCK
N/A
449500.00000000
NS
3191254.92000000
0.132975242777
Long
EC
HK
N
1
N
N
N
Unicafe Inc
N/A
UNICAFE INC COMMON STOCK
N/A
9700.00000000
NS
70274.01000000
0.002928222211
Long
EC
JP
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
359.00000000
NS
USD
228744.03000000
0.009531451947
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
3437.10000000
0.000143219272
N/A
DFE
US
N
2
BNP PARIBAS
N/A
44320093.00000000
JPY
348386.77000000
USD
2022-06-27
3437.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-74695.78000000
-0.00311247134
N/A
DFE
US
N
2
BNP PARIBAS
N/A
24258911.75000000
SGD
17623644.75000000
USD
2022-06-27
-74695.78000000
N
N
N
SONIC HEALTHCARE LIMITED
549300NQQ5L2NONWR862
SONIC HEALTHCARE LTD COMMON STOCK
N/A
7773.00000000
NS
204414.70000000
0.008517681928
Long
EC
AU
N
1
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING CORP COMMON STOCK
N/A
704300.00000000
NS
6077663.58000000
0.253247957411
Long
EC
SG
N
1
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
10232.00000000
NS
USD
2301279.12000000
0.095891164244
Long
EC
US
N
1
N
N
N
CANADIAN UTILITIES LIMITED
LWV4QIQODEH3VBHUFX07
CANADIAN UTILITIES LTD-A COMMON STOCK
136717832
14900.00000000
NS
472733.53000000
0.019698161850
Long
EC
CA
N
1
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
15045.00000000
NS
5320802.25000000
0.221710577406
Long
EC
CH
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
31400.00000000
NS
USD
5785136.00000000
0.241058731873
Long
EC
US
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
153700.00000000
NS
USD
9967445.00000000
0.415329847340
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
197600.00000000
NS
USD
27009944.00000000
1.125467551432
Long
EC
US
N
1
N
N
N
TIS Inc.
35380064HYEZXBQHDF07
TIS INC COMMON STOCK
N/A
3700.00000000
NS
97069.45000000
0.004044751674
Long
EC
JP
N
1
N
N
N
RPM INTERNATIONAL INC.
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC COMMON STOCK
749685103
2371.00000000
NS
USD
208885.10000000
0.008703957402
Long
EC
US
N
1
N
N
N
Crealogix Holding AG
506700VHJAT8R5Z0G388
CREALOGIX HOLDING AG-REG COMMON STOCK
N/A
301.00000000
NS
21353.09000000
0.000889754155
Long
EC
CH
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
3864.00000000
NS
USD
812985.60000000
0.033876001837
Long
EC
US
N
1
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
117725.00000000
NS
3082811.12000000
0.128456537442
Long
EC
SE
N
1
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
87700.00000000
NS
687740.70000000
0.028657217565
Long
EC
NO
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
126900.00000000
NS
USD
9201519.00000000
0.383414754891
Long
EC
US
N
1
N
N
N
Kerry Logistics Network Ltd
N/A
KERRY LOGISTICS NETWORK LTD COMMON STOCK
N/A
48965.00000000
NS
111965.65000000
0.004665456024
Long
EC
HK
N
1
N
N
N
AMERICAN WATER WORKS COMPANY, INC.
549300DXHIJQMD5WFW18
AMERICAN WATER WORKS CO INC COMMON STOCK
030420103
10003.00000000
NS
USD
1512953.75000000
0.063042720578
Long
EC
US
N
1
N
N
N
BIG YELLOW GROUP PLC
213800W7Q4V2ZI8LIW31
BIG YELLOW GROUP PLC REIT
N/A
9563.00000000
NS
162344.18000000
0.006764660702
Long
EC
GB
N
1
N
N
N
SPAREBANK 1 OSTLANDET
549300VRM6G42M8OWN49
SPAREBANK 1 OESTLANDET COMMON STOCK
N/A
13675.00000000
NS
197545.40000000
0.008231447560
Long
EC
NO
N
1
N
N
N
BUREAU VERITAS SA
969500TPU5T3HA5D1F11
BUREAU VERITAS SA COMMON STOCK
N/A
4363.00000000
NS
125586.57000000
0.005233021195
Long
EC
FR
N
1
N
N
N
Fortis Inc.
549300MQYQ9Y065XPR71
FORTIS INC COMMON STOCK
349553107
69100.00000000
NS
3484910.46000000
0.145211468871
Long
EC
CA
N
1
N
N
N
DIVERSIFIED ENERGY COMPANY PLC
213800YR9TFRVHPGOS67
DIVERSIFIED ENERGY CO PLC COMMON STOCK
N/A
50924.00000000
NS
79069.35000000
0.003294712041
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1382.09000000
-0.00005758980
N/A
DFE
US
N
2
BNP PARIBAS
N/A
114418.35000000
CAD
89077.22000000
USD
2022-06-27
-1382.09000000
N
N
N
Fountain Set (Holdings) Limited
5299009CE57Z7SRZK474
FOUNTAIN SET HLDGS COMMON STOCK
N/A
174279.00000000
NS
23990.84000000
0.000999665602
Long
EC
HK
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC COMMON STOCK
N/A
769640.00000000
NS
9087668.86000000
0.378670774737
Long
EC
JP
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
13126.00000000
NS
USD
4147553.48000000
0.172822900320
Long
EC
US
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
33650.00000000
NS
USD
5292472.00000000
0.220530094503
Long
EC
US
N
1
N
N
N
SPAREBANK 1 SR-BANK ASA
549300Q3OIWRHQUQM052
SPAREBANK 1 SR BANK ASA COMMON STOCK
N/A
47123.00000000
NS
600021.60000000
0.025002082231
Long
EC
NO
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
18512.00000000
NS
USD
5849421.76000000
0.243737431870
Long
EC
US
N
1
N
N
N
Jeronimo Martins, SGPS, S.A.
259400A8SZP10GB5IB19
JERONIMO MARTINS COMMON STOCK
N/A
58574.00000000
NS
1196591.48000000
0.049860335995
Long
EC
PT
N
1
N
N
N
Earth Corporation
N/A
EARTH CORP COMMON STOCK
N/A
12000.00000000
NS
478526.18000000
0.019939533680
Long
EC
JP
N
1
N
N
N
TRANSPORT INTERNATIONAL HOLDINGS LIMITED
529900PXKMUICLT3E812
TRANSPORT INTL HLDG LTD COMMON STOCK
N/A
13200.00000000
NS
20526.29000000
0.000855302526
Long
EC
HK
N
1
N
N
N
CLP HOLDINGS LIMITED
25490002BUTSMP94GO68
CLP HOLDINGS LTD COMMON STOCK
N/A
671680.00000000
NS
6699206.56000000
0.279146806214
Long
EC
HK
N
1
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
193995.00000000
NS
1921919.26000000
0.080083755953
Long
EC
IL
N
2
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
95280.00000000
NS
USD
4678248.00000000
0.194936217622
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
373300.00000000
NS
USD
26847736.00000000
1.118708565164
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-8516.32000000
-0.00035486344
N/A
DFE
US
N
2
BNP PARIBAS
N/A
2212466.78000000
NZD
1430538.98000000
USD
2022-06-27
-8516.32000000
N
N
N
STEPAN COMPANY
IZU1EW9GB3WC7CYCSR17
STEPAN CO COMMON STOCK
858586100
881.00000000
NS
USD
98768.91000000
0.004115565855
Long
EC
US
N
1
N
N
N
AUTO TRADER GROUP PLC
213800QLK9BZILB1DI86
AUTO TRADER GROUP PLC COMMON STOCK
N/A
3674.00000000
NS
27300.56000000
0.001137577124
Long
EC
GB
Y
1
N
N
N
Sparekassen Sjaelland-Fyn A/S
5493002DPKDEC2JN1Y86
SPAREKASSEN SJAELLAND-FYN AS COMMON STOCK
N/A
3408.00000000
NS
84648.56000000
0.003527190117
Long
EC
DK
N
1
N
N
N
THE NAVIGATOR COMPANY, S.A.
549300UNIB7M2AXUXS35
NAVIGATOR CO SA/THE COMMON STOCK
N/A
162176.00000000
NS
723067.75000000
0.030129247587
Long
EC
PT
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
2970.00000000
NS
USD
684109.80000000
0.028505922911
Long
EC
US
N
1
N
N
N
RAFFLES MEDICAL GROUP LTD
254900BARSOMRVZFY947
RAFFLES MEDICAL GROUP LTD COMMON STOCK
Y7174H100
9400.00000000
NS
8091.04000000
0.000337142608
Long
EC
SG
N
1
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
464600.00000000
NS
4602818.06000000
0.191793154834
Long
EC
IL
N
2
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
186200.00000000
NS
USD
8678782.00000000
0.361633016601
Long
EC
US
N
1
N
N
N
SS&C TECHNOLOGIES HOLDINGS, INC.
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK
78467J100
35568.00000000
NS
USD
2275996.32000000
0.094837664429
Long
EC
US
N
1
N
N
N
Isracard Ltd.
N/A
ISRACARD LTD COMMON STOCK
N/A
0.63000000
NS
2.66000000
0.000000110838
Long
EC
IL
N
1
N
N
N
GEORGE WESTON LIMITEE.
549300FAHC3L1QKNT280
WESTON (GEORGE) LTD COMMON STOCK
961148509
59014.00000000
NS
7243019.61000000
0.301806754780
Long
EC
CA
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
11117.00000000
NS
6573590.94000000
0.273912574545
Long
EC
CH
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
19231.00000000
NS
USD
1227322.42000000
0.051140852378
Long
EC
US
N
1
N
N
N
McKesson Europe AG
52990076MX7KD2XYCH67
MCKESSON EUROPE AG COMMON STOCK
N/A
1563.00000000
NS
37505.70000000
0.001562811398
Long
EC
DE
N
1
N
N
N
PLENUS Co., Ltd.
N/A
PLENUS CO LTD COMMON STOCK
N/A
8100.00000000
NS
122653.81000000
0.005110817083
Long
EC
JP
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
13964.00000000
NS
USD
1004290.88000000
0.041847432102
Long
EC
US
N
1
N
N
N
FUKUDA DENSHI CO., LTD.
N/A
FUKUDA DENSHI CO LTD COMMON STOCK
N/A
400.00000000
NS
22698.12000000
0.000945799722
Long
EC
JP
N
1
N
N
N
BOC HONG KONG (HOLDINGS) LIMITED
N/A
BOC HONG KONG HOLDINGS LTD COMMON STOCK
N/A
1801500.00000000
NS
6923061.48000000
0.288474535612
Long
EC
HK
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
335951.00000000
NS
7335829.19000000
0.305674003477
Long
EC
GB
N
1
N
N
N
Global One Real Estate Investment Corporation
N/A
GLOBAL ONE REIT REIT
N/A
279.00000000
NS
239214.12000000
0.009967726327
Long
EC
JP
N
1
N
N
N
Polar Capital Holdings PLC
549300OXX7YE1947B825
POLAR CAPITAL HOLDINGS PLC COMMON STOCK
N/A
24065.00000000
NS
185008.07000000
0.007709034107
Long
EC
GB
N
1
N
N
N
ARCS COMPANY,LIMITED
N/A
ARCS CO LTD COMMON STOCK
N/A
32800.00000000
NS
493357.69000000
0.020557542486
Long
EC
JP
N
1
N
N
N
Aspo Oyj
7437000TB0GHDHLPX677
ASPO OYJ COMMON STOCK
N/A
27.00000000
NS
209.70000000
0.000008737913
Long
EC
FI
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
165008.00000000
NS
USD
7433610.40000000
0.309748413221
Long
EC
US
N
1
N
N
N
SANKYO CO., LTD.
3538009H2R9ZBZAOAK48
SANKYO CO LTD COMMON STOCK
N/A
16700.00000000
NS
555606.51000000
0.023151365969
Long
EC
JP
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
112923.00000000
NS
USD
7323056.55000000
0.305141784978
Long
EC
US
N
1
N
N
N
Nissui Pharmaceutical Co Ltd
N/A
NISSUI PHARMACEUTICAL CO LTD COMMON STOCK
N/A
11900.00000000
NS
91485.09000000
0.003812059004
Long
EC
JP
N
1
N
N
N
SOCIETE BIC S.A.
969500UR00DF63I0VH67
SOCIETE BIC SA COMMON STOCK
N/A
77200.00000000
NS
4399661.49000000
0.183327897469
Long
EC
FR
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
97396.00000000
NS
USD
4266918.76000000
0.177796688840
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
61549.00000000
NS
USD
4292427.26000000
0.178859593267
Long
EC
US
N
1
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK
N/A
180.00000000
NS
1810234.21000000
0.075429992148
Long
EC
CH
N
1
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
13169.00000000
NS
USD
2357777.76000000
0.098245385564
Long
EC
US
N
1
N
N
N
Zug Estates Holding AG
506700683S928H292L02
ZUG ESTATES HOLDING AG-B SHR COMMON STOCK
N/A
17.00000000
NS
36357.00000000
0.001514946634
Long
EC
CH
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
615200.00000000
NS
12603332.44000000
0.525163684202
Long
EC
DE
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
63.00000000
NS
USD
4753.35000000
0.000198065615
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
45233.00000000
NS
USD
4923159.72000000
0.205141355175
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
56500.00000000
NS
USD
4220550.00000000
0.175864565813
Long
EC
US
N
1
N
N
N
NSD CO., LTD.
N/A
NSD CO LTD COMMON STOCK
N/A
1500.00000000
NS
27074.51000000
0.001128157928
Long
EC
JP
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
51947.00000000
NS
USD
6512595.39000000
0.271370973114
Long
EC
US
N
1
N
N
N
Marimo Regional Revitalization REIT, Inc.
N/A
MARIMO REGIONAL REVITALIZATI REIT
N/A
33.00000000
NS
35528.00000000
0.001480403334
Long
EC
JP
N
1
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD COMMON STOCK
N/A
616700.00000000
NS
13275087.17000000
0.553154788187
Long
EC
SG
N
1
N
N
N
RAMI LEVI CHAIN STORES HASHIKMA MARKETING 2006 LTD
N/A
RAMI LEVY CHAIN STORES HASHI COMMON STOCK
N/A
14424.00000000
NS
1108888.72000000
0.046205881526
Long
EC
IL
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
79359.00000000
NS
USD
7147071.54000000
0.297808729482
Long
EC
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
1459.00000000
NS
USD
71009.53000000
0.002958870327
Long
EC
US
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
265945.00000000
NS
7323181.00000000
0.305146970640
Long
EC
NL
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
3026.00000000
NS
USD
1416077.22000000
0.059006007618
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
30369.00000000
NS
USD
2721366.09000000
0.113395615698
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
163200.00000000
NS
USD
11381568.00000000
0.474254425274
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
756500.00000000
NS
USD
16105885.00000000
0.671110275334
Long
EC
US
N
1
N
N
N
SONOCO PRODUCTS COMPANY
GKOMIK4RDJGHEF0VNP11
SONOCO PRODUCTS CO COMMON STOCK
835495102
29597.00000000
NS
USD
1730536.59000000
0.072109100952
Long
EC
US
N
1
N
N
N
HK ELECTRIC INVESTMENTS LIMITED
5299006PUX29DFJ1DE03
HK ELECTRIC INVESTMENTS -SS UNIT
N/A
2228021.00000000
NS
2132729.73000000
0.088867940899
Long
EC
HK
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
51831.00000000
NS
USD
10075946.40000000
0.419850952788
Long
EC
US
N
1
N
N
N
HONDA MOTOR CO., LTD.
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD COMMON STOCK
N/A
233100.00000000
NS
5774726.57000000
0.240624985113
Long
EC
JP
N
1
N
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO COMMON STOCK
736508847
17268.00000000
NS
USD
850449.00000000
0.035437050652
Long
EC
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
314600.00000000
NS
USD
23736570.00000000
0.989070518520
Long
EC
US
N
1
N
N
N
ACEA S.P.A.
549300Q3448N041CTH56
ACEA SPA COMMON STOCK
N/A
12421.00000000
NS
225137.19000000
0.009381159841
Long
EC
IT
N
1
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
110073.00000000
NS
USD
8674853.13000000
0.361469305943
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-6.59000000
-0.00000027459
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12213.51000000
USD
16731.89000000
SGD
2022-06-27
-6.59000000
N
N
N
Enagas, S.A.
213800OU3FQKGM4M2U23
ENAGAS SA COMMON STOCK
N/A
157255.00000000
NS
3589866.04000000
0.149584824833
Long
EC
ES
N
1
N
N
N
HERA S.P.A.
8156009414FD99443B48
HERA SPA COMMON STOCK
N/A
1645100.00000000
NS
6106408.75000000
0.254445729465
Long
EC
IT
N
1
N
N
N
HKT Trust and HKT Limited
N/A
HKT TRUST AND HKT LTD-SS UNIT
N/A
2815000.00000000
NS
3875062.93000000
0.161468590511
Long
EC
HK
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
65617.00000000
NS
7253352.57000000
0.302237315139
Long
EC
DK
N
1
N
N
N
TEIJIN LIMITED
3538000RF6UCIMPKCO54
TEIJIN LTD COMMON STOCK
N/A
537800.00000000
NS
5539158.15000000
0.230809170136
Long
EC
JP
N
1
N
N
N
DAIHATSU DIESEL MFG.CO.,LTD.
N/A
DAIHATSU DIESEL MFG CO LTD COMMON STOCK
N/A
6400.00000000
NS
22834.93000000
0.000951500408
Long
EC
JP
N
1
N
N
N
ORSERO S.P.A.
8156001895E0F4E7A803
ORSERO SPA COMMON STOCK
N/A
4664.00000000
NS
60655.13000000
0.002527416593
Long
EC
IT
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
786900.00000000
NS
7497497.04000000
0.312410482431
Long
EC
GB
N
1
N
N
N
TX Group AG
506700302V28Y6O14985
TX GROUP AG COMMON STOCK
N/A
944.00000000
NS
123890.46000000
0.005162346603
Long
EC
CH
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
193300.00000000
NS
USD
8559324.00000000
0.356655364564
Long
EC
US
N
1
N
N
N
WEC ENERGY GROUP, INC.
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC COMMON STOCK
92939U106
10476.00000000
NS
USD
1100713.32000000
0.045865223752
Long
EC
US
N
1
N
N
N
GENUS PLC
54930022EOITNKSIGH56
GENUS PLC COMMON STOCK
N/A
10697.00000000
NS
372088.32000000
0.015504413131
Long
EC
GB
N
1
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
63800.00000000
NS
4875604.22000000
0.203159782309
Long
EC
CA
N
1
N
N
N
KAKEN PHARMACEUTICAL CO.,LTD.
N/A
KAKEN PHARMACEUTICAL CO LTD COMMON STOCK
N/A
29400.00000000
NS
822729.22000000
0.034282005202
Long
EC
JP
N
1
N
N
N
MERCURY NZ LIMITED
254900XLT925U953KK55
MERCURY NZ LTD COMMON STOCK
N/A
21181.00000000
NS
75832.56000000
0.003159839414
Long
EC
NZ
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
1492.00000000
NS
USD
3402923.76000000
0.141795194831
Long
EC
US
N
1
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
110593.00000000
NS
867266.90000000
0.036137829622
Long
EC
NO
N
1
N
N
N
ASR Nederland N.V.
7245000G0HS48PZWUD53
ASR NEDERLAND NV COMMON STOCK
N/A
149500.00000000
NS
6806446.78000000
0.283615360011
Long
EC
NL
N
1
N
N
N
THE BANK OF SAGA LTD.
353800F5W4TG8U8OOA26
BANK OF SAGA LTD/THE COMMON STOCK
N/A
2600.00000000
NS
28456.61000000
0.001185748151
Long
EC
JP
N
1
N
N
N
Hitachi, Ltd.
549300T6IPOCDWLKC615
HITACHI LTD COMMON STOCK
N/A
525.00000000
NS
27444.71000000
0.001143583658
Long
EC
JP
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
233500.00000000
NS
USD
3194280.00000000
0.133101293737
Long
EC
US
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
304200.00000000
NS
9248134.01000000
0.385357138820
Long
EC
JP
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC- CL A COMMON STOCK
G7709Q104
27700.00000000
NS
USD
1139578.00000000
0.047484661994
Long
EC
US
N
1
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
12241.00000000
NS
2393150.97000000
0.099719339011
Long
EC
FR
N
1
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S COMMON STOCK
N/A
95786.00000000
NS
1564033.20000000
0.065171131638
Long
EC
DK
N
1
N
N
N
SCHOLASTIC CORPORATION
N/A
SCHOLASTIC CORP COMMON STOCK
807066105
19871.00000000
NS
USD
745758.63000000
0.031074745629
Long
EC
US
N
1
N
N
N
FUJICCO CO., LTD.
N/A
FUJICCO CO LTD COMMON STOCK
N/A
11100.00000000
NS
163508.10000000
0.006813159662
Long
EC
JP
N
1
N
N
N
TAKAMATSU CONSTRUCTION GROUP CO., LTD.
N/A
TAKAMATSU CONSTRUCTION GROUP COMMON STOCK
N/A
3300.00000000
NS
52997.01000000
0.002208313170
Long
EC
JP
N
1
N
N
N
OZU CORPORATION
N/A
OZU CORP COMMON STOCK
N/A
2400.00000000
NS
36192.62000000
0.001508097144
Long
EC
JP
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
58550.00000000
NS
USD
8658374.00000000
0.360782643057
Long
EC
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
65400.00000000
NS
USD
3814782.00000000
0.158956766322
Long
EC
US
N
1
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP COMMON STOCK
302491303
6916.00000000
NS
USD
847763.28000000
0.035325140360
Long
EC
US
N
1
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEINEKEN NV COMMON STOCK
N/A
16088.00000000
NS
1616917.33000000
0.067374741253
Long
EC
NL
N
1
N
N
N
FLOWERS FOODS, INC.
7YNCQQNDK8FBM9BBTK25
FLOWERS FOODS INC COMMON STOCK
343498101
169975.00000000
NS
USD
4691310.00000000
0.195480493358
Long
EC
US
N
1
N
N
N
NIHON KOHDEN CORPORATION
N/A
NIHON KOHDEN CORP COMMON STOCK
N/A
3500.00000000
NS
83252.36000000
0.003469012366
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
7922.65000000
0.000330126026
N/A
DFE
US
N
2
BNP PARIBAS
N/A
99448697.00000000
JPY
781946.18000000
USD
2022-06-27
7922.65000000
N
N
N
Sojitz Corporation
5493004SE33MRLPB1W98
SOJITZ CORP COMMON STOCK
N/A
449600.00000000
NS
7126078.74000000
0.296933988120
Long
EC
JP
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
66027.00000000
NS
USD
2821993.98000000
0.117588642717
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
588400.00000000
NS
USD
26136728.00000000
1.089081830921
Long
EC
US
N
1
N
N
N
TARO PHARMACEUTICAL INDUSTRIES LTD.
5493002WIJCSC2L2VL79
TARO PHARMACEUTICAL INDUS COMMON STOCK
M8737E108
7891.00000000
NS
USD
288968.42000000
0.012040920192
Long
EC
US
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
35905.00000000
NS
USD
3663387.15000000
0.152648349276
Long
EC
US
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT, INC.
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT IN REIT
035710409
540500.00000000
NS
USD
3572705.00000000
0.148869747687
Long
EC
US
N
1
N
N
N
SKY Perfect JSAT Holdings Inc.
5299009SAF34W9TVEF26
SKY PERFECT JSAT HOLDINGS COMMON STOCK
N/A
378000.00000000
NS
1366318.16000000
0.056932615410
Long
EC
JP
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
2697.00000000
NS
USD
782723.34000000
0.032615014711
Long
EC
US
N
1
N
N
N
SPAR NORD BANK A/S
549300DHT635Q5P8J715
SPAR NORD BANK A/S COMMON STOCK
N/A
24270.00000000
NS
279919.51000000
0.011663864446
Long
EC
DK
N
1
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA COMMON STOCK
N/A
43078.00000000
NS
2225225.44000000
0.092722111061
Long
EC
NO
N
1
N
N
N
HERA S.P.A.
8156009414FD99443B48
HERA SPA COMMON STOCK
N/A
48979.00000000
NS
181804.03000000
0.007575526127
Long
EC
IT
N
1
N
N
N
XYMAX REIT Investment Corporation
N/A
XYMAX REIT INVESTMENT CORP REIT
N/A
100.00000000
NS
100120.49000000
0.004171884352
Long
EC
JP
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
6423.00000000
NS
USD
4269625.02000000
0.177909455006
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
2418.00000000
NS
USD
1402754.34000000
0.058450861367
Long
EC
US
N
1
N
N
N
NEC Capital Solutions Limited
353800ZI7YB13OFXXR18
NEC CAPITAL SOLUTIONS LTD COMMON STOCK
N/A
1700.00000000
NS
25795.02000000
0.001074843324
Long
EC
JP
N
1
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
102591.00000000
NS
1280120.80000000
0.053340888907
Long
EC
FR
N
1
N
N
N
IMPACT HEALTHCARE REIT PLC
213800AX3FHPMJL4IJ53
IMPACT HEALTHCARE REIT PLC REIT
N/A
54737.00000000
NS
82092.39000000
0.003420677997
Long
EC
GB
N
1
N
N
N
Odfjell Technology Ltd
529900ZYHGCPTAD1R169
ODFJELL TECHNOLOGY LTD COMMON STOCK
N/A
214.00000000
NS
628.29000000
0.000026179987
Long
EC
NO
N
1
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COMMON STOCK
26441C204
56401.00000000
NS
USD
6346240.52000000
0.264439192426
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2000.55000000
-0.00008336019
N/A
DFE
US
N
2
BNP PARIBAS
N/A
1813020.34000000
SEK
183535.83000000
USD
2022-06-27
-2000.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-51.64000000
-0.00000215176
N/A
DFE
US
N
2
BNP PARIBAS
N/A
556263.94000000
HKD
70912.48000000
USD
2022-06-27
-51.64000000
N
N
N
Mitsubishi Shokuhin Co., Ltd.
N/A
MITSUBISHI SHOKUHIN CO LTD COMMON STOCK
N/A
7400.00000000
NS
178607.80000000
0.007442343580
Long
EC
JP
N
1
N
N
N
JAPAN POST INSURANCE Co.,Ltd.
54930042SK2Z708BA841
JAPAN POST INSURANCE CO LTD COMMON STOCK
N/A
99500.00000000
NS
1644346.85000000
0.068517691964
Long
EC
JP
N
1
N
N
N
STEF SA
9695008BIKG0E486UL47
STEF COMMON STOCK
N/A
149.00000000
NS
14301.60000000
0.000595928178
Long
EC
FR
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO COMMON STOCK
023586100
8276.00000000
NS
USD
4055074.48000000
0.168969426440
Long
EC
US
N
1
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP COMMON STOCK
303250104
1627.00000000
NS
USD
666337.85000000
0.027765389978
Long
EC
US
N
1
N
N
N
Valiant Holding AG
529900R30EKFHO09CN42
VALIANT HOLDING AG-REG COMMON STOCK
N/A
7326.00000000
NS
669508.74000000
0.027897516643
Long
EC
CH
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
128600.00000000
NS
USD
11523846.00000000
0.480182955607
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-12.45000000
-0.00000051877
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
11225.36000000
USD
10729.42000000
CHF
2022-06-27
-12.45000000
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
800.00000000
NS
47075.28000000
0.001961562753
Long
EC
JP
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
10278.00000000
NS
931351.60000000
0.038808151722
Long
EC
CH
N
1
N
N
N
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.
N/A
KNIGHT-SWIFT TRANSPORTATION COMMON STOCK
499049104
26900.00000000
NS
USD
1308416.00000000
0.054519911325
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
49400.00000000
NS
USD
5376696.00000000
0.224039593785
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
7575.00000000
NS
USD
913923.75000000
0.038081956967
Long
EC
US
N
1
N
N
N
WH GROUP LIMITED
254900A4AYEDRWYSE928
WH GROUP LTD COMMON STOCK
N/A
1318500.00000000
NS
1011703.45000000
0.042156303791
Long
EC
HK
Y
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
29300.00000000
NS
USD
6127216.00000000
0.255312739212
Long
EC
US
N
1
N
N
N
Yamaguchi Financial Group, Inc.
353800898JPV95YSY548
YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK
N/A
365000.00000000
NS
2039993.78000000
0.085003760263
Long
EC
JP
N
1
N
N
N
KBC GROEP NV
213800X3Q9LSAKRUWY91
KBC GROUP NV COMMON STOCK
N/A
61281.00000000
NS
3814102.03000000
0.158928432899
Long
EC
BE
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
8473.00000000
NS
USD
1049211.59000000
0.043719216860
Long
EC
US
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
67.87000000
0.000002828050
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9152.97000000
USD
90104.02000000
SEK
2022-06-27
67.87000000
N
N
N
Otsuka Holdings Co., Ltd.
N/A
OTSUKA HOLDINGS CO LTD COMMON STOCK
N/A
28000.00000000
NS
933514.71000000
0.038898285568
Long
EC
JP
N
1
N
N
N
McDonald's Holdings Company (Japan), Ltd.
529900FY9FV0AYNRC729
MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK
N/A
31200.00000000
NS
1215064.71000000
0.050630090310
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-104.60000000
-0.00000435853
N/A
DFE
US
N
2
BNP PARIBAS
N/A
40208.45000000
GBP
50569.65000000
USD
2022-06-27
-104.60000000
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN-A SHS COMMON STOCK
N/A
492100.00000000
NS
4832651.21000000
0.201369988928
Long
EC
SE
N
1
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
14388.00000000
NS
USD
1468007.64000000
0.061169877437
Long
EC
US
N
1
N
N
N
CHORUS LIMITED
R7NJHU48LTCIOB9BVU57
CHORUS LTD COMMON STOCK
N/A
43878.00000000
NS
203963.67000000
0.008498888122
Long
EC
AU
N
1
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
64804.00000000
NS
USD
4835026.44000000
0.201468961525
Long
EC
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
48127.00000000
NS
USD
6386934.17000000
0.266134841355
Long
EC
US
N
1
N
N
N
HYDRO ONE LIMITED
5493007QZDXTP1W2VL44
HYDRO ONE LTD COMMON STOCK
448811208
42600.00000000
NS
1188226.27000000
0.049511769096
Long
EC
CA
Y
1
N
N
N
Morozoff Limited
N/A
MOROZOFF LTD COMMON STOCK
N/A
1222.00000000
NS
31156.75000000
0.001298259305
Long
EC
JP
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
281900.00000000
NS
USD
25943257.00000000
1.081020158056
Long
EC
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
16900.00000000
NS
3530662.35000000
0.147117887767
Long
EC
DE
N
1
N
N
N
JDE Peet's N.V.
724500EHG519SE5ZRT89
JDE PEET'S NV COMMON STOCK
N/A
15328.00000000
NS
448268.75000000
0.018678747813
Long
EC
NL
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
40414.00000000
NS
USD
5976422.32000000
0.249029372101
Long
EC
US
N
1
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
948500.00000000
NS
14426295.94000000
0.601124088514
Long
EC
IT
N
1
N
N
N
San-A Co Ltd
N/A
SAN-A CO LTD COMMON STOCK
N/A
3000.00000000
NS
91764.16000000
0.003823687470
Long
EC
JP
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
232900.00000000
NS
USD
10203349.00000000
0.425159645478
Long
EC
US
N
1
N
N
N
Okinawa Cellular Telephone Co
N/A
OKINAWA CELLULAR TELEPHONE COMMON STOCK
N/A
5411.00000000
NS
215775.43000000
0.008991068062
Long
EC
JP
N
1
N
N
N
Ebara Foods Industry Inc
N/A
EBARA FOODS INDUSTRY INC COMMON STOCK
N/A
1600.00000000
NS
37262.23000000
0.001552666334
Long
EC
JP
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
20680.00000000
NS
USD
4111804.40000000
0.171333284883
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
263.54000000
0.000010981352
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
29853.24000000
USD
38093.51000000
CAD
2022-06-27
263.54000000
N
N
N
Miyoshi Oil & Fat Co., Ltd.
N/A
MIYOSHI OIL & FAT CO LTD COMMON STOCK
N/A
10118.00000000
NS
82347.13000000
0.003431292666
Long
EC
JP
N
1
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC COMMON STOCK
550241103
225600.00000000
NS
USD
2761344.00000000
0.115061440717
Long
EC
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA COMMON STOCK
N/A
85300.00000000
NS
3272009.53000000
0.136340177306
Long
EC
NO
N
1
N
N
N
The Nanto Bank, Ltd.
353800923E4YW3IDES52
NANTO BANK LTD/THE COMMON STOCK
N/A
3700.00000000
NS
55480.59000000
0.002311800564
Long
EC
JP
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
76100.00000000
NS
USD
2943548.00000000
0.122653633050
Long
EC
US
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
7778.00000000
NS
859785.97000000
0.035826109465
Long
EC
DK
N
1
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD INSURANCE GROUP HOLDIN COMMON STOCK
N/A
16100.00000000
NS
512241.44000000
0.021344402610
Long
EC
JP
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
SWISS LIFE HOLDING AG-REG COMMON STOCK
N/A
10100.00000000
NS
5721454.28000000
0.238405201400
Long
EC
CH
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
46300.00000000
NS
USD
21667011.00000000
0.902834815837
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
77600.00000000
NS
USD
9336832.00000000
0.389053063167
Long
EC
US
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
25500.00000000
NS
2352527.97000000
0.098026633971
Long
EC
CA
N
1
N
N
N
N/A
N/A
EURO STOXX 50 JUN22 PHYSICAL INDEX FUTURE.
N/A
53.00000000
NC
2148410.80000000
0.089521349712
N/A
DE
DE
N
1
J.P. MORGAN SECURITIES
N/A
Long
DJ EURO STOXX 50 FUTR Jun 2022
N/A
N/A
2022-06-20
2083801.07000000
EUR
64609.73000000
N
N
N
SMARTONE TELECOMMUNICATIONS HOLDINGS LIMITED
529900CT7EGMVQRYNQ45
SMARTONE TELECOMMUNICATIONS COMMON STOCK
N/A
153344.00000000
NS
81308.65000000
0.003388020620
Long
EC
HK
N
1
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
323257.00000000
NS
6589873.17000000
0.274591032876
Long
EC
FR
N
1
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
1991.00000000
NS
22446.18000000
0.000935301726
Long
EC
NL
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
14117.00000000
NS
USD
3891633.39000000
0.162159058993
Long
EC
US
N
1
N
N
N
THE HONG KONG AND CHINA GAS COMPANY LIMITED
254900P7BETXGC7YU827
HONG KONG & CHINA GAS COMMON STOCK
N/A
1472000.00000000
NS
1666085.87000000
0.069423527297
Long
EC
HK
N
1
N
N
N
BUNZL PUBLIC LIMITED COMPANY
213800Q1Q9DV4L78UM09
BUNZL PLC COMMON STOCK
N/A
13787.00000000
NS
480788.31000000
0.020033793554
Long
EC
GB
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
72300.00000000
NS
USD
18562302.00000000
0.773465823582
Long
EC
US
N
1
N
N
N
HUNTSMAN CORPORATION
5299000V56320A7RIQ67
HUNTSMAN CORP COMMON STOCK
447011107
2422.00000000
NS
USD
87797.50000000
0.003658402155
Long
EC
US
N
1
N
N
N
Tenpos Holdings Co Ltd
N/A
TENPOS HOLDINGS CO LTD COMMON STOCK
N/A
1300.00000000
NS
23504.99000000
0.000979420895
Long
EC
JP
N
1
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
11507.00000000
NS
USD
2164696.84000000
0.090199966801
Long
EC
US
N
1
N
N
N
ITOCHU Corporation
J48DJYXDTLHM30UMYI18
ITOCHU CORP COMMON STOCK
N/A
126500.00000000
NS
3633390.34000000
0.151398423090
Long
EC
JP
N
1
N
N
N
DAH SING BANKING GROUP LIMITED
529900DXBMKJOLLQOM66
DAH SING BANKING GROUP LTD COMMON STOCK
N/A
58680.00000000
NS
50934.71000000
0.002122379940
Long
EC
HK
N
1
N
N
N
ROYAL GOLD, INC.
5493001NGRU6SFL04184
ROYAL GOLD INC COMMON STOCK
780287108
44989.00000000
NS
USD
5087356.12000000
0.211983195360
Long
EC
US
N
1
N
N
N
TOYO KANETSU K.K.
353800EG0O6LMB2WP165
TOYO KANETSU K K COMMON STOCK
N/A
1600.00000000
NS
34414.09000000
0.001433988223
Long
EC
JP
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
12534.00000000
NS
7411476.92000000
0.308826141277
Long
EC
CH
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
319900.00000000
NS
USD
3566885.00000000
0.148627236220
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL A COMMON STOCK
084670108
6.00000000
NS
USD
2844300.00000000
0.118518104167
Long
EC
US
N
1
N
N
N
The Yamanashi Chuo Bank,Ltd.
353800DUD9B4IAIADJ68
YAMANASHI CHUO BANK LTD/THE COMMON STOCK
N/A
3100.00000000
NS
27567.34000000
0.001148693483
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-69.30000000
-0.00000288763
N/A
DFE
US
N
2
BNP PARIBAS
N/A
694144.18000000
HKD
88484.59000000
USD
2022-06-27
-69.30000000
N
N
N
A. O. SMITH CORPORATION
549300XG4US7UJNECY36
SMITH (A.O.) CORP COMMON STOCK
831865209
23226.00000000
NS
USD
1396347.12000000
0.058183881243
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
14.00000000
NS
USD
2266.32000000
0.000094434465
Long
EC
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO COMMON STOCK
88579Y101
15383.00000000
NS
USD
2296528.07000000
0.095693194467
Long
EC
US
N
1
N
N
N
Araya Industrial Co Ltd
N/A
ARAYA INDUSTRIAL CO LTD COMMON STOCK
N/A
3800.00000000
NS
43658.13000000
0.001819174770
Long
EC
JP
N
1
N
N
N
CHEMED CORPORATION
54930020031IDJT2IM79
CHEMED CORP COMMON STOCK
16359R103
13555.00000000
NS
USD
6566042.00000000
0.273598020504
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
147000.00000000
NS
13320557.09000000
0.555049457777
Long
EC
CH
N
1
N
N
N
DyDo GROUP HOLDINGS, INC.
N/A
DYDO GROUP HOLDINGS INC COMMON STOCK
N/A
3596.00000000
NS
134593.18000000
0.005608314357
Long
EC
JP
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
32589.00000000
NS
USD
7161106.86000000
0.298393562136
Long
EC
US
N
1
N
N
N
SKY Perfect JSAT Holdings Inc.
5299009SAF34W9TVEF26
SKY PERFECT JSAT HOLDINGS COMMON STOCK
N/A
222000.00000000
NS
802440.83000000
0.033436615644
Long
EC
JP
N
1
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ICL GROUP LTD COMMON STOCK
N/A
47900.00000000
NS
532230.21000000
0.022177307411
Long
EC
IL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-53.35000000
-0.00000222302
N/A
DFE
US
N
2
BNP PARIBAS
N/A
194280.45000000
EUR
208354.71000000
USD
2022-06-27
-53.35000000
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
462510.00000000
NS
7034587.39000000
0.293121668270
Long
EC
IT
N
1
N
N
N
Nippon Electric Glass Co., Ltd.
529900NCIGSAX4V03234
NIPPON ELECTRIC GLASS CO LTD COMMON STOCK
N/A
177000.00000000
NS
3754774.77000000
0.156456346839
Long
EC
JP
N
1
N
N
N
CANADIAN UTILITIES LIMITED
LWV4QIQODEH3VBHUFX07
CANADIAN UTILITIES LTD-A COMMON STOCK
136717832
67700.00000000
NS
2147923.47000000
0.089501043335
Long
EC
CA
N
1
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
948.00000000
NS
USD
17490.60000000
0.000728809461
Long
EC
US
N
1
N
N
N
RIO TINTO LIMITED
529900X2VMAQT2PE0V24
RIO TINTO LTD COMMON STOCK
N/A
40900.00000000
NS
3357918.11000000
0.139919870739
Long
EC
AU
N
1
N
N
N
COLES GROUP LIMITED
549300OHQRG2HN8LZ793
COLES GROUP LTD COMMON STOCK
N/A
29400.00000000
NS
369709.19000000
0.015405278026
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
39.11000000
0.000001629660
N/A
DFE
US
N
2
BNP PARIBAS
N/A
70782.93000000
EUR
75969.20000000
USD
2022-06-27
39.11000000
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC COMMON STOCK
12503M108
48480.00000000
NS
USD
5444788.80000000
0.226876927949
Long
EC
US
N
1
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
17530.00000000
NS
USD
8172836.60000000
0.340550961396
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
237500.00000000
NS
USD
7286500.00000000
0.303618523367
Long
EC
US
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
512100.00000000
NS
USD
27161784.00000000
1.131794517271
Long
EC
US
N
1
N
N
N
The Ehime Bank, Ltd.
353800KJ5DZRX27VPX36
EHIME BANK LTD/THE COMMON STOCK
N/A
3400.00000000
NS
21328.46000000
0.000888727857
Long
EC
JP
N
1
N
N
N
GREAT EASTERN HOLDINGS LIMITED
N/A
GREAT EASTERN HOLDINGS LTD COMMON STOCK
N/A
4800.00000000
NS
70272.08000000
0.002928141791
Long
EC
SG
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
26600.00000000
NS
USD
3758580.00000000
0.156614905586
Long
EC
US
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
572100.00000000
NS
17392693.85000000
0.724729846169
Long
EC
JP
N
1
N
N
N
AUCKLAND INTERNATIONAL AIRPORT LIMITED
549300HFZIZDJWB7AK60
AUCKLAND INTL AIRPORT LTD COMMON STOCK
N/A
25700.00000000
NS
125135.72000000
0.005214234890
Long
EC
NZ
N
1
N
N
N
SUMITOMO CORPORATION
V82KK8NH1P0JS71FJC05
SUMITOMO CORP COMMON STOCK
N/A
15600.00000000
NS
224338.30000000
0.009347871183
Long
EC
JP
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
3346.00000000
NS
USD
971076.12000000
0.040463418325
Long
EC
US
N
1
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
4300.00000000
NS
USD
323661.00000000
0.013486512714
Long
EC
US
N
1
N
N
N
NIHON CHOUZAI Co.,Ltd.
N/A
NIHON CHOUZAI CO LTD COMMON STOCK
N/A
11100.00000000
NS
105870.42000000
0.004411476098
Long
EC
JP
N
1
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
CALBEE INC COMMON STOCK
N/A
18100.00000000
NS
335140.89000000
0.013964864083
Long
EC
JP
N
1
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO COMMON STOCK
363576109
14149.00000000
NS
USD
2291289.06000000
0.095474892061
Long
EC
US
N
1
N
N
N
CAWACHI LIMITED
N/A
CAWACHI LTD COMMON STOCK
N/A
20900.00000000
NS
331423.69000000
0.013809973425
Long
EC
JP
N
1
N
N
N
NATIONAL INSTRUMENTS CORPORATION
549300TP4OOPCYWDUP86
NATIONAL INSTRUMENTS CORP COMMON STOCK
636518102
19490.00000000
NS
USD
688386.80000000
0.028684139672
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-673.02000000
-0.00002804382
N/A
DFE
US
N
2
BNP PARIBAS
N/A
901982.16000000
DKK
129420.81000000
USD
2022-06-27
-673.02000000
N
N
N
Technip Energies N.V.
724500FLODI49NSCIP70
TECHNIP ENERGIES NV COMMON STOCK
N/A
7668.00000000
NS
99023.81000000
0.004126187191
Long
EC
FR
N
1
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
18339.00000000
NS
USD
2439453.78000000
0.101648713992
Long
EC
US
N
1
N
N
N
Hitachi Metals, Ltd.
N/A
HITACHI METALS LTD COMMON STOCK
N/A
148400.00000000
NS
2386720.04000000
0.099451370923
Long
EC
JP
N
1
N
N
N
SINGAPORE TECHNOLOGIES ENGINEERING LTD
254900OEXGGWCR24DG90
SINGAPORE TECH ENGINEERING COMMON STOCK
N/A
1307700.00000000
NS
3920524.47000000
0.163362910918
Long
EC
SG
N
1
N
N
N
Doshisha Co Ltd
N/A
DOSHISHA CO LTD COMMON STOCK
N/A
6100.00000000
NS
72975.24000000
0.003040778784
Long
EC
JP
N
1
N
N
N
CK INFRASTRUCTURE HOLDINGS LIMITED
5299005U11RQ1C27MR12
CK INFRASTRUCTURE HOLDINGS L COMMON STOCK
N/A
110000.00000000
NS
736787.10000000
0.030700914202
Long
EC
HK
N
1
N
N
N
BUKIT SEMBAWANG ESTATES LIMITED
529900J6WGBZEVNF0B20
BUKIT SEMBAWANG ESTATES LTD COMMON STOCK
N/A
9700.00000000
NS
35661.24000000
0.001485955263
Long
EC
SG
N
1
N
N
N
ISRAEL DISCOUNT BANK LIMITED
549300XWZ7BG5G23OF51
ISRAEL DISCOUNT BANK-A COMMON STOCK
465074201
23713.00000000
NS
133877.21000000
0.005578480863
Long
EC
IL
N
2
N
N
N
LIBERTY GLOBAL PLC
549300BSGXG3QLIQYT84
LIBERTY GLOBAL PLC- C COMMON STOCK
G5480U120
92838.00000000
NS
USD
2359013.58000000
0.098296880499
Long
EC
US
N
1
N
N
N
Silicom Ltd
529900711TW6GY85XW07
SILICOM LTD COMMON STOCK
M84116108
1294.00000000
NS
USD
47567.44000000
0.001982070389
Long
EC
US
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
71000.00000000
NS
9754816.78000000
0.406469919228
Long
EC
CA
N
1
N
N
N
Basellandschaftliche Kantonalbank
529900TPRILCY8WVKI23
BASELLANDS KANTONALBANK-CERT COMMON STOCK
N/A
120.00000000
NS
113671.69000000
0.004736544385
Long
EC
CH
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
2.00000000
NC
272689.62000000
0.011362604784
N/A
DE
HK
N
1
J.P. MORGAN SECURITIES
N/A
Long
HANG SENG IDX FUT Jun 2022
N/A
N/A
2022-07-02
260035.04000000
HKD
12654.58000000
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
1247.00000000
NS
52345.18000000
0.002181152303
Long
EC
FR
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
45024.00000000
NS
USD
6701372.16000000
0.279237043814
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1244.07000000
0.000051838701
N/A
DFE
US
N
2
BNP PARIBAS
N/A
13827214.00000000
JPY
108863.27000000
USD
2022-06-27
1244.07000000
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
8658.00000000
NS
1623102.55000000
0.067632470940
Long
EC
DE
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
82081.00000000
NS
7437854.74000000
0.309925269083
Long
EC
CH
N
1
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
14007.00000000
NS
USD
4120018.98000000
0.171675575235
Long
EC
US
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTL AG-REG COMMON STOCK
N/A
1871.00000000
NS
493441.97000000
0.020561054319
Long
EC
CH
N
1
N
N
N
K'S HOLDINGS CORPORATION
3538003LJ09YLR6NHG27
K'S HOLDINGS CORP COMMON STOCK
N/A
404800.00000000
NS
4052877.30000000
0.168877872945
Long
EC
JP
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
427700.00000000
NS
9651360.50000000
0.402159037054
Long
EC
GB
N
1
N
N
N
DOLBY LABORATORIES, INC.
549300X04FB2QPCJ5J24
DOLBY LABORATORIES INC-CL A COMMON STOCK
25659T107
10085.00000000
NS
USD
782797.70000000
0.032618113191
Long
EC
US
N
1
N
N
N
Sheng Siong Group Ltd
N/A
SHENG SIONG GROUP LTD COMMON STOCK
N/A
1456233.00000000
NS
1625236.33000000
0.067721382644
Long
EC
SG
N
1
N
N
N
RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.
815600FBF92FD3531704
RECORDATI INDUSTRIA CHIMICA COMMON STOCK
N/A
9376.00000000
NS
418635.10000000
0.017443954009
Long
EC
IT
N
1
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
SWISS PRIME SITE-REG COMMON STOCK
N/A
3093.00000000
NS
311381.25000000
0.012974832269
Long
EC
CH
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
550.00000000
NS
USD
707366.00000000
0.029474977067
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
26303.00000000
NS
USD
3876273.11000000
0.161519017062
Long
EC
US
N
1
N
N
N
Fukuoka REIT Corporation
N/A
FUKUOKA REIT CORP REIT
N/A
21.00000000
NS
27456.96000000
0.001144094098
Long
EC
JP
N
1
N
N
N
TOKAI Holdings Corporation
N/A
TOKAI HOLDINGS CORP COMMON STOCK
N/A
19900.00000000
NS
135971.86000000
0.005665762074
Long
EC
JP
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
309900.00000000
NS
USD
16415403.00000000
0.684007468515
Long
EC
US
N
1
N
N
N
Intershop Holding AG
506700CGX4K77JX3R725
INTERSHOP HOLDING AG COMMON STOCK
N/A
285.00000000
NS
198315.16000000
0.008263522410
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-260115.05000000
-0.01083863959
N/A
DFE
US
N
2
BNP PARIBAS
N/A
44847589.07000000
CHF
46608393.59000000
USD
2022-06-27
-260115.05000000
N
N
N
Aozora Bank,Ltd.
X0XUGKC9FD2CYUQNC010
AOZORA BANK LTD COMMON STOCK
N/A
85300.00000000
NS
1761100.70000000
0.073382665756
Long
EC
JP
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
455.00000000
NS
USD
937140.75000000
0.039049377712
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
63.00000000
NC
USD
13013437.50000000
0.542252203071
N/A
DE
US
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P 500 Future (e-Mini) Jun 2022
N/A
N/A
2022-06-20
12748804.98000000
USD
264632.52000000
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL COMMON STOCK
063671101
52300.00000000
NS
5689178.16000000
0.237060299473
Long
EC
CA
N
1
N
N
N
SYNOPSYS, INC.
QG7T915N9S0NY5UKNE63
SYNOPSYS INC COMMON STOCK
871607107
2813.00000000
NS
USD
897909.60000000
0.037414669164
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-90.81000000
-0.00000378392
N/A
DFE
US
N
2
BNP PARIBAS
N/A
60318.30000000
SGD
43915.03000000
USD
2022-06-27
-90.81000000
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-B COMMON STOCK
N/A
764.00000000
NS
2224361.59000000
0.092686115609
Long
EC
DK
N
1
N
N
N
PROVIDENT FINANCIAL HOLDINGS, INC.
N/A
PROVIDENT FINANCIAL HLDGS COMMON STOCK
743868101
2655.00000000
NS
USD
39373.65000000
0.001640646328
Long
EC
US
N
1
N
N
N
FREIGHTWAYS LIMITED
N/A
FREIGHTWAYS LTD COMMON STOCK
N/A
13613.00000000
NS
97474.97000000
0.004061649139
Long
EC
NZ
N
1
N
N
N
USANA HEALTH SCIENCES, INC.
549300YTURXE814MAH96
USANA HEALTH SCIENCES INC COMMON STOCK
90328M107
10958.00000000
NS
USD
770676.14000000
0.032113024308
Long
EC
US
N
1
N
N
N
San ju San Financial Group,Inc.
N/A
SAN JU SAN FINANCIAL GROUP I COMMON STOCK
N/A
3400.00000000
NS
35996.74000000
0.001499935091
Long
EC
JP
N
1
N
N
N
HKT Trust and HKT Limited
N/A
HKT TRUST AND HKT LTD-SS UNIT
N/A
61000.00000000
NS
83971.17000000
0.003498964199
Long
EC
HK
N
1
N
N
N
Retailors Ltd
2549006QHZTQOYRBB695
RETAILORS LTD COMMON STOCK
N/A
1002.00000000
NS
21665.19000000
0.000902758937
Long
EC
IL
N
1
N
N
N
AGL ENERGY LIMITED
549300QAZ8A74DEDXO80
AGL ENERGY LTD COMMON STOCK
Q01630195
620500.00000000
NS
3899212.35000000
0.162474863926
Long
EC
AU
N
1
N
N
N
IDACORP, INC.
N134NUJDWN8UEFA8B673
IDACORP INC COMMON STOCK
451107106
1974.00000000
NS
USD
215205.48000000
0.008967319022
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
118100.00000000
NS
USD
21202493.00000000
0.883478983924
Long
EC
US
N
1
N
N
N
ASANTE INCORPORATED
N/A
ASANTE INC COMMON STOCK
N/A
2600.00000000
NS
30376.62000000
0.001265752351
Long
EC
JP
N
1
N
N
N
HEALTHSTREAM, INC.
529900OJ88H8635JNH64
HEALTHSTREAM INC COMMON STOCK
42222N103
3215.00000000
NS
USD
65489.55000000
0.002728860285
Long
EC
US
N
1
N
N
N
YAOKO CO.,LTD.
353800Y2SZOLTECIV233
YAOKO CO LTD COMMON STOCK
N/A
10000.00000000
NS
501379.77000000
0.020891811626
Long
EC
JP
N
1
N
N
N
Nichirin Co Ltd
N/A
NICHIRIN CO LTD COMMON STOCK
N/A
4100.00000000
NS
48953.32000000
0.002039818120
Long
EC
JP
N
1
N
N
N
THE HACKETT GROUP, INC.
5K016KLIRB6156644289
HACKETT GROUP INC/THE COMMON STOCK
404609109
3171.00000000
NS
USD
64973.79000000
0.002707369268
Long
EC
US
N
1
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
UNIPER SE COMMON STOCK
N/A
508.00000000
NS
13082.43000000
0.000545127026
Long
EC
DE
N
1
N
N
N
GAKKEN HOLDINGS CO., LTD.
N/A
GAKKEN HOLDINGS CO LTD COMMON STOCK
N/A
5400.00000000
NS
35553.66000000
0.001481472551
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-935313.10000000
-0.03897322202
N/A
DFE
US
N
2
BNP PARIBAS
N/A
79427172.07000000
CAD
61859919.85000000
USD
2022-06-27
-935313.10000000
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC COMMON STOCK
N/A
385354.00000000
NS
1049517.29000000
0.043731954963
Long
EC
GB
N
1
N
N
N
WILMAR INTERNATIONAL LIMITED
549300H2EAI4YRLWBB20
WILMAR INTERNATIONAL LTD COMMON STOCK
N/A
503700.00000000
NS
1532153.33000000
0.063842740908
Long
EC
SG
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
50141.00000000
NS
USD
7389279.17000000
0.307901191291
Long
EC
US
N
1
N
N
N
TOHO HOLDINGS CO.,LTD.
353800Z8BQ3ZHELA4J90
TOHO HOLDINGS CO LTD COMMON STOCK
N/A
1911.00000000
NS
28966.92000000
0.001207012073
Long
EC
JP
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
57000.00000000
NS
USD
3544260.00000000
0.147684483308
Long
EC
US
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC COMMON STOCK
N/A
116238.00000000
NS
3480328.77000000
0.145020556094
Long
EC
NL
N
1
N
N
N
SOUTH32 LIMITED
213800LAZNPXSBKVHR17
SOUTH32 LTD COMMON STOCK
N/A
386485.00000000
NS
1386224.73000000
0.057762095049
Long
EC
AU
N
1
N
N
N
Kenedix Retail REIT Corporation
353800IOH9ONLGE3AQ55
KENEDIX RETAIL REIT CORP REIT
N/A
59.00000000
NS
127544.02000000
0.005314585468
Long
EC
JP
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG-REG COMMON STOCK
N/A
395700.00000000
NS
7449174.80000000
0.310396960554
Long
EC
CH
N
1
N
N
N
THE HOUR GLASS LIMITED
N/A
HOUR GLASS LTD/THE COMMON STOCK
N/A
2599.00000000
NS
4493.13000000
0.000187222602
Long
EC
SG
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
48791.00000000
NS
USD
7673848.48000000
0.319758806565
Long
EC
US
N
1
N
N
N
ETABLISSEMENTEN FRANZ COLRUYT NV
5493000O0NZ1BCXO8K39
COLRUYT SA COMMON STOCK
N/A
56200.00000000
NS
1820574.40000000
0.075860853771
Long
EC
BE
N
1
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N/A
4785.00000000
NS
219440.86000000
0.009143801534
Long
EC
DE
N
1
N
N
N
THE OITA BANK, LTD.
35380074A4QB6YEFB933
OITA BANK LTD/THE COMMON STOCK
N/A
1700.00000000
NS
23125.66000000
0.000963614731
Long
EC
JP
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
76000.00000000
NS
USD
3698920.00000000
0.154128954704
Long
EC
US
N
1
N
N
N
CLAROS MORTGAGE TRUST, INC.
549300Z9LU2CZ3K30C16
CLAROS MORTGAGE TRUST INC COMMON STOCK
18270D106
2888.00000000
NS
USD
57846.64000000
0.002410390642
Long
EC
US
N
1
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
28250.00000000
NS
USD
1576915.00000000
0.065707898686
Long
EC
US
N
1
N
N
N
MERIDIAN ENERGY LIMITED
254900IFKXIGNCY3A092
MERIDIAN ENERGY LTD COMMON STOCK
N/A
23400.00000000
NS
71591.31000000
0.002983112307
Long
EC
NZ
N
1
N
N
N
2022-05-31
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO