0001752724-22-169808.txt : 20220728
0001752724-22-169808.hdr.sgml : 20220728
20220728153532
ACCESSION NUMBER: 0001752724-22-169808
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: 221114962
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
S000056248
SIIT World Select Equity Fund
C000177051
Class A
SWSAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000939934
XXXXXXXX
S000056248
C000177051
SEI INSTITUTIONAL INVESTMENTS TRUST
811-07257
0000939934
0N2JSH1PTH72JCCP2A88
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIIT WORLD SELECT EQUITY FUND
S000056248
549300UH9G275ZOL1I97
2022-05-31
2022-05-31
N
277167575.55
20599368.84
256568206.71
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7784439.91000000
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
26.40000000
0.000010289661
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5655.38000000
USD
5297.16000000
EUR
2022-06-27
26.40000000
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
8600.00000000
NS
299891.95000000
0.116885858090
Long
EC
JP
N
1
N
N
N
PERKINELMER, INC.
549300IKL1SDPFI7N655
PERKINELMER INC COMMON STOCK
714046109
689.00000000
NS
USD
103122.63000000
0.040193066523
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1772.78000000
-0.00069095856
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
192321.45000000
AUD
136222.80000000
USD
2022-06-27
-1772.78000000
N
N
N
CREDICORP LTD.
529900UYAEYQCQ2BKB17
CREDICORP LTD COMMON STOCK
G2519Y108
52.00000000
NS
USD
7299.76000000
0.002845153767
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
5.12000000
0.000001995570
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3481.78000000
GBP
4393.17000000
USD
2022-06-27
5.12000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
25761.68000000
0.010040869962
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
274743641.00000000
JPY
2163931.26000000
USD
2022-06-27
25761.68000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
128.49000000
0.000050080250
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1641467.00000000
JPY
12903.07000000
USD
2022-06-27
128.49000000
N
N
N
Evolution AB (publ)
549300SUH6ZR1RF6TA88
EVOLUTION AB COMMON STOCK
N/A
83.00000000
NS
8665.09000000
0.003377304659
Long
EC
SE
Y
1
N
N
N
Value Added Technology Co Ltd
N/A
VALUE ADDED TECHNOLOGY CO LT COMMON STOCK
N/A
2125.00000000
NS
65010.71000000
0.025338568185
Long
EC
KR
N
1
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
1986.00000000
NS
USD
827129.28000000
0.322381830003
Long
EC
US
N
1
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK INC COMMON STOCK
09247X101
62.00000000
NS
USD
41482.96000000
0.016168394569
Long
EC
US
N
1
N
N
N
Arca Continental, S.A.B. de C.V.
254900U2BSJCQHJCXN24
ARCA CONTINENTAL SAB DE CV COMMON STOCK
N/A
7008.00000000
NS
47221.26000000
0.018404953834
Long
EC
MX
N
1
N
N
N
H.U. Group Holdings, Inc.
N/A
H.U. GROUP HOLDINGS INC COMMON STOCK
N/A
5300.00000000
NS
110123.98000000
0.042921912037
Long
EC
JP
N
1
N
N
N
Realtek Semiconductor Corp.
5299002E7F36O00MYY75
REALTEK SEMICONDUCTOR CORP COMMON STOCK
N/A
460.00000000
NS
7052.54000000
0.002748797323
Long
EC
TW
N
1
N
N
N
TFI International Inc.
5493007R9W7KO7SJN678
TFI INTERNATIONAL INC COMMON STOCK
87241L109
113.00000000
NS
9279.61000000
0.003616819916
Long
EC
CA
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY COMMON STOCK
233331107
216.00000000
NS
USD
28665.36000000
0.011172608004
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-11.55000000
-0.00000450172
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3354.70000000
SGD
2435.88000000
USD
2022-06-27
-11.55000000
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
2901.00000000
NS
606062.22000000
0.236218753590
Long
EC
DE
N
1
N
N
N
ASSICURAZIONI GENERALI SOCIETA PER AZIONI
549300X5UKJVE386ZB61
ASSICURAZIONI GENERALI COMMON STOCK
N/A
637.00000000
NS
11566.43000000
0.004508130663
Long
EC
IT
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-76.55000000
-0.00002983612
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
124261.20000000
USD
115778.14000000
EUR
2022-06-27
-76.55000000
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP COMMON STOCK
302491303
116.00000000
NS
USD
14219.28000000
0.005542105228
Long
EC
US
N
1
N
N
N
AOYAMA TRADING Co., Ltd.
549300FYZLM486BSOQ14
AOYAMA TRADING CO LTD COMMON STOCK
N/A
10900.00000000
NS
74222.86000000
0.028929094899
Long
EC
JP
N
1
N
N
N
CHICONY ELECTRONICS CO., LTD.
254900JBP5GB5B1IHS51
CHICONY ELECTRONICS CO LTD COMMON STOCK
N/A
78000.00000000
NS
232186.05000000
0.090496812904
Long
EC
TW
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
77.00000000
NS
USD
22981.42000000
0.008957236087
Long
EC
US
N
1
N
N
N
LT GROUP, INC.
N/A
LT GROUP INC COMMON STOCK
N/A
125400.00000000
NS
19652.28000000
0.007659670795
Long
EC
PH
N
1
N
N
N
OLD DOMINION FREIGHT LINE, INC.
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE COMMON STOCK
679580100
112.00000000
NS
USD
28922.88000000
0.011272978975
Long
EC
US
N
1
N
N
N
ICICI BANK LIMITED
R7RX8ER1V4666J8D1I38
ICICI BANK LTD COMMON STOCK
Y3860Z132
10096.00000000
NS
97902.38000000
0.038158422376
Long
EC
IN
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
10400.00000000
NS
USD
550888.00000000
0.214714054817
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4930.92000000
-0.00192187491
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
477235.82000000
GBP
596524.49000000
USD
2022-06-27
-4930.92000000
N
N
N
EXTRA SPACE STORAGE INC.
N/A
EXTRA SPACE STORAGE INC REIT
30225T102
282.00000000
NS
USD
50252.40000000
0.019586370674
Long
EC
US
N
1
N
N
N
CACI INTERNATIONAL INC.
SYRPI2D1O9WRTS2WX210
CACI INTERNATIONAL INC -CL A COMMON STOCK
127190304
600.00000000
NS
USD
168222.00000000
0.065566190821
Long
EC
US
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
623.00000000
NS
USD
24097.64000000
0.009392293889
Long
EC
US
N
1
N
N
N
MANILA ELECTRIC CO.
254900RDFLCM12O8SK69
MANILA ELECTRIC COMPANY COMMON STOCK
N/A
3950.00000000
NS
28139.16000000
0.010967516342
Long
EC
PH
N
1
N
N
N
SUBARU CORPORATION
549300N244BVAEE6HH86
SUBARU CORP COMMON STOCK
N/A
8100.00000000
NS
140252.24000000
0.054664699807
Long
EC
JP
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK
N/A
11850.00000000
NS
228630.49000000
0.089110998175
Long
EC
TW
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
1200.00000000
NS
USD
89640.00000000
0.034938077928
Long
EC
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL COMMON STOCK
N/A
18811.00000000
NS
603631.01000000
0.235271165410
Long
EC
NL
N
1
N
N
N
BEAZER HOMES USA, INC.
549300DUPYT2T0F60I45
BEAZER HOMES USA INC COMMON STOCK
07556Q881
22970.00000000
NS
USD
372343.70000000
0.145124645323
Long
EC
US
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
9500.00000000
NS
USD
1298555.00000000
0.506124674078
Long
EC
US
N
1
N
N
N
PICC Property and Casualty Company Limited
300300F1000311000017
PICC PROPERTY & CASUALTY-H COMMON STOCK
N/A
328000.00000000
NS
318570.40000000
0.124165968997
Long
EC
HK
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
20.52000000
0.000007997873
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4395.58000000
USD
4117.16000000
EUR
2022-06-27
20.52000000
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
4200.00000000
NS
231044.00000000
0.090051687604
Long
EC
CA
N
1
N
N
N
TRIMBLE INC.
549300E2MI7NSZFQWS19
TRIMBLE INC COMMON STOCK
896239100
138.00000000
NS
USD
9390.90000000
0.003660196296
Long
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
136.00000000
NS
USD
12945.84000000
0.005045769374
Long
EC
US
N
1
N
N
N
INDEPENDENCE REALTY TRUST, INC
549300Z3L8NU44NQEB29
INDEPENDENCE REALTY TRUST IN REIT
45378A106
1697.00000000
NS
USD
39896.47000000
0.015550044376
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-11209.65000000
-0.00436907212
N/A
DFE
XX
N
2
STANDARD CHARTERED
N/A
2246045.59000000
USD
2086197.00000000
EUR
2022-06-01
-11209.65000000
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
17267.00000000
NS
USD
840384.89000000
0.327548335304
Long
EC
US
N
1
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRAL COMMON STOCK
N/A
149.00000000
NS
11154.53000000
0.004347588558
Long
EC
AU
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
506.03000000
0.000197230204
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
84473.59000000
USD
67428.64000000
GBP
2022-06-27
506.03000000
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
889.83000000
0.000346820056
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1692486.85000000
USD
13274674.33000000
HKD
2022-06-27
889.83000000
N
N
N
HELLENIC TELECOMMUNICATIONS ORGANIZATION S.A.
ELPUFM0XZRZO4LFXW404
HELLENIC TELECOMMUN ORGANIZA COMMON STOCK
N/A
517.00000000
NS
9797.35000000
0.003818614210
Long
EC
GR
N
1
N
N
N
MOTILAL OSWAL FINANCIAL SERVICES LIMITED
3358004GYYY6FUXX1P93
MOTILAL OSWAL FINANCIAL SERV COMMON STOCK
N/A
1502.00000000
NS
15339.94000000
0.005978893564
Long
EC
IN
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
1.00000000
0.000000389759
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9722.00000000
JPY
76.57000000
USD
2022-06-01
1.00000000
N
N
N
Synnex Technology International Corp.
529900GMBJ3R4A2WBC71
SYNNEX TECHNOLOGY INTL CORP COMMON STOCK
N/A
21973.00000000
NS
53219.70000000
0.020742905242
Long
EC
TW
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
4100.00000000
NS
USD
736073.00000000
0.286891742916
Long
EC
US
N
1
N
N
N
Atlas Copco Aktiebolag
213800T8PC8Q4FYJZR07
ATLAS COPCO AB-A SHS COMMON STOCK
N/A
1904.00000000
NS
21278.70000000
0.008293584101
Long
EC
SE
N
1
N
N
N
DENTSU GROUP INC.
5299007PBBE83ZLJZG91
DENTSU GROUP INC COMMON STOCK
N/A
900.00000000
NS
30082.79000000
0.011725065387
Long
EC
JP
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
NESTE OYJ COMMON STOCK
N/A
1040.00000000
NS
47583.16000000
0.018546007944
Long
EC
FI
N
1
N
N
N
ETABLISSEMENTEN FRANZ COLRUYT NV
5493000O0NZ1BCXO8K39
COLRUYT SA COMMON STOCK
N/A
2100.00000000
NS
68028.58000000
0.026514812911
Long
EC
BE
N
1
N
N
N
KAJIMA CORPORATION
N/A
KAJIMA CORP COMMON STOCK
N/A
36500.00000000
NS
393244.98000000
0.153271126240
Long
EC
JP
N
1
N
N
N
TELSTRA CORPORATION LIMITED
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD COMMON STOCK
N/A
3547.00000000
NS
9872.43000000
0.003847877383
Long
EC
AU
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
1713.00000000
NS
USD
23433.84000000
0.009133571263
Long
EC
US
N
1
N
N
N
TOKYO GAS CO.,LTD.
353800678EIJLOQSWZ83
TOKYO GAS CO LTD COMMON STOCK
N/A
46300.00000000
NS
903721.87000000
0.352234550643
Long
EC
JP
N
1
N
N
N
Saudi Electricity Company SJSC
549300FXO4ZXUIAXGP41
SAUDI ELECTRICITY CO COMMON STOCK
N/A
10535.00000000
NS
68201.52000000
0.026582217989
Long
EC
SA
N
1
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HOLDINGS INC COMMON STOCK
50155Q100
600.00000000
NS
USD
7404.00000000
0.002885782340
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
1600.00000000
NS
USD
120240.00000000
0.046864731036
Long
EC
US
N
1
N
N
N
GAMANIA DIGITAL ENTERTAINMENT CO.,LTD.
N/A
GAMANIA DIGITAL ENTERTAINMEN COMMON STOCK
N/A
3000.00000000
NS
7028.42000000
0.002739396314
Long
EC
TW
N
2
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
16663.00000000
NS
USD
1059266.91000000
0.412859770734
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
83.77000000
0.000032650187
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
923641.00000000
JPY
7271.93000000
USD
2022-06-27
83.77000000
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
2628330.75000000
NS
USD
2628330.75000000
1.024417944726
Long
STIV
RF
US
N
2
N
N
N
TINGYI (CAYMAN ISLANDS) HOLDING CORP.
5299009MPI9B60VN4P25
TINGYI (CAYMAN ISLN) HLDG CO COMMON STOCK
N/A
60000.00000000
NS
106302.30000000
0.041432374401
Long
EC
HK
N
1
N
N
N
Grupo Aeroportuario del Sureste, S.A.B. de C.V.
5299001W7JIDXCUOUC82
GRUPO AEROPORT DEL SURESTE-B COMMON STOCK
N/A
340.00000000
NS
7423.67000000
0.002893448917
Long
EC
MX
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
117.00000000
NS
USD
67875.21000000
0.026455035434
Long
EC
US
N
1
N
N
N
PENTAIR PUBLIC LIMITED COMPANY
549300EVR9D56WPSRP15
PENTAIR PLC COMMON STOCK
G7S00T104
584.00000000
NS
USD
29299.28000000
0.011419684603
Long
EC
US
N
1
N
N
N
TECH MAHINDRA LIMITED
3358005FZUZ1I25XQH69
TECH MAHINDRA LTD COMMON STOCK
Y85491127
582.00000000
NS
8847.74000000
0.003448494306
Long
EC
IN
N
1
N
N
N
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA COMMON STOCK
N/A
821.00000000
NS
8402.69000000
0.003275031660
Long
EC
IT
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC COMMON STOCK
883556102
1131.00000000
NS
USD
641921.67000000
0.250195329433
Long
EC
US
N
1
N
N
N
CATHAY FINANCIAL HOLDING CO., LTD.
5299009XR1QLFAMQ3X77
CATHAY FINANCIAL HOLDING CO COMMON STOCK
N/A
49000.00000000
NS
94032.73000000
0.036650187958
Long
EC
TW
N
1
N
N
N
AUSTEVOLL SEAFOOD ASA
5967007LIEEXZXFFDC03
AUSTEVOLL SEAFOOD ASA COMMON STOCK
N/A
8600.00000000
NS
115450.98000000
0.044998163053
Long
EC
NO
N
1
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK
670346105
799.00000000
NS
USD
105835.54000000
0.041250450068
Long
EC
US
N
1
N
N
N
NHPC LIMITED
3358003ZPPTGWT595J46
NHPC LTD COMMON STOCK
Y6268G101
612000.00000000
NS
265260.11000000
0.103387755404
Long
EC
IN
N
1
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP COMMON STOCK
N/A
21600.00000000
NS
903155.19000000
0.352013681500
Long
EC
JP
N
1
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD COMMON STOCK
N/A
1000.00000000
NS
46191.79000000
0.018003707704
Long
EC
HK
N
1
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD COMMON STOCK
Y72596102
1688.00000000
NS
57240.18000000
0.022309927147
Long
EC
IN
N
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
71.00000000
NS
USD
11166.88000000
0.004352402093
Long
EC
US
N
1
N
N
N
Magyar Telekom Tavkozlesi Nyilvanosan Mukodo Reszvenytarsasag
529900CA1YDA41X76751
MAGYAR TELEKOM TELECOMMUNICA COMMON STOCK
N/A
217695.00000000
NS
221513.16000000
0.086336948307
Long
EC
HU
N
1
N
N
N
HDFC BANK LIMITED
335800ZQ6I4E2JXENC50
HDFC BANK LIMITED COMMON STOCK
N/A
7233.00000000
NS
129401.86000000
0.050435656724
Long
EC
IN
N
1
N
N
N
GRASIM INDUSTRIES LTD
335800WLY7FOIT3ERV21
GRASIM INDUSTRIES LTD COMMON STOCK
N/A
4366.00000000
NS
80339.63000000
0.031313166596
Long
EC
IN
N
1
N
N
N
Industria de Diseno Textil, S.A.
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL COMMON STOCK
E6282N100
469.00000000
NS
11249.09000000
0.004384444255
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-41.03000000
-0.00001599184
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
56340.36000000
DKK
8083.99000000
USD
2022-06-27
-41.03000000
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC COMMON STOCK
65473P105
1033.00000000
NS
USD
32487.85000000
0.012662461345
Long
EC
US
N
1
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO/THE COMMON STOCK
254687106
349.00000000
NS
USD
38543.56000000
0.015022734302
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
281355.53000000
0.109661104782
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3000605533.00000000
JPY
23633319.04000000
USD
2022-06-27
281355.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.63000000
-0.00000024554
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9171.61000000
DKK
1322.04000000
USD
2022-06-27
-0.63000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
943.00000000
NS
USD
81230.02000000
0.031660204918
Long
EC
US
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
5000.00000000
NS
USD
949300.00000000
0.369999078285
Long
EC
US
N
1
N
N
N
China Railway Signal & Communication Corporation Limited
529900GK68ZHDM38WD21
CHINA RAILWAY SIGNAL & COM-H COMMON STOCK
N/A
552000.00000000
NS
196299.81000000
0.076509795394
Long
EC
HK
Y
1
N
N
N
UNIPOLSAI ASSICURAZIONI S.P.A.
815600E31C4E7006AB54
UNIPOLSAI ASSICURAZIONI SPA COMMON STOCK
N/A
75012.00000000
NS
206998.37000000
0.080679665128
Long
EC
IT
N
1
N
N
N
SBERBANK ROSSII PAO
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC PREFERRED STOCK
N/A
147000.00000000
NS
0.01000000
0.000000003897
Long
EP
RU
N
2
N
N
N
Credit Saison Co.,Ltd.
529900SV58ZWTGRH3A66
CREDIT SAISON CO LTD COMMON STOCK
N/A
43800.00000000
NS
510026.82000000
0.198788005162
Long
EC
JP
N
1
N
N
N
STERIS PUBLIC LIMITED COMPANY
N/A
STERIS PLC COMMON STOCK
G8473T100
40.00000000
NS
USD
9128.00000000
0.003557728417
Long
EC
US
N
1
N
N
N
TAPESTRY, INC.
549300LJNVY5SW3VTN33
TAPESTRY INC COMMON STOCK
876030107
18500.00000000
NS
USD
638250.00000000
0.248764259681
Long
EC
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC COMMON STOCK
N/A
1521.00000000
NS
17647.18000000
0.006878163209
Long
EC
GB
N
1
N
N
N
PEARSON PLC
2138004JBXWWJKIURC57
PEARSON PLC COMMON STOCK
N/A
1958.00000000
NS
18616.12000000
0.007255817171
Long
EC
GB
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA COMMON STOCK
N/A
1928.00000000
NS
15414.65000000
0.006008012527
Long
EC
NO
N
1
N
N
N
UNITED NATURAL FOODS, INC.
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMMON STOCK
911163103
13450.00000000
NS
USD
570414.50000000
0.222324701612
Long
EC
US
N
1
N
N
N
KIATNAKIN PHATRA BANK PUBLIC COMPANY LIMITED
254900UPQE3MNOEDXK30
Kiatnakin Phatra Bank Public Company Limited COMMON STOCK
N/A
91900.00000000
NS
193360.61000000
0.075364213079
Long
EC
TH
N
1
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COMMON STOCK
46625H100
230.00000000
NS
USD
30412.90000000
0.011853729029
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1780.98000000
-0.00069415459
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
400816.20000000
EUR
428138.00000000
USD
2022-06-27
-1780.98000000
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
211.00000000
NS
USD
12381.48000000
0.004825804474
Long
EC
US
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTR-GDR REG S DEPOSITARY RECEIPT
796050888
885.00000000
NS
USD
1205322.48000000
0.469786375894
Long
EC
US
Y
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
3700.00000000
NS
USD
158138.00000000
0.061635851934
Long
EC
US
N
1
N
N
N
SOLVAY SA
549300MMVL80RTBP3O28
SOLVAY SA COMMON STOCK
N/A
80.00000000
NS
7807.26000000
0.003042956919
Long
EC
BE
N
1
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
2254.00000000
NS
USD
142858.52000000
0.055680523254
Long
EC
US
N
1
N
N
N
MINERVA S.A.
391200UHL6YHY0OA1P30
MINERVA SA COMMON STOCK
N/A
40500.00000000
NS
121108.56000000
0.047203260900
Long
EC
BR
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
667.00000000
NS
USD
37565.44000000
0.014641502344
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
480.00000000
NS
USD
35952.00000000
0.014012648122
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
2406.00000000
NS
USD
37533.60000000
0.014629092388
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
900.00000000
NS
USD
108288.00000000
0.042206320646
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4.57000000
-0.00000178120
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1671.37000000
CHF
1741.89000000
USD
2022-06-27
-4.57000000
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
2100.00000000
NS
USD
203175.00000000
0.079189468798
Long
EC
US
N
1
N
N
N
MERITZ SECURITIES CO., LTD.
988400WORE06JMSEKC47
MERITZ SECURITIES CO LTD COMMON STOCK
N/A
1990.00000000
NS
9795.59000000
0.003817928232
Long
EC
KR
N
1
N
N
N
Sahara International Petrochemical Company SJSC
N/A
SAHARA INTERNATIONAL PETROCH COMMON STOCK
N/A
6480.00000000
NS
92608.45000000
0.036095060719
Long
EC
SA
N
1
N
N
N
VALE S.A.
254900SMTWBX7RU2SR20
VALE SA COMMON STOCK
N/A
600.00000000
NS
10956.40000000
0.004270365428
Long
EC
BR
N
1
N
N
N
JONES LANG LASALLE INCORPORATED
6SYKCME112RT8TQUO411
JONES LANG LASALLE INC COMMON STOCK
48020Q107
709.00000000
NS
USD
139899.88000000
0.054527364007
Long
EC
US
N
1
N
N
N
3I GROUP PLC
35GDVHRBMFE7NWATNM84
3I GROUP PLC COMMON STOCK
N/A
1946.00000000
NS
31135.12000000
0.012135221428
Long
EC
GB
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
8945002PAZHZLBGKGF02
LINDE PLC COMMON STOCK
G5494J103
4288.00000000
NS
USD
1392227.84000000
0.542634591344
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
4700.00000000
NS
USD
211735.00000000
0.082525813589
Long
EC
US
N
1
N
N
N
Bangkok Chain Hospital Public Company Limited
N/A
BANGKOK CHAIN HOSPITAL-FOREG COMMON STOCK
N/A
22500.00000000
NS
13347.46000000
0.005202304748
Long
EC
TH
N
1
N
N
N
FUJIFILM Holdings Corporation
529900UBKMFM0ST6H474
FUJIFILM HOLDINGS CORP COMMON STOCK
N/A
5531.00000000
NS
305560.39000000
0.119095188729
Long
EC
JP
N
1
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORPORATION COMMON STOCK
Y7082R109
143519.00000000
NS
205842.51000000
0.080229157244
Long
EC
IN
N
1
N
N
N
SeAH Besteel Holdings Corporation
N/A
SEAH BESTEEL HOLDINGS CORP COMMON STOCK
N/A
4659.00000000
NS
66089.11000000
0.025758885267
Long
EC
KR
N
1
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
438.00000000
NS
USD
18816.48000000
0.007333909466
Long
EC
US
N
1
N
N
N
KOMERI CO.,LTD.
N/A
KOMERI CO LTD COMMON STOCK
N/A
12100.00000000
NS
258751.60000000
0.100850999162
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1.78000000
0.000000693772
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2699.95000000
EUR
2897.77000000
USD
2022-06-27
1.78000000
N
N
N
PT Saratoga Investama Sedaya Tbk
254900LIRX29G7OOIT03
SARATOGA INVESTAMA SEDAYA TB COMMON STOCK
N/A
431142.00000000
NS
94324.32000000
0.036763838048
Long
EC
ID
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.19000000
-0.00000007405
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2465.42000000
HKD
314.31000000
USD
2022-06-27
-0.19000000
N
N
N
China Shenhua Energy Company Limited
529900N9JOX4C108MA40
CHINA SHENHUA ENERGY CO-H COMMON STOCK
N/A
14000.00000000
NS
46841.84000000
0.018257071131
Long
EC
HK
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
113.00000000
NS
USD
24391.05000000
0.009506653342
Long
EC
US
N
1
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA COMMON STOCK
N/A
501.00000000
NS
10133.84000000
0.003949764520
Long
EC
NO
N
1
N
N
N
International Consolidated Airlines Group, S.A.
959800TZHQRUSH1ESL13
INTL CONSOLIDATED AIRLINE-DI COMMON STOCK
N/A
228461.00000000
NS
367513.95000000
0.143242202419
Long
EC
GB
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
338.00000000
NS
USD
67600.00000000
0.026347769611
Long
EC
US
N
1
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
1300.00000000
NS
99346.17000000
0.038721153830
Long
EC
CA
N
1
N
N
N
Caixabank, S.A.
7CUNS533WID6K7DGFI87
CAIXABANK SA COMMON STOCK
N/A
2800.00000000
NS
10102.30000000
0.003937471493
Long
EC
ES
N
1
N
N
N
SK Square Co Ltd
N/A
SK SQUARE CO LTD COMMON STOCK
N/A
2356.00000000
NS
90073.39000000
0.035106995973
Long
EC
KR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
3.89000000
0.000001516166
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3009.46000000
CHF
3148.56000000
USD
2022-06-27
3.89000000
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC COMMON STOCK
256746108
8000.00000000
NS
USD
1282640.00000000
0.499921645182
Long
EC
US
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
276.00000000
NS
11294.39000000
0.004402100379
Long
EC
FI
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
1304.80000000
0.000508558724
N/A
DFE
CA
N
2
BNP PARIBAS
N/A
147793.72000000
USD
188588.63000000
CAD
2022-06-27
1304.80000000
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
617.00000000
NS
USD
32953.97000000
0.012844136232
Long
EC
US
N
1
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS LTD COMMON STOCK
N/A
1000.00000000
NS
7099.57000000
0.002767127732
Long
EC
HK
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
5300.00000000
NS
USD
1220802.00000000
0.475819672146
Long
EC
US
N
1
N
N
N
ACADIA REALTY TRUST
N/A
ACADIA REALTY TRUST REIT
004239109
1419.00000000
NS
USD
27897.54000000
0.010873342553
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
23.00000000
NS
USD
55296.37000000
0.021552307945
Long
EC
US
N
1
N
N
N
Yamaha Motor Co., Ltd.
3538004LR5NXILJDHY88
YAMAHA MOTOR CO LTD COMMON STOCK
N/A
3833.00000000
NS
77854.79000000
0.030344675592
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
0.08000000
0.000000031180
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
200.23000000
SGD
146.16000000
USD
2022-06-27
0.08000000
N
N
N
ALBEMARLE CORPORATION
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP COMMON STOCK
012653101
553.00000000
NS
USD
144012.26000000
0.056130204847
Long
EC
US
N
1
N
N
N
CVR ENERGY, INC.
529900SOYZIXZBTXB558
CVR ENERGY INC COMMON STOCK
12662P108
22170.00000000
NS
USD
763313.10000000
0.297508841718
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
357.00000000
NS
USD
49565.88000000
0.019318792704
Long
EC
US
N
1
N
N
N
Shenzhen Expressway Corporation Limited
300300TWTZYZK4ZONP37
SHENZHEN EXPRESSWAY CORP-H COMMON STOCK
N/A
138000.00000000
NS
145993.59000000
0.056902447841
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-231.59000000
-0.00009026449
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
33473.07000000
CAD
26232.28000000
USD
2022-06-27
-231.59000000
N
N
N
Epiroc Aktiebolag
5493004Q73OEYW1SPE91
EPIROC AB-A COMMON STOCK
N/A
514.00000000
NS
9924.17000000
0.003868043561
Long
EC
SE
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
909.00000000
NS
USD
68584.05000000
0.026731312846
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
1411.00000000
NS
USD
136514.25000000
0.053207781178
Long
EC
US
N
1
N
N
N
JNBY Design Ltd
N/A
JNBY DESIGN LTD COMMON STOCK
N/A
19999.00000000
NS
21998.63000000
0.008574183949
Long
EC
HK
N
1
N
N
N
COMPAGNIE PETROLIERE IMPERIALE LTEE
549300JZNB745JT5WY51
IMPERIAL OIL LTD COMMON STOCK
453038408
553.00000000
NS
30289.63000000
0.011805683326
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
6.65000000
0.000002591903
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5136.36000000
CHF
5373.77000000
USD
2022-06-27
6.65000000
N
N
N
Cosel Co Ltd
N/A
COSEL CO LTD COMMON STOCK
N/A
7100.00000000
NS
42220.84000000
0.016455990608
Long
EC
JP
N
1
N
N
N
Yonghui Superstores Co., Ltd.
300300KBS8U07A3B5A45
YONGHUI SUPERSTORES CO LTD-A COMMON STOCK
N/A
262500.00000000
NS
173113.76000000
0.067472802737
Long
EC
CN
N
1
N
N
N
HOULIHAN LOKEY, INC.
549300S3CNGTQ1QZVY46
HOULIHAN LOKEY INC COMMON STOCK
441593100
379.00000000
NS
USD
32571.26000000
0.012694971219
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3.47000000
-0.00000135246
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
20926.17000000
EUR
22442.12000000
USD
2022-06-27
-3.47000000
N
N
N
LIVENT CORPORATION
254900OOLQ2VNMZTJL47
LIVENT CORP COMMON STOCK
53814L108
3204.00000000
NS
USD
101855.16000000
0.039699057535
Long
EC
US
N
1
N
N
N
Hong Kong Exchanges and Clearing Limited
213800YTVSXYQN17BW16
HONG KONG EXCHANGES & CLEAR COMMON STOCK
N/A
1400.00000000
NS
60528.58000000
0.023591613620
Long
EC
HK
N
1
N
N
N
JGC HOLDINGS CORPORATION
5493003WMGG79YLARU68
JGC HOLDINGS CORP COMMON STOCK
N/A
49100.00000000
NS
690441.91000000
0.269106573590
Long
EC
JP
N
1
N
N
N
Nomura Research Institute, Ltd.
5299005F1HCVF4M4QN79
NOMURA RESEARCH INSTITUTE LT COMMON STOCK
N/A
526.00000000
NS
14515.14000000
0.005657419594
Long
EC
JP
N
1
N
N
N
NSK Ltd.
353800FVQK6SULSPBC69
NSK LTD COMMON STOCK
N/A
91000.00000000
NS
518504.41000000
0.202092229839
Long
EC
JP
N
1
N
N
N
WACOAL HOLDINGS CORP.
3538002U6NJ8QTW6VR34
WACOAL HOLDINGS CORP COMMON STOCK
N/A
8000.00000000
NS
123751.41000000
0.048233337866
Long
EC
JP
N
1
N
N
N
BUREAU VERITAS SA
969500TPU5T3HA5D1F11
BUREAU VERITAS SA COMMON STOCK
N/A
529.00000000
NS
15226.98000000
0.005934866285
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1896.88000000
-0.00073932776
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2329450.18000000
SEK
236467.18000000
USD
2022-06-27
-1896.88000000
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
6605.00000000
NS
USD
1112282.00000000
0.433522927202
Long
EC
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
426.00000000
NS
USD
24678.18000000
0.009618565104
Long
EC
US
N
1
N
N
N
SHENZHOU INTERNATIONAL GROUP HOLDINGS LIMITED
529900B4W41TCUKJFM73
SHENZHOU INTERNATIONAL GROUP COMMON STOCK
N/A
800.00000000
NS
11063.60000000
0.004312147690
Long
EC
HK
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG PREFERRED STOCK
N/A
151.00000000
NS
11784.11000000
0.004592973599
Long
EP
DE
N
1
N
N
N
Metsa Board Oyj
743700KKB8Q035K38488
METSA BOARD OYJ-B COMMON STOCK
N/A
2909.00000000
NS
30290.07000000
0.011805854820
Long
EC
FI
N
1
N
N
N
Lenovo Group Limited
254900VUZRGD5U73RE46
LENOVO GROUP LTD COMMON STOCK
N/A
120000.00000000
NS
118385.58000000
0.046141952472
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2.99000000
-0.00000116538
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
276.09000000
AUD
195.11000000
USD
2022-06-27
-2.99000000
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
872.00000000
NS
22834.67000000
0.008900038821
Long
EC
SE
N
1
N
N
N
Mitsubishi Estate Company, Limited
353800KOFMRGOXSJ5Z65
MITSUBISHI ESTATE CO LTD COMMON STOCK
N/A
67500.00000000
NS
1001651.83000000
0.390403722598
Long
EC
JP
N
1
N
N
N
MAGNIT PAO
2534009KKPTVL99W2Y12
MAGNIT PJSC COMMON STOCK
N/A
2567.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-10.23000000
-0.00000398724
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1362.98000000
GBP
1707.52000000
USD
2022-06-27
-10.23000000
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
355.00000000
NS
USD
93152.00000000
0.036306914716
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-8.66000000
-0.00000337532
N/A
DFE
SG
N
2
BARCLAY BANK PLC
N/A
15722.74000000
USD
21539.35000000
SGD
2022-06-27
-8.66000000
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
9755.00000000
NS
USD
1751315.15000000
0.682592427353
Long
EC
US
N
1
N
N
N
MTN GROUP LIMITED
2549009JD6Q6XHZS5E05
MTN GROUP LTD COMMON STOCK
N/A
1659.00000000
NS
17969.95000000
0.007003966013
Long
EC
ZA
N
1
N
N
N
Mitsubishi Corporation
KVIPTY4PULAPGC1VVD26
MITSUBISHI CORP COMMON STOCK
N/A
400.00000000
NS
13783.67000000
0.005372321916
Long
EC
JP
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV COMMON STOCK
N20944109
39700.00000000
NS
USD
592721.00000000
0.231018880944
Long
EC
US
N
1
N
N
N
GREENTOWN CHINA HOLDINGS LIMITED
529900BLBC6YDNWS8530
GREENTOWN CHINA HOLDINGS COMMON STOCK
N/A
14828.00000000
NS
25703.84000000
0.010018326249
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3212.43000000
-0.00125207641
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
722969.57000000
EUR
772251.08000000
USD
2022-06-27
-3212.43000000
N
N
N
TENARIS S.A.
549300Y7C05BKC4HZB40
TENARIS SA COMMON STOCK
N/A
754.00000000
NS
12620.65000000
0.004919023351
Long
EC
IT
N
1
N
N
N
Taiwan Cooperative Financial Holding Co., Ltd.
N/A
TAIWAN COOPERATIVE FINANCIAL COMMON STOCK
N/A
118973.00000000
NS
115386.39000000
0.044972988461
Long
EC
TW
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3.82000000
-0.00000148888
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1395.84000000
CHF
1454.73000000
USD
2022-06-27
-3.82000000
N
N
N
ITAUSA S.A.
N/A
Itausa SA PREFERRED STOCK
N/A
49900.00000000
NS
100461.32000000
0.039155794588
Long
EP
BR
N
1
N
N
N
COLOPLAST A/S
529900NN7SOJ5QG82X67
COLOPLAST-B COMMON STOCK
N/A
167.00000000
NS
19818.92000000
0.007724620386
Long
EC
DK
N
1
N
N
N
LEGAL & GENERAL GROUP PLC
213800JH9QQWHLO99821
LEGAL & GENERAL GROUP PLC COMMON STOCK
N/A
5596.00000000
NS
18315.74000000
0.007138741091
Long
EC
GB
N
1
N
N
N
KB Financial Group Inc.
529900TKE4MXG3Q6GW86
KB FINANCIAL GROUP INC COMMON STOCK
N/A
7204.00000000
NS
351698.67000000
0.137078040381
Long
EC
KR
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
87.00000000
NS
USD
6084.78000000
0.002371603277
Long
EC
US
N
1
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
410.00000000
NS
USD
65579.50000000
0.025560259722
Long
EC
US
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTL AG-REG COMMON STOCK
N/A
98.00000000
NS
25845.70000000
0.010073617589
Long
EC
CH
N
1
N
N
N
KUNLUN ENERGY COMPANY LIMITED
5299007GRIKP15GM4927
KUNLUN ENERGY CO LTD COMMON STOCK
N/A
12000.00000000
NS
10339.62000000
0.004029969314
Long
EC
HK
N
1
N
N
N
Yankuang Energy Group Company Limited
3003005N7A6HYZ4Z0K39
YANKUANG ENERGY GROUP CO-H COMMON STOCK
N/A
26817.00000000
NS
88187.39000000
0.034371908792
Long
EC
HK
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
27300.00000000
NS
USD
1036308.00000000
0.403911308142
Long
EC
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
551.00000000
NS
USD
122839.94000000
0.047878083405
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
167.96000000
0.000065464073
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2089179.00000000
JPY
16426.82000000
USD
2022-06-27
167.96000000
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD COMMON STOCK
H2906T109
251.00000000
NS
USD
26510.62000000
0.010332776745
Long
EC
US
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
20.26000000
0.000007896535
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
30547.03000000
USD
239622.30000000
HKD
2022-06-27
20.26000000
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
26584.00000000
NS
404331.73000000
0.157592296872
Long
EC
IT
N
1
N
N
N
MILLERKNOLL, INC.
U98HXD3PNK7HYU2MU887
MILLERKNOLL INC COMMON STOCK
600544100
20655.00000000
NS
USD
623781.00000000
0.243124823608
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
111.00000000
NS
USD
15177.03000000
0.005915397778
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
775.00000000
NS
USD
93503.75000000
0.036444012763
Long
EC
US
N
1
N
N
N
SUN LIFE FINANCIAL INC
549300V040JZX5S66Z78
SUN LIFE FINANCIAL INC COMMON STOCK
866796105
276.00000000
NS
13480.87000000
0.005254302617
Long
EC
CA
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
246.00000000
NS
USD
7547.28000000
0.002941627139
Long
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
842.00000000
NS
USD
163684.80000000
0.063797772178
Long
EC
US
N
1
N
N
N
PETRONAS CHEMICALS GROUP BERHAD
N/A
PETRONAS CHEMICALS GROUP BHD COMMON STOCK
N/A
83500.00000000
NS
195662.90000000
0.076261553412
Long
EC
MY
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
6400.00000000
NS
USD
680000.00000000
0.265036735735
Long
EC
US
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
14.06000000
0.000005480024
N/A
DFE
DK
N
2
BNP PARIBAS
N/A
29648.59000000
USD
205686.14000000
DKK
2022-06-27
14.06000000
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN-CLASS B COMMON STOCK
N/A
18926.00000000
NS
451104.38000000
0.175822400516
Long
EC
HK
N
1
N
N
N
KT&G Corporation
988400ZJV6ISYBLQX875
KT&G CORP COMMON STOCK
N/A
2100.00000000
NS
144277.40000000
0.056233545788
Long
EC
KR
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
1100.00000000
NS
USD
202664.00000000
0.078990301486
Long
EC
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
5900.00000000
NS
USD
80712.00000000
0.031458301492
Long
EC
US
N
1
N
N
N
ASUSTEK COMPUTER INCORPORATION
254900B3WB4OGRB7HM13
ASUSTEK COMPUTER INC COMMON STOCK
N/A
22000.00000000
NS
258845.82000000
0.100887722340
Long
EC
TW
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
10599.90000000
0.004131416022
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
497790.25000000
USD
4776668.75000000
NOK
2022-06-27
10599.90000000
N
N
N
BAJAJ FINANCE LIMITED
335800YTEXC3DO4Z6F68
BAJAJ FINANCE LTD COMMON STOCK
Y05473122
106.00000000
NS
8304.21000000
0.003236648104
Long
EC
IN
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
4500.00000000
NS
USD
219015.00000000
0.085363265701
Long
EC
US
N
1
N
N
N
TESLA, INC.
54930043XZGB27CTOV49
TESLA INC COMMON STOCK
88160R101
55.00000000
NS
USD
41704.30000000
0.016254664026
Long
EC
US
N
1
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
KORN FERRY COMMON STOCK
500643200
815.00000000
NS
USD
50089.90000000
0.019523034690
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
8232.00000000
NS
USD
978373.20000000
0.381330645969
Long
EC
US
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
641.00000000
NS
14464.64000000
0.005637736719
Long
EC
GB
N
1
N
N
N
REXEL SA
969500N6AVPA51648T62
REXEL SA COMMON STOCK
N/A
33795.00000000
NS
716454.43000000
0.279245210927
Long
EC
FR
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
113.00000000
NS
USD
15445.97000000
0.006020219807
Long
EC
US
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD COMMON STOCK
N/A
734.00000000
NS
39986.74000000
0.015585228003
Long
EC
KR
N
1
N
N
N
INFOSYS LIMITED
335800TYLGG93MM7PR89
INFOSYS LTD-SP ADR DEPOSITARY RECEIPT
456788108
8455.00000000
NS
USD
159461.30000000
0.062151621217
Long
EC
US
N
1
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP COMMON STOCK
25179M103
8877.00000000
NS
USD
664887.30000000
0.259146411212
Long
EC
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
22500.00000000
NS
491310.21000000
0.191493021017
Long
EC
GB
N
1
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
-1.00000000
NC
-95600.28000000
-0.03726115609
N/A
DE
GB
N
1
J.P. MORGAN SECURITIES
N/A
Short
FTSE 100 IDX FUT Jun 2022
N/A
N/A
2022-06-20
-94055.52000000
GBP
-1544.76000000
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-9.40000000
-0.00000366374
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2246.11000000
USD
3438.61000000
NZD
2022-06-27
-9.40000000
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
1124.00000000
NS
USD
2557369.76000000
0.996760195970
Long
EC
US
N
1
N
N
N
AGL ENERGY LIMITED
549300QAZ8A74DEDXO80
AGL ENERGY LTD COMMON STOCK
Q01630195
16300.00000000
NS
102428.95000000
0.039922697871
Long
EC
AU
N
1
N
N
N
PARK24 Co., Ltd.
549300LFG2WZWCWM4M68
PARK24 CO LTD COMMON STOCK
N/A
16300.00000000
NS
257211.71000000
0.100250811781
Long
EC
JP
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
212.00000000
NS
USD
6972.68000000
0.002717671097
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
5200.00000000
NS
USD
159536.00000000
0.062180736282
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-7.50000000
-0.00000292319
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
45224.99000000
EUR
48501.22000000
USD
2022-06-27
-7.50000000
N
N
N
NTT DATA CORPORATION
353800SZGJGSLJRRWB43
NTT DATA CORP COMMON STOCK
N/A
7451.00000000
NS
117228.22000000
0.045690859948
Long
EC
JP
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
5422.00000000
NS
USD
1058916.60000000
0.412723233941
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
768.63000000
0.000299581156
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
124447.56000000
USD
192501.50000000
NZD
2022-06-27
768.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-01
N/A
1.00000000
NC
USD
0.85000000
0.000000331295
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9355.00000000
JPY
73.57000000
USD
2022-06-01
0.85000000
N
N
N
ENGIE Energia Chile S.A.
5493000FIKCC3ZDWTO77
ENGIE ENERGIA CHILE SA COMMON STOCK
N/A
14637.00000000
NS
7032.20000000
0.002740869607
Long
EC
CL
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
10200.00000000
NS
USD
541008.00000000
0.210863226951
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.08000000
-0.00000003118
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4297.25000000
DKK
619.64000000
USD
2022-06-27
-0.08000000
N
N
N
BANQUE NATIONALE DU CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMMON STOCK
633067103
463.00000000
NS
35536.26000000
0.013850609339
Long
EC
CA
N
1
N
N
N
Mitsui High-tec, Inc.
N/A
MITSUI HIGH-TEC INC COMMON STOCK
N/A
305.00000000
NS
26292.90000000
0.010247918219
Long
EC
JP
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG COMMON STOCK
N/A
395.00000000
NS
12275.39000000
0.004784454846
Long
EC
AT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-06-13
N/A
1.00000000
NC
USD
-14623.48000000
-0.00569964618
N/A
DFE
US
N
2
STANDARD CHARTERED
N/A
595623000.00000000
KRW
466314.10000000
USD
2022-06-13
-14623.48000000
N
N
N
Mitsubishi Corporation
KVIPTY4PULAPGC1VVD26
MITSUBISHI CORP COMMON STOCK
N/A
6600.00000000
NS
227430.53000000
0.088643301879
Long
EC
JP
N
1
N
N
N
Alinma Bank SJSC
558600HPAUTN6XSVBK93
ALINMA BANK COMMON STOCK
N/A
8394.00000000
NS
86166.91000000
0.033584406698
Long
EC
SA
N
1
N
N
N
LIBERTY ENERGY INC.
N/A
Liberty Energy Inc COMMON STOCK
53115L104
52640.00000000
NS
USD
856452.80000000
0.333810962387
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-10470.20000000
-0.00408086416
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1013352.74000000
GBP
1266647.86000000
USD
2022-06-27
-10470.20000000
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
4500.00000000
NS
USD
408690.00000000
0.159290975776
Long
EC
US
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
146.00000000
NS
USD
47720.10000000
0.018599381666
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
680.00000000
NS
USD
33095.60000000
0.012899337928
Long
EC
US
N
1
N
N
N
CMS ENERGY CORPORATION
549300IA9XFBAGNIBW29
CMS ENERGY CORP COMMON STOCK
125896100
214.00000000
NS
USD
15202.56000000
0.005925348348
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-11.06000000
-0.00000431074
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1178.12000000
CAD
920.36000000
USD
2022-06-27
-11.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-162.08000000
-0.00006317228
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
29928.61000000
CHF
31111.14000000
USD
2022-06-27
-162.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1573.03000000
0.000613104024
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
19566899.00000000
JPY
153850.80000000
USD
2022-06-27
1573.03000000
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
8100.00000000
NS
USD
469233.00000000
0.182888209734
Long
EC
US
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU AERO ENGINES AG COMMON STOCK
N/A
1409.00000000
NS
277501.26000000
0.108158864872
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1.03000000
0.000000401452
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
697.03000000
GBP
879.49000000
USD
2022-06-27
1.03000000
N
N
N
HOST HOTELS & RESORTS, INC.
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS INC REIT
44107P104
6683.00000000
NS
USD
133593.17000000
0.052069261313
Long
EC
US
N
1
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK
517834107
24100.00000000
NS
USD
854586.00000000
0.333083358596
Long
EC
US
N
1
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
9200.00000000
NS
231850.44000000
0.090366005583
Long
EC
JP
N
1
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
KINNEVIK AB - B COMMON STOCK
N/A
618.00000000
NS
12308.01000000
0.004797168814
Long
EC
SE
N
1
N
N
N
LIXIL Corporation
353800KB8G4F9WUJJ886
LIXIL CORP COMMON STOCK
N/A
600.00000000
NS
11468.77000000
0.004470066711
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
0.69000000
0.000000268934
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1055.19000000
EUR
1132.50000000
USD
2022-06-27
0.69000000
N
N
N
Multiplan Empreendimentos Imobiliarios S.A.
N/A
MULTIPLAN EMPREENDIMENTOS COMMON STOCK
N/A
1300.00000000
NS
6600.68000000
0.002572680412
Long
EC
BR
N
1
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC COMMON STOCK
502431109
800.00000000
NS
USD
192720.00000000
0.075114528986
Long
EC
US
N
1
N
N
N
LX Semicon Co Ltd
N/A
LX SEMICON CO LTD COMMON STOCK
N/A
486.00000000
NS
49809.89000000
0.019413898019
Long
EC
KR
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
1534.00000000
NS
42240.91000000
0.016463813089
Long
EC
NL
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
101.46000000
0.000039545040
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
21734.77000000
USD
20358.06000000
EUR
2022-06-27
101.46000000
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
179.00000000
NS
USD
37432.48000000
0.014589679867
Long
EC
US
N
1
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
87.00000000
NS
11051.40000000
0.004307392619
Long
EC
DK
N
1
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N/A
846.00000000
NS
12626.24000000
0.004921202109
Long
EC
FR
N
1
N
N
N
AVERY DENNISON CORPORATION
549300PW7VPFCYKLIV37
AVERY DENNISON CORP COMMON STOCK
053611109
125.00000000
NS
USD
21570.00000000
0.008407121161
Long
EC
US
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
6300.00000000
NS
142164.07000000
0.055409854487
Long
EC
GB
N
1
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD COMMON STOCK
N/A
3200.00000000
NS
72221.17000000
0.028148916393
Long
EC
SG
N
1
N
N
N
Intact Corporation financiere
5493009LXGE7Y4U9OY43
INTACT FINANCIAL CORP COMMON STOCK
45823T106
538.00000000
NS
77732.14000000
0.030296871540
Long
EC
CA
N
1
N
N
N
Sheng Siong Group Ltd
N/A
SHENG SIONG GROUP LTD COMMON STOCK
N/A
9641.00000000
NS
10759.89000000
0.004193773709
Long
EC
SG
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
82.00000000
NS
USD
8139.32000000
0.003172380593
Long
EC
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
2856.00000000
NS
USD
310847.04000000
0.121155712933
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
3682.20000000
0.001435173924
N/A
DFE
SG
N
2
BARCLAY BANK PLC
N/A
871132.93000000
USD
1199112.74000000
SGD
2022-06-27
3682.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
2595.02000000
0.001011434749
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
28611082.00000000
JPY
225258.39000000
USD
2022-06-27
2595.02000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-719.09000000
-0.00028027245
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
72210.32000000
USD
9186250.00000000
JPY
2022-06-27
-719.09000000
N
N
N
TOKYO OHKA KOGYO CO., LTD.
N/A
TOKYO OHKA KOGYO CO LTD COMMON STOCK
N/A
149.00000000
NS
8559.29000000
0.003336068061
Long
EC
JP
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GR COMMON STOCK
N/A
30300.00000000
NS
923756.07000000
0.360043078542
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
205.55000000
0.000080115148
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2625840.00000000
JPY
20640.93000000
USD
2022-06-27
205.55000000
N
N
N
KURARAY CO.,LTD.
549300W9JPTOE739QZ31
KURARAY CO LTD COMMON STOCK
N/A
32500.00000000
NS
271580.71000000
0.105851271863
Long
EC
JP
N
1
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC COMMON STOCK
N/A
20220.00000000
NS
33276.13000000
0.012969701283
Long
EC
GB
N
1
N
N
N
DB INSURANCE CO.,LTD
9884000ZF26VNJBWSJ91
DB INSURANCE CO LTD COMMON STOCK
N/A
156.00000000
NS
8195.93000000
0.003194444902
Long
EC
KR
N
1
N
N
N
MD MEDICAL GROUP INVESTMENTS PLC
213800XKI6VHY4JBS612
MD MEDICAL GROUP IN-GDR REGS DEPOSITARY RECEIPT
55279C200
29105.00000000
NS
USD
0.01000000
0.000000003897
Long
EC
GB
N
2
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
879.00000000
NS
171847.05000000
0.066979089967
Long
EC
FR
N
1
N
N
N
NOVA LJUBLJANSKA BANKA d.d., Ljubljana
5493001BABFV7P27OW30
NOVA LJUBLJANSKA B-GDR REG S DEPOSITARY RECEIPT
66980N203
13800.00000000
NS
194399.51000000
0.075769134645
Long
EC
GB
N
1
N
N
N
ANNALY CAPITAL MANAGEMENT, INC.
2DTL0G3FPRYUT58TI025
ANNALY CAPITAL MANAGEMENT IN REIT
035710409
24400.00000000
NS
USD
161284.00000000
0.062862036597
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
466.00000000
NS
USD
75436.08000000
0.029401959411
Long
EC
US
N
1
N
N
N
PERSIMMON PUBLIC LIMITED COMPANY
213800XI72Y57UWN6F31
PERSIMMON PLC COMMON STOCK
N/A
751.00000000
NS
20605.03000000
0.008031014545
Long
EC
GB
N
1
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMMON STOCK
49456B101
11000.00000000
NS
USD
216590.00000000
0.084418097930
Long
EC
US
N
1
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
ENGIE COMMON STOCK
N/A
685.00000000
NS
9169.63000000
0.003573954122
Long
EC
FR
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
5300.00000000
NS
USD
212053.00000000
0.082649757239
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-15.01000000
-0.00000585029
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2771.34000000
CHF
2880.84000000
USD
2022-06-27
-15.01000000
N
N
N
PharmaEngine Inc
N/A
PHARMAENGINE INC COMMON STOCK
N/A
7000.00000000
NS
17750.22000000
0.006918324069
Long
EC
TW
N
1
N
N
N
MEITEC CORPORATION
N/A
MEITEC CORP COMMON STOCK
N/A
2900.00000000
NS
155769.75000000
0.060712803038
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-223.33000000
-0.00008704507
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
101747.90000000
NOK
10605.90000000
USD
2022-06-27
-223.33000000
N
N
N
Evergreen Fibreboard Bhd
N/A
EVERGREEN FIBREBOARD BHD COMMON STOCK
N/A
126172.00000000
NS
17866.08000000
0.006963481652
Long
EC
MY
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
2834.00000000
NS
USD
636459.72000000
0.248066480317
Long
EC
US
N
1
N
N
N
SINOPAC FINANCIAL HOLDINGS COMPANY LIMITED
N/A
SINOPAC FINANCIAL HOLDINGS COMMON STOCK
N/A
298000.00000000
NS
186346.25000000
0.072630296789
Long
EC
TW
N
1
N
N
N
ASUSTEK COMPUTER INCORPORATION
254900B3WB4OGRB7HM13
ASUSTEK COMPUTER INC COMMON STOCK
N/A
1000.00000000
NS
11765.72000000
0.004585805915
Long
EC
TW
N
1
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD COMMON STOCK
N/A
11200.00000000
NS
241091.25000000
0.093967702815
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.86000000
-0.00000033519
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
10170.31000000
HKD
1296.51000000
USD
2022-06-27
-0.86000000
N
N
N
KUMHO Engineering & Construction Co., Ltd.
N/A
KUMHO Engineering & Construction Co Ltd COMMON STOCK
N/A
2572.00000000
NS
19167.35000000
0.007470664524
Long
EC
KR
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-06-13
N/A
1.00000000
NC
13230.33000000
0.005156652170
N/A
DFE
KR
N
2
STANDARD CHARTERED
N/A
466314.10000000
USD
593897638.00000000
KRW
2022-06-13
13230.33000000
N
N
N
Doosan Bobcat Inc.
N/A
DOOSAN BOBCAT INC COMMON STOCK
N/A
2722.00000000
NS
83604.91000000
0.032585841820
Long
EC
KR
N
1
N
N
N
NK ROSNEFT' PAO
253400JT3MQWNDKMJE44
ROSNEFT OIL CO PJSC COMMON STOCK
N/A
30547.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
4800.00000000
NS
211851.89000000
0.082571372625
Long
EC
GB
N
1
N
N
N
Al Rajhi Banking & Investment Corporation SJSC
558600BQZS4Y1DTU8589
AL RAJHI BANK COMMON STOCK
N/A
1704.00000000
NS
44934.17000000
0.017513537852
Long
EC
SA
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK
682680103
165.00000000
NS
USD
10865.25000000
0.004234838813
Long
EC
US
N
1
N
N
N
DCM Holdings Co., Ltd.
353800S1QF5V2DN70A36
DCM HOLDINGS CO LTD COMMON STOCK
N/A
22400.00000000
NS
184569.94000000
0.071937962371
Long
EC
JP
N
1
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP COMMON STOCK
857477103
486.00000000
NS
USD
35230.14000000
0.013731296036
Long
EC
US
N
1
N
N
N
JINDAL SAW LIMITED
335800DDPMLWP71NRQ10
JINDAL SAW LTD COMMON STOCK
N/A
55887.00000000
NS
62519.58000000
0.024367625592
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.05000000
-0.00000001948
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
41.98000000
SEK
4.25000000
USD
2022-06-27
-0.05000000
N
N
N
CJ CheilJedang Corporation
9884008938PK154I3A92
CJ CHEILJEDANG CORP COMMON STOCK
N/A
76.00000000
NS
24172.32000000
0.009421401158
Long
EC
KR
N
1
N
N
N
MANHATTAN ASSOCIATES, INC.
529900Q1GJP7KD52SW51
MANHATTAN ASSOCIATES INC COMMON STOCK
562750109
1001.00000000
NS
USD
121050.93000000
0.047180799036
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
8.17000000
0.000003184338
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12347.17000000
EUR
13251.85000000
USD
2022-06-27
8.17000000
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
690.00000000
NS
USD
26192.40000000
0.010208747348
Long
EC
US
N
1
N
N
N
VESTAS WIND SYSTEMS A/S
549300DYMC8BGZZC8844
VESTAS WIND SYSTEMS A/S COMMON STOCK
N/A
492.00000000
NS
12543.43000000
0.004888926091
Long
EC
DK
N
1
N
N
N
INFOSYS LIMITED
335800TYLGG93MM7PR89
INFOSYS LTD COMMON STOCK
N/A
9586.00000000
NS
185654.38000000
0.072360633603
Long
EC
IN
N
1
N
N
N
Yuanta Financial Holding Co., Ltd
21380045JG57LJEFFE13
YUANTA FINANCIAL HOLDING CO COMMON STOCK
N/A
185000.00000000
NS
155202.41000000
0.060491676654
Long
EC
TW
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-150272.97000000
-0.05857037858
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12743430.36000000
USD
1618155053.00000000
JPY
2022-06-27
-150272.97000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA COMMON STOCK
N/A
292.00000000
NS
7354.04000000
0.002866309935
Long
EC
FR
N
1
N
N
N
LES VETEMENTS DE SPORT GILDAN INC.
549300SB3IBI34M00Z45
GILDAN ACTIVEWEAR INC COMMON STOCK
375916103
3040.00000000
NS
95753.33000000
0.037320808851
Long
EC
CA
N
1
N
N
N
ATOS SE
5493001EZOOA66PTBR68
ATOS SE COMMON STOCK
N/A
10428.00000000
NS
273242.22000000
0.106498861844
Long
EC
FR
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
22080.00000000
NS
USD
777657.60000000
0.303099752682
Long
EC
US
N
1
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK-H COMMON STOCK
N/A
671000.00000000
NS
499472.95000000
0.194674529788
Long
EC
HK
N
1
N
N
N
SAWAI GROUP HOLDINGS Co., Ltd.
N/A
SAWAI GROUP HOLDINGS CO LTD COMMON STOCK
N/A
6200.00000000
NS
183139.65000000
0.071380492676
Long
EC
JP
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/JPY SETTLE 2022-06-01
N/A
1.00000000
NC
9690.89000000
0.003777120370
N/A
DFE
NZ
N
2
STANDARD CHARTERED
N/A
190924160.00000000
JPY
2294816.70000000
NZD
2022-06-01
9690.89000000
N
N
N
ENOVA INTERNATIONAL, INC.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC COMMON STOCK
29357K103
599.00000000
NS
USD
18916.42000000
0.007372862071
Long
EC
US
N
1
N
N
N
Investmentaktiebolaget Latour
5493006GFBLNB3Y0Y789
INVESTMENT AB LATOUR-B SHS COMMON STOCK
N/A
305.00000000
NS
7472.52000000
0.002912488689
Long
EC
SE
N
1
N
N
N
Aktiebolaget Volvo
549300HGV012CNC8JD22
VOLVO AB-B SHS COMMON STOCK
928856301
568.00000000
NS
9931.07000000
0.003870732904
Long
EC
SE
N
1
N
N
N
NORTHERN TRUST CORPORATION
549300GLF98S992BC502
NORTHERN TRUST CORP COMMON STOCK
665859104
378.00000000
NS
USD
42241.50000000
0.016464043047
Long
EC
US
N
1
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC COMMON STOCK
N/A
4020.00000000
NS
10948.53000000
0.004267298018
Long
EC
GB
N
1
N
N
N
KAP INDUSTRIAL HOLDINGS LIMITED
3789001F51BC0045FD42
KAP INDUSTRIAL HOLDINGS LTD COMMON STOCK
N/A
107850.00000000
NS
32457.94000000
0.012650803626
Long
EC
ZA
N
1
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
66.00000000
NS
USD
24080.10000000
0.009385457500
Long
EC
US
N
1
N
N
N
Commercial International Bank (Egypt) S.A.E.
213800FIIXJAMEVRIH48
COMMERCIAL INTERNATIONAL BAN COMMON STOCK
N/A
9558.00000000
NS
21165.79000000
0.008249576310
Long
EC
EG
N
1
N
N
N
Barloworld Limited
37890086DF1523D53926
BARLOWORLD LTD COMMON STOCK
N/A
20146.00000000
NS
127595.10000000
0.049731454117
Long
EC
ZA
N
1
N
N
N
New World Development Company Limited
2549008GWMWXTIRL4S48
NEW WORLD DEVELOPMENT COMMON STOCK
N/A
2000.00000000
NS
7622.16000000
0.002970812361
Long
EC
HK
N
1
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
235.00000000
NS
USD
8890.05000000
0.003464985047
Long
EC
US
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
1.38000000
0.000000537868
N/A
DFE
DK
N
2
BNP PARIBAS
N/A
10720.57000000
USD
74347.92000000
DKK
2022-06-27
1.38000000
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS INC COMMON STOCK
070830104
860.00000000
NS
USD
35277.20000000
0.013749638138
Long
EC
US
N
1
N
N
N
INTERNATIONAL CONTAINER TERMINAL SERVICES, INC.
254900FU1MWK0I0Q4J61
INTL CONTAINER TERM SVCS INC COMMON STOCK
N/A
17608.00000000
NS
72936.02000000
0.028427536262
Long
EC
PH
N
1
N
N
N
X5 RETAIL GROUP NV
213800J17UJJJDGUVF56
X 5 RETAIL GROUP NV-REGS GDR DEPOSITARY RECEIPT
98387E205
9308.00000000
NS
USD
0.01000000
0.000000003897
Long
EC
GB
N
2
N
N
N
Aritzia Inc.
549300U83HKFRL1EX527
ARITZIA INC-SUBORDINATE VOTI COMMON STOCK
04045U102
1426.00000000
NS
41623.84000000
0.016223303944
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-60.41000000
-0.00002354539
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
23584.21000000
NOK
2449.70000000
USD
2022-06-27
-60.41000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
19.51000000
0.000007604215
N/A
DFE
AU
N
2
STANDARD CHARTERED
N/A
1271.33000000
USD
1799.02000000
AUD
2022-06-27
19.51000000
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
4563.00000000
NS
USD
1223066.52000000
0.476702291247
Long
EC
US
N
1
N
N
N
SAPPI LIMITED
549300SSI7XQH8ESJG95
SAPPI LIMITED COMMON STOCK
N/A
26427.00000000
NS
96457.38000000
0.037595219312
Long
EC
ZA
N
1
N
N
N
SeAH Steel Corporation
N/A
SEAH STEEL CORP/NEW COMMON STOCK
N/A
384.00000000
NS
55868.09000000
0.021775141478
Long
EC
KR
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
186.00000000
NS
USD
13003.26000000
0.005068149388
Long
EC
US
N
1
N
N
N
MOWI ASA
549300W1OGQF5LZIH349
MOWI ASA COMMON STOCK
N/A
792.00000000
NS
20615.74000000
0.008035188874
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-26.85000000
-0.00001046505
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3881.31000000
CAD
3041.72000000
USD
2022-06-27
-26.85000000
N
N
N
TRANE TECHNOLOGIES PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGIES PLC COMMON STOCK
G8994E103
159.00000000
NS
USD
21951.54000000
0.008555830155
Long
EC
US
N
1
N
N
N
UNIVERSAL HEALTH SERVICES, INC.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES-B COMMON STOCK
913903100
212.00000000
NS
USD
26417.32000000
0.010296412146
Long
EC
US
N
1
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
184.00000000
NS
USD
28481.36000000
0.011100892181
Long
EC
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
1100.00000000
NS
374565.75000000
0.145990711321
Long
EC
CH
N
1
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
714.00000000
NS
39277.48000000
0.015308786892
Long
EC
CA
N
1
N
N
N
Grifols, S.A.
959800HSSNXWRKBK4N60
GRIFOLS SA COMMON STOCK
N/A
28972.00000000
NS
607999.53000000
0.236973839353
Long
EC
ES
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
61.00000000
NS
USD
7647.57000000
0.002980716160
Long
EC
US
N
1
N
N
N
PETRONAS CHEMICALS GROUP BERHAD
N/A
PETRONAS CHEMICALS GROUP BHD COMMON STOCK
N/A
42296.00000000
NS
99110.87000000
0.038629443324
Long
EC
MY
N
1
N
N
N
Astellas Pharma Inc.
529900IB708DY2HBBB35
ASTELLAS PHARMA INC COMMON STOCK
N/A
700.00000000
NS
11222.74000000
0.004374174081
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-37.91000000
-0.00001477579
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12342.50000000
SGD
8966.59000000
USD
2022-06-27
-37.91000000
N
N
N
Citizen Watch Co., Ltd.
529900DUZBKERKGQ2628
CITIZEN WATCH CO LTD COMMON STOCK
N/A
70500.00000000
NS
301958.88000000
0.117691464531
Long
EC
JP
N
1
N
N
N
INPEX CORPORATION
353800VHYYADPR6MXQ47
INPEX CORP COMMON STOCK
N/A
1000.00000000
NS
13051.42000000
0.005086920225
Long
EC
JP
N
1
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
1000.00000000
NS
USD
315980.00000000
0.123156334937
Long
EC
US
N
1
N
N
N
SHAW COMMUNICATIONS INC.
549300SCT0RG6178CI40
SHAW COMMUNICATIONS INC-B COMMON STOCK
82028K200
439.00000000
NS
12439.23000000
0.004848313109
Long
EC
CA
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
193.00000000
NS
USD
111965.09000000
0.043639502897
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.37000000
-0.00000014421
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
212.05000000
NOK
22.20000000
USD
2022-06-27
-0.37000000
N
N
N
COPART, INC.
549300KVYX3JWMYEHU61
COPART INC COMMON STOCK
217204106
320.00000000
NS
USD
36649.60000000
0.014284544632
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
11600.00000000
NS
USD
1122300.00000000
0.437427541935
Long
EC
US
N
1
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO COMMON STOCK
025816109
2949.00000000
NS
USD
497850.18000000
0.194042039106
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
9500.00000000
NS
USD
1659270.00000000
0.646716918388
Long
EC
US
N
1
N
N
N
Aozora Bank,Ltd.
X0XUGKC9FD2CYUQNC010
AOZORA BANK LTD COMMON STOCK
N/A
5700.00000000
NS
117681.99000000
0.045867721300
Long
EC
JP
N
1
N
N
N
PetroChina Company Limited
529900RPY4YG47TRSV05
PETROCHINA CO LTD-H COMMON STOCK
N/A
638000.00000000
NS
342357.13000000
0.133437082633
Long
EC
HK
N
1
N
N
N
OSAKA GAS CO., LTD.
353800024KMNOPQRWZ02
OSAKA GAS CO LTD COMMON STOCK
N/A
11800.00000000
NS
220691.05000000
0.086016522791
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
12.77000000
0.000004977233
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9867.22000000
CHF
10323.30000000
USD
2022-06-27
12.77000000
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
3500.00000000
NS
USD
244790.00000000
0.095409327265
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.63000000
-0.00000063530
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9832.27000000
EUR
10544.55000000
USD
2022-06-27
-1.63000000
N
N
N
KONE Oyj
2138001CNF45JP5XZK38
KONE OYJ-B COMMON STOCK
N/A
437.00000000
NS
22227.08000000
0.008663224600
Long
EC
FI
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
121.00000000
NS
USD
22293.04000000
0.008688933163
Long
EC
US
N
1
N
N
N
GAZPROM NEFT' PAO
253400KXA9P2AN72P004
GAZPROM NEFT PJSC COMMON STOCK
N/A
7643.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
26500.00000000
NS
252489.10000000
0.098410127754
Long
EC
GB
N
1
N
N
N
SHINSEGAE Inc.
9884005BGBN4CVNXZ186
SHINSEGAE INC COMMON STOCK
N/A
567.00000000
NS
116177.26000000
0.045281237878
Long
EC
KR
N
1
N
N
N
Bank of Communications Co., Ltd.
549300AX1UM10U30HK09
BANK OF COMMUNICATIONS CO-H COMMON STOCK
N/A
337000.00000000
NS
229805.43000000
0.089568942678
Long
EC
HK
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
8944.00000000
NS
USD
1500356.00000000
0.584778612767
Long
EC
US
N
1
N
N
N
ORIENTAL LAND CO.,LTD.
353800PIFKBZ6KTU5994
ORIENTAL LAND CO LTD COMMON STOCK
N/A
100.00000000
NS
14924.79000000
0.005817084739
Long
EC
JP
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK
493267108
993.00000000
NS
USD
19820.28000000
0.007725150459
Long
EC
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC COMMON STOCK
N/A
1439757.00000000
NS
814542.54000000
0.317476023411
Long
EC
GB
N
1
N
N
N
AEGON N.V.
O4QK7KMMK83ITNTHUG69
AEGON NV COMMON STOCK
N/A
3602.00000000
NS
19189.01000000
0.007479106724
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-80.31000000
-0.00003130161
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
30854.19000000
GBP
38804.91000000
USD
2022-06-27
-80.31000000
N
N
N
OIL INDIA LIMITED
335800XXEP14XISP1A16
OIL INDIA LTD COMMON STOCK
Y64210100
63500.00000000
NS
195032.28000000
0.076015763021
Long
EC
IN
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC COMMON STOCK
N/A
59562.00000000
NS
691059.12000000
0.269347137301
Long
EC
GB
N
1
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY INC COMMON STOCK
127097103
1077.00000000
NS
USD
36973.41000000
0.014410752787
Long
EC
US
N
1
N
N
N
Pou Chen Corporation
25490027LIXQ7W4PBH18
POU CHEN COMMON STOCK
N/A
109000.00000000
NS
117543.50000000
0.045813743451
Long
EC
TW
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
79205.13000000
0.030870983983
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
19040477.01000000
USD
17825401.39000000
EUR
2022-06-27
79205.13000000
N
N
N
BENEFIT SYSTEMS SPOLKA AKCYJNA
2594007UY43JEUOLID52
BENEFIT SYSTEMS SA COMMON STOCK
N/A
776.00000000
NS
109966.68000000
0.042860602804
Long
EC
PL
N
1
N
N
N
MACNICA FUJI ELECTRONICS HOLDINGS, INC.
N/A
MACNICA FUJI ELECTRONICS HOL COMMON STOCK
N/A
658.00000000
NS
14587.55000000
0.005685642109
Long
EC
JP
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
120756.42000000
0.047066010846
N/A
DFE
CA
N
2
BNP PARIBAS
N/A
8188649.59000000
USD
10510228.37000000
CAD
2022-06-27
120756.42000000
N
N
N
WESTROCK COMPANY
5493004Z9TCQW68YVL89
WESTROCK CO COMMON STOCK
96145D105
941.00000000
NS
USD
45629.09000000
0.017784389806
Long
EC
US
N
1
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP COMMON STOCK
42809H107
327.00000000
NS
USD
40243.89000000
0.015685454763
Long
EC
US
N
1
N
N
N
THE BERKELEY GROUP HOLDINGS PLC
2138009OQSSLVVHQAL78
BERKELEY GROUP HOLDINGS/THE COMMON STOCK
N/A
199.00000000
NS
10533.61000000
0.004105578838
Long
EC
GB
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
4696.00000000
NS
USD
933705.68000000
0.363921037595
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
53.12000000
0.000020704046
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
343654.09000000
USD
320440.42000000
EUR
2022-06-27
53.12000000
N
N
N
Bangkok Bank Public Company Limited
549300CCL2BKJGMYXV60
BANGKOK BANK PUBLIC CO LTD COMMON STOCK
N/A
35900.00000000
NS
137431.33000000
0.053565222192
Long
EC
TH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-24123.54000000
-0.00940238867
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2048501.29000000
CAD
1595425.37000000
USD
2022-06-27
-24123.54000000
N
N
N
EPAM SYSTEMS, INC.
549300XCR4R530HJP604
EPAM SYSTEMS INC COMMON STOCK
29414B104
30.00000000
NS
USD
10155.60000000
0.003958245696
Long
EC
US
N
1
N
N
N
Bumrungrad Hospital Public Company Limited
N/A
BUMRUNGRAD HOSPITAL PCL COMMON STOCK
N/A
7169.00000000
NS
36557.29000000
0.014248565895
Long
EC
TH
N
1
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
6000.00000000
NS
USD
521340.00000000
0.203197429130
Long
EC
US
N
1
N
N
N
N/A
N/A
MSCI EMGMKT JUN22 PHYSICAL INDEX FUTURE.
N/A
-161.00000000
NC
USD
-8559565.00000000
-3.33617524546
N/A
DE
US
N
1
J.P. MORGAN SECURITIES
N/A
Short
US MSCI Emerging Markets Equity Index Future Jun 2022
N/A
N/A
2022-06-20
-8624917.18000000
USD
65352.18000000
N
N
N
AISIN CORPORATION
3538004IOK08PDY6I723
AISIN CORP COMMON STOCK
N/A
9200.00000000
NS
302149.33000000
0.117765694305
Long
EC
JP
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC COMMON STOCK
N/A
45600.00000000
NS
180386.65000000
0.070307483656
Long
EC
JP
N
1
N
N
N
GAZPROM PAO
213800FD9J2IHTA7YX78
GAZPROM PJSC COMMON STOCK
N/A
54000.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA
5493000LKS7B3UTF7H35
BANK PEKAO SA COMMON STOCK
N/A
12113.00000000
NS
264107.50000000
0.102938514240
Long
EC
PL
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK
N/A
2455.00000000
NS
835962.65000000
0.325824723460
Long
EC
CH
N
1
N
N
N
Northrop Grumman Corporation
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP COMMON STOCK
666807102
600.00000000
NS
USD
280782.00000000
0.109437565784
Long
EC
US
N
1
N
N
N
MINES AGNICO EAGLE LIMITEE
YGE0EUBRF7IJOB3QRX76
AGNICO EAGLE MINES LTD COMMON STOCK
008474108
132.00000000
NS
6996.31000000
0.002726881124
Long
EC
CA
N
1
N
N
N
Alsea, S.A.B. de C.V.
4469000001BJLPKNUN21
ALSEA SAB DE CV COMMON STOCK
N/A
75978.00000000
NS
162454.86000000
0.063318390880
Long
EC
MX
N
1
N
N
N
N/A
N/A
MSCI SING IX ETS JUN22 PHYSICAL INDEX FUTURE.
N/A
27.00000000
NC
591443.58000000
0.230520993845
N/A
DE
SG
N
1
J.P. MORGAN SECURITIES
N/A
Long
MSCI SING IX ETS Jun 2022
N/A
N/A
2022-07-02
587512.02000000
SGD
3931.56000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-06-13
N/A
1.00000000
NC
USD
-14510.52000000
-0.00565561890
N/A
DFE
US
N
2
STANDARD CHARTERED
N/A
595483106.00000000
KRW
466314.10000000
USD
2022-06-13
-14510.52000000
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
9300.00000000
NS
USD
701685.00000000
0.273488679286
Long
EC
US
N
1
N
N
N
N/A
N/A
EURO STOXX 50 JUN22 PHYSICAL INDEX FUTURE.
N/A
-8.00000000
NC
-324288.42000000
-0.12639462393
N/A
DE
DE
N
1
J.P. MORGAN SECURITIES
N/A
Short
DJ EURO STOXX 50 FUTR Jun 2022
N/A
N/A
2022-06-20
-313079.72000000
EUR
-11208.70000000
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP COMMON STOCK
N/A
10726.00000000
NS
328576.95000000
0.128066120979
Long
EC
KR
N
1
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA COMMON STOCK
N/A
700.00000000
NS
9646.62000000
0.003759865699
Long
EC
NO
N
1
N
N
N
MANILA ELECTRIC CO.
254900RDFLCM12O8SK69
MANILA ELECTRIC COMPANY COMMON STOCK
N/A
1110.00000000
NS
7907.46000000
0.003082010862
Long
EC
PH
N
1
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMMON STOCK
958102105
389.00000000
NS
USD
23608.41000000
0.009201611650
Long
EC
US
N
1
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
323.00000000
NS
USD
47600.51000000
0.018552770279
Long
EC
US
N
1
N
N
N
ENN ENERGY HOLDINGS LIMITED
549300V7BXPWT6WIPR03
ENN ENERGY HOLDINGS LTD COMMON STOCK
N/A
900.00000000
NS
13800.18000000
0.005378756852
Long
EC
HK
N
1
N
N
N
CONG TY CO PHAN XAY DUNG COTECCONS
N/A
COTECCONS CONSTRUCTION JSC COMMON STOCK
N/A
17500.00000000
NS
41052.18000000
0.016000493797
Long
EC
VN
N
1
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD COMMON STOCK
N/A
1542.00000000
NS
34578.36000000
0.013477258325
Long
EC
AU
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
SWEDISH MATCH AB COMMON STOCK
N/A
1314.00000000
NS
13551.45000000
0.005281811871
Long
EC
SE
N
1
N
N
N
MOTUS HOLDINGS LIMITED
N/A
MOTUS HOLDINGS LTD COMMON STOCK
N/A
16680.00000000
NS
122586.69000000
0.047779376709
Long
EC
ZA
N
1
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
15357.00000000
NS
387013.83000000
0.150842473805
Long
EC
JP
N
1
N
N
N
Axfood AB
549300QIXCZWZLHE8L05
AXFOOD AB COMMON STOCK
N/A
942.00000000
NS
27604.36000000
0.010759072744
Long
EC
SE
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
MERCEDES-BENZ GROUP AG COMMON STOCK
N/A
1927.00000000
NS
136656.42000000
0.053263193344
Long
EC
DE
N
1
N
N
N
ISUZU MOTORS LIMITED
529900C0QSXVCC7AR494
ISUZU MOTORS LTD COMMON STOCK
N/A
800.00000000
NS
9396.40000000
0.003662339975
Long
EC
JP
N
1
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
2641.00000000
NS
8355.09000000
0.003256479088
Long
EC
NZ
N
1
N
N
N
BOUYGUES S.A.
969500MOCLNQFNZN0D63
BOUYGUES SA COMMON STOCK
N/A
261.00000000
NS
8983.42000000
0.003501376930
Long
EC
FR
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
2500.00000000
NS
266151.75000000
0.103735280927
Long
EC
FR
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
54.00000000
0.000021047034
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3248.66000000
USD
31030.75000000
NOK
2022-06-27
54.00000000
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
2838.00000000
NS
592900.58000000
0.231088874028
Long
EC
DE
N
1
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
162.00000000
NS
USD
13420.08000000
0.005230609112
Long
EC
US
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP COMMON STOCK
743315103
6121.00000000
NS
USD
730724.98000000
0.284807299146
Long
EC
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
LONZA GROUP AG-REG COMMON STOCK
N/A
61.00000000
NS
36731.73000000
0.014316555613
Long
EC
CH
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
337.00000000
NS
USD
766755.88000000
0.298850699325
Long
EC
US
N
1
N
N
N
INTERCONTINENTAL HOTELS GROUP PLC
2138007ZFQYRUSLU3J98
INTERCONTINENTAL HOTELS GROU COMMON STOCK
N/A
189.00000000
NS
11747.89000000
0.004578856496
Long
EC
GB
N
1
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
128.00000000
NS
USD
34309.12000000
0.013372319368
Long
EC
US
N
1
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
252.00000000
NS
10427.00000000
0.004064026534
Long
EC
IE
N
1
N
N
N
Sitronix Technology Corp.
N/A
SITRONIX TECHNOLOGY CORP COMMON STOCK
N/A
6000.00000000
NS
53333.33000000
0.020787193660
Long
EC
TW
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
1.46000000
0.000000569049
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
59.29000000
USD
570.81000000
NOK
2022-06-27
1.46000000
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
15300.00000000
NS
USD
282285.00000000
0.110023374922
Long
EC
US
N
1
N
N
N
Nippon Television Holdings, Inc.
353800QI43C3H97E4W63
NIPPON TELEVISION HOLDINGS COMMON STOCK
N/A
32300.00000000
NS
305813.67000000
0.119193907117
Long
EC
JP
N
1
N
N
N
AltaGas Ltd.
549300D7A8QA85Z2MH11
ALTAGAS LTD COMMON STOCK
021361100
431.00000000
NS
10406.56000000
0.004056059842
Long
EC
CA
N
1
N
N
N
WIPRO LIMITED
335800IFS1IJHESG8362
WIPRO LTD COMMON STOCK
N/A
4477.00000000
NS
27567.40000000
0.010744667218
Long
EC
IN
N
1
N
N
N
MALAYSIAN PACIFIC INDUSTRIES BHD
N/A
MALAYSIAN PACIFIC INDUSTRIES COMMON STOCK
N/A
1227.00000000
NS
9202.85000000
0.003586901946
Long
EC
MY
N
1
N
N
N
M/I HOMES, INC.
5299005M71FH9CCSFB69
M/I HOMES INC COMMON STOCK
55305B101
11690.00000000
NS
USD
546507.50000000
0.213006711551
Long
EC
US
N
1
N
N
N
HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
335800OX2H9AP7NHLT64
HOUSING DEVELOPMENT FINANCE COMMON STOCK
Y37246207
203.00000000
NS
6031.59000000
0.002350871948
Long
EC
IN
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
7900.00000000
NS
USD
1096836.00000000
0.427502695702
Long
EC
US
N
1
N
N
N
GROEP BRUSSEL LAMBERT NV
549300KV0ZEHT2KVU152
GROUPE BRUXELLES LAMBERT SA COMMON STOCK
N/A
86.00000000
NS
7919.27000000
0.003086613926
Long
EC
BE
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
1.11000000
0.000000432633
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
45.06000000
USD
433.81000000
NOK
2022-06-27
1.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
61.74000000
0.000024063776
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
93371.65000000
EUR
100212.99000000
USD
2022-06-27
61.74000000
N
N
N
Central Retail Corporation PCL
N/A
CENTRAL RETAIL CORP PCL COMMON STOCK
N/A
9000.00000000
NS
9994.16000000
0.003895322857
Long
EC
TH
Y
1
N
N
N
N/A
N/A
TOPIX INDX FUTR JUN22 PHYSICAL INDEX FUTURE.
N/A
-104.00000000
NC
-15432857.83000000
-6.01510920931
N/A
DE
JP
N
1
J.P. MORGAN SECURITIES
N/A
Short
TOPIX INDX FUTR Jun 2022
N/A
N/A
2022-06-12
-15634496.03000000
JPY
201638.20000000
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
214.19000000
0.000083482674
N/A
DFE
CA
N
2
BNP PARIBAS
N/A
13804.49000000
USD
17731.66000000
CAD
2022-06-27
214.19000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-06-13
N/A
1.00000000
NC
13079.72000000
0.005097950431
N/A
DFE
KR
N
2
STANDARD CHARTERED
N/A
466314.10000000
USD
593711112.00000000
KRW
2022-06-13
13079.72000000
N
N
N
Lien Hwa Industrial Holdings Corporation
N/A
LIEN HWA INDUSTRIAL HOLDINGS COMMON STOCK
N/A
9201.00000000
NS
18291.05000000
0.007129117919
Long
EC
TW
N
1
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
991.00000000
NS
7771.39000000
0.003028976231
Long
EC
NO
N
1
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD COMMON STOCK
N/A
257.00000000
NS
34287.07000000
0.013363725162
Long
EC
AU
N
1
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
18000.00000000
NS
366945.55000000
0.143020662889
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-786.25000000
-0.00030644872
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
965543.06000000
SEK
98014.22000000
USD
2022-06-27
-786.25000000
N
N
N
INDUSTRIAL BANK OF KOREA
988400RBIWE3YA18PK12
INDUSTRIAL BANK OF KOREA COMMON STOCK
N/A
921.00000000
NS
8374.76000000
0.003264145666
Long
EC
KR
N
1
N
N
N
Thai Union Group Public Company Limited
25490047VDGNFMEYZW95
THAI UNION GROUP PCL COMMON STOCK
N/A
282200.00000000
NS
141842.20000000
0.055284402467
Long
EC
TH
N
1
N
N
N
HON HAI PRECISION INDUSTRY CO., LTD.
30030004CM3GSZXX7O56
HON HAI PRECISION INDUSTRY COMMON STOCK
N/A
44000.00000000
NS
171300.60000000
0.066766105667
Long
EC
TW
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
100.00000000
NS
USD
205965.00000000
0.080276898935
Long
EC
US
N
1
N
N
N
ALPEK, S.A.B. DE C.V.
549300PWKJTP62D4IQ66
ALPEK SA DE CV COMMON STOCK
N/A
37898.00000000
NS
50080.80000000
0.019519487875
Long
EC
MX
N
1
N
N
N
SHOUGANG FUSHAN RESOURCES GROUP LIMITED
529900OPUNJYLOX4OL37
SHOUGANG FUSHAN RESOURCES GR COMMON STOCK
N/A
566000.00000000
NS
245285.54000000
0.095602468889
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1.17000000
0.000000456019
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2927.42000000
SGD
2136.88000000
USD
2022-06-27
1.17000000
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
340.00000000
NS
25982.84000000
0.010127069262
Long
EC
CA
N
1
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES COMMON STOCK
N/A
5000.00000000
NS
61117.45000000
0.023821131536
Long
EC
HK
N
1
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
2413.00000000
NS
USD
880383.05000000
0.343138014366
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-5.02000000
-0.00000195659
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
65331.60000000
HKD
8328.97000000
USD
2022-06-27
-5.02000000
N
N
N
Takashimaya Company, Limited
353800IFO566STDN4V78
TAKASHIMAYA CO LTD COMMON STOCK
N/A
12500.00000000
NS
124373.28000000
0.048475717858
Long
EC
JP
N
1
N
N
N
SUMITOMO HEAVY INDUSTRIES, LTD.
353800VSTEIRMBC3S374
SUMITOMO HEAVY INDUSTRIES COMMON STOCK
N/A
8900.00000000
NS
209623.38000000
0.081702788778
Long
EC
JP
N
1
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
26.00000000
NS
9195.14000000
0.003583896897
Long
EC
CH
N
1
N
N
N
FORTUNE BRANDS HOME & SECURITY, INC.
54930032LHW54PQUJD44
FORTUNE BRANDS HOME & SECURI COMMON STOCK
34964C106
268.00000000
NS
USD
18585.80000000
0.007243999651
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-518.49000000
-0.00020208661
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
934472.28000000
DKK
134244.71000000
USD
2022-06-27
-518.49000000
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEINEKEN NV COMMON STOCK
N/A
239.00000000
NS
24020.59000000
0.009362262888
Long
EC
NL
N
1
N
N
N
STRABAG SE
529900TYYSRJH2VJSP60
STRABAG SE-BR COMMON STOCK
N/A
2918.00000000
NS
128630.94000000
0.050135183017
Long
EC
AT
N
1
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT COMMON STOCK
N/A
1013.00000000
NS
28257.96000000
0.011013819819
Long
EC
FR
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIES, INC.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK
446413106
187.00000000
NS
USD
39356.02000000
0.015339398635
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
6695.00000000
NS
USD
1307533.50000000
0.509624133389
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
43.00000000
NS
USD
98073.54000000
0.038225133681
Long
EC
US
N
1
N
N
N
FENG HSIN STEEL CO., LTD
N/A
FENG HSIN STEEL CO LTD COMMON STOCK
N/A
6349.00000000
NS
17302.53000000
0.006743832457
Long
EC
TW
N
1
N
N
N
INDUSTRIES TOROMONT LTEE
5493008W5EPRSLQ0B737
TOROMONT INDUSTRIES LTD COMMON STOCK
891102105
97.00000000
NS
8603.73000000
0.003353388991
Long
EC
CA
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE COMMON STOCK
N/A
2264.00000000
NS
124394.01000000
0.048483797581
Long
EC
DE
N
1
N
N
N
MATTEL, INC.
549300VELLG24KHTJ564
MATTEL INC COMMON STOCK
577081102
5520.00000000
NS
USD
138662.40000000
0.054045043919
Long
EC
US
N
1
N
N
N
GS Holdings Corp.
N/A
GS HOLDINGS COMMON STOCK
N/A
184.00000000
NS
6752.02000000
0.002631666677
Long
EC
KR
N
1
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN-CLASS B COMMON STOCK
N/A
700.00000000
NS
16684.62000000
0.006502995914
Long
EC
HK
N
1
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO COMMON STOCK
460146103
622.00000000
NS
USD
30135.90000000
0.011745765535
Long
EC
US
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA COMMON STOCK
N/A
1723.00000000
NS
8054.90000000
0.003139477062
Long
EC
DE
N
1
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC COMMON STOCK
651229106
27700.00000000
NS
USD
593888.00000000
0.231473730753
Long
EC
US
N
1
N
N
N
FUJI MEDIA HOLDINGS, INC.
353800TG2T8DSPV7H313
FUJI MEDIA HOLDINGS INC COMMON STOCK
N/A
18200.00000000
NS
155056.16000000
0.060434674267
Long
EC
JP
N
1
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
20380.00000000
NS
USD
1000658.00000000
0.390016367511
Long
EC
US
N
1
N
N
N
BAIDU, INC.
254900AL64IANZYI1E02
BAIDU INC - SPON ADR DEPOSITARY RECEIPT
056752108
390.00000000
NS
USD
54736.50000000
0.021334093067
Long
EC
US
N
1
N
N
N
RESMED INC.
529900T3QE5253CCXF22
RESMED INC COMMON STOCK
761152107
235.00000000
NS
USD
47813.10000000
0.018635629337
Long
EC
US
N
1
N
N
N
SRF LIMITED
335800436F28GT8ZW506
SRF LTD COMMON STOCK
N/A
2473.00000000
NS
78489.05000000
0.030591884710
Long
EC
IN
N
1
N
N
N
Usinas Siderurgicas de Minas Gerais S/A - USIMINAS
2549001OK55PFGXM4827
Usinas Siderurgicas de Minas Gerais SA Usiminas PREFERRED STOCK
N/A
18900.00000000
NS
43833.83000000
0.017084669438
Long
EP
BR
N
1
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP COMMON STOCK
174610105
381.00000000
NS
USD
15765.78000000
0.006144868922
Long
EC
US
N
1
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP REIT
82981J109
1639.00000000
NS
USD
25765.08000000
0.010042195145
Long
EC
US
N
1
N
N
N
BUDIMEX SPOLKA AKCYJNA
25940093SDJZW2C1V355
BUDIMEX COMMON STOCK
N/A
1752.00000000
NS
90542.64000000
0.035289890809
Long
EC
PL
N
1
N
N
N
Nishi-Nippon Financial Holdings, Inc.
N/A
NISHI-NIPPON FINANCIAL HOLDI COMMON STOCK
N/A
30900.00000000
NS
181107.70000000
0.070588520036
Long
EC
JP
N
1
N
N
N
ZoomInfo Technologies Inc
N/A
ZOOMINFO TECHNOLOGIES INC COMMON STOCK
98980F104
1052.00000000
NS
USD
42490.28000000
0.016561007517
Long
EC
US
N
1
N
N
N
JFE Holdings, Inc.
N/A
JFE HOLDINGS INC COMMON STOCK
N/A
30700.00000000
NS
378723.62000000
0.147611282339
Long
EC
JP
N
1
N
N
N
LEGRAND SA
969500XXRPGD7HCAFA90
LEGRAND SA COMMON STOCK
N/A
151.00000000
NS
13031.27000000
0.005079066563
Long
EC
FR
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP COMMON STOCK
701094104
3816.00000000
NS
USD
1038600.72000000
0.404804918472
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
149.00000000
NS
USD
339010.76000000
0.132132801778
Long
EC
US
N
1
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC COMMON STOCK
N/A
152883.00000000
NS
836708.13000000
0.326115281674
Long
EC
GB
N
1
N
N
N
OLD DOMINION FREIGHT LINE, INC.
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE COMMON STOCK
679580100
294.00000000
NS
USD
75922.56000000
0.029591569810
Long
EC
US
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
3500.00000000
NS
USD
253785.00000000
0.098915217615
Long
EC
US
N
1
N
N
N
DUKE REALTY CORPORATION
254900E47KH1NFFKNF25
DUKE REALTY CORP REIT
264411505
633.00000000
NS
USD
33441.39000000
0.013034113005
Long
EC
US
N
1
N
N
N
ADVANTEST CORPORATION
353800EMK32PDKS9XR54
ADVANTEST CORP COMMON STOCK
N/A
100.00000000
NS
6918.26000000
0.002696460363
Long
EC
JP
N
1
N
N
N
THE ESTEE LAUDER COMPANIES INC.
549300VFZ8XJ9NUPU221
ESTEE LAUDER COMPANIES-CL A COMMON STOCK
518439104
44.00000000
NS
USD
11204.60000000
0.004367103837
Long
EC
US
N
1
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP COMMON STOCK
626717102
21500.00000000
NS
USD
912030.00000000
0.355472726607
Long
EC
US
N
1
N
N
N
KYORIN Holdings, Inc.
N/A
KYORIN HOLDINGS INC COMMON STOCK
N/A
12700.00000000
NS
164173.50000000
0.063988247844
Long
EC
JP
N
1
N
N
N
Golfzon Co Ltd
N/A
GOLFZON CO LTD COMMON STOCK
N/A
1243.00000000
NS
169189.46000000
0.065943267940
Long
EC
KR
N
1
N
N
N
PTC INC.
54930050SSMU8SKDJ030
PTC INC COMMON STOCK
69370C100
140.00000000
NS
USD
16314.20000000
0.006358621050
Long
EC
US
N
1
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
INDO TAMBANGRAYA MEGAH TBK P COMMON STOCK
N/A
6400.00000000
NS
15362.46000000
0.005987670957
Long
EC
ID
N
1
N
N
N
BANDAI NAMCO Holdings Inc.
N/A
BANDAI NAMCO HOLDINGS INC COMMON STOCK
N/A
200.00000000
NS
14963.66000000
0.005832234707
Long
EC
JP
N
1
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF S.A.-SPONSORED ADR DEPOSITARY RECEIPT
984245100
1887.00000000
NS
USD
8491.50000000
0.003309646237
Long
EC
US
N
1
N
N
N
China United Network Communications Limited
300300UTFDNZL9GJRR78
CHINA UNITED NETWORK-A COMMON STOCK
N/A
486600.00000000
NS
254383.60000000
0.099148527895
Long
EC
CN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1715.53000000
-0.00066864481
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
558664.07000000
SGD
405858.98000000
USD
2022-06-27
-1715.53000000
N
N
N
Sesa SpA
81560005C031D4E76707
SESA SPA COMMON STOCK
N/A
72.00000000
NS
9888.05000000
0.003853965433
Long
EC
IT
N
1
N
N
N
Sino-American Silicon Products Inc.
529900DMZ4STK7NEXO95
SINO-AMERICAN SILICON PRODUC COMMON STOCK
N/A
4000.00000000
NS
23772.61000000
0.009265610226
Long
EC
TW
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4.15000000
-0.00000161750
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2769.08000000
SGD
2016.04000000
USD
2022-06-27
-4.15000000
N
N
N
PT Adaro Energy Indonesia Tbk
529900P2WAH7XA87OI24
ADARO ENERGY INDONESIA TBK P COMMON STOCK
N/A
193211.00000000
NS
43330.36000000
0.016888437018
Long
EC
ID
N
1
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC COMMON STOCK
00846U101
2471.00000000
NS
USD
315200.76000000
0.122852618429
Long
EC
US
N
1
N
N
N
NETEASE, INC.
5299004AF4DSJDB0PA32
NETEASE INC-ADR DEPOSITARY RECEIPT
64110W102
2719.00000000
NS
USD
282041.87000000
0.109928612596
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2022-06-01
N/A
1.00000000
NC
USD
340.46000000
0.000132697657
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8479024.00000000
HUF
23225.71000000
USD
2022-06-01
340.46000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-141.22000000
-0.00005504189
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
114102.14000000
USD
109061.11000000
CHF
2022-06-27
-141.22000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
108.31000000
0.000042214895
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
41257.97000000
USD
39587.72000000
CHF
2022-06-27
108.31000000
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA COMMON STOCK
N/A
7900.00000000
NS
174588.91000000
0.068047757061
Long
EC
ES
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
N/A
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
306.00000000
NS
USD
91328.76000000
0.035596288866
Long
EC
US
N
1
N
N
N
MURPHY USA INC.
549300Y081F8XIKQIO72
MURPHY USA INC COMMON STOCK
626755102
93.00000000
NS
USD
23168.16000000
0.009030019852
Long
EC
US
N
1
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC COMMON STOCK
235825205
24780.00000000
NS
USD
410356.80000000
0.159940627586
Long
EC
US
N
1
N
N
N
KEARNY FINANCIAL CORP.
N/A
KEARNY FINANCIAL CORP/MD COMMON STOCK
48716P108
19000.00000000
NS
USD
235790.00000000
0.091901488116
Long
EC
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
78.00000000
NS
USD
32327.88000000
0.012600111453
Long
EC
US
N
1
N
N
N
China Resources Power Holdings Company Limited
529900K60FC0AI053735
CHINA RESOURCES POWER HOLDIN COMMON STOCK
N/A
22446.00000000
NS
46233.52000000
0.018019972385
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
175.72000000
0.000068488610
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1937364.00000000
JPY
15253.09000000
USD
2022-06-27
175.72000000
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
790.00000000
NS
USD
44097.80000000
0.017187554360
Long
EC
US
N
1
N
N
N
TRAVIS PERKINS PLC
2138001I27OUBAF22K83
TRAVIS PERKINS PLC COMMON STOCK
N/A
29207.00000000
NS
443924.61000000
0.173024014039
Long
EC
GB
N
1
N
N
N
Winbond Electronics Corporation
254900STBMBTLA91J410
WINBOND ELECTRONICS CORP COMMON STOCK
N/A
315000.00000000
NS
317984.50000000
0.123937608668
Long
EC
TW
N
1
N
N
N
Metso Outotec Oyj
549300R0VN9C371W0E07
METSO OUTOTEC OYJ COMMON STOCK
N/A
70819.00000000
NS
657747.52000000
0.256363611233
Long
EC
FI
N
1
N
N
N
LIVE NATION ENTERTAINMENT, INC.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT IN COMMON STOCK
538034109
332.00000000
NS
USD
31556.60000000
0.012299497433
Long
EC
US
N
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
SWISS RE AG COMMON STOCK
N/A
237.00000000
NS
19512.85000000
0.007605326571
Long
EC
CH
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-KYMMENE OYJ COMMON STOCK
N/A
413.00000000
NS
14595.63000000
0.005688791369
Long
EC
FI
N
1
N
N
N
DAIWA HOUSE INDUSTRY CO.,LTD.
N/A
DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK
N/A
400.00000000
NS
9654.48000000
0.003762929212
Long
EC
JP
N
1
N
N
N
Sinomine Resource Group Co., Ltd.
N/A
SINOMINE RESOURCE GROUP CO-A COMMON STOCK
N/A
8300.00000000
NS
125371.24000000
0.048864682654
Long
EC
CN
N
1
N
N
N
Sumitomo Electric Industries, Ltd.
5493005SP87FL5TOS202
SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK
N/A
56600.00000000
NS
627177.89000000
0.244448795134
Long
EC
JP
N
1
N
N
N
Kirin Holdings Company, Limited
353800GBVL72LLMTYM96
KIRIN HOLDINGS CO LTD COMMON STOCK
497350108
54500.00000000
NS
844115.59000000
0.329002412584
Long
EC
JP
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
261.73000000
0.000102011860
N/A
DFE
AU
N
2
STANDARD CHARTERED
N/A
92539.54000000
USD
129335.12000000
AUD
2022-06-27
261.73000000
N
N
N
WESFARMERS LIMITED
5493003L32ZX9557ST85
WESFARMERS LTD COMMON STOCK
N/A
504.00000000
NS
17061.28000000
0.006649802880
Long
EC
AU
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
128.40000000
0.000050045171
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
62049.39000000
USD
49336.11000000
GBP
2022-06-27
128.40000000
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
166.00000000
NS
16385.01000000
0.006386219949
Long
EC
NL
N
1
N
N
N
THE SAGE GROUP PLC.
2138005RN5XYLTF8G138
SAGE GROUP PLC/THE COMMON STOCK
N/A
3393.00000000
NS
28077.58000000
0.010943514927
Long
EC
GB
N
1
N
N
N
DAEWON PHARMACEUTICAL CO.,LTD
N/A
DAEWON PHARMACEUTICAL CO LTD COMMON STOCK
N/A
3919.00000000
NS
54483.35000000
0.021235425346
Long
EC
KR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.12000000
-0.00000043653
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13283.11000000
HKD
1693.33000000
USD
2022-06-27
-1.12000000
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD COMMON STOCK
N/A
7000.00000000
NS
157983.81000000
0.061575754855
Long
EC
SG
N
1
N
N
N
RHB BANK BERHAD
549300ZHRPSV7QIUJT80
RHB BANK BHD COMMON STOCK
N/A
130700.00000000
NS
181490.46000000
0.070737704537
Long
EC
MY
N
1
N
N
N
Atlas Copco Aktiebolag
213800T8PC8Q4FYJZR07
ATLAS COPCO AB- A RDS COMMON STOCK
N/A
476.00000000
NS
388.25000000
0.000151324283
Long
EC
SE
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
6.00000000
NS
USD
12357.90000000
0.004816613936
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-10.19000000
-0.00000397165
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1069.69000000
AUD
757.34000000
USD
2022-06-27
-10.19000000
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
13200.00000000
NS
363481.13000000
0.141670370877
Long
EC
NL
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
12712.00000000
NS
USD
914247.04000000
0.356336839908
Long
EC
US
N
1
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
PARTNERS GROUP HOLDING AG COMMON STOCK
N/A
51.00000000
NS
54774.92000000
0.021349067642
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.31000000
-0.00000051058
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1230.29000000
NOK
129.63000000
USD
2022-06-27
-1.31000000
N
N
N
DATADOG, INC.
549300F6JNO0KRPO1K63
DATADOG INC - CLASS A COMMON STOCK
23804L103
1472.00000000
NS
USD
140414.08000000
0.054727778550
Long
EC
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL-CLASS B COMMON STOCK
92556H206
388.00000000
NS
USD
13320.04000000
0.005191617531
Long
EC
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK
N/A
4000.00000000
NS
77174.85000000
0.030079662242
Long
EC
TW
N
1
N
N
N
MAGNITOGORSKIY METALLURGICHESKIY KOMBINAT PAO
253400XSJ4C01YMCXG44
MAGNITOGORSK IRON & STEEL WO COMMON STOCK
N/A
26960.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMMON STOCK
02005N100
12480.00000000
NS
USD
549619.20000000
0.214219527449
Long
EC
US
N
1
N
N
N
NHN Corporation
N/A
NHN CORP COMMON STOCK
N/A
869.00000000
NS
22300.96000000
0.008692020062
Long
EC
KR
N
1
N
N
N
SERVICE CORPORATION INTERNATIONAL
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL COMMON STOCK
817565104
4111.00000000
NS
USD
287893.33000000
0.112209277093
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
113.00000000
NC
USD
23341562.50000000
9.097605194077
N/A
DE
US
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P 500 Future (e-Mini) Jun 2022
N/A
N/A
2022-06-20
24067718.46000000
USD
-726155.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-236.36000000
-0.00009212365
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
107684.82000000
NOK
11224.74000000
USD
2022-06-27
-236.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-113.86000000
-0.00004437806
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
104054.86000000
SEK
10533.69000000
USD
2022-06-27
-113.86000000
N
N
N
Etihad Etisalat Company SJSC
2549007BA9ABDE3HVK79
ETIHAD ETISALAT CO COMMON STOCK
N/A
3434.00000000
NS
35937.74000000
0.014007090146
Long
EC
SA
N
1
N
N
N
ADMIRAL GROUP PLC
213800FGVM7Z9EJB2685
ADMIRAL GROUP PLC COMMON STOCK
N/A
476.00000000
NS
13335.87000000
0.005197787430
Long
EC
GB
N
1
N
N
N
GLOBALTRANS INVESTMENT PLC
213800D6EVVEJJW3MD09
GLOBALTRA-SPONS GDR REG S DEPOSITARY RECEIPT
37949E204
27819.00000000
NS
USD
0.01000000
0.000000003897
Long
EC
GB
N
2
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
6.31000000
0.000002459385
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
812.16000000
USD
1258.28000000
NZD
2022-06-27
6.31000000
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL C COMMON STOCK
02079K107
290.00000000
NS
USD
661426.20000000
0.257797413203
Long
EC
US
N
1
N
N
N
FANUC CORPORATION
529900QTSW745LOKW705
FANUC CORP COMMON STOCK
N/A
4700.00000000
NS
771063.78000000
0.300529746022
Long
EC
JP
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
226.00000000
NS
20849.86000000
0.008126439463
Long
EC
CA
N
1
N
N
N
DAIICHI SANKYO COMPANY, LIMITED
353800XGIU2IHQGC9504
DAIICHI SANKYO CO LTD COMMON STOCK
N/A
1500.00000000
NS
39865.52000000
0.015537981307
Long
EC
JP
N
1
N
N
N
VRG SPOLKA AKCYJNA
259400JK2AT927YR9N41
VRG SA COMMON STOCK
N/A
95776.00000000
NS
88914.78000000
0.034655416249
Long
EC
PL
N
1
N
N
N
SUN PHARMACEUTICAL INDUSTRIES LIMITED
335800KJ7GE29LB4SS73
SUN PHARMACEUTICAL INDUS COMMON STOCK
N/A
4125.00000000
NS
45725.74000000
0.017822060101
Long
EC
IN
N
1
N
N
N
ZSCALER, INC.
529900MZ0RTK1BWRNF46
ZSCALER INC COMMON STOCK
98980G102
342.00000000
NS
USD
52356.78000000
0.020406573624
Long
EC
US
N
1
N
N
N
JACK HENRY & ASSOCIATES, INC.
529900X1QS8C54W0JB21
JACK HENRY & ASSOCIATES INC COMMON STOCK
426281101
294.00000000
NS
USD
55307.28000000
0.021556560225
Long
EC
US
N
1
N
N
N
IDEX CORPORATION
549300U5Y5EL6PHYLF13
IDEX CORP COMMON STOCK
45167R104
59.00000000
NS
USD
11301.45000000
0.004404852083
Long
EC
US
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP COMMON STOCK
701094104
63.00000000
NS
USD
17146.71000000
0.006683100069
Long
EC
US
N
1
N
N
N
East Japan Railway Company
353800SENYJ2DSM6PS44
EAST JAPAN RAILWAY CO COMMON STOCK
N/A
6500.00000000
NS
334183.22000000
0.130251220244
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-8778.07000000
-0.00342133973
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1975537.25000000
EUR
2110200.54000000
USD
2022-06-27
-8778.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
12672.47000000
0.004939220709
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
135149596.00000000
JPY
1064462.98000000
USD
2022-06-27
12672.47000000
N
N
N
STOCKLAND CORPORATION LTD
N/A
STOCKLAND REIT
N/A
4825.00000000
NS
13844.85000000
0.005396167427
Long
EC
AU
N
1
N
N
N
Advanced Info Service Public Company Limited
529900DU2YW1NO5RMU78
ADVANCED INFO SERVICE-FOR RG COMMON STOCK
Y0014U183
9600.00000000
NS
60876.68000000
0.023727289043
Long
EC
TH
N
1
N
N
N
Toya SA
259400A803VVMK5TTW96
TOYA SA COMMON STOCK
N/A
73963.00000000
NS
106369.32000000
0.041458496110
Long
EC
PL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-342.02000000
-0.00013330568
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
76971.80000000
EUR
82218.61000000
USD
2022-06-27
-342.02000000
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS COMMON STOCK
N/A
13964.00000000
NS
794468.11000000
0.309651815471
Long
EC
FR
N
1
N
N
N
SARTORIUS STEDIM BIOTECH S.A.
52990006IVXY7GCSSR39
SARTORIUS STEDIM BIOTECH COMMON STOCK
N/A
28.00000000
NS
9631.38000000
0.003753925758
Long
EC
FR
N
1
N
N
N
BANK HANDLOWY W WARSZAWIE SPOLKA AKCYJNA
XLEZHWWOI4HFQDGL4793
BANK HANDLOWY W WARSZAWIE SA COMMON STOCK
N/A
13410.00000000
NS
197558.67000000
0.077000448548
Long
EC
PL
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
18499.05000000
0.007210187979
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2140498.07000000
USD
21099137.77000000
SEK
2022-06-27
18499.05000000
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
549300KZDJZQ2YIHRC28
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK
11133T103
208.00000000
NS
USD
30413.76000000
0.011854064223
Long
EC
US
N
1
N
N
N
COMARCH SPOLKA AKCYJNA
2594001MNJ3BH1UVVG70
COMARCH SA COMMON STOCK
N/A
2742.00000000
NS
116442.11000000
0.045384465789
Long
EC
PL
N
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
370.00000000
NS
USD
47593.10000000
0.018549882158
Long
EC
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK
N/A
85300.00000000
NS
483838.55000000
0.188580867522
Long
EC
JP
N
1
N
N
N
BEIJING ENTERPRISES HOLDINGS LIMITED
529900896ODARUEY2V26
BEIJING ENTERPRISES HLDGS COMMON STOCK
N/A
65500.00000000
NS
229588.75000000
0.089484489502
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
31049.14000000
0.012101709872
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
331133429.00000000
JPY
2608067.57000000
USD
2022-06-27
31049.14000000
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
1841.00000000
NS
USD
82937.05000000
0.032325536769
Long
EC
US
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
15830.00000000
NS
USD
522073.40000000
0.203483279044
Long
EC
US
N
1
N
N
N
SOCIETE BIC S.A.
969500UR00DF63I0VH67
SOCIETE BIC SA COMMON STOCK
N/A
2300.00000000
NS
131078.00000000
0.051088948892
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-5.99000000
-0.00000233466
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
628.93000000
AUD
445.28000000
USD
2022-06-27
-5.99000000
N
N
N
Tallinna Kaubamaja Grupp AS
529900785KF1K0EEW940
TALLINNA KAUBAMAJA GRUPP AS COMMON STOCK
N/A
10570.00000000
NS
115042.69000000
0.044839027982
Long
EC
EE
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
2.91000000
0.000001134201
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
374.60000000
USD
580.36000000
NZD
2022-06-27
2.91000000
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
165.00000000
NS
USD
36785.10000000
0.014337357099
Long
EC
US
N
1
N
N
N
Saudi Arabian Oil Company
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO COMMON STOCK
N/A
18837.00000000
NS
210444.02000000
0.082022641346
Long
EC
SA
Y
1
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC COMMON STOCK
N/A
596.00000000
NS
11098.10000000
0.004325594407
Long
EC
GB
N
1
N
N
N
Panasonic Holdings Corporation
254900GE1G59KGWPHX32
Panasonic Holdings Corporation COMMON STOCK
N/A
1700.00000000
NS
15646.16000000
0.006098245842
Long
EC
JP
N
1
N
N
N
Regional Container Lines Public Company Limited
N/A
REGIONAL CONTAINER LINES-FOR COMMON STOCK
N/A
4300.00000000
NS
5811.66000000
0.002265152052
Long
EC
TH
N
1
N
N
N
Sphera Franchise Group SA
315700GSVZ0HSS7J1457
SPHERA FRANCHISE GROUP SA COMMON STOCK
N/A
35121.00000000
NS
101964.32000000
0.039741603726
Long
EC
RO
N
1
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
AUST AND NZ BANKING GROUP COMMON STOCK
N/A
1387.00000000
NS
24913.90000000
0.009710439309
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-47.53000000
-0.00001852528
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
684007.43000000
HKD
87207.51000000
USD
2022-06-27
-47.53000000
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
IVANHOE MINES LTD-CL A COMMON STOCK
46579R104
1146.00000000
NS
8734.19000000
0.003404237068
Long
EC
CA
N
1
N
N
N
CAPITEA SPOLKA AKCYJNA
25940003WORCIZ1P1D63
CAPITEA SA COMMON STOCK
N/A
158863.00000000
NS
0.01000000
0.000000003897
Long
EC
PL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-54.33000000
-0.00002117565
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
327711.34000000
EUR
351451.73000000
USD
2022-06-27
-54.33000000
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
3359.00000000
NS
USD
913211.33000000
0.355933161676
Long
EC
US
N
1
N
N
N
GMK NORIL'SKIY NIKEL' PAO
253400JPTEEW143W3E47
MMC NORILSK NICKEL PJSC COMMON STOCK
N/A
354.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
TATA STEEL LIMITED
335800E6C75YGSGD5T66
TATA STEEL LTD COMMON STOCK
Y8547N139
3076.00000000
NS
41825.56000000
0.016301926312
Long
EC
IN
N
1
N
N
N
DATATEC LIMITED
213800AA36MIN5FWKV02
DATATEC LTD COMMON STOCK
N/A
5239.00000000
NS
12445.51000000
0.004850760801
Long
EC
ZA
N
1
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC COMMON STOCK
651229106
1144.00000000
NS
USD
24527.36000000
0.009559781515
Long
EC
US
N
1
N
N
N
ALSTOM SA
96950032TUYMW11FB530
ALSTOM COMMON STOCK
N/A
14273.00000000
NS
388364.31000000
0.151368836762
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-625.26000000
-0.00024370127
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
51761.52000000
CAD
40297.49000000
USD
2022-06-27
-625.26000000
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ COMMON STOCK
N/A
223.00000000
NS
12589.42000000
0.004906851149
Long
EC
FI
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
5100.00000000
NS
USD
631533.00000000
0.246146242396
Long
EC
US
N
1
N
N
N
NEXT PLC
213800WQD8ECPZP9PH98
NEXT PLC COMMON STOCK
N/A
260.00000000
NS
21227.03000000
0.008273445206
Long
EC
GB
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
700.00000000
NS
USD
98910.00000000
0.038551152252
Long
EC
US
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
5529.00000000
NS
477566.20000000
0.186136156979
Long
EC
DE
N
1
N
N
N
VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe
549300JCRU23I1THU176
VIENNA INSURANCE GROUP AG COMMON STOCK
N/A
6400.00000000
NS
153574.22000000
0.059857073473
Long
EC
AT
N
1
N
N
N
ROCKWELL AUTOMATION, INC.
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC COMMON STOCK
773903109
143.00000000
NS
USD
30487.60000000
0.011882844094
Long
EC
US
N
1
N
N
N
OLD MUTUAL LIMITED
N/A
OLD MUTUAL LTD COMMON STOCK
N/A
306533.00000000
NS
250989.72000000
0.097825729547
Long
EC
ZA
N
1
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO/THE COMMON STOCK
61945C103
790.00000000
NS
USD
49493.50000000
0.019290581882
Long
EC
US
N
1
N
N
N
JFE Holdings, Inc.
N/A
JFE HOLDINGS INC COMMON STOCK
N/A
1200.00000000
NS
14803.53000000
0.005769822453
Long
EC
JP
N
1
N
N
N
GENTEX CORPORATION
549300S3UD8XV1MN0287
GENTEX CORP COMMON STOCK
371901109
18130.00000000
NS
USD
563480.40000000
0.219622067451
Long
EC
US
N
1
N
N
N
DESIGNER BRANDS INC.
549300X8J6FI8PPRK859
DESIGNER BRANDS INC-CLASS A COMMON STOCK
250565108
44110.00000000
NS
USD
685028.30000000
0.266996565468
Long
EC
US
N
1
N
N
N
AP (Thailand) Public Company Limited
N/A
AP THAILAND PCL-FOREIGN COMMON STOCK
N/A
474800.00000000
NS
155399.18000000
0.060568369710
Long
EC
TH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3.83000000
-0.00000149278
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1891.44000000
AUD
1353.33000000
USD
2022-06-27
-3.83000000
N
N
N
Akzo Nobel N.V.
724500XYIJUGXAA5QD70
AKZO NOBEL N.V. COMMON STOCK
N/A
216.00000000
NS
18811.99000000
0.007332159444
Long
EC
NL
N
1
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD COMMON STOCK
N/A
2660.00000000
NS
32633.15000000
0.012719093459
Long
EC
HK
N
1
N
N
N
PHOSAGRO PAO
25340053KRUNNYUWF472
PHOSAGRO PJSC-GDR REG S DEPOSITARY RECEIPT
71922G209
12000.00000000
NS
USD
0.01000000
0.000000003897
Long
EC
GB
N
2
N
N
N
OAKTREE SPECIALTY LENDING CORPORATION
549300J6MGCEU5928620
OAKTREE SPECIALTY LENDING CO COMMON STOCK
67401P108
24500.00000000
NS
USD
170030.00000000
0.066270876731
Long
EC
US
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2022-06-13
N/A
1.00000000
NC
13060.89000000
0.005090611252
N/A
DFE
KR
N
2
STANDARD CHARTERED
N/A
466314.10000000
USD
593687796.00000000
KRW
2022-06-13
13060.89000000
N
N
N
POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA
P4GTT6GF1W40CVIMFR43
PKO BANK POLSKI SA COMMON STOCK
N/A
94118.00000000
NS
701645.52000000
0.273473291565
Long
EC
PL
N
1
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
57.00000000
NS
USD
11992.80000000
0.004674312594
Long
EC
US
N
1
N
N
N
DAITO TRUST CONSTRUCTION CO.,LTD.
353800QQ4DRI3KXS3038
DAITO TRUST CONSTRUCT CO LTD COMMON STOCK
N/A
2701.00000000
NS
239351.70000000
0.093289695971
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
5.58000000
0.000002174860
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8445.49000000
EUR
9064.29000000
USD
2022-06-27
5.58000000
N
N
N
ZIM INTEGRATED SHIPPING SERVICES LTD
21380089EIJRELKAIL21
ZIM INTEGRATED SHIPPING SERV COMMON STOCK
M9T951109
661.00000000
NS
USD
42085.87000000
0.016403384713
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
207.00000000
NS
18757.52000000
0.007310929222
Long
EC
CH
N
1
N
N
N
HARVEY NORMAN HOLDINGS LTD
529900ONRWOF42PYKU59
HARVEY NORMAN HOLDINGS LTD COMMON STOCK
N/A
8114.00000000
NS
25494.12000000
0.009936585801
Long
EC
AU
N
1
N
N
N
Cenovus Energy Inc.
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC COMMON STOCK
15135U109
645.00000000
NS
14951.50000000
0.005827495226
Long
EC
CA
N
1
N
N
N
SUPERMAX CORPORATION BERHAD
N/A
SUPERMAX CORP BHD COMMON STOCK
N/A
592898.00000000
NS
142181.77000000
0.055416753238
Long
EC
MY
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4.79000000
-0.00000186694
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2364.58000000
AUD
1691.86000000
USD
2022-06-27
-4.79000000
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA-REG COMMON STOCK
N/A
3.00000000
NS
7448.75000000
0.002903224096
Long
EC
CH
N
1
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP COMMON STOCK
049560105
142.00000000
NS
USD
16516.02000000
0.006437282394
Long
EC
US
N
1
N
N
N
OIL AND NATURAL GAS CORPORATION LIMITED
335800FPDZ9MRSNO7N41
OIL & NATURAL GAS CORP LTD COMMON STOCK
Y64606133
43854.00000000
NS
85435.83000000
0.033299461026
Long
EC
IN
N
1
N
N
N
TRENT LIMITED
335800IYA8EHI7MW7G59
TRENT LTD COMMON STOCK
N/A
3173.00000000
NS
45940.02000000
0.017905577853
Long
EC
IN
N
1
N
N
N
NEW CHINA LIFE INSURANCE COMPANY LTD.
529900QCDGPLPB62KH67
NEW CHINA LIFE INSURANCE C-H COMMON STOCK
N/A
40700.00000000
NS
106606.29000000
0.041550857515
Long
EC
HK
N
1
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP COMMON STOCK
14040H105
142.00000000
NS
USD
18156.12000000
0.007076527615
Long
EC
US
N
1
N
N
N
ASSURANT, INC.
H3F39CAXWQRVWURFXL38
ASSURANT INC COMMON STOCK
04621X108
223.00000000
NS
USD
39401.87000000
0.015357269127
Long
EC
US
N
1
N
N
N
Faraday Technology Corp
N/A
FARADAY TECHNOLOGY CORP COMMON STOCK
N/A
33000.00000000
NS
273436.69000000
0.106574658452
Long
EC
TW
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
60.54000000
0.000023596064
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
11620.40000000
USD
11178.71000000
CHF
2022-06-27
60.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
0.51000000
0.000000198777
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1250.13000000
SGD
912.54000000
USD
2022-06-27
0.51000000
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL COMMON STOCK
063671101
6068.00000000
NS
660075.20000000
0.257270847570
Long
EC
CA
N
1
N
N
N
REN - REDES ENERGETICAS NACIONAIS, SGPS, S.A.
549300FR1FN48IGHR915
REDES ENERGETICAS NACIONAIS COMMON STOCK
N/A
46500.00000000
NS
143710.70000000
0.056012668850
Long
EC
PT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
23.90000000
0.000009315261
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
18453.95000000
CHF
19306.93000000
USD
2022-06-27
23.90000000
N
N
N
MIGROS TICARET ANONIM SIRKETI
5493002IOWNT1QZMAA74
MIGROS TICARET A.S COMMON STOCK
N/A
41084.00000000
NS
111081.89000000
0.043295266948
Long
EC
TR
N
1
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ COMMON STOCK
N/A
117975.00000000
NS
591587.46000000
0.230577072500
Long
EC
FI
N
1
N
N
N
HEADHUNTER GROUP PLC
549300IMUCFEWXP6RU11
HEADHUNTER GROUP PLC-ADR DEPOSITARY RECEIPT
42207L106
161.00000000
NS
USD
0.01000000
0.000000003897
Long
EC
US
N
2
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
423.00000000
NS
17756.23000000
0.006920666526
Long
EC
FR
N
1
N
N
N
Petroleo Brasileiro S.A. (Petrobras)
5493000J801JZRCMFE49
PETROLEO BRASILEIRO SA PREFERRED STOCK
N/A
5100.00000000
NS
32148.10000000
0.012530040417
Long
EP
BR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
221.58000000
0.000086362999
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2443040.00000000
JPY
19234.34000000
USD
2022-06-27
221.58000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
282.98000000
0.000110294258
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
38633.01000000
USD
380312.58000000
SEK
2022-06-27
282.98000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
450.30000000
0.000175508885
N/A
DFE
AU
N
2
STANDARD CHARTERED
N/A
33461.18000000
USD
47261.69000000
AUD
2022-06-27
450.30000000
N
N
N
THOMSON REUTERS CORPORATION
549300561UZND4C7B569
THOMSON REUTERS CORP COMMON STOCK
884903709
145.00000000
NS
14351.54000000
0.005593654874
Long
EC
CA
N
1
N
N
N
BANK ALBILAD SJSC
558600YCBMF3KW9QH647
BANK ALBILAD COMMON STOCK
N/A
1877.00000000
NS
25023.33000000
0.009753090735
Long
EC
SA
N
1
N
N
N
TOHO HOLDINGS CO.,LTD.
353800Z8BQ3ZHELA4J90
TOHO HOLDINGS CO LTD COMMON STOCK
N/A
10800.00000000
NS
163706.32000000
0.063806159811
Long
EC
JP
N
1
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO COMMON STOCK
406216101
2157.00000000
NS
USD
87358.50000000
0.034048840704
Long
EC
US
N
1
N
N
N
Sahara International Petrochemical Company SJSC
N/A
SAHARA INTERNATIONAL PETROCH COMMON STOCK
N/A
373.00000000
NS
5330.70000000
0.002077693128
Long
EC
SA
N
1
N
N
N
SABIC Agri-Nutrients Company SJSC
N/A
SABIC AGRI-NUTRIENTS CO COMMON STOCK
N/A
3799.00000000
NS
148900.95000000
0.058035620199
Long
EC
SA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-9.07000000
-0.00000353512
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9356.97000000
SEK
948.39000000
USD
2022-06-27
-9.07000000
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC COMMON STOCK
N/A
116050.00000000
NS
797106.97000000
0.310680337295
Long
EC
GB
N
1
N
N
N
WELSPUN CORP LIMITED
335800XKRIPYYRZNRQ31
WELSPUN CORP LTD COMMON STOCK
N/A
11292.00000000
NS
32914.77000000
0.012828857644
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-28.55000000
-0.00001112764
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
38370.09000000
SEK
3897.72000000
USD
2022-06-27
-28.55000000
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP COMMON STOCK
172062101
238.00000000
NS
USD
30430.68000000
0.011860658960
Long
EC
US
N
1
N
N
N
The Hachijuni Bank, Ltd.
FE70I3MHDCWOZWK19W48
HACHIJUNI BANK LTD/THE COMMON STOCK
N/A
43700.00000000
NS
152522.83000000
0.059447283806
Long
EC
JP
N
1
N
N
N
JTEKT Corporation
N/A
JTEKT CORP COMMON STOCK
N/A
36300.00000000
NS
276810.60000000
0.107889673295
Long
EC
JP
N
1
N
N
N
Xiamen Xiangyu Co., Ltd.
300300J43OY0HAWA6E69
XIAMEN XIANGYU CO LTD-A COMMON STOCK
N/A
191598.00000000
NS
275736.48000000
0.107471024385
Long
EC
CN
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
0.17000000
0.000000066259
N/A
DFE
SG
N
2
BARCLAY BANK PLC
N/A
34.91000000
USD
48.08000000
SGD
2022-06-27
0.17000000
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
5068.00000000
NS
16542.89000000
0.006447755242
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.66000000
-0.00000025724
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7160.50000000
HKD
912.77000000
USD
2022-06-27
-0.66000000
N
N
N
SCHRODERS PLC
2138001YYBULX5SZ2H24
SCHRODERS PLC COMMON STOCK
N/A
273.00000000
NS
10191.14000000
0.003972097763
Long
EC
GB
N
1
N
N
N
Reinet Investments S.C.A.
222100830RQTFVV22S80
REINET INVESTMENTS SCA COMMON STOCK
N/A
5481.00000000
NS
111661.69000000
0.043521249741
Long
EC
ZA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-6.04000000
-0.00000235414
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
634.10000000
AUD
448.94000000
USD
2022-06-27
-6.04000000
N
N
N
Mega Financial Holding Company Ltd.
N/A
MEGA FINANCIAL HOLDING CO LT COMMON STOCK
N/A
173904.00000000
NS
232171.58000000
0.090491173079
Long
EC
TW
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-55826.96000000
-0.02175911065
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5403181.13000000
GBP
6753746.78000000
USD
2022-06-27
-55826.96000000
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERGCEMENT AG COMMON STOCK
N/A
10761.00000000
NS
623648.99000000
0.243073371403
Long
EC
DE
N
1
N
N
N
F5, INC.
54930015FPK9KT966303
F5 INC COMMON STOCK
315616102
74.00000000
NS
USD
12064.96000000
0.004702437669
Long
EC
US
N
1
N
N
N
AISIN CORPORATION
3538004IOK08PDY6I723
AISIN CORP COMMON STOCK
N/A
400.00000000
NS
13136.93000000
0.005120248595
Long
EC
JP
N
1
N
N
N
Franco-Nevada Corporation
N/A
FRANCO-NEVADA CORP COMMON STOCK
351858105
70.00000000
NS
9902.44000000
0.003859574078
Long
EC
CA
N
1
N
N
N
Mitsubishi HC Capital Inc.
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL INC COMMON STOCK
N/A
20200.00000000
NS
96254.03000000
0.037515961636
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1818.72000000
-0.00070886413
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
321033.88000000
CHF
333638.30000000
USD
2022-06-27
-1818.72000000
N
N
N
CENCOSUD S.A.
549300NLTGCFV7482429
CENCOSUD SA COMMON STOCK
N/A
12381.00000000
NS
19861.34000000
0.007741154001
Long
EC
CL
N
1
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
176.00000000
NS
11647.99000000
0.004539919481
Long
EC
CA
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
888.00000000
NS
USD
1828969.20000000
0.712858862543
Long
EC
US
N
1
N
N
N
Coretronic Corporation
2549007UYYIKLSKMOM64
CORETRONIC CORP COMMON STOCK
N/A
6600.00000000
NS
12733.85000000
0.004963144172
Long
EC
TW
N
1
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
186.00000000
NS
USD
8669.46000000
0.003379007910
Long
EC
US
N
1
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
55.00000000
NS
USD
14432.00000000
0.005625014956
Long
EC
US
N
1
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
SONY GROUP CORP COMMON STOCK
N/A
10800.00000000
NS
1017078.01000000
0.396416229057
Long
EC
JP
N
1
N
N
N
Taishin Financial Holding Co., Ltd.
N/A
TAISHIN FINANCIAL HOLDING COMMON STOCK
N/A
179202.00000000
NS
110824.32000000
0.043194876489
Long
EC
TW
N
1
N
N
N
BAUSCH HEALTH COMPANIES INC.
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC COMMON STOCK
071734107
598.00000000
NS
5810.51000000
0.002264703828
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3360.84000000
-0.00130992068
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
593244.52000000
CHF
616536.47000000
USD
2022-06-27
-3360.84000000
N
N
N
MABUCHI MOTOR CO., LTD.
N/A
MABUCHI MOTOR CO LTD COMMON STOCK
N/A
8200.00000000
NS
226281.63000000
0.088195506723
Long
EC
JP
N
1
N
N
N
HYUNDAI GLOVIS Co., LTD.
988400U6RDXNJ5ZRN304
HYUNDAI GLOVIS CO LTD COMMON STOCK
N/A
312.00000000
NS
53462.66000000
0.020837601309
Long
EC
KR
N
1
N
N
N
TURKIYE PETROL RAFINERILERI ANONIM SIRKETI
789000RCNG97UV50EE03
TUPRAS-TURKIYE PETROL RAFINE COMMON STOCK
N/A
7000.00000000
NS
115822.88000000
0.045143114762
Long
EC
TR
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
4200.00000000
NS
USD
574098.00000000
0.223760382224
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
11.69000000
0.000004556293
N/A
DFE
SG
N
2
BARCLAY BANK PLC
N/A
5685.15000000
USD
7808.68000000
SGD
2022-06-27
11.69000000
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV COMMON STOCK
N/A
474.00000000
NS
18904.35000000
0.007368157669
Long
EC
FR
N
1
N
N
N
TIM S.A.
N/A
TIM SA COMMON STOCK
N/A
7500.00000000
NS
22569.96000000
0.008796865476
Long
EC
BR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-5.83000000
-0.00000227230
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2238.99000000
GBP
2815.95000000
USD
2022-06-27
-5.83000000
N
N
N
Oriental Weavers Carpet Co. S.A.E.
N/A
ORIENTAL WEAVERS COMMON STOCK
N/A
19694.00000000
NS
7145.10000000
0.002784873500
Long
EC
EG
N
1
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA COMMON STOCK
N/A
69529.00000000
NS
811863.12000000
0.316431692925
Long
EC
IT
N
1
N
N
N
WINTRUST FINANCIAL CORPORATION
Q774KI4AW80FHFW33O61
WINTRUST FINANCIAL CORP COMMON STOCK
97650W108
844.00000000
NS
USD
73757.16000000
0.028747583711
Long
EC
US
N
1
N
N
N
EXPRESS, INC.
N/A
EXPRESS INC COMMON STOCK
30219E103
72880.00000000
NS
USD
216453.60000000
0.084364934679
Long
EC
US
N
1
N
N
N
Hirogin Holdings, Inc.
N/A
HIROGIN HOLDINGS INC COMMON STOCK
N/A
24600.00000000
NS
115690.47000000
0.045091506653
Long
EC
JP
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/JPY SETTLE 2022-06-01
N/A
1.00000000
NC
7952.64000000
0.003099620214
N/A
DFE
XX
N
2
STANDARD CHARTERED
N/A
142727168.00000000
JPY
1043098.50000000
EUR
2022-06-01
7952.64000000
N
N
N
Oji Holdings Corporation
529900LVC9GIIYUGE243
OJI HOLDINGS CORP COMMON STOCK
N/A
12300.00000000
NS
54211.98000000
0.021129656201
Long
EC
JP
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
358.00000000
NS
USD
15902.36000000
0.006198102330
Long
EC
US
N
1
N
N
N
SNAM S.P.A.
8156002278562044AF79
SNAM SPA COMMON STOCK
N/A
3202.00000000
NS
18557.05000000
0.007232794054
Long
EC
IT
N
1
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK
N/A
292.00000000
NS
186806.93000000
0.072809851382
Long
EC
FR
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
900.00000000
NS
USD
112572.00000000
0.043876052081
Long
EC
US
N
1
N
N
N
DELEK US HOLDINGS, INC.
5493003O53JMENV1N385
DELEK US HOLDINGS INC COMMON STOCK
24665A103
27810.00000000
NS
USD
810939.60000000
0.316071741857
Long
EC
US
N
1
N
N
N
N/A
N/A
OMXS30 IND FUTURE JUN22 PHYSICAL INDEX FUTURE.
N/A
13.00000000
NC
271529.54000000
0.105831327849
N/A
DE
SE
N
1
J.P. MORGAN SECURITIES
N/A
Long
OMXS30 IND FUTURE Jun 2022
N/A
N/A
2022-06-20
263845.34000000
SEK
7684.20000000
N
N
N
OTSUKA CORPORATION
529900RG9DJ58J3UIE72
OTSUKA CORP COMMON STOCK
N/A
14500.00000000
NS
460433.75000000
0.179458614886
Long
EC
JP
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
1700.00000000
NS
USD
558773.00000000
0.217787311672
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-12.47000000
-0.00000486030
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4556.68000000
CHF
4748.93000000
USD
2022-06-27
-12.47000000
N
N
N
FERGUSON PLC
213800DU1LGY3R2S2X42
FERGUSON PLC COMMON STOCK
N/A
360.00000000
NS
43247.55000000
0.016856161000
Long
EC
GB
N
1
N
N
N
TELEFONICA BRASIL S.A.
529900MTGG2HSDBIWG79
TELEFONICA BRASIL S.A. COMMON STOCK
N/A
19600.00000000
NS
211113.83000000
0.082283706429
Long
EC
BR
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
203.00000000
NS
USD
13164.55000000
0.005131013763
Long
EC
US
N
1
N
N
N
VALE S.A.
254900SMTWBX7RU2SR20
VALE SA-SP ADR DEPOSITARY RECEIPT
91912E105
3281.00000000
NS
USD
59222.05000000
0.023082380611
Long
EC
US
N
1
N
N
N
K'S HOLDINGS CORPORATION
3538003LJ09YLR6NHG27
K'S HOLDINGS CORP COMMON STOCK
N/A
10900.00000000
NS
109131.33000000
0.042535016867
Long
EC
JP
N
1
N
N
N
ROHTO PHARMACEUTICAL CO.,LTD.
N/A
ROHTO PHARMACEUTICAL CO LTD COMMON STOCK
N/A
1739.00000000
NS
44676.40000000
0.017413069441
Long
EC
JP
N
1
N
N
N
KERING SA
549300VGEJKB7SVUZR78
KERING COMMON STOCK
N/A
71.00000000
NS
38767.10000000
0.015109861232
Long
EC
FR
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
22280.00000000
NS
613512.09000000
0.239122414217
Long
EC
NL
N
1
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK
N/A
22700.00000000
NS
684290.88000000
0.266709148719
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-6.39000000
-0.00000249056
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6587.93000000
SEK
667.73000000
USD
2022-06-27
-6.39000000
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
325.00000000
NS
17714.17000000
0.006904273225
Long
EC
FR
N
1
N
N
N
ASHTEAD GROUP PUBLIC LIMITED COMPANY
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC COMMON STOCK
N/A
391.00000000
NS
20465.09000000
0.007976471544
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
9.64000000
0.000003757285
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6554.97000000
GBP
8270.80000000
USD
2022-06-27
9.64000000
N
N
N
CHAILEASE HOLDING COMPANY LIMITED
529900L76E6T0JCM3J27
CHAILEASE HOLDING CO LTD COMMON STOCK
N/A
1000.00000000
NS
7751.94000000
0.003021395401
Long
EC
TW
N
1
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP COMMON STOCK
693475105
116.00000000
NS
USD
20347.56000000
0.007930663062
Long
EC
US
N
1
N
N
N
SIGNATURE BANK
VLP5AP0XK2GM6GKD1007
SIGNATURE BANK COMMON STOCK
82669G104
970.00000000
NS
USD
209781.90000000
0.081764573518
Long
EC
US
N
1
N
N
N
PINDUODUO INC.
5493000573DS7005T657
PINDUODUO INC-ADR DEPOSITARY RECEIPT
722304102
159.00000000
NS
USD
8005.65000000
0.003120281387
Long
EC
US
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
3300.00000000
NS
USD
230142.00000000
0.089700124170
Long
EC
US
N
1
N
N
N
HENRY SCHEIN, INC.
VGO3WGL8H45T73F4RR92
HENRY SCHEIN INC COMMON STOCK
806407102
91.00000000
NS
USD
7793.24000000
0.003037492485
Long
EC
US
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
3900.00000000
NS
USD
349479.00000000
0.136212902012
Long
EC
US
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
0.48000000
0.000000187084
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
803.52000000
USD
6302.73000000
HKD
2022-06-27
0.48000000
N
N
N
XINYI GLASS HOLDINGS LIMITED
52990082YXVVZFK1QJ17
XINYI GLASS HOLDINGS LTD COMMON STOCK
N/A
38000.00000000
NS
96579.59000000
0.037642851871
Long
EC
HK
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTL INC COMMON STOCK
770323103
1926.00000000
NS
USD
173628.90000000
0.067673583654
Long
EC
US
N
1
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO COMMON STOCK
244199105
132.00000000
NS
USD
47226.96000000
0.018407175466
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-9.26000000
-0.00000360917
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3556.42000000
GBP
4472.86000000
USD
2022-06-27
-9.26000000
N
N
N
China Shenhua Energy Company Limited
529900N9JOX4C108MA40
CHINA SHENHUA ENERGY CO-H COMMON STOCK
N/A
8121.00000000
NS
27171.61000000
0.010590404145
Long
EC
HK
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
47.00000000
NS
USD
10327.78000000
0.004025354556
Long
EC
US
N
1
N
N
N
EQUITABLE HOLDINGS, INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC COMMON STOCK
29452E101
40700.00000000
NS
USD
1237687.00000000
0.482400768150
Long
EC
US
N
1
N
N
N
NIKON CORPORATION
549300X7LIS9RFELXJ98
NIKON CORP COMMON STOCK
654111103
4382.00000000
NS
54670.68000000
0.021308439070
Long
EC
JP
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC COMMON STOCK
N/A
22800.00000000
NS
269215.28000000
0.104929322090
Long
EC
JP
N
1
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC COMMON STOCK
931427108
364.00000000
NS
USD
15954.12000000
0.006218276303
Long
EC
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
9635.00000000
NS
197388.02000000
0.076933936020
Long
EC
DE
N
1
N
N
N
Stanley Electric Co., Ltd.
N/A
STANLEY ELECTRIC CO LTD COMMON STOCK
N/A
13100.00000000
NS
238487.31000000
0.092952791407
Long
EC
JP
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC
984500B055A804AB6E40
EXPEDITORS INTL WASH INC COMMON STOCK
302130109
276.00000000
NS
USD
30039.84000000
0.011708325199
Long
EC
US
N
1
N
N
N
Aldrees Petroleum and Transport Services Company SJSC
N/A
ALDREES PETROLEUM AND TRANSP COMMON STOCK
N/A
761.00000000
NS
15481.75000000
0.006034165416
Long
EC
SA
N
1
N
N
N
ALBEMARLE CORPORATION
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP COMMON STOCK
012653101
40.00000000
NS
USD
10416.80000000
0.004060050983
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
0.14000000
0.000000054566
N/A
DFE
AU
N
2
STANDARD CHARTERED
N/A
48.44000000
USD
67.70000000
AUD
2022-06-27
0.14000000
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
296.00000000
NS
USD
36653.68000000
0.014286134852
Long
EC
US
N
1
N
N
N
CDW CORPORATION
9845001B052ABF0B6755
CDW CORP/DE COMMON STOCK
12514G108
235.00000000
NS
USD
39917.10000000
0.015558085123
Long
EC
US
N
1
N
N
N
BOOKING HOLDINGS INC.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC COMMON STOCK
09857L108
11.00000000
NS
USD
24679.16000000
0.009618947069
Long
EC
US
N
1
N
N
N
ADVANCED INTERNATIONAL MULTITECH CO., LTD.
N/A
ADVANCED INTERNATIONAL MULTI COMMON STOCK
N/A
4000.00000000
NS
12706.29000000
0.004952402389
Long
EC
TW
N
1
N
N
N
SEINO HOLDINGS CO., LTD.
3538001D12EPCPYTTF24
SEINO HOLDINGS CO LTD COMMON STOCK
N/A
28100.00000000
NS
224546.62000000
0.087519269390
Long
EC
JP
N
1
N
N
N
SMITHS GROUP PLC
213800MJL6IPZS3ASA11
SMITHS GROUP PLC COMMON STOCK
N/A
449.00000000
NS
8799.37000000
0.003429641619
Long
EC
GB
N
1
N
N
N
BANCO ABC BRASIL S.A.
549300K1V1WOTCGNSI96
Banco ABC Brasil SA PREFERRED STOCK
N/A
17266.00000000
NS
59173.56000000
0.023063481153
Long
EP
BR
N
1
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
1900.00000000
NS
19990.28000000
0.007791409643
Long
EC
JP
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
21700.00000000
NS
USD
1273356.00000000
0.496303114219
Long
EC
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
PANDORA A/S COMMON STOCK
N/A
121.00000000
NS
9749.76000000
0.003800065536
Long
EC
DK
N
1
N
N
N
Al Rajhi Banking & Investment Corporation SJSC
558600BQZS4Y1DTU8589
AL RAJHI BANK COMMON STOCK
N/A
589.00000000
NS
15531.82000000
0.006053680695
Long
EC
SA
N
1
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
2200.00000000
NS
110507.88000000
0.043071540865
Long
EC
BE
N
1
N
N
N
WHITBREAD PLC
21380099VMZKRMN3EX36
WHITBREAD PLC COMMON STOCK
N/A
18573.00000000
NS
637389.14000000
0.248428730969
Long
EC
GB
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
9.00000000
NC
1227103.26000000
0.478275650648
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
1173024.17000000
HKD
54079.09000000
N
N
N
Fondul Proprietatea SA
549300PVO1VWBFH3DO07
SC FONDUL PROPRIETATEA SA MUTUAL FUND
N/A
562627.00000000
NS
250500.70000000
0.097635129158
Long
EC
RO
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
19.89000000
0.000007752324
N/A
DFE
AU
N
2
STANDARD CHARTERED
N/A
1296.18000000
USD
1834.18000000
AUD
2022-06-27
19.89000000
N
N
N
TELEDYNE TECHNOLOGIES INCORPORATED
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK
879360105
33.00000000
NS
USD
13369.95000000
0.005211070448
Long
EC
US
N
1
N
N
N
Li Auto Inc.
2549003R73Q70J5H4I65
LI AUTO INC - ADR DEPOSITARY RECEIPT
50202M102
10501.00000000
NS
USD
263260.07000000
0.102608220003
Long
EC
US
N
1
N
N
N
DAISHIN SECURITIES CO.,LTD
549300A0MNIZNJBONO78
DAISHIN SECURITIES CO LTD COMMON STOCK
N/A
624.00000000
NS
8271.58000000
0.003223930239
Long
EC
KR
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
9500.00000000
NS
194622.33000000
0.075855980947
Long
EC
DE
N
1
N
N
N
XEBIO HOLDINGS CO., LTD
N/A
XEBIO HOLDINGS CO LTD COMMON STOCK
N/A
8900.00000000
NS
59773.80000000
0.023297430639
Long
EC
JP
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
2400.00000000
NS
USD
338448.00000000
0.131913460494
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
6300.00000000
NS
USD
278964.00000000
0.108728982276
Long
EC
US
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
1872.00000000
NS
USD
278628.48000000
0.108598210032
Long
EC
US
N
1
N
N
N
KYE-RYONG CONSTRUCTION INDUSTRIAL CO.,LTD
N/A
KYERYONG CONST INDUST CO LTD COMMON STOCK
N/A
2534.00000000
NS
66975.27000000
0.026104274905
Long
EC
KR
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
1908.00000000
NS
USD
194215.32000000
0.075697344768
Long
EC
US
N
1
N
N
N
HAWAIIAN HOLDINGS, INC.
529900TQUS2JVPSSPP86
HAWAIIAN HOLDINGS INC COMMON STOCK
419879101
23830.00000000
NS
USD
422982.50000000
0.164861619225
Long
EC
US
N
1
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
18600.00000000
NS
USD
1367658.00000000
0.533058252827
Long
EC
US
N
1
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP-A COMMON STOCK
526057104
7003.00000000
NS
USD
561990.75000000
0.219041461608
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.14000000
-0.00000044432
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
16607.40000000
DKK
2393.87000000
USD
2022-06-27
-1.14000000
N
N
N
SPORTSMAN'S WAREHOUSE HOLDINGS, INC.
549300JVV8YLQSRSF462
SPORTSMAN'S WAREHOUSE HOLDIN COMMON STOCK
84920Y106
40100.00000000
NS
USD
379346.00000000
0.147853861109
Long
EC
US
N
1
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE-CL B COMMON STOCK
911312106
329.00000000
NS
USD
59960.25000000
0.023370101373
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
554.79000000
0.000216234897
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
118847.16000000
USD
111319.20000000
EUR
2022-06-27
554.79000000
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
133.00000000
NS
USD
11918.13000000
0.004645209222
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.06000000
-0.00000002338
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
41.38000000
SGD
30.13000000
USD
2022-06-27
-0.06000000
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
0.26000000
0.000000101337
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
15.45000000
USD
147.58000000
NOK
2022-06-27
0.26000000
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP COMMON STOCK
907818108
3574.00000000
NS
USD
785493.72000000
0.306153958073
Long
EC
US
N
1
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK-H COMMON STOCK
N/A
17000.00000000
NS
12654.31000000
0.004932142669
Long
EC
HK
N
1
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
4257.00000000
NS
USD
78541.65000000
0.030612386081
Long
EC
US
N
1
N
N
N
MOL Magyar Olaj- es Gazipari Nyilvanosan Mukodo Reszvenytarsasag
213800R83KX5FQFGXS67
MOL HUNGARIAN OIL AND GAS PL COMMON STOCK
N/A
47800.00000000
NS
342919.84000000
0.133656404430
Long
EC
HU
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/EUR SETTLE 2022-06-01
N/A
1.00000000
NC
-9006.72000000
-0.00351045833
N/A
DFE
JP
N
2
STANDARD CHARTERED
N/A
1043098.50000000
EUR
142591565.00000000
JPY
2022-06-01
-9006.72000000
N
N
N
Semirara Mining and Power Corporation
N/A
SEMIRARA MINING AND POWER CO COMMON STOCK
N/A
22100.00000000
NS
13921.26000000
0.005425948981
Long
EC
PH
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
12633.00000000
NS
USD
765180.81000000
0.298236800191
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
123.00000000
NS
USD
15375.00000000
0.005992558546
Long
EC
US
N
1
N
N
N
Grupa Kety SA
2594007JKYYF3WGI0129
GRUPA KETY SA COMMON STOCK
N/A
1749.00000000
NS
252758.08000000
0.098514965373
Long
EC
PL
N
1
N
N
N
TOYOTA TSUSHO CORPORATION
549300CEE2ENIUJNXB84
TOYOTA TSUSHO CORP COMMON STOCK
N/A
400.00000000
NS
15313.46000000
0.005968572722
Long
EC
JP
N
1
N
N
N
Nickel Asia Corp
2549008F5QI7Y2FDN526
NICKEL ASIA CORP COMMON STOCK
N/A
365498.00000000
NS
50581.92000000
0.019714804358
Long
EC
PH
N
1
N
N
N
BANCO DO BRASIL S.A.
QE0Q0253K88YAGNPE356
BANCO DO BRASIL S.A. COMMON STOCK
N/A
24300.00000000
NS
187431.94000000
0.073053455220
Long
EC
BR
N
1
N
N
N
SK TELECOM CO.,LTD
9884003WEA1PHW006037
SK TELECOM COMMON STOCK
N/A
2700.00000000
NS
124612.03000000
0.048568773036
Long
EC
KR
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD COMMON STOCK
N/A
11016.00000000
NS
600128.03000000
0.233905844256
Long
EC
KR
N
1
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMMON STOCK
125523100
281.00000000
NS
USD
75389.49000000
0.029383800497
Long
EC
US
N
1
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC COMMON STOCK
036752103
161.00000000
NS
USD
82047.21000000
0.031978712815
Long
EC
US
N
1
N
N
N
Rengo Co., Ltd.
N/A
RENGO CO LTD COMMON STOCK
N/A
25400.00000000
NS
137025.15000000
0.053406909514
Long
EC
JP
N
1
N
N
N
Willis Towers Watson Public Limited Company
549300WHC56FF48KL350
WILLIS TOWERS WATSON PLC COMMON STOCK
G96629103
54.00000000
NS
USD
11397.78000000
0.004442397655
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2852.94000000
-0.00111196162
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1299782.55000000
NOK
135485.44000000
USD
2022-06-27
-2852.94000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-77772.54000000
-0.03031261784
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
17502993.42000000
EUR
18696091.97000000
USD
2022-06-27
-77772.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.47000000
-0.00000018318
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5168.39000000
HKD
658.83000000
USD
2022-06-27
-0.47000000
N
N
N
The People's Insurance Company (Group) of China Limited
3003000P2JHYHQ524P66
PEOPLE'S INSURANCE CO GROU-H COMMON STOCK
N/A
489000.00000000
NS
153950.97000000
0.060003915517
Long
EC
HK
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
28400.00000000
NS
USD
1299868.00000000
0.506636428834
Long
EC
US
N
1
N
N
N
SK hynix Inc.
988400XAIK6XISWQV045
SK HYNIX INC COMMON STOCK
N/A
346.00000000
NS
30203.69000000
0.011772187359
Long
EC
KR
N
1
N
N
N
HONDA MOTOR CO., LTD.
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD COMMON STOCK
N/A
34000.00000000
NS
842302.46000000
0.328295727206
Long
EC
JP
N
1
N
N
N
BRD - GROUPE SOCIETE GENERALE SA
5493008QRHH0XCLJ4238
BRD-GROUPE SOCIETE GENERALE COMMON STOCK
N/A
77937.00000000
NS
232010.14000000
0.090428250240
Long
EC
RO
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA COMMON STOCK
N/A
32640.00000000
NS
822040.30000000
0.320398349640
Long
EC
FR
N
1
N
N
N
China Shenhua Energy Company Limited
529900N9JOX4C108MA40
CHINA SHENHUA ENERGY CO-H COMMON STOCK
N/A
137500.00000000
NS
460053.79000000
0.179310521712
Long
EC
HK
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-16.55000000
-0.00000645052
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1619.11000000
USD
205920.00000000
JPY
2022-06-27
-16.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-437.40000000
-0.00017048098
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
87765.69000000
EUR
93700.85000000
USD
2022-06-27
-437.40000000
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
9300.00000000
NS
169199.35000000
0.065947122665
Long
EC
JP
N
1
N
N
N
INTERMEDIATE CAPITAL GROUP PLC
549300OGASR5WRKJ8R68
INTERMEDIATE CAPITAL GROUP COMMON STOCK
N/A
3165.00000000
NS
62824.53000000
0.024486482875
Long
EC
GB
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
3000.00000000
NS
USD
162270.00000000
0.063246339864
Long
EC
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV, AFGEKORT : AB INBEV NV
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK
N/A
10370.00000000
NS
579548.68000000
0.225884838745
Long
EC
BE
N
1
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
SONY GROUP CORP COMMON STOCK
N/A
200.00000000
NS
18834.78000000
0.007341042072
Long
EC
JP
N
1
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
6730.00000000
NS
USD
216907.90000000
0.084542002604
Long
EC
US
N
1
N
N
N
NORTONLIFELOCK INC.
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC COMMON STOCK
668771108
405.00000000
NS
USD
9857.70000000
0.003842136220
Long
EC
US
N
1
N
N
N
Global Unichip Corp
N/A
GLOBAL UNICHIP CORP COMMON STOCK
N/A
14000.00000000
NS
266735.57000000
0.103962830555
Long
EC
TW
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-77.65000000
-0.00003026485
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1117582.19000000
HKD
142486.12000000
USD
2022-06-27
-77.65000000
N
N
N
INCITEC PIVOT LIMITED
254900UW2F3BKV6Z9V18
INCITEC PIVOT LTD COMMON STOCK
N/A
32042.00000000
NS
80908.34000000
0.031534826952
Long
EC
AU
N
1
N
N
N
COMPAGNIE FINANCIERE RICHEMONT SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMO-A REG COMMON STOCK
N/A
4835.00000000
NS
536437.59000000
0.209081864381
Long
EC
CH
N
1
N
N
N
PACTIV EVERGREEN INC.
894500GNKGJRUSH1F791
PACTIV EVERGREEN INC COMMON STOCK
69526K105
20297.00000000
NS
USD
208856.13000000
0.081403745490
Long
EC
US
N
1
N
N
N
SPECTRIS PLC
213800Z4CO2CZO3M3T10
SPECTRIS PLC COMMON STOCK
N/A
8329.00000000
NS
316801.38000000
0.123476475929
Long
EC
GB
N
1
N
N
N
JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY
635400NSGXKTVOO7JU45
JAMES HARDIE INDUSTRIES-CDI DEPOSITARY RECEIPT
N/A
4774.00000000
NS
123629.07000000
0.048185654639
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
29.62000000
0.000011544688
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
378412.00000000
JPY
2974.58000000
USD
2022-06-27
29.62000000
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE PREFERRED STOCK
N/A
4072.00000000
NS
332132.19000000
0.129451810985
Long
EP
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-686.89000000
-0.00026772218
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1237992.64000000
DKK
177847.94000000
USD
2022-06-27
-686.89000000
N
N
N
PT Mitra Adiperkasa Tbk
254900Z2B7Y7F69ZZZ04
MITRA ADIPERKASA TBK PT COMMON STOCK
N/A
96600.00000000
NS
5962.55000000
0.002323962924
Long
EC
ID
N
1
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
359.00000000
NS
USD
19041.36000000
0.007421558674
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
30.52000000
0.000011895472
N/A
DFE
CA
N
2
BNP PARIBAS
N/A
1966.94000000
USD
2526.50000000
CAD
2022-06-27
30.52000000
N
N
N
ZHONGLIANG HOLDINGS GROUP COMPANY LIMITED
549300SKDRW33OJQFH41
ZHONGLIANG HOLDINGS GROUP CO COMMON STOCK
N/A
131500.00000000
NS
34025.02000000
0.013261588579
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.59000000
-0.00000061971
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
316.23000000
NZD
204.11000000
USD
2022-06-27
-1.59000000
N
N
N
JARLLYTEC CO., LTD.
N/A
JARLLYTEC CO LTD COMMON STOCK
N/A
25000.00000000
NS
57536.61000000
0.022425463676
Long
EC
TW
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
3900.00000000
NS
USD
252915.00000000
0.098576126497
Long
EC
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
3500.00000000
NS
208427.51000000
0.081236686599
Long
EC
FR
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
3000.00000000
NS
USD
131430.00000000
0.051226144379
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
11684.00000000
NS
USD
519003.28000000
0.202286669363
Long
EC
US
N
1
N
N
N
UNITED RENTALS, INC.
5323X5O7RN0NKFCDRY08
UNITED RENTALS INC COMMON STOCK
911363109
294.00000000
NS
USD
87664.92000000
0.034168270934
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
404.00000000
NS
USD
257416.68000000
0.100330700869
Long
EC
US
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
131.00000000
NS
USD
9150.35000000
0.003566439551
Long
EC
US
N
1
N
N
N
CAPGEMINI SE
96950077L0TN7BAROX36
CAPGEMINI SE COMMON STOCK
N/A
52.00000000
NS
10054.74000000
0.003918934512
Long
EC
FR
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
515.00000000
NS
USD
61207.75000000
0.023856326855
Long
EC
US
N
1
N
N
N
Volkswagen Aktiengesellschaft
529900NNUPAGGOMPXZ31
Volkswagen AG PREFERRED STOCK
N/A
3382.00000000
NS
560399.96000000
0.218421435448
Long
EP
DE
N
1
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD COMMON STOCK
N/A
23592.00000000
NS
289429.04000000
0.112807835277
Long
EC
HK
N
1
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK
N/A
300.00000000
NS
8635.39000000
0.003365728790
Long
EC
JP
N
1
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC COMMON STOCK
59156R108
228.00000000
NS
USD
15364.92000000
0.005988629767
Long
EC
US
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
766.00000000
NS
USD
77971.14000000
0.030390024157
Long
EC
US
N
1
N
N
N
OBAYASHI CORPORATION
529900YT4O5S0LCXWD54
OBAYASHI CORP COMMON STOCK
N/A
21900.00000000
NS
155425.40000000
0.060578589215
Long
EC
JP
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
228.00000000
NS
USD
27432.96000000
0.010692267897
Long
EC
US
N
1
N
N
N
FASTENAL COMPANY
529900PP0C7H2HHPSJ32
FASTENAL CO COMMON STOCK
311900104
1105.00000000
NS
USD
59183.80000000
0.023067472294
Long
EC
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
3000.00000000
NS
USD
416520.00000000
0.162342795836
Long
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
800.00000000
NS
USD
155520.00000000
0.060615460502
Long
EC
US
N
1
N
N
N
TFI International Inc.
5493007R9W7KO7SJN678
TFI INTERNATIONAL INC COMMON STOCK
87241L109
1443.00000000
NS
118499.75000000
0.046186451361
Long
EC
CA
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
78592.11000000
0.030632053366
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9507793.75000000
USD
7606493.62000000
GBP
2022-06-27
78592.11000000
N
N
N
OMV Petrom SA
549300UKYDM6L8HEPU79
OMV PETROM SA COMMON STOCK
N/A
3843686.00000000
NS
386404.72000000
0.150605067149
Long
EC
RO
N
1
N
N
N
Dentium Co Ltd
N/A
DENTIUM CO LTD COMMON STOCK
N/A
1401.00000000
NS
87307.71000000
0.034029044798
Long
EC
KR
N
1
N
N
N
CIECH SPOLKA AKCYJNA
259400GYHYZPQ0HTMT82
CIECH SA COMMON STOCK
N/A
12491.00000000
NS
116837.96000000
0.045538752247
Long
EC
PL
N
1
N
N
N
SUN COMMUNITIES, INC.
549300H5GEOJYN41ZG57
SUN COMMUNITIES INC REIT
866674104
1662.00000000
NS
USD
272784.06000000
0.106320289445
Long
EC
US
N
1
N
N
N
PPC LIMITED
5299002A9K9AKAFFIS09
PPC LTD COMMON STOCK
N/A
157631.00000000
NS
37931.58000000
0.014784209036
Long
EC
ZA
N
1
N
N
N
OSG Corporation
353800IWJAOVAFO6X450
OSG CORP COMMON STOCK
N/A
16400.00000000
NS
210983.71000000
0.082232990870
Long
EC
JP
N
1
N
N
N
MARFRIG GLOBAL FOODS S.A.
391200219USWMOBN3F92
MARFRIG GLOBAL FOODS SA COMMON STOCK
N/A
46100.00000000
NS
151766.34000000
0.059152434335
Long
EC
BR
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
1000.00000000
NS
USD
189860.00000000
0.073999815657
Long
EC
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
196.00000000
NS
USD
10683.96000000
0.004164179239
Long
EC
US
N
1
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
61239.00000000
NS
690397.58000000
0.269089295533
Long
EC
NL
N
1
N
N
N
SCANDINAVIAN TOBACCO GROUP A/S
5299003KG4JS99TRML67
SCANDINAVIAN TOBACCO GROUP A COMMON STOCK
N/A
8800.00000000
NS
188545.63000000
0.073487526930
Long
EC
DK
Y
1
N
N
N
Signify N.V.
549300072P3J1X8NZO35
SIGNIFY NV COMMON STOCK
N/A
15416.00000000
NS
614004.31000000
0.239314261838
Long
EC
NL
Y
1
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
5445.00000000
NS
USD
856389.60000000
0.333786329561
Long
EC
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P304
4500.00000000
NS
204462.98000000
0.079691471761
Long
EC
CA
N
1
N
N
N
NK ROSNEFT' PAO
253400JT3MQWNDKMJE44
ROSNEFT OIL CO PJSC COMMON STOCK
N/A
4736.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
MERITOR, INC.
5LTG829X630QFHTFBO82
MERITOR INC COMMON STOCK
59001K100
21430.00000000
NS
USD
775123.10000000
0.302111906202
Long
EC
US
N
1
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
1300.00000000
NS
USD
210444.00000000
0.082022633551
Long
EC
US
N
1
N
N
N
COLLIERS INTERNATIONAL GROUP INC.
D3O8K13PHLEXXD1DT480
COLLIERS INTERNATIONAL GROUP COMMON STOCK
194693107
603.00000000
NS
73384.03000000
0.028602152597
Long
EC
CA
N
1
N
N
N
T. ROWE PRICE GROUP, INC.
549300SIV6FPS9Y7IH33
T ROWE PRICE GROUP INC COMMON STOCK
74144T108
248.00000000
NS
USD
31518.32000000
0.012284577424
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
1.00000000
0.000000389759
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
365.84000000
NZD
238.97000000
USD
2022-06-27
1.00000000
N
N
N
WATERS CORPORATION
5T547R1474YC9HOD8Q74
WATERS CORP COMMON STOCK
941848103
54.00000000
NS
USD
17709.30000000
0.006902375094
Long
EC
US
N
1
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
DAI-ICHI LIFE HOLDINGS INC COMMON STOCK
N/A
36500.00000000
NS
747193.83000000
0.291226196566
Long
EC
JP
N
1
N
N
N
Best World International Ltd
254900W8OBR7S8O6R946
BEST WORLD INTERNATIONAL LTD COMMON STOCK
N/A
24994.00000000
NS
24795.27000000
0.009664202091
Long
EC
SG
N
3
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
728.00000000
NS
USD
28275.52000000
0.011020664002
Long
EC
US
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
1300.00000000
NS
USD
227058.00000000
0.088498104621
Long
EC
US
N
1
N
N
N
MURPHY USA INC.
549300Y081F8XIKQIO72
MURPHY USA INC COMMON STOCK
626755102
1400.00000000
NS
USD
348768.00000000
0.135935782719
Long
EC
US
N
1
N
N
N
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO COMMON STOCK
844741108
243.00000000
NS
USD
11143.98000000
0.004343476591
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
66810.78000000
0.026040163298
N/A
DFE
AU
N
2
STANDARD CHARTERED
N/A
5127239.56000000
USD
7238835.33000000
AUD
2022-06-27
66810.78000000
N
N
N
Hana Financial Group Inc.
N/A
HANA FINANCIAL GROUP COMMON STOCK
N/A
4326.00000000
NS
173081.96000000
0.067460408372
Long
EC
KR
N
1
N
N
N
Societatea Nationala de Gaze Naturale Romgaz SA
2549009R7KJ38D9RW354
SOCIETATEA NATIONALA DE GAZE COMMON STOCK
N/A
17932.00000000
NS
174830.74000000
0.068142012699
Long
EC
RO
N
1
N
N
N
EVRAZ PLC
5493005B7DAN39RXLK23
EVRAZ PLC COMMON STOCK
N/A
21791.00000000
NS
22245.24000000
0.008670302640
Long
EC
GB
N
1
N
N
N
TERADYNE, INC.
C3X4YJ278QNZHRJULN75
TERADYNE INC COMMON STOCK
880770102
2073.00000000
NS
USD
226495.98000000
0.088279051759
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
10000.00000000
NS
USD
111500.00000000
0.043458229462
Long
EC
US
N
1
N
N
N
THE GAP, INC.
T2ZG1WRWZ4BUCMQL9224
GAP INC/THE COMMON STOCK
364760108
37740.00000000
NS
USD
416272.20000000
0.162246213331
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
465.00000000
NS
USD
90042.60000000
0.035094995266
Long
EC
US
N
1
N
N
N
NITTO DENKO CORPORATION
3538009GX5P09USH2J25
NITTO DENKO CORP COMMON STOCK
N/A
100.00000000
NS
7268.06000000
0.002832798378
Long
EC
JP
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
11000.00000000
NS
USD
564190.00000000
0.219898641080
Long
EC
US
N
1
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
234.00000000
NS
USD
68828.76000000
0.026826690992
Long
EC
US
N
1
N
N
N
HOWMET AEROSPACE INC.
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC COMMON STOCK
443201108
323.00000000
NS
USD
11553.71000000
0.004503172917
Long
EC
US
N
1
N
N
N
WOOLWORTHS GROUP LIMITED
QNWEWQBS7HP85QHXQL92
WOOLWORTHS GROUP LTD COMMON STOCK
N/A
490.00000000
NS
12179.52000000
0.004747088564
Long
EC
AU
N
1
N
N
N
METAUX RUSSEL INC.
5493005F9VPHFO17OV54
RUSSEL METALS INC COMMON STOCK
781903604
1056.00000000
NS
26482.44000000
0.010321793311
Long
EC
CA
N
1
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC COMMON STOCK
446150104
606.00000000
NS
USD
8411.28000000
0.003278379697
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-828.19000000
-0.00032279525
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
83165.67000000
USD
10579937.00000000
JPY
2022-06-27
-828.19000000
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL COMMON STOCK
87165B103
295.00000000
NS
USD
10926.80000000
0.004258828535
Long
EC
US
N
1
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC COMMON STOCK
833034101
181.00000000
NS
USD
40160.28000000
0.015652866937
Long
EC
US
N
1
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV COMMON STOCK
N/A
4671.00000000
NS
241583.61000000
0.094159605002
Long
EC
NL
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP COMMON STOCK
615369105
7031.00000000
NS
USD
2120338.67000000
0.826422999634
Long
EC
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
264.00000000
NS
USD
40584.72000000
0.015818296631
Long
EC
US
N
1
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP BANK PLC COMMON STOCK
N/A
19700.00000000
NS
468863.10000000
0.182744037545
Long
EC
HU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/RON SETTLE 2022-06-02
N/A
1.00000000
NC
USD
33.20000000
0.000012940028
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
30098.52000000
RON
6554.31000000
USD
2022-06-02
33.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-59.28000000
-0.00002310496
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8568.51000000
CAD
6715.00000000
USD
2022-06-27
-59.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2081.44000000
-0.00081126185
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
225806.74000000
AUD
159940.70000000
USD
2022-06-27
-2081.44000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-27
N/A
1.00000000
NC
14.05000000
0.000005476126
N/A
DFE
XX
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3011.06000000
USD
2820.33000000
EUR
2022-06-27
14.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.65000000
-0.00000025334
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
609.40000000
NOK
64.21000000
USD
2022-06-27
-0.65000000
N
N
N
SEEK LIMITED
549300209NEKXBC8QO27
SEEK LTD COMMON STOCK
N/A
537.00000000
NS
9341.51000000
0.003640946054
Long
EC
AU
N
1
N
N
N
VERBUND AG
5299006UDSEJCTTEJS30
VERBUND AG COMMON STOCK
N/A
72.00000000
NS
7146.09000000
0.002785259363
Long
EC
AT
N
1
N
N
N
SAIA, INC.
549300WNPG4N9GBOYB29
SAIA INC COMMON STOCK
78709Y105
287.00000000
NS
USD
56708.33000000
0.022102633341
Long
EC
US
N
1
N
N
N
SUNNY OPTICAL TECHNOLOGY (GROUP) COMPANY LIMITED
3003004QIVP0DFVVWM94
SUNNY OPTICAL TECH COMMON STOCK
N/A
700.00000000
NS
11045.75000000
0.004305190476
Long
EC
HK
N
1
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
55.00000000
NS
10310.77000000
0.004018724740
Long
EC
DE
N
1
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV COMMON STOCK
N/A
377.00000000
NS
9688.62000000
0.003776235615
Long
EC
NL
N
1
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC COMMON STOCK
754730109
111.00000000
NS
USD
10932.39000000
0.004261007293
Long
EC
US
N
1
N
N
N
PT Astra Agro Lestari Tbk
529900XU6T7VIQ56SN17
ASTRA AGRO LESTARI TBK PT COMMON STOCK
N/A
61800.00000000
NS
50860.71000000
0.019823465522
Long
EC
ID
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
58800.00000000
NS
USD
1251852.00000000
0.487921717212
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
2.06000000
0.000000802905
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3112.80000000
EUR
3340.88000000
USD
2022-06-27
2.06000000
N
N
N
Telecom Egypt Company S.A.E.
2138002G9HYJY4EDCG86
TELECOM EGYPT COMMON STOCK
N/A
8383.00000000
NS
6803.72000000
0.002651817264
Long
EC
EG
N
1
N
N
N
COGECO COMMUNICATIONS INC.
549300XHH6LJM6IAXV57
COGECO COMMUNICATIONS INC COMMON STOCK
19239C106
1500.00000000
NS
124817.17000000
0.048648728383
Long
EC
CA
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
17600.00000000
NS
USD
374704.00000000
0.146044595628
Long
EC
US
N
1
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC COMMON STOCK
15189T107
911.00000000
NS
USD
29197.55000000
0.011380034328
Long
EC
US
N
1
N
N
N
PHA Co., Ltd.
N/A
PHA Co Ltd COMMON STOCK
N/A
566.00000000
NS
4094.49000000
0.001595868035
Long
EC
KR
N
1
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN22 PHYSICAL INDEX FUTURE.
N/A
28.00000000
NC
5549748.97000000
2.163069634061
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
5699843.05000000
CAD
-150094.08000000
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
4300.00000000
NS
396700.79000000
0.154618062419
Long
EC
CA
N
1
N
N
N
Draegerwerk AG & Co. KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA PREFERRED STOCK
N/A
2900.00000000
NS
152379.78000000
0.059391528651
Long
EP
DE
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
3300.00000000
NS
USD
279411.00000000
0.108903204953
Long
EC
US
N
1
N
N
N
THE MIDDLEBY CORPORATION
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP COMMON STOCK
596278101
6543.00000000
NS
USD
991002.78000000
0.386253149876
Long
EC
US
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
339.00000000
NS
USD
34672.92000000
0.013514114022
Long
EC
US
N
1
N
N
N
STO Express Co., Ltd.
300300AYG8JYIHUJ6F19
STO EXPRESS CO LTD-A COMMON STOCK
N/A
55600.00000000
NS
93380.10000000
0.036395818951
Long
EC
CN
N
1
N
N
N
HONDA MOTOR CO., LTD.
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD COMMON STOCK
N/A
10400.00000000
NS
257645.46000000
0.100419870140
Long
EC
JP
N
1
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
GEBERIT AG-REG COMMON STOCK
N/A
114.00000000
NS
62533.20000000
0.024372934122
Long
EC
CH
N
1
N
N
N
TENNECO INC.
549300U0EXXFAQFAD785
TENNECO INC-CLASS A COMMON STOCK
880349105
32630.00000000
NS
USD
564825.30000000
0.220146255548
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-179.70000000
-0.00007003985
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
46222.41000000
NZD
29886.53000000
USD
2022-06-27
-179.70000000
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
1039.00000000
NS
USD
22951.51000000
0.008945578368
Long
EC
US
N
1
N
N
N
COMPAGNIE DE SAINT-GOBAIN SA
NFONVGN05Z0FMN5PEC35
COMPAGNIE DE SAINT GOBAIN COMMON STOCK
N/A
12577.00000000
NS
742367.57000000
0.289345113924
Long
EC
FR
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
SWISS LIFE HOLDING AG-REG COMMON STOCK
N/A
200.00000000
NS
113296.12000000
0.044158285024
Long
EC
CH
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
15100.00000000
NS
USD
806491.00000000
0.314337855941
Long
EC
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG-REG COMMON STOCK
N/A
1746.00000000
NS
72019.76000000
0.028070414851
Long
EC
DE
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
10.85000000
0.000004228894
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2082.16000000
USD
2003.02000000
CHF
2022-06-27
10.85000000
N
N
N
Enefit Green AS
485100EAUB2D0VTK1R43
ENEFIT GREEN AS COMMON STOCK
N/A
20443.00000000
NS
89788.11000000
0.034995805268
Long
EC
EE
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG COMMON STOCK
N/A
8340.00000000
NS
259181.57000000
0.101018584228
Long
EC
AT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-246.20000000
-0.00009595888
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
80176.05000000
SGD
58246.40000000
USD
2022-06-27
-246.20000000
N
N
N
AEON REIT Investment Corporation.
353800P59F8MJB4FE788
AEON REIT INVESTMENT CORP REIT
N/A
100.00000000
NS
119787.01000000
0.046688173696
Long
EC
JP
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
0.49000000
0.000000190982
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5336.00000000
JPY
41.97000000
USD
2022-06-01
0.49000000
N
N
N
Commerzbank Aktiengesellschaft
851WYGNLUQLFZBSYGB56
COMMERZBANK AG COMMON STOCK
N/A
17723.00000000
NS
153366.82000000
0.059776237269
Long
EC
DE
N
1
N
N
N
OSAKA GAS CO., LTD.
353800024KMNOPQRWZ02
OSAKA GAS CO LTD COMMON STOCK
N/A
500.00000000
NS
9351.32000000
0.003644769599
Long
EC
JP
N
1
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR COMMON STOCK
682189105
509.00000000
NS
USD
30886.12000000
0.012038171212
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2022-06-01
N/A
1.00000000
NC
-31791.99000000
-0.01239124301
N/A
DFE
XX
N
2
STANDARD CHARTERED
N/A
7968213.38000000
USD
7408570.00000000
EUR
2022-06-01
-31791.99000000
N
N
N
Kao Corporation
353800HM38HFCB8RGL63
KAO CORP COMMON STOCK
N/A
18100.00000000
NS
731063.00000000
0.284939045790
Long
EC
JP
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
10400.00000000
NS
316175.52000000
0.123232540794
Long
EC
JP
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
172.00000000
NS
USD
11995.28000000
0.004675279199
Long
EC
US
N
1
N
N
N
YAMADA HOLDINGS CO.,LTD.
353800MDZ4K1DQKLO464
YAMADA HOLDINGS CO LTD COMMON STOCK
N/A
81400.00000000
NS
287268.06000000
0.111965571916
Long
EC
JP
N
1
N
N
N
Phison Electronics Corp.
N/A
PHISON ELECTRONICS CORP COMMON STOCK
N/A
21000.00000000
NS
286149.87000000
0.111529746288
Long
EC
TW
N
1
N
N
N
PT Telkom Indonesia (Persero) Tbk
529900M5SQZAOKV1PC81
TELKOM INDONESIA PERSERO TBK COMMON STOCK
N/A
317692.00000000
NS
93906.63000000
0.036601039234
Long
EC
ID
N
1
N
N
N
Joint Stock Company Kaspi.kz
2549003YU6FARG8OAZ13
JSC KASPI.KZ GDR-REG S DEPOSITARY RECEIPT
48581R205
6682.00000000
NS
USD
352141.40000000
0.137250598784
Long
EC
GB
N
1
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N82405106
36460.00000000
NS
USD
550546.00000000
0.214580756929
Long
EC
US
N
1
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD COMMON STOCK
Y72596102
435.00000000
NS
14750.88000000
0.005749301594
Long
EC
IN
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO COMMON STOCK
N/A
309198.00000000
NS
672558.40000000
0.262136298423
Long
EC
IT
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
2100.00000000
NS
USD
130578.00000000
0.050894068939
Long
EC
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
220.00000000
NS
USD
29323.80000000
0.011429241516
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-25.11000000
-0.00000978687
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2455.68000000
USD
312316.00000000
JPY
2022-06-27
-25.11000000
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
11149.00000000
NS
110453.76000000
0.043050447059
Long
EC
IL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-01
N/A
1.00000000
NC
USD
-0.11000000
-0.00000004287
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
32.51000000
CAD
25.59000000
USD
2022-06-01
-0.11000000
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE COMMON STOCK
N/A
151.00000000
NS
23034.42000000
0.008977893362
Long
EC
DE
N
1
N
N
N
REPUBLIC SERVICES, INC.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC COMMON STOCK
760759100
98.00000000
NS
USD
13116.32000000
0.005112215643
Long
EC
US
N
1
N
N
N
KOC HOLDING ANONIM SIRKETI
7890005U0H950VH19H45
KOC HOLDING AS COMMON STOCK
N/A
40966.00000000
NS
102461.88000000
0.039935532665
Long
EC
TR
N
1
N
N
N
GLENCORE PLC
2138002658CPO9NBH955
GLENCORE PLC COMMON STOCK
G39420107
2151.00000000
NS
14153.67000000
0.005516533081
Long
EC
GB
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
33821.85000000
0.013182401059
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6321936.16000000
USD
6082489.03000000
CHF
2022-06-27
33821.85000000
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC COMMON STOCK
N/A
4200.00000000
NS
202467.67000000
0.078913779924
Long
EC
GB
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK
N/A
73999.00000000
NS
1427715.42000000
0.556466227171
Long
EC
TW
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
2479.00000000
NS
USD
1096585.65000000
0.427405119309
Long
EC
US
N
1
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO COMMON STOCK
363576109
258.00000000
NS
USD
41780.52000000
0.016284371526
Long
EC
US
N
1
N
N
N
ONO PHARMACEUTICAL CO., LTD.
529900G26L4NG4GFJZ86
ONO PHARMACEUTICAL CO LTD COMMON STOCK
N/A
600.00000000
NS
15876.25000000
0.006187925699
Long
EC
JP
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
518.00000000
NS
USD
47044.76000000
0.018336161211
Long
EC
US
N
1
N
N
N
HORMEL FOODS CORPORATION
MSD54751OJP1FS2ND863
HORMEL FOODS CORP COMMON STOCK
440452100
204.00000000
NS
USD
9928.68000000
0.003869801378
Long
EC
US
N
1
N
N
N
EUROAPI SAS
9695002FT7GGI3CKKJ14
EUROAPI SASU COMMON STOCK
N/A
108.00000000
NS
1566.51000000
0.000610562789
Long
EC
FR
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE PREFERRED STOCK
N/A
121.00000000
NS
9869.35000000
0.003846676923
Long
EP
DE
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
4930.00000000
NS
USD
349339.80000000
0.136158647433
Long
EC
US
N
1
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC COMMON STOCK
550241103
1268.00000000
NS
USD
15520.32000000
0.006049198456
Long
EC
US
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
9700.00000000
NS
USD
697624.00000000
0.271905864310
Long
EC
US
N
1
N
N
N
IOCHPE-MAXION S.A.
N/A
IOCHPE-MAXION S.A. COMMON STOCK
N/A
50400.00000000
NS
157626.30000000
0.061436411791
Long
EC
BR
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
7052.00000000
NS
USD
373544.44000000
0.145592645632
Long
EC
US
N
1
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
173.00000000
NS
USD
11040.86000000
0.004303284550
Long
EC
US
N
1
N
N
N
LX INTERNATIONAL CORP.
988400KZJVVPCZ6BC265
LX INTERNATIONAL CORP COMMON STOCK
N/A
6657.00000000
NS
204735.57000000
0.079797716414
Long
EC
KR
N
1
N
N
N
Tokyo Electron Limited
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD COMMON STOCK
N/A
200.00000000
NS
91694.20000000
0.035738722726
Long
EC
JP
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
92.00000000
NS
USD
12973.84000000
0.005056682652
Long
EC
US
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
NUTRIEN LTD COMMON STOCK
67077M108
226.00000000
NS
22086.30000000
0.008608354200
Long
EC
CA
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
372.00000000
NS
USD
14667.96000000
0.005716982703
Long
EC
US
N
1
N
N
N
ITOCHU ENEX CO., LTD.
549300WO21DGCU3JY132
ITOCHU ENEX CO LTD COMMON STOCK
N/A
22300.00000000
NS
180625.75000000
0.070400675249
Long
EC
JP
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-199.96000000
-0.00007793639
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
171602.43000000
USD
136002.43000000
GBP
2022-06-27
-199.96000000
N
N
N
NITTO DENKO CORPORATION
3538009GX5P09USH2J25
NITTO DENKO CORP COMMON STOCK
N/A
233.00000000
NS
16934.59000000
0.006600424197
Long
EC
JP
N
1
N
N
N
HERA S.P.A.
8156009414FD99443B48
HERA SPA COMMON STOCK
N/A
53900.00000000
NS
200070.17000000
0.077979330551
Long
EC
IT
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-2649.66000000
-0.00103273123
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
230001.16000000
USD
29213482.00000000
JPY
2022-06-27
-2649.66000000
N
N
N
The North West Company Inc.
254900VT1HQAZR3IVM76
NORTH WEST CO INC/THE COMMON STOCK
663278208
538.00000000
NS
15440.09000000
0.006017928019
Long
EC
CA
N
1
N
N
N
China Merchants Bank Co., Ltd.
549300MKO5B60FFIHF58
CHINA MERCHANTS BANK-H COMMON STOCK
N/A
4500.00000000
NS
28678.68000000
0.011177799606
Long
EC
HK
N
1
N
N
N
Wienerberger AG
529900VXIFBHO0SW2I31
WIENERBERGER AG COMMON STOCK
N/A
1919.00000000
NS
52873.28000000
0.020607884615
Long
EC
AT
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
BOLIDEN AB-RED SHS COMMON STOCK
N/A
398.00000000
NS
629.73000000
0.000245443505
Long
EC
SE
N
1
N
N
N
HERMES INTERNATIONAL S.C.A.
969500Y4IJGHJE2MTJ13
HERMES INTERNATIONAL COMMON STOCK
N/A
412.00000000
NS
489903.48000000
0.190944734065
Long
EC
FR
N
1
N
N
N
EQUIFAX INC.
5493004MCF8JDC86VS77
EQUIFAX INC COMMON STOCK
294429105
93.00000000
NS
USD
18839.94000000
0.007343053233
Long
EC
US
N
1
N
N
N
Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.
549300J6ZJW5IH4WEE46
RICHTER GEDEON NYRT COMMON STOCK
N/A
31948.00000000
NS
623866.90000000
0.243158303984
Long
EC
HU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-5016.18000000
-0.00195510584
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
885437.35000000
CHF
920201.36000000
USD
2022-06-27
-5016.18000000
N
N
N
INTER RAO YEES PAO
253400PMFKF8Q8G1FA17
INTER RAO UES PJSC COMMON STOCK
N/A
2649312.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4.17000000
-0.00000162529
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3806.80000000
SEK
385.37000000
USD
2022-06-27
-4.17000000
N
N
N
DOVER CORPORATION
549300FMC2ALGA7N9E80
DOVER CORP COMMON STOCK
260003108
192.00000000
NS
USD
25710.72000000
0.010021007797
Long
EC
US
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
80.00000000
NS
10991.34000000
0.004283983639
Long
EC
CA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/JPY SETTLE 2022-06-01
N/A
1.00000000
NC
10678.11000000
0.004161899144
N/A
DFE
XX
N
2
STANDARD CHARTERED
N/A
190293294.00000000
JPY
1390798.00000000
EUR
2022-06-01
10678.11000000
N
N
N
Komercni banka, a.s.
IYKCAVNFR8QGF00HV840
KOMERCNI BANKA AS COMMON STOCK
N/A
7167.00000000
NS
222288.39000000
0.086639101878
Long
EC
CZ
N
1
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK
N/A
21900.00000000
NS
630383.61000000
0.245698256258
Long
EC
JP
N
1
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
366.00000000
NS
6658.81000000
0.002595337156
Long
EC
JP
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
7200.00000000
NS
USD
236808.00000000
0.092298263700
Long
EC
US
N
1
N
N
N
NMDC LIMITED
335800IXHXOHQ7B2HP66
NMDC LTD COMMON STOCK
Y62393114
50160.00000000
NS
81471.94000000
0.031754495634
Long
EC
IN
N
1
N
N
N
KUBOTA CORPORATION
549300CSY4INHEHQQT13
KUBOTA CORP COMMON STOCK
N/A
600.00000000
NS
11072.33000000
0.004315550294
Long
EC
JP
N
1
N
N
N
ASE Technology Holding Co., Ltd.
300300GO8QHPMV87NZ73
ASE TECHNOLOGY HOLDING CO LT COMMON STOCK
N/A
9000.00000000
NS
32403.10000000
0.012629429193
Long
EC
TW
N
1
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL COMMON STOCK
063671101
421.00000000
NS
45796.25000000
0.017849542071
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-501.44000000
-0.00019544120
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
48531.40000000
GBP
60662.19000000
USD
2022-06-27
-501.44000000
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP COMMON STOCK
512807108
1690.00000000
NS
USD
878850.70000000
0.342540765775
Long
EC
US
N
1
N
N
N
BAKER HUGHES COMPANY
N/A
BAKER HUGHES CO COMMON STOCK
05722G100
2952.00000000
NS
USD
106212.96000000
0.041397553251
Long
EC
US
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
26.00000000
NS
USD
7183.02000000
0.002799653196
Long
EC
US
N
1
N
N
N
CHONGKUNDANG HOLDINGS CORP.
N/A
CHONGKUNDANG HOLDINGS CORP COMMON STOCK
N/A
131.00000000
NS
6946.01000000
0.002707276201
Long
EC
KR
N
1
N
N
N
BAJAJ FINSERV LIMITED
3358001EH4I4IDMGQ326
BAJAJ FINSERV LTD COMMON STOCK
Y0548X109
52.00000000
NS
8663.07000000
0.003376517344
Long
EC
IN
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
15300.00000000
NS
USD
679626.00000000
0.264890965531
Long
EC
US
N
1
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP COMMON STOCK
14448C104
21547.00000000
NS
USD
847012.57000000
0.330131539235
Long
EC
US
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
5360.00000000
NS
USD
1037910.40000000
0.404535859415
Long
EC
US
N
1
N
N
N
DETSKIY MIR PAO
25340094SFG83VJ0YP24
DETSKY MIR PJSC COMMON STOCK
N/A
101061.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
Y
2
N
N
N
AKAMAI TECHNOLOGIES, INC.
OC1LZNN2LF5WTJ5RIL89
AKAMAI TECHNOLOGIES INC COMMON STOCK
00971T101
265.00000000
NS
USD
26775.60000000
0.010436055325
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-3004.24000000
-0.00117093229
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
530298.21000000
CHF
551118.76000000
USD
2022-06-27
-3004.24000000
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
1511.00000000
NS
14396.64000000
0.005611233045
Long
EC
GB
N
1
N
N
N
Ta Ann Holdings Bhd
N/A
TA ANN HOLDINGS BERHAD COMMON STOCK
N/A
25388.00000000
NS
28875.70000000
0.011254590103
Long
EC
MY
N
1
N
N
N
Naturgy Energy Group, S.A.
TL2N6M87CW970S5SV098
NATURGY ENERGY GROUP SA COMMON STOCK
N/A
606.00000000
NS
18267.83000000
0.007120067694
Long
EC
ES
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
25500.00000000
NS
USD
898110.00000000
0.350047268723
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-38.43000000
-0.00001497847
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4091.61000000
CAD
3196.40000000
USD
2022-06-27
-38.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.74000000
-0.00000028842
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
491.83000000
SGD
358.08000000
USD
2022-06-27
-0.74000000
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
145.00000000
NS
USD
10914.15000000
0.004253898072
Long
EC
US
N
1
N
N
N
PROPETRO HOLDING CORP.
N/A
PROPETRO HOLDING CORP COMMON STOCK
74347M108
60060.00000000
NS
USD
783783.00000000
0.305487188007
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
4965.96000000
0.001935532100
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
52961043.00000000
JPY
417130.88000000
USD
2022-06-27
4965.96000000
N
N
N
GJENSIDIGE FORSIKRING ASA
5967007LIEEXZX6FAO47
GJENSIDIGE FORSIKRING ASA COMMON STOCK
N/A
469.00000000
NS
10217.45000000
0.003982352346
Long
EC
NO
N
1
N
N
N
Bangkok Dusit Medical Services Public Company Limited
N/A
BANGKOK DUSIT MED SERVICE COMMON STOCK
N/A
146922.00000000
NS
110556.44000000
0.043090467606
Long
EC
TH
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
1000.00000000
NS
USD
209120.00000000
0.081506591436
Long
EC
US
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
6400.00000000
NS
194569.55000000
0.075835409419
Long
EC
JP
N
1
N
N
N
Otter Tail Corporation
N/A
OTTER TAIL CORP COMMON STOCK
689648103
2900.00000000
NS
USD
189631.00000000
0.073910560638
Long
EC
US
N
1
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
2060.00000000
NS
136334.43000000
0.053137694552
Long
EC
CA
N
1
N
N
N
ZEBRA TECHNOLOGIES CORPORATION
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP-CL A COMMON STOCK
989207105
77.00000000
NS
USD
26040.63000000
0.010149593487
Long
EC
US
N
1
N
N
N
TRACTOR SUPPLY COMPANY
549300OJ9VZHZRO6I137
TRACTOR SUPPLY COMPANY COMMON STOCK
892356106
66.00000000
NS
USD
12365.76000000
0.004819677448
Long
EC
US
N
1
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
173.00000000
NS
USD
33786.90000000
0.013168778950
Long
EC
US
N
1
N
N
N
Nippon Yusen Kabushiki Kaisha
353800YPW4XM0ZN5I149
NIPPON YUSEN KK COMMON STOCK
N/A
200.00000000
NS
16634.93000000
0.006483628744
Long
EC
JP
N
1
N
N
N
ADIDAS AG
549300JSX0Z4CW0V5023
ADIDAS AG COMMON STOCK
N/A
72.00000000
NS
14227.38000000
0.005545262284
Long
EC
DE
N
1
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC COMMON STOCK
086516101
392.00000000
NS
USD
32167.52000000
0.012537609555
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-7888.09000000
-0.00307446121
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1775243.75000000
EUR
1896253.95000000
USD
2022-06-27
-7888.09000000
N
N
N
JSW STEEL LIMITED
335800EK6HZSC4CVAJ09
JSW STEEL LTD COMMON STOCK
Y44680158
827.00000000
NS
5872.05000000
0.002288689653
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SAR SETTLE 2022-06-01
N/A
1.00000000
NC
USD
0.00000000
0.000000
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
17.71000000
SAR
4.72000000
USD
2022-06-01
0.00000000
N
N
N
CEZ, a.s.
529900S5R9YHJHYKKG94
CEZ AS COMMON STOCK
N/A
2719.00000000
NS
132032.60000000
0.051461013698
Long
EC
CZ
N
1
N
N
N
AUTOLIV, INC.
A23RUXWKASG834LTMK28
AUTOLIV INC-SWED DEP RECEIPT DEPOSITARY RECEIPT
N/A
8746.00000000
NS
688334.11000000
0.268285037661
Long
EC
SE
N
1
N
N
N
PT Astra International Tbk
529900L49TRJOMG4DK47
ASTRA INTERNATIONAL TBK PT COMMON STOCK
N/A
351435.00000000
NS
177151.58000000
0.069046583078
Long
EC
ID
N
1
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP COMMON STOCK
651639106
385.00000000
NS
USD
26122.25000000
0.010181405691
Long
EC
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG-REG COMMON STOCK
N/A
3200.00000000
NS
131994.99000000
0.051446354828
Long
EC
DE
N
1
N
N
N
Joint Stock Company Halyk Savings Bank of Kazakhstan
213800NYDTVQM4SDUD67
HALYK SAVINGS BANK-GDR REG S DEPOSITARY RECEIPT
46627J302
35706.00000000
NS
USD
337421.70000000
0.131513449903
Long
EC
GB
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
500.00000000
NS
USD
220055.00000000
0.085768616003
Long
EC
US
N
1
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
21713.00000000
NS
898418.44000000
0.350167486268
Long
EC
IE
N
1
N
N
N
SIBANYE STILLWATER LIMITED
378900F238434B74D281
SIBANYE STILLWATER LTD COMMON STOCK
N/A
20633.00000000
NS
67643.54000000
0.026364739757
Long
EC
ZA
N
1
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
2100.00000000
NS
USD
146685.00000000
0.057171931737
Long
EC
US
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
6224.13000000
0.002425916320
N/A
DFE
DK
N
2
BNP PARIBAS
N/A
1642707.82000000
USD
11433990.90000000
DKK
2022-06-27
6224.13000000
N
N
N
CURTISS-WRIGHT CORPORATION
TEL51ETZWP7D0ZM4X325
CURTISS-WRIGHT CORP COMMON STOCK
231561101
4700.00000000
NS
USD
667306.00000000
0.260089123495
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-5.49000000
-0.00000213978
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
33132.77000000
EUR
35533.01000000
USD
2022-06-27
-5.49000000
N
N
N
POOL CORPORATION
5493005VZK1KMN6CO617
POOL CORP COMMON STOCK
73278L105
29.00000000
NS
USD
11559.98000000
0.004505616712
Long
EC
US
N
1
N
N
N
Korea Real Estate Investment & Trust Co., Ltd
N/A
KOREA REAL ESTATE INVEST COMMON STOCK
N/A
31298.00000000
NS
50341.92000000
0.019621261981
Long
EC
KR
N
1
N
N
N
UNITED ARROWS LTD.
N/A
UNITED ARROWS LTD COMMON STOCK
N/A
6900.00000000
NS
108827.39000000
0.042416553241
Long
EC
JP
N
1
N
N
N
J SAINSBURY PLC
213800VGZAAJIKJ9Y484
SAINSBURY (J) PLC COMMON STOCK
N/A
4986.00000000
NS
14352.36000000
0.005593974477
Long
EC
GB
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
19435.00000000
NS
1157368.21000000
0.451095724151
Long
EC
FR
N
1
N
N
N
MEEZAN BANK LIMITED
254900Y8S03SVOEXXP61
MEEZAN BANK LTD COMMON STOCK
N/A
8923.00000000
NS
5896.04000000
0.002298039993
Long
EC
PK
N
1
N
N
N
NIPPON STEEL CORPORATION
35380065QWQ4U2V3PA33
NIPPON STEEL CORP COMMON STOCK
N/A
59900.00000000
NS
1047883.32000000
0.408422903771
Long
EC
JP
N
1
N
N
N
DLF LIMITED
335800PJLUEOB8914F48
DLF LTD COMMON STOCK
N/A
1918.00000000
NS
8536.80000000
0.003327302361
Long
EC
IN
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
39150.00000000
NS
854879.77000000
0.333197858363
Long
EC
GB
N
1
N
N
N
SEGRO PUBLIC LIMITED COMPANY
213800XC35KGM9NFC641
SEGRO PLC REIT
N/A
921.00000000
NS
12860.99000000
0.005012698246
Long
EC
GB
N
1
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO INC COMMON STOCK
418056107
69.00000000
NS
USD
6192.75000000
0.002413685654
Long
EC
US
N
1
N
N
N
BGF Retail Co Ltd
N/A
BGF RETAIL CO LTD COMMON STOCK
N/A
58.00000000
NS
8602.49000000
0.003352905689
Long
EC
KR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2.16000000
-0.00000084188
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13038.20000000
EUR
13982.73000000
USD
2022-06-27
-2.16000000
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
39.00000000
NS
USD
12818.91000000
0.004996297150
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
7920.00000000
NS
USD
382219.20000000
0.148973719269
Long
EC
US
N
1
N
N
N
Ping An Insurance (Group) Company of China, Ltd.
529900M9MC28JLN35U89
PING AN INSURANCE GROUP CO-H COMMON STOCK
N/A
1500.00000000
NS
9616.92000000
0.003748289830
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-280.29000000
-0.00010924580
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
37348.14000000
GBP
46789.19000000
USD
2022-06-27
-280.29000000
N
N
N
Bloomage Biotechnology Corp Ltd
N/A
BLOOMAGE BIOTECHNOLOGY COR-A COMMON STOCK
N/A
332.00000000
NS
7340.48000000
0.002861024791
Long
EC
CN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-4.75000000
-0.00000185135
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
948.81000000
NZD
612.42000000
USD
2022-06-27
-4.75000000
N
N
N
COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
MICHELIN (CGDE) COMMON STOCK
N/A
88.00000000
NS
11430.22000000
0.004455041466
Long
EC
FR
N
1
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ COMMON STOCK
N/A
2589.00000000
NS
12982.58000000
0.005060089153
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.48000000
-0.00000057684
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
297.82000000
EUR
317.96000000
USD
2022-06-27
-1.48000000
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-A COMMON STOCK
N/A
4.00000000
NS
11530.68000000
0.004494196747
Long
EC
DK
N
1
N
N
N
THE MANITOWOC COMPANY, INC.
2RTSLGQ89VMY18RHX631
MANITOWOC COMPANY INC COMMON STOCK
563571405
25430.00000000
NS
USD
331098.60000000
0.129048959045
Long
EC
US
N
1
N
N
N
OIL AND NATURAL GAS CORPORATION LIMITED
335800FPDZ9MRSNO7N41
OIL & NATURAL GAS CORP LTD COMMON STOCK
Y64606133
56300.00000000
NS
109682.98000000
0.042750027919
Long
EC
IN
N
1
N
N
N
SUNCORP GROUP LIMITED
549300BVOKRTHDIWVT46
SUNCORP GROUP LTD COMMON STOCK
N/A
1135.00000000
NS
9241.08000000
0.003601802467
Long
EC
AU
N
1
N
N
N
SEOYON E-HWA CO.,LTD.
N/A
SEOYON E-HWA CO LTD COMMON STOCK
N/A
5721.00000000
NS
39721.46000000
0.015481832495
Long
EC
KR
N
1
N
N
N
TATA CONSULTANCY SERVICES LIMITED
335800ZJKU9GPQRE2U66
TATA CONSULTANCY SVCS LTD COMMON STOCK
Y85279100
346.00000000
NS
14993.83000000
0.005843993763
Long
EC
IN
N
1
N
N
N
INDIVIOR PLC
213800V3NCQTY7IED471
INDIVIOR PLC COMMON STOCK
N/A
10019.00000000
NS
41770.03000000
0.016280282945
Long
EC
GB
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/EUR SETTLE 2022-06-01
N/A
1.00000000
NC
-11815.45000000
-0.00460518867
N/A
DFE
JP
N
2
STANDARD CHARTERED
N/A
1390798.00000000
EUR
190146982.00000000
JPY
2022-06-01
-11815.45000000
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
14556.00000000
NS
793376.77000000
0.309226454896
Long
EC
FR
N
1
N
N
N
BANQUE NATIONALE DU CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMMON STOCK
633067103
2012.00000000
NS
154425.39000000
0.060188825412
Long
EC
CA
N
1
N
N
N
Far EasTone Telecommunications Co., Ltd.
529900L7W7BWDLVZL253
FAR EASTONE TELECOMM CO LTD COMMON STOCK
N/A
26989.00000000
NS
74109.33000000
0.028884845457
Long
EC
TW
N
1
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
SCHNEIDER ELECTRIC SE COMMON STOCK
N/A
68.00000000
NS
9399.91000000
0.003663708033
Long
EC
FR
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA COMMON STOCK
N/A
1212.00000000
NS
13391.22000000
0.005219360641
Long
EC
FR
N
1
N
N
N
Corporacion Financiera Alba, S.A.
959800CJH35NNZQQW653
CORPORACION FINANCIERA ALBA COMMON STOCK
N/A
277.00000000
NS
16676.56000000
0.006499854449
Long
EC
ES
N
1
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-B COMMON STOCK
N/A
6.00000000
NS
17468.81000000
0.006808641734
Long
EC
DK
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
194.00000000
NS
USD
21371.04000000
0.008329574530
Long
EC
US
N
1
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMMON STOCK
02005N100
23200.00000000
NS
USD
1021728.00000000
0.398228608720
Long
EC
US
N
1
N
N
N
SUMITOMO CHEMICAL COMPANY, LIMITED
353800RSAU9BD8U4DM91
SUMITOMO CHEMICAL CO LTD COMMON STOCK
N/A
1900.00000000
NS
7842.51000000
0.003056695956
Long
EC
JP
N
1
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC COMMON STOCK
142339100
833.00000000
NS
USD
211940.19000000
0.082605788424
Long
EC
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
1827.00000000
NS
USD
697512.06000000
0.271862234586
Long
EC
US
N
1
N
N
N
RUENTEX DEVELOPMENT CO.,LTD.
N/A
RUENTEX DEVELOPMENT CO LTD COMMON STOCK
N/A
7000.00000000
NS
18594.32000000
0.007247320405
Long
EC
TW
N
1
N
N
N
PT Matahari Department Store Tbk
N/A
MATAHARI DEPARTMENT STORE TB COMMON STOCK
N/A
150424.00000000
NS
55708.77000000
0.021713044930
Long
EC
ID
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.25000000
-0.00000009743
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
143.47000000
NOK
15.02000000
USD
2022-06-27
-0.25000000
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
22000.00000000
NS
USD
723580.00000000
0.282022472417
Long
EC
US
N
1
N
N
N
MITSUI & CO., LTD.
2NRSB4GOU9DD6CNW5R48
MITSUI & CO LTD COMMON STOCK
N/A
3368.00000000
NS
84615.62000000
0.032979776054
Long
EC
JP
N
1
N
N
N
ABOITIZ POWER CORP.
254900UHTKF4VBSFTL94
ABOITIZ POWER CORP COMMON STOCK
N/A
34400.00000000
NS
20881.32000000
0.008138701309
Long
EC
PH
N
1
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
19100.00000000
NS
347495.43000000
0.135439785956
Long
EC
JP
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO COMMON STOCK
N/A
5387.00000000
NS
11717.64000000
0.004567066259
Long
EC
IT
N
1
N
N
N
AGRICULTURAL BANK OF CHINA LIMITED
549300E7TSGLCOVSY746
AGRICULTURAL BANK OF CHINA-H COMMON STOCK
N/A
692000.00000000
NS
263726.57000000
0.102790042999
Long
EC
HK
N
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
IQVIA HOLDINGS INC COMMON STOCK
46266C105
1598.00000000
NS
USD
343969.50000000
0.134065519812
Long
EC
US
N
1
N
N
N
QORVO, INC.
254900YAUJV2EUEVBR11
QORVO INC COMMON STOCK
74736K101
210.00000000
NS
USD
23467.50000000
0.009146690582
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
11700.00000000
NS
USD
1076751.00000000
0.419674368000
Long
EC
US
N
1
N
N
N
GRAINCORP LIMITED
529900XVBL825SSW9081
GRAINCORP LTD-A COMMON STOCK
N/A
3124.00000000
NS
22006.63000000
0.008577302029
Long
EC
AU
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG COMMON STOCK
N/A
16627.00000000
NS
756995.25000000
0.295046397099
Long
EC
DE
Y
1
N
N
N
NOVOZYMES A/S
529900T6WNZXD2R3JW38
NOVOZYMES A/S-B SHARES COMMON STOCK
N/A
157.00000000
NS
9944.54000000
0.003875982970
Long
EC
DK
N
1
N
N
N
PAGE INDUSTRIES LIMITED
335800D6UFCCKUP3KD53
PAGE INDUSTRIES LTD COMMON STOCK
N/A
442.00000000
NS
257299.52000000
0.100285036598
Long
EC
IN
N
1
N
N
N
ADIENT PUBLIC LIMITED COMPANY
5493002QLDY8O75RTR78
ADIENT PLC COMMON STOCK
G0084W101
13810.00000000
NS
USD
488735.90000000
0.190489658195
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-11.37000000
-0.00000443157
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
15283.97000000
SEK
1552.58000000
USD
2022-06-27
-11.37000000
N
N
N
Schlumberger N.V.
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK
806857108
669.00000000
NS
USD
30747.24000000
0.011984041356
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1.17000000
-0.00000045601
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1097.89000000
NOK
115.68000000
USD
2022-06-27
-1.17000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
36.06000000
0.000014054742
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6019.76000000
USD
4805.10000000
GBP
2022-06-27
36.06000000
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
4098.00000000
NS
USD
1048268.40000000
0.408572992516
Long
EC
US
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
2377.00000000
NS
USD
503234.67000000
0.196140697420
Long
EC
US
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
248.00000000
NS
USD
18637.20000000
0.007264033310
Long
EC
US
N
1
N
N
N
RWE Aktiengesellschaft
529900GB7KCA94ACC940
RWE AG COMMON STOCK
N/A
309.00000000
NS
13571.65000000
0.005289685021
Long
EC
DE
N
1
N
N
N
DMCI HOLDINGS INC.
N/A
DMCI HOLDINGS INC COMMON STOCK
N/A
402180.00000000
NS
69093.20000000
0.026929759102
Long
EC
PH
N
1
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE COMMON STOCK
742718109
3318.00000000
NS
USD
490665.84000000
0.191241871427
Long
EC
US
N
1
N
N
N
ALPHA SERVICES AND HOLDINGS S.A.
5299009N55YRQC69CN08
ALPHA SERVICES AND HOLDINGS COMMON STOCK
N/A
80409.00000000
NS
84845.98000000
0.033069561146
Long
EC
GR
N
1
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
1036.00000000
NS
USD
33390.28000000
0.013014192377
Long
EC
US
N
1
N
N
N
N/A
N/A
SPI 200 FUTURES JUN22 PHYSICAL INDEX FUTURE.
N/A
27.00000000
NC
3492130.64000000
1.361092508218
N/A
DE
AU
N
1
J.P. MORGAN SECURITIES
N/A
Long
SPI 200 Future Jun 2022
N/A
N/A
2022-06-19
3541567.27000000
AUD
-49436.63000000
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
669.00000000
NS
USD
860414.28000000
0.335354988458
Long
EC
US
N
1
N
N
N
COSCO SHIPPING Holdings Co., Ltd.
3003009XI0QGYYA29S17
COSCO SHIPPING HOLDINGS CO-A COMMON STOCK
N/A
7800.00000000
NS
17986.25000000
0.007010319100
Long
EC
CN
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
90.94000000
0.000035444765
N/A
DFE
NO
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
8984.42000000
USD
85269.11000000
NOK
2022-06-27
90.94000000
N
N
N
Indorama Ventures Public Company Limited
N/A
INDORAMA VENTURES PCL COMMON STOCK
N/A
8200.00000000
NS
11801.58000000
0.004599782705
Long
EC
TH
N
1
N
N
N
Saudi Basic Industries Corporation SJSC
213800ZCTFZZZJSK8645
SAUDI BASIC INDUSTRIES CORP COMMON STOCK
N/A
890.00000000
NS
27194.77000000
0.010599430985
Long
EC
SA
N
1
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COMMON STOCK
060505104
2451.00000000
NS
USD
91177.20000000
0.035537216855
Long
EC
US
N
1
N
N
N
TRACTOR SUPPLY COMPANY
549300OJ9VZHZRO6I137
TRACTOR SUPPLY COMPANY COMMON STOCK
892356106
2461.00000000
NS
USD
461092.96000000
0.179715548513
Long
EC
US
N
1
N
N
N
Koninklijke DSM N.V.
724500SNT1MK246AHP04
KONINKLIJKE DSM NV COMMON STOCK
N/A
247.00000000
NS
41621.33000000
0.016222325647
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
46.06000000
0.000017952341
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
588387.00000000
JPY
4625.13000000
USD
2022-06-27
46.06000000
N
N
N
Japan Lifeline Co., Ltd.
353800QUW6LROZVA6765
JAPAN LIFELINE CO LTD COMMON STOCK
N/A
21900.00000000
NS
156617.05000000
0.061043046606
Long
EC
JP
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
7.93000000
0.000003090796
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
11045.44000000
USD
86649.30000000
HKD
2022-06-27
7.93000000
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC COMMON STOCK
595112103
5037.00000000
NS
USD
371932.08000000
0.144964212350
Long
EC
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
253.00000000
NS
USD
22977.46000000
0.008955692638
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-1337.74000000
-0.00052139741
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
145125.21000000
AUD
102793.33000000
USD
2022-06-27
-1337.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
641.20000000
0.000249914051
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7975800.00000000
JPY
62712.20000000
USD
2022-06-27
641.20000000
N
N
N
BANCA TRANSILVANIA SA
549300RG3H390KEL8896
BANCA TRANSILVANIA SA COMMON STOCK
N/A
285332.00000000
NS
156403.89000000
0.060959965385
Long
EC
RO
N
1
N
N
N
Beijing Wantai Biological Pharmacy Enterprise Co Ltd
300300280PS0QGBZBS92
BEIJING WANTAI BIOLOGICAL-A COMMON STOCK
N/A
1160.00000000
NS
22198.88000000
0.008652233370
Long
EC
CN
N
1
N
N
N
Chunghwa Telecom Co., Ltd.
N/A
CHUNGHWA TELECOM CO LTD COMMON STOCK
N/A
26600.00000000
NS
116389.32000000
0.045363890363
Long
EC
TW
N
1
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P304
205.00000000
NS
9314.42000000
0.003630387458
Long
EC
CA
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
9501.00000000
NS
USD
1414128.84000000
0.551170723034
Long
EC
US
N
1
N
N
N
VERISIGN, INC.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC COMMON STOCK
92343E102
116.00000000
NS
USD
20247.80000000
0.007891780614
Long
EC
US
N
1
N
N
N
BYD COMPANY LIMITED
5299005557VL7ULJ7A69
BYD CO LTD-H COMMON STOCK
N/A
10500.00000000
NS
374734.72000000
0.146056569052
Long
EC
HK
N
1
N
N
N
ROBERT HALF INTERNATIONAL INC.
529900VPCUY9H3HLIC08
ROBERT HALF INTL INC COMMON STOCK
770323103
169.00000000
NS
USD
15235.35000000
0.005938128576
Long
EC
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
BOLIDEN AB COMMON STOCK
N/A
398.00000000
NS
16666.64000000
0.006495988031
Long
EC
SE
N
1
N
N
N
PURE STORAGE, INC.
549300NPDB0BZTK3WO90
PURE STORAGE INC - CLASS A COMMON STOCK
74624M102
4149.00000000
NS
USD
98455.77000000
0.038374111610
Long
EC
US
N
1
N
N
N
TORAY INDUSTRIES, INC.
35380099TCYR5FHT0A11
TORAY INDUSTRIES INC COMMON STOCK
N/A
150400.00000000
NS
778977.19000000
0.303614075956
Long
EC
JP
N
1
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP COMMON STOCK
13057Q305
598.00000000
NS
USD
26114.66000000
0.010178447413
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
4000.00000000
NS
USD
242280.00000000
0.094431029903
Long
EC
US
N
1
N
N
N
Legend Holdings Corporation
5299003ONUYCE70HZ185
LEGEND HOLDINGS CORP-H COMMON STOCK
N/A
28184.00000000
NS
33408.90000000
0.013021449706
Long
EC
HK
Y
1
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
120.00000000
NS
USD
17443.20000000
0.006798659983
Long
EC
US
N
1
N
N
N
JAGRAN PRAKASHAN LIMITED
984500D5CB82ED645586
JAGRAN PRAKASHAN LTD COMMON STOCK
N/A
14165.00000000
NS
10865.10000000
0.004234780349
Long
EC
IN
N
1
N
N
N
InBody Co., Ltd.
N/A
INBODY CO LTD COMMON STOCK
N/A
368.00000000
NS
8268.99000000
0.003222920760
Long
EC
KR
N
1
N
N
N
Yamaha Motor Co., Ltd.
3538004LR5NXILJDHY88
YAMAHA MOTOR CO LTD COMMON STOCK
N/A
900.00000000
NS
18280.54000000
0.007125021542
Long
EC
JP
N
1
N
N
N
THE KRAFT HEINZ COMPANY
N/A
KRAFT HEINZ CO/THE COMMON STOCK
500754106
6500.00000000
NS
USD
245895.00000000
0.095840011961
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
428.00000000
NS
USD
22671.16000000
0.008836309179
Long
EC
US
N
1
N
N
N
EXLSERVICE HOLDINGS, INC.
81E3DTNF6OSH489ZOV15
EXLSERVICE HOLDINGS INC COMMON STOCK
302081104
498.00000000
NS
USD
70810.62000000
0.027599140559
Long
EC
US
N
1
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC LTD COMMON STOCK
Y73650106
92931.00000000
NS
142623.18000000
0.055588797158
Long
EC
IN
N
1
N
N
N
JINDAL STEEL AND POWER LIMITED
335800UIKQBF6QO2NP15
JINDAL STEEL & POWER LTD COMMON STOCK
Y4447P100
29468.00000000
NS
143418.62000000
0.055898827777
Long
EC
IN
N
1
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC COMMON STOCK
053807103
12050.00000000
NS
USD
583822.50000000
0.227550602425
Long
EC
US
N
1
N
N
N
LG INNOTEK CO.,LTD
988400KTHH2LMUX7EB48
LG INNOTEK CO LTD COMMON STOCK
N/A
169.00000000
NS
52590.53000000
0.020497680002
Long
EC
KR
N
1
N
N
N
XYLEM INC.
549300DF5MV96DRYLQ48
XYLEM INC COMMON STOCK
98419M100
142.00000000
NS
USD
11963.50000000
0.004662892629
Long
EC
US
N
1
N
N
N
TENCENT HOLDINGS LIMITED
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD COMMON STOCK
N/A
6690.00000000
NS
309023.08000000
0.120444806456
Long
EC
HK
N
1
N
N
N
Hokuetsu Corporation
549300CBTMD053ZJ7C79
HOKUETSU CORP COMMON STOCK
N/A
23700.00000000
NS
112194.80000000
0.043729034644
Long
EC
JP
N
1
N
N
N
INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED
5493002ERZU2K9PZDL40
IND & COMM BK OF CHINA-H COMMON STOCK
N/A
149000.00000000
NS
89450.71000000
0.034864300275
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
6.68000000
0.000002603596
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
10097.04000000
EUR
10836.85000000
USD
2022-06-27
6.68000000
N
N
N
INVESCO LTD.
ECPGFXU8A2SHKVVGJI15
INVESCO LTD COMMON STOCK
G491BT108
981.00000000
NS
USD
18972.54000000
0.007394735397
Long
EC
US
N
1
N
N
N
SEIKO EPSON CORPORATION
549300NIOFQDR749W206
SEIKO EPSON CORP COMMON STOCK
N/A
29200.00000000
NS
489598.51000000
0.190825868987
Long
EC
JP
N
1
N
N
N
PEARSON PLC
2138004JBXWWJKIURC57
PEARSON PLC COMMON STOCK
N/A
85422.00000000
NS
812168.94000000
0.316550889299
Long
EC
GB
N
1
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD COMMON STOCK
N/A
1854.00000000
NS
26745.63000000
0.010424374221
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
114.59000000
0.000044662587
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
77935.11000000
GBP
98335.41000000
USD
2022-06-27
114.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-6.66000000
-0.00000259580
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
9140.96000000
DKK
1311.59000000
USD
2022-06-27
-6.66000000
N
N
N
STEEL AUTHORITY OF INDIA LIMITED
335800ZJXMF183ZCQI90
STEEL AUTHORITY OF INDIA COMMON STOCK
Y8166R114
274924.00000000
NS
268952.68000000
0.104826971139
Long
EC
IN
N
1
N
N
N
DAVITA INC.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMMON STOCK
23918K108
394.00000000
NS
USD
38411.06000000
0.014971091115
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-20.32000000
-0.00000791992
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5904.01000000
SGD
4286.96000000
USD
2022-06-27
-20.32000000
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
4070.00000000
NS
USD
491045.50000000
0.191389847673
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
128.00000000
NS
USD
291230.72000000
0.113510057904
Long
EC
US
N
1
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
282.00000000
NS
14165.10000000
0.005520988037
Long
EC
BE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.24000000
-0.00000009354
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
93.50000000
GBP
117.60000000
USD
2022-06-27
-0.24000000
N
N
N
POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA
QLPCKOOKVX32FUELX240
POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK
N/A
54000.00000000
NS
408881.41000000
0.159365579719
Long
EC
PL
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
133.66000000
0.000052095308
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13969.23000000
USD
137822.66000000
SEK
2022-06-27
133.66000000
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC COMMON STOCK
78409V104
999.00000000
NS
USD
349130.52000000
0.136077078480
Long
EC
US
N
1
N
N
N
K'S HOLDINGS CORPORATION
3538003LJ09YLR6NHG27
K'S HOLDINGS CORP COMMON STOCK
N/A
14100.00000000
NS
141169.89000000
0.055022362984
Long
EC
JP
N
1
N
N
N
EATON CORPORATION PUBLIC LIMITED COMPANY
549300VDIGTMXUNT7H71
EATON CORP PLC COMMON STOCK
G29183103
122.00000000
NS
USD
16909.20000000
0.006590528193
Long
EC
US
N
1
N
N
N
NAN YA PLASTICS CORPORATION
254900L66RP14M9UOM28
NAN YA PLASTICS CORP COMMON STOCK
N/A
3000.00000000
NS
8816.54000000
0.003436333797
Long
EC
TW
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
1200.00000000
NS
164870.14000000
0.064259770185
Long
EC
CA
N
1
N
N
N
AMBEV S.A.
549300TH5Q6VRP8OT012
AMBEV SA COMMON STOCK
N/A
69173.00000000
NS
206266.51000000
0.080394415444
Long
EC
BR
N
1
N
N
N
UNIMICRON TECHNOLOGY CORP.
N/A
UNIMICRON TECHNOLOGY CORP COMMON STOCK
N/A
40000.00000000
NS
296985.36000000
0.115752985846
Long
EC
TW
N
1
N
N
N
EIZO Corporation
N/A
EIZO CORP COMMON STOCK
N/A
3600.00000000
NS
96964.51000000
0.037792878253
Long
EC
JP
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES, INC.
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES COMMON STOCK
955306105
152.00000000
NS
USD
47177.76000000
0.018387999279
Long
EC
US
N
1
N
N
N
TEXTRON INC.
3PPKBHUG1HD6BO7RNR87
TEXTRON INC COMMON STOCK
883203101
850.00000000
NS
USD
55496.50000000
0.021630310595
Long
EC
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
605.00000000
NS
15113.82000000
0.005890761054
Long
EC
FI
N
1
N
N
N
TAYLOR MORRISON HOME CORPORATION
5299009UDLLGLKOOJE30
TAYLOR MORRISON HOME CORP COMMON STOCK
87724P106
14560.00000000
NS
USD
421803.20000000
0.164401975368
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.37000000
-0.00000014421
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2210.41000000
EUR
2370.54000000
USD
2022-06-27
-0.37000000
N
N
N
FRANKLIN RESOURCES, INC.
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC COMMON STOCK
354613101
362.00000000
NS
USD
9802.96000000
0.003820800763
Long
EC
US
N
1
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
5700.00000000
NS
USD
524571.00000000
0.204456743384
Long
EC
US
N
1
N
N
N
MONOLITHIC POWER SYSTEMS, INC.
529900TB7O85LSZ1XU31
MONOLITHIC POWER SYSTEMS INC COMMON STOCK
609839105
498.00000000
NS
USD
224294.22000000
0.087420893990
Long
EC
US
N
1
N
N
N
Nippon Yusen Kabushiki Kaisha
353800YPW4XM0ZN5I149
NIPPON YUSEN KK COMMON STOCK
N/A
326.00000000
NS
27114.93000000
0.010568312554
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-18631.18000000
-0.00726168695
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1582105.90000000
CAD
1232184.67000000
USD
2022-06-27
-18631.18000000
N
N
N
DOMINO'S PIZZA, INC.
25490005ZWM1IF9UXU57
DOMINO'S PIZZA INC COMMON STOCK
25754A201
82.00000000
NS
USD
29779.94000000
0.011607026600
Long
EC
US
N
1
N
N
N
JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY
635400NSGXKTVOO7JU45
JAMES HARDIE INDUSTRIES-CDI DEPOSITARY RECEIPT
N/A
831.00000000
NS
21519.85000000
0.008387574702
Long
EC
AU
N
1
N
N
N
TURK HAVA YOLLARI ANONIM ORTAKLIGI
789000EV8M3BL7ZPFB03
TURK HAVA YOLLARI AO COMMON STOCK
N/A
33309.00000000
NS
101444.60000000
0.039539037708
Long
EC
TR
N
1
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
BRENNTAG SE COMMON STOCK
N/A
169.00000000
NS
13027.71000000
0.005077679018
Long
EC
DE
N
1
N
N
N
PT Indofood Sukses Makmur Tbk
529900E61EV2GTYWZ485
INDOFOOD SUKSES MAKMUR TBK P COMMON STOCK
N/A
118800.00000000
NS
53774.09000000
0.020958984236
Long
EC
ID
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
2400.00000000
NS
USD
139992.00000000
0.054563268689
Long
EC
US
N
1
N
N
N
Kingnet Network Co Ltd
N/A
KINGNET NETWORK CO LTD-A COMMON STOCK
N/A
23800.00000000
NS
19270.97000000
0.007511051445
Long
EC
CN
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
4765.00000000
NS
USD
1705250.55000000
0.664638293211
Long
EC
US
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
677.00000000
NS
74836.09000000
0.029168107365
Long
EC
DK
N
1
N
N
N
DMCI HOLDINGS INC.
N/A
DMCI HOLDINGS INC COMMON STOCK
N/A
1089100.00000000
NS
187103.79000000
0.072925555507
Long
EC
PH
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
9100.00000000
NS
USD
323141.00000000
0.125947405621
Long
EC
US
N
1
N
N
N
SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY
635400RUXIFEZSRU8X70
SEAGATE TECHNOLOGY HOLDINGS COMMON STOCK
G7997R103
762.00000000
NS
USD
64518.54000000
0.025146740052
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
220.00000000
NS
USD
16434.00000000
0.006405314286
Long
EC
US
N
1
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC COMMON STOCK
747525103
336.00000000
NS
USD
48121.92000000
0.018755994991
Long
EC
US
N
1
N
N
N
Contemporary Amperex Technology Co., Ltd.
300300KINDY1K0E9I032
CONTEMPORARY AMPEREX TECHN-A COMMON STOCK
N/A
2900.00000000
NS
177744.39000000
0.069277636648
Long
EC
CN
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
370.00000000
NS
USD
16934.90000000
0.006600545023
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-12117.75000000
-0.00472301309
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2727143.27000000
EUR
2913040.08000000
USD
2022-06-27
-12117.75000000
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP COMMON STOCK
91913Y100
676.00000000
NS
USD
87609.60000000
0.034146709416
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2022-06-27
N/A
1.00000000
NC
-273.91000000
-0.00010675913
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
26789.94000000
USD
3407171.00000000
JPY
2022-06-27
-273.91000000
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
238.00000000
NS
USD
62789.16000000
0.024472697067
Long
EC
US
N
1
N
N
N
COMPUTERSHARE LIMITED
N/A
COMPUTERSHARE LTD COMMON STOCK
N/A
1817.00000000
NS
30239.45000000
0.011786125174
Long
EC
AU
N
1
N
N
N
GAZPROM PAO
213800FD9J2IHTA7YX78
GAZPROM PJSC COMMON STOCK
N/A
71045.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
PERKINELMER, INC.
549300IKL1SDPFI7N655
PERKINELMER INC COMMON STOCK
714046109
377.00000000
NS
USD
56425.59000000
0.021992432625
Long
EC
US
N
1
N
N
N
MEDICLINIC INTERNATIONAL PLC
2138002S5BSBIZTD5I60
MEDICLINIC INTERNATIONAL PLC COMMON STOCK
N/A
19992.00000000
NS
96549.16000000
0.037630991477
Long
EC
ZA
N
1
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD INSURANCE GROUP HOLDIN COMMON STOCK
N/A
10000.00000000
NS
318162.38000000
0.124006939160
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-23.04000000
-0.00000898006
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1907.14000000
CAD
1484.75000000
USD
2022-06-27
-23.04000000
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
84.00000000
NS
USD
40913.88000000
0.015946590002
Long
EC
US
N
1
N
N
N
Viscofan, S.A.
95980020140005684765
VISCOFAN SA COMMON STOCK
N/A
573.00000000
NS
30752.66000000
0.011986153855
Long
EC
ES
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
1262.00000000
NS
USD
90763.04000000
0.035375793892
Long
EC
US
N
1
N
N
N
TOAGOSEI CO., LTD.
N/A
TOAGOSEI CO LTD COMMON STOCK
N/A
12800.00000000
NS
101886.59000000
0.039711307689
Long
EC
JP
N
1
N
N
N
THE KARUR VYSYA BANK LIMITED
335800GFMDHTPWI6JP97
KARUR VYSYA BANK LTD COMMON STOCK
N/A
26187.00000000
NS
15161.80000000
0.005909461735
Long
EC
IN
N
1
N
N
N
PERRIGO COMPANY PUBLIC LIMITED COMPANY
549300IFOQS6R1QLY196
PERRIGO CO PLC COMMON STOCK
G97822103
20500.00000000
NS
USD
817130.00000000
0.318484511576
Long
EC
US
N
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
300.00000000
NS
10461.35000000
0.004077414787
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2022-06-13
N/A
1.00000000
NC
USD
-14661.13000000
-0.00571432064
N/A
DFE
US
N
2
STANDARD CHARTERED
N/A
595669631.00000000
KRW
466314.10000000
USD
2022-06-13
-14661.13000000
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2022-06-27
N/A
1.00000000
NC
2.81000000
0.000001095225
N/A
DFE
DK
N
2
BNP PARIBAS
N/A
553.14000000
USD
3855.04000000
DKK
2022-06-27
2.81000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2022-06-27
N/A
1.00000000
NC
14.99000000
0.000005842500
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2877.15000000
USD
2767.79000000
CHF
2022-06-27
14.99000000
N
N
N
EVERGREEN MARINE CORP. (TAIWAN) LTD.
254900EIJA0A39C5SO15
EVERGREEN MARINE CORP LTD COMMON STOCK
N/A
8000.00000000
NS
38725.24000000
0.015093545882
Long
EC
TW
N
1
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM COMMON STOCK
N/A
10510.00000000
NS
435266.15000000
0.169649293488
Long
EC
NL
N
1
N
N
N
SUZUKEN CO.,LTD.
N/A
SUZUKEN CO LTD COMMON STOCK
N/A
5800.00000000
NS
158024.02000000
0.061591427100
Long
EC
JP
N
1
N
N
N
COMPAGNIE FINANCIERE RICHEMONT SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMO-A REG COMMON STOCK
N/A
147.00000000
NS
16309.48000000
0.006356781383
Long
EC
CH
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
4041.00000000
NS
USD
2007487.98000000
0.782438325364
Long
EC
US
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
8441.26000000
0.003290064699
N/A
DFE
US
N
2
STANDARD CHARTERED
N/A
2086197.00000000
EUR
2243277.20000000
USD
2022-06-01
8441.26000000
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ-R SHS COMMON STOCK
N/A
40574.00000000
NS
783019.22000000
0.305189497187
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-53.08000000
-0.00002068845
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5650.07000000
CAD
4413.88000000
USD
2022-06-27
-53.08000000
N
N
N
FOURLIS S.A.
213800V54ASIMZREDX49
FOURLIS SA COMMON STOCK
N/A
19206.00000000
NS
66558.20000000
0.025941717741
Long
EC
GR
N
1
N
N
N
MID-AMERICA APARTMENT COMMUNITIES, INC.
549300FQZKFR5YNSHZ21
MID-AMERICA APARTMENT COMM REIT
59522J103
107.00000000
NS
USD
19367.00000000
0.007548480089
Long
EC
US
N
1
N
N
N
CAP S.A.
54930079GPG23NTBB003
CAP SA COMMON STOCK
N/A
10287.00000000
NS
131790.08000000
0.051366489125
Long
EC
CL
N
1
N
N
N
J. B. HUNT TRANSPORT SERVICES, INC.
549300XCD1MPI1C5GK90
HUNT (JB) TRANSPRT SVCS INC COMMON STOCK
445658107
126.00000000
NS
USD
21745.08000000
0.008475360325
Long
EC
US
N
1
N
N
N
China Petroleum & Chemical Corporation
529900A2OB24EZ5B3J19
CHINA PETROLEUM & CHEMICAL-H COMMON STOCK
N/A
574000.00000000
NS
277285.85000000
0.108074906690
Long
EC
HK
N
1
N
N
N
FUJITSU LIMITED
3538000246DHJLRTUZ24
FUJITSU LTD COMMON STOCK
N/A
200.00000000
NS
30075.01000000
0.011722033055
Long
EC
JP
N
1
N
N
N
COHEN & STEERS, INC.
549300XXIA338A0X2K65
COHEN & STEERS INC COMMON STOCK
19247A100
317.00000000
NS
USD
24158.57000000
0.009416041960
Long
EC
US
N
1
N
N
N
JBS S.A.
529900RM0MTMZL9O5050
JBS SA COMMON STOCK
N/A
12534.00000000
NS
94403.09000000
0.036794539436
Long
EC
BR
N
1
N
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP COMMON STOCK
68902V107
11923.00000000
NS
USD
887071.20000000
0.345744787078
Long
EC
US
N
1
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA COMMON STOCK
N/A
314626.00000000
NS
1016015.25000000
0.396002007820
Long
EC
ES
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
912.00000000
NS
USD
35422.08000000
0.013806106553
Long
EC
US
N
1
N
N
N
Com7 PCL
N/A
COM7 PCL-F COMMON STOCK
N/A
222524.00000000
NS
245478.70000000
0.095677754912
Long
EC
TH
N
1
N
N
N
LKQ CORPORATION
DS830JTTZQN6GK0I2E41
LKQ CORP COMMON STOCK
501889208
152.00000000
NS
USD
7811.28000000
0.003044523754
Long
EC
US
N
1
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
3000.00000000
NS
148828.59000000
0.058007417173
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2.54000000
-0.00000098999
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
929.38000000
CHF
968.59000000
USD
2022-06-27
-2.54000000
N
N
N
JYP Entertainment Corporation
N/A
JYP ENTERTAINMENT CORP COMMON STOCK
N/A
675.00000000
NS
31043.89000000
0.012099663632
Long
EC
KR
N
1
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMMON STOCK
552953101
231.00000000
NS
USD
8078.07000000
0.003148507799
Long
EC
US
N
1
N
N
N
LABORATORY CORPORATION OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CRP OF AMER HLDGS COMMON STOCK
50540R409
100.00000000
NS
USD
24672.00000000
0.009616156388
Long
EC
US
N
1
N
N
N
DAOU DATA CORP.
N/A
DAOU DATA CORP COMMON STOCK
N/A
5757.00000000
NS
61422.89000000
0.023940179801
Long
EC
KR
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY COMMON STOCK
816851109
72.00000000
NS
USD
11797.92000000
0.004598356184
Long
EC
US
N
1
N
N
N
ITOCHU Corporation
J48DJYXDTLHM30UMYI18
ITOCHU CORP COMMON STOCK
N/A
1000.00000000
NS
28722.45000000
0.011194859397
Long
EC
JP
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
642.62000000
0.000250467510
N/A
DFE
CA
N
2
BNP PARIBAS
N/A
53440.44000000
USD
68407.45000000
CAD
2022-06-27
642.62000000
N
N
N
CHINA STATE CONSTRUCTION INTERNATIONAL HOLDINGS LIMITED
529900QVUUH13RIZIR85
CHINA STATE CONSTRUCTION INT COMMON STOCK
N/A
10000.00000000
NS
11764.63000000
0.004585381076
Long
EC
HK
N
1
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
346.00000000
NS
USD
146392.60000000
0.057057965940
Long
EC
US
N
1
N
N
N
LEIDOS HOLDINGS, INC.
549300IUTGTP6EJP8124
LEIDOS HOLDINGS INC COMMON STOCK
525327102
214.00000000
NS
USD
22363.00000000
0.008716200766
Long
EC
US
N
1
N
N
N
INFOSYS LIMITED
335800TYLGG93MM7PR89
INFOSYS LTD COMMON STOCK
N/A
1263.00000000
NS
24460.83000000
0.009533850789
Long
EC
IN
N
1
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
3300.00000000
NS
USD
164802.00000000
0.064233211945
Long
EC
US
N
1
N
N
N
CELANESE CORPORATION
549300FHJQTDPPN41627
CELANESE CORP COMMON STOCK
150870103
152.00000000
NS
USD
23791.04000000
0.009272793501
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2022-06-27
N/A
1.00000000
NC
USD
670.09000000
0.000261174215
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7387974.00000000
JPY
58166.38000000
USD
2022-06-27
670.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-103.38000000
-0.00004029337
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
20741.64000000
EUR
22144.29000000
USD
2022-06-27
-103.38000000
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB LTD-REG COMMON STOCK
N/A
1410.00000000
NS
43217.15000000
0.016844312299
Long
EC
CH
N
1
N
N
N
SBERBANK ROSSII PAO
549300WE6TAF5EEWQS81
SBERBANK OF RUSSIA PJSC COMMON STOCK
N/A
105050.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
800.00000000
NS
USD
226000.00000000
0.088085738641
Long
EC
US
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
9151.00000000
NS
974221.88000000
0.379712627878
Long
EC
FR
N
1
N
N
N
Lem Holding SA
5067008AF2B2C5O7TJ43
LEM HOLDING SA-REG COMMON STOCK
N/A
13.00000000
NS
24032.13000000
0.009366760717
Long
EC
CH
N
1
N
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV COMMON STOCK
N/A
180.00000000
NS
10134.87000000
0.003950165973
Long
EC
NL
N
1
N
N
N
X5 RETAIL GROUP NV
213800J17UJJJDGUVF56
X 5 RETAIL GROUP NV-REGS GDR DEPOSITARY RECEIPT
98387E205
1183.00000000
NS
0.01000000
0.000000003897
Long
EC
RU
N
2
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
8347.00000000
NS
USD
657827.07000000
0.256394616634
Long
EC
US
N
1
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
9200.00000000
NS
USD
1424068.00000000
0.555044609096
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-2909.47000000
-0.00113399475
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
247063.41000000
CAD
192419.32000000
USD
2022-06-27
-2909.47000000
N
N
N
Iveco Group N.V.
549300ZWF2ZJDD9EOR96
IVECO GROUP NV COMMON STOCK
N/A
12800.00000000
NS
81243.51000000
0.031665462779
Long
EC
IT
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK
444859102
170.00000000
NS
USD
77219.10000000
0.030096909118
Long
EC
US
N
1
N
N
N
CATHAY FINANCIAL HOLDING CO., LTD.
5299009XR1QLFAMQ3X77
CATHAY FINANCIAL HOLDING CO COMMON STOCK
N/A
16061.00000000
NS
30821.63000000
0.012013035595
Long
EC
TW
N
1
N
N
N
CINTAS CORPORATION
N/A
CINTAS CORP COMMON STOCK
172908105
507.00000000
NS
USD
201953.31000000
0.078713303019
Long
EC
US
N
1
N
N
N
Skanska AB
549300UINV5RINHGMG07
SKANSKA AB-B SHS COMMON STOCK
N/A
536.00000000
NS
9225.84000000
0.003595862526
Long
EC
SE
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
700.00000000
NS
USD
161238.00000000
0.062844107642
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-0.08000000
-0.00000003118
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4195.09000000
DKK
604.91000000
USD
2022-06-27
-0.08000000
N
N
N
LPP SPOLKA AKCYJNA
259400NUS7MKGPJL4752
LPP SA COMMON STOCK
N/A
59.00000000
NS
141555.30000000
0.055172580350
Long
EC
PL
N
1
N
N
N
VEDANTA LIMITED
335800XDKX9KB5EMCO07
VEDANTA LTD COMMON STOCK
Y7673N111
67724.00000000
NS
279928.92000000
0.109105069404
Long
EC
IN
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
838.00000000
NS
92633.15000000
0.036104687789
Long
EC
DK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-387.24000000
-0.00015093062
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
35704.79000000
AUD
25231.86000000
USD
2022-06-27
-387.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2022-06-27
N/A
1.00000000
NC
USD
-19.60000000
-0.00000763929
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7652.81000000
NOK
794.90000000
USD
2022-06-27
-19.60000000
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP COMMON STOCK
655844108
32.00000000
NS
USD
7669.12000000
0.002989115486
Long
EC
US
N
1
N
N
N
NH Foods Ltd.
353800NLDBIOUQILWU82
NH FOODS LTD COMMON STOCK
N/A
7300.00000000
NS
222441.60000000
0.086698816993
Long
EC
JP
N
1
N
N
N
TOURMALINE OIL CORP.
549300LCHLN94A7Y1572
TOURMALINE OIL CORP COMMON STOCK
89156V106
4336.00000000
NS
267664.06000000
0.104324718729
Long
EC
CA
N
1
N
N
N
GOODMAN GROUP
N/A
GOODMAN GROUP REIT
N/A
1257.00000000
NS
18530.11000000
0.007222293922
Long
EC
AU
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
3200.00000000
NS
USD
401184.00000000
0.156365437925
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
300.00000000
NS
USD
617895.00000000
0.240830696805
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
11784.00000000
NS
USD
3203716.08000000
1.248680076569
Long
EC
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES COMMON STOCK
254709108
195.00000000
NS
USD
22130.55000000
0.008625601076
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
1500.00000000
NS
USD
385110.00000000
0.150100437204
Long
EC
US
N
1
N
N
N
XINYI GLASS HOLDINGS LIMITED
52990082YXVVZFK1QJ17
XINYI GLASS HOLDINGS LTD COMMON STOCK
N/A
5000.00000000
NS
12707.84000000
0.004953006517
Long
EC
HK
N
1
N
N
N
Taiwan Cement Corp.
529900C56C3PB9X9ZO58
TAIWAN CEMENT COMMON STOCK
N/A
7000.00000000
NS
10273.90000000
0.004004354293
Long
EC
TW
N
1
N
N
N
VARUN BEVERAGES LIMITED
33580058NWEMWBDNMD48
VARUN BEVERAGES LTD COMMON STOCK
N/A
11553.00000000
NS
157217.08000000
0.061276914242
Long
EC
IN
N
1
N
N
N
EXCELSIOR MEDICAL CO., LTD
N/A
EXCELSIOR MEDICAL CO LTD COMMON STOCK
N/A
4000.00000000
NS
9329.89000000
0.003636417044
Long
EC
TW
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2022-06-27
N/A
1.00000000
NC
1.51000000
0.000000588537
N/A
DFE
SG
N
2
BARCLAY BANK PLC
N/A
318.44000000
USD
438.56000000
SGD
2022-06-27
1.51000000
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
11300.00000000
NS
USD
204982.00000000
0.079893764947
Long
EC
US
N
1
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC COMMON STOCK
64110D104
300.00000000
NS
USD
21585.00000000
0.008412967560
Long
EC
US
N
1
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC COMMON STOCK
867224107
218.00000000
NS
8771.02000000
0.003418591926
Long
EC
CA
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE REIT
74460D109
30.00000000
NS
USD
9919.20000000
0.003866106454
Long
EC
US
N
1
N
N
N
TEIJIN LIMITED
3538000RF6UCIMPKCO54
TEIJIN LTD COMMON STOCK
N/A
12400.00000000
NS
127715.81000000
0.049778502035
Long
EC
JP
N
1
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
660.00000000
NS
36306.91000000
0.014150977810
Long
EC
CA
N
1
N
N
N
HABIB BANK LIMITED
549300N63RJKPUYAY631
HABIB BANK LTD COMMON STOCK
N/A
63667.00000000
NS
33185.47000000
0.012934365650
Long
EC
PK
N
1
N
N
N
GAIL (INDIA) LIMITED
335800N82LJD42ZA5L32
GAIL INDIA LTD COMMON STOCK
Y2R78N114
108032.00000000
NS
204831.00000000
0.079834911202
Long
EC
IN
N
1
N
N
N
Tokyo Electron Limited
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD COMMON STOCK
N/A
1273.00000000
NS
583633.57000000
0.227476965086
Long
EC
JP
N
1
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
13312.00000000
NS
USD
842649.60000000
0.328431028460
Long
EC
US
N
1
N
N
N
North Pacific Bank,Ltd.
549300A1ZLTL4KX3DZ92
NORTH PACIFIC BANK LTD COMMON STOCK
N/A
37500.00000000
NS
63255.47000000
0.024654446009
Long
EC
JP
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
SHOCKWAVE MEDICAL INC COMMON STOCK
82489T104
474.00000000
NS
USD
77835.54000000
0.030337172714
Long
EC
US
N
1
N
N
N
ALPS ALPINE CO., LTD.
529900PWNU4ASLY9VI90
ALPS ALPINE CO LTD COMMON STOCK
N/A
19900.00000000
NS
214244.63000000
0.083503966741
Long
EC
JP
N
1
N
N
N
Grupo Financiero Banorte, S.A.B. de C.V.
N/A
GRUPO FINANCIERO BANORTE-O COMMON STOCK
N/A
5800.00000000
NS
37433.88000000
0.014590225531
Long
EC
MX
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2022-06-27
N/A
1.00000000
NC
3.10000000
0.000001208255
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
517.11000000
USD
412.77000000
GBP
2022-06-27
3.10000000
N
N
N
ALLIANCE GLOBAL GROUP, INC.
N/A
ALLIANCE GLOBAL GROUP INC COMMON STOCK
N/A
28400.00000000
NS
5800.62000000
0.002260849103
Long
EC
PH
N
1
N
N
N
2022-05-31
SEI INSTITUTIONAL INVESTMENTS TRUST
Peter Rodriguez
Peter Rodriguez
CFO