NPORT-P false 0000939934 XXXXXXXX S000006765 C000018354 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT WORLD EQUITY EX-US FUND S000006765 600VDJ0FUS361K3RSV84 2020-05-31 2020-05-31 N 8283083813.17 115480252.89 8167603560.28 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 222737859.57000000 N Zoomlion Heavy Industry Science And Technology Co., Ltd 529900QZ3EMAU0QKFK85 N/A 9239924.00000000 NS 7569799.69000000 0.092680792280 Long EC CN N 2 N N N UT Group Co., Ltd. N/A N/A 1002300.00000000 NS 18792834.27000000 0.230089941698 Long EC JP N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 1041254.00000000 NS 89992005.43000000 1.101816521404 Long EC CH N 1 N N N TERUMO CORPORATION 353800JX1R4582QVK932 N/A 1228300.00000000 NS 48226750.82000000 0.590463903690 Long EC JP N 1 N N N SAMSUNG SDI CO., LTD. 9884002AESDO4YW87G32 N/A 25150.00000000 NS 7290443.70000000 0.089260499070 Long EC KR N 2 N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 N/A 7755529.00000000 NS 2637664.34000000 0.032294225846 Long EC TR N 1 N N N Koninklijke DSM N.V. 724500SNT1MK246AHP04 N/A 346124.00000000 NS 44295401.78000000 0.542330457802 Long EC NL N 1 N N N Evolution Gaming Group AB (publ) 549300SUH6ZR1RF6TA88 N/A 61040.00000000 NS 3602120.54000000 0.044102538932 Long EC SE Y 1 N N N GALAPAGOS N.V. 549300QKJ78IY0IOV655 N/A 36896.00000000 NS 7524896.11000000 0.092131015596 Long EC BE N 1 N N N JAPAN POST HOLDINGS Co.,Ltd. 5299003D9N4JBS256X18 N/A 76900.00000000 NS 559681.53000000 0.006852457099 Long EC JP N 1 N N N SIMPLO TECHNOLOGY CO LTD - RTS N/A N/A 23368.00000000 NS 0.00000000 0.000000 Long EC TW N 2 N N N KINDOM DEVELOPMENT CO., LTD. N/A N/A 1822131.00000000 NS 1790270.26000000 0.021919162050 Long EC TW N 1 N N N SUNCORP GROUP LIMITED 549300BVOKRTHDIWVT46 N/A 4133820.00000000 NS 25327358.21000000 0.310095342202 Long EC AU N 1 N N N Taiwan Surface Mounting Technology Corp N/A N/A 277000.00000000 NS 1056336.39000000 0.012933247582 Long EC TW N 1 N N N CHR. HANSEN HOLDING A/S 549300MKPW8ZF3E8MW37 N/A 110903.00000000 NS 10744881.52000000 0.131554885600 Long EC DK N 1 N N N XINYI GLASS HOLDINGS LIMITED 52990082YXVVZFK1QJ17 N/A 26520000.00000000 NS 28056250.81000000 0.343506520645 Long EC KY N 1 N N N Midea Group Co., Ltd. 3003003TRPHLHZD2IF61 N/A 5298084.00000000 NS 43760204.56000000 0.535777774190 Long EC CN N 1 N N N SARAS S.P.A. 5299005KJSU2AQUJUH84 N/A 1530139.00000000 NS 1370146.72000000 0.016775382275 Long EC IT N 1 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 N/A 285900.00000000 NS 1029117.93000000 0.012599998547 Long EC JP N 1 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609W102 134005.00000000 NS USD 27791296.95000000 0.340262559818 Long EC KY N 1 N N N Siemens Gamesa Renewable Energy, S.A. 9598004BR8D81D3M1D64 N/A 2771585.00000000 NS 46660666.27000000 0.571289557893 Long EC ES N 1 N N N JOHN WOOD GROUP P.L.C. 549300PLYY6I10B6S323 N/A 11325378.00000000 NS 26917847.38000000 0.329568485802 Long EC GB N 1 N N N Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen 529900MUF4C20K50JS49 N/A 218453.00000000 NS 49716889.66000000 0.608708408691 Long EC DE N 1 N N N MOBIL'NYE TELESISTEMY PAO 2534008FX8EXH1FMJA74 607409109 3526443.00000000 NS USD 31350078.27000000 0.383834475297 Long EC RU N 1 N N N DAIFUKU CO.,LTD. N/A N/A 68600.00000000 NS 5335944.68000000 0.065330603286 Long EC JP N 1 N N N CAPCOM CO., LTD. 529900JJWQKXS3TC8744 N/A 284600.00000000 NS 10051543.14000000 0.123066001744 Long EC JP N 1 N N N GVC HOLDINGS PLC 213800GNI3K45LQR8L28 N/A 3147050.00000000 NS 30845268.58000000 0.377653841207 Long EC IM N 1 N N N Geberit AG 52990093Z5OHD6T7BS47 N/A 12490.00000000 NS 6075337.77000000 0.074383357678 Long EC CH N 1 N N N NEWCREST MINING LIMITED 5299006MN50OZJUJI655 N/A 2823351.00000000 NS 57311131.63000000 0.701688459864 Long EC AU N 3 N N N FAURECIA SE 969500F0VMZLK2IULV85 N/A 667493.00000000 NS 25734490.97000000 0.315080069448 Long EC FR N 1 N N N TURKIYE GARANTI BANKASI ANONIM SIRKETI 5493002XSS7K7RHN1V37 N/A 1612441.00000000 NS 1848462.75000000 0.022631641415 Long EC TR N 1 N N N MITSUI & CO., LTD. 2NRSB4GOU9DD6CNW5R48 N/A 428400.00000000 NS 6503440.85000000 0.079624834898 Long EC JP N 1 N N N EXPERIAN PLC 635400RXXHHYT1JTSZ26 N/A 885028.00000000 NS 30778539.99000000 0.376836850158 Long EC JE N 1 N N N Synnex Technology International Corp. 529900GMBJ3R4A2WBC71 N/A 836000.00000000 NS 1236249.79000000 0.015136016101 Long EC TW N 1 N N N X5 RETAIL GROUP NV 213800J17UJJJDGUVF56 98387E205 819850.00000000 NS USD 24070796.00000000 0.294710631121 Long EC NL N 1 N N N AKBANK TURK ANONIM SIRKETI 789000TUMN63Z28TJ497 N/A 775191.00000000 NS 646608.05000000 0.007916741370 Long EC TR N 1 N N N INVESTEC PLC 2138007Z3U5GWDN3MY22 N/A 510216.00000000 NS 919671.80000000 0.011259995581 Long EC GB N 1 N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 N/A 246499.00000000 NS 3077801.36000000 0.037683040530 Long EC AU N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -191915.75000000 -0.00234971921 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 6408000.00000000 EUR 6950962.66000000 USD 2020-09-14 -191915.75000000 N N N Enghouse Systems Limited 549300LKRHABBMOTY018 292949104 34400.00000000 NS 1489289.54000000 0.018234106601 Long EC CA N 1 N N N TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI 789000KAIHOLSQKQ9858 N/A 5642370.00000000 NS 3846224.51000000 0.047091224269 Long EC TR N 1 N N N ROYAL MAIL PLC 213800TCZZU84G8Z2M70 N/A 582076.00000000 NS 1256449.99000000 0.015383337116 Long EC GB N 1 N N N Dai Nippon Printing Co., Ltd. 529900S7NFNQ4FT6OP83 N/A 39100.00000000 NS 888809.58000000 0.010882134195 Long EC JP N 1 N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 N/A 437872.00000000 NS 51415178.95000000 0.629501402345 Long EC DK Y 1 N N N HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED 335800OX2H9AP7NHLT64 Y37246207 772227.00000000 NS 16941429.52000000 0.207422279925 Long EC IN N 1 N N N OLYMPUS CORPORATION 5299000Y52IFDI1I2A21 N/A 400300.00000000 NS 6953742.52000000 0.085138100407 Long EC JP N 1 N N N Wistron Corporation 254900DIEONKUALBFM06 N/A 6581000.00000000 NS 6268662.78000000 0.076750331155 Long EC TW N 1 N N N LEE & MAN PAPER MANUFACTURING LIMITED 30030066PNKQVCCC5G24 N/A 2233243.00000000 NS 1201473.79000000 0.014710236376 Long EC KY N 2 N N N Orion Oyj 74370029VAHCXDR7B745 N/A 226267.00000000 NS 12106165.41000000 0.148221755875 Long EC FI N 1 N N N EURO N/A N/A 1.00000000 NC 94514.08000000 0.001157182511 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 4248968.37000000 USD 3904000.00000000 EUR 2020-06-15 94514.08000000 N N N DSV Panalpina A/S 529900X41C0BSLK67H70 N/A 216890.00000000 NS 22916728.10000000 0.280580808444 Long EC DK N 1 N N N Panasonic Corporation 254900GE1G59KGWPHX32 N/A 547200.00000000 NS 4891201.56000000 0.059885393847 Long EC JP N 1 N N N BELLWAY P L C 213800CY4L3HST4FGZ98 N/A 12696.00000000 NS 403386.45000000 0.004938859324 Long EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -2377.67000000 -0.00002911098 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 122400.00000000 EUR 133801.19000000 USD 2020-06-15 -2377.67000000 N N N Morinaga & Co., Ltd. N/A N/A 273000.00000000 NS 11719728.96000000 0.143490423763 Long EC JP N 1 N N N MONCLER S.P.A. 815600EBD7FB00525B20 N/A 114460.00000000 NS 4258828.70000000 0.052142940932 Long EC IT N 1 N N N Deutsche Boerse Aktiengesellschaft 529900G3SW56SHYNPR95 N/A 498118.00000000 NS 81948445.16000000 1.003335244606 Long EC DE N 1 N N N EURO N/A N/A 1.00000000 NC -31662.63000000 -0.00038766120 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 2982204.50000000 USD 2652000.00000000 EUR 2020-06-15 -31662.63000000 N N N Hera S.p.A. 8156009414FD99443B48 N/A 1981725.00000000 NS 7605062.57000000 0.093112533117 Long EC IT N 1 N N N China Communications Services Corporation Limited 529900JCDRVQE6YZKT86 N/A 3178000.00000000 NS 2103359.57000000 0.025752468939 Long EC CN N 2 N N N Hitachi, Ltd. 549300T6IPOCDWLKC615 N/A 1196900.00000000 NS 38383900.31000000 0.469953028776 Long EC JP N 1 N N N TURKIYE IS BANKASI ANONIM SIRKETI 789000FIRX9MDN0KTM91 N/A 4782985.00000000 NS 3470758.01000000 0.042494202667 Long EC TR N 1 N N N ICA Gruppen Aktiebolag 549300ZEFN8VKPK9I111 N/A 31756.00000000 NS 1491309.92000000 0.018258843111 Long EC SE N 1 N N N BRITISH AMERICAN TOBACCO P.L.C. 213800FKA5MF17RJKT63 N/A 1118882.00000000 NS 44119254.50000000 0.540173799749 Long EC GB N 1 N N N NAVER Corporation N/A N/A 70617.00000000 NS 12886626.02000000 0.157777320175 Long EC KR N 2 N N N BANCA MEDIOLANUM SPA 7LVZJ6XRIE7VNZ4UBX81 N/A 188866.00000000 NS 1258406.38000000 0.015407290164 Long EC IT N 1 N N N SANOFI SA 549300E9PC51EN656011 N/A 489267.00000000 NS 47636863.75000000 0.583241625262 Long EC FR N 1 N N N COCHLEAR LIMITED 5493001OLLWY8KV5UC08 N/A 118063.00000000 NS 15126214.51000000 0.185197706994 Long EC AU N 1 N N N FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED N/A N/A 200693.00000000 NS 3725880.97000000 0.045617798935 Long EC NZ N 1 N N N TMX Group Limited 549300N65GFVKSHGJW59 87262K105 540854.00000000 NS 54003227.13000000 0.661188153066 Long EC CA N 1 N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 N/A 3679000.00000000 NS 29831653.98000000 0.365243657577 Long EC HK N 1 N N N KONAMI HOLDINGS CORPORATION 353800FC4A5QCMIZFV94 N/A 66700.00000000 NS 2343337.82000000 0.028690641051 Long EC JP N 1 N N N Unilever N.V. 549300TK7G7NZTVM1Z30 N/A 57954.00000000 NS 2996976.04000000 0.036693456261 Long EC NL N 1 N N N SBERBANK ROSSII PAO 549300WE6TAF5EEWQS81 80585Y308 741926.00000000 NS USD 8383763.80000000 0.102646556460 Long EC RU N 1 N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 197500.00000000 NS 8557386.18000000 0.104772300918 Long EC JP N 1 N N N iA Societe Financiere Inc. 549300ZXLJVHQAIXV215 45075E104 89501.00000000 NS 2847170.43000000 0.034859312269 Long EC CA N 1 N N N HARGREAVES LANSDOWN PLC 2138008ZCE93ZDSESG90 N/A 798149.00000000 NS 18091982.54000000 0.221509068192 Long EC GB N 1 N N N ORORA LIMITED 549300WFEQJK35VDF789 N/A 741973.00000000 NS 1305180.59000000 0.015979969894 Long EC AU N 1 N N N H. LUNDBECK A/S 5493006R4KC2OI5D3470 N/A 128547.00000000 NS 4937991.22000000 0.060458262739 Long EC DK N 1 N N N Constellation Software Inc. 549300B6PYHMCTDWQV29 21037X100 32791.00000000 NS 37130789.92000000 0.454610580030 Long EC CA N 1 N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 N/A 44817.00000000 NS 15739831.16000000 0.192710518377 Long EC CH N 1 N N N Bank of Communications Co., Ltd. 549300AX1UM10U30HK09 N/A 4065000.00000000 NS 2464907.75000000 0.030179081682 Long EC CN N 2 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -35154.99000000 -0.00043041988 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1347500.00000000 EUR 1464036.25000000 USD 2020-06-15 -35154.99000000 N N N CNOOC LIMITED 549300XIVJCBIGMRUD48 N/A 3619000.00000000 NS 4029411.69000000 0.049334075292 Long EC HK N 2 N N N VESTEL ELEKTRONIK SANAYI VE TICARET ANONIM SIRKETI 789000X20ITI3ANQEL70 N/A 232342.00000000 NS 482633.75000000 0.005909123115 Long EC TR N 1 N N N LafargeHolcim Ltd 529900EHPFPYHV6IQO98 N/A 913323.00000000 NS 37780218.61000000 0.462561855887 Long EC CH N 1 N N N HANWHA AEROSPACE CO., LTD. N/A N/A 72254.00000000 NS 1417717.47000000 0.017357814437 Long EC KR N 1 N N N The Siam Commercial Bank Public Company Limited 54930068OELHUBHH1U03 N/A 9212300.00000000 NS 21430688.46000000 0.262386491972 Long EC TH N 1 N N N GREENCORE GROUP PUBLIC LIMITED COMPANY 635400GGBEWULJXM5868 G40866124 10613527.00000000 NS 17753287.96000000 0.217362263349 Long EC IE N 1 N N N UBISOFT ENTERTAINMENT S.A. 969500I7C8V1LBIMSM05 N/A 183322.00000000 NS 14204906.03000000 0.173917672731 Long EC FR N 1 N N N ST. JAMES'S PLACE PLC 213800M993ICXOMBCP87 N/A 602641.00000000 NS 6845433.15000000 0.083812015354 Long EC GB N 1 N N N TAG Immobilien AG 529900TAE68USJNXLR59 N/A 28561.00000000 NS 663352.26000000 0.008121748994 Long EC DE N 1 N N N China National Building Material Company Limited 52990085PGF8YEPLBZ26 N/A 3026000.00000000 NS 3396490.78000000 0.041584912329 Long EC CN N 2 N N N Taiwan Semiconductor Manufacturing Co., Ltd. 549300KB6NK5SBD14S87 N/A 3397000.00000000 NS 33036602.83000000 0.404483427558 Long EC TW N 1 N N N MELROSE INDUSTRIES PLC 213800RGNXXZY2M7TR85 N/A 14599108.00000000 NS 20783157.81000000 0.254458454754 Long EC GB N 1 N N N CENTRICA PLC E26EDV109X6EEPBKVH76 N/A 1099365.00000000 NS 496356.77000000 0.006077140820 Long EC GB N 1 N N N ARISTOCRAT LEISURE LIMITED 529900TE2HO3OZKYKC27 N/A 866365.00000000 NS 14791373.13000000 0.181098078779 Long EC AU N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 N/A 2089787.00000000 NS 32967029.18000000 0.403631603036 Long EC GB N 1 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 56100.00000000 NS 1995407.25000000 0.024430755426 Long EC JP N 1 N N N Realtek Semiconductor Corp. 5299002E7F36O00MYY75 N/A 2019000.00000000 NS 17382564.53000000 0.212823313493 Long EC TW N 1 N N N LOGAN PROPERTY HOLDINGS COMPANY LIMITED 549300NJ0E6Q0S1VOG90 N/A 2733368.00000000 NS 4069548.02000000 0.049825484182 Long EC KY N 2 N N N TKH Group N.V. 7245008G22FOV7TYYJ34 N/A 20123.00000000 NS 710460.53000000 0.008698518785 Long EC NL N 1 N N N ORANGE SA 969500MCOONR8990S771 N/A 6554104.00000000 NS 79064802.98000000 0.968029390707 Long EC FR N 1 N N N IRB Brasil Resseguros SA 21380017DVWSU9AEU878 N/A 1177325.00000000 NS 1751539.47000000 0.021444961879 Long EC BR N 1 N N N Outotec Oyj 549300R0VN9C371W0E07 N/A 198989.00000000 NS 1022170.41000000 0.012514936632 Long EC FI N 1 N N NIDEC CORPORATION 353800IF171MZTNL6Y31 N/A 319900.00000000 NS 19662856.08000000 0.240742047956 Long EC JP N 1 N N N CHINA RESOURCES GAS GROUP LIMITED 529900A0E1J5JSOKEK83 N/A 2984000.00000000 NS 16265514.13000000 0.199146714332 Long EC BM N 2 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -86851.50000000 -0.00106336576 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 3226000.00000000 EUR 3502306.90000000 USD 2020-06-15 -86851.50000000 N N N MEDTRONIC PUBLIC LIMITED COMPANY 549300GX3ZBSQWUXY261 G5960L103 406156.00000000 NS USD 40038858.48000000 0.490215498150 Long EC IE N 1 N N N Nintendo Co., Ltd. 353800FEEXU6I9M0ZF27 N/A 100000.00000000 NS 40413978.74000000 0.494808280565 Long EC JP N 1 N N N PEUGEOT SA 969500TZ5950IT5FPQ42 N/A 2294613.00000000 NS 32683558.92000000 0.400160936788 Long EC FR N 1 N N N Ninety One PLC 549300G0TJCT3K15ZG14 N/A 155073.00000000 NS 375954.29000000 0.004602993855 Long EC GB N 1 N N GOLDCREST Co.,Ltd. N/A N/A 53353.00000000 NS 781464.09000000 0.009567850401 Long EC JP N 1 N N N BAIDU, INC. 254900AL64IANZYI1E02 056752108 99346.00000000 NS USD 10585316.30000000 0.129601249887 Long EC KY N 1 N N N AU Optronics Corp. 391200L7PIS4QXYJUQ72 N/A 2181000.00000000 NS 550607.16000000 0.006741355110 Long EC TW N 1 N N N Aktiebolaget Volvo 549300HGV012CNC8JD22 928856301 253901.00000000 NS 3592169.36000000 0.043980701725 Long EC SE N 1 N N N TOPPAN PRINTING CO., LTD. 3538003H9W4KIDODQY20 890747108 117900.00000000 NS 2016890.52000000 0.024693785699 Long EC JP N 1 N N N HUAKU DEVELOPMENT CO., LTD. N/A N/A 226000.00000000 NS 714318.07000000 0.008745748550 Long EC TW N 1 N N N ISS A/S 213800LEZA58SZNCBN19 N/A 46967.00000000 NS 780481.96000000 0.009555825698 Long EC DK N 1 N N N International Games System Co Ltd N/A N/A 135000.00000000 NS 2517901.75000000 0.030827913370 Long EC TW N 1 N N N NORTHERN STAR RESOURCES LTD 254900XFXCRYYZAX6M78 N/A 2443570.00000000 NS 24006183.95000000 0.293919553915 Long EC AU N 1 N N N TechnologyOne Ltd N/A N/A 120019.00000000 NS 728170.08000000 0.008915345543 Long EC AU N 1 N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 N/A 189512.00000000 NS 311655.59000000 0.003815753148 Long EC GB N 1 N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 G47567105 645390.00000000 NS USD 44828789.40000000 0.548860985589 Long EC BM N 1 N N N N/A N/A N/A 191.00000000 NC 27639021.69000000 0.338398178682 N/A DE JP N 1 J.P. MORGAN SECURITIES N/A Long TOPIX INDX FUTR Jun 2020 N/A N/A 2020-06-14 26044483.72000000 JPY 1594537.97000000 N N N DAIWA HOUSE INDUSTRY CO.,LTD. N/A N/A 561900.00000000 NS 13949056.02000000 0.170785174831 Long EC JP N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 9454800.00000000 NS 38982894.70000000 0.477286812616 Long EC JP N 1 N N N POWERTECH TECHNOLOGY INC. 254900O6KNZXH2RI9Q14 N/A 310000.00000000 NS 1001498.75000000 0.012261843300 Long EC TW N 1 N N N GN STORE NORD A/S 5493008U3H3W0NKPFL10 N/A 108073.00000000 NS 5833719.48000000 0.071425105747 Long EC DK N 1 N N N WIZZ AIR HOLDINGS PLC 213800COXGZCORLJZA85 N/A 271987.00000000 NS 11029180.96000000 0.135035703907 Long EC JE Y 1 N N N Aktiebolaget SKF 549300B6HWYEE57O8J84 N/A 47710.00000000 NS 875343.13000000 0.010717257804 Long EC SE N 1 N N N Innolux Corporation 3003007EXL0825P1MJ10 N/A 16327544.00000000 NS 3382425.43000000 0.041412703310 Long EC TW N 1 N N N KOBAYASHI PHARMACEUTICAL CO.,LTD. 529900WBSL04KD6TKP95 N/A 440474.00000000 NS 39249551.21000000 0.480551619827 Long EC JP N 1 N N N MAGNIT PAO 2534009KKPTVL99W2Y12 55953Q202 541425.00000000 NS USD 6172245.00000000 0.075569840705 Long EC RU N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 2705.45000000 0.000033124159 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 3479000.00000000 EUR 3873344.65000000 USD 2020-06-15 2705.45000000 N N N HENGAN INTERNATIONAL GROUP COMPANY LIMITED N/A N/A 381000.00000000 NS 3111508.19000000 0.038095729880 Long EC KY N 2 N N N BANK HAPOALIM B.M. B6ARUI4946ST4S7WOU88 N/A 3887522.00000000 NS 23925148.25000000 0.292927393860 Long EC IL N 2 N N N Mobile Telecommunications Company Saudi Arabia SJSC 254900XHCET9KD2D4R78 N/A 442688.00000000 NS 1270766.16000000 0.015558617048 Long EC SA N 2 N N N Enel Chile S.A. 549300YM5CWCAUVOPB53 29278D105 67815.00000000 NS USD 251593.65000000 0.003080385184 Long EC CL N 1 N N N KEPPEL CORPORATION LIMITED 254900SQ7IPDOY6IDW33 N/A 8946500.00000000 NS 37408953.59000000 0.458016275078 Long EC SG N 1 N N N AEGON N.V. O4QK7KMMK83ITNTHUG69 N/A 774540.00000000 NS 2072045.27000000 0.025369072515 Long EC NL N 1 N N N LEGAL & GENERAL GROUP PLC 213800JH9QQWHLO99821 N/A 3007323.00000000 NS 7380093.41000000 0.090358124700 Long EC GB N 1 N N N Grupo Aeroportuario del Centro Norte S.A.B. de C.V. 529900HUSBARAFSXJ605 N/A 320626.00000000 NS 1414798.13000000 0.017322071517 Long EC MX N 1 N N N TOHO HOLDINGS CO.,LTD. 353800Z8BQ3ZHELA4J90 N/A 74000.00000000 NS 1477458.58000000 0.018089254321 Long EC JP N 1 N N N Pou Chen Corporation 25490027LIXQ7W4PBH18 N/A 2886000.00000000 NS 2840343.05000000 0.034775721287 Long EC TW N 2 N N N RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A. 815600FBF92FD3531704 N/A 228585.00000000 NS 10404558.62000000 0.127388144431 Long EC IT N 1 N N N LG ELECTRONICS INC. 988400RMQFTGZIOG0609 N/A 237021.00000000 NS 11349142.31000000 0.138953148573 Long EC KR N 1 N N N CHINA CONSTRUCTION BANK CORPORATION 5493001KQW6DM7KEDR62 N/A 8210000.00000000 NS 6450638.63000000 0.078978351267 Long EC CN N 2 N N N RITCHIE BROS. AUCTIONEERS INCORPORATED 5493002H8U24DJXQ4886 767744105 211622.00000000 NS USD 9156883.94000000 0.112112247765 Long EC CA N 1 N N N QANTAS AIRWAYS LIMITED YLXNW6TI6QSK1H8H0N82 N/A 13484986.00000000 NS 35715770.63000000 0.437285800741 Long EC AU N 1 N N N Shanghai Pharmaceuticals Holding Co., Ltd. 30030029J1KKCBY19820 N/A 19701200.00000000 NS 31162006.45000000 0.381531819217 Long EC CN N 2 N N N EDP - Energias de Portugal, S.A. 529900CLC3WDMGI9VH80 N/A 7223120.00000000 NS 33930184.38000000 0.415423987337 Long EC PT N 1 N N N POWER CORPORATION DU CANADA 549300BE2CB8T87IJV50 739239101 111581.00000000 NS 1809094.35000000 0.022149634671 Long EC CA N 1 N N N BARRATT DEVELOPMENTS PLC 2138006R85VEOF5YNK29 N/A 478659.00000000 NS 2941060.03000000 0.036008848964 Long EC GB N 1 N N N Taiwan Business Bank 254900930YMK9AXL9O17 N/A 7849620.00000000 NS 2771223.05000000 0.033929451026 Long EC TW N 1 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 N/A 2798966.00000000 NS 17170211.89000000 0.210223375354 Long EC GB N 1 N N N GREENTOWN CHINA HOLDINGS LIMITED 529900BLBC6YDNWS8530 N/A 487637.00000000 NS 485686.70000000 0.005946501889 Long EC KY N 1 N N N NOVO NORDISK A/S 549300DAQ1CVT6CXN342 N/A 814223.00000000 NS 53010101.00000000 0.649028819882 Long EC DK N 1 N N N China Mobile Limited 529900U2JJ7GK68NI589 N/A 2375500.00000000 NS 16580383.18000000 0.203001811457 Long EC HK N 2 N N N ASX LIMITED N/A N/A 755615.00000000 NS 44229017.78000000 0.541517685739 Long EC AU N 1 N N N N/A N/A N/A -76447099.09000000 PA USD -76447099.09000000 -0.93597955049 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N SAMSUNG ELECTRONICS CO,.LTD 9884007ER46L6N7EI764 N/A 3882442.00000000 NS 158940457.35000000 1.945986435029 Long EC KR N 2 N N N TEMENOS AG 5067007NW6550481FH64 N/A 45629.00000000 NS 6967601.02000000 0.085307776859 Long EC CH N 1 N N N FUJI ELECTRIC CO., LTD. 5299000HVNGZZTYYM906 N/A 917000.00000000 NS 24504970.53000000 0.300026444098 Long EC JP N 1 N N N NICE LTD 254900YTY4EF5Z4W0A51 N/A 20658.00000000 NS 3742809.46000000 0.045825062790 Long EC IL N 2 N N N Grifols, S.A. 959800HSSNXWRKBK4N60 398438408 171725.00000000 NS USD 3250754.25000000 0.039800588091 Long EC ES N 1 N N N BANQUE DE MONTREAL NQQ6HPCNCCU6TUTQYE16 063671101 254300.00000000 NS 12496061.35000000 0.152995444230 Long EC CA N 1 N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 N/A 1407100.00000000 NS 54737607.09000000 0.670179529234 Long EC JP N 1 N N N ASRock Inc N/A N/A 361000.00000000 NS 1695287.26000000 0.020756238319 Long EC TW N 1 N N N Qualitas Controladora S.A.B. de C.V. N/A N/A 227007.00000000 NS 912756.94000000 0.011175333538 Long EC MX N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8247.15000000 -0.00010097392 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 555800.00000000 EUR 610120.56000000 USD 2020-06-15 -8247.15000000 N N N NINE DRAGONS PAPER (HOLDINGS) LIMITED 529900TBMYEYJ2LEV906 N/A 4495000.00000000 NS 3931892.66000000 0.048140101695 Long EC BM N 2 N N N DENSO CORPORATION 549300RYPA10CQM3QK38 N/A 315200.00000000 NS 12086055.60000000 0.147975541550 Long EC JP N 1 N N N SBI Holdings, Inc. 353800L6LMHYIPSMRQ17 N/A 2247704.00000000 NS 48173282.00000000 0.589809258547 Long EC JP N 1 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 N/A 435029.00000000 NS 6565839.28000000 0.080388809661 Long EC SE N 1 N N N REGIS RESOURCES LIMITED 213800XH9YUXBLYBD749 N/A 517516.00000000 NS 1855043.81000000 0.022712216579 Long EC AU N 1 N N N Primax Electronics Ltd. 254900JO4CQFFG7AIQ15 N/A 200000.00000000 NS 308742.71000000 0.003780089321 Long EC TW N 1 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 332777.00000000 NS 11939624.18000000 0.146182709430 Long EC FR N 1 N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 N/A 163849.00000000 NS 3217593.56000000 0.039394585403 Long EC IL N 2 N N N N/A N/A N/A 197.00000000 NC 14760326.14000000 0.180717955163 N/A DE GB N 1 J.P. MORGAN SECURITIES N/A Long FTSE 100 IDX FUT Jun 2020 N/A N/A 2020-06-22 14486627.95000000 GBP 273698.19000000 N N N CHINA UNICOM (HONG KONG) LIMITED 5299006RQXYNFYPOUS20 N/A 542000.00000000 NS 313969.81000000 0.003844087285 Long EC HK N 2 N N N AerCap Holdings N.V. 549300SZYINBBLJQU475 N00985106 948280.00000000 NS USD 30572547.20000000 0.374314778800 Long EC NL N 1 N N N INVENTEC CORPORATION 391200XSJU5WEVAXB086 N/A 1558000.00000000 NS 1266118.23000000 0.015501710148 Long EC TW N 1 N N N SAMSUNG ENGINEERING CO.,LTD 988400HDAY5KIVHGZ188 N/A 131651.00000000 NS 1286266.79000000 0.015748398909 Long EC KR N 1 N N N EURO N/A N/A 1.00000000 NC 35416.63000000 0.000433623274 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 1171448.92000000 USD 1082700.00000000 EUR 2020-09-14 35416.63000000 N N N KB Financial Group Inc. 529900TKE4MXG3Q6GW86 N/A 901720.00000000 NS 24755525.05000000 0.303094106702 Long EC KR N 1 N N N DISCOVERY LIMITED 378900245A26169C8132 N/A 1636944.00000000 NS 9122762.87000000 0.111694486671 Long EC ZA N 1 N N N Yuanta Financial Holdings Co., Ltd 21380045JG57LJEFFE13 N/A 20255215.00000000 NS 10962439.43000000 0.134218554427 Long EC TW N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 222569.00000000 NS USD 44874361.78000000 0.549418950721 Long EC IE N 1 N N N Essity Aktiebolag (publ) 549300G8E6YUVJ1DA153 N/A 371453.00000000 NS 12257730.11000000 0.150077437274 Long EC SE N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1111.09000000 0.000013603623 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1953900.00000000 EUR 2174966.20000000 USD 2020-06-15 1111.09000000 N N N TRAKYA CAM SANAYII ANONIM SIRKETI 54930046JFLKYX7HD913 N/A 2285865.00000000 NS 1079012.72000000 0.013210885078 Long EC TR N 1 N N N KOC HOLDING ANONIM SIRKETI 7890005U0H950VH19H45 N/A 1019651.00000000 NS 2412543.74000000 0.029537963273 Long EC TR N 1 N N N TAYLOR WIMPEY PLC 21380089BTRXTD8S3R66 N/A 1308124.00000000 NS 2322333.70000000 0.028433477247 Long EC GB N 1 N N N POWERLONG REAL ESTATE HOLDINGS LIMITED 549300R3K12EPXCGDP22 N/A 970000.00000000 NS 538124.11000000 0.006588518970 Long EC KY N 1 N N N Rheinmetall Aktiengesellschaft 5299001OU9CSE29O6S05 N/A 494641.00000000 NS 40143500.96000000 0.491496687660 Long EC DE N 1 N N N NICHIREI CORPORATION 529900MX3GPXXKO0MT06 N/A 659600.00000000 NS 18581575.16000000 0.227503392186 Long EC JP N 1 N N N FocalTech Systems Co., Ltd N/A N/A 1063000.00000000 NS 1074506.24000000 0.013155710020 Long EC TW N 1 N N N Ping An Insurance (Group) Company of China, Ltd. 529900M9MC28JLN35U89 N/A 1005000.00000000 NS 9919042.70000000 0.121443733486 Long EC CN N 2 N N N PICC Property and Casualty Company Limited 300300F1000311000017 N/A 26096000.00000000 NS 22591170.17000000 0.276594842088 Long EC CN N 2 N N N BLUESCOPE STEEL LIMITED 529900H6UQI16XACWC95 N/A 4013344.00000000 NS 29384515.11000000 0.359769115789 Long EC AU N 1 N N N SK TELECOM CO.,LTD 9884003WEA1PHW006037 N/A 199491.00000000 NS 34793537.08000000 0.425994440391 Long EC KR N 1 N N N Boohoo Group PLC 213800SZF3KFCECWY243 N/A 3001533.00000000 NS 14364402.49000000 0.175870466581 Long EC JE N 1 N N N PRYSMIAN S.P.A. 529900X0H1IO3RS1A464 N/A 2414500.07950000 NS 51418914.37000000 0.629547136935 Long EC IT N 1 N N N TeamViewer AG 3912000FZ0R0KEK9JS42 N/A 1094107.00000000 NS 55685056.50000000 0.681779619799 Long EC DE N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 N/A 365389.00000000 NS 5688155.44000000 0.069642893389 Long EC GB N 1 N N N NASPERS LIMITED 21380044BQ8812EEKT59 N/A 78736.00000000 NS 12452922.74000000 0.152467276944 Long EC ZA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 367787.59000000 0.004503004917 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 36460652000.00000000 KRW 29890925.49000000 USD 2020-08-13 367787.59000000 N N N CHINA RESOURCES CEMENT HOLDINGS LIMITED 529900E0EOYXYJ0GHY66 N/A 6416000.00000000 NS 8054145.27000000 0.098610874175 Long EC KY N 2 N N N Betsson AB 549300W61XW8OFGBG077 N/A 277327.00000000 NS 1921311.77000000 0.023523567908 Long EC SE N 1 N N N IPSEN SA 549300M6SGDPB4Z94P11 N/A 25635.00000000 NS 2016011.68000000 0.024683025628 Long EC FR N 1 N N N Sanoma Oyj 743700XJC24THUPK0S03 N/A 27718.00000000 NS 268855.35000000 0.003291728693 Long EC FI N 1 N N N BRAMBLES LIMITED N/A N/A 142347.00000000 NS 1099861.32000000 0.013466144774 Long EC AU N 1 N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 N/A 608702.00000000 NS 8397968.73000000 0.102820474427 Long EC SG N 1 N N N Adyen NV 724500973ODKK3IFQ447 N/A 3270.00000000 NS 4303014.46000000 0.052683928991 Long EC NL Y 1 N N N INDIVIOR PLC 213800V3NCQTY7IED471 N/A 1184750.00000000 NS 904450.81000000 0.011073637491 Long EC GB N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 08579W103 882475.00000000 NS USD 39631952.25000000 0.485233544423 Long EC US N 1 N N N EXOR N.V. 5493002ENHZ6NYET7405 N/A 345768.00000000 NS 18638395.19000000 0.228199067847 Long EC NL N 1 N N N Estacio Participacoes S.A. N/A N/A 1580400.00000000 NS 8293237.10000000 0.101538193410 Long EC BR N 1 N N N EURO N/A N/A 1.00000000 NC 122481.23000000 0.001499598126 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 8757070.80000000 USD 7966000.00000000 EUR 2020-09-14 122481.23000000 N N N Nestle S.A. KY37LUS27QQX7BB93L28 N/A 493614.00000000 NS 53363953.41000000 0.653361209517 Long EC CH N 1 N N N SK hynix Inc. 988400XAIK6XISWQV045 N/A 1141667.00000000 NS 75130897.90000000 0.919864649961 Long EC KR N 2 N N N SOUTH32 LIMITED 213800LAZNPXSBKVHR17 N/A 6799838.00000000 NS 8621216.73000000 0.105553809833 Long EC AU N 1 N N N Hongkong Land Holdings Limited 213800XCHYNRPAYGXW28 G4587L109 183200.00000000 NS USD 688832.00000000 0.008433710021 Long EC BM N 1 N N N Yuexiu Property Company Limited 529900GASK6R1FD08W10 N/A 5429954.00000000 NS 973762.88000000 0.011922259360 Long EC HK N 2 N N N RADIANT OPTO-ELECTRONICS CORPORATION N/A N/A 290000.00000000 NS 994837.64000000 0.012180288044 Long EC TW N 1 N N N PERSEUS MINING LIMITED 54930054ZDGKBCW3SM26 N/A 1169018.00000000 NS 1004910.99000000 0.012303621038 Long EC AU N 1 N N N DAITO TRUST CONSTRUCTION CO.,LTD. 353800QQ4DRI3KXS3038 N/A 109700.00000000 NS 11592653.27000000 0.141934573396 Long EC JP N 1 N N N TENAGA NASIONAL BERHAD 549300FV8X6UID6I1413 N/A 262048.00000000 NS 678702.81000000 0.008309693351 Long EC MY N 1 N N N Nihon Unisys, Ltd. N/A N/A 155300.00000000 NS 4800194.92000000 0.058771154654 Long EC JP N 1 N N N Taiwan Semiconductor Manufacturing Co., Ltd. 549300KB6NK5SBD14S87 874039100 733594.00000000 NS USD 36921786.02000000 0.452051642167 Long EC TW N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 405759.00000000 NS 140518392.11000000 1.720436001489 Long EC CH N 1 N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 N/A 81545.00000000 NS 1500282.87000000 0.018368703364 Long EC AT N 1 N N N APTIV PLC N/A G6095L109 699892.00000000 NS USD 52736862.20000000 0.645683422447 Long EC JE N 1 N N N Netdragon Websoft Holdings Ltd 549300OAYL2PBUPUBR89 N/A 423000.00000000 NS 1049996.13000000 0.012855620651 Long EC KY N 1 N N N CHECK POINT SOFTWARE TECHNOLOGIES LTD. 2549003ZVBH73EPNS513 M22465104 499395.00000000 NS USD 54768649.65000000 0.670559598611 Long EC IL N 1 N N mixi, Inc. 529900IL3THMH0SFYQ49 N/A 219600.00000000 NS 3571162.57000000 0.043723505231 Long EC JP N 1 N N N SUZUKEN CO.,LTD. N/A N/A 41390.00000000 NS 1504078.06000000 0.018415169748 Long EC JP N 1 N N N GREEK ORGANISATION OF FOOTBALL PROGNOSTICS S.A. 213800M4NRGFJCI34834 N/A 474390.00000000 NS 4432565.07000000 0.054270081025 Long EC GR N 1 N N N Wolters Kluwer N.V. 724500TEM53I0U077B74 N/A 261735.00000000 NS 20868926.36000000 0.255508561427 Long EC NL N 1 N N N CHINA AOYUAN GROUP LIMITED 549300YSOKQO5QD6MP25 N/A 4679046.00000000 NS 4962167.22000000 0.060754261435 Long EC KY N 2 N N N Ever Sunshine Lifestyle Services Group Ltd N/A N/A 544000.00000000 NS 853443.43000000 0.010449128972 Long EC KY N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -69155.91000000 -0.00084670992 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 5034500.00000000 EUR 5542707.60000000 USD 2020-09-14 -69155.91000000 N N N ALIBABA HEALTH INFORMATION TECHNOLOGY LIMITED 529900GE9653COPX1I86 N/A 1650000.00000000 NS 3865823.76000000 0.047331187556 Long EC BM N 2 N N N DAIKIN INDUSTRIES,LTD. 549300Y7FWSTSHMW5Y57 N/A 35900.00000000 NS 5281616.93000000 0.064665441840 Long EC JP N 1 N N N MAN GROUP PLC 2549003YWC1DW6LALB09 N/A 6683453.00000000 NS 11766089.82000000 0.144058042645 Long EC JE N 1 N N N TOSOH CORPORATION 529900YSLFVJF2MDBX02 N/A 1831000.00000000 NS 25459117.28000000 0.311708533501 Long EC JP N 1 N N N Doosan Infracore Co., Ltd. 988400TP9XND969CO672 N/A 185739.00000000 NS 779880.33000000 0.009548459646 Long EC KR N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N/A 78736.00000000 NS 6533599.11000000 0.079994077354 Long EC NL N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -77.92000000 -0.00000095401 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 23420.02000000 EUR 25973.27000000 USD 2020-06-01 -77.92000000 N N N KIA MOTORS CORPORATION 988400V8MJK9N7OI5X76 N/A 510764.00000000 NS 14125452.78000000 0.172944887392 Long EC KR N 1 N N N QINETIQ GROUP PLC 213800S8OBDOZMCMUW34 N/A 613423.00000000 NS 2237192.44000000 0.027391050795 Long EC GB N 1 N N N JARDINE CYCLE & CARRIAGE LIMITED 254900WEP6OCEXFWML09 N/A 92300.00000000 NS 1427535.02000000 0.017478015545 Long EC SG N 1 N N N Nokia Oyj 549300A0JPRWG1KI7U06 N/A 444724.00000000 NS 1763808.03000000 0.021595171912 Long EC FI N 1 N N N Sun Life Financial Inc. 549300V040JZX5S66Z78 866796105 320200.00000000 NS 10941286.36000000 0.133959566955 Long EC CA N 1 N N N MERCADOLIBRE, INC. 549300DKPDN9M5S8GB14 58733R102 58666.00000000 NS USD 49964072.22000000 0.611734786724 Long EC US N 1 N N N CRITEO SA 969500EELFB4RDMFHA76 226718104 113015.00000000 NS USD 1158403.75000000 0.014182908627 Long EC FR N 1 N N N Koninklijke Philips N.V. H1FJE8H61JGM1JSGM897 N/A 1496833.00000000 NS 67915259.25000000 0.831520026024 Long EC NL N 1 N N N ATLASSIAN CORPORATION PLC 549300AGBII4MWBVJY22 G06242104 348761.00000000 NS USD 64625413.30000000 0.791240818962 Long EC GB N 1 N N N CRH PUBLIC LIMITED COMPANY 549300MIDJNNTH068E74 N/A 423183.00000000 NS 13712495.74000000 0.167888850613 Long EC IE N 1 N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 N/A 590500.00000000 NS 31265797.96000000 0.382802589881 Long EC KY N 2 N N N OCI N.V. 549300NCMRGIBJYUOE57 N/A 1619186.00000000 NS 18281132.26000000 0.223824921533 Long EC NL N 1 N N N Open Text Corporation 549300HP7ONDQODZJV16 683715106 413498.00000000 NS 17111912.60000000 0.209509588384 Long EC CA N 1 N N N Isracard Ltd. N/A N/A 17.58000000 NS 48.31000000 0.000000591483 Long EC IL N 2 N N N Compal Electronics, Inc. 529900ZPKWFDL21LW166 N/A 2062000.00000000 NS 1311713.57000000 0.016059956391 Long EC TW N 1 N N N DAELIM INDUSTRIAL CO.,LTD 988400LJMYZ3ZOXJVE47 N/A 64253.00000000 NS 4788689.01000000 0.058630282122 Long EC KR N 1 N N N EVRAZ PLC 5493005B7DAN39RXLK23 N/A 701652.00000000 NS 2449670.84000000 0.029992528676 Long EC GB N 1 N N N GMK NORIL'SKIY NIKEL' PAO 253400JPTEEW143W3E47 55315J102 505681.00000000 NS USD 15842985.73000000 0.193973490670 Long EC RU N 1 N N N Airbus SE MINO79WLOO247M1IL051 N/A 470214.00000000 NS 29656433.59000000 0.363098347895 Long EC NL N 1 N N N REMY COINTREAU S.A. 5493004V6A3Z027YT216 N/A 27665.00000000 NS 3286565.07000000 0.040239037628 Long EC FR N 1 N N Allianz SE 529900K9B0N5BT694847 N/A 273616.00000000 NS 49555235.95000000 0.606729202565 Long EC DE N 1 N N N O-TA PRECISION INDUSTRY CO., LTD. N/A N/A 669000.00000000 NS 901283.93000000 0.011034863817 Long EC TW N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC -2774.31000000 -0.00003396724 N/A DFE JP N 2 JP MORGAN N/A 4981513.47000000 USD 536384463.00000000 JPY 2020-06-01 -2774.31000000 N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 1111440.00000000 NS 11752334.42000000 0.143889628497 Long EC DE N 1 N N N FANUC CORPORATION 529900QTSW745LOKW705 N/A 90000.00000000 NS 16051886.57000000 0.196531166718 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -62853.14000000 -0.00076954200 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 3209600.00000000 EUR 3508059.07000000 USD 2020-06-15 -62853.14000000 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 371901109 1276672.00000000 NS USD 33755207.68000000 0.413281661271 Long EC US N 1 N N N TECH MAHINDRA LIMITED 3358005FZUZ1I25XQH69 Y85491127 4723278.00000000 NS 33133920.49000000 0.405674935682 Long EC IN N 1 N N N MINES AGNICO EAGLE LIMITEE YGE0EUBRF7IJOB3QRX76 008474108 301280.00000000 NS 19201096.22000000 0.235088494174 Long EC CA N 1 N N N NISSAN TOKYO SALES HOLDINGS CO., LTD. N/A N/A 86600.00000000 NS 187291.04000000 0.002293096605 Long EC JP N 1 N N N CK ASSET HOLDINGS LIMITED 5299006GJZSGP78B8S35 N/A 171000.00000000 NS 929899.37000000 0.011385216766 Long EC KY N 2 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 N/A 2101544.00000000 NS 52680944.29000000 0.644998791887 Long EC KY N 1 N N N ITAU UNIBANCO HOLDING S.A. 5493002W2IVG62O3ZJ94 465562106 1058537.00000000 NS USD 4498782.25000000 0.055080810629 Long EC BR N 1 N N N TURKIYE HALK BANKASI ANONIM SIRKETI 78900012HXPJ1YQGTH03 N/A 4588678.00000000 NS 3578650.88000000 0.043815188305 Long EC TR N 1 N N N NCC Aktiebolag 213800WRGLW3CY4MHW53 N/A 39732.00000000 NS 628145.57000000 0.007690696118 Long EC SE N 2 N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N6596X109 163832.00000000 NS USD 15744255.20000000 0.192764684081 Long EC NL N 1 N N N GS Engineering & Construction Corp 988400BQ69DJXXFA0D28 N/A 25431.00000000 NS 586261.09000000 0.007177883765 Long EC KR N 2 N N N AGGREKO PLC 2138003R7TGCSVF27H47 N/A 133533.00000000 NS 775573.37000000 0.009495727409 Long EC GB N 1 N N N KINGFISHER PLC 213800KBMEV7I92FY281 N/A 8955349.00000000 NS 21500720.46000000 0.263243928299 Long EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 220624.60000000 0.002701215826 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 28230325000.00000000 KRW 23079452.74000000 USD 2020-08-13 220624.60000000 N N N L'OREAL SA 529900JI1GG6F7RKVI53 N/A 147574.00000000 NS 42991802.67000000 0.526369850748 Long EC FR N 1 N N N CIMB GROUP HOLDINGS BERHAD 549300FYDN5UD7USZW18 N/A 9246266.00000000 NS 8018038.60000000 0.098168802401 Long EC MY N 1 N N N SHIMAO PROPERTY HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 N/A 476000.00000000 NS 1977448.07000000 0.024210872325 Long EC KY N 2 N N N SG HOLDINGS CO.,LTD. N/A N/A 743100.00000000 NS 24244641.95000000 0.296839112856 Long EC JP N 1 N N N KINGSPAN GROUP PUBLIC LIMITED COMPANY 635400HM7V74SUB9OG75 N/A 329359.00000000 NS 20351382.04000000 0.249172010979 Long EC IE N 1 N N N Tencent Music Entertainment Group 213800XTZK2GOHQTYK41 88034P109 954905.00000000 NS USD 12337372.60000000 0.151052539572 Long EC KY N 1 N N N A2A S.P.A. 81560076E3944316DB24 N/A 1036025.00000000 NS 1437643.15000000 0.017601774368 Long EC IT N 1 N N N SIMPLO TECHNOLOGY CO., LTD. N/A N/A 678000.00000000 NS 7225978.35000000 0.088471217985 Long EC TW N 1 N N N ALPS ALPINE CO., LTD. 529900PWNU4ASLY9VI90 N/A 1375700.00000000 NS 16625622.13000000 0.203555694241 Long EC JP N 1 N N N KT CORPORATION 9884005ACF8449EANY26 48268K101 718938.00000000 NS USD 7002456.12000000 0.085734525045 Long EC KR N 1 N N N FERREXPO PLC 213800CEDKSNUTPAQZ41 N/A 2429432.00000000 NS 5283136.83000000 0.064684050725 Long EC GB N 1 N N N ORIX CORPORATION 35380016EMHNBOVYE123 N/A 1124100.00000000 NS 14910093.28000000 0.182551628148 Long EC JP N 1 N N N EMAAR PROPERTIES (P.J.S.C) N/A N/A 1341119.00000000 NS 912033.21000000 0.011166472555 Long EC AE N 2 N N N SENSATA TECHNOLOGIES HOLDING PLC 529900MS7KFYCY9MS037 G8060N102 204907.00000000 NS USD 7304934.55000000 0.089437917696 Long EC GB N 1 N N N EURO N/A N/A 1.00000000 NC -12374.91000000 -0.00015151212 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 2502311.83000000 USD 2238000.00000000 EUR 2020-06-15 -12374.91000000 N N N RONSHINE CHINA HOLDINGS LIMITED 549300GNBBT32SFSEC47 N/A 580193.00000000 NS 517989.36000000 0.006341999292 Long EC KY N 1 N N N Tokyo Electron Limited 549300H5LSF8DP3RIJ34 N/A 20600.00000000 NS 4111013.13000000 0.050333161981 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20507.23000000 -0.00025108013 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1627900.00000000 EUR 1790649.30000000 USD 2020-06-15 -20507.23000000 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 N/A 46630.00000000 NS 4946226.22000000 0.060559087907 Long EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -657055.65000000 -0.00804465649 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 24403000.00000000 EUR 26544514.55000000 USD 2020-09-14 -657055.65000000 N N N HON HAI PRECISION INDUSTRY CO., LTD. 30030004CM3GSZXX7O56 N/A 5349000.00000000 NS 13503886.76000000 0.165334747950 Long EC TW N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 447884.00000000 NS 4087693.25000000 0.050047645185 Long EC CH N 1 N N N JAPANESE YEN N/A N/A 1.00000000 NC -2960.07000000 -0.00003624159 N/A DFE JP N 2 JP MORGAN N/A 6017035.28000000 USD 647926393.00000000 JPY 2020-06-01 -2960.07000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -43.05000000 -0.00000052708 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 3436.89000000 EUR 3779.96000000 USD 2020-06-01 -43.05000000 N N N Daiwa Securities Group Inc. 353800WRC7Y23PWFJG38 N/A 10410200.00000000 NS 43163654.71000000 0.528473920060 Long EC JP N 1 N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901102 29955.00000000 NS 8288879.21000000 0.101484837612 Long EC CA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -12818.52000000 -0.00015694346 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1007100.00000000 EUR 1107653.09000000 USD 2020-06-15 -12818.52000000 N N N MediaTek Inc. 254900UEGBK1I4DM4E14 N/A 3513137.00000000 NS 54174269.14000000 0.663282304780 Long EC TW N 1 N N N GENMAB A/S 529900MTJPDPE4MHJ122 N/A 23470.00000000 NS 7215395.41000000 0.088341645829 Long EC DK N 1 N N N Stantec Inc. 549300MZ7NGUZDCP2T16 85472N109 36000.00000000 NS 1083490.09000000 0.013265703728 Long EC CA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -58433.26000000 -0.00071542723 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 8813000.00000000 EUR 9746666.85000000 USD 2020-06-15 -58433.26000000 N N N HASEKO Corporation 529900EH7TSG348O4045 N/A 76100.00000000 NS 927454.40000000 0.011355281792 Long EC JP N 1 N N N SHIMANO INC. 529900L32YT3P9DECR10 N/A 100900.00000000 NS 18553199.98000000 0.227155980858 Long EC JP N 1 N N N Grifols, S.A. 959800HSSNXWRKBK4N60 N/A 189594.00000000 NS 3631600.31000000 0.044463474300 Long EP ES N 2 N N N QUEBECOR INC. N/A 748193208 707120.00000000 NS 15485835.91000000 0.189600729218 Long EC CA N 1 N N N JD SPORTS FASHION PLC 213800HROV6Y9MUU8375 N/A 550517.00000000 NS 4481071.04000000 0.054863963547 Long EC GB N 1 N N N ANRITSU CORPORATION N/A N/A 2089700.00000000 NS 41179125.63000000 0.504176351436 Long EC JP N 1 N N ALSTOM SA 96950032TUYMW11FB530 N/A 595980.00000000 NS 25085520.80000000 0.307134407477 Long EC FR N 1 N N N Repsol S.A. BSYCX13Y0NOTV14V9N85 N/A 2606072.00000000 NS 24263428.97000000 0.297069131611 Long EC ES N 1 N N N MEDIPAL HOLDINGS CORPORATION 353800PJDODZEA4NP730 N/A 214200.00000000 NS 4248808.65000000 0.052020260516 Long EC JP N 1 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 N/A 95113.00000000 NS 13702133.03000000 0.167761974842 Long EC CH N 1 N N N FUJITSU LIMITED 3538000246DHJLRTUZ24 N/A 244700.00000000 NS 25211583.98000000 0.308677861185 Long EC JP N 1 N N N LG Display Co., Ltd. 988400P37K91W0SABO95 N/A 606423.00000000 NS 4994561.43000000 0.061150879730 Long EC KR N 1 N N N TELKOM SA SOC LIMITED N/A N/A 649721.00000000 NS 659690.06000000 0.008076910872 Long EC ZA N 1 N N N CHINA TELECOM CORPORATION LIMITED 529900JXXCCUCX634T88 N/A 9116000.00000000 NS 3022593.21000000 0.037007099912 Long EC CN N 2 N N N RYANAIR HOLDINGS PUBLIC LIMITED COMPANY 635400BR2ROC1FVEBQ56 783513203 299739.00000000 NS USD 21512268.03000000 0.263385310896 Long EC IE N 1 N N N DNB ASA 5967007LIEEXZX78M803 N/A 3624957.00000000 NS 49301637.88000000 0.603624276278 Long EC NO N 1 N N N SALMAR ASA 5967007LIEEXZXGDBK67 N/A 362450.00000000 NS 16302540.60000000 0.199600047672 Long EC NO N 1 N N N CITIC Limited 2549006I3Q3M98KHOT11 N/A 757000.00000000 NS 718813.06000000 0.008800782930 Long EC HK N 2 N N N OZ MINERALS LIMITED 529900O2VBT5CL7EZT27 N/A 140290.00000000 NS 877231.56000000 0.010740378784 Long EC AU N 1 N N N EURO N/A N/A 1.00000000 NC 6631.68000000 0.000081194930 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 1573965.45000000 USD 1420956.82000000 EUR 2020-06-01 6631.68000000 N N N CHINA CONCH VENTURE HOLDINGS LIMITED N/A N/A 862500.00000000 NS 3872403.56000000 0.047411747294 Long EC KY N 2 N N N PERSIMMON PUBLIC LIMITED COMPANY 213800XI72Y57UWN6F31 N/A 41056.00000000 NS 1163863.27000000 0.014249752224 Long EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -37578.24000000 -0.00046008893 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1431500.00000000 EUR 1555069.08000000 USD 2020-06-15 -37578.24000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 212.17000000 0.000002597701 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 373100.00000000 EUR 415312.91000000 USD 2020-06-15 212.17000000 N N N VIPSHOP HOLDINGS LIMITED 549300I9F52K06HPZX60 92763W103 575549.00000000 NS USD 9980019.66000000 0.122190304491 Long EC KY N 1 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 N/A 870000.00000000 NS 5096646.38000000 0.062400756138 Long EC SG N 1 N N N N/A N/A N/A 122.00000000 NC 11639351.35000000 0.142506321029 N/A DE AU N 1 J.P. MORGAN SECURITIES N/A Long SPI 200 Future Jun 2020 N/A N/A 2020-06-21 10709820.99000000 AUD 929530.36000000 N N N N/A N/A N/A 239898.00000000 NS 15.92000000 0.000000194916 Long EC AU N 3 N N N ASHTEAD GROUP PUBLIC LIMITED COMPANY 2138007UTBN8X9K1A235 N/A 812100.00000000 NS 24025557.88000000 0.294156758499 Long EC GB N 1 N N N EURO N/A N/A 1.00000000 NC 20396.01000000 0.000249718413 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 864099.01000000 USD 795000.00000000 EUR 2020-06-15 20396.01000000 N N N YUM CHINA HOLDINGS, INC. 529900DO9BYZ7VA3K502 98850P109 137980.00000000 NS USD 6393993.20000000 0.078284813321 Long EC US N 1 N N N Saudi Ground Services Co N/A N/A 130726.00000000 NS 992307.07000000 0.012149305027 Long EC SA N 2 N N N EURO N/A N/A 1.00000000 NC 49394.99000000 0.000604767232 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 2749837.04000000 USD 2516000.00000000 EUR 2020-06-15 49394.99000000 N N N N/A N/A N/A 76468425.15400000 NS USD 76497340.88000000 0.936594685520 Long EC US N 2 N N HOLTEK SEMICONDUCTOR INC. N/A N/A 272000.00000000 NS 583407.16000000 0.007142941692 Long EC TW N 1 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 N/A 358400.00000000 NS 19110353.95000000 0.233977491793 Long EC GB N 1 N N N PRUDENTIAL PUBLIC LIMITED COMPANY 5493001Z3ZE83NGK8Y12 N/A 1271016.00000000 NS 16452010.24000000 0.201430078217 Long EC GB N 1 N N N Grifols, S.A. 959800HSSNXWRKBK4N60 N/A 262780.00000000 NS 8219547.94000000 0.100635980668 Long EC ES N 1 N N N CREDICORP LTD. N/A G2519Y108 58230.00000000 NS USD 8025258.60000000 0.098257200423 Long EC BM N 1 N N N LONGi Green Energy Technology Co., Ltd. 300300NRGAITUP1EZ248 N/A 1102900.00000000 NS 5002377.55000000 0.061246576343 Long EC CN N 2 N N N HELLENIC TELECOMMUNICATIONS ORGANIZATION S.A. ELPUFM0XZRZO4LFXW404 N/A 690180.00000000 NS 9719331.26000000 0.118998567796 Long EC GR N 1 N N N B3 S.A. - BRASIL, BOLSA, BALCAO 4GTK5S46E6H318LMDS44 N/A 4585631.00000000 NS 38509810.15000000 0.471494605067 Long EC BR N 1 N N N Scout24 AG 5493007EIKM2ENQS7U66 N/A 463137.00000000 NS 35417874.03000000 0.433638505696 Long EC DE Y 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 22096.25000000 0.000270535290 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 881500.00000000 EUR 1002828.78000000 USD 2020-06-15 22096.25000000 N N N Recruit Holdings Co.,Ltd. 353800R2LRSMVVC4I806 N/A 1529900.00000000 NS 52684169.49000000 0.645038279602 Long EC JP N 1 N N N BANK LEUMI LE ISRAEL B.M. 7JDSZWRGUQY2DSTWCR57 N/A 5695591.00000000 NS 30196900.56000000 0.369715551656 Long EC IL N 2 N N N EMPIRE COMPANY LIMITED 549300TX0ZUSTEF7C719 291843407 331600.00000000 NS 7475514.40000000 0.091526410957 Long EC CA N 1 N N N Lundin Mining Corporation 549300FQDIM6C8HTN269 550372106 8585779.00000000 NS 39382027.83000000 0.482173596445 Long EC CA N 1 N N N N/A N/A N/A 147.00000000 NC 21591039.87000000 0.264349753396 N/A DE HK N 1 J.P. MORGAN SECURITIES N/A Long HANG SENG IDX FUT Jun 2020 N/A N/A 2020-07-02 21531566.50000000 HKD 59473.37000000 N N N Siemens Aktiengesellschaft W38RGI023J3WT1HWRP32 N/A 190536.00000000 NS 20882660.82000000 0.255676719197 Long EC DE N 1 N N N NIPPON TELEGRAPH AND TELEPHONE CORPORATION 353800VHQU5VIXVUA841 N/A 1630000.00000000 NS 36977026.96000000 0.452727984250 Long EC JP N 1 N N N Skanska AB 549300UINV5RINHGMG07 N/A 50519.00000000 NS 1008947.84000000 0.012353046184 Long EC SE N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -167744.11000000 -0.00205377389 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 5864000.00000000 EUR 6356380.14000000 USD 2020-06-15 -167744.11000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 156153670.42000000 NS USD 156153670.42000000 1.911866427741 Long STIV RF XX N 2 N N N Enel Americas S.A. 549300LKH11TFCJLZK20 29274F104 561510.00000000 NS USD 4166404.20000000 0.051011342179 Long EC CL N 1 N N EURO N/A N/A 1.00000000 NC 386351.12000000 0.004730287374 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 13691026.81000000 USD 12653000.00000000 EUR 2020-06-15 386351.12000000 N N N MOL Magyar Olaj- es Gazipari Nyilvanosan Mukodo Reszvenytarsasag 213800R83KX5FQFGXS67 N/A 241006.00000000 NS 1524869.92000000 0.018669734748 Long EC HU N 1 N N N CHINA LESSO GROUP HOLDINGS LIMITED N/A N/A 2430000.00000000 NS 2934434.27000000 0.035927726515 Long EC KY N 2 N N N N/A N/A 205437827 6082550.00000000 PA USD 3243185.25000000 0.039707917090 Long SN XX N 1 2021-09-13 None 0.00000000 N N N N N N Xp Inc 5493008KDA8NBZRJST80 G98239109 6555.00000000 NS USD 199009.80000000 0.002436575165 Long EC KY N 1 N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 N/A 1552400.00000000 NS 32085530.68000000 0.392838982000 Long EC GB N 1 N N N SAP SE 529900D6BF99LW9R2E68 N/A 934718.00000000 NS 118009447.16000000 1.444847883336 Long EC DE N 1 N N N Koninklijke Ahold Delhaize N.V. 724500C9GNBV20UYRX36 N/A 2404083.00000000 NS 60997923.50000000 0.746827671664 Long EC NL N 1 N N N NOVOZYMES A/S 529900T6WNZXD2R3JW38 N/A 300525.00000000 NS 16432963.72000000 0.201196882276 Long EC DK N 1 N N N ASSICURAZIONI GENERALI - SOCIETA PER AZIONI 549300X5UKJVE386ZB61 N/A 145109.00000000 NS 2015223.44000000 0.024673374817 Long EC IT N 1 N N N ASML Holding N.V. 724500Y6DUVHQD6OXN27 N/A 71669.00000000 NS 23354208.62000000 0.285937098288 Long EC NL N 1 N N N SWIRE PACIFIC LIMITED 549300KZOZHII0DGF611 N/A 146000.00000000 NS 757218.42000000 0.009270998701 Long EC HK N 2 N N N NN Group N.V. 724500OHYNDT9OY6Q215 N/A 1721624.00000000 NS 53180754.71000000 0.651118217449 Long EC NL N 1 N N N Industria de Diseno Textil, S.A. 549300TTCXZOGZM2EY83 E6282N100 466018.00000000 NS 12985262.40000000 0.158984974039 Long EC ES N 1 N N N ROYAL UNIBREW A/S 529900D69KFL8IAP8Q63 N/A 53670.00000000 NS 4301161.07000000 0.052661237023 Long EC DK N 1 N N N CHINA MINSHENG BANKING CORP., LTD. 549300HBUGSQD1VCXG94 N/A 760025.00000000 NS 528516.93000000 0.006470893525 Long EC CN N 2 N N N Japan Exchange Group, Inc. 353800578ADEGIJTVW07 N/A 1361600.00000000 NS 29283215.30000000 0.358528852237 Long EC JP N 1 N N N Hong Kong Exchanges and Clearing Limited 213800YTVSXYQN17BW16 N/A 1889381.00000000 NS 65863855.79000000 0.806403681372 Long EC HK N 1 N N N EVA AIRWAYS CORPORATION 254900S1P4XOXV67GC07 N/A 1841974.00000000 NS 674828.11000000 0.008262253487 Long EC TW N 1 N N N N/A N/A N/A 1059.00000000 NC 35881134.58000000 0.439310433166 N/A DE DE N 1 J.P. MORGAN SECURITIES N/A Long DJ EURO STOXX 50 FUTR Jun 2020 N/A N/A 2020-06-22 33127162.97000000 EUR 2753971.61000000 N N N HDFC BANK LIMITED 335800ZQ6I4E2JXENC50 40415F101 196260.00000000 NS USD 8209555.80000000 0.100513641968 Long EC IN N 1 N N N PAGEGROUP PLC 213800JK5ZEQW4AB8G71 N/A 161362.00000000 NS 744499.09000000 0.009115269668 Long EC GB N 1 N N N KT CORPORATION 9884005ACF8449EANY26 N/A 30562.00000000 NS 600900.08000000 0.007357116142 Long EC KR N 1 N N N ENEL - SPA WOCMU6HCI0OJWNPRZS33 N/A 4654069.00000000 NS 35726062.48000000 0.437411808939 Long EC IT N 1 N N N SONY CORPORATION 529900R5WX9N2OI2N910 N/A 314000.00000000 NS 20034677.68000000 0.245294443249 Long EC JP N 1 N N N 3I GROUP PLC 35GDVHRBMFE7NWATNM84 N/A 187534.00000000 NS 1912736.90000000 0.023418581544 Long EC GB N 1 N N N BURBERRY GROUP PLC 213800PE1KEFCNFR1R50 N/A 503661.00000000 NS 9312065.30000000 0.114012209717 Long EC GB N 1 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A 267170.00000000 NS 13949899.67000000 0.170795504055 Long EC ES N 1 N N N TPK HOLDING CO., LTD. 529900Z1TVEM4GA4UB88 N/A 616000.00000000 NS 869888.43000000 0.010650473221 Long EC KY N 1 N N N Al Hassan Ghazi Ibrahim Shaker Co SJSC N/A N/A 122562.00000000 NS 268848.77000000 0.003291648131 Long EC SA N 2 N N N JXTG Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 6817100.00000000 NS 26215478.07000000 0.320969031816 Long EC JP N 1 N N N DONGYUE GROUP LIMITED 529900EJNEZTJBHCHW95 N/A 4653000.00000000 NS 1848953.68000000 0.022637652113 Long EC KY N 1 N N N PANDORA A/S 5299007OWYZ6I1E46843 N/A 443823.00000000 NS 22102725.85000000 0.270614577297 Long EC DK N 1 N N N Fujian Sunner Development Co., Ltd. 300300O2MSF659DM5M44 N/A 3090625.00000000 NS 11223930.64000000 0.137420120322 Long EC CN N 1 N N N ISRAEL DISCOUNT BANK LIMITED 549300XWZ7BG5G23OF51 465074201 1633489.00000000 NS 5195151.04000000 0.063606797289 Long EC IL N 2 N N N Jeronimo Martins, SGPS, S.A. 259400A8SZP10GB5IB19 N/A 61186.00000000 NS 1046763.83000000 0.012816046007 Long EC PT N 1 N N N LEGRAND S.A. 969500XXRPGD7HCAFA90 N/A 152514.00000000 NS 10399452.95000000 0.127325633195 Long EC FR N 1 N N N INCHCAPE PLC 213800RGEH1MPPNM2T57 N/A 349408.00000000 NS 2162012.49000000 0.026470585576 Long EC GB N 1 N N N Epiroc Aktiebolag 5493004Q73OEYW1SPE91 N/A 1166800.00000000 NS 12995622.38000000 0.159111816386 Long EC SE N 1 N N N HACI OMER SABANCI HOLDING ANONIM SIRKETI 78900090FFOWNLGP0F20 N/A 1115278.00000000 NS 1357004.68000000 0.016614477796 Long EC TR N 1 N N N FIRST QUANTUM MINERALS LTD. 549300I7UVBGWRYMYZ18 335934105 842850.00000000 NS 4920995.15000000 0.060250171469 Long EC CA N 1 N N N CSL LIMITED 529900ECSECK5ZDQTE14 N/A 90616.00000000 NS 16614858.16000000 0.203423905645 Long EC AU N 1 N N N DAR AL ARKAN REAL ESTATE DEVELOPMENT COMPANY SJSC 558600USX20EGH6LVQ89 N/A 1372971.00000000 NS 2509322.70000000 0.030722875828 Long EC SA N 2 N N N China Railway Group Limited 529900TFRLG8UDJ7QA89 N/A 1016000.00000000 NS 554467.81000000 0.006788622952 Long EC CN N 2 N N N Avast PLC 213800IR8G8LCZH4BO27 N/A 4348660.00000000 NS 27042367.50000000 0.331093047065 Long EC GB Y 1 N N N TESCO PLC 2138002P5RNKC5W2JZ46 N/A 8551310.00000000 NS 24135696.38000000 0.295505238493 Long EC GB N 1 N N N LG Uplus Corp N/A N/A 203689.00000000 NS 2162792.48000000 0.026480135379 Long EC KR N 1 N N N MOMO INC. 549300YMGLID32W48529 60879B107 1771989.00000000 NS USD 34376586.60000000 0.420889509955 Long EC KY N 1 N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 N/A 548277.55000000 NS 798517.17000000 0.009776639672 Long EC MX N 1 N N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501R106 969900.00000000 NS 11999196.93000000 0.146912088000 Long EC CA N 1 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 992946.00000000 NS 24464687.32000000 0.299533236884 Long EC DE N 1 N N N EVOLUTION MINING LIMITED 254900BCFW5QO5LW8F27 N/A 781325.00000000 NS 3163721.06000000 0.038734997807 Long EC AU N 1 N N N KBC GROEP N.V. 213800X3Q9LSAKRUWY91 N/A 465801.00000000 NS 24388490.62000000 0.298600323093 Long EC BE N 1 N N N GENERAL INTERFACE SOLUTION (GIS) HOLDING LIMITED 529900UF1EE97VL5NU66 N/A 234000.00000000 NS 884562.86000000 0.010830139507 Long EC KY N 1 N N N Copa Holdings, S.A. 529900BB9UQJV6QQHA59 P31076105 136500.00000000 NS USD 5986890.00000000 0.073300447993 Long EC PA N 1 N N N International Consolidated Airlines Group, S.A. 959800TZHQRUSH1ESL13 N/A 1018144.00000000 NS 2876184.11000000 0.035214541067 Long EC ES N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -331.66000000 -0.00000406067 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 225060.00000000 SGD 158901.40000000 USD 2020-06-01 -331.66000000 N N N Fujian Sunner Development Co., Ltd. 300300O2MSF659DM5M44 N/A 2245081.00000000 NS 8153248.43000000 0.099824243057 Long EC CN N 1 N N N N/A N/A N/A 119.00000000 NC 15767370.85000000 0.193047700388 N/A DE CA N 1 J.P. MORGAN SECURITIES N/A Long S&P/TSE 60 IX FUT Jun 2020 N/A N/A 2020-06-21 15252427.82000000 CAD 514943.03000000 N N N UMICORE SA 529900F3AIQECS8ZSV61 N/A 240512.00000000 NS 10658507.32000000 0.130497363655 Long EC BE N 1 N N N SMITHS GROUP PLC 213800MJL6IPZS3ASA11 N/A 3295342.00000000 NS 53226900.78000000 0.651683206550 Long EC GB N 1 N N N ENNOCONN CORPORATION N/A N/A 51000.00000000 NS 327826.81000000 0.004013745373 Long EC TW N 1 N N N ICON PUBLIC LIMITED COMPANY 6354008SRQGEMC4XFI67 G4705A100 438973.00000000 NS USD 73945001.85000000 0.905345139541 Long EC IE N 1 N N N SSP GROUP PLC 213800QGNIWTXFMENJ24 N/A 413602.00000000 NS 1426619.33000000 0.017466804301 Long EC GB N 1 N N N COGECO COMMUNICATIONS INC. 549300XHH6LJM6IAXV57 19239C106 25155.00000000 NS 1871246.64000000 0.022910595821 Long EC CA N 1 N N N LEONARDO - SOCIETA PER AZIONI 529900X4EEX1U9LN3U39 N/A 500214.00000000 NS 3115904.78000000 0.038149559500 Long EC IT N 1 N N N Meituan Dianping 21380033K525E5JLIA77 N/A 621500.00000000 NS 11762875.76000000 0.144018691323 Long EC KY N 2 N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 N/A 4936745.00000000 NS 8879551.36000000 0.108716728162 Long EC IE N 1 N N N EURO N/A N/A 1.00000000 NC -48167.71000000 -0.00058974103 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 9784288.33000000 USD 8751000.00000000 EUR 2020-06-15 -48167.71000000 N N N ETABLISSEMENTEN FRANZ COLRUYT N.V. 5493000O0NZ1BCXO8K39 N/A 17504.00000000 NS 1058807.03000000 0.012963496846 Long EC BE N 1 N N N KINGBOARD HOLDINGS LIMITED 529900G89MY26MMSDR76 N/A 388500.00000000 NS 937291.96000000 0.011475727893 Long EC KY N 2 N N N Ninety One PLC 549300G0TJCT3K15ZG14 N/A 182692.00000000 NS 458763.71000000 0.005616870439 Long EC GB N 2 N N Just Eat Takeaway.com N.V. 724500FVZIBSSQ7SHI95 N/A 131798.00000000 NS 14257328.12000000 0.174559502242 Long EC NL Y 1 N N N PORTO SEGURO S.A. N/A N/A 55488.00000000 NS 474566.40000000 0.005810350569 Long EC BR N 1 N N N Tokyo Electric Power Company Holdings, Incorporated 5299004EMJ3R4RVR5Y75 N/A 2099200.00000000 NS 7072999.49000000 0.086598222327 Long EC JP N 1 N N N SMC CORPORATION 353800O40V08DOZ70X62 N/A 45200.00000000 NS 22810822.85000000 0.279284158219 Long EC JP N 1 N N N ATOS SE 5493001EZOOA66PTBR68 N/A 341760.00000000 NS 25782161.51000000 0.315663723388 Long EC FR N 1 N N N EURO N/A N/A 1.00000000 NC 110792.72000000 0.001356489932 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 4703516.25000000 USD 4319000.00000000 EUR 2020-09-14 110792.72000000 N N N TATNEFT' PAO 253400PAT768SVJMV121 876629205 100520.00000000 NS USD 4523400.00000000 0.055382217888 Long EC RU N 1 N N N VISTRY GROUP PLC 2138001KOWN7CG9SLK53 N/A 50917.00000000 NS 481239.84000000 0.005892056788 Long EC GB N 1 N N N Idorsia Ltd 506700XOVZUB107S5720 N/A 1500902.00000000 NS 45650417.86000000 0.558920588188 Long EC CH N 1 N N N Koninklijke KPN N.V. 549300YO0JZHAL7FVP81 N/A 3814467.00000000 NS 9351596.52000000 0.114496209946 Long EC NL N 1 N N N Poly Property Group Co., Limited N/A N/A 1700819.00000000 NS 541997.54000000 0.006635943284 Long EC HK N 1 N N N EURO N/A N/A 1.00000000 NC 177134.57000000 0.002168745932 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 5972897.12000000 USD 5517300.00000000 EUR 2020-09-14 177134.57000000 N N N Momentum Metropolitan Holdings Limited N/A N/A 1003395.00000000 NS 981226.34000000 0.012013638183 Long EC ZA N 1 N N N HONG LEONG FINANCIAL GROUP BERHAD 549300EGI40XD5GGWS62 N/A 123020.00000000 NS 379176.08000000 0.004642439819 Long EC MY N 1 N N N WH GROUP LIMITED 254900A4AYEDRWYSE928 N/A 33606000.00000000 NS 28962466.78000000 0.354601769861 Long EC KY Y 2 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 N/A 501514.00000000 NS 46246396.66000000 0.566217450671 Long EC NL Y 1 N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 10700.00000000 NS 5251431.25000000 0.064295863667 Long EC CH N 1 N N N DANONE SA 969500KMUQ2B6CBAF162 N/A 181833.00000000 NS 12451211.88000000 0.152446330041 Long EC FR N 1 N N N TIS Inc. N/A N/A 842800.00000000 NS 17969198.50000000 0.220005762612 Long EC JP N 1 N N N The Nisshin OilliO Group,Ltd. 549300DMFXTY70ZEGQ59 N/A 39500.00000000 NS 1261242.86000000 0.015442018588 Long EC JP N 1 N N N CHICONY ELECTRONICS CO., LTD. N/A N/A 173000.00000000 NS 495520.40000000 0.006066900729 Long EC TW N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 N/A 171790.00000000 NS 6940392.44000000 0.084974648791 Long EC FI N 1 N N N Atlas Copco Aktiebolag 213800T8PC8Q4FYJZR07 N/A 134820.00000000 NS 5284953.73000000 0.064706295928 Long EC SE N 1 N N N DRAX GROUP PLC 549300YPSNTXR4ZHSR98 N/A 339397.00000000 NS 882825.78000000 0.010808871580 Long EC GB N 1 N N N Ping An Healthcare and Technology Co Ltd 2549009NW1LO017CP285 N/A 1598700.00000000 NS 21058865.95000000 0.257834085537 Long EC KY Y 2 N N N ZENKOKU HOSHO Co.,Ltd. 353800VOQEKTSCSL9O03 N/A 18000.00000000 NS 692532.60000000 0.008479018293 Long EC JP N 1 N N N MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI PSNL19R2RXX5U3QWHI44 N/A 2604430.00000000 NS 16907067.27000000 0.207001565945 Long EC IT N 1 N N N EURO N/A N/A 1.00000000 NC -25207.62000000 -0.00030862932 N/A DFE XX N 2 CITIGROUP GLOBAL MARKETS N/A 3895846.82000000 USD 3479000.00000000 EUR 2020-06-15 -25207.62000000 N N N NTT DOCOMO, INC. 353800TVPXCGWDZIIU09 N/A 557300.00000000 NS 15267749.11000000 0.186930584930 Long EC JP N 1 N N N Guangzhou Automobile Group Co., Ltd 5299005KY9BJO3ZE6A37 N/A 15072000.00000000 NS 12386613.34000000 0.151655418245 Long EC CN N 2 N N N VESTAS WIND SYSTEMS A/S 549300DYMC8BGZZC8844 N/A 528675.00000000 NS 53950776.04000000 0.660545968493 Long EC DK N 1 N N N VEON Ltd. 5493008CA3NMHYEVT131 91822M106 558830.00000000 NS USD 832656.70000000 0.010194626781 Long EC BM N 1 N N N Oppein Home Group Inc. N/A N/A 1430300.00000000 NS 24231991.44000000 0.296684226421 Long EC CN N 2 N N N EDP - ENERGIAS DO BRASIL S.A. N/A N/A 234596.00000000 NS 765846.16000000 0.009376632378 Long EC BR N 1 N N N TOYOTA TSUSHO CORPORATION 549300CEE2ENIUJNXB84 N/A 405600.00000000 NS 10277885.55000000 0.125837223539 Long EC JP N 1 N N N Just Eat Takeaway.com N.V. 724500FVZIBSSQ7SHI95 N/A 91323.00000000 NS 9910424.78000000 0.121338220040 Long EC NL Y 1 N N N GREGGS PLC 213800I71QMUFJ64IW20 N/A 70543.00000000 NS 1611673.87000000 0.019732518334 Long EC GB N 1 N N N DINO POLSKA SPOLKA AKCYJNA 259400H4L81SMPRTW956 N/A 60220.00000000 NS 2746159.53000000 0.033622585985 Long EC PL Y 1 N N N BEZEQ THE ISRAELI TELECOMMUNICATION CORP LTD 213800XCGZCFSWY9U863 N/A 446198.00000000 NS 381681.18000000 0.004673110994 Long EC IL N 2 N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 25900.00000000 NS 760880.87000000 0.009315839883 Long EC JP N 1 N N N ZHEN DING TECHNOLOGY HOLDING LIMITED N/A N/A 3462000.00000000 NS 13778817.65000000 0.168700862478 Long EC KY N 1 N N N EDENRED S.A. 9695006LOD5B2D7Y0N70 N/A 494504.00000000 NS 20671257.31000000 0.253088401725 Long EC FR N 1 N N N QBE INSURANCE GROUP LIMITED 549300D2FBW76FPUSG65 N/A 76570.00000000 NS 448803.24000000 0.005494919491 Long EC AU N 1 N N N Linx SA N/A N/A 7248842.00000000 NS 27027499.13000000 0.330911006276 Long EC BR N 1 N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 N/A 2039891.00000000 NS 19827194.78000000 0.242754127739 Long EC GB N 1 N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 37600.00000000 NS 489653.32000000 0.005995067174 Long EC JP N 1 N N N TEKFEN HOLDING ANONIM SIRKETI N/A N/A 1865798.00000000 NS 3831976.84000000 0.046916783016 Long EC TR N 1 N N N SCREEN Holdings Co.,Ltd. 353800ND89FTQ9XQ0R07 N/A 301000.00000000 NS 13480530.93000000 0.165048791001 Long EC JP N 1 N N N ANHUI CONCH CEMENT COMPANY LIMITED 529900HS6X8TTV0FHV63 N/A 4715000.00000000 NS 35312314.54000000 0.432346088780 Long EC CN N 2 N N N BHP GROUP PLC 549300C116EOWV835768 N/A 285920.00000000 NS 5589238.12000000 0.068431799838 Long EC GB N 1 N N N BANCA GENERALI - SOCIETA PER AZIONI 815600903231FA2E7698 N/A 38911.00000000 NS 1054362.58000000 0.012909081252 Long EC IT N 1 N N N Akzo Nobel N.V. 724500XYIJUGXAA5QD70 N/A 66930.00000000 NS 5479474.97000000 0.067087915440 Long EC NL N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -23436.33000000 -0.00028694255 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1739200.00000000 EUR 1911549.50000000 USD 2020-06-15 -23436.33000000 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 5008276.00000000 NS 27531590.65000000 0.337082847457 Long EC LU N 1 N N N VINDA INTERNATIONAL HOLDINGS LIMITED 529900NPG649VG0P5U39 N/A 641000.00000000 NS 1947561.60000000 0.023844957527 Long EC KY N 1 N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 N/A 78410.00000000 NS 5723771.77000000 0.070078961690 Long EC AU N 1 N N N Atlas Copco Aktiebolag 213800T8PC8Q4FYJZR07 N/A 576185.00000000 NS 20322950.09000000 0.248823904588 Long EC SE N 1 N N N DGB Financial Group N/A N/A 154853.00000000 NS 657698.56000000 0.008052527955 Long EC KR N 1 N N N NHN Corporation N/A N/A 23347.00000000 NS 1645761.31000000 0.020149867679 Long EC KR N 1 N N N ASUSTEK COMPUTER INCORPORATION 254900B3WB4OGRB7HM13 N/A 101000.00000000 NS 708093.26000000 0.008669535130 Long EC TW N 1 N N N KONE Oyj 2138001CNF45JP5XZK38 N/A 320060.00000000 NS 21460752.84000000 0.262754585009 Long EC FI N 1 N N N Bayer Aktiengesellschaft 549300J4U55H3WP1XT59 N/A 27416.00000000 NS 1851723.60000000 0.022671565610 Long EC DE N 1 N N N Rakuten, Inc. 529900IMXUCQKUL1H943 N/A 5203792.00000000 NS 47142534.85000000 0.577189312655 Long EC JP N 1 N N N LITE-ON TECHNOLOGY CORPORATION 2549005GU1PQ73SZBT32 N/A 1226000.00000000 NS 1964049.96000000 0.024046832654 Long EC TW N 1 N N N COUNTRY GARDEN SERVICES HOLDINGS COMPANY LIMITED N/A N/A 1816283.00000000 NS 8506137.65000000 0.104144839881 Long EC KY N 2 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -20510.16000000 -0.00025111600 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1660500.00000000 EUR 1830418.30000000 USD 2020-09-14 -20510.16000000 N N N ASR Nederland N.V. 7245000G0HS48PZWUD53 N/A 283755.00000000 NS 7796160.73000000 0.095452242171 Long EC NL N 1 N N N SAMSUNG SECURITIES CO.,LTD 988400RBTJTHNUOHE716 N/A 74149.00000000 NS 1673434.17000000 0.020488680157 Long EC KR N 1 N N N RIO TINTO LIMITED 529900X2VMAQT2PE0V24 N/A 52984.00000000 NS 3284946.10000000 0.040219215780 Long EC AU N 1 N N N BRP Inc. 529900EPQGESIRCPY551 05577W200 171967.00000000 NS 5932127.45000000 0.072629963075 Long EC CA N 1 N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 278015.00000000 NS 9259460.87000000 0.113368147727 Long EC HU N 1 N N N Randstad N.V. 7245009EAAUUQJ0U4T57 N/A 148311.00000000 NS 6224442.75000000 0.076208923511 Long EC NL N 1 N N N PeptiDream Inc N/A N/A 911000.00000000 NS 40884438.67000000 0.500568353596 Long EC JP N 1 N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1065061.15000000 -0.01304006912 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 37253900.00000000 EUR 40418920.56000000 USD 2020-07-29 -1065061.15000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -498.84000000 -0.00000610754 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 63733.00000000 EUR 70394.37000000 USD 2020-06-01 -498.84000000 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 31001.00000000 NS 1472119.93000000 0.018023890595 Long EC CH N 1 N N N Thanachart Capital Public Company Limited 529900VNNYCFS81B3436 N/A 707300.00000000 NS 811582.84000000 0.009936609116 Long EC TH N 1 N N N Weichai Power Co., Ltd. 529900OKTPKBG85F9502 N/A 8078000.00000000 NS 13986164.37000000 0.171239510668 Long EC CN N 2 N N N A2 Milk Company Ltd 529900PVC9CV0KFA2U62 N/A 4779582.00000000 NS 56188198.46000000 0.687939835048 Long EC NZ N 1 N N N METRO AG 5299006EQ03K3SSUYS12 N/A 1148353.00000000 NS 10724773.96000000 0.131308698822 Long EC DE N 1 N N N HOLLYSYS AUTOMATION TECHNOLOGIES LTD. N/A G45667105 1107170.00000000 NS USD 13828553.30000000 0.169309800579 Long EC VG N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -1501820.01000000 -0.01838752332 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 47390000.00000000 EUR 51269189.01000000 USD 2020-07-29 -1501820.01000000 N N N JUST GROUP PLC 5493006456YEZEELRR90 N/A 311466.00000000 NS 202158.13000000 0.002475121723 Long EC GB N 1 N N N COWAY Co., Ltd. N/A N/A 718351.00000000 NS 38630688.84000000 0.472974582506 Long EC KR N 1 N N N BANKINTER, S.A. VWMYAEQSTOPNV0SUGU82 N/A 1609763.00000000 NS 6824034.25000000 0.083550018063 Long EC ES N 1 N N N BNK Financial Group Inc. N/A N/A 547622.00000000 NS 2246291.54000000 0.027502455566 Long EC KR N 1 N N N LONDON STOCK EXCHANGE GROUP PLC 213800QAUUUP6I445N30 N/A 81465.00000000 NS 8087380.54000000 0.099017789983 Long EC GB N 1 N N N COMPAGNIE DE SAINT-GOBAIN SA NFONVGN05Z0FMN5PEC35 N/A 1311057.00000000 NS 42394245.82000000 0.519053667420 Long EC FR N 1 N N N ZHONGSHENG GROUP HOLDINGS LIMITED 3003005VYMEBAJNJ2Y26 N/A 3397061.00000000 NS 17443301.23000000 0.213566942876 Long EC KY N 2 N N N CONVATEC GROUP PLC 213800LS272L4FIDOH92 N/A 5997657.00000000 NS 15037334.06000000 0.184109499794 Long EC GB Y 1 N N N BLUE PRISM GROUP PLC 2138006DQE9FNUW8KO83 N/A 1407050.00000000 NS 22509460.11000000 0.275594425511 Long EC GB N 1 N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 38927.01000000 0.000476602588 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 1356500.00000000 EUR 1548131.40000000 USD 2020-06-15 38927.01000000 N N N IMCD N.V. 724500NSJPNFJPDAUP02 N/A 131420.00000000 NS 12399381.98000000 0.151811751004 Long EC NL N 1 N N N COLOPLAST A/S 529900NN7SOJ5QG82X67 N/A 32730.00000000 NS 5495134.84000000 0.067279646954 Long EC DK N 1 N N N FORTESCUE METALS GROUP LTD 529900VEJFORCO6I4826 N/A 2513549.00000000 NS 23192031.16000000 0.283951479633 Long EC AU N 1 N N N Nomad Foods Limited 5493000ZZ1837DS2SI43 G6564A105 559860.00000000 NS USD 11857834.80000000 0.145181321699 Long EC VG N 1 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 16826.00000000 NS 1502548.70000000 0.018396445039 Long EP DE N 1 N N N SECOM CO., LTD. 529900TYCL9N3E9PGE47 N/A 38500.00000000 NS 3335582.68000000 0.040839184411 Long EC JP N 1 N N N Spotify Technology SA 549300B4X0JHWV0DTD60 L8681T102 101499.00000000 NS USD 18364214.07000000 0.224842133123 Long EC LU N 1 N N N ROAD KING INFRASTRUCTURE LIMITED N/A N/A 268064.00000000 NS 347919.47000000 0.004259749722 Long EC BM N 1 N N N Kao Corporation 353800HM38HFCB8RGL63 N/A 617700.00000000 NS 49577685.06000000 0.607004058094 Long EC JP N 1 N N N AZIMUT HOLDING S.P.A. 81560025690EF8540635 N/A 29413.00000000 NS 487490.21000000 0.005968583151 Long EC IT N 1 N N N Hana Financial Group Inc. N/A N/A 2120869.00000000 NS 50947436.51000000 0.623774600884 Long EC KR N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -259239.43000000 -0.00317399624 N/A DFE US N 2 CITIGROUP GLOBAL MARKETS N/A 8706000.00000000 EUR 9445176.84000000 USD 2020-09-14 -259239.43000000 N N N NICE LTD 254900YTY4EF5Z4W0A51 653656108 78977.00000000 NS USD 14700778.78000000 0.179988887456 Long EC IL N 1 N N Swedish Match AB 529900YVXCGNWAUYZG78 N/A 332317.00000000 NS 23061618.14000000 0.282354768688 Long EC SE N 1 N N N Parade Technologies Ltd 529900D9FDQHQKAQLY02 N/A 378000.00000000 NS 10826977.52000000 0.132560027431 Long EC KY N 1 N N N Heineken Holding N.V. 724500M1WJLFM9TYBS04 N/A 237296.00000000 NS 19559103.00000000 0.239471747810 Long EC NL N 1 N N N Home Capital Group Inc. 529900BYMJZJJLBC8L85 436913107 645300.00000000 NS 8865755.32000000 0.108547816438 Long EC CA N 1 N N N KDDI CORPORATION 5299003FU7V4I45FU310 N/A 736800.00000000 NS 21447113.75000000 0.262587594901 Long EC JP N 1 N N N Sekisui House,Ltd. 529900GMNDOYQSAJAE76 N/A 648572.00000000 NS 12356189.08000000 0.151282919020 Long EC JP N 1 N N N Kinnevik AB 2138006PZH76JOS6MN27 N/A 117509.00000000 NS 2956954.56000000 0.036203453536 Long EC SE N 1 N N N COMPAGNIE FINANCIERE RICHEMONT SA 549300YIPGJ6UX2QPS51 N/A 177192.00000000 NS 10306535.82000000 0.126188002930 Long EC CH N 1 N N N CJ Corporation N/A N/A 3825.00000000 NS 283836.65000000 0.003475152141 Long EC KR N 1 N N N VENTURE CORPORATION LIMITED 254900B1NLZC3J1MAE72 N/A 48700.00000000 NS 527175.60000000 0.006454470960 Long EC SG N 1 N N N PTT EXPLORATION AND PRODUCTION PUBLIC COMPANY LIMITED 2549001O8YYGP5N7Q076 N/A 988300.00000000 NS 2609783.09000000 0.031952861947 Long EC TH N 1 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 767204100 38828.00000000 NS USD 2093605.76000000 0.025633048231 Long EC GB N 1 N N N DUNELM GROUP PLC 213800WCOWEI3T5DUV19 N/A 59904.00000000 NS 789467.58000000 0.009665841077 Long EC GB N 1 N N N Pegatron Corporation 529900M87JQS8TUO0L66 N/A 2741000.00000000 NS 5888243.13000000 0.072092665694 Long EC TW N 1 N N N INVESTEC PLC 2138007Z3U5GWDN3MY22 N/A 365384.00000000 NS 647678.61000000 0.007929848764 Long EC GB N 1 N N TINGYI (CAYMAN ISLANDS) HOLDING CORP. 5299009MPI9B60VN4P25 N/A 1142000.00000000 NS 1962513.22000000 0.024028017588 Long EC KY N 2 N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED 5493002ERZU2K9PZDL40 N/A 33473000.00000000 NS 21592697.72000000 0.264370051271 Long EC CN N 2 N N N CHAODA MODERN AGRICULTURE (HOLDINGS) LIMITED 529900GAN2OWXO8O5S70 N/A 52790.00000000 NS 231.56000000 0.000002835103 Long EC KY N 1 N N N 2020-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST James Hoffmayer James Hoffmayer CFO