0001752724-22-169802.txt : 20220728
0001752724-22-169802.hdr.sgml : 20220728
20220728153532
ACCESSION NUMBER: 0001752724-22-169802
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: 221114963
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000006765
SIIT WORLD EQUITY EX-US FUND
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TRICAN WELL SERVICE LTD.
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TRICAN WELL SERVICE LTD COMMON STOCK
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EC
CA
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N
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I-PEX Inc.
N/A
I-PEX INC COMMON STOCK
N/A
6700.00000000
NS
71715.96000000
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JP
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Minor International Public Company Limited
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MINOR INTERNATIONAL PCL-FOR COMMON STOCK
Y6069M133
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0.452395177880
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GLENCORE PLC
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GLENCORE PLC COMMON STOCK
G39420107
4067709.00000000
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EC
GB
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1
N
N
N
MINERAL RESOURCES LIMITED
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD COMMON STOCK
N/A
41214.00000000
NS
1887716.03000000
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EC
AU
N
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N
N
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LG HOUSEHOLD & HEALTH CARE LTD
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LG HOUSEHOLD & HEALTH CARE COMMON STOCK
N/A
7735.00000000
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4588983.19000000
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EC
KR
N
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N
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Shin-Etsu Chemical Co., Ltd.
353800PX8Q64N86H5W41
SHIN-ETSU CHEMICAL CO LTD COMMON STOCK
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4332729.60000000
0.048865420728
Long
EC
JP
N
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N
N
N
The Swatch Group AG
529900NTES2LEON1JZ55
SWATCH GROUP AG/THE-BR COMMON STOCK
N/A
118250.00000000
NS
30396745.08000000
0.342820779099
Long
EC
CH
N
1
N
N
N
Wakita & Co.,LTD.
N/A
WAKITA & CO LTD COMMON STOCK
N/A
10000.00000000
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85662.09000000
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Long
EC
JP
N
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COGNEX CORPORATION
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COGNEX CORP COMMON STOCK
192422103
396827.00000000
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USD
19214363.34000000
0.216703564568
Long
EC
US
N
1
N
N
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NORITZ CORPORATION
N/A
NORITZ CORP COMMON STOCK
N/A
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92113.96000000
0.001038880296
Long
EC
JP
N
1
N
N
N
BNK Financial Group Inc.
N/A
BNK FINANCIAL GROUP INC COMMON STOCK
N/A
912896.00000000
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5821814.94000000
0.065659633235
Long
EC
KR
N
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N
N
N
EUROAPI SAS
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EUROAPI SASU COMMON STOCK
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36948.00000000
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535919.96000000
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Long
EC
FR
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
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DFE
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N
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UBS SECURITIES LLC
N/A
164835296.65000000
USD
206130000.00000000
CAD
2022-07-21
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N
N
GUNZE LIMITED
353800VSSDM5IY8UNW44
GUNZE LTD COMMON STOCK
N/A
1400.00000000
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39884.95000000
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Long
EC
JP
N
1
N
N
N
LOTTE CONFECTIONERY CO.,LTD
988400SZXKR6WK05R430
LOTTE CONFECTIONERY CO LTD COMMON STOCK
N/A
316.00000000
NS
28989.65000000
0.000326951269
Long
EC
KR
N
1
N
N
N
ADVANTAGE ENERGY LTD.
549300WK5YRPOB2DTT64
ADVANTAGE ENERGY LTD COMMON STOCK
00791P107
350800.00000000
NS
3045249.63000000
0.034344955289
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2022-06-02
N/A
1.00000000
NC
USD
-195705.21000000
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N/A
DFE
US
N
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BARCLAYS CAPITAL INC.
N/A
16162000.00000000
BRL
3215006.81000000
USD
2022-06-02
-195705.21000000
N
N
N
SENSATA TECHNOLOGIES HOLDING PLC
529900MS7KFYCY9MS037
SENSATA TECHNOLOGIES HOLDING COMMON STOCK
G8060N102
602920.00000000
NS
USD
28958247.60000000
0.326597106942
Long
EC
US
N
1
N
N
N
Saudi Telecom Company SJSC
21380028ATJ79OTA9W17
SAUDI TELECOM CO COMMON STOCK
N/A
136425.00000000
NS
3739365.42000000
0.042173336758
Long
EC
SA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-07-07
N/A
1.00000000
NC
USD
35490.21000000
0.000400265930
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
191091000.00000000
INR
2487840.12000000
USD
2022-07-07
35490.21000000
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N
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WOODSIDE ENERGY GROUP LTD
2549005ZC5RXAOO7FH41
WOODSIDE ENERGY GROUP LTD COMMON STOCK
N/A
170470.55000000
NS
3639261.68000000
0.041044346070
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EC
AU
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
29005.41000000
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DFE
GB
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BROWN BROTHERS
N/A
9616064.91000000
USD
7653000.00000000
GBP
2022-06-09
29005.41000000
N
N
N
ASX LIMITED
N/A
ASX LTD COMMON STOCK
N/A
498816.00000000
NS
28912305.99000000
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EC
AU
N
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N
N
N
TENARIS S.A.
549300Y7C05BKC4HZB40
TENARIS SA-ADR DEPOSITARY RECEIPT
88031M109
818224.00000000
NS
USD
27279588.16000000
0.307664838518
Long
EC
US
N
1
N
N
N
PAGE INDUSTRIES LIMITED
335800D6UFCCKUP3KD53
PAGE INDUSTRIES LTD COMMON STOCK
N/A
396.00000000
NS
230521.74000000
0.002599871871
Long
EC
IN
N
1
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N/A
1436894.00000000
NS
21448200.84000000
0.241897246001
Long
EC
IT
N
1
N
N
N
DANIELI & C. OFFICINE MECCANICHE S.P.A.
815600B4B8C6A353E566
DANIELI & CO-RSP COMMON STOCK
N/A
5930.00000000
NS
100877.78000000
0.001137720471
Long
EC
IT
N
1
N
N
N
Atlas Copco Aktiebolag
213800T8PC8Q4FYJZR07
ATLAS COPCO AB- A RDS COMMON STOCK
N/A
105300.00000000
NS
85887.58000000
0.000968657894
Long
EC
SE
N
1
N
N
N
ORIENT OVERSEAS (INTERNATIONAL) LIMITED
529900DQ426GJO276W95
ORIENT OVERSEAS INTL LTD COMMON STOCK
N/A
593003.00000000
NS
18215896.02000000
0.205442643583
Long
EC
HK
N
1
N
N
N
SCB X PUBLIC COMPANY LIMITED
N/A
SCB X PCL-FOREIGN COMMON STOCK
N/A
17034200.00000000
NS
56249696.08000000
0.634395708603
Long
EC
TH
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
TOKIO MARINE HOLDINGS INC COMMON STOCK
N/A
139000.00000000
NS
8066959.46000000
0.090980837578
Long
EC
JP
N
1
N
N
N
iShares MSCI ACWI ex US ETF
N/A
ISHARES MSCI ACWI EX US ETF MUTUAL FUND
464288240
870869.00000000
NS
USD
43238645.85000000
0.487654392551
Long
EC
RF
US
N
1
N
N
N
Dexterra Group Inc.
N/A
DEXTERRA GROUP INC COMMON STOCK
252371109
4700.00000000
NS
22257.98000000
0.000251030102
Long
EC
CA
N
1
N
N
N
Precision Wires India Ltd
335800DS3LQTJ3D79385
PRECISION WIRES INDIA LTD COMMON STOCK
N/A
15991.00000000
NS
15767.26000000
0.000177826420
Long
EC
IN
N
1
N
N
N
ZIM INTEGRATED SHIPPING SERVICES LTD
21380089EIJRELKAIL21
ZIM INTEGRATED SHIPPING SERV COMMON STOCK
M9T951109
194529.00000000
NS
USD
12385661.43000000
0.139688051793
Long
EC
US
N
1
N
N
Sumitomo Realty & Development Co., Ltd.
N/A
SUMITOMO REALTY & DEVELOPMEN COMMON STOCK
N/A
27300.00000000
NS
737436.36000000
0.008316959819
Long
EC
JP
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
-23600.03000000
-0.00026616602
N/A
DFE
CA
N
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UBS SECURITIES LLC
N/A
1999837.61000000
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2500000.00000000
CAD
2022-07-21
-23600.03000000
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N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-07-07
N/A
1.00000000
NC
-603.44000000
-0.00000680572
N/A
DFE
IN
N
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MORGAN STANLEY & CO, INC
N/A
2834619.09000000
USD
220831000.00000000
INR
2022-07-07
-603.44000000
N
N
N
Zehnder Group AG
8945000LUWFSSFRPU761
ZEHNDER GROUP AG-RG COMMON STOCK
N/A
2587.00000000
NS
188650.88000000
0.002127643650
Long
EC
CH
N
1
N
N
N
BIPROGY Inc.
N/A
BIPROGY Inc COMMON STOCK
N/A
91400.00000000
NS
2007823.08000000
0.022644644048
Long
EC
JP
N
1
N
N
N
SK TELECOM CO.,LTD
9884003WEA1PHW006037
SK TELECOM COMMON STOCK
N/A
1602305.00000000
NS
73950545.99000000
0.834029555612
Long
EC
KR
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-569.88000000
-0.00000642722
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
79717.63000000
USD
73883.63000000
EUR
2022-06-01
-569.88000000
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA COMMON STOCK
N/A
3399934.00000000
NS
68771203.22000000
0.775615856416
Long
EC
NO
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC COMMON STOCK
N/A
183010.00000000
NS
5249549.57000000
0.059205506009
Long
EC
GB
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-07-22
N/A
1.00000000
NC
3108.04000000
0.000035053118
N/A
DFE
HK
N
2
ROYAL BANK OF SCOTLAND
N/A
5318073.32000000
USD
41684000.00000000
HKD
2022-07-22
3108.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-17123.04000000
-0.00019311718
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1979800.00000000
CAD
1547899.02000000
USD
2022-07-21
-17123.04000000
N
N
N
Semirara Mining and Power Corporation
N/A
SEMIRARA MINING AND POWER CO COMMON STOCK
N/A
206500.00000000
NS
130078.74000000
0.001467054938
Long
EC
PH
N
1
N
N
N
AEON Financial Service Co., Ltd.
35380044PRFENBU7WT74
AEON FINANCIAL SERVICE CO LT COMMON STOCK
N/A
228100.00000000
NS
2131262.00000000
0.024036813724
Long
EC
JP
N
1
N
N
N
NISHIO RENT ALL Co.,LTD.
N/A
NISHIO RENT ALL CO LTD COMMON STOCK
N/A
1800.00000000
NS
37904.31000000
0.000427492649
Long
EC
JP
N
1
N
N
N
NITTO SEIKO CO.,LTD.
N/A
NITTO SEIKO CO LTD COMMON STOCK
N/A
5400.00000000
NS
21323.80000000
0.000240494227
Long
EC
JP
N
1
N
N
N
KONICA MINOLTA, INC.
549300SVK6KRUOL1A740
KONICA MINOLTA INC COMMON STOCK
N/A
562900.00000000
NS
1890262.35000000
0.021318769816
Long
EC
JP
N
1
N
N
N
AEGON N.V.
O4QK7KMMK83ITNTHUG69
AEGON NV COMMON STOCK
N/A
181265.00000000
NS
965656.68000000
0.010890875799
Long
EC
NL
N
1
N
N
N
JK Holdings Co., Ltd.
N/A
JK HOLDINGS CO LTD COMMON STOCK
N/A
3600.00000000
NS
25829.22000000
0.000291307286
Long
EC
JP
N
1
N
N
N
AXALTA COATING SYSTEMS LTD.
529900AGLPA40GV6H619
AXALTA COATING SYSTEMS LTD COMMON STOCK
G0750C108
1415517.00000000
NS
USD
38445441.72000000
0.433595644816
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2022-07-20
N/A
1.00000000
NC
USD
-98064.65000000
-0.00110599340
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
117691000.00000000
MXN
5816295.77000000
USD
2022-07-20
-98064.65000000
N
N
N
Sun-Wa Technos Corp
N/A
SUN-WA TECHNOS CORP COMMON STOCK
N/A
2900.00000000
NS
32033.11000000
0.000361276041
Long
EC
JP
N
1
N
N
N
LEE & MAN PAPER MANUFACTURING LIMITED
30030066PNKQVCCC5G24
LEE & MAN PAPER MANUFACTURIN COMMON STOCK
N/A
1389243.00000000
NS
676422.72000000
0.007628835365
Long
EC
HK
N
1
N
N
N
KONAMI HOLDINGS CORPORATION
353800FC4A5QCMIZFV94
KONAMI HOLDINGS CORP COMMON STOCK
N/A
350700.00000000
NS
23989739.20000000
0.270561241386
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-07-27
N/A
1.00000000
NC
USD
-54175.19000000
-0.00061099899
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
164491000.00000000
TWD
5658250.49000000
USD
2022-07-27
-54175.19000000
N
N
N
Aritzia Inc.
549300U83HKFRL1EX527
ARITZIA INC-SUBORDINATE VOTI COMMON STOCK
04045U102
42896.00000000
NS
1252101.29000000
0.014121457367
Long
EC
CA
N
1
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC INTERNATIONAL HOLDINGS COMMON STOCK
N/A
665000.00000000
NS
2508938.19000000
0.028296323923
Long
EC
HK
N
1
N
N
N
SARTORIUS STEDIM BIOTECH S.A.
52990006IVXY7GCSSR39
SARTORIUS STEDIM BIOTECH COMMON STOCK
N/A
16380.00000000
NS
5634359.23000000
0.063545468959
Long
EC
FR
N
1
N
N
N
BANK ALBILAD SJSC
558600YCBMF3KW9QH647
BANK ALBILAD COMMON STOCK
N/A
65409.03140000
NS
872004.15000000
0.009834643192
Long
EC
SA
N
1
N
N
N
V Technology Co., Ltd.
N/A
V TECHNOLOGY CO LTD COMMON STOCK
N/A
1900.00000000
NS
43023.05000000
0.000485222857
Long
EC
JP
N
1
N
N
N
Kanamoto Co., Ltd.
N/A
KANAMOTO CO LTD COMMON STOCK
N/A
5200.00000000
NS
76598.39000000
0.000863892488
Long
EC
JP
N
1
N
N
N
Krung Thai Bank Public Company Limited
54930007ZQMYCRFQGE36
KRUNG THAI BANK PUB CO LTD COMMON STOCK
N/A
2804800.00000000
NS
1237652.83000000
0.013958504646
Long
EC
TH
N
1
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2022-07-21
N/A
1.00000000
NC
20652.92000000
0.000232927904
N/A
DFE
CN
N
2
STANDARD BANK
N/A
2052032.38000000
USD
13837000.00000000
CNY
2022-07-21
20652.92000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-6446.79000000
-0.00007270823
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
901803.90000000
USD
835806.91000000
EUR
2022-06-01
-6446.79000000
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR-SP ADR DEPOSITARY RECEIPT
874039100
180463.00000000
NS
USD
17198123.90000000
0.193963999070
Long
EC
US
N
1
N
N
N
MOWI ASA
549300W1OGQF5LZIH349
MOWI ASA COMMON STOCK
N/A
72349.00000000
NS
1883242.77000000
0.021239601541
Long
EC
NO
N
1
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS COMMON STOCK
N/A
699060.00000000
NS
39772334.57000000
0.448560616869
Long
EC
FR
N
1
N
N
N
Arabian Cement Company SJSC
N/A
ARABIAN CEMENT COMMON STOCK
N/A
172634.00000000
NS
1737617.25000000
0.019597206801
Long
EC
SA
N
1
N
N
N
DAIICHI JITSUGYO CO., LTD.
N/A
DAIICHI JITSUGYO CO LTD COMMON STOCK
N/A
800.00000000
NS
20303.94000000
0.000228992035
Long
EC
JP
N
1
N
N
N
Kingdom Holding Company S.J.S.C
549300ZFG0YO58NZON90
KINGDOM HOLDING CO COMMON STOCK
N/A
69556.00000000
NS
194359.92000000
0.002192031384
Long
EC
SA
N
1
N
N
N
Arealink Co.,Ltd.
N/A
AREALINK CO LTD COMMON STOCK
N/A
2000.00000000
NS
21765.32000000
0.000245473781
Long
EC
JP
N
1
N
N
N
Agabang & Company
N/A
AGABANG&COMPANY COMMON STOCK
N/A
18483.00000000
NS
58039.49000000
0.000654581374
Long
EC
KR
N
1
N
N
N
Sodick Co., Ltd.
N/A
SODICK CO LTD COMMON STOCK
N/A
12000.00000000
NS
73318.05000000
0.000826896134
Long
EC
JP
N
1
N
N
N
ILSHIN SPINNING CO.,LTD
N/A
ILSHIN SPINNING CO LTD COMMON STOCK
N/A
206.00000000
NS
19397.83000000
0.000218772739
Long
EC
KR
N
1
N
N
N
Industries Qatar Q.P.S.C
N/A
INDUSTRIES QATAR COMMON STOCK
N/A
374699.00000000
NS
1881854.80000000
0.021223947728
Long
EC
QA
N
1
N
N
N
Lam Soon (Thailand) Public Company Limited
N/A
LAM SOON (THAILAND) PCL COMMON STOCK
N/A
90000.00000000
NS
15254.24000000
0.000172040474
Long
EC
TH
N
1
N
N
N
CHINA EVERBRIGHT BANK COMPANY LIMITED
549300U6PKQ4H1P34E17
CHINA EVERBRIGHT BANK CO L-H COMMON STOCK
N/A
976000.00000000
NS
320956.47000000
0.003619813464
Long
EC
HK
N
1
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT COMMON STOCK
N/A
217350.00000000
NS
6063047.27000000
0.068380301356
Long
EC
FR
N
1
N
N
N
Topsports International Holdings Ltd
N/A
TOPSPORTS INTERNATIONAL HOLD COMMON STOCK
N/A
40640000.00000000
NS
30147637.83000000
0.340011296002
Long
EC
HK
Y
1
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA COMMON STOCK
N/A
124096.00000000
NS
5383253.25000000
0.060713443771
Long
EC
NO
N
1
N
N
SHIMAMURA CO., Ltd.
N/A
SHIMAMURA CO LTD COMMON STOCK
N/A
67800.00000000
NS
5744646.12000000
0.064789307319
Long
EC
JP
N
1
N
N
N
CEZ, a.s.
529900S5R9YHJHYKKG94
CEZ AS COMMON STOCK
N/A
50534.00000000
NS
2453893.14000000
0.027675514462
Long
EC
CZ
N
1
N
N
N
HORIBA,Ltd.
529900OOTWPYSNW0EC84
HORIBA LTD COMMON STOCK
N/A
407900.00000000
NS
21180551.13000000
0.238878637204
Long
EC
JP
N
1
N
N
N
Nisshinbo Holdings Inc.
353800YAM89GL5GPHB47
NISSHINBO HOLDINGS INC COMMON STOCK
N/A
26800.00000000
NS
216449.92000000
0.002441166974
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-99439.70000000
-0.00112150150
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3987000.00000000
CAD
3052263.99000000
USD
2022-07-21
-99439.70000000
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
688840.00000000
NS
USD
86160107.20000000
0.971731512696
Long
EC
US
N
1
N
N
N
INDIVIOR PLC
213800V3NCQTY7IED471
INDIVIOR PLC COMMON STOCK
N/A
245093.00000000
NS
1021812.87000000
0.011524216927
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-07-28
N/A
1.00000000
NC
USD
-2680110.44000000
-0.03022683996
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
153724000.00000000
EUR
162470126.98000000
USD
2022-07-28
-2680110.44000000
N
N
N
CHINA CITIC BANK CORPORATION LIMITED
300300C1030211000384
CHINA CITIC BANK CORP LTD-H COMMON STOCK
N/A
4337000.00000000
NS
2100630.29000000
0.023691342961
Long
EC
HK
N
1
N
N
N
NATIONAL ALUMINIUM CO LTD
335800OM1V78CX7SSC72
NATIONAL ALUMINIUM CO LTD COMMON STOCK
N/A
4002909.00000000
NS
4960052.11000000
0.055940493768
Long
EC
IN
N
1
N
N
N
ORORA LIMITED
549300WFEQJK35VDF789
ORORA LTD COMMON STOCK
N/A
848712.00000000
NS
2386587.74000000
0.026916430238
Long
EC
AU
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
25090.17000000
0.000282972127
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
3043738.56000000
USD
2435000.00000000
GBP
2022-06-09
25090.17000000
N
N
N
Arca Continental, S.A.B. de C.V.
254900U2BSJCQHJCXN24
ARCA CONTINENTAL SAB DE CV COMMON STOCK
N/A
157392.00000000
NS
1060537.68000000
0.011960963345
Long
EC
MX
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
ERICSSON LM-B SHS COMMON STOCK
N/A
1804777.00000000
NS
14608074.76000000
0.164752889073
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-105972.33000000
-0.00119517785
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
11962800.00000000
CAD
9350561.64000000
USD
2022-07-21
-105972.33000000
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
ORSTED A/S COMMON STOCK
N/A
202762.00000000
NS
22895191.53000000
0.258216706338
Long
EC
DK
Y
1
N
N
N
Petroleo Brasileiro S.A. (Petrobras)
5493000J801JZRCMFE49
PETROLEO BRASILEIRO SA PREFERRED STOCK
N/A
2980500.00000000
NS
18787729.50000000
0.211891899864
Long
EP
BR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-07-15
N/A
1.00000000
NC
USD
10027.94000000
0.000113097181
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
240845000.00000000
JPY
1885908.95000000
USD
2022-07-15
10027.94000000
N
N
N
THE TOCHIGI BANK, LTD.
N/A
TOCHIGI BANK LTD/THE COMMON STOCK
N/A
17500.00000000
NS
36592.95000000
0.000412702859
Long
EC
JP
N
1
N
N
N
SUMITOMO HEAVY INDUSTRIES, LTD.
353800VSTEIRMBC3S374
SUMITOMO HEAVY INDUSTRIES COMMON STOCK
N/A
3300.00000000
NS
77725.52000000
0.000876604493
Long
EC
JP
N
1
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
466930.00000000
NS
19320154.74000000
0.217896701862
Long
EC
IE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-49202.30000000
-0.00055491371
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3361000.00000000
AUD
2363035.08000000
USD
2022-07-21
-49202.30000000
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
LONZA GROUP AG-REG COMMON STOCK
N/A
49730.00000000
NS
29945392.52000000
0.337730331558
Long
EC
CH
N
1
N
N
N
FINNING INTERNATIONAL INC.
549300QLDCP11KB6XW55
FINNING INTERNATIONAL INC COMMON STOCK
318071404
127000.00000000
NS
3375688.82000000
0.038071716831
Long
EC
CA
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-07-13
N/A
1.00000000
NC
40933.97000000
0.000461661781
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
1925347.71000000
USD
1880000.00000000
CHF
2022-07-13
40933.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-07-07
N/A
1.00000000
NC
USD
-734.01000000
-0.00000827831
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
242115000.00000000
INR
3106428.02000000
USD
2022-07-07
-734.01000000
N
N
N
XEBIO HOLDINGS CO., LTD
N/A
XEBIO HOLDINGS CO LTD COMMON STOCK
N/A
4500.00000000
NS
30222.71000000
0.000340857975
Long
EC
JP
N
1
N
N
N
GROUPE SNC-LAVALIN INC.
UL01OYG5OMLM5G6CFM03
SNC-LAVALIN GROUP INC COMMON STOCK
78460T105
1723600.00000000
NS
34530595.72000000
0.389443201775
Long
EC
CA
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK
N/A
5728215.00000000
NS
110518532.30000000
1.246450869931
Long
EC
TW
N
1
N
N
N
TECH MAHINDRA LIMITED
3358005FZUZ1I25XQH69
TECH MAHINDRA LTD COMMON STOCK
Y85491127
2299139.00000000
NS
34952213.75000000
0.394198297136
Long
EC
IN
N
1
N
N
N
Airports of Thailand Public Company Limited
5299006VS4CU6LW0TY22
AIRPORTS OF THAILAND PCL-FOR COMMON STOCK
N/A
2038200.00000000
NS
4154425.77000000
0.046854473248
Long
EC
TH
N
1
N
N
N
RATIONAL Aktiengesellschaft
529900K139N6UFJ1A758
RATIONAL AG COMMON STOCK
N/A
533.00000000
NS
345440.23000000
0.003895946374
Long
EC
DE
N
1
N
N
N
PAGEGROUP PLC
213800JK5ZEQW4AB8G71
PAGEGROUP PLC COMMON STOCK
N/A
123008.00000000
NS
711265.47000000
0.008021799108
Long
EC
GB
N
1
N
N
N
Swedish Orphan Biovitrum AB (publ)
549300124Y3MQI87PT35
SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK
N/A
58666.00000000
NS
1224450.71000000
0.013809608405
Long
EC
SE
N
1
N
N
N
LYNAS RARE EARTHS LIMITED
529900SGT9M1FJPXXI35
Lynas Rare Earths Limited COMMON STOCK
N/A
1992623.00000000
NS
14079666.40000000
0.158793390279
Long
EC
AU
N
1
N
N
N
SHOPRITE HOLDINGS LIMITED
529900Q4O1EYP6NH5150
SHOPRITE HOLDINGS LTD COMMON STOCK
N/A
301580.00000000
NS
4173110.53000000
0.047065203836
Long
EC
ZA
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-3020.31000000
-0.00003406368
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
684331.26000000
USD
540592.99000000
GBP
2022-06-01
-3020.31000000
N
N
N
Georg Fischer AG
529900CMRQYW4U1W2456
FISCHER (GEORG)-REG COMMON STOCK
N/A
4684.00000000
NS
263384.90000000
0.002970509387
Long
EC
CH
N
1
N
N
N
IOI CORPORATION BERHAD
N/A
IOI CORP BHD COMMON STOCK
N/A
960800.00000000
NS
943574.28000000
0.010641825924
Long
EC
MY
N
1
N
N
N
Thungela Resources Ltd
213800EGYK3BN3SRIF27
THUNGELA RESOURCES LTD COMMON STOCK
N/A
34843.00000000
NS
554178.74000000
0.006250142471
Long
EC
GB
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
-297412.54000000
-0.00335428015
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
6073364.10000000
USD
4583000.00000000
GBP
2022-06-09
-297412.54000000
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK
N/A
8818800.00000000
NS
50021985.77000000
0.564158303418
Long
EC
JP
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-07-07
N/A
1.00000000
NC
-21819.85000000
-0.00024608878
N/A
DFE
IN
N
2
MORGAN STANLEY & CO, INC
N/A
1960858.87000000
USD
151093000.00000000
INR
2022-07-07
-21819.85000000
N
N
N
AZIMUT HOLDING S.P.A.
81560025690EF8540635
AZIMUT HOLDING SPA COMMON STOCK
N/A
150823.00000000
NS
3223300.57000000
0.036353050623
Long
EC
IT
N
1
N
N
N
New Wave Group AB
5493006EIYZZYQILKS31
NEW WAVE GROUP AB -B SHS COMMON STOCK
N/A
23713.00000000
NS
385131.90000000
0.004343597239
Long
EC
SE
N
1
N
N
N
POLSKIE GORNICTWO NAFTOWE I GAZOWNICTWO SPOLKA AKCYJNA
2594008YSYXYOTBSQL93
POLSKIE GORNICTWO NAFTOWE I COMMON STOCK
N/A
2193427.00000000
NS
3069315.46000000
0.034616374698
Long
EC
PL
N
1
N
N
N
ORACLE FINANCIAL SERVICES SOFTWARE LIMITED
3358008SYNPKSPNMTJ57
ORACLE FINANCIAL SERVICES COMMON STOCK
N/A
17989.00000000
NS
763213.93000000
0.008607684586
Long
EC
IN
N
1
N
N
N
Hexagon Aktiebolag
549300WJFW6ILNI4TA80
HEXAGON AB-B SHS COMMON STOCK
N/A
947492.00000000
NS
11514802.64000000
0.129866326208
Long
EC
SE
N
1
N
N
N
ASSECO POLAND SPOLKA AKCYJNA
259400O79EWIK4XZPL40
ASSECO POLAND SA COMMON STOCK
N/A
9369.00000000
NS
168807.85000000
0.001903849853
Long
EC
PL
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
-103300.53000000
-0.00116504474
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
2927631.20000000
USD
2241000.00000000
GBP
2022-06-09
-103300.53000000
N
N
N
The Bank of East Asia, Limited
CO6GC26LCGGRTUESIP55
BANK OF EAST ASIA LTD COMMON STOCK
N/A
43480.00000000
NS
62957.06000000
0.000710042746
Long
EC
HK
N
1
N
N
N
RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.
815600FBF92FD3531704
RECORDATI INDUSTRIA CHIMICA COMMON STOCK
N/A
61283.00000000
NS
2736264.38000000
0.030860155720
Long
EC
IT
N
1
N
N
N
MIROKU JYOHO SERVICE CO.,LTD.
3538009FEB7DY7VJDQ12
MIROKU JYOHO SERVICE CO LTD COMMON STOCK
N/A
11800.00000000
NS
114197.99000000
0.001287948555
Long
EC
JP
N
1
N
N
N
SABIC Agri-Nutrients Company SJSC
N/A
SABIC AGRI-NUTRIENTS CO COMMON STOCK
N/A
11461.00000000
NS
449211.31000000
0.005066298081
Long
EC
SA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-01
N/A
1.00000000
NC
USD
-39.02000000
-0.00000044007
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
32958.75000000
NOK
3466.97000000
USD
2022-06-01
-39.02000000
N
N
N
BHP GROUP LIMITED
WZE1WSENV6JSZFK0JC28
BHP GROUP LTD COMMON STOCK
N/A
943384.00000000
NS
30189208.36000000
0.340480137039
Long
EC
AU
N
1
N
N
N
United Plantations Bhd
N/A
UNITED PLANTATIONS BHD COMMON STOCK
N/A
18900.00000000
NS
63194.24000000
0.000712717711
Long
EC
MY
N
1
N
N
N
Petroleo Brasileiro S.A. (Petrobras)
5493000J801JZRCMFE49
PETROLEO BRASILEIRO-SPON ADR DEPOSITARY RECEIPT
71654V408
374681.00000000
NS
USD
5200572.28000000
0.058653130001
Long
EC
US
N
1
N
N
N
RIO TINTO LIMITED
529900X2VMAQT2PE0V24
RIO TINTO LTD COMMON STOCK
N/A
12530.00000000
NS
1028721.61000000
0.011602135126
Long
EC
AU
N
1
N
N
N
Sanlorenzo SpA
8156006C71E895860132
SANLORENZO SPA/AMEGLIA COMMON STOCK
N/A
1602.00000000
NS
58606.20000000
0.000660972847
Long
EC
IT
N
1
N
N
N
CHINA RESOURCES LAND LIMITED
5299001HL0TU7X15HK51
CHINA RESOURCES LAND LTD COMMON STOCK
N/A
8964000.00000000
NS
39989548.22000000
0.451010397348
Long
EC
HK
N
1
N
N
N
SINFONIA TECHNOLOGY CO., LTD.
N/A
SINFONIA TECHNOLOGY CO LTD COMMON STOCK
N/A
2900.00000000
NS
30635.47000000
0.000345513168
Long
EC
JP
N
1
N
N
N
CHOW TAI FOOK JEWELLERY GROUP LIMITED
254900VXRL7SRSF44G79
CHOW TAI FOOK JEWELLERY GROU COMMON STOCK
N/A
472800.00000000
NS
818377.81000000
0.009229834236
Long
EC
HK
N
1
N
N
N
Seven & i Holdings Co., Ltd.
52990037G8JRM3TWGY86
SEVEN & I HOLDINGS CO LTD COMMON STOCK
N/A
358200.00000000
NS
15063640.25000000
0.169890850911
Long
EC
JP
N
1
N
N
N
DECHRA PHARMACEUTICALS PLC
213800J4UVB5OWG8VX82
DECHRA PHARMACEUTICALS PLC COMMON STOCK
N/A
176638.00000000
NS
8094368.56000000
0.091289963078
Long
EC
GB
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-5124.85000000
-0.00005779911
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
1161172.21000000
USD
917277.34000000
GBP
2022-06-01
-5124.85000000
N
N
N
AIR ARABIA PJSC
21380058Y5RCZI2HBX17
AIR ARABIA PJSC COMMON STOCK
N/A
778623.00000000
NS
426079.40000000
0.004805411615
Long
EC
AE
N
1
N
N
N
Toei Animation Co Ltd
N/A
TOEI ANIMATION CO LTD COMMON STOCK
N/A
85400.00000000
NS
9313708.27000000
0.105041928569
Long
EC
JP
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2022-07-27
N/A
1.00000000
NC
46281.45000000
0.000521971767
N/A
DFE
TW
N
2
BNP PARIBAS
N/A
5666144.23000000
USD
164491000.00000000
TWD
2022-07-27
46281.45000000
N
N
N
FIRSTGROUP PLC
549300DEJZCPWA4HKM93
FIRSTGROUP PLC COMMON STOCK
N/A
96128.00000000
NS
165370.30000000
0.001865080453
Long
EC
GB
N
1
N
N
N
Inmode Ltd
984500DD95A35E9BD358
INMODE LTD COMMON STOCK
M5425M103
90616.00000000
NS
USD
2429414.96000000
0.027399444484
Long
EC
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP COMMON STOCK
N/A
2760000.00000000
NS
27990289.92000000
0.315680279988
Long
EC
SE
N
1
N
N
N
BANK HANDLOWY W WARSZAWIE SPOLKA AKCYJNA
XLEZHWWOI4HFQDGL4793
BANK HANDLOWY W WARSZAWIE SA COMMON STOCK
N/A
349.00000000
NS
5141.53000000
0.000057987238
Long
EC
PL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
126833.94000000
0.001430459413
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2241000.00000000
GBP
2951164.61000000
USD
2022-06-09
126833.94000000
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC COMMON STOCK
N/A
1208442.00000000
NS
22502370.06000000
0.253786384537
Long
EC
GB
N
1
N
N
N
Rabigh Refining and Petrochemical Company SJSC
N/A
RABIGH REFINING AND PETROCHE COMMON STOCK
N/A
827543.00000000
NS
6001645.01000000
0.067687793965
Long
EC
SA
N
1
N
N
N
Ooredoo Q.P.S.C.
549300D3EIDZJB62TR20
OOREDOO QPSC COMMON STOCK
N/A
654105.00000000
NS
1329134.89000000
0.014990258243
Long
EC
QA
N
1
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV COMMON STOCK
N/A
584309.00000000
NS
23303756.94000000
0.262824591550
Long
EC
FR
N
1
N
N
N
CARLSBERG BREWERY MALAYSIA BERHAD
5493003SDA6PQJEKHM83
CARLSBERG BREWERY MALAYSIA B COMMON STOCK
N/A
19300.00000000
NS
97414.64000000
0.001098662461
Long
EC
MY
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-07-15
N/A
1.00000000
NC
USD
-97478.33000000
-0.00109938077
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
806440000.00000000
JPY
6183679.61000000
USD
2022-07-15
-97478.33000000
N
N
N
PT Dharma Satya Nusantara Tbk
N/A
DHARMA SATYA NUSANTARA PT COMMON STOCK
N/A
1371800.00000000
NS
52215.14000000
0.000588893150
Long
EC
ID
N
1
N
N
N
Adyen N.V.
724500973ODKK3IFQ447
ADYEN NV COMMON STOCK
N/A
2860.00000000
NS
4433890.03000000
0.050006328984
Long
EC
NL
Y
1
N
N
N
Koenig & Bauer AG
529900IQ90WSXBWSTD78
KOENIG & BAUER AG COMMON STOCK
N/A
1160.00000000
NS
20752.23000000
0.000234047942
Long
EC
DE
N
1
N
N
N
PT Bank Danamon Indonesia Tbk
254900XB9K06L7PWEP97
BANK DANAMON INDONESIA TBK COMMON STOCK
N/A
360600.00000000
NS
63310.88000000
0.000714033201
Long
EC
ID
N
1
N
N
N
GRIEG SEAFOOD ASA
5967007LIEEXZXH5VC37
GRIEG SEAFOOD ASA COMMON STOCK
N/A
7661.00000000
NS
114091.50000000
0.001286747538
Long
EC
NO
N
1
N
N
N
Fudo Tetra Corporation
N/A
FUDO TETRA CORP COMMON STOCK
N/A
2000.00000000
NS
24532.63000000
0.000276684076
Long
EC
JP
N
1
N
N
N
Enghouse Systems Limited
549300LKRHABBMOTY018
ENGHOUSE SYSTEMS LTD COMMON STOCK
292949104
5200.00000000
NS
139039.41000000
0.001568115228
Long
EC
CA
N
1
N
N
N
BANCO BPM SOCIETA PER AZIONI
815600E4E6DCD2D25E30
BANCO BPM SPA COMMON STOCK
N/A
2189431.00000000
NS
7613250.31000000
0.085863811927
Long
EC
IT
N
1
N
N
N
ENEL - SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA COMMON STOCK
N/A
3988700.00000000
NS
25825346.60000000
0.291263601370
Long
EC
IT
N
1
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
NINETY ONE PLC COMMON STOCK
N/A
182692.00000000
NS
520511.74000000
0.005870439080
Long
EC
ZA
N
1
N
N
N
QANTAS AIRWAYS LIMITED
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS LTD COMMON STOCK
N/A
11403252.00000000
NS
45072465.62000000
0.508336591274
Long
EC
AU
N
1
N
N
N
INVESTEC LIMITED
213800CU7SM6O4UWOZ70
INVESTEC LTD COMMON STOCK
N/A
16991.00000000
NS
105225.08000000
0.001186750219
Long
EC
ZA
N
1
N
N
N
NATIONAL BANK OF GREECE S.A.
5UMCZOEYKCVFAW8ZLO05
NATIONAL BANK OF GREECE COMMON STOCK
N/A
61376.00000000
NS
232948.58000000
0.002627242274
Long
EC
GR
N
1
N
N
N
HANWHA AEROSPACE CO., LTD.
9884001NSUA8FQKQWR25
HANWHA AEROSPACE CO LTD COMMON STOCK
N/A
48029.00000000
NS
2092437.04000000
0.023598937793
Long
EC
KR
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-07-28
N/A
1.00000000
NC
359517.76000000
0.004054715669
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
10766024.31000000
USD
10355800.00000000
EUR
2022-07-28
359517.76000000
N
N
N
Nissin Electric Co.,Ltd.
N/A
NISSIN ELECTRIC CO LTD COMMON STOCK
N/A
2300.00000000
NS
26388.90000000
0.000297619473
Long
EC
JP
N
1
N
N
N
SIMPLO TECHNOLOGY CO., LTD.
N/A
SIMPLO TECHNOLOGY CO LTD COMMON STOCK
N/A
945000.00000000
NS
9767441.86000000
0.110159229859
Long
EC
TW
N
1
N
N
N
AltaGas Ltd.
549300D7A8QA85Z2MH11
ALTAGAS LTD COMMON STOCK
021361100
16400.00000000
NS
395980.55000000
0.004465950558
Long
EC
CA
N
1
N
N
N
GREENCORE GROUP PUBLIC LIMITED COMPANY
635400GGBEWULJXM5868
GREENCORE GROUP PLC COMMON STOCK
G40866124
10726769.00000000
NS
14735687.00000000
0.166192126315
Long
EC
GB
N
1
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
209.00000000
NC
19980459.01000000
0.225343750015
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
19217955.63000000
GBP
762503.38000000
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD COMMON STOCK
Y72596102
246330.00000000
NS
8353065.41000000
0.094207599668
Long
EC
IN
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
1045502.00000000
NS
28789412.75000000
0.324692952577
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-14280.41000000
-0.00016105741
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1597200.00000000
CAD
1248298.26000000
USD
2022-07-21
-14280.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-480718.36000000
-0.00542164110
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
153680000.00000000
CNY
22539464.96000000
USD
2022-07-21
-480718.36000000
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ANGLO AMERICAN PLC COMMON STOCK
N/A
1776222.00000000
NS
87013521.97000000
0.981356501015
Long
EC
GB
N
1
N
N
N
CHINA RISUN GROUP LIMITED
N/A
CHINA RISUN GROUP LTD COMMON STOCK
N/A
1440000.00000000
NS
712148.93000000
0.008031762952
Long
EC
HK
N
1
N
N
N
FIRST RESOURCES LIMITED
5493007RRD817HUP4O49
FIRST RESOURCES LTD COMMON STOCK
N/A
32800.00000000
NS
46416.22000000
0.000523491731
Long
EC
SG
N
1
N
N
N
GRAPE KING BIO LTD
N/A
GRAPE KING BIO LTD COMMON STOCK
N/A
41000.00000000
NS
200585.70000000
0.002262247019
Long
EC
TW
N
1
N
N
N
RISO KAGAKU CORPORATION
N/A
RISO KAGAKU CORP COMMON STOCK
N/A
1500.00000000
NS
25500.41000000
0.000287598899
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-6355.19000000
-0.00007167514
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1938400.00000000
GBP
2436608.92000000
USD
2022-06-09
-6355.19000000
N
N
N
DAIWA INDUSTRIES LTD.
N/A
DAIWA INDUSTRIES LTD COMMON STOCK
N/A
2500.00000000
NS
19705.39000000
0.000222241464
Long
EC
JP
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-07-28
N/A
1.00000000
NC
72268.37000000
0.000815057626
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
5217730.39000000
USD
4924000.00000000
EUR
2022-07-28
72268.37000000
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD COMMON STOCK
N/A
1827361.00000000
NS
99550704.33000000
1.122753437202
Long
EC
KR
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-07-15
N/A
1.00000000
NC
151093.16000000
0.001704059914
N/A
DFE
JP
N
2
MORGAN STANLEY & CO, INC
N/A
9527477.71000000
USD
1242635000.00000000
JPY
2022-07-15
151093.16000000
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
HENNES & MAURITZ AB-B SHS COMMON STOCK
N/A
987220.00000000
NS
13583842.06000000
0.153201380803
Long
EC
SE
N
1
N
N
N
EMAAR PROPERTIES (P.J.S.C)
254900YWYEXYXK1BMP81
EMAAR PROPERTIES PJSC COMMON STOCK
N/A
4300981.00000000
NS
6686069.40000000
0.075406873821
Long
EC
AE
N
1
N
N
N
DAISUE CONSTRUCTION CO., LTD.
N/A
DAISUE CONSTRUCTION CO LTD COMMON STOCK
N/A
2100.00000000
NS
25383.81000000
0.000286283860
Long
EC
JP
N
1
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2022-07-21
N/A
1.00000000
NC
-623.12000000
-0.00000702767
N/A
DFE
CN
N
2
STANDARD BANK
N/A
3247835.08000000
USD
21678000.00000000
CNY
2022-07-21
-623.12000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
32861.79000000
0.000370622065
N/A
DFE
AU
N
2
BARCLAYS CAPITAL INC.
N/A
2893258.95000000
USD
4077000.00000000
AUD
2022-07-21
32861.79000000
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
153847.00000000
NS
6295681.15000000
0.071003994379
Long
EC
FI
N
1
N
N
N
ASSA ABLOY AB
549300YECS8HKCIMMB67
ASSA ABLOY AB-B COMMON STOCK
N/A
495707.00000000
NS
12170184.07000000
0.137257853552
Long
EC
SE
N
1
N
N
N
Wal-Mart de Mexico, S.A.B. de C.V.
N/A
WALMART DE MEXICO SAB DE CV COMMON STOCK
N/A
1173800.00000000
NS
4333646.02000000
0.048875756302
Long
EC
MX
N
1
N
N
N
FUJI ELECTRIC CO., LTD.
5299000HVNGZZTYYM906
FUJI ELECTRIC CO LTD COMMON STOCK
N/A
111000.00000000
NS
5254693.15000000
0.059263516369
Long
EC
JP
N
1
N
N
N
SIME DARBY PLANTATION BERHAD
N/A
SIME DARBY PLANTATION BHD COMMON STOCK
N/A
807800.00000000
NS
927996.80000000
0.010466139882
Long
EC
MY
N
1
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK-H COMMON STOCK
N/A
48080000.00000000
NS
35789358.30000000
0.403639786549
Long
EC
HK
N
1
N
N
N
Deutsche Boerse Aktiengesellschaft
529900G3SW56SHYNPR95
DEUTSCHE BOERSE AG COMMON STOCK
N/A
164296.00000000
NS
27500294.59000000
0.310154011293
Long
EC
DE
N
1
N
N
N
MINERVA S.A.
391200UHL6YHY0OA1P30
MINERVA SA COMMON STOCK
N/A
931944.00000000
NS
2786824.48000000
0.031430382987
Long
EC
BR
N
1
N
N
N
Laboratorios Farmaceuticos ROVI SA
95980020140005936480
LABORATORIOS FARMACEUTICOS R COMMON STOCK
N/A
1649.00000000
NS
110228.93000000
0.001243184675
Long
EC
ES
N
1
N
N
N
BANK HAPOALIM B.M.
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM COMMON STOCK
N/A
1693485.00000000
NS
15623015.12000000
0.176199596411
Long
EC
IL
N
1
N
N
N
MTN GROUP LIMITED
2549009JD6Q6XHZS5E05
MTN GROUP LTD COMMON STOCK
N/A
583330.00000000
NS
6318511.53000000
0.071261480127
Long
EC
ZA
N
1
N
N
N
DERICHEBOURG SA
969500QOO4C4IPGID263
DERICHEBOURG COMMON STOCK
N/A
3009.00000000
NS
24143.17000000
0.000272291665
Long
EC
FR
N
1
N
N
N
Fubon Financial Holding Co., Ltd.
549300G7Y2TS2XNIB476
FUBON FINANCIAL HOLDING CO COMMON STOCK
N/A
433170.00000000
NS
956630.39000000
0.010789075433
Long
EC
TW
N
1
N
N
N
PTT Global Chemical Public Company Limited
5493007X3230PPPZFF40
PTT GLOBAL CHEMICAL PCL COMMON STOCK
N/A
14400.00000000
NS
20303.92000000
0.000228991809
Long
EC
TH
N
1
N
N
N
ASUSTEK COMPUTER INCORPORATION
254900B3WB4OGRB7HM13
ASUSTEK COMPUTER INC COMMON STOCK
N/A
1326000.00000000
NS
15601343.67000000
0.175955181315
Long
EC
TW
N
1
N
N
N
Realtek Semiconductor Corp.
5299002E7F36O00MYY75
REALTEK SEMICONDUCTOR CORP COMMON STOCK
N/A
658000.00000000
NS
10088199.83000000
0.113776804599
Long
EC
TW
N
1
N
N
N
GungHo Online Entertainment, Inc.
529900TH7FB4RV6F5S47
GUNGHO ONLINE ENTERTAINMENT COMMON STOCK
N/A
1090400.00000000
NS
20690010.49000000
0.233346218389
Long
EC
JP
N
1
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
64.00000000
NC
12685140.52000000
0.143065638923
N/A
DE
CA
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P/TSE 60 IX FUT Jun 2022
N/A
N/A
2022-06-19
12359888.71000000
CAD
325251.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-07-15
N/A
1.00000000
NC
USD
-58769.71000000
-0.00066281694
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
607147000.00000000
JPY
4670145.27000000
USD
2022-07-15
-58769.71000000
N
N
N
Wacker Chemie AG
0NURKC5Q3CJYZPPK5046
WACKER CHEMIE AG COMMON STOCK
N/A
21836.00000000
NS
3895902.26000000
0.043938791622
Long
EC
DE
N
1
N
N
N
BRASKEM S.A.
549300RPMQUFGBB7EY44
Braskem SA PREFERRED STOCK
N/A
5900.00000000
NS
55580.97000000
0.000626853677
Long
EP
BR
N
1
N
N
N
Pason Systems Inc.
984500DC6T2FLR969F65
PASON SYSTEMS INC COMMON STOCK
702925108
68300.00000000
NS
864515.95000000
0.009750189724
Long
EC
CA
N
1
N
N
N
Nine Dragons Paper (Holdings) Limited
529900TBMYEYJ2LEV906
NINE DRAGONS PAPER HOLDINGS COMMON STOCK
N/A
2315000.00000000
NS
2080255.69000000
0.023461554008
Long
EC
HK
N
1
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
49701.00000000
NS
17577214.54000000
0.198239461730
Long
EC
CH
N
1
N
N
N
WashTec AG
391200HHWCQ0KBSG9U91
WASHTEC AG COMMON STOCK
N/A
1439.00000000
NS
76074.36000000
0.000857982369
Long
EC
DE
N
1
N
N
N
INTERTEK GROUP PLC
2138003GAT25WW1RN369
INTERTEK GROUP PLC COMMON STOCK
N/A
444323.00000000
NS
25955147.14000000
0.292727518711
Long
EC
GB
N
1
N
N
N
Doshisha Co Ltd
N/A
DOSHISHA CO LTD COMMON STOCK
N/A
1200.00000000
NS
14355.79000000
0.000161907569
Long
EC
JP
N
1
N
N
N
A.G. BARR P.L.C.
213800QWTXXXF8BNEC87
A.G. BARR PLC COMMON STOCK
N/A
5335.00000000
NS
36039.12000000
0.000406456650
Long
EC
GB
N
1
N
N
N
DIGITAL HOLDINGS, INC.
N/A
DIGITAL HOLDINGS INC COMMON STOCK
N/A
4600.00000000
NS
46627.54000000
0.000525875041
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-45181.41000000
-0.00050956528
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5063200.00000000
CAD
3957253.04000000
USD
2022-07-21
-45181.41000000
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR DEPOSITARY RECEIPT
01609W102
90875.00000000
NS
USD
8728543.75000000
0.098442322061
Long
EC
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
318589.00000000
NS
7958837.78000000
0.089761418904
Long
EC
FI
N
1
N
N
N
HDFC BANK LIMITED
335800ZQ6I4E2JXENC50
HDFC BANK LTD-ADR DEPOSITARY RECEIPT
40415F101
377193.00000000
NS
USD
21715001.01000000
0.244906273510
Long
EC
US
N
1
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
SONY GROUP CORP COMMON STOCK
N/A
751700.00000000
NS
70790512.65000000
0.798390045897
Long
EC
JP
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
66409.00000000
NS
USD
18306969.03000000
0.206469783830
Long
EC
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
AMADEUS IT GROUP SA COMMON STOCK
N/A
637510.00000000
NS
39500774.94000000
0.445497911185
Long
EC
ES
N
1
N
N
N
SOUTH32 LIMITED
213800LAZNPXSBKVHR17
SOUTH32 LTD COMMON STOCK
N/A
10255407.00000000
NS
36783571.97000000
0.414852733989
Long
EC
AU
N
1
N
N
N
NIPPON EXPRESS HOLDINGS, INC.
N/A
NIPPON EXPRESS HOLDINGS INC COMMON STOCK
N/A
2000.00000000
NS
115822.61000000
0.001306271355
Long
EC
JP
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-4389.44000000
-0.00004950501
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
994546.73000000
USD
785650.20000000
GBP
2022-06-01
-4389.44000000
N
N
N
Mazda Motor Corporation
52990044YZJLICDQKK92
MAZDA MOTOR CORP COMMON STOCK
N/A
598700.00000000
NS
5068088.93000000
0.057158955373
Long
EC
JP
N
1
N
N
N
NACHI-FUJIKOSHI CORP.
353800VMZ8DPGXDO5U37
NACHI-FUJIKOSHI CORP COMMON STOCK
N/A
4300.00000000
NS
122002.41000000
0.001375968418
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-07-27
N/A
1.00000000
NC
USD
-69322.09000000
-0.00078182887
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
106752000.00000000
TWD
3637949.84000000
USD
2022-07-27
-69322.09000000
N
N
N
FAURECIA SE
969500F0VMZLK2IULV85
FAURECIA COMMON STOCK
N/A
703021.00000000
NS
19445309.77000000
0.219308226181
Long
EC
FR
N
1
N
N
N
HEINEKEN MALAYSIA BERHAD
N/A
HEINEKEN MALAYSIA BHD COMMON STOCK
Y29432104
21700.00000000
NS
123107.91000000
0.001388436475
Long
EC
MY
N
1
N
N
N
GEAR ENERGY LTD.
549300R7BXAYY82VSM16
GEAR ENERGY LTD COMMON STOCK
36830P104
105200.00000000
NS
134738.51000000
0.001519608788
Long
EC
CA
N
1
N
N
N
ASHTEAD GROUP PUBLIC LIMITED COMPANY
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC COMMON STOCK
N/A
404867.00000000
NS
21190893.69000000
0.238995282735
Long
EC
GB
N
1
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
KINNEVIK AB - B COMMON STOCK
N/A
289491.00000000
NS
5765468.04000000
0.065024141240
Long
EC
SE
N
1
N
N
N
BROTHER INDUSTRIES, LTD.
549300O5FACQ67KI6R92
BROTHER INDUSTRIES LTD COMMON STOCK
114813108
73800.00000000
NS
1363617.71000000
0.015379162621
Long
EC
JP
N
1
N
N
N
KAWADA TECHNOLOGIES,INC.
N/A
KAWADA TECHNOLOGIES INC COMMON STOCK
N/A
2700.00000000
NS
71778.93000000
0.000809537621
Long
EC
JP
N
1
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV COMMON STOCK
N/A
625336.00000000
NS
21972405.49000000
0.247809334484
Long
EC
NL
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG PREFERRED STOCK
N/A
1916.00000000
NS
770923.74000000
0.008694637418
Long
EP
DE
N
1
N
N
N
SODA NIKKA CO., LTD.
N/A
SODA NIKKA CO LTD COMMON STOCK
N/A
4600.00000000
NS
22527.11000000
0.000254065406
Long
EC
JP
N
1
N
N
N
SALMAR ASA
5967007LIEEXZXGDBK67
SALMAR ASA COMMON STOCK
N/A
285880.00000000
NS
21165708.94000000
0.238711243914
Long
EC
NO
N
1
N
N
N
TOBISHIMA CORPORATION
N/A
TOBISHIMA CORP COMMON STOCK
N/A
4500.00000000
NS
35154.88000000
0.000396484009
Long
EC
JP
N
1
N
N
N
SAKAI HEAVY INDUSTRIES, LTD.
N/A
SAKAI HEAVY INDUSTRIES LTD COMMON STOCK
N/A
1000.00000000
NS
23110.11000000
0.000260640601
Long
EC
JP
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-07-13
N/A
1.00000000
NC
-604888.82000000
-0.00682206124
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
22015395.40000000
USD
20471000.00000000
CHF
2022-07-13
-604888.82000000
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC COMMON STOCK
N/A
241999.00000000
NS
31883869.96000000
0.359592881133
Long
EC
GB
N
1
N
N
N
ISRAEL DISCOUNT BANK LIMITED
549300XWZ7BG5G23OF51
ISRAEL DISCOUNT BANK-A COMMON STOCK
465074201
1725229.00000000
NS
9740177.84000000
0.109851740602
Long
EC
IL
N
2
N
N
N
ORICA LIMITED
N/A
ORICA LTD COMMON STOCK
N/A
17669.00000000
NS
205205.89000000
0.002314354477
Long
EC
AU
N
1
N
N
N
PetroChina Company Limited
529900RPY4YG47TRSV05
PETROCHINA CO LTD-H COMMON STOCK
N/A
30394045.00000000
NS
16309746.22000000
0.183944691819
Long
EC
HK
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE COMMON STOCK
N/A
285190.00000000
NS
33233316.05000000
0.374812213292
Long
EC
FR
N
1
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG ENERGY CORP COMMON STOCK
552704108
292400.00000000
NS
5102002.61000000
0.057541440872
Long
EC
CA
N
1
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
INVESTEC PLC COMMON STOCK
N/A
441851.00000000
NS
2686322.21000000
0.030296897596
Long
EC
GB
N
1
N
N
N
PEYTO EXPLORATION & DEVELOPMENT CORP.
549300WZKJ63UJDWP310
PEYTO EXPLORATION & DEV CORP COMMON STOCK
717046106
143313.00000000
NS
1753951.25000000
0.019781425032
Long
EC
CA
N
1
N
N
N
ENDEAVOUR GROUP LIMITED
254900JAN9FOLMWAD533
ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK
N/A
1201530.00000000
NS
6257519.83000000
0.070573603117
Long
EC
AU
N
1
N
N
N
Asahi Group Holdings, Ltd.
353800KAJ02XNHLCJW79
ASAHI GROUP HOLDINGS LTD COMMON STOCK
N/A
2078000.00000000
NS
70103929.42000000
0.790646618197
Long
EC
JP
N
1
N
N
N
MFE-MEDIAFOREUROPE N.V.
N/A
MFE-MEDIAFOREUROPE NV-CL A COMMON STOCK
N/A
322857.00000000
NS
184516.40000000
0.002081014129
Long
EC
IT
N
1
N
N
DISCO CORPORATION
N/A
DISCO CORP COMMON STOCK
N/A
14200.00000000
NS
3874382.99000000
0.043696092843
Long
EC
JP
N
1
N
N
N
The North West Company Inc.
254900VT1HQAZR3IVM76
NORTH WEST CO INC/THE COMMON STOCK
663278208
25600.00000000
NS
734695.81000000
0.008286051329
Long
EC
CA
N
1
N
N
N
THALES SA
529900FNDVTQJOVVPZ19
THALES SA COMMON STOCK
N/A
11693.00000000
NS
1422966.29000000
0.016048508183
Long
EC
FR
N
1
N
N
N
SMITHS NEWS PLC
2138004O33ONVOOQXB02
SMITHS NEWS PLC COMMON STOCK
N/A
201.00000000
NS
87.78000000
0.000000990000
Long
EC
GB
N
1
N
N
N
Rajthanee Hospital PCL
N/A
RAJTHANEE HOSPITAL PCL COMMON STOCK
N/A
27400.00000000
NS
28424.90000000
0.000320581902
Long
EC
TH
N
1
N
N
N
Demant A/S
213800RM6L9LN78BVA56
DEMANT A/S COMMON STOCK
N/A
358362.00000000
NS
15743273.34000000
0.177555893494
Long
EC
DK
N
1
N
N
N
Gulf International Services Q.P.S.C.
N/A
GULF INTERNATIONAL SERVICES COMMON STOCK
N/A
152244.00000000
NS
82356.20000000
0.000928830260
Long
EC
QA
N
1
N
N
N
SILICON MOTION TECHNOLOGY CORPORATION
5299005RBVBZQJTYFC89
SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT
82706C108
13086.00000000
NS
USD
1181796.66000000
0.013328547206
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-07-07
N/A
1.00000000
NC
USD
39185.43000000
0.000441941385
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
168909000.00000000
INR
2206864.56000000
USD
2022-07-07
39185.43000000
N
N
N
BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP PLC COMMON STOCK
N/A
4702495.00000000
NS
31726438.97000000
0.357817341861
Long
EC
IE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-17
N/A
1.00000000
NC
USD
460429.21000000
0.005192815878
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
45689000.00000000
NOK
5322158.69000000
USD
2022-06-17
460429.21000000
N
N
N
CENTRICA PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC COMMON STOCK
N/A
2805521.00000000
NS
2799651.56000000
0.031575049449
Long
EC
GB
N
1
N
N
N
ZHENRO PROPERTIES GROUP LIMITED
549300I66TVJEL841P38
ZHENRO PROPERTIES GROUP LTD COMMON STOCK
N/A
810000.00000000
NS
58848.65000000
0.000663707248
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-44864.76000000
-0.00050599404
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4015000.00000000
AUD
2836757.70000000
USD
2022-07-21
-44864.76000000
N
N
N
Comet Holding AG
506700PGOL747J76WC96
COMET HOLDING AG-REG COMMON STOCK
N/A
1917.00000000
NS
375580.41000000
0.004235873559
Long
EC
CH
N
1
N
N
N
HYUNDAI ENGINEERING & CONSTRUCTION CO.,LTD
988400CEQG9N710HN313
HYUNDAI ENGINEERING & CONST COMMON STOCK
N/A
30233.00000000
NS
1058106.13000000
0.011933539821
Long
EC
KR
N
1
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
5029699.00000000
NS
49829507.95000000
0.561987498747
Long
EC
IL
N
2
N
N
N
PT Japfa Comfeed Indonesia Tbk
549300VJMRP8O87R3147
JAPFA COMFEED INDONES-TBK PT COMMON STOCK
N/A
228400.00000000
NS
22321.51000000
0.000251746607
Long
EC
ID
N
1
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
1504790.00000000
NS
74651924.39000000
0.841939846300
Long
EC
NL
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
117532991.05200000
NS
USD
117552264.49000000
1.325778756618
Long
EC
US
N
2
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICAL CARE AG & COMMON STOCK
N/A
433490.00000000
NS
26302235.27000000
0.296642050443
Long
EC
DE
N
1
N
N
N
GLOBANT S.A.
2221008DCMSPYS42DS88
GLOBANT SA COMMON STOCK
L44385109
17690.00000000
NS
USD
3352431.90000000
0.037809420476
Long
EC
US
N
1
N
N
N
YAMADA Consulting Group Co.,Ltd.
N/A
YAMADA CONSULTING GROUP CO L COMMON STOCK
N/A
2000.00000000
NS
18065.22000000
0.000203743288
Long
EC
JP
N
1
N
N
N
MediaTek Inc.
254900UEGBK1I4DM4E14
MEDIATEK INC COMMON STOCK
N/A
839018.00000000
NS
26160595.69000000
0.295044609959
Long
EC
TW
N
1
N
N
N
PT Gudang Garam Tbk
5299005TDQ8UGGR3AM31
GUDANG GARAM TBK PT COMMON STOCK
N/A
31998.00000000
NS
69126.74000000
0.000779625673
Long
EC
ID
N
1
N
N
N
KOC HOLDING ANONIM SIRKETI
7890005U0H950VH19H45
KOC HOLDING AS COMMON STOCK
N/A
456458.00000000
NS
1141667.36000000
0.012875960659
Long
EC
TR
N
1
N
N
N
TRIGANO SA
969500KLZPNMO8TUM811
TRIGANO SA COMMON STOCK
N/A
1901.00000000
NS
248038.86000000
0.002797433574
Long
EC
FR
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA COMMON STOCK
N/A
613320.00000000
NS
4903584.97000000
0.055303645682
Long
EC
NO
N
1
N
N
N
DAITO TRUST CONSTRUCTION CO.,LTD.
353800QQ4DRI3KXS3038
DAITO TRUST CONSTRUCT CO LTD COMMON STOCK
N/A
350000.00000000
NS
31015585.53000000
0.349800189712
Long
EC
JP
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
110178.00000000
NS
9983893.46000000
0.112600415781
Long
EC
CH
N
1
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK
N/A
63.00000000
NS
633581.97000000
0.007145668524
Long
EC
CH
N
1
N
N
N
Banco Bradesco S.A.
549300CTUU1RFXHQJE44
BANCO BRADESCO-ADR DEPOSITARY RECEIPT
059460303
2534733.00000000
NS
USD
10772615.25000000
0.121495783289
Long
EC
US
N
1
N
N
N
Bawan Company SJSC
N/A
BAWAN CO COMMON STOCK
N/A
143143.00000000
NS
1351089.77000000
0.015237869922
Long
EC
SA
N
1
N
N
N
Konoike Transport Co.,Ltd.
N/A
KONOIKE TRANSPORT CO LTD COMMON STOCK
N/A
4400.00000000
NS
39948.70000000
0.000450549702
Long
EC
JP
N
1
N
N
N
DIPLOMA PLC
2138008OGI7VYG8FGR19
DIPLOMA PLC COMMON STOCK
N/A
114902.00000000
NS
3765094.65000000
0.042463516337
Long
EC
GB
N
1
N
N
N
KONGSBERG GRUPPEN ASA
5967007LIEEXZXJ9HK73
KONGSBERG GRUPPEN ASA COMMON STOCK
N/A
16965.00000000
NS
602754.05000000
0.006797984865
Long
EC
NO
N
1
N
N
N
MPC CONTAINER SHIPS ASA
213800MXS7CXYJ2Q1805
MPC CONTAINER SHIPS AS COMMON STOCK
N/A
371687.00000000
NS
1043413.78000000
0.011767836458
Long
EC
NO
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-1231.70000000
-0.00001389136
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
279076.36000000
USD
220458.62000000
GBP
2022-06-01
-1231.70000000
N
N
N
WHITEHAVEN COAL LIMITED
529900WCZ4I6ZO3RRP86
WHITEHAVEN COAL LTD COMMON STOCK
N/A
1048765.00000000
NS
3972309.72000000
0.044800530762
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-01
N/A
1.00000000
NC
USD
17629.40000000
0.000198828020
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2521639.13000000
EUR
2718932.18000000
USD
2022-06-01
17629.40000000
N
N
N
ELBIT SYSTEMS LTD
529900Q9CB1REUMZSS32
ELBIT SYSTEMS LTD COMMON STOCK
N/A
1644.00000000
NS
333100.14000000
0.003756772286
Long
EC
IL
N
1
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
DAI-ICHI LIFE HOLDINGS INC COMMON STOCK
N/A
125600.00000000
NS
2571165.61000000
0.028998137639
Long
EC
JP
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-07-15
N/A
1.00000000
NC
8052.47000000
0.000090817422
N/A
DFE
JP
N
2
MORGAN STANLEY & CO, INC
N/A
2402868.80000000
USD
309539000.00000000
JPY
2022-07-15
8052.47000000
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
354410.00000000
NS
7224953.99000000
0.081484525704
Long
EC
FR
N
1
N
N
N
Recruit Holdings Co.,Ltd.
353800R2LRSMVVC4I806
RECRUIT HOLDINGS CO LTD COMMON STOCK
N/A
996900.00000000
NS
36684866.10000000
0.413739508768
Long
EC
JP
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA COMMON STOCK
N/A
1021131.00000000
NS
39169406.38000000
0.441760668016
Long
EC
NO
N
1
N
N
N
Richelieu Hardware Ltd
5493007VPNETW465DN04
RICHELIEU HARDWARE LTD COMMON STOCK
76329W103
10000.00000000
NS
295687.24000000
0.003334821860
Long
EC
CA
N
1
N
N
N
Aval Data Corp
N/A
AVAL DATA CORP COMMON STOCK
N/A
2000.00000000
NS
48194.64000000
0.000543549119
Long
EC
JP
N
1
N
N
N
TOPCO SCIENTIFIC CO., LTD.
N/A
TOPCO SCIENTIFIC CO LTD COMMON STOCK
N/A
25000.00000000
NS
143841.52000000
0.001622274418
Long
EC
TW
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
21420.98000000
0.000241590243
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
3822491.80000000
USD
3050000.00000000
GBP
2022-06-09
21420.98000000
N
N
N
CELESTICA INC.
549300J3CG5T6RZWLN53
CELESTICA INC COMMON STOCK
15101Q108
67521.00000000
NS
746288.95000000
0.008416801160
Long
EC
CA
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
-101195.90000000
-0.00114130829
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
2510888.11000000
USD
1912000.00000000
GBP
2022-06-09
-101195.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-01
N/A
1.00000000
NC
USD
653.70000000
0.000007372563
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
242896.61000000
EUR
260856.39000000
USD
2022-06-01
653.70000000
N
N
N
Doosan Corporation
988400GNQKLXZRRQQE60
DOOSAN CO LTD COMMON STOCK
N/A
10831.00000000
NS
741501.54000000
0.008362807760
Long
EC
KR
N
1
N
N
N
Mekdam Holding Group Q.P.S.C
N/A
MEKDAM HOLDING GROUP COMMON STOCK
N/A
51835.00000000
NS
110665.79000000
0.001248111672
Long
EC
QA
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
305927.00000000
NS
USD
17844721.91000000
0.201256465187
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-103083.67000000
-0.00116259895
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
8128000.00000000
CAD
6322059.95000000
USD
2022-07-21
-103083.67000000
N
N
N
LG ELECTRONICS INC.
988400RMQFTGZIOG0609
LG ELECTRONICS INC COMMON STOCK
N/A
197280.00000000
NS
16742967.99000000
0.188830656561
Long
EC
KR
N
1
N
N
N
GIGABYTE TECHNOLOGY CO., LTD.
N/A
GIGABYTE TECHNOLOGY CO LTD COMMON STOCK
N/A
790000.00000000
NS
3075624.46000000
0.034687528905
Long
EC
TW
N
1
N
N
N
GLORY LTD.
3538003FKID28TGG5U64
GLORY LTD COMMON STOCK
N/A
14000.00000000
NS
217000.27000000
0.002447373935
Long
EC
JP
N
1
N
N
N
FILA Holdings Corporation
N/A
FILA HOLDINGS CORP COMMON STOCK
Y2484W103
31429.00000000
NS
805285.56000000
0.009082177132
Long
EC
KR
N
2
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMMON STOCK
335934105
941213.00000000
NS
27250045.51000000
0.307331650400
Long
EC
CA
N
1
N
N
N
PAREX RESOURCES INC.
549300U7LWRGTY6XWK67
PAREX RESOURCES INC COMMON STOCK
69946Q104
8000.00000000
NS
177159.35000000
0.001998039797
Long
EC
CA
N
1
N
N
N
DAIHATSU DIESEL MFG.CO.,LTD.
N/A
DAIHATSU DIESEL MFG CO LTD COMMON STOCK
N/A
5200.00000000
NS
18553.38000000
0.000209248857
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-69700.51000000
-0.00078609677
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3367000.00000000
GBP
4173727.14000000
USD
2022-06-09
-69700.51000000
N
N
N
COMPANHIA DE SANEAMENTO DE MINAS GERAIS COPASA MG
N/A
CIA SANEAMENTO MINAS GERAIS COMMON STOCK
N/A
94500.00000000
NS
266632.55000000
0.003007137056
Long
EC
BR
N
1
N
N
N
LIFEDRINK COMPANY, INC.
N/A
LIFEDRINK CO INC COMMON STOCK
N/A
2700.00000000
NS
31880.76000000
0.000359557806
Long
EC
JP
N
1
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT
N/A
2336070.00000000
NS
27289894.21000000
0.307781072282
Long
EC
NL
Y
1
N
N
N
CRITEO SA
969500EELFB4RDMFHA76
CRITEO SA-SPON ADR DEPOSITARY RECEIPT
226718104
102266.00000000
NS
USD
2650734.72000000
0.029895534522
Long
EC
US
N
1
N
N
N
VINX CORP.
N/A
VINX CORP COMMON STOCK
N/A
3200.00000000
NS
27237.75000000
0.000307192979
Long
EC
JP
N
1
N
N
N
PICC Property and Casualty Company Limited
300300F1000311000017
PICC PROPERTY & CASUALTY-H COMMON STOCK
N/A
6770000.00000000
NS
6575370.75000000
0.074158391546
Long
EC
HK
N
1
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP COMMON STOCK
N/A
220354.00000000
NS
6750255.90000000
0.076130782446
Long
EC
KR
N
1
N
N
N
SAMSONITE INTERNATIONAL S.A.
549300UULS5HYFJSEL12
SAMSONITE INTERNATIONAL SA COMMON STOCK
N/A
23142750.00000000
NS
52919289.92000000
0.596834698979
Long
EC
HK
Y
2
N
N
N
ASM PACIFIC TECHNOLOGY LIMITED
529900PYFA1HFYKPT360
ASM PACIFIC TECHNOLOGY COMMON STOCK
N/A
146800.00000000
NS
1337853.94000000
0.015088593493
Long
EC
HK
N
1
N
N
N
POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA
P4GTT6GF1W40CVIMFR43
PKO BANK POLSKI SA COMMON STOCK
N/A
571882.00000000
NS
4263355.00000000
0.048082999638
Long
EC
PL
N
1
N
N
N
JAPAN POST INSURANCE Co.,Ltd.
54930042SK2Z708BA841
JAPAN POST INSURANCE CO LTD COMMON STOCK
N/A
243300.00000000
NS
4020799.88000000
0.045347412817
Long
EC
JP
N
1
N
N
N
THE BANK OF SAGA LTD.
353800F5W4TG8U8OOA26
BANK OF SAGA LTD/THE COMMON STOCK
N/A
1800.00000000
NS
19700.73000000
0.000222188908
Long
EC
JP
N
1
N
N
N
NIKON CORPORATION
549300X7LIS9RFELXJ98
NIKON CORP COMMON STOCK
654111103
100200.00000000
NS
1250114.66000000
0.014099051743
Long
EC
JP
N
1
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
382117.00000000
NS
37716805.09000000
0.425377930172
Long
EC
NL
N
1
N
N
N
PT Triputra Agro Persada Tbk
N/A
TRIPUTRA AGRO PERSADA PT COMMON STOCK
N/A
3046427.00000000
NS
148341.21000000
0.001673022853
Long
EC
ID
N
1
N
N
N
TENARIS S.A.
549300Y7C05BKC4HZB40
TENARIS SA COMMON STOCK
N/A
408550.00000000
NS
6838416.86000000
0.077125079990
Long
EC
IT
N
1
N
N
N
CHINA RESOURCES GAS GROUP LIMITED
529900A0E1J5JSOKEK83
CHINA RESOURCES GAS GROUP LT COMMON STOCK
N/A
4878000.00000000
NS
20424610.13000000
0.230352978226
Long
EC
HK
N
1
N
N
N
PSI Software AG
529900OS5AIRXC3T2J37
PSI SOFTWARE AG COMMON STOCK
N/A
567.00000000
NS
19436.74000000
0.000219211574
Long
EC
DE
N
1
N
N
N
Mito Securities Co.,Ltd.
353800D7Y06VGBGCRS38
MITO SECURITIES CO LTD COMMON STOCK
N/A
10400.00000000
NS
21746.67000000
0.000245263442
Long
EC
JP
N
1
N
N
N
PERSIMMON PUBLIC LIMITED COMPANY
213800XI72Y57UWN6F31
PERSIMMON PLC COMMON STOCK
N/A
872540.00000000
NS
23939701.81000000
0.269996909350
Long
EC
GB
N
1
N
N
N
PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED
2549001O8YYGP5N7Q076
PTT EXPLOR & PROD PUBLIC CO COMMON STOCK
N/A
1111900.00000000
NS
5507511.69000000
0.062114856162
Long
EC
TH
N
1
N
N
N
FRASERS GROUP PLC
213800JEGHHEAXIJDX34
FRASERS GROUP PLC COMMON STOCK
N/A
30969.00000000
NS
269699.53000000
0.003041727091
Long
EC
GB
N
1
N
N
N
DASSAULT AVIATION SA
969500CVFTUT88V8QN95
DASSAULT AVIATION SA COMMON STOCK
N/A
14203.00000000
NS
2399396.99000000
0.027060895609
Long
EC
FR
N
1
N
N
N
Burckhardt Compression Holding AG
5067004N56DLX7GY3E95
BURCKHARDT COMPRESSION HOLDI COMMON STOCK
N/A
152.00000000
NS
76669.97000000
0.000864699782
Long
EC
CH
N
1
N
N
N
TOSOH CORPORATION
529900YSLFVJF2MDBX02
TOSOH CORP COMMON STOCK
N/A
2527100.00000000
NS
36832465.31000000
0.415404163192
Long
EC
JP
N
1
N
N
N
COMPASS GROUP PLC
2138008M6MH9OZ6U2T68
COMPASS GROUP PLC COMMON STOCK
N/A
986321.00000000
NS
22095450.03000000
0.249197056260
Long
EC
GB
N
1
N
N
N
HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY
549300BNS685UXH4JI75
HIKMA PHARMACEUTICALS PLC COMMON STOCK
N/A
24410.00000000
NS
522526.47000000
0.005893161622
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-01
N/A
1.00000000
NC
USD
1434.57000000
0.000016179377
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
15663677.00000000
JPY
123193.50000000
USD
2022-06-01
1434.57000000
N
N
N
The Saudi Investment Bank SJSC
558600V3J4M5TUY9HR70
SAUDI INVESTMENT BANK/THE COMMON STOCK
N/A
302758.00000000
NS
1808233.36000000
0.020393629898
Long
EC
SA
N
1
N
N
N
MULLEN GROUP LTD.
549300KLU7H5NA3I5P62
MULLEN GROUP LTD COMMON STOCK
625284104
59100.00000000
NS
576585.37000000
0.006502849079
Long
EC
CA
N
1
N
N
N
Fertiglobe PLC
984500A99D1B4CPBF744
FERTIGLOBE PLC COMMON STOCK
N/A
18787340.00000000
NS
27210979.50000000
0.306891055858
Long
EC
AE
N
1
N
N
N
Nitto Kohki Co Ltd
N/A
NITTO KOHKI CO LTD COMMON STOCK
N/A
2900.00000000
NS
33656.19000000
0.000379581473
Long
EC
JP
N
1
N
N
N
OMV Aktiengesellschaft
549300V62YJ9HTLRI486
OMV AG COMMON STOCK
N/A
386772.00000000
NS
22539498.87000000
0.254205130937
Long
EC
AT
N
1
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
NINETY ONE PLC COMMON STOCK
N/A
177475.93000000
NS
505501.98000000
0.005701155902
Long
EC
GB
N
1
N
N
N
BANCA IFIS S.P.A.
8156005420362AE59184
BANCA IFIS SPA COMMON STOCK
N/A
62726.00000000
NS
1140973.64000000
0.012868136741
Long
EC
IT
N
1
N
N
N
Yushin Precision Equipment Co Ltd
N/A
YUSHIN PRECISION EQUIPMENT COMMON STOCK
N/A
4600.00000000
NS
24851.34000000
0.000280278553
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-07-15
N/A
1.00000000
NC
USD
513160.95000000
0.005787535350
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5351196000.00000000
JPY
42192278.09000000
USD
2022-07-15
513160.95000000
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
SOMPO HOLDINGS INC COMMON STOCK
N/A
61600.00000000
NS
2800239.42000000
0.031581679456
Long
EC
JP
N
1
N
N
N
ZHONGSHENG GROUP HOLDINGS LIMITED
3003005VYMEBAJNJ2Y26
ZHONGSHENG GROUP HOLDINGS COMMON STOCK
N/A
4327500.00000000
NS
30723371.85000000
0.346504543380
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-17
N/A
1.00000000
NC
USD
-133365.69000000
-0.00150412584
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
71781000.00000000
SEK
7208418.61000000
USD
2022-06-17
-133365.69000000
N
N
N
PGE POLSKA GRUPA ENERGETYCZNA SPOLKA AKCYJNA
259400MP9VXR0E69MJ89
PGE SA COMMON STOCK
N/A
571768.00000000
NS
1351085.77000000
0.015237824809
Long
EC
PL
N
1
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
1627554.00000000
NS
24754428.75000000
0.279185568320
Long
EC
IT
N
1
N
N
N
BLUESCOPE STEEL LIMITED
529900H6UQI16XACWC95
BLUESCOPE STEEL LTD COMMON STOCK
N/A
1826988.00000000
NS
23852729.23000000
0.269016014601
Long
EC
AU
N
1
N
N
N
PRUDENTIAL PUBLIC LIMITED COMPANY
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC COMMON STOCK
N/A
546339.00000000
NS
7143733.94000000
0.080568509179
Long
EC
GB
N
1
N
N
N
Belimo Holding AG
506700339DLX749VEM23
BELIMO HOLDING AG-REG COMMON STOCK
N/A
5616.00000000
NS
2243939.28000000
0.025307611397
Long
EC
CH
N
1
N
N
N
PERSISTENT SYSTEMS LIMITED
3358006QYD77Z66S1J89
PERSISTENT SYSTEMS LTD COMMON STOCK
N/A
29902.00000000
NS
1448144.78000000
0.016332476402
Long
EC
IN
N
1
N
N
N
ULVAC,Inc.
N/A
ULVAC INC COMMON STOCK
N/A
2000.00000000
NS
85195.69000000
0.000960854616
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-27698.25000000
-0.00031238659
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2132000.00000000
GBP
2659259.80000000
USD
2022-06-09
-27698.25000000
N
N
N
NUVISTA ENERGY LTD.
549300MG32TDSM60SX75
NUVISTA ENERGY LTD COMMON STOCK
67072Q104
424127.00000000
NS
4342368.38000000
0.048974128882
Long
EC
CA
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
101640.00000000
NS
8779133.36000000
0.099012882148
Long
EC
DE
N
1
N
N
N
ADBRI LIMITED
529900XNYGV6JJJ38J47
ADBRI LTD COMMON STOCK
N/A
608537.00000000
NS
1231025.62000000
0.013883761601
Long
EC
AU
N
1
N
N
N
DAISHIN SECURITIES CO.,LTD
549300A0MNIZNJBONO78
DAISHIN SECURITIES CO LTD COMMON STOCK
N/A
34929.00000000
NS
463009.70000000
0.005221919178
Long
EC
KR
N
1
N
N
N
DOR-ALON ENERGY IN ISRAEL (1988) LTD
9845000EEC9BF5N06482
DOR ALON ENERGY IN ISRAEL COMMON STOCK
N/A
484.00000000
NS
18241.11000000
0.000205727012
Long
EC
IL
N
1
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
128340.00000000
NS
5387313.09000000
0.060759231487
Long
EC
FR
N
1
N
N
N
Getinge AB
5493003PZ4F570G3W735
GETINGE AB-B SHS COMMON STOCK
N/A
153905.00000000
NS
4451826.77000000
0.050208623248
Long
EC
SE
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-07-27
N/A
1.00000000
NC
44936.99000000
0.000506808669
N/A
DFE
KR
N
2
BARCLAYS CAPITAL INC.
N/A
2462977.77000000
USD
3111800000.00000000
KRW
2022-07-27
44936.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2022-07-27
N/A
1.00000000
NC
USD
-96078.66000000
-0.00108359500
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
139884000.00000000
TWD
4761797.78000000
USD
2022-07-27
-96078.66000000
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI FINANCIAL CORP COMMON STOCK
125491100
126018.00000000
NS
1595088.89000000
0.017989742472
Long
EC
CA
N
1
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC COMMON STOCK
N/A
1057649.00000000
NS
48986213.23000000
0.552476646445
Long
EC
GB
N
1
N
N
N
BAKER HUGHES COMPANY
N/A
BAKER HUGHES CO COMMON STOCK
05722G100
2197473.00000000
NS
USD
79065078.54000000
0.891712311740
Long
EC
US
N
1
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD COMMON STOCK
N/A
1981805.00000000
NS
28589330.53000000
0.322436383910
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-07-07
N/A
1.00000000
NC
USD
23569.19000000
0.000265818200
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
183706000.00000000
INR
2381144.34000000
USD
2022-07-07
23569.19000000
N
N
N
Saudi Basic Industries Corporation SJSC
213800ZCTFZZZJSK8645
SAUDI BASIC INDUSTRIES CORP COMMON STOCK
N/A
938523.00000000
NS
28677439.22000000
0.323430091942
Long
EC
SA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-07-28
N/A
1.00000000
NC
48710.55000000
0.000549367659
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
3683510.34000000
USD
3474000.00000000
EUR
2022-07-28
48710.55000000
N
N
N
JD.COM, INC.
549300HVTWB0GJZ16V92
JD.COM INC - CL A COMMON STOCK
N/A
90085.00000000
NS
2595000.99000000
0.029266957985
Long
EC
HK
N
1
N
N
N
RHB BANK BERHAD
549300ZHRPSV7QIUJT80
RHB BANK BHD COMMON STOCK
N/A
819100.00000000
NS
1137405.05000000
0.012827889445
Long
EC
MY
N
1
N
N
N
LONKING HOLDINGS LIMITED
5299004M92ACMGS3QI84
LONKING HOLDINGS LTD COMMON STOCK
N/A
990732.00000000
NS
258872.94000000
0.002919622569
Long
EC
HK
N
1
N
N
N
ILUKA RESOURCES LIMITED
2549009N2Y1F4YNB0955
ILUKA RESOURCES LTD COMMON STOCK
N/A
105802.00000000
NS
834108.54000000
0.009407248663
Long
EC
AU
N
1
N
N
N
Zamil Industrial Investment Company SJSC
N/A
ZAMIL INDUSTRIAL INVESTMENT COMMON STOCK
N/A
12032.00000000
NS
66728.60000000
0.000752578954
Long
EC
SA
N
1
N
N
N
LS ELECTRIC CO., LTD
988400AF8KS117D7D072
LS ELECTRIC CO LTD COMMON STOCK
N/A
9570.00000000
NS
396042.68000000
0.004466651273
Long
EC
KR
N
1
N
N
N
Isracard Ltd.
N/A
ISRACARD LTD COMMON STOCK
N/A
17.58000000
NS
74.28000000
0.000000837745
Long
EC
IL
N
1
N
N
N
Saudi Airlines Catering Company SJSC
N/A
SAUDI AIRLINES CATERING CO COMMON STOCK
N/A
7247.00000000
NS
154775.28000000
0.001745587625
Long
EC
SA
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
120856.57000000
0.001363045397
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
5767261.63000000
USD
4672000.00000000
GBP
2022-06-09
120856.57000000
N
N
N
AG ANADOLU GRUBU HOLDING ANONIM SIRKETI
789000K5XY4AZWGQQU40
AG ANADOLU GRUBU HOLDING AS COMMON STOCK
N/A
15603.00000000
NS
38054.01000000
0.000429180996
Long
EC
TR
N
1
N
N
N
SUNCORP GROUP LIMITED
549300BVOKRTHDIWVT46
SUNCORP GROUP LTD COMMON STOCK
N/A
4312910.00000000
NS
35115370.30000000
0.396038410459
Long
EC
AU
N
1
N
N
N
ORANGE POLSKA SPOLKA AKCYJNA
259400TOMPUOLS65II22
ORANGE POLSKA SA COMMON STOCK
N/A
467304.00000000
NS
686255.60000000
0.007739732620
Long
EC
PL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-07-15
N/A
1.00000000
NC
USD
37180.35000000
0.000419327678
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
656196000.00000000
JPY
5148125.63000000
USD
2022-07-15
37180.35000000
N
N
N
PACIFIC BASIN SHIPPING LIMITED
254900LNPK737X4Y3V26
PACIFIC BASIN SHIPPING LTD COMMON STOCK
N/A
2596000.00000000
NS
1353332.78000000
0.015263167052
Long
EC
HK
N
1
N
N
N
UT Group Co., Ltd.
N/A
UT GROUP CO LTD COMMON STOCK
N/A
851200.00000000
NS
16098329.51000000
0.181560290429
Long
EC
JP
N
1
N
N
N
Qatari Investors Group QPSC
N/A
QATARI INVESTORS GROUP COMMON STOCK
N/A
229054.00000000
NS
144662.37000000
0.001631532134
Long
EC
QA
N
1
N
N
N
AIA Group Limited
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD COMMON STOCK
N/A
1369600.00000000
NS
14122737.09000000
0.159279150431
Long
EC
HK
N
1
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
ENDEAVOUR MINING PLC COMMON STOCK
N/A
880030.00000000
NS
19875151.36000000
0.224156068553
Long
EC
GB
N
1
N
N
N
Tongcheng Travel Holdings Limited
2549004WGGNOPL8NUL61
TONGCHENG TRAVEL HOLDINGS LTD COMMON STOCK
N/A
16170400.00000000
NS
31040044.87000000
0.350076047209
Long
EC
HK
N
1
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
JAPAN EXCHANGE GROUP INC COMMON STOCK
N/A
58400.00000000
NS
923132.65000000
0.010411280992
Long
EC
JP
N
1
N
N
N
T.RAD Co., Ltd.
N/A
T RAD CO LTD COMMON STOCK
N/A
900.00000000
NS
19707.72000000
0.000222267743
Long
EC
JP
N
1
N
N
N
Pickles Corp
N/A
PICKLES CORP COMMON STOCK
J6370L102
3800.00000000
NS
39197.79000000
0.000442080784
Long
EC
JP
N
1
N
N
N
YUASA TRADING CO., LTD.
N/A
YUASA TRADING CO LTD COMMON STOCK
N/A
2700.00000000
NS
67266.51000000
0.000758645615
Long
EC
JP
N
1
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
PARTNERS GROUP HOLDING AG COMMON STOCK
N/A
14343.00000000
NS
15404640.86000000
0.173736726333
Long
EC
CH
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-1181.19000000
-0.00001332170
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
165230.46000000
USD
153138.35000000
EUR
2022-06-01
-1181.19000000
N
N
N
Proto Corp
N/A
PROTO CORP COMMON STOCK
N/A
3800.00000000
NS
29420.50000000
0.000331810485
Long
EC
JP
N
1
N
N
N
LG Display Co., Ltd.
988400P37K91W0SABO95
LG DISPLAY CO LTD COMMON STOCK
N/A
57056.00000000
NS
800130.62000000
0.009024038653
Long
EC
KR
N
1
N
N
N
Pigeon Corporation
N/A
PIGEON CORP COMMON STOCK
N/A
175100.00000000
NS
2509886.90000000
0.028307023671
Long
EC
JP
N
1
N
N
N
NetDragon Websoft Holdings Ltd
549300OAYL2PBUPUBR89
NETDRAGON WEBSOFT HOLDINGS L COMMON STOCK
N/A
325000.00000000
NS
653682.66000000
0.007372368264
Long
EC
HK
N
1
N
N
N
EMIRATES NBD BANK (P.J.S.C)
54930029BCN8HF3B1286
EMIRATES NBD PJSC COMMON STOCK
N/A
303125.00000000
NS
1085212.42000000
0.012239250167
Long
EC
AE
N
1
N
N
N
SONIC HEALTHCARE LIMITED
549300NQQ5L2NONWR862
SONIC HEALTHCARE LTD COMMON STOCK
N/A
344572.00000000
NS
9061569.79000000
0.102198258632
Long
EC
AU
N
1
N
N
N
ELECOM CO., LTD.
353800BXFUVR7EPC0G35
ELECOM CO LTD COMMON STOCK
N/A
11400.00000000
NS
134696.26000000
0.001519132284
Long
EC
JP
N
1
N
N
N
Etihad Etisalat Company SJSC
2549007BA9ABDE3HVK79
ETIHAD ETISALAT CO COMMON STOCK
N/A
980982.00000000
NS
10266242.77000000
0.115784809708
Long
EC
SA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-07-28
N/A
1.00000000
NC
428037.77000000
0.004827498517
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
13352387.51000000
USD
12827000.00000000
EUR
2022-07-28
428037.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-17
N/A
1.00000000
NC
USD
-116777.47000000
-0.00131704046
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
46136000.00000000
SEK
4602027.79000000
USD
2022-06-17
-116777.47000000
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTL AG-REG COMMON STOCK
N/A
84961.00000000
NS
22406907.10000000
0.252709733526
Long
EC
CH
N
1
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-B COMMON STOCK
N/A
10247.00000000
NS
29833813.06000000
0.336471915326
Long
EC
DK
N
1
N
N
N
BRP Inc.
529900EPQGESIRCPY551
BRP INC/CA- SUB VOTING COMMON STOCK
05577W200
122200.00000000
NS
9498916.08000000
0.107130740563
Long
EC
CA
N
1
N
N
N
NAVA BHARAT VENTURES LIMITED
3358001S6IZR91SKJT54
NAVA BHARAT VENTURES LTD COMMON STOCK
N/A
28192.00000000
NS
67324.18000000
0.000759296029
Long
EC
IN
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-51728.47000000
-0.00058340438
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
11720473.65000000
USD
9258682.55000000
GBP
2022-06-01
-51728.47000000
N
N
N
TAKAOKA TOKO CO., LTD.
N/A
TAKAOKA TOKO CO LTD COMMON STOCK
N/A
4000.00000000
NS
55470.48000000
0.000625607548
Long
EC
JP
N
1
N
N
N
SODEXO SA
969500LCBOG12HXPYM84
SODEXO SA COMMON STOCK
N/A
965605.00000000
NS
71828955.00000000
0.810101813540
Long
EC
FR
N
1
N
N
N
NITTOKU CO., LTD.
N/A
NITTOKU CO LTD COMMON STOCK
N/A
3700.00000000
NS
69027.17000000
0.000778502702
Long
EC
JP
N
2
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
227720.00000000
NS
10050606.71000000
0.113352821615
Long
EC
GB
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG-REGISTERED COMMON STOCK
N/A
1009002.00000000
NS
11213175.02000000
0.126464507512
Long
EC
DE
N
1
N
N
N
SHINNIHON CORPORATION
N/A
SHINNIHON CORP COMMON STOCK
N/A
3800.00000000
NS
21888.14000000
0.000246858970
Long
EC
JP
N
1
N
N
N
Inwido AB (publ)
529900A9NKQW5UTHBG13
INWIDO AB COMMON STOCK
N/A
8333.00000000
NS
113279.71000000
0.001277592003
Long
EC
SE
N
1
N
N
N
KBC GROEP NV
213800X3Q9LSAKRUWY91
KBC GROUP NV COMMON STOCK
N/A
512861.00000000
NS
31920239.21000000
0.360003061058
Long
EC
BE
N
1
N
N
N
SPEEDY HIRE PLC
213800U78SIYAZDYXM61
SPEEDY HIRE PLC COMMON STOCK
N/A
89405.00000000
NS
52902.04000000
0.000596640150
Long
EC
GB
N
1
N
N
N
TOSHO CO., LTD.
N/A
TOSHO CO LTD COMMON STOCK
N/A
4100.00000000
NS
42483.58000000
0.000479138603
Long
EC
JP
N
1
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
UNIVERSAL MUSIC GROUP NV COMMON STOCK
N/A
419893.00000000
NS
9396527.84000000
0.105975984812
Long
EC
NL
N
1
N
N
N
GROUPE WSP GLOBAL INC.
549300IQ87LU6X6ERQ78
WSP GLOBAL INC COMMON STOCK
92938W202
67100.00000000
NS
7406808.71000000
0.083535520856
Long
EC
CA
N
1
N
N
N
Pou Chen Corporation
25490027LIXQ7W4PBH18
POU CHEN COMMON STOCK
N/A
5358000.00000000
NS
5777963.82000000
0.065165071232
Long
EC
TW
N
1
N
N
N
Compal Electronics, Inc.
529900ZPKWFDL21LW166
COMPAL ELECTRONICS COMMON STOCK
N/A
3490000.00000000
NS
2765546.94000000
0.031190410490
Long
EC
TW
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-18855.82000000
-0.00021265983
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
4272291.75000000
USD
3374931.27000000
GBP
2022-06-01
-18855.82000000
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC COMMON STOCK
N/A
626899.00000000
NS
17917348.15000000
0.202075558946
Long
EC
NL
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
775400.00000000
NS
7387926.30000000
0.083322561130
Long
EC
GB
N
1
N
N
N
INVESTEC PLC
2138007Z3U5GWDN3MY22
INVESTEC PLC COMMON STOCK
N/A
365384.00000000
NS
2241951.91000000
0.025285197427
Long
EC
ZA
N
1
N
N
N
ORIENT GREEN POWER COMPANY LIMITED
9845008993BH9BEFAB20
ORIENT GREEN POWER CO LTD COMMON STOCK
N/A
39573.00000000
NS
4587.51000000
0.000051738886
Long
EC
IN
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
105042.03000000
0.001184685744
N/A
DFE
CA
N
2
UBS SECURITIES LLC
N/A
3673524.22000000
USD
4780000.00000000
CAD
2022-07-21
105042.03000000
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC COMMON STOCK
N/A
273480.00000000
NS
6107510.90000000
0.068881771373
Long
EC
GB
N
1
N
N
N
Herfy Food Services Company SJSC
N/A
HERFY FOOD SERVICES CO COMMON STOCK
N/A
5336.00000000
NS
69714.44000000
0.000786253875
Long
EC
SA
N
1
N
N
N
Catana Group SA
96950079QAYBTB8V4F22
CATANA GROUP COMMON STOCK
N/A
6122.00000000
NS
48202.66000000
0.000543639571
Long
EC
FR
N
1
N
N
N
NIPPON THOMPSON CO., LTD.
N/A
NIPPON THOMPSON CO LTD COMMON STOCK
N/A
12000.00000000
NS
51677.10000000
0.000582825024
Long
EC
JP
N
1
N
N
N
Calida Holding AG
5067000IPI8X0DOOM496
CALIDA HOLDING-REG COMMON STOCK
N/A
707.00000000
NS
34370.87000000
0.000387641782
Long
EC
CH
N
1
N
N
N
EVERGREEN MARINE CORP. (TAIWAN) LTD.
254900EIJA0A39C5SO15
EVERGREEN MARINE CORP LTD COMMON STOCK
N/A
2064000.00000000
NS
9991111.11000000
0.112681817931
Long
EC
TW
N
1
N
N
N
SEIKO EPSON CORPORATION
549300NIOFQDR749W206
SEIKO EPSON CORP COMMON STOCK
N/A
176800.00000000
NS
2964418.36000000
0.033433323504
Long
EC
JP
N
1
N
N
N
Ai Holdings Corporation
N/A
AI HOLDINGS CORP COMMON STOCK
N/A
7300.00000000
NS
92892.07000000
0.001047655981
Long
EC
JP
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA COMMON STOCK
N/A
5589026.00000000
NS
26128302.88000000
0.294680404967
Long
EC
DE
N
1
N
N
N
ADVANTEST CORPORATION
353800EMK32PDKS9XR54
ADVANTEST CORP COMMON STOCK
N/A
336300.00000000
NS
23266119.94000000
0.262400113678
Long
EC
JP
N
1
N
N
N
Aamal Company QPSC
254900PWOLYX2XQ3D852
AAMAL CO COMMON STOCK
N/A
623035.00000000
NS
194177.18000000
0.002189970404
Long
EC
QA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-17
N/A
1.00000000
NC
USD
451422.71000000
0.005091238707
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
56491000.00000000
NOK
6462584.26000000
USD
2022-06-17
451422.71000000
N
N
N
SPC SAMLIP CO., LTD.
N/A
SPC SAMLIP COMMON STOCK
N/A
642.00000000
NS
39593.11000000
0.000446539285
Long
EC
KR
N
1
N
N
N
TERNIUM S.A.
529900QG4KU23TEI2E46
TERNIUM SA-SPONSORED ADR DEPOSITARY RECEIPT
880890108
283535.00000000
NS
USD
12467033.95000000
0.140605787907
Long
EC
US
N
1
N
N
N
GENTING PLANTATIONS BERHAD
N/A
GENTING PLANTATIONS BHD COMMON STOCK
N/A
49600.00000000
NS
86093.41000000
0.000970979287
Long
EC
MY
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG COMMON STOCK
N/A
844794.00000000
NS
26253600.94000000
0.296093542408
Long
EC
AT
N
1
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP-SP ADR DEPOSITARY RECEIPT
48268K101
604051.00000000
NS
USD
9054724.49000000
0.102121055923
Long
EC
US
N
1
N
N
N
GLOBALTRANS INVESTMENT PLC
213800D6EVVEJJW3MD09
GLOBALTRA-SPONS GDR REG S DEPOSITARY RECEIPT
37949E204
6013.00000000
NS
USD
0.01000000
0.000000000112
Long
EC
GB
N
2
N
N
N
ADIDAS AG
549300JSX0Z4CW0V5023
ADIDAS AG COMMON STOCK
N/A
133230.00000000
NS
26326587.11000000
0.296916695532
Long
EC
DE
N
1
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
69218.00000000
NS
13532319.57000000
0.152620299502
Long
EC
FR
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-1534.91000000
-0.00001731103
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
347774.59000000
USD
274727.34000000
GBP
2022-06-01
-1534.91000000
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
SWEDISH MATCH AB COMMON STOCK
N/A
3941930.00000000
NS
40653614.65000000
0.458499875919
Long
EC
SE
N
1
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N/A
139754.00000000
NS
6409140.69000000
0.072283614542
Long
EC
DE
N
1
N
N
N
LONDON STOCK EXCHANGE GROUP PLC
213800QAUUUP6I445N30
LONDON STOCK EXCHANGE GROUP COMMON STOCK
N/A
346868.00000000
NS
32358492.38000000
0.364945770970
Long
EC
GB
N
1
N
N
N
COWAY Co., Ltd.
N/A
COWAY CO LTD COMMON STOCK
N/A
577936.00000000
NS
33399954.74000000
0.376691598910
Long
EC
KR
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
VOESTALPINE AG COMMON STOCK
N/A
25198.00000000
NS
736377.94000000
0.008305022739
Long
EC
AT
N
1
N
N
N
SAJODAERIM CORPORATION
988400F2KDRMJV90FL59
SAJODAERIM CORP COMMON STOCK
N/A
1585.00000000
NS
39906.85000000
0.000450077709
Long
EC
KR
N
1
N
N
N
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED
5493002ERZU2K9PZDL40
IND & COMM BK OF CHINA-H COMMON STOCK
N/A
25698181.00000000
NS
15427654.21000000
0.173996275655
Long
EC
HK
N
1
N
N
N
Prima Andalan Mandiri Tbk PT
N/A
PRIMA ANDALAN MANDIRI TBK PT COMMON STOCK
N/A
82975.00000000
NS
41968.36000000
0.000473327845
Long
EC
ID
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-07-13
N/A
1.00000000
NC
-36009.10000000
-0.00040611807
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
1371407.21000000
USD
1276800.00000000
CHF
2022-07-13
-36009.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-2415.83000000
-0.00002724623
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3526900.00000000
GBP
4442533.67000000
USD
2022-06-09
-2415.83000000
N
N
N
Dermapharm Holding SE
5299009F0KNZINQQQK37
DERMAPHARM HOLDING SE COMMON STOCK
N/A
350.00000000
NS
18544.39000000
0.000209147466
Long
EC
DE
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-07-07
N/A
1.00000000
NC
-925887.85000000
-0.01044235470
N/A
DFE
IN
N
2
MORGAN STANLEY & CO, INC
N/A
52619995.95000000
USD
4028087000.00000000
INR
2022-07-07
-925887.85000000
N
N
N
JBS S.A.
529900RM0MTMZL9O5050
JBS SA COMMON STOCK
N/A
3624400.00000000
NS
27298112.52000000
0.307873760082
Long
EC
BR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-07-15
N/A
1.00000000
NC
USD
38765.70000000
0.000437207583
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
416794000.00000000
JPY
3285069.13000000
USD
2022-07-15
38765.70000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-2029.43000000
-0.00002288833
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
1395482.38000000
USD
1335694.33000000
CHF
2022-06-01
-2029.43000000
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
121184.00000000
NS
22718186.59000000
0.256220408008
Long
EC
DE
N
1
N
N
N
LONGi Green Energy Technology Co., Ltd.
300300NRGAITUP1EZ248
LONGI GREEN ENERGY TECHNOL-A COMMON STOCK
N/A
4528022.00000000
NS
53873037.50000000
0.607591261485
Long
EC
CN
N
1
N
N
N
Thai Oil Public Company Limited
549300HG5527UPZLTT69
THAI OIL PCL COMMON STOCK
N/A
884600.00000000
NS
1499322.03000000
0.016909664014
Long
EC
TH
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-09
N/A
1.00000000
NC
-109692.07000000
-0.00123712985
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
2491657.69000000
USD
1890000.00000000
GBP
2022-06-09
-109692.07000000
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
LI NING CO LTD COMMON STOCK
N/A
891000.00000000
NS
6950334.90000000
0.078387314798
Long
EC
HK
N
1
N
N
N
Oro Co Ltd
N/A
ORO CO LTD COMMON STOCK
N/A
2800.00000000
NS
41245.29000000
0.000465172912
Long
EC
JP
N
1
N
N
N
MOL Magyar Olaj- es Gazipari Nyilvanosan Mukodo Reszvenytarsasag
213800R83KX5FQFGXS67
MOL HUNGARIAN OIL AND GAS PL COMMON STOCK
N/A
86492.00000000
NS
620498.38000000
0.006998109090
Long
EC
HU
N
1
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
3652499.00000000
NS
41177623.20000000
0.464409752746
Long
EC
NL
N
1
N
N
N
COMPAGNIE DE SAINT-GOBAIN SA
NFONVGN05Z0FMN5PEC35
COMPAGNIE DE SAINT GOBAIN COMMON STOCK
N/A
805386.00000000
NS
47538558.10000000
0.536149692417
Long
EC
FR
N
1
N
N
Pandora A/S
5299007OWYZ6I1E46843
PANDORA A/S COMMON STOCK
N/A
474892.00000000
NS
38265151.40000000
0.431562293291
Long
EC
DK
N
1
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
951550.00000000
NS
24917807.77000000
0.281028190705
Long
EC
SE
N
1
N
N
N
INCHCAPE PLC
213800RGEH1MPPNM2T57
INCHCAPE PLC COMMON STOCK
N/A
11317.00000000
NS
103762.23000000
0.001170251894
Long
EC
GB
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-6995.53000000
-0.00007889703
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
1585025.54000000
USD
1252103.69000000
GBP
2022-06-01
-6995.53000000
N
N
N
N/A
N/A
TOPIX INDX FUTR JUN22 PHYSICAL INDEX FUTURE.
N/A
205.00000000
NC
30420537.10000000
0.343089110423
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
29876286.29000000
JPY
544250.81000000
N
N
N
Knorr-Bremse Aktiengesellschaft
5299001GRRO0Z25YZT52
KNORR-BREMSE AG COMMON STOCK
N/A
178330.00000000
NS
12146055.55000000
0.136985727112
Long
EC
DE
N
1
N
N
N
National Medical Care Company JSC
N/A
NATIONAL MEDICAL CARE CO COMMON STOCK
N/A
19877.00000000
NS
372047.83000000
0.004196032391
Long
EC
SA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-07-27
N/A
1.00000000
NC
USD
-157016.11000000
-0.00177086017
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5912576000.00000000
KRW
4608147.65000000
USD
2022-07-27
-157016.11000000
N
N
N
PANTECH GROUP HOLDINGS BERHAD
N/A
PANTECH GROUP HOLDINGS BHD COMMON STOCK
N/A
216400.00000000
NS
32866.51000000
0.000370675298
Long
EC
MY
N
1
N
N
N
DUBAI ISLAMIC BANK (PUBLIC JOINT STOCK COMPANY)
5493003E7YRAQY3JGW88
DUBAI ISLAMIC BANK COMMON STOCK
N/A
1253434.00000000
NS
2030419.07000000
0.022899486298
Long
EC
AE
N
1
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ICL GROUP LTD COMMON STOCK
N/A
830355.00000000
NS
9226305.20000000
0.104056178664
Long
EC
IL
N
1
N
N
N
Mitsubishi Heavy Industries, Ltd.
353800TJ98PCAZROVE69
MITSUBISHI HEAVY INDUSTRIES COMMON STOCK
N/A
179500.00000000
NS
6823079.02000000
0.076952096658
Long
EC
JP
N
1
N
N
N
MPHASIS LIMITED
335800NSYTIQLQKUYP62
MPHASIS LTD COMMON STOCK
N/A
5816.00000000
NS
194291.80000000
0.002191263112
Long
EC
IN
N
1
N
N
N
Itau Unibanco Holding S.A.
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA PREFERRED STOCK
N/A
1436400.00000000
NS
7920721.73000000
0.089331538207
Long
EP
BR
N
1
N
N
N
Yuanta Financial Holding Co., Ltd
21380045JG57LJEFFE13
YUANTA FINANCIAL HOLDING CO COMMON STOCK
N/A
10461303.00000000
NS
8776321.38000000
0.098981168056
Long
EC
TW
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-07-28
N/A
1.00000000
NC
5715.79000000
0.000064463862
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
182506.75000000
USD
175200.00000000
EUR
2022-07-28
5715.79000000
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
662100.00000000
NS
23088193.09000000
0.260393417857
Long
EC
JP
N
1
N
N
N
NEW CHINA LIFE INSURANCE COMPANY LTD.
529900QCDGPLPB62KH67
NEW CHINA LIFE INSURANCE C-H COMMON STOCK
N/A
243800.00000000
NS
638590.03000000
0.007202150461
Long
EC
HK
N
1
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
500030.00000000
NS
27254203.47000000
0.307378544733
Long
EC
FR
N
1
N
N
N
MORGAN SINDALL GROUP PLC
2138008339ULDGZRB345
MORGAN SINDALL GROUP PLC COMMON STOCK
N/A
1255.00000000
NS
32898.95000000
0.000371041163
Long
EC
GB
N
1
N
N
N
GENMAB A/S
529900MTJPDPE4MHJ122
GENMAB A/S COMMON STOCK
N/A
98670.00000000
NS
30020332.76000000
0.338575523087
Long
EC
DK
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2022-07-07
N/A
1.00000000
NC
-26236.69000000
-0.00029590281
N/A
DFE
IN
N
2
MORGAN STANLEY & CO, INC
N/A
1968445.56000000
USD
151340000.00000000
INR
2022-07-07
-26236.69000000
N
N
N
INTERCONTINENTAL HOTELS GROUP PLC
2138007ZFQYRUSLU3J98
INTERCONTINENTAL HOTELS GROU COMMON STOCK
N/A
64070.00000000
NS
3982472.21000000
0.044915145426
Long
EC
GB
N
1
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD COMMON STOCK
N/A
2037700.00000000
NS
24998709.46000000
0.281940616701
Long
EC
HK
N
1
N
N
N
Oppein Home Group Inc.
6556007044PK3S44WF71
OPPEIN HOME GROUP INC-A COMMON STOCK
N/A
1379750.00000000
NS
24789589.51000000
0.279582118645
Long
EC
CN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-4624.22000000
-0.00005215290
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3723000.00000000
CAD
2938388.78000000
USD
2022-07-21
-4624.22000000
N
N
N
QATAR NATIONAL BANK (Q.P.S.C.)
549300FFSRVBS0SQXY75
QATAR NATIONAL BANK COMMON STOCK
N/A
1704962.00000000
NS
10089086.59000000
0.113786805662
Long
EC
QA
N
1
N
N
N
Japan Transcity Corporation
N/A
JAPAN TRANSCITY CORP COMMON STOCK
N/A
6000.00000000
NS
24859.11000000
0.000280366185
Long
EC
JP
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
20038.17000000
0.000225994626
N/A
DFE
CA
N
2
UBS SECURITIES LLC
N/A
1915884.16000000
USD
2449000.00000000
CAD
2022-07-21
20038.17000000
N
N
N
RESOLUTE FOREST PRODUCTS INC.
N/A
RESOLUTE FOREST PRODUCTS COMMON STOCK
76117W109
23315.00000000
NS
USD
337134.90000000
0.003802277144
Long
EC
US
N
1
N
N
N
BANDAI NAMCO Holdings Inc.
N/A
BANDAI NAMCO HOLDINGS INC COMMON STOCK
N/A
266000.00000000
NS
19901667.38000000
0.224455121712
Long
EC
JP
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
1050011.00000000
NS
116069006.21000000
1.309050262899
Long
EC
DK
N
1
N
N
N
Home Capital Group Inc.
529900BYMJZJJLBC8L85
HOME CAPITAL GROUP INC COMMON STOCK
436913107
492100.00000000
NS
11850706.41000000
0.133654718413
Long
EC
CA
N
1
N
N
N
FERREXPO PLC
213800CEDKSNUTPAQZ41
FERREXPO PLC COMMON STOCK
N/A
2514912.00000000
NS
5537205.73000000
0.062449751688
Long
EC
GB
N
1
N
N
N
AutoStore Holdings Ltd
549300KYN3M0LSM5A413
AUTOSTORE HOLDINGS LTD COMMON STOCK
N/A
1192734.00000000
NS
2831897.93000000
0.031938730681
Long
EC
NO
N
1
N
N
N
INDUSTRIAL BANK CO.,LTD.
300300C1030935001303
INDUSTRIAL BANK CO LTD -A COMMON STOCK
N/A
6538800.00000000
NS
19301824.46000000
0.217689969173
Long
EC
CN
N
1
N
N
N
Daitron Co.,Ltd.
N/A
DAITRON CO LTD COMMON STOCK
N/A
1600.00000000
NS
25770.14000000
0.000290640969
Long
EC
JP
N
1
N
N
N
SAMSUNG CARD CO.,LTD
N/A
SAMSUNG CARD CO COMMON STOCK
N/A
32499.00000000
NS
894431.74000000
0.010087586192
Long
EC
KR
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co Ltd PREFERRED STOCK
N/A
455426.00000000
NS
22344292.11000000
0.252003548716
Long
EP
KR
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
25.00000000
NC
3408620.17000000
0.038443123408
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
3258400.48000000
HKD
150219.69000000
N
N
N
PT Telkom Indonesia (Persero) Tbk
529900M5SQZAOKV1PC81
TELKOM INDONESIA PERSERO TBK COMMON STOCK
N/A
15634900.00000000
NS
4621522.46000000
0.052122486344
Long
EC
ID
N
1
N
N
N
RWE Aktiengesellschaft
529900GB7KCA94ACC940
RWE AG COMMON STOCK
N/A
570641.00000000
NS
25063236.89000000
0.282668370405
Long
EC
DE
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER NV COMMON STOCK
N/A
270615.00000000
NS
12988789.47000000
0.146490254596
Long
EC
NL
N
1
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
619300.00000000
NS
15607062.85000000
0.176019683410
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-1841.94000000
-0.00002077378
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
645600.00000000
GBP
811807.27000000
USD
2022-06-09
-1841.94000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-1052.82000000
-0.00001187392
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
238545.75000000
USD
188441.14000000
GBP
2022-06-01
-1052.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2022-07-07
N/A
1.00000000
NC
USD
17569.22000000
0.000198149297
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
162903000.00000000
INR
2108170.86000000
USD
2022-07-07
17569.22000000
N
N
N
Midea Group Co., Ltd.
3003003TRPHLHZD2IF61
MIDEA GROUP CO LTD-A COMMON STOCK
N/A
7001257.00000000
NS
57299505.22000000
0.646235673255
Long
EC
CN
N
1
N
N
N
SIERRA WIRELESS, INC.
549300E33RZ5BJ726L53
SIERRA WIRELESS INC COMMON STOCK
826516106
7418.00000000
NS
USD
164605.42000000
0.001856453978
Long
EC
US
N
1
N
N
N
Unid Co Ltd
N/A
UNID CO LTD COMMON STOCK
N/A
8824.00000000
NS
909359.84000000
0.010255948392
Long
EC
KR
N
1
N
N
N
Sahara International Petrochemical Company SJSC
N/A
SAHARA INTERNATIONAL PETROCH COMMON STOCK
N/A
199767.00000000
NS
2854955.66000000
0.032198780529
Long
EC
SA
N
1
N
N
N
XINYI GLASS HOLDINGS LIMITED
52990082YXVVZFK1QJ17
XINYI GLASS HOLDINGS LTD COMMON STOCK
N/A
7123000.00000000
NS
18103589.93000000
0.204176032268
Long
EC
HK
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
N/A
120175.00000000
NS
38801427.97000000
0.437610531385
Long
EC
DE
N
1
N
N
N
Enerplus Corporation
549300OEXJU0X6FYBQ42
ENERPLUS CORP COMMON STOCK
292766102
16800.00000000
NS
249174.21000000
0.002810238286
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-07-22
N/A
1.00000000
NC
USD
-3760.94000000
-0.00004241665
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
42958000.00000000
HKD
5480053.20000000
USD
2022-07-22
-3760.94000000
N
N
N
CLICKS GROUP LIMITED
378900E967958A677472
CLICKS GROUP LTD COMMON STOCK
N/A
640463.00000000
NS
12513147.97000000
0.141125871364
Long
EC
ZA
N
1
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
DANONE COMMON STOCK
N/A
414780.00000000
NS
24318320.92000000
0.274267053997
Long
EC
FR
N
1
N
N
N
Yondenko Corp
N/A
YONDENKO CORP COMMON STOCK
N/A
1900.00000000
NS
25019.24000000
0.000282172164
Long
EC
JP
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-07-13
N/A
1.00000000
NC
40649.04000000
0.000458448282
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
2860662.34000000
USD
2774000.00000000
CHF
2022-07-13
40649.04000000
N
N
N
ALSTOM SA
96950032TUYMW11FB530
ALSTOM COMMON STOCK
N/A
755404.00000000
NS
20554330.09000000
0.231815986770
Long
EC
FR
N
1
N
N
N
Koninklijke DSM N.V.
724500SNT1MK246AHP04
KONINKLIJKE DSM NV COMMON STOCK
N/A
155772.00000000
NS
26248739.25000000
0.296038711262
Long
EC
NL
N
1
N
N
N
EXOR N.V.
5493002ENHZ6NYET7405
EXOR NV COMMON STOCK
N/A
148510.00000000
NS
10929562.18000000
0.123265863233
Long
EC
IT
N
1
N
N
N
Woori Financial Group Inc.
N/A
WOORI FINANCIAL GROUP INC COMMON STOCK
N/A
467773.00000000
NS
5633541.63000000
0.063536247897
Long
EC
KR
N
1
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
CARL ZEISS MEDITEC AG - BR COMMON STOCK
N/A
65863.00000000
NS
8766540.35000000
0.098870855576
Long
EC
DE
N
1
N
N
N
LES VETEMENTS DE SPORT GILDAN INC.
549300SB3IBI34M00Z45
GILDAN ACTIVEWEAR INC COMMON STOCK
375916103
211600.00000000
NS
6664935.76000000
0.075168524257
Long
EC
CA
N
1
N
N
N
Colopl Inc
N/A
COLOPL INC COMMON STOCK
N/A
121700.00000000
NS
601665.05000000
0.006785702898
Long
EC
JP
N
1
N
N
N
Ninety One Ltd
2138006NUUFPDXHSUP38
NINETY ONE LTD COMMON STOCK
N/A
52580.38000000
NS
145421.63000000
0.001640095226
Long
EC
ZA
N
1
N
N
N
CHINA SANJIANG FINE CHEMICALS COMPANY LIMITED
529900V0YYM4KPD68R21
CHINA SANJIANG FINE CHEMICAL COMMON STOCK
N/A
1468242.00000000
NS
265743.46000000
0.002997109715
Long
EC
HK
N
1
N
N
N
PT Bank Mandiri (Persero) Tbk
549300RSKQN4Z5ZSGH94
BANK MANDIRI PERSERO TBK PT COMMON STOCK
N/A
3523500.00000000
NS
2054025.79000000
0.023165727770
Long
EC
ID
N
1
N
N
N
Mitsubishi Electric Corporation
549300TRXM9Y6561AX39
MITSUBISHI ELECTRIC CORP COMMON STOCK
N/A
720600.00000000
NS
7931669.32000000
0.089455007392
Long
EC
JP
N
1
N
N
N
Alcon AG
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK
N/A
72780.00000000
NS
5451571.64000000
0.061483952706
Long
EC
CH
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
1147297.00000000
NS
122142043.15000000
1.377543229820
Long
EC
FR
N
1
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-07-22
N/A
1.00000000
NC
797.19000000
0.000008990873
N/A
DFE
HK
N
2
ROYAL BANK OF SCOTLAND
N/A
14933462.62000000
USD
116989000.00000000
HKD
2022-07-22
797.19000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
400620.45000000
0.004518280310
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
8385000.00000000
GBP
10968229.84000000
USD
2022-06-09
400620.45000000
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N/A
1945512.00000000
NS
29036061.64000000
0.327474709782
Long
EC
FR
N
1
N
N
N
PT Bank Rakyat Indonesia (Persero) Tbk
254900HB6S4B12GBNP64
BANK RAKYAT INDONESIA PERSER COMMON STOCK
N/A
15045000.00000000
NS
4777336.95000000
0.053879794396
Long
EC
ID
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL COMMON STOCK
N/A
1387060.00000000
NS
44509724.05000000
0.501989875434
Long
EC
NL
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
49590.48000000
0.000559291692
N/A
DFE
CA
N
2
UBS SECURITIES LLC
N/A
5579524.64000000
USD
7121000.00000000
CAD
2022-07-21
49590.48000000
N
N
N
TECHTRONIC INDUSTRIES COMPANY LIMITED
549300HZW2SBE758OK89
TECHTRONIC INDUSTRIES CO LTD COMMON STOCK
N/A
303000.00000000
NS
3970199.67000000
0.044776733182
Long
EC
HK
N
1
N
N
N
GENERAL INTERFACE SOLUTION (GIS) HOLDING LIMITED
529900UF1EE97VL5NU66
GENERAL INTERFACE SOLUTION COMMON STOCK
N/A
821184.00000000
NS
2571770.05000000
0.029004954638
Long
EC
TW
N
1
N
N
N
Entain plc
213800GNI3K45LQR8L28
ENTAIN PLC COMMON STOCK
N/A
3426558.00000000
NS
63136488.24000000
0.712066375235
Long
EC
GB
N
1
N
N
N
Elematec Corp
353800YNKFBFAAJK2232
ELEMATEC CORP COMMON STOCK
N/A
2700.00000000
NS
27389.33000000
0.000308902529
Long
EC
JP
N
1
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
SIEMENS ENERGY AG COMMON STOCK
N/A
106203.00000000
NS
2040461.93000000
0.023012751751
Long
EC
DE
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
71463.00000000
NS
USD
21328846.98000000
0.240551148477
Long
EC
US
N
1
N
N
N
SK hynix Inc.
988400XAIK6XISWQV045
SK HYNIX INC COMMON STOCK
N/A
630443.00000000
NS
55033821.53000000
0.620682823904
Long
EC
KR
N
1
N
N
N
PT Astra Agro Lestari Tbk
529900XU6T7VIQ56SN17
ASTRA AGRO LESTARI TBK PT COMMON STOCK
N/A
273460.00000000
NS
225054.52000000
0.002538211432
Long
EC
ID
N
1
N
N
N
West Fraser Timber Co. Ltd.
5493005WD1ZK6WBVR988
WEST FRASER TIMBER CO LTD COMMON STOCK
952845105
30200.00000000
NS
2786369.93000000
0.031425256478
Long
EC
CA
N
1
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
IPSEN COMMON STOCK
N/A
62126.00000000
NS
6202683.69000000
0.069955149787
Long
EC
FR
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-07-08
N/A
1.00000000
NC
-25066.33000000
-0.00028270325
N/A
DFE
SG
N
2
BNP PARIBAS
N/A
12427147.96000000
USD
16999000.00000000
SGD
2022-07-08
-25066.33000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-6560.28000000
-0.00007398819
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3280000.00000000
AUD
2347542.25000000
USD
2022-07-21
-6560.28000000
N
N
N
MELROSE INDUSTRIES PLC
213800RGNXXZY2M7TR85
MELROSE INDUSTRIES PLC COMMON STOCK
N/A
45818838.00000000
NS
78187566.67000000
0.881815551342
Long
EC
GB
N
1
N
N
N
TAKARA STANDARD CO.,LTD.
N/A
TAKARA STANDARD CO LTD COMMON STOCK
N/A
15500.00000000
NS
147716.58000000
0.001665978146
Long
EC
JP
N
1
N
N
N
Stabilus SE
529900JOSL94HJN4VZ28
STABILUS SE COMMON STOCK
N/A
1194.00000000
NS
66127.97000000
0.000745804925
Long
EC
DE
N
1
N
N
N
KING YUAN ELECTRONICS CO., LTD.
N/A
KING YUAN ELECTRONICS CO LTD COMMON STOCK
N/A
1473000.00000000
NS
2326857.88000000
0.026242784521
Long
EC
TW
N
1
N
N
N
BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA
5493000LKS7B3UTF7H35
BANK PEKAO SA COMMON STOCK
N/A
417048.00000000
NS
9093164.85000000
0.102554594255
Long
EC
PL
N
1
N
N
N
Bangkok Chain Hospital Public Company Limited
N/A
BANGKOK CHAIN HOSPITAL PCL COMMON STOCK
N/A
306500.00000000
NS
181822.03000000
0.002050626467
Long
EC
TH
N
1
N
N
N
Galaxy Entertainment Group Limited
549300ZSEBV3HR826S10
GALAXY ENTERTAINMENT GROUP L COMMON STOCK
N/A
3417000.00000000
NS
18227077.77000000
0.205568753673
Long
EC
HK
N
1
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK
N/A
37223.00000000
NS
23813405.18000000
0.268572509830
Long
EC
FR
N
1
N
N
N
Rheinmetall Aktiengesellschaft
5299001OU9CSE29O6S05
RHEINMETALL AG COMMON STOCK
N/A
261465.00000000
NS
52741710.68000000
0.594831923575
Long
EC
DE
N
1
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D HOLDINGS INC COMMON STOCK
N/A
72100.00000000
NS
826113.72000000
0.009317081429
Long
EC
JP
N
1
N
N
N
K+S Aktiengesellschaft
529900YURAYD4IJX2J91
K+S AG-REG COMMON STOCK
N/A
36405.00000000
NS
1019038.93000000
0.011492931858
Long
EC
DE
N
1
N
N
N
NESTLE (MALAYSIA) BERHAD
N/A
NESTLE (MALAYSIA) BERHAD COMMON STOCK
N/A
5700.00000000
NS
175484.76000000
0.001979153425
Long
EC
MY
N
1
N
N
N
Lenovo Group Limited
254900VUZRGD5U73RE46
LENOVO GROUP LTD COMMON STOCK
N/A
9916000.00000000
NS
9782595.23000000
0.110330132701
Long
EC
HK
N
1
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP COMMON STOCK
N/A
4062500.00000000
NS
77416290.96000000
0.873116944333
Long
EC
JP
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC COMMON STOCK
N/A
1963976.00000000
NS
58804196.30000000
0.663205890527
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-17
N/A
1.00000000
NC
USD
504185.85000000
0.005686312315
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
119552000.00000000
SEK
12732003.74000000
USD
2022-06-17
504185.85000000
N
N
N
KINDEN CORPORATION
N/A
KINDEN CORP COMMON STOCK
N/A
6500.00000000
NS
75032.06000000
0.000846227094
Long
EC
JP
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
SECURITAS AB-B SHS COMMON STOCK
N/A
2122314.00000000
NS
22592693.23000000
0.254805067933
Long
EC
SE
N
1
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML HOLDING NV COMMON STOCK
N/A
95918.00000000
NS
55075092.40000000
0.621148285313
Long
EC
NL
N
1
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP BANK PLC COMMON STOCK
N/A
546128.00000000
NS
12997932.41000000
0.146593370565
Long
EC
HU
N
1
N
N
N
INTERFOR CORPORATION
549300P4G5UZ3AMJE056
INTERFOR CORP COMMON STOCK
45868C109
48800.00000000
NS
1299429.97000000
0.014655240011
Long
EC
CA
N
1
N
N
N
N/A
N/A
PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND
N/A
-117535961.74400000
PA
USD
-117535961.74000000
-1.32559489083
Short
DBT
CORP
US
N
2
2049-12-31
Floating
0.00000000
N
N
N
N
N
N
KINGFISHER PLC
213800KBMEV7I92FY281
KINGFISHER PLC COMMON STOCK
N/A
8778360.00000000
NS
29163104.58000000
0.328907526341
Long
EC
GB
N
1
N
N
N
CTBC Financial Holding Co., Ltd.
549300IWDYIFW6JXM387
CTBC FINANCIAL HOLDING CO LT COMMON STOCK
N/A
1976000.00000000
NS
1848351.42000000
0.020846089677
Long
EC
TW
N
1
N
N
N
ATACADAO S.A.
549300SMI26ISJIRM371
ATACADAO SA COMMON STOCK
N/A
5319000.00000000
NS
21764953.78000000
0.245469651184
Long
EC
BR
N
1
N
N
N
Duerr Aktiengesellschaft
5299003APZ54EDTSRO20
DUERR AG COMMON STOCK
N/A
3920.00000000
NS
108005.87000000
0.001218112544
Long
EC
DE
N
1
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP COMMON STOCK
371901109
709586.00000000
NS
USD
22053932.88000000
0.248728817254
Long
EC
US
N
1
N
N
N
Andritz AG
549300VZKC61IR5U8G96
ANDRITZ AG COMMON STOCK
N/A
104561.00000000
NS
4829907.47000000
0.054472695595
Long
EC
AT
N
1
N
N
N
PT United Tractors Tbk
529900N9ELYOWQV4FW14
UNITED TRACTORS TBK PT COMMON STOCK
N/A
2945000.00000000
NS
6321822.92000000
0.071298826669
Long
EC
ID
N
1
N
N
N
CANFOR CORPORATION
N/A
CANFOR CORP COMMON STOCK
137576104
177499.00000000
NS
3756689.12000000
0.042368717030
Long
EC
CA
N
1
N
N
N
KASIKORNBANK PUBLIC COMPANY LIMITED
5493004COSQ54937AW41
KASIKORNBANK PCL COMMON STOCK
N/A
1980300.00000000
NS
8506841.03000000
0.095941912922
Long
EC
TH
N
1
N
N
N
SUZUKI MOTOR CORPORATION
353800D83H0V3ZV1SV24
SUZUKI MOTOR CORP COMMON STOCK
N/A
941600.00000000
NS
27945344.16000000
0.315173372409
Long
EC
JP
N
1
N
N
N
AVANT CORPORATION
N/A
AVANT CORP COMMON STOCK
N/A
3000.00000000
NS
31062.23000000
0.000350326255
Long
EC
JP
N
1
N
N
N
Hong Kong Exchanges and Clearing Limited
213800YTVSXYQN17BW16
HONG KONG EXCHANGES & CLEAR COMMON STOCK
N/A
535535.00000000
NS
23153695.02000000
0.261132162174
Long
EC
HK
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2022-06-02
N/A
1.00000000
NC
214202.43000000
0.002415819316
N/A
DFE
BR
N
2
GOLDMAN, SACHS & CO.
N/A
3196509.59000000
USD
16162000.00000000
BRL
2022-06-02
214202.43000000
N
N
N
Husqvarna Aktiebolag
549300GYQIIJ3UXB7655
HUSQVARNA AB-B SHS COMMON STOCK
N/A
16986.00000000
NS
152816.97000000
0.001723501400
Long
EC
SE
N
1
N
N
N
CTS Co Ltd
N/A
CTS CO LTD COMMON STOCK
N/A
3600.00000000
NS
24318.08000000
0.000274264336
Long
EC
JP
N
1
N
N
N
Makita Corporation
529900CDR9E94BCM6294
MAKITA CORP COMMON STOCK
N/A
515300.00000000
NS
14111717.52000000
0.159154869441
Long
EC
JP
N
1
N
N
N
Solar A/S
21380031XTLI9X5MTY92
SOLAR A/S-B SHS COMMON STOCK
N/A
1206.00000000
NS
123813.42000000
0.001396393363
Long
EC
DK
N
1
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
182383996.05000000
NS
USD
182383996.05000000
2.056964436706
Long
STIV
RF
US
N
2
N
N
N
ACER INCORPORATED
2549006Z3IVAZIQEUM25
ACER INC - RTS TERMS TBA
N/A
6484.00000000
NS
0.01000000
0.000000000112
Long
EC
TW
N
2
N
N
N
LITE-ON TECHNOLOGY CORPORATION
2549005GU1PQ73SZBT32
LITE-ON TECHNOLOGY CORP COMMON STOCK
N/A
3459000.00000000
NS
7531741.60000000
0.084944539834
Long
EC
TW
N
1
N
N
N
Tokyo Electron Limited
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD COMMON STOCK
N/A
53400.00000000
NS
24482350.65000000
0.276117015224
Long
EC
JP
N
1
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA COMMON STOCK
N/A
4304640.00000000
NS
50263608.61000000
0.566883375792
Long
EC
IT
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
2118810.00000000
NS
43407130.70000000
0.489554599543
Long
EC
DE
N
1
N
N
N
PETRONAS CHEMICALS GROUP BERHAD
N/A
PETRONAS CHEMICALS GROUP BHD COMMON STOCK
N/A
3172600.00000000
NS
7434252.83000000
0.083845041319
Long
EC
MY
N
1
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
EUROFINS SCIENTIFIC COMMON STOCK
N/A
52565.00000000
NS
4888850.76000000
0.055137470213
Long
EC
FR
N
1
N
N
N
POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA
QLPCKOOKVX32FUELX240
POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK
N/A
1033569.00000000
NS
7826058.26000000
0.088263904010
Long
EC
PL
N
1
N
N
N
POWER GRID CORPORATION OF INDIA LIMITED
3358009SHWZ3DZEQ4Z56
POWER GRID CORP OF INDIA LTD COMMON STOCK
Y7028N105
8028409.00000000
NS
24084322.16000000
0.271627967575
Long
EC
IN
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
3623.10000000
0.000040862071
N/A
DFE
AU
N
2
BARCLAYS CAPITAL INC.
N/A
2307416.58000000
USD
3220000.00000000
AUD
2022-07-21
3623.10000000
N
N
N
DAMPSKIBSSELSKABET NORDEN A/S
529900RGXD3CBR3BRU63
D/S NORDEN COMMON STOCK
N/A
22741.00000000
NS
942391.21000000
0.010628483016
Long
EC
DK
N
1
N
N
N
POSCO Holdings Inc.
988400E5HRVX81AYLM04
POSCO HOLDINGS INC COMMON STOCK
N/A
8262.00000000
NS
1929936.95000000
0.021766228162
Long
EC
KR
N
1
N
N
N
REDINGTON (INDIA) LIMITED
335800DTFNX7F2LM5227
REDINGTON INDIA LTD COMMON STOCK
N/A
529020.00000000
NS
885831.04000000
0.009990585718
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-53476.51000000
-0.00060311914
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
7084000.00000000
CAD
5546390.30000000
USD
2022-07-21
-53476.51000000
N
N
N
PERSEUS MINING LIMITED
54930054ZDGKBCW3SM26
PERSEUS MINING LTD COMMON STOCK
N/A
201119.00000000
NS
279889.00000000
0.003156646041
Long
EC
AU
N
1
N
N
N
Aeffe SpA
81560096E0DA76818C96
AEFFE SPA COMMON STOCK
N/A
23423.00000000
NS
43358.73000000
0.000489008726
Long
EC
IT
N
1
N
N
N
ATCO LTD.
5299005SPZ1QYL51JD25
ATCO LTD -CLASS I COMMON STOCK
046789400
30700.00000000
NS
1113583.43000000
0.012559224287
Long
EC
CA
N
1
N
N
N
OKAMURA CORPORATION
N/A
OKAMURA CORP COMMON STOCK
N/A
5000.00000000
NS
42792.18000000
0.000482619058
Long
EC
JP
N
1
N
N
N
Volkswagen Aktiengesellschaft
529900NNUPAGGOMPXZ31
Volkswagen AG PREFERRED STOCK
N/A
99761.00000000
NS
16530473.26000000
0.186434097037
Long
EP
DE
N
1
N
N
N
PIRELLI & C. S.P.A.
815600A0C9AFC1F2A709
PIRELLI & C SPA COMMON STOCK
N/A
6021850.00000000
NS
29687038.64000000
0.334816563054
Long
EC
IT
Y
1
N
N
N
INTERNATIONAL PETROLEUM CORPORATION
54930025D80LU0SMR645
INTERNATIONAL PETROLEUM CORP COMMON STOCK
46016U108
54641.00000000
NS
586417.65000000
0.006613739567
Long
EC
SE
N
1
N
N
N
TIS Inc.
35380064HYEZXBQHDF07
TIS INC COMMON STOCK
N/A
182600.00000000
NS
4790508.76000000
0.054028348794
Long
EC
JP
N
1
N
N
N
HONG LEONG FINANCIAL GROUP BERHAD
549300EGI40XD5GGWS62
HONG LEONG FINANCIAL GROUP COMMON STOCK
N/A
123020.00000000
NS
566984.95000000
0.006394573556
Long
EC
MY
N
1
N
N
N
B3 S.A. - BRASIL, BOLSA, BALCAO
4GTK5S46E6H318LMDS44
B3 SA-BRASIL BOLSA BALCAO COMMON STOCK
N/A
13655314.00000000
NS
36626649.42000000
0.413082929008
Long
EC
BR
N
1
N
N
N
SHINHAN FINANCIAL GROUP CO.,LTD
988400EB8A6G49E5KO54
SHINHAN FINANCIAL GROUP LTD COMMON STOCK
N/A
317599.00000000
NS
11051274.61000000
0.124638561197
Long
EC
KR
N
1
N
N
N
SJVN Limited
335800WHWSIB8LQQMH94
SJVN LTD COMMON STOCK
N/A
502882.00000000
NS
178452.71000000
0.002012626579
Long
EC
IN
N
1
N
N
N
COMPAGNIE PETROLIERE IMPERIALE LTEE
549300JZNB745JT5WY51
IMPERIAL OIL LTD COMMON STOCK
453038408
79500.00000000
NS
4354476.82000000
0.049110690374
Long
EC
CA
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-836.07000000
-0.00000942937
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
189435.55000000
USD
149646.14000000
GBP
2022-06-01
-836.07000000
N
N
N
CANADIAN UTILITIES LIMITED
LWV4QIQODEH3VBHUFX07
CANADIAN UTILITIES LTD-A COMMON STOCK
136717832
44800.00000000
NS
1421373.29000000
0.016030542000
Long
EC
CA
N
1
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
290598.00000000
NS
50692539.10000000
0.571720942590
Long
EC
FR
N
1
N
N
N
REMY COINTREAU SA
5493004V6A3Z027YT216
REMY COINTREAU COMMON STOCK
N/A
28345.00000000
NS
5201446.72000000
0.058662992116
Long
EC
FR
N
1
N
N
N
LX Semicon Co Ltd
N/A
LX SEMICON CO LTD COMMON STOCK
N/A
11080.00000000
NS
1135583.58000000
0.012807346530
Long
EC
KR
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-07-13
N/A
1.00000000
NC
-16116.97000000
-0.00018177052
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
613531.92000000
USD
571200.00000000
CHF
2022-07-13
-16116.97000000
N
N
N
THE KARNATAKA BANK LIMITED
335800G1GTTVASBXVW10
KARNATAKA BANK LTD COMMON STOCK
N/A
166869.00000000
NS
144330.17000000
0.001627785514
Long
EC
IN
N
1
N
N
N
N/A
N/A
EURO STOXX 50 JUN22 PHYSICAL INDEX FUTURE.
N/A
1057.00000000
NC
42846607.90000000
0.483232907451
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
40824729.34000000
EUR
2021878.56000000
N
N
N
CTEEP - Companhia de Transmissao de Energia Eletrica Paulista
N/A
Cia de Transmissao de Energia Eletrica Paulista PREFERRED STOCK
N/A
59900.00000000
NS
306793.78000000
0.003460083716
Long
EP
BR
N
1
N
N
N
COMPUTERSHARE LIMITED
N/A
COMPUTERSHARE LTD COMMON STOCK
N/A
59691.00000000
NS
993408.42000000
0.011203865664
Long
EC
AU
N
1
N
N
N
HINO MOTORS, LTD.
3538009ZU0PHKNHJM202
HINO MOTORS LTD COMMON STOCK
433406105
103400.00000000
NS
577101.33000000
0.006508668183
Long
EC
JP
N
1
N
N
N
CENTRAL AUTOMOTIVE PRODUCTS LTD.
353800X9460YZVHWB065
CENTRAL AUTOMOTIVE PRODUCTS COMMON STOCK
N/A
1600.00000000
NS
26491.51000000
0.000298776730
Long
EC
JP
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV COMMON STOCK
N/A
3275308.00000000
NS
48665247.58000000
0.548856729447
Long
EC
GB
N
1
N
N
N
INDUSTRIES TOROMONT LTEE
5493008W5EPRSLQ0B737
TOROMONT INDUSTRIES LTD COMMON STOCK
891102105
142122.00000000
NS
12605974.76000000
0.142172791105
Long
EC
CA
N
1
N
N
N
YAPI VE KREDI BANKASI ANONIM SIRKETI
B85ZYWEZ5IZCZ2WNIO12
YAPI VE KREDI BANKASI COMMON STOCK
N/A
1263232.00000000
NS
355427.36000000
0.004008583292
Long
EC
TR
N
1
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP COMMON STOCK
N/A
104880.00000000
NS
7264966.05000000
0.081935789994
Long
EC
KR
N
1
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD COMMON STOCK
N/A
42240.00000000
NS
5635353.29000000
0.063556680174
Long
EC
AU
N
1
N
N
N
Siemens Aktiengesellschaft
W38RGI023J3WT1HWRP32
SIEMENS AG-REG COMMON STOCK
N/A
212399.00000000
NS
27859038.19000000
0.314199995826
Long
EC
DE
N
1
N
N
N
NISSAN TOKYO SALES HOLDINGS CO., LTD.
N/A
NISSAN TOKYO SALES HOLDINGS COMMON STOCK
N/A
86600.00000000
NS
158868.20000000
0.001791748424
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-47555.82000000
-0.00053634437
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2371000.00000000
CAD
1826707.90000000
USD
2022-07-21
-47555.82000000
N
N
N
BE Semiconductor Industries N.V.
7245007A1YFLI2GNYX06
BE SEMICONDUCTOR INDUSTRIES COMMON STOCK
N/A
93706.00000000
NS
5717783.54000000
0.064486345585
Long
EC
NL
N
1
N
N
N
Sekisui Jushi Corporation
N/A
SEKISUI JUSHI CORP COMMON STOCK
N/A
5200.00000000
NS
67907.81000000
0.000765878329
Long
EC
JP
N
1
N
N
N
Banque Saudi Fransi SJSC
558600N07EDF4ATYR106
BANQUE SAUDI FRANSI COMMON STOCK
N/A
68398.00000000
NS
981152.49000000
0.011065640750
Long
EC
SA
N
1
N
N
N
Workman Co Ltd
N/A
WORKMAN CO LTD COMMON STOCK
N/A
107800.00000000
NS
3863018.38000000
0.043567920421
Long
EC
JP
N
1
N
N
N
HINDUSTAN AERONAUTICS LIMITED
335800AKDC7T933T3I86
HINDUSTAN AERONAUTICS LTD COMMON STOCK
N/A
123830.00000000
NS
2932092.79000000
0.033068749039
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-07-07
N/A
1.00000000
NC
USD
244156.84000000
0.002753651349
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3057353000.00000000
HUF
8459221.55000000
USD
2022-07-07
244156.84000000
N
N
N
KEYENCE CORPORATION
529900M7PQBS7A89DZ11
KEYENCE CORP COMMON STOCK
N/A
49448.00000000
NS
19829937.58000000
0.223646138189
Long
EC
JP
N
1
N
N
N
China Coal Energy Company Limited
529900KRC89344UI3Z10
CHINA COAL ENERGY CO-H COMMON STOCK
N/A
3839645.00000000
NS
3523710.13000000
0.039741131785
Long
EC
HK
N
1
N
N
N
Groupe IBI Inc.
549300K5V2W4WNYGGS50
IBI GROUP INC COMMON STOCK
44925L103
11700.00000000
NS
122471.44000000
0.001381258235
Long
EC
CA
N
1
N
N
N
Showa Denko K.K.
5493006AIPA1V92YPP18
SHOWA DENKO K K COMMON STOCK
N/A
1748200.00000000
NS
33837444.13000000
0.381625694753
Long
EC
JP
N
1
N
N
N
Yurtec Corp
N/A
YURTEC CORP COMMON STOCK
N/A
5600.00000000
NS
29644.37000000
0.000334335337
Long
EC
JP
N
1
N
N
N
Taishin Financial Holding Co., Ltd.
N/A
TAISHIN FINANCIAL HOLDING COMMON STOCK
N/A
9454252.00000000
NS
5846815.62000000
0.065941596076
Long
EC
TW
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
444099.00000000
NS
151222068.33000000
1.705513769501
Long
EC
CH
N
1
N
N
N
ESSILORLUXOTTICA SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA COMMON STOCK
N/A
37370.00000000
NS
6006886.52000000
0.067746908799
Long
EC
FR
N
1
N
N
Ahluwalia Contracts (India) Ltd
335800PJEX4PHO9BJP03
AHLUWALIA CONTRACTS LTD COMMON STOCK
Y00273113
4490.00000000
NS
24790.46000000
0.000279591936
Long
EC
IN
N
1
N
N
N
ARCELORMITTAL SOUTH AFRICA LIMITED
378900090B76FF1B6287
ARCELORMITTAL SOUTH AFRICA COMMON STOCK
N/A
135846.00000000
NS
65988.88000000
0.000744236239
Long
EC
ZA
N
1
N
N
N
TELEFONICA BRASIL S.A.
529900MTGG2HSDBIWG79
TELEFONICA BRASIL S.A. COMMON STOCK
N/A
441700.00000000
NS
4757600.98000000
0.053657208043
Long
EC
BR
N
1
N
N
N
CORPORATION CAMECO
N4BHALMXL3GMZKCUON55
CAMECO CORP COMMON STOCK
13321L108
807050.00000000
NS
19773474.72000000
0.223009338374
Long
EC
CA
N
1
N
N
N
Al Hammadi Company for Development and Investment SJSC
N/A
AL HAMMADI CO FOR DEVELOPMEN COMMON STOCK
N/A
28664.00000000
NS
397421.14000000
0.004482197830
Long
EC
SA
N
1
N
N
N
Grupo Financiero Banorte, S.A.B. de C.V.
N/A
GRUPO FINANCIERO BANORTE-O COMMON STOCK
N/A
4074770.00000000
NS
26299040.59000000
0.296606020181
Long
EC
MX
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-7320.64000000
-0.00008256369
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
1024042.63000000
USD
949099.81000000
EUR
2022-06-01
-7320.64000000
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
NUTRIEN LTD COMMON STOCK
67077M108
95500.00000000
NS
9332928.81000000
0.105258701795
Long
EC
CA
N
1
N
N
N
FERGUSON PLC
213800DU1LGY3R2S2X42
FERGUSON PLC COMMON STOCK
N/A
185299.00000000
NS
22260354.25000000
0.251056880167
Long
EC
GB
N
1
N
N
N
HOEGH AUTOLINERS ASA
549300D7GNMPKTA4HD46
HOEGH AUTOLINERS ASA COMMON STOCK
N/A
34071.00000000
NS
123407.57000000
0.001391816103
Long
EC
NO
N
1
N
N
N
ATLASSIAN CORPORATION PLC
549300AGBII4MWBVJY22
ATLASSIAN CORP PLC-CLASS A COMMON STOCK
G06242104
73580.00000000
NS
USD
13047205.60000000
0.147149083794
Long
EC
US
N
1
N
N
N
Suzumo Machinery Co Ltd
N/A
SUZUMO MACHINERY CO LTD COMMON STOCK
N/A
1600.00000000
NS
26317.39000000
0.000296812968
Long
EC
JP
N
1
N
N
N
CHAODA MODERN AGRICULTURE (HOLDINGS) LIMITED
529900GAN2OWXO8O5S70
CHAODA MODERN AGRICULTURE COMMON STOCK
N/A
52790.00000000
NS
255.69000000
0.000002883724
Long
EC
HK
N
1
N
N
N
TOTETSU KOGYO CO., LTD.
N/A
TOTETSU KOGYO CO LTD COMMON STOCK
N/A
3200.00000000
NS
53828.75000000
0.000607091777
Long
EC
JP
N
1
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BIONTECH SE-ADR DEPOSITARY RECEIPT
09075V102
117063.00000000
NS
USD
19123411.68000000
0.215677792932
Long
EC
US
N
1
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV COMMON STOCK
N/A
305166.00000000
NS
17182321.14000000
0.193785772274
Long
EC
NL
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
SAMPO OYJ-A SHS COMMON STOCK
N/A
116380.00000000
NS
5246194.82000000
0.059167670445
Long
EC
FI
N
1
N
N
N
WNS (HOLDINGS) LIMITED
529900RM7QHUD3W9DM42
WNS HOLDINGS LTD-ADR DEPOSITARY RECEIPT
92932M101
11264.00000000
NS
USD
819681.28000000
0.009244535040
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-07-28
N/A
1.00000000
NC
USD
-11434.17000000
-0.00012895693
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
8748000.00000000
EUR
9386800.83000000
USD
2022-07-28
-11434.17000000
N
N
N
Bank of Communications Co., Ltd.
549300AX1UM10U30HK09
BANK OF COMMUNICATIONS CO-H COMMON STOCK
N/A
3656985.00000000
NS
2493753.75000000
0.028125070668
Long
EC
HK
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-07-15
N/A
1.00000000
NC
66947.03000000
0.000755042453
N/A
DFE
JP
N
2
MORGAN STANLEY & CO, INC
N/A
5674022.29000000
USD
737085000.00000000
JPY
2022-07-15
66947.03000000
N
N
N
HOWDEN JOINERY GROUP PLC
213800KC1LJOJTY3JP45
HOWDEN JOINERY GROUP PLC COMMON STOCK
N/A
247188.00000000
NS
2125269.76000000
0.023969232001
Long
EC
GB
N
1
N
N
N
NOVATEK MICROELECTRONICS CORP.
N/A
NOVATEK MICROELECTRONICS COR COMMON STOCK
N/A
2368000.00000000
NS
33123445.31000000
0.373573068358
Long
EC
TW
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-1676.20000000
-0.00001890453
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2447100.00000000
GBP
3082402.15000000
USD
2022-06-09
-1676.20000000
N
N
N
GERDAU S.A.
254900YDV6SEQQPZVG24
GERDAU SA -SPON ADR DEPOSITARY RECEIPT
373737105
187387.00000000
NS
USD
1143060.70000000
0.012891675036
Long
EC
US
N
1
N
N
N
Nomad Foods Limited
5493000ZZ1837DS2SI43
NOMAD FOODS LTD COMMON STOCK
G6564A105
3481612.00000000
NS
USD
72661242.44000000
0.819488523461
Long
EC
US
N
1
N
N
N
BANQUE NATIONALE DU CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMMON STOCK
633067103
160567.00000000
NS
12323867.94000000
0.138991132030
Long
EC
CA
N
1
N
N
N
Qatar Insurance Company Q.S.P.C.
635400EDZIUBWVEZ5V30
QATAR INSURANCE CO COMMON STOCK
N/A
283249.00000000
NS
188223.40000000
0.002122822442
Long
EC
QA
N
1
N
N
N
GRAINCORP LIMITED
529900XVBL825SSW9081
GRAINCORP LTD-A COMMON STOCK
N/A
11293.00000000
NS
79552.13000000
0.000897205378
Long
EC
AU
N
1
N
N
N
DAIWA HOUSE INDUSTRY CO.,LTD.
N/A
DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK
N/A
199500.00000000
NS
4815169.65000000
0.054306479413
Long
EC
JP
N
1
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
378000.00000000
NS
25016705.54000000
0.282143580214
Long
EC
CA
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-3368.59000000
-0.00003799165
N/A
DFE
CH
N
2
BANK OF AMERICA SECURITIES LLC
N/A
2316330.49000000
USD
2217089.63000000
CHF
2022-06-01
-3368.59000000
N
N
N
CHINA DEVELOPMENT FINANCIAL HOLDING CORP.
N/A
CHINA DEVELOPMENT FINANCIAL COMMON STOCK
N/A
2835000.00000000
NS
1582325.58000000
0.017845795222
Long
EC
TW
N
1
N
N
N
ISEKI&CO., LTD.
N/A
ISEKI & CO LTD COMMON STOCK
N/A
3500.00000000
NS
33083.29000000
0.000373120188
Long
EC
JP
N
1
N
N
N
DOLLARAMA INC.
5493002GJ0NJP1HI0C79
DOLLARAMA INC COMMON STOCK
25675T107
233352.00000000
NS
13534176.16000000
0.152641238508
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2022-06-23
N/A
1.00000000
NC
USD
-18652.38000000
-0.00021036540
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
30188000.00000000
ZAR
1913328.72000000
USD
2022-06-23
-18652.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-17
N/A
1.00000000
NC
USD
-19357.43000000
-0.00021831709
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
24150000.00000000
SEK
2450712.52000000
USD
2022-06-17
-19357.43000000
N
N
N
United International Transportation Company SJSC
N/A
UNITED INTERNATIONAL TRANSPO COMMON STOCK
N/A
166196.00000000
NS
2082712.17000000
0.023489258697
Long
EC
SA
N
1
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
818800.00000000
NS
8614760.00000000
0.097159045390
Long
EC
JP
N
1
N
N
N
HOSOKAWA MICRON CORPORATION
N/A
HOSOKAWA MICRON CORP COMMON STOCK
N/A
3800.00000000
NS
77509.43000000
0.000874167385
Long
EC
JP
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-07-27
N/A
1.00000000
NC
USD
88123.41000000
0.000993874047
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
55453397000.00000000
KRW
44780067.83000000
USD
2022-07-27
88123.41000000
N
N
N
OBSIDIAN ENERGY LTD.
549300DITPHH8W8CK636
OBSIDIAN ENERGY LTD COMMON STOCK
674482203
15700.00000000
NS
151929.48000000
0.001713492104
Long
EC
CA
N
1
N
N
N
CONVATEC GROUP PLC
213800LS272L4FIDOH92
CONVATEC GROUP PLC COMMON STOCK
N/A
23143926.00000000
NS
63003655.08000000
0.710568255377
Long
EC
GB
Y
1
N
N
N
PT Hanjaya Mandala Sampoerna Tbk
549300ZA00UQ3CN51060
HM SAMPOERNA TBK PT COMMON STOCK
N/A
1641759.00000000
NS
125544.29000000
0.001415914473
Long
EC
ID
N
1
N
N
N
Yokogawa Bridge Holdings Corp.
N/A
YOKOGAWA BRIDGE HOLDINGS COR COMMON STOCK
N/A
4300.00000000
NS
64343.74000000
0.000725682010
Long
EC
JP
N
1
N
N
N
KB Financial Group Inc.
529900TKE4MXG3Q6GW86
KB FINANCIAL GROUP INC COMMON STOCK
N/A
1005999.00000000
NS
49112786.61000000
0.553904167209
Long
EC
KR
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
245200.00000000
NS
7454445.96000000
0.084072783616
Long
EC
JP
N
1
N
N
N
Arabian Internet and Communications Services Co CSJC
N/A
ARABIAN INTERNET & COMMUNICA COMMON STOCK
N/A
14390.00000000
NS
817243.03000000
0.009217035953
Long
EC
SA
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-07-15
N/A
1.00000000
NC
-63268.33000000
-0.00071355331
N/A
DFE
JP
N
2
MORGAN STANLEY & CO, INC
N/A
5321763.65000000
USD
675140000.00000000
JPY
2022-07-15
-63268.33000000
N
N
N
Hitachi, Ltd.
549300T6IPOCDWLKC615
HITACHI LTD COMMON STOCK
N/A
1301200.00000000
NS
68021065.72000000
0.767155650513
Long
EC
JP
N
1
N
N
N
Regional Container Lines Public Company Limited
N/A
REGIONAL CONTAINER LINE PCL COMMON STOCK
N/A
185900.00000000
NS
251252.92000000
0.002833682407
Long
EC
TH
N
1
N
N
N
dip Corporation
N/A
DIP CORP COMMON STOCK
N/A
406000.00000000
NS
11882234.05000000
0.134010293659
Long
EC
JP
N
1
N
N
N
AKBANK TURK ANONIM SIRKETI
789000TUMN63Z28TJ497
AKBANK T.A.S. COMMON STOCK
N/A
59466.00000000
NS
30341.83000000
0.000342201435
Long
EC
TR
N
1
N
N
N
DGB Financial Group
N/A
DGB FINANCIAL GROUP INC COMMON STOCK
N/A
183394.00000000
NS
1286663.37000000
0.014511255655
Long
EC
KR
N
1
N
N
N
Riyad Bank SJSC
54930037RJ782ISGGM71
RIYAD BANK COMMON STOCK
N/A
28339.00000000
NS
289774.87000000
0.003268140928
Long
EC
SA
N
1
N
N
N
Puradelta Lestari Tbk PT
N/A
PURADELTA LESTARI TBK PT COMMON STOCK
N/A
1548000.00000000
NS
18154.31000000
0.000204748063
Long
EC
ID
N
1
N
N
N
MFE-MEDIAFOREUROPE N.V.
N/A
MFE-MEDIAFOREUROPE NV-CL B COMMON STOCK
N/A
281721.00000000
NS
236455.02000000
0.002666788630
Long
EC
IT
N
1
N
N
N
L'OREAL SA
529900JI1GG6F7RKVI53
L'OREAL COMMON STOCK
N/A
71776.00000000
NS
25262193.27000000
0.284912241616
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-101197.70000000
-0.00114132859
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2304700.00000000
GBP
2803414.03000000
USD
2022-06-09
-101197.70000000
N
N
N
SPRIX, Ltd.
N/A
SPRIX LTD COMMON STOCK
N/A
2400.00000000
NS
19663.41000000
0.000221768005
Long
EC
JP
N
1
N
N
N
INGERSOLL-RAND (INDIA) LIMITED
335800JL4FPXRZBVSV48
INGERSOLL-RAND INDIA LTD COMMON STOCK
N/A
1970.00000000
NS
39615.05000000
0.000446786728
Long
EC
IN
N
1
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
SMITH & NEPHEW PLC COMMON STOCK
N/A
2281130.00000000
NS
37172650.04000000
0.419240836950
Long
EC
GB
N
1
N
N
N
TOHO HOLDINGS CO.,LTD.
353800Z8BQ3ZHELA4J90
TOHO HOLDINGS CO LTD COMMON STOCK
N/A
45300.00000000
NS
686657.08000000
0.007744260595
Long
EC
JP
N
1
N
N
N
AMADA CO.,LTD.
529900QF5O6TQGCPDX85
AMADA CO LTD COMMON STOCK
N/A
3778700.00000000
NS
30371765.71000000
0.342539056597
Long
EC
JP
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2022-07-27
N/A
1.00000000
NC
61225.26000000
0.000690511147
N/A
DFE
TW
N
2
BNP PARIBAS
N/A
2857827.70000000
USD
84055000.00000000
TWD
2022-07-27
61225.26000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2022-06-23
N/A
1.00000000
NC
-719116.19000000
-0.00811034115
N/A
DFE
ZA
N
2
STANDARD BANK
N/A
20613184.09000000
USD
310853000.00000000
ZAR
2022-06-23
-719116.19000000
N
N
N
Krones AG
529900NY2GSZWWUBW049
KRONES AG COMMON STOCK
N/A
2291.00000000
NS
205909.97000000
0.002322295237
Long
EC
DE
N
1
N
N
N
MICRO-STAR INTERNATIONAL CO.,LTD.
254900F4E0BDGJSSD870
MICRO-STAR INTERNATIONAL CO COMMON STOCK
N/A
714000.00000000
NS
3320930.23000000
0.037454138125
Long
EC
TW
N
1
N
N
N
MAN GROUP PLC
2549003YWC1DW6LALB09
MAN GROUP PLC/JERSEY COMMON STOCK
N/A
46253.00000000
NS
149346.14000000
0.001684356661
Long
EC
GB
N
1
N
N
N
PETRONAS GAS BERHAD
N/A
PETRONAS GAS BHD COMMON STOCK
N/A
169800.00000000
NS
670125.39000000
0.007557812775
Long
EC
MY
N
1
N
N
N
TOURMALINE OIL CORP.
549300LCHLN94A7Y1572
TOURMALINE OIL CORP COMMON STOCK
89156V106
384600.00000000
NS
23741604.14000000
0.267762722848
Long
EC
CA
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE COMMON STOCK
N/A
340931.00000000
NS
33888940.95000000
0.382206486542
Long
EC
DE
N
1
N
N
N
FUJITSU LIMITED
3538000246DHJLRTUZ24
FUJITSU LTD COMMON STOCK
N/A
167600.00000000
NS
25202860.59000000
0.284243075377
Long
EC
JP
N
1
N
N
N
ENEA SPOLKA AKCYJNA
2594003JTXPYO8NOG018
ENEA SA COMMON STOCK
N/A
23360.00000000
NS
48671.79000000
0.000548930516
Long
EC
PL
N
1
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
MIZRAHI TEFAHOT BANK LTD COMMON STOCK
N/A
77400.00000000
NS
2533551.55000000
0.028573918489
Long
EC
IL
N
2
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-409.04000000
-0.00000461323
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
92680.50000000
USD
73213.71000000
GBP
2022-06-01
-409.04000000
N
N
N
Hana Financial Group Inc.
N/A
HANA FINANCIAL GROUP COMMON STOCK
N/A
901898.00000000
NS
36084667.80000000
0.406970348180
Long
EC
KR
N
1
N
N
N
CPFL ENERGIA S.A.
529900GBWSBDXN8GGM28
CPFL ENERGIA SA COMMON STOCK
N/A
5967600.00000000
NS
42138162.33000000
0.475242911758
Long
EC
BR
N
1
N
N
N
Aspeed Technology Inc
N/A
ASPEED TECHNOLOGY INC COMMON STOCK
N/A
14000.00000000
NS
1121447.03000000
0.012647911594
Long
EC
TW
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA COMMON STOCK
N/A
24479.00000000
NS
2154489.75000000
0.024298781093
Long
EC
BE
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria, S.A.
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK
N/A
1479220.00000000
NS
8048247.31000000
0.090769798080
Long
EC
ES
N
1
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
68100.00000000
NS
4007283.61000000
0.045194973528
Long
EC
JP
N
1
N
N
N
RIDLEY CORPORATION LIMITED
549300UQM21UZW8DVW82
RIDLEY CORP LTD COMMON STOCK
N/A
27537.00000000
NS
34568.91000000
0.000389875318
Long
EC
AU
N
1
N
N
N
AGRICULTURAL BANK OF CHINA LIMITED
549300E7TSGLCOVSY746
AGRICULTURAL BANK OF CHINA-H COMMON STOCK
N/A
4339000.00000000
NS
1653626.58000000
0.018649942650
Long
EC
HK
N
1
N
N
N
CAPCOM CO., LTD.
529900JJWQKXS3TC8744
CAPCOM CO LTD COMMON STOCK
N/A
536200.00000000
NS
15255097.36000000
0.172050143804
Long
EC
JP
N
1
N
N
STHREE PLC
2138003NEBX5VRP3EX50
STHREE PLC COMMON STOCK
N/A
3037.00000000
NS
14812.58000000
0.000167059341
Long
EC
GB
N
1
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC COMMON STOCK
N/A
8289583.00000000
NS
56938254.42000000
0.642161412002
Long
EC
GB
N
1
N
N
N
NICHIAS CORPORATION
N/A
NICHIAS CORP COMMON STOCK
N/A
13500.00000000
NS
237164.29000000
0.002674787924
Long
EC
JP
N
1
N
N
N
mixi, Inc.
529900IL3THMH0SFYQ49
MIXI INC COMMON STOCK
N/A
264700.00000000
NS
4357997.59000000
0.049150398346
Long
EC
JP
N
1
N
N
N
METHANEX CORPORATION
549300TSJHRXT9QXRD13
METHANEX CORP COMMON STOCK
59151K108
42500.00000000
NS
2100387.40000000
0.023688603598
Long
EC
CA
N
1
N
N
N
KANDENKO CO.,LTD.
35380080NSN7GCYZ3X14
KANDENKO CO LTD COMMON STOCK
N/A
5900.00000000
NS
36781.84000000
0.000414833200
Long
EC
JP
N
1
N
N
N
EDP - Energias de Portugal, S.A.
529900CLC3WDMGI9VH80
EDP-ENERGIAS DE PORTUGAL SA COMMON STOCK
N/A
8181040.00000000
NS
40945075.88000000
0.461787035965
Long
EC
PT
N
1
N
N
N
DB HiTek CO., LTD.
N/A
DB HITEK CO LTD COMMON STOCK
N/A
14156.00000000
NS
786063.05000000
0.008865381688
Long
EC
KR
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-07-21
N/A
1.00000000
NC
83397.43000000
0.000940573467
N/A
DFE
AU
N
2
BARCLAYS CAPITAL INC.
N/A
60857714.12000000
USD
84910000.00000000
AUD
2022-07-21
83397.43000000
N
N
N
DAIKEN CORPORATION
N/A
DAIKEN CORP COMMON STOCK
N/A
1500.00000000
NS
22095.69000000
0.000249199762
Long
EC
JP
N
1
N
N
N
SMS CO., LTD.
N/A
SMS CO LTD COMMON STOCK
N/A
330100.00000000
NS
7697928.41000000
0.086818829056
Long
EC
JP
N
1
N
N
N
ENDAVA PLC
213800JJ6CRPCWCQVZ25
ENDAVA PLC- SPON ADR DEPOSITARY RECEIPT
29260V105
44702.00000000
NS
USD
4509984.78000000
0.050864541316
Long
EC
US
N
1
N
N
N
HOLTEK SEMICONDUCTOR INC.
N/A
HOLTEK SEMICONDUCTOR INC COMMON STOCK
N/A
431000.00000000
NS
1484926.79000000
0.016747311520
Long
EC
TW
N
1
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD COMMON STOCK
N/A
271300.00000000
NS
12531832.69000000
0.141336601502
Long
EC
HK
N
1
N
N
N
INDIAN OIL CORPORATION LIMITED
335800J8OBWE4VFUDG88
INDIAN OIL CORP LTD COMMON STOCK
Y3925Y112
2393512.00000000
NS
3576259.70000000
0.040333796707
Long
EC
IN
N
1
N
N
N
Bank of Ayudhya Public Company Limited
549300I1B1U1HB4HRH77
BANK OF AYUDHYA PCL COMMON STOCK
N/A
37100.00000000
NS
35777.32000000
0.000403504016
Long
EC
TH
N
1
N
N
N
SOMFY SA
969500D830K8WFLKFS83
SOMFY SA COMMON STOCK
N/A
180.00000000
NS
26494.12000000
0.000298806166
Long
EC
FR
N
1
N
N
N
OKABE CO., LTD.
N/A
OKABE CO LTD COMMON STOCK
N/A
6100.00000000
NS
29920.32000000
0.000337447558
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2022-07-25
N/A
1.00000000
NC
USD
-54405.26000000
-0.00061359377
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
54838000.00000000
ILS
16462924.05000000
USD
2022-07-25
-54405.26000000
N
N
N
BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD
213800XCGZCFSWY9U863
BEZEQ THE ISRAELI TELECOM CO COMMON STOCK
N/A
44347.00000000
NS
68306.06000000
0.000770369874
Long
EC
IL
N
1
N
N
N
Kewal Kiran Clothing Ltd
335800FKOTXMPYA56Y91
KEWAL KIRAN CLOTHING LTD COMMON STOCK
N/A
9323.00000000
NS
29655.15000000
0.000334456916
Long
EC
IN
N
1
N
N
N
CLARKSON PLC
2138007G6BGTEHI3OT22
CLARKSON PLC COMMON STOCK
N/A
1023.00000000
NS
39967.99000000
0.000450767259
Long
EC
GB
N
1
N
N
N
APTIV PLC
N/A
APTIV PLC COMMON STOCK
G6095L109
206888.00000000
NS
USD
21979781.12000000
0.247892518365
Long
EC
US
N
1
N
N
N
CIFI HOLDINGS (GROUP) CO. LTD.
549300WGKSV867C0JF48
CIFI HOLDINGS GROUP CO LTD COMMON STOCK
N/A
44900600.00000000
NS
19515654.86000000
0.220101592658
Long
EC
HK
N
1
N
N
N
Skyworth Group Limited
529900LRFQSJWSSXY627
SKYWORTH GROUP LTD COMMON STOCK
N/A
564000.00000000
NS
288270.42000000
0.003251173430
Long
EC
HK
N
1
N
N
N
Clas Ohlson Aktiebolag
549300MH8OETHBBKJU80
CLAS OHLSON AB-B SHS COMMON STOCK
N/A
34854.00000000
NS
426071.91000000
0.004805327141
Long
EC
SE
N
1
N
N
N
Astra Industrial Group Company SJSC
N/A
ASTRA INDUSTRIAL GROUP COMMON STOCK
N/A
142790.00000000
NS
1930263.43000000
0.021769910271
Long
EC
SA
N
1
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
STRAUMANN HOLDING AG-REG COMMON STOCK
N/A
108270.00000000
NS
13774478.64000000
0.155351419588
Long
EC
CH
N
1
N
N
N
iShares ESG Aware MSCI EAFE ETF
N/A
ISHARES TRUST ISHARES ESG AW MUTUAL FUND
46435G516
207590.00000000
NS
USD
14556210.80000000
0.164167956604
Long
EC
RF
US
N
1
N
N
N
China Shenhua Energy Company Limited
529900N9JOX4C108MA40
CHINA SHENHUA ENERGY CO-H COMMON STOCK
N/A
680000.00000000
NS
2275175.10000000
0.025659895436
Long
EC
HK
N
1
N
N
N
PT Adaro Energy Indonesia Tbk
529900P2WAH7XA87OI24
ADARO ENERGY INDONESIA TBK P COMMON STOCK
N/A
17171000.00000000
NS
3850844.94000000
0.043430625846
Long
EC
ID
N
1
N
N
N
GAIL (INDIA) LIMITED
335800N82LJD42ZA5L32
GAIL INDIA LTD COMMON STOCK
Y2R78N114
1870923.00000000
NS
3547310.25000000
0.040007298821
Long
EC
IN
N
1
N
N
N
Byggmax Group AB
549300MPJPYQB0KCNH03
BYGGMAX GROUP AB COMMON STOCK
N/A
33821.00000000
NS
219858.19000000
0.002479606148
Long
EC
SE
N
1
N
N
N
ICON PUBLIC LIMITED COMPANY
6354008SRQGEMC4XFI67
ICON PLC COMMON STOCK
G4705A100
125505.00000000
NS
USD
28086763.95000000
0.316768334056
Long
EC
US
N
1
N
N
N
BIRCHCLIFF ENERGY LTD.
5493000BBN3EF2L0XW29
BIRCHCLIFF ENERGY LTD COMMON STOCK
090697103
604500.00000000
NS
5448314.03000000
0.061447212707
Long
EC
CA
N
1
N
N
N
Uni-Select Inc.
549300GQ1WI8PKN1NQ40
UNI-SELECT INC COMMON STOCK
90457D100
8336.00000000
NS
190201.97000000
0.002145137164
Long
EC
CA
N
1
N
N
N
KUNLUN ENERGY COMPANY LIMITED
5299007GRIKP15GM4927
KUNLUN ENERGY CO LTD COMMON STOCK
N/A
37458000.00000000
NS
32275121.57000000
0.364005497728
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-09
N/A
1.00000000
NC
USD
-62883.26000000
-0.00070921041
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1448300.00000000
GBP
1762408.17000000
USD
2022-06-09
-62883.26000000
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
2684390.00000000
NS
58616365.21000000
0.661087492637
Long
EC
GB
N
1
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
103200.00000000
NS
2205675.10000000
0.024876060059
Long
EC
SG
N
1
N
N
N
HON HAI PRECISION INDUSTRY CO., LTD.
30030004CM3GSZXX7O56
HON HAI PRECISION INDUSTRY COMMON STOCK
N/A
7995000.00000000
NS
31126098.19000000
0.351046574353
Long
EC
TW
N
1
N
N
N
Faraday Technology Corp
N/A
FARADAY TECHNOLOGY CORP COMMON STOCK
N/A
285000.00000000
NS
2361498.71000000
0.026633470967
Long
EC
TW
N
1
N
N
N
STAR MICRONICS CO.,LTD.
353800YVVMLCGEV0Q544
STAR MICRONICS CO LTD COMMON STOCK
N/A
14100.00000000
NS
184792.26000000
0.002084125335
Long
EC
JP
N
1
N
N
N
N/A
N/A
BGP HOLDINGS (DUMMY SEDOL)
N/A
239898.00000000
NS
8.60000000
0.000000096992
Long
EC
AU
N
3
N
N
N
Indorama Ventures Public Company Limited
N/A
INDORAMA VENTURES PCL COMMON STOCK
N/A
1228000.00000000
NS
1767358.27000000
0.019932632177
Long
EC
TH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-07-13
N/A
1.00000000
NC
USD
-35322.86000000
-0.00039837852
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3621000.00000000
CHF
3751861.17000000
USD
2022-07-13
-35322.86000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2022-07-27
N/A
1.00000000
NC
92593.15000000
0.001044284700
N/A
DFE
TW
N
2
BNP PARIBAS
N/A
5553502.26000000
USD
162581000.00000000
TWD
2022-07-27
92593.15000000
N
N
N
Uponor Oyj
743700KA2GMSYJM3CM12
UPONOR OYJ COMMON STOCK
N/A
13877.00000000
NS
237554.19000000
0.002679185296
Long
EC
FI
N
1
N
N
N
SK Square Co Ltd
N/A
SK SQUARE CO LTD COMMON STOCK
N/A
258182.00000000
NS
9870682.67000000
0.111323601072
Long
EC
KR
N
1
N
N
N
CAPSTONE COPPER CORP
549300III6KGKKC42W63
CAPSTONE COPPER CORP COMMON STOCK
14071L108
68300.00000000
NS
258652.80000000
0.002917139785
Long
EC
CA
N
1
N
N
N
Saudi Electricity Company SJSC
549300FXO4ZXUIAXGP41
SAUDI ELECTRICITY CO COMMON STOCK
N/A
1125067.00000000
NS
7283462.67000000
0.082144398701
Long
EC
SA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-8411.03000000
-0.00009486133
N/A
DFE
XX
N
2
MORGAN STANLEY & CO, INC
N/A
1176571.43000000
USD
1090466.05000000
EUR
2022-06-01
-8411.03000000
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
1205440.00000000
NS
15041366.40000000
0.169639641823
Long
EC
FR
N
1
N
N
N
PRYSMIAN S.P.A.
529900X0H1IO3RS1A464
PRYSMIAN SPA COMMON STOCK
N/A
1958731.00000000
NS
63074541.62000000
0.711367728440
Long
EC
IT
N
1
N
N
N
Bayer Aktiengesellschaft
549300J4U55H3WP1XT59
BAYER AG-REG COMMON STOCK
N/A
385382.00000000
NS
27486886.37000000
0.310002790614
Long
EC
DE
N
1
N
N
N
INCITEC PIVOT LIMITED
254900UW2F3BKV6Z9V18
INCITEC PIVOT LTD COMMON STOCK
N/A
999438.00000000
NS
2523652.29000000
0.028462272587
Long
EC
AU
N
1
N
N
N
SHIMANO INC.
529900L32YT3P9DECR10
SHIMANO INC COMMON STOCK
N/A
33100.00000000
NS
5862517.00000000
0.066118679488
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-65398.75000000
-0.00073758063
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4388000.00000000
CAD
3403293.45000000
USD
2022-07-21
-65398.75000000
N
N
N
GJENSIDIGE FORSIKRING ASA
5967007LIEEXZX6FAO47
GJENSIDIGE FORSIKRING ASA COMMON STOCK
N/A
373143.00000000
NS
8129148.51000000
0.091682218549
Long
EC
NO
N
1
N
N
N
BANK OF CHINA LIMITED
54930053HGCFWVHYZX42
BANK OF CHINA LTD-H COMMON STOCK
N/A
21316000.00000000
NS
8558405.72000000
0.096523470163
Long
EC
HK
N
1
N
N
N
COLOPLAST A/S
529900NN7SOJ5QG82X67
COLOPLAST-B COMMON STOCK
N/A
52963.00000000
NS
6285445.48000000
0.070888554375
Long
EC
DK
N
1
N
N
N
Kao Corporation
353800HM38HFCB8RGL63
KAO CORP COMMON STOCK
N/A
567800.00000000
NS
22933567.57000000
0.258649519255
Long
EC
JP
N
1
N
N
N
COSTAMARE INC.
5299003L6NPTZ25LN818
COSTAMARE INC COMMON STOCK
Y1771G102
6655.00000000
NS
USD
94634.10000000
0.001067302956
Long
EC
US
N
1
N
N
N
Heidelberger Druckmaschinen Aktiengesellschaft
529900ZM98OISTG16932
HEIDELBERGER DRUCKMASCHINEN COMMON STOCK
N/A
124357.00000000
NS
261905.17000000
0.002953820686
Long
EC
DE
N
1
N
N
N
MORITA HOLDINGS CORPORATION
N/A
MORITA HOLDINGS CORP COMMON STOCK
N/A
3900.00000000
NS
39441.10000000
0.000444824884
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-07-21
N/A
1.00000000
NC
USD
-84626.34000000
-0.00095443336
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2846000.00000000
AUD
1957988.23000000
USD
2022-07-21
-84626.34000000
N
N
N
Nestle S.A.
KY37LUS27QQX7BB93L28
NESTLE SA-REG COMMON STOCK
N/A
726970.00000000
NS
88733493.30000000
1.000754693480
Long
EC
CH
N
1
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S COMMON STOCK
N/A
95070.00000000
NS
15571332.41000000
0.175616708116
Long
EC
DK
N
1
N
N
N
LEGRAND SA
969500XXRPGD7HCAFA90
LEGRAND SA COMMON STOCK
N/A
111131.00000000
NS
9590583.04000000
0.108164579501
Long
EC
FR
N
1
N
N
N
TSUBAKIMOTO CHAIN CO.
N/A
TSUBAKIMOTO CHAIN CO COMMON STOCK
N/A
4700.00000000
NS
115449.49000000
0.001302063230
Long
EC
JP
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
SCOUT24 SE COMMON STOCK
N/A
171019.00000000
NS
10563536.34000000
0.119137748091
Long
EC
DE
Y
1
N
N
N
Atresmedia Corporacion de Medios de Comunicacion, S.A.
95980020140005491929
ATRESMEDIA CORP DE MEDIOS DE COMMON STOCK
N/A
23187.00000000
NS
96822.60000000
0.001091985312
Long
EC
ES
N
1
N
N
N
RADIANT OPTO-ELECTRONICS CORPORATION
N/A
RADIANT OPTO-ELECTRONICS COR COMMON STOCK
N/A
45000.00000000
NS
162015.50000000
0.001827244324
Long
EC
TW
N
1
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX GROUP LTD COMMON STOCK
87262K105
273654.00000000
NS
29776653.37000000
0.335827256517
Long
EC
CA
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC COMMON STOCK
N/A
21309229.00000000
NS
61285585.39000000
0.691191510001
Long
EC
GB
N
1
N
N
N
Bangkok Bank Public Company Limited
549300CCL2BKJGMYXV60
BANGKOK BANK PUBLIC CO LTD COMMON STOCK
N/A
1961800.00000000
NS
7510105.20000000
0.084700520039
Long
EC
TH
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-1897.65000000
-0.00002140208
N/A
DFE
GB
N
2
BROWN BROTHERS
N/A
429963.25000000
USD
339652.93000000
GBP
2022-06-01
-1897.65000000
N
N
N
COGNOR HOLDING SPOLKA AKCYJNA
2594005SR5W00MCTG921
COGNOR SA COMMON STOCK
N/A
41096.00000000
NS
48050.32000000
0.000541921448
Long
EC
PL
N
1
N
N
N
Repsol S.A.
BSYCX13Y0NOTV14V9N85
REPSOL SA COMMON STOCK
N/A
2162930.00000000
NS
34743955.85000000
0.391849521458
Long
EC
ES
N
1
N
N
N
TAKAMATSU CONSTRUCTION GROUP CO., LTD.
N/A
TAKAMATSU CONSTRUCTION GROUP COMMON STOCK
N/A
4300.00000000
NS
69056.71000000
0.000778835860
Long
EC
JP
N
1
N
N
N
Nippon Shinyaku Co., Ltd.
N/A
NIPPON SHINYAKU CO LTD COMMON STOCK
N/A
292300.00000000
NS
18108989.86000000
0.204236933795
Long
EC
JP
N
1
N
N
N
CRESCENT POINT ENERGY CORP.
549300FTKUHZK8OC7N74
CRESCENT POINT ENERGY CORP COMMON STOCK
22576C101
572400.00000000
NS
5068490.33000000
0.057163482445
Long
EC
CA
N
1
N
N
N
Industria de Diseno Textil, S.A.
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL COMMON STOCK
E6282N100
339594.00000000
NS
8145250.25000000
0.091863817304
Long
EC
ES
N
1
N
N
N
DAIHEN Corporation
353800VGTLA3QRNG5478
DAIHEN CORP COMMON STOCK
N/A
3300.00000000
NS
107610.09000000
0.001213648856
Long
EC
JP
N
1
N
N
N
Dr Sulaiman Al-Habib Medical Services Group Co
N/A
DR SULAIMAN AL HABIB MEDICAL COMMON STOCK
N/A
15871.00000000
NS
904737.98000000
0.010203822098
Long
EC
SA
N
1
N
N
N
2022-05-31
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO