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 2022-05-31 2021-08-31 N 10179394834.18 109825916.48 10069568917.70 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 213459144.93000000 N SWISS FRANC N/A N/A 1.00000000 NC -1031961.63000000 -0.01024831984 N/A DFE CH N 2 CITIGROUP GLOBAL MARKETS N/A 75587234.37000000 USD 68188000.00000000 CHF 2021-10-28 -1031961.63000000 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 474652.00000000 NS 16024750.86000000 0.159140386157 Long EC DE N 1 N N N MINERAL RESOURCES LIMITED 5299007V1ACKFFX2P066 N/A 472153.00000000 NS 18947957.08000000 0.188170489073 Long EC AU N 1 N N N LG HOUSEHOLD & HEALTH CARE LTD N/A N/A 8130.00000000 NS 10244452.11000000 0.101736749544 Long EC KR N 1 N N N Shin-Etsu Chemical Co., Ltd. 353800PX8Q64N86H5W41 N/A 26200.00000000 NS 4341625.71000000 0.043116301655 Long EC JP N 1 N N N The Swatch Group AG 529900NTES2LEON1JZ55 N/A 149809.00000000 NS 42225515.86000000 0.419337870420 Long EC CH N 1 N N N Saudi Industrial Investment Group SJSC N/A N/A 212545.00000000 NS 2034384.38000000 0.020203291686 Long EC SA N 1 N N N BNK Financial Group Inc. N/A N/A 912896.00000000 NS 6109856.36000000 0.060676444145 Long EC KR N 1 N N N H. LUNDBECK A/S 5493006R4KC2OI5D3470 N/A 5685.00000000 NS 167891.97000000 0.001667320332 Long EC DK N 1 N N N NIHON KOHDEN CORPORATION N/A N/A 14700.00000000 NS 494415.62000000 0.004909997876 Long EC JP N 1 N N N GN STORE NORD A/S 5493008U3H3W0NKPFL10 N/A 217692.00000000 NS 16375665.90000000 0.162625292441 Long EC DK N 1 N N N RTL Group S.A. 5493000C8J3C3SZYS040 N/A 5932.00000000 NS 368679.90000000 0.003661327540 Long EC DE N 1 N N N ADVANTAGE ENERGY LTD. 549300WK5YRPOB2DTT64 00791P107 260800.00000000 NS 1083527.88000000 0.010760419724 Long EC CA N 1 N N N SENSATA TECHNOLOGIES HOLDING PLC 529900MS7KFYCY9MS037 G8060N102 237322.00000000 NS USD 14044715.96000000 0.139476834358 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8680.80000000 -0.00008620825 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 21587000.00000000 CNY 3329330.59000000 USD 2021-09-16 -8680.80000000 N N N ASX LIMITED N/A N/A 551697.00000000 NS 35389539.85000000 0.351450396131 Long EC AU N 1 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 5508600.00000000 NS 21365505.73000000 0.212178951299 Long EC JP N 1 N N N Stellantis N.V. 549300LKT9PW7ZIBDF31 N/A 2446395.00000000 NS 48897288.66000000 0.485594657126 Long EC IT N 1 N N N SUNJIN CO., LTD. 988400Z82ANYDB56FX90 N/A 30086.00000000 NS 387930.23000000 0.003852500868 Long EC KR N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 20260.29000000 0.000201203151 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1441613.54000000 USD 4681800.00000000 ILS 2021-09-30 20260.29000000 N N N ORIENT OVERSEAS (INTERNATIONAL) LIMITED 529900DQ426GJO276W95 N/A 232500.00000000 NS 5984879.17000000 0.059435306703 Long EC HK N 1 N N N DANISH KRONE N/A N/A 1.00000000 NC 2708.15000000 0.000026894398 N/A DFE DK N 2 MORGAN STANLEY & CO, INC N/A 2249933.71000000 USD 14178000.00000000 DKK 2021-10-13 2708.15000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -91876.96000000 -0.00091242197 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 57905000.00000000 CNY 8862009.61000000 USD 2021-09-16 -91876.96000000 N N N iShares MSCI ACWI ex US ETF N/A 464288240 1268611.00000000 NS USD 72792899.18000000 0.722899855743 Long EC RF US N 1 N N ZIM INTEGRATED SHIPPING SERVICES LTD 21380089EIJRELKAIL21 M9T951109 173117.00000000 NS USD 8361551.10000000 0.083037825832 Long EC US N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -7898.79000000 -0.00007844218 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5720000.00000000 EUR 6752265.52000000 USD 2021-11-08 -7898.79000000 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 96782.68000000 0.000961140251 N/A DFE BR N 2 MORGAN STANLEY & CO, INC N/A 2229398.33000000 USD 11909000.00000000 BRL 2021-09-02 96782.68000000 N N N NIPPON STEEL CORPORATION 35380065QWQ4U2V3PA33 N/A 182200.00000000 NS 3728250.50000000 0.037024926592 Long EC JP N 1 N N N Nihon Unisys, Ltd. N/A N/A 71400.00000000 NS 1946504.64000000 0.019330565746 Long EC JP N 1 N N N Betsson AB 549300W61XW8OFGBG077 N/A 285461.00000000 NS 2706355.26000000 0.026876575175 Long EC SE N 1 N N N SK TELECOM CO.,LTD 9884003WEA1PHW006037 N/A 129437.00000000 NS 33267692.44000000 0.330378516815 Long EC KR N 1 N N N CSN MINERACAO SA N/A N/A 448200.00000000 NS 626834.78000000 0.006225040864 Long EC BR N 1 N N N SBI Holdings, Inc. 353800L6LMHYIPSMRQ17 N/A 1151315.00000000 NS 27981167.39000000 0.277878503227 Long EC JP N 1 N N N MERITZ FINANCIAL GROUP INC. N/A N/A 28541.00000000 NS 707709.47000000 0.007028200271 Long EC KR N 1 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 N/A 3510687.00000000 NS 74042069.90000000 0.735305259889 Long EC NO N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 N/A 1894247.00000000 NS 37619741.40000000 0.373598330846 Long EC GB N 1 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 N/A 120089.00000000 NS 2366047.98000000 0.023497013619 Long EC GB N 1 N N N AEON Financial Service Co., Ltd. 35380044PRFENBU7WT74 N/A 228100.00000000 NS 2688781.18000000 0.026702048538 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -60724.00000000 -0.00060304468 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 101061000.00000000 NOK 11551439.17000000 USD 2021-10-13 -60724.00000000 N N N KONICA MINOLTA, INC. 549300SVK6KRUOL1A740 N/A 336100.00000000 NS 1710175.68000000 0.016983603707 Long EC JP N 1 N N N Hyosung TNC Corporation 988400BL3EUWYB39P076 N/A 4604.00000000 NS 3085349.09000000 0.030640329444 Long EC KR N 1 N N N LEE & MAN PAPER MANUFACTURING LIMITED 30030066PNKQVCCC5G24 N/A 3007243.00000000 NS 2640934.21000000 0.026226884503 Long EC HK N 1 N N N KONAMI HOLDINGS CORPORATION 353800FC4A5QCMIZFV94 N/A 413900.00000000 NS 26297305.66000000 0.261156221035 Long EC JP N 1 N N N SARTORIUS STEDIM BIOTECH S.A. 52990006IVXY7GCSSR39 N/A 17183.00000000 NS 10417750.29000000 0.103457758471 Long EC FR N 1 N N N BANK ALBILAD SJSC 558600YCBMF3KW9QH647 N/A 325231.00000000 NS 3706941.44000000 0.036813308199 Long EC SA N 1 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 225218.45000000 0.002236624545 N/A DFE CN N 2 JP MORGAN N/A 32528486.75000000 USD 211819000.00000000 CNY 2021-09-16 225218.45000000 N N N LE GROUPE INTERTAPE POLYMER INC. 549300ESFR3Z1YNR6O65 460919103 39581.00000000 NS 963487.96000000 0.009568313875 Long EC CA N 1 N N N Krung Thai Bank Public Company Limited 54930007ZQMYCRFQGE36 N/A 1217800.00000000 NS 423155.51000000 0.004202320014 Long EC TH N 1 N N N Zoomlion Heavy Industry Science And Technology Co., Ltd 529900QZ3EMAU0QKFK85 N/A 1947724.00000000 NS 1855726.54000000 0.018429056448 Long EC HK N 1 N N N Taiwan Semiconductor Manufacturing Co., Ltd. 549300KB6NK5SBD14S87 874039100 189684.00000000 NS USD 22574292.84000000 0.224183309380 Long EC US N 1 N N N DASSAULT AVIATION SA 969500CVFTUT88V8QN95 N/A 325.00000000 NS 366384.14000000 0.003638528550 Long EC FR N 1 N N N DANISH KRONE N/A N/A 1.00000000 NC -585.98000000 -0.00000581931 N/A DFE DK N 2 MORGAN STANLEY & CO, INC N/A 171112.07000000 NZD 755043.46000000 DKK 2021-09-01 -585.98000000 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 707800.00000000 NS 44892866.50000000 0.445827094157 Long EC FR N 1 N N N Arabian Cement Company SJSC N/A N/A 177797.00000000 NS 2073911.20000000 0.020595829046 Long EC SA N 1 N N N Avast PLC 213800IR8G8LCZH4BO27 N/A 1493354.00000000 NS 12286192.33000000 0.122013091428 Long EC GB Y 1 N N N CHINA EVERBRIGHT BANK COMPANY LIMITED 549300U6PKQ4H1P34E17 N/A 1963000.00000000 NS 704194.87000000 0.006993297089 Long EC HK N 1 N N N Topsports International Holdings Ltd N/A N/A 41064000.00000000 NS 54277860.71000000 0.539028643168 Long EC HK Y 1 N N N 21Vianet Group, Inc. 529900672GYJQ3T38I58 90138A103 638370.00000000 NS USD 12633342.30000000 0.125460607134 Long EC US N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 101687.17000000 0.001009846308 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 7361619.30000000 USD 23902000.00000000 ILS 2021-09-30 101687.17000000 N N N AKER BP ASA 549300NFTY73920OYK69 N/A 38021.00000000 NS 991432.51000000 0.009845828735 Long EC NO N 1 N N SHIMAMURA CO., Ltd. N/A N/A 75200.00000000 NS 6639723.28000000 0.065938505752 Long EC JP N 1 N N N HORIBA,Ltd. 529900OOTWPYSNW0EC84 N/A 309900.00000000 NS 22200191.15000000 0.220468138521 Long EC JP N 1 N N N Subsea 7 S.A. 222100AIF0CBCY80AH62 N/A 28395.00000000 NS 215995.55000000 0.002145032739 Long EC NO N 1 N N N HUNGARIAN FORINT N/A N/A 1.00000000 NC -18756.57000000 -0.00018626984 N/A DFE HU N 2 HSBC N/A 2502329.79000000 USD 734655000.00000000 HUF 2021-09-17 -18756.57000000 N N N CHECK POINT SOFTWARE TECHNOLOGIES LTD. 2549003ZVBH73EPNS513 M22465104 430465.00000000 NS USD 54079317.95000000 0.537056932545 Long EC US N 1 N N N INDIVIOR PLC 213800V3NCQTY7IED471 N/A 245093.00000000 NS 655731.12000000 0.006512007866 Long EC GB N 1 N N N MEDIASET S.P.A. 213800DIFN7NR7B97A50 N/A 485012.00000000 NS 1511493.73000000 0.015010510800 Long EC IT N 1 N N N NATIONAL ALUMINIUM CO LTD 335800OM1V78CX7SSC72 N/A 2545070.00000000 NS 3163580.49000000 0.031417238571 Long EC IN N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17200.89000000 0.000170820520 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3060000.00000000 CAD 2438898.03000000 USD 2021-09-24 17200.89000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 6242.80000000 0.000061996695 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 437646000.00000000 JPY 3993161.97000000 USD 2021-11-17 6242.80000000 N N N ORORA LIMITED 549300WFEQJK35VDF789 N/A 848711.00000000 NS 2115156.01000000 0.021005427613 Long EC AU N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -27745.30000000 -0.00027553612 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 3830000.00000000 CAD 3003333.15000000 USD 2021-09-24 -27745.30000000 N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 N/A 193854.00000000 NS 30801980.05000000 0.305891744738 Long EC DK Y 1 N N N ROCKWOOL INTERNATIONAL A/S 213800QRC7LNX935OZ09 N/A 1824.00000000 NS 965005.83000000 0.009583387708 Long EC DK N 1 N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N/A 271447.00000000 NS 24000307.27000000 0.238344932798 Long EC NL N 1 N N N CRH PUBLIC LIMITED COMPANY 549300MIDJNNTH068E74 N/A 627900.00000000 NS 33384033.15000000 0.331533886136 Long EC IE N 1 N N N Geberit AG 52990093Z5OHD6T7BS47 N/A 9427.00000000 NS 7874614.27000000 0.078202099159 Long EC CH N 1 N N N Lonza Group AG 549300EFW4H2TCZ71055 N/A 47460.00000000 NS 40152284.26000000 0.398748790421 Long EC CH N 1 N N N FINNING INTERNATIONAL INC. 549300QLDCP11KB6XW55 318071404 43200.00000000 NS 1122690.62000000 0.011149341438 Long EC CA N 1 N N N Shiseido Company, Limited 5299008QCD0YDT5OF506 N/A 89600.00000000 NS 5948050.25000000 0.059069561950 Long EC JP N 1 N N N SOUTH AFRICAN RAND N/A N/A 1.00000000 NC -980766.07000000 -0.00973990126 N/A DFE ZA N 2 GOLDMAN, SACHS & CO. N/A 24538891.70000000 USD 341383000.00000000 ZAR 2021-09-16 -980766.07000000 N N N PostNL N.V. 724500Q41FHN0P1GPC53 N/A 472766.00000000 NS 2475641.26000000 0.024585374808 Long EC NL N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 231.46000000 0.000002298608 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 203232.75000000 GBP 279931.37000000 USD 2021-09-01 231.46000000 N N N DAESANG CORPORATION N/A N/A 46389.00000000 NS 1010239.55000000 0.010032599789 Long EC KR N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 2273.35000000 0.000022576438 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1882160.58000000 AUD 4414287.68000000 ILS 2021-09-01 2273.35000000 N N N Taiwan Semiconductor Manufacturing Co., Ltd. 549300KB6NK5SBD14S87 N/A 2046267.00000000 NS 45335592.33000000 0.450223765292 Long EC TW N 1 N N N TECH MAHINDRA LIMITED 3358005FZUZ1I25XQH69 Y85491127 3849510.00000000 NS 76331105.04000000 0.758037465792 Long EC IN N 1 N N N PAGEGROUP PLC 213800JK5ZEQW4AB8G71 N/A 123008.00000000 NS 1066528.67000000 0.010591602070 Long EC GB N 1 N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 N/A 60935.00000000 NS 10883176.73000000 0.108079867360 Long EC FR N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -22633.68000000 -0.00022477307 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 62014000.00000000 TWD 2230287.25000000 USD 2021-10-21 -22633.68000000 N N N MEITUAN 21380033K525E5JLIA77 N/A 78500.00000000 NS 2513259.66000000 0.024958959817 Long EC HK N 1 N N N BP P.L.C. 213800LH1BZH3DI6G760 055622104 282948.00000000 NS USD 6920908.08000000 0.068730927178 Long EC US N 1 N N N BANCA MEDIOLANUM SPA 7LVZJ6XRIE7VNZ4UBX81 N/A 598982.00000000 NS 6215163.88000000 0.061722243829 Long EC IT N 1 N N N Thungela Resources Ltd 213800EGYK3BN3SRIF27 N/A 1.30000000 NS 5.44000000 0.000000054024 Long EC GB N 1 N N N JAPFA LTD. 254900A471SL0Z6E1X90 N/A 910900.00000000 NS 480811.09000000 0.004774892489 Long EC SG N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 N/A 12091000.00000000 NS 65418627.34000000 0.649666613086 Long EC JP N 1 N N N AZIMUT HOLDING S.P.A. 81560025690EF8540635 N/A 79272.00000000 NS 2225264.32000000 0.022098903519 Long EC IT N 1 N N N Hexagon Aktiebolag 549300WJFW6ILNI4TA80 N/A 995908.00000000 NS 17235128.87000000 0.171160543324 Long EC SE N 1 N N N METRO AG 5299006EQ03K3SSUYS12 N/A 1221850.00000000 NS 16269602.07000000 0.161571981908 Long EC DE N 1 N N N TOSHIBA CORPORATION 549300LBHTST91VKHO68 N/A 68500.00000000 NS 2977312.03000000 0.029567422938 Long EC JP N 1 N N N Logitech international S.A. 549300SN6PRK6IJJC215 N/A 199363.00000000 NS 20379183.80000000 0.202383875283 Long EC CH N 1 N N N CHINA RESOURCES LAND LIMITED 5299001HL0TU7X15HK51 N/A 7388000.00000000 NS 27500703.97000000 0.273107063418 Long EC HK N 1 N N N Al Rajhi Banking & Investment Corporation SJSC 558600BQZS4Y1DTU8589 N/A 721246.00000000 NS 23267860.93000000 0.231071072854 Long EC SA N 1 N N N CHOW TAI FOOK JEWELLERY GROUP LIMITED 254900VXRL7SRSF44G79 N/A 2246600.00000000 NS 4552503.87000000 0.045210514046 Long EC HK N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 14431.64000000 0.000143319342 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1035714.47000000 USD 3363200.00000000 ILS 2021-09-30 14431.64000000 N N N Seven & i Holdings Co., Ltd. 52990037G8JRM3TWGY86 N/A 530700.00000000 NS 23259789.73000000 0.230990918480 Long EC JP N 1 N N N DECHRA PHARMACEUTICALS PLC 213800J4UVB5OWG8VX82 N/A 185664.00000000 NS 13389292.19000000 0.132967878758 Long EC GB N 1 N N N ISUZU MOTORS LIMITED 529900C0QSXVCC7AR494 N/A 69300.00000000 NS 878077.55000000 0.008720110634 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 252.32000000 0.000002505767 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 1225485.91000000 GBP 1686832.34000000 USD 2021-09-01 252.32000000 N N N Toei Animation Co Ltd N/A N/A 164500.00000000 NS 25020890.22000000 0.248480251979 Long EC JP N 1 N N N UBISOFT ENTERTAINMENT S.A. 969500I7C8V1LBIMSM05 N/A 134683.00000000 NS 8572600.85000000 0.085133742269 Long EC FR N 1 N N N SAMSUNG SDI CO., LTD. 9884002AESDO4YW87G32 N/A 12020.00000000 NS 8221018.59000000 0.081642209881 Long EC KR N 1 N N N ACKERMANS & VAN HAAREN N.V. 5493005E2GHATS0Z6J59 N/A 5844.00000000 NS 1076179.57000000 0.010687444306 Long EC BE N 1 N N N Inmode Ltd N/A M5425M103 45308.00000000 NS USD 5929911.04000000 0.058889423057 Long EC US N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 N/A 3023600.00000000 NS 35497851.17000000 0.352526026288 Long EC SE N 1 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 N/A 1328418.00000000 NS 26619185.09000000 0.264352777239 Long EC GB N 1 N N N STMicroelectronics N.V. 213800Z8NOHIKRI42W10 N/A 275264.00000000 NS 12255004.26000000 0.121703365458 Long EC FR N 1 N N N Sumitomo Rubber Industries, Ltd. 353800JD4V72SJ3EOX37 N/A 213000.00000000 NS 2557318.41000000 0.025396503374 Long EC JP N 1 N N N ACER INCORPORATED 2549006Z3IVAZIQEUM25 N/A 2746000.00000000 NS 2496949.14000000 0.024796981483 Long EC TW N 1 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 N/A 2995352.00000000 NS 50327866.41000000 0.499801598472 Long EC DK N 1 N N N Adyen N.V. 724500973ODKK3IFQ447 N/A 12214.00000000 NS 39426278.14000000 0.391538887734 Long EC NL Y 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -58.58000000 -0.00000058175 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 113443.00000000 EUR 133855.93000000 USD 2021-09-01 -58.58000000 N N N SOLVAY SA 549300MMVL80RTBP3O28 N/A 61160.00000000 NS 8010225.11000000 0.079548838440 Long EC BE N 1 N N N AMOREPACIFIC Group N/A N/A 51040.00000000 NS 2544406.40000000 0.025268275343 Long EC KR N 1 N N N BANCO BPM SOCIETA PER AZIONI 815600E4E6DCD2D25E30 N/A 2189431.00000000 NS 7257353.95000000 0.072072141412 Long EC IT N 1 N N N JUST GROUP PLC 5493006456YEZEELRR90 N/A 311466.00000000 NS 400793.70000000 0.003980246853 Long EC GB N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 12839.82000000 0.000127511118 N/A DFE GB N 2 BANK OF AMERICA N/A 4432191.79000000 USD 3230000.00000000 GBP 2021-11-10 12839.82000000 N N N ENEL - SPA WOCMU6HCI0OJWNPRZS33 N/A 4090970.00000000 NS 37267025.71000000 0.370095542466 Long EC IT N 1 N N N Ninety One PLC 549300G0TJCT3K15ZG14 N/A 182692.00000000 NS 649810.12000000 0.006453206937 Long EC ZA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 75705.77000000 0.000751827318 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 98489000.00000000 SEK 11482785.56000000 USD 2021-10-13 75705.77000000 N N N QANTAS AIRWAYS LIMITED YLXNW6TI6QSK1H8H0N82 N/A 17316830.00000000 NS 64419058.15000000 0.639739979700 Long EC AU N 1 N N N HANWHA AEROSPACE CO., LTD. 9884001NSUA8FQKQWR25 N/A 59282.00000000 NS 2602487.21000000 0.025845070740 Long EC KR N 1 N N N SIMPLO TECHNOLOGY CO., LTD. N/A N/A 1919000.00000000 NS 21881177.04000000 0.217300037557 Long EC TW N 1 N N N ASR Nederland N.V. 7245000G0HS48PZWUD53 N/A 155457.00000000 NS 7105515.14000000 0.070564243594 Long EC NL N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 22143.45000000 0.000219904647 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5441378000.00000000 HUF 18417255.03000000 USD 2021-09-17 22143.45000000 N N N GREENCORE GROUP PUBLIC LIMITED COMPANY 635400GGBEWULJXM5868 G40866124 10838444.00000000 NS 21181363.43000000 0.210350250374 Long EC GB N 1 N N N N/A N/A N/A 144.00000000 NC 28030799.65000000 0.278371396820 N/A DE CA N 1 J.P. MORGAN SECURITIES N/A Long S&P/TSE 60 IX FUT Sep 2021 N/A N/A 2021-09-19 27895304.24000000 CAD 135495.41000000 N N N NIBE Industrier AB 549300ZQH0FIF1P0MX67 N/A 157121.00000000 NS 2188033.58000000 0.021729168327 Long EC SE N 1 N N N SWISS FRANC N/A N/A 1.00000000 NC -836.19000000 -0.00000830412 N/A DFE CH N 2 CITIGROUP GLOBAL MARKETS N/A 274633.45000000 NZD 176306.82000000 CHF 2021-09-01 -836.19000000 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -1406818.26000000 -0.01397098794 N/A DFE CA N 2 BANK OF AMERICA N/A 102987516.57000000 USD 128355000.00000000 CAD 2021-09-24 -1406818.26000000 N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 Y72596102 206610.00000000 NS 6390526.61000000 0.063463755620 Long EC IN N 1 N N N Evolution AB (publ) 549300SUH6ZR1RF6TA88 N/A 26640.00000000 NS 4287736.63000000 0.042581133959 Long EC SE Y 1 N N N Koninklijke Ahold Delhaize N.V. 724500C9GNBV20UYRX36 N/A 816750.00000000 NS 27545415.11000000 0.273551085802 Long EC NL N 1 N N N ANGLO AMERICAN PLC 549300S9XF92D1X8ME43 N/A 1101655.00000000 NS 46530865.18000000 0.462093914449 Long EC GB N 1 N N N CHINA RISUN GROUP LIMITED N/A N/A 1587000.00000000 NS 1120256.90000000 0.011125172379 Long EC HK N 1 N N N SAMSUNG ELECTRONICS CO,.LTD 9884007ER46L6N7EI764 N/A 1833161.00000000 NS 121267367.03000000 1.204295516731 Long EC KR N 1 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 N/A 613000.00000000 NS 12273269.55000000 0.121884756441 Long EC SE N 1 N N N Nordnet AB (publ) 549300D6WW5ZTWLZ4C08 N/A 44842.00000000 NS 812628.72000000 0.008070144081 Long EC SE N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 46308.82000000 0.000459888803 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1984009.05000000 USD 6502300.00000000 ILS 2021-09-30 46308.82000000 N N N OLYMPUS CORPORATION 5299000Y52IFDI1I2A21 N/A 171500.00000000 NS 3608431.19000000 0.035835011602 Long EC JP N 1 N N N ALPARGATAS S.A. N/A N/A 216900.00000000 NS 2548375.35000000 0.025307690635 Long EP BR N 1 N N N Orion Oyj 74370029VAHCXDR7B745 N/A 239401.00000000 NS 9758262.05000000 0.096908438978 Long EC FI N 1 N N N ASSA ABLOY AB 549300YECS8HKCIMMB67 N/A 521037.00000000 NS 16634775.64000000 0.165198488395 Long EC SE N 1 N N N SEA LIMITED 529900OM6JLLW44YKI15 81141R100 29350.00000000 NS USD 9929692.00000000 0.098610894678 Long EC US N 1 N N N FUJI ELECTRIC CO., LTD. 5299000HVNGZZTYYM906 N/A 769500.00000000 NS 33375819.22000000 0.331452314322 Long EC JP N 1 N N N CHINA CONSTRUCTION BANK CORPORATION 5493001KQW6DM7KEDR62 N/A 29898000.00000000 NS 21604628.83000000 0.214553661696 Long EC HK N 1 N N N NMDC LIMITED 335800IXHXOHQ7B2HP66 Y62393114 320878.00000000 NS 677070.93000000 0.006723931635 Long EC IN N 1 N N N FLETCHER BUILDING LIMITED 549300UPHQTT2LG75045 N/A 188592.00000000 NS 989636.96000000 0.009827997286 Long EC AU N 1 N N N Deutsche Boerse Aktiengesellschaft 529900G3SW56SHYNPR95 N/A 198158.00000000 NS 34175255.04000000 0.339391440878 Long EC DE N 1 N N N MINERVA S.A. 391200UHL6YHY0OA1P30 N/A 931944.00000000 NS 1499979.21000000 0.014896161119 Long EC BR N 1 N N N BANK HAPOALIM B.M. B6ARUI4946ST4S7WOU88 N/A 1063842.00000000 NS 9161576.52000000 0.090982807654 Long EC IL N 1 N N N Koninklijke Philips N.V. H1FJE8H61JGM1JSGM897 N/A 925990.00000000 NS 42674264.40000000 0.423794352556 Long EC NL N 1 N N N Fubon Financial Holding Co., Ltd. 549300G7Y2TS2XNIB476 N/A 1261000.00000000 NS 3867609.65000000 0.038408890009 Long EC TW N 1 N N N PTT Global Chemical Public Company Limited 5493007X3230PPPZFF40 N/A 480600.00000000 NS 954266.66000000 0.009476737959 Long EC TH N 1 N N N SMITHS GROUP PLC 213800MJL6IPZS3ASA11 N/A 2978827.00000000 NS 59137060.43000000 0.587284926627 Long EC GB N 1 N N N ASUSTEK COMPUTER INCORPORATION 254900B3WB4OGRB7HM13 N/A 972000.00000000 NS 11363703.61000000 0.112851937385 Long EC TW N 1 N N N Realtek Semiconductor Corp. 5299002E7F36O00MYY75 N/A 658000.00000000 NS 13153589.41000000 0.130627135257 Long EC TW N 1 N N N GungHo Online Entertainment, Inc. 529900TH7FB4RV6F5S47 N/A 997400.00000000 NS 19455927.54000000 0.193215098868 Long EC JP N 1 N N N GREATEK ELECTRONICS INC. N/A N/A 253000.00000000 NS 818882.49000000 0.008132249718 Long EC TW N 1 N N N BRASKEM S.A. 549300RPMQUFGBB7EY44 N/A 208400.00000000 NS 2673209.17000000 0.026547404281 Long EP BR N 1 N N N Embracer Group AB 549300RFXXKT652HB549 N/A 212350.00000000 NS 4813035.60000000 0.047797831658 Long EC SE N 1 N N N VALE S.A. 254900SMTWBX7RU2SR20 N/A 311500.00000000 NS 5978040.06000000 0.059367388106 Long EC BR N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC 15746.16000000 0.000156373724 N/A DFE CA N 2 BANK OF AMERICA N/A 3504420.15000000 USD 4448000.00000000 CAD 2021-09-24 15746.16000000 N N N NINE DRAGONS PAPER (HOLDINGS) LIMITED 529900TBMYEYJ2LEV906 N/A 5707000.00000000 NS 7807605.42000000 0.077536640186 Long EC HK N 1 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 N/A 57268.00000000 NS 22068232.08000000 0.219157664646 Long EC CH N 1 N N N ICICI BANK LIMITED R7RX8ER1V4666J8D1I38 Y3860Z132 4369296.00000000 NS 43033144.39000000 0.427358358055 Long EC IN N 1 N N N Restaurant Brands International Inc. 5299009RXTX9DN9AKJ98 76131D103 502780.00000000 NS 32252084.68000000 0.320292605806 Long EC CA N 1 N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 N/A 1390800.00000000 NS 46575215.73000000 0.462534355846 Long EC JP N 1 N N N INTERTEK GROUP PLC 2138003GAT25WW1RN369 N/A 119799.00000000 NS 8688852.75000000 0.086288229625 Long EC GB N 1 N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626P403 192000.00000000 NS 7745942.31000000 0.076924269284 Long EC CA N 1 N N N NAVER Corporation 988400ULUQYDB2HQYJ61 N/A 109533.00000000 NS 41472238.56000000 0.411857140051 Long EC KR N 1 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609W102 95518.00000000 NS USD 15950550.82000000 0.158403512110 Long EC US N 1 N N N Kesko Oyj 743700OX6HSVMCAHPB95 N/A 319097.00000000 NS 13168735.75000000 0.130777552223 Long EC FI N 1 N N N HDFC BANK LIMITED 335800ZQ6I4E2JXENC50 40415F101 427494.00000000 NS USD 33477055.14000000 0.332457679306 Long EC US N 1 N N N Sony Group Corporation 529900R5WX9N2OI2N910 N/A 680271.00000000 NS 70342968.87000000 0.698569814109 Long EC JP N 1 N N N Aon plc 635400FALWQYX5E6QC64 G0403H108 69801.00000000 NS USD 20023114.86000000 0.198847786073 Long EC US N 1 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A 304450.00000000 NS 18587647.70000000 0.184592288427 Long EC ES N 1 N N N SOUTH32 LIMITED 213800LAZNPXSBKVHR17 N/A 10255407.00000000 NS 23534812.56000000 0.233722145926 Long EC AU N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 17.15000000 0.000000170315 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 15057.23000000 GBP 20739.72000000 USD 2021-09-01 17.15000000 N N N Mazda Motor Corporation 52990044YZJLICDQKK92 N/A 605000.00000000 NS 5259193.52000000 0.052228586575 Long EC JP N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 276700.00000000 NS 9573427.09000000 0.095072859307 Long EC JP N 1 N N N FAURECIA SE 969500F0VMZLK2IULV85 N/A 877771.00000000 NS 42317197.64000000 0.420248354084 Long EC FR N 1 N N N ASHTEAD GROUP PUBLIC LIMITED COMPANY 2138007UTBN8X9K1A235 N/A 386461.00000000 NS 30263319.94000000 0.300542358737 Long EC GB N 1 N N N YAMADA HOLDINGS CO.,LTD. 353800MDZ4K1DQKLO464 N/A 213400.00000000 NS 918789.37000000 0.009124416124 Long EC JP N 1 N N N Kinnevik AB 2138006PZH76JOS6MN27 N/A 349659.00000000 NS 13684974.84000000 0.135904277053 Long EC SE N 1 N N N Al Yamamah Steel Industries Company CJSC N/A N/A 38031.00000000 NS 509013.30000000 0.005054966147 Long EC SA N 1 N N N BROTHER INDUSTRIES, LTD. 549300O5FACQ67KI6R92 114813108 71200.00000000 NS 1463404.33000000 0.014532939214 Long EC JP N 1 N N N KGHM POLSKA MIEDZ SPOLKA AKCYJNA G30CO71KTT9JDYJESN22 N/A 29149.00000000 NS 1357413.99000000 0.013480358504 Long EC PL N 1 N N N OCI N.V. 549300NCMRGIBJYUOE57 N/A 1168482.00000000 NS 28497206.00000000 0.283003237108 Long EC NL N 1 N N N Seria Co., Ltd. N/A N/A 13300.00000000 NS 486673.95000000 0.004833116034 Long EC JP N 1 N N N SALMAR ASA 5967007LIEEXZXGDBK67 N/A 362450.00000000 NS 24265062.29000000 0.240974191530 Long EC NO N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 183779.15000000 0.001825094514 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 6797482000.00000000 JPY 62108282.78000000 USD 2021-11-17 183779.15000000 N N N ISRAEL DISCOUNT BANK LIMITED 549300XWZ7BG5G23OF51 465074201 2104505.00000000 NS 10884634.52000000 0.108094344544 Long EC IL N 2 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 78788.00000000 NS 4384708.52000000 0.043544153238 Long EC CH N 1 N N N PetroChina Company Limited 529900RPY4YG47TRSV05 N/A 7888045.00000000 NS 3458534.52000000 0.034346401005 Long EC HK N 1 N N N Airbus SE MINO79WLOO247M1IL051 N/A 322510.00000000 NS 44048029.23000000 0.437437089810 Long EC FR N 1 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704108 187600.00000000 NS 1193608.99000000 0.011853625510 Long EC CA N 1 N N N INVESTEC PLC 2138007Z3U5GWDN3MY22 N/A 441851.00000000 NS 1860175.62000000 0.018473239869 Long EC GB N 1 N N PEYTO EXPLORATION & DEVELOPMENT CORP. 549300WZKJ63UJDWP310 717046106 134969.00000000 NS 715619.28000000 0.007106751896 Long EC CA N 1 N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -4503.56000000 -0.00004472445 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 23268000.00000000 CNY 3593441.92000000 USD 2021-09-16 -4503.56000000 N N N Asahi Group Holdings, Ltd. 353800KAJ02XNHLCJW79 N/A 260100.00000000 NS 12107695.25000000 0.120240452684 Long EC JP N 1 N N N DISCO CORPORATION N/A N/A 19200.00000000 NS 5601310.76000000 0.055626122684 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -259208.58000000 -0.00257417752 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 23434000.00000000 BRL 4318146.85000000 USD 2021-09-02 -259208.58000000 N N N DANISH KRONE N/A N/A 1.00000000 NC 11481.93000000 0.000114026033 N/A DFE DK N 2 MORGAN STANLEY & CO, INC N/A 2218280.79000000 USD 14034000.00000000 DKK 2021-10-13 11481.93000000 N N N DANISH KRONE N/A N/A 1.00000000 NC -9070.33000000 -0.00009007664 N/A DFE DK N 2 MORGAN STANLEY & CO, INC N/A 5683096.70000000 USD 35712000.00000000 DKK 2021-10-13 -9070.33000000 N N N Demant A/S 213800RM6L9LN78BVA56 N/A 363355.00000000 NS 20590606.92000000 0.204483499624 Long EC DK N 1 N N N S-Oil Corporation 988400QTUXYDN8W3MZ32 N/A 4717.00000000 NS 386896.11000000 0.003842231113 Long EC KR N 1 N N N SILICON MOTION TECHNOLOGY CORPORATION 5299005RBVBZQJTYFC89 82706C108 13086.00000000 NS USD 977000.76000000 0.009702508299 Long EC US N 1 N N N BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY 635400C8EK6DRI12LJ39 N/A 9065645.00000000 NS 56996712.75000000 0.566029322762 Long EC IE N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 11231.13000000 0.000111535360 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 625969.50000000 USD 2040700.00000000 ILS 2021-09-30 11231.13000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -8042.35000000 -0.00007986786 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 14736000.00000000 CNY 2270594.60000000 USD 2021-09-16 -8042.35000000 N N N HYUNDAI ENGINEERING & CONSTRUCTION CO.,LTD 988400CEQG9N710HN313 N/A 30233.00000000 NS 1447178.83000000 0.014371805206 Long EC KR N 1 N N N BANK LEUMI LE ISRAEL B.M. 7JDSZWRGUQY2DSTWCR57 N/A 5496359.00000000 NS 45463445.49000000 0.451493463737 Long EC IL N 2 N N N NN Group N.V. 724500OHYNDT9OY6Q215 N/A 1537701.00000000 NS 79813857.34000000 0.792624371433 Long EC NL N 1 N N N N/A N/A N/A 46665646.68100000 NS USD 46672539.66000000 0.463500871203 Long EC US N 2 N N Fresenius Medical Care AG & Co. KGaA 549300CP8NY40UP89Q40 N/A 412110.00000000 NS 31640520.82000000 0.314219219100 Long EC DE N 1 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 222500.00000000 NS 1080702.71000000 0.010732363210 Long EC JP N 1 N N N MediaTek Inc. 254900UEGBK1I4DM4E14 N/A 932018.00000000 NS 30301052.48000000 0.300917077261 Long EC TW N 1 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 368919.00000000 NS 25946659.92000000 0.257673989145 Long EC DE N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 668491.65000000 0.006638731563 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 50344399000.00000000 KRW 44147424.96000000 USD 2021-10-28 668491.65000000 N N N KOC HOLDING ANONIM SIRKETI 7890005U0H950VH19H45 N/A 290597.00000000 NS 805262.48000000 0.007996990601 Long EC TR N 1 N N N Plus500 Ltd 549300X8NGW9C5OJZU13 N/A 29055.00000000 NS 597606.67000000 0.005934779084 Long EC GB N 1 N N N DAITO TRUST CONSTRUCTION CO.,LTD. 353800QQ4DRI3KXS3038 N/A 302900.00000000 NS 33306317.13000000 0.330762095202 Long EC JP N 1 N N N FAURECIA SE 969500F0VMZLK2IULV85 N/A 58082.00000000 NS 2790524.95000000 0.027712456936 Long EC IT N 1 N N N Banco Bradesco S.A. 549300CTUU1RFXHQJE44 059460303 2422050.00000000 NS USD 10850784.00000000 0.107758178018 Long EC US N 1 N N N Bawan Company SJSC N/A N/A 102169.00000000 NS 1097771.27000000 0.010901869573 Long EC SA N 1 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 102432.87000000 0.001017251789 N/A DFE CN N 2 JP MORGAN N/A 13410737.80000000 USD 87390000.00000000 CNY 2021-09-16 102432.87000000 N N N WHITEHAVEN COAL LIMITED 529900WCZ4I6ZO3RRP86 N/A 1048765.00000000 NS 1939219.20000000 0.019258214684 Long EC AU N 1 N N N Atlas Copco Aktiebolag 213800T8PC8Q4FYJZR07 N/A 105300.00000000 NS 7221003.28000000 0.071711146117 Long EC SE N 1 N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 66800.00000000 NS 1319157.11000000 0.013100432806 Long EC JP N 1 N N N Recruit Holdings Co.,Ltd. 353800R2LRSMVVC4I806 N/A 847560.00000000 NS 50146914.25000000 0.498004578546 Long EC JP N 1 N N N TATA STEEL LIMITED 335800E6C75YGSGD5T66 Y8547N139 105321.00000000 NS 2092138.21000000 0.020776839873 Long EC IN N 1 N N N Doosan Corporation 988400GNQKLXZRRQQE60 N/A 15922.00000000 NS 1229047.39000000 0.012205561132 Long EC KR N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 08579W103 716332.00000000 NS USD 48116020.44000000 0.477835951402 Long EC US N 1 N N N Continental Aktiengesellschaft 529900A7YD9C0LLXM621 N/A 246454.00000000 NS 33113446.91000000 0.328846718073 Long EC DE N 1 N N N LG ELECTRONICS INC. 988400RMQFTGZIOG0609 N/A 221204.00000000 NS 27091265.69000000 0.269040968003 Long EC KR N 1 N N N BHP GROUP PLC 549300C116EOWV835768 N/A 184060.00000000 NS 5718548.46000000 0.056790399934 Long EC GB N 1 N N N China National Building Material Company Limited 52990085PGF8YEPLBZ26 N/A 1476000.00000000 NS 2019279.06000000 0.020053282086 Long EC HK N 1 N N N Holcim AG 529900EHPFPYHV6IQO98 N/A 1347310.00000000 NS 76774828.88000000 0.762444048076 Long EC CH N 1 N N N GIGABYTE TECHNOLOGY CO., LTD. N/A N/A 1444000.00000000 NS 4574781.24000000 0.045431748641 Long EC TW N 1 N N N CATHAY FINANCIAL HOLDING CO., LTD. 5299009XR1QLFAMQ3X77 N/A 1762000.00000000 NS 3789315.68000000 0.037631359504 Long EC TW N 1 N N N FILA Holdings Corporation N/A N/A 60114.00000000 NS 2327930.14000000 0.023118468715 Long EC KR N 2 N N N CRITEO SA 969500EELFB4RDMFHA76 226718104 113015.00000000 NS USD 4241452.95000000 0.042121494819 Long EC US N 1 N N N CANADIAN DOLLAR N/A N/A 1.00000000 NC -16155.14000000 -0.00016043526 N/A DFE CA N 2 BANK OF AMERICA N/A 3355089.86000000 USD 4219000.00000000 CAD 2021-09-24 -16155.14000000 N N N KT CORPORATION 9884005ACF8449EANY26 N/A 88068.00000000 NS 2491379.88000000 0.024741673654 Long EC KR N 1 N N N SAMSONITE INTERNATIONAL S.A. 549300UULS5HYFJSEL12 N/A 29808900.00000000 NS 62397717.99000000 0.619666229011 Long EC HK Y 2 N N N ASM PACIFIC TECHNOLOGY LIMITED 529900PYFA1HFYKPT360 N/A 245200.00000000 NS 2919441.71000000 0.028992717899 Long EC HK N 1 N N N Nintendo Co., Ltd. 353800FEEXU6I9M0ZF27 N/A 14400.00000000 NS 6933915.89000000 0.068860106591 Long EC JP N 1 N N N AUSTRALIAN DOLLAR N/A N/A 1.00000000 NC 668286.42000000 0.006636693442 N/A DFE AU N 2 CITIGROUP GLOBAL MARKETS N/A 46791148.78000000 USD 64929000.00000000 AUD 2021-11-09 668286.42000000 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 15662.12000000 0.000155539131 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 668063.18000000 USD 2189700.00000000 ILS 2021-09-30 15662.12000000 N N N NIKON CORPORATION 549300X7LIS9RFELXJ98 654111103 224200.00000000 NS 2365263.06000000 0.023489218648 Long EC JP N 1 N N N Wolters Kluwer N.V. 724500TEM53I0U077B74 N/A 384580.00000000 NS 44226722.70000000 0.439211678885 Long EC NL N 1 N N N CHINA RESOURCES GAS GROUP LIMITED 529900A0E1J5JSOKEK83 N/A 4114000.00000000 NS 24967476.07000000 0.247949800771 Long EC HK N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -126879.08000000 -0.00126002494 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 171434000.00000000 MXN 8363858.13000000 USD 2021-10-28 -126879.08000000 N N N PERSIMMON PUBLIC LIMITED COMPANY 213800XI72Y57UWN6F31 N/A 663710.00000000 NS 26854948.32000000 0.266694121064 Long EC GB N 1 N N N TOSOH CORPORATION 529900YSLFVJF2MDBX02 N/A 2557700.00000000 NS 46516335.34000000 0.461949619891 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 85.49000000 0.000000848993 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 76282475.00000000 JPY 694446.27000000 USD 2021-09-01 85.49000000 N N N OMV Aktiengesellschaft 549300V62YJ9HTLRI486 N/A 450028.00000000 NS 24931018.90000000 0.247587747834 Long EC AT N 1 N N N Ninety One PLC 549300G0TJCT3K15ZG14 N/A 116717.00000000 NS 411539.82000000 0.004086965622 Long EC GB N 1 N N N BANCA IFIS S.P.A. 8156005420362AE59184 N/A 56630.00000000 NS 982683.89000000 0.009758946962 Long EC IT N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 7273.06000000 0.000072228116 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 32389000.00000000 ZAR 2242370.10000000 USD 2021-09-16 7273.06000000 N N N WEIR GROUP PLC(THE) 549300KDR56WHY9I3D10 N/A 249532.00000000 NS 6014991.51000000 0.059734349694 Long EC GB N 1 N N N ZHONGSHENG GROUP HOLDINGS LIMITED 3003005VYMEBAJNJ2Y26 N/A 3863500.00000000 NS 32289597.36000000 0.320665140920 Long EC HK N 1 N N N BLUESCOPE STEEL LIMITED 529900H6UQI16XACWC95 N/A 1826988.00000000 NS 33648400.97000000 0.334159299618 Long EC AU N 1 N N N PRUDENTIAL PUBLIC LIMITED COMPANY 5493001Z3ZE83NGK8Y12 N/A 574256.00000000 NS 11973381.04000000 0.118906590121 Long EC GB N 1 N N N Belimo Holding AG 506700339DLX749VEM23 N/A 2384.00000000 NS 1242683.26000000 0.012340977753 Long EC CH N 1 N N N JYSKE BANK A/S 3M5E1GQGKL17HI6CPN30 N/A 30420.00000000 NS 1329337.37000000 0.013201532070 Long EC DK N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -738843.02000000 -0.00733738480 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 164554000.00000000 BRL 31403435.11000000 USD 2021-09-02 -738843.02000000 N N N NUVISTA ENERGY LTD. 549300MG32TDSM60SX75 67072Q104 342872.00000000 NS 982231.35000000 0.009754452827 Long EC CA N 1 N N N VESTAS WIND SYSTEMS A/S 549300DYMC8BGZZC8844 N/A 753420.00000000 NS 30412582.20000000 0.302024669065 Long EC DK N 1 N N N Bayerische Motoren Werke Aktiengesellschaft YEH5ZCD6E441RHVHD759 N/A 209186.00000000 NS 19846161.53000000 0.197090478174 Long EC DE N 1 N N N ADBRI LIMITED 529900XNYGV6JJJ38J47 N/A 608537.00000000 NS 1525489.79000000 0.015149504437 Long EC AU N 1 N N N DAISHIN SECURITIES CO.,LTD 549300A0MNIZNJBONO78 N/A 34929.00000000 NS 578409.42000000 0.005744132889 Long EC KR N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 23568.19000000 0.000234053614 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1667244.48000000 USD 5415000.00000000 ILS 2021-09-30 23568.19000000 N N N Getinge AB 5493003PZ4F570G3W735 N/A 250511.00000000 NS 10265596.36000000 0.101946731224 Long EC SE N 1 N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491100 209018.00000000 NS 4050845.42000000 0.040228588265 Long EC CA N 1 N N N DIAGEO PLC 213800ZVIELEA55JMJ32 N/A 1248773.00000000 NS 60048896.41000000 0.596340289249 Long EC GB N 1 N N N XTEP INTERNATIONAL HOLDINGS LIMITED 529900ZZZZBTOKZQI549 N/A 1342500.00000000 NS 2288896.60000000 0.022730830075 Long EC HK N 2 N N N BAKER HUGHES COMPANY N/A 05722G100 2793136.00000000 NS USD 63627638.08000000 0.631880456850 Long EC US N 1 N N N FORTESCUE METALS GROUP LTD 529900VEJFORCO6I4826 N/A 1913711.00000000 NS 29371345.57000000 0.291684240011 Long EC AU N 1 N N N Saudi Basic Industries Corporation SJSC 213800ZCTFZZZJSK8645 N/A 772686.00000000 NS 25339370.78000000 0.251643054306 Long EC SA N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -596993.55000000 -0.00592869024 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 105077000.00000000 ILS 32212890.74000000 USD 2021-09-30 -596993.55000000 N N N LONKING HOLDINGS LIMITED 5299004M92ACMGS3QI84 N/A 1502732.00000000 NS 471454.43000000 0.004681972325 Long EC HK N 1 N N N Zamil Industrial Investment Company SJSC N/A N/A 241983.00000000 NS 2422604.22000000 0.024058668646 Long EC SA N 1 N N N Isracard Ltd. N/A N/A 17.58000000 NS 73.04000000 0.000000725353 Long EC IL N 1 N N N SUNCORP GROUP LIMITED 549300BVOKRTHDIWVT46 N/A 5135490.00000000 NS 46840839.31000000 0.465172240170 Long EC AU N 1 N N N NIDEC CORPORATION 353800IF171MZTNL6Y31 N/A 77500.00000000 NS 8902694.34000000 0.088411871578 Long EC JP N 1 N N N UT Group Co., Ltd. N/A N/A 616300.00000000 NS 16941798.65000000 0.168247506804 Long EC JP N 1 N N N Akzo Nobel N.V. 724500XYIJUGXAA5QD70 N/A 52280.00000000 NS 6442968.61000000 0.063984552493 Long EC NL N 1 N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 N/A 1420200.00000000 NS 16973337.96000000 0.168560720907 Long EC HK N 1 N N N Partners Group Holding AG 549300I3IVVWZWDHI788 N/A 15075.00000000 NS 26725397.09000000 0.265407559235 Long EC CH N 1 N N N LG Display Co., Ltd. 988400P37K91W0SABO95 N/A 496011.00000000 NS 8769869.77000000 0.087092802499 Long EC KR N 1 N N PIGEON CORPORATION N/A N/A 184100.00000000 NS 5337324.78000000 0.053004501221 Long EC JP N 1 N N N NetDragon Websoft Holdings Ltd 549300OAYL2PBUPUBR89 N/A 325000.00000000 NS 727111.42000000 0.007220879324 Long EC HK N 1 N N N MERCADOLIBRE, INC. 549300DKPDN9M5S8GB14 58733R102 5020.00000000 NS USD 9374599.00000000 0.093098315097 Long EC US N 1 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 N/A 84961.00000000 NS 31079560.18000000 0.308648368505 Long EC CH N 1 N N N A.P. MOELLER - MAERSK A/S 549300D2K6PKKKXVNN73 N/A 10247.00000000 NS 29066388.88000000 0.288655742043 Long EC DK N 1 N N N Indutrade Aktiebolag 549300FISLQ6CEFP1867 N/A 38299.00000000 NS 1263532.50000000 0.012548029715 Long EC SE N 1 N N N Arjo AB (publ) 549300OWGJPYKC6JF790 N/A 71447.00000000 NS 915557.74000000 0.009092323092 Long EC SE N 1 N N N BRP Inc. 529900EPQGESIRCPY551 05577W200 251111.00000000 NS 21006563.38000000 0.208614326508 Long EC CA N 1 N N Iida Group Holdings Co.,Ltd. 35380051BV8PV1I4S949 N/A 22500.00000000 NS 572637.90000000 0.005686816433 Long EC JP N 1 N N N SODEXO SA 969500LCBOG12HXPYM84 N/A 505893.00000000 NS 41814866.50000000 0.415259747877 Long EC FR N 1 N N N Sanoma Oyj 743700XJC24THUPK0S03 N/A 27718.00000000 NS 509121.48000000 0.005056040473 Long EC FI N 1 N N N FocalTech Systems Co., Ltd N/A N/A 662865.00000000 NS 4580390.33000000 0.045487452019 Long EC TW N 1 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 1315506.00000000 NS 16348904.15000000 0.162359523864 Long EC DE N 1 N N N Daiwa Securities Group Inc. 353800WRC7Y23PWFJG38 N/A 5973900.00000000 NS 33849924.90000000 0.336160615977 Long EC JP N 1 N N N EURO N/A N/A 1.00000000 NC -36136.03000000 -0.00035886372 N/A DFE XX N 2 UBS SECURITIES LLC N/A 6645023.93000000 USD 5592000.00000000 EUR 2021-11-08 -36136.03000000 N N N KBC GROEP N.V. 213800X3Q9LSAKRUWY91 N/A 508831.00000000 NS 42850570.21000000 0.425545229991 Long EC BE N 1 N N N DeNA Co., Ltd. 529900T9JQP7I5LDY154 N/A 63900.00000000 NS 1126073.18000000 0.011182933343 Long EC JP N 1 N N N GROUPE WSP GLOBAL INC. 549300IQ87LU6X6ERQ78 92938W202 67100.00000000 NS 8747187.12000000 0.086867543104 Long EC CA N 1 N N N Pou Chen Corporation 25490027LIXQ7W4PBH18 N/A 5358000.00000000 NS 6370400.71000000 0.063263887084 Long EC TW N 1 N N N Compal Electronics, Inc. 529900ZPKWFDL21LW166 N/A 3490000.00000000 NS 2883829.18000000 0.028639053007 Long EC TW N 1 N N N RELX PLC 549300WSX3VBUFFJOO66 N/A 658933.00000000 NS 19819405.33000000 0.196824764714 Long EC NL N 1 N N N CHINA HONGQIAO GROUP LIMITED 3003009Q4IBFSDE24571 N/A 1816500.00000000 NS 2709329.01000000 0.026906107224 Long EC HK N 1 N N N INVESTEC PLC 2138007Z3U5GWDN3MY22 N/A 365384.00000000 NS 1544135.77000000 0.015334676018 Long EC ZA N 1 N N EVRAZ PLC 5493005B7DAN39RXLK23 N/A 879231.00000000 NS 7144107.32000000 0.070947499127 Long EC GB N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 74.62000000 0.000000741044 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 65523.14000000 GBP 90251.11000000 USD 2021-09-01 74.62000000 N N N EVERGREEN MARINE CORP. (TAIWAN) LTD. 254900EIJA0A39C5SO15 N/A 2473000.00000000 NS 12135890.45000000 0.120520456726 Long EC TW N 1 N N N SEIKO EPSON CORPORATION 549300NIOFQDR749W206 N/A 71800.00000000 NS 1339796.10000000 0.013305396794 Long EC JP N 1 N N N COMPAGNIE FINANCIERE RICHEMONT SA 549300YIPGJ6UX2QPS51 N/A 151466.00000000 NS 16700033.84000000 0.165846561818 Long EC CH N 1 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 N/A 4870566.00000000 NS 37291196.25000000 0.370335577965 Long EC DE N 1 N N N JD.COM, INC. 549300HVTWB0GJZ16V92 47215P106 47600.00000000 NS USD 3739456.00000000 0.037136207424 Long EC US N 1 N N N TERNIUM S.A. 529900QG4KU23TEI2E46 880890108 32579.00000000 NS USD 1771646.02000000 0.017594060227 Long EC US N 1 N N N KT CORPORATION 9884005ACF8449EANY26 48268K101 604051.00000000 NS USD 8468795.02000000 0.084102855735 Long EC US N 1 N N N ADIDAS AG 549300JSX0Z4CW0V5023 N/A 59640.00000000 NS 21152406.36000000 0.210062680268 Long EC DE N 1 N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 N/A 72754.00000000 NS 15282866.03000000 0.151772793402 Long EC FR N 1 N N N IMCD N.V. 724500NSJPNFJPDAUP02 N/A 4079.00000000 NS 803396.35000000 0.007978458229 Long EC NL N 1 N N N Swedish Match AB 529900YVXCGNWAUYZG78 N/A 5431124.00000000 NS 50094859.77000000 0.497487630100 Long EC SE N 1 N N N LONDON STOCK EXCHANGE GROUP PLC 213800QAUUUP6I445N30 N/A 116750.00000000 NS 12783515.23000000 0.126951961245 Long EC GB N 1 N N N COWAY Co., Ltd. N/A N/A 816401.00000000 NS 55062795.46000000 0.546823760878 Long EC KR N 1 N N N voestalpine AG 529900ZAXBMQDIWPNB72 N/A 146618.00000000 NS 6646124.21000000 0.066002072822 Long EC AT N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 1554238.66000000 0.015435006927 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 186626000.00000000 EUR 222117599.55000000 USD 2021-11-08 1554238.66000000 N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED 5493002ERZU2K9PZDL40 N/A 24363181.00000000 NS 13595402.75000000 0.135014744534 Long EC HK N 1 N N N JBS S.A. 529900RM0MTMZL9O5050 N/A 3624400.00000000 NS 21514687.03000000 0.213660457620 Long EC BR N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 44201.19000000 0.000438958115 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1498357.03000000 USD 4940200.00000000 ILS 2021-09-30 44201.19000000 N N N MERCK Kommanditgesellschaft auf Aktien 529900OAREIS0MOPTW25 N/A 66271.00000000 NS 15739880.77000000 0.156311366441 Long EC DE N 1 N N N LONGi Green Energy Technology Co., Ltd. 300300NRGAITUP1EZ248 N/A 2199227.00000000 NS 30440470.27000000 0.302301623026 Long EC CN N 1 N N N Li Ning Co Ltd 529900T77L2FV3FZ3U81 N/A 634000.00000000 NS 8518711.39000000 0.084598570799 Long EC HK N 1 N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 N/A 689844.00000000 NS 8107881.48000000 0.080518655230 Long EC GB N 1 N N N AerCap Holdings N.V. 549300SZYINBBLJQU475 N00985106 385958.00000000 NS USD 20814714.94000000 0.206709096587 Long EC US N 1 N N N ING Groep N.V. 549300NYKK9MWM7GGW15 N/A 760480.00000000 NS 10503247.44000000 0.104306823120 Long EC NL N 1 N N N COMPAGNIE DE SAINT-GOBAIN SA NFONVGN05Z0FMN5PEC35 N/A 906132.00000000 NS 65665769.69000000 0.652120961946 Long EC FR N 1 N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 360796.00000000 NS 43182009.73000000 0.428836726606 Long EC DK N 1 N N N Essity Aktiebolag (publ) 549300G8E6YUVJ1DA153 N/A 441400.00000000 NS 14143358.05000000 0.140456440246 Long EC SE N 1 N N N Knorr-Bremse Aktiengesellschaft 5299001GRRO0Z25YZT52 N/A 54050.00000000 NS 6485642.70000000 0.064408345113 Long EC DE N 1 N N N THG PLC 21380066N3SV9O8IDP37 N/A 3494992.00000000 NS 29605532.21000000 0.294009926859 Long EC GB N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC -775.40000000 -0.00000770042 N/A DFE GB N 2 BANK OF AMERICA N/A 5183921.82000000 USD 3766126.02000000 GBP 2021-09-01 -775.40000000 N N N Morinaga & Co., Ltd. N/A N/A 273000.00000000 NS 9592026.22000000 0.095257565625 Long EC JP N 1 N N N ITAU UNIBANCO HOLDING S.A. 5493002W2IVG62O3ZJ94 N/A 1006100.00000000 NS 6043026.24000000 0.060012760123 Long EP BR N 1 N N N Yuanta Financial Holding Co., Ltd 21380045JG57LJEFFE13 N/A 21414183.00000000 NS 19317465.31000000 0.191840042685 Long EC TW N 1 N N N KOREAN WON N/A N/A 1.00000000 NC -35897.90000000 -0.00035649887 N/A DFE KR N 2 MORGAN STANLEY & CO, INC N/A 7692805.21000000 USD 8865958000.00000000 KRW 2021-10-28 -35897.90000000 N N N KDDI CORPORATION 5299003FU7V4I45FU310 N/A 541700.00000000 NS 16616866.92000000 0.165020638478 Long EC JP N 1 N N N PUBLICIS GROUPE SA 2138004KW8BV57III342 N/A 541679.00000000 NS 35501066.05000000 0.352557952978 Long EC FR N 1 N N N GENMAB A/S 529900MTJPDPE4MHJ122 N/A 54663.00000000 NS 25874436.06000000 0.256956740367 Long EC DK N 1 N N N SCREEN Holdings Co.,Ltd. 353800ND89FTQ9XQ0R07 N/A 381800.00000000 NS 32807136.36000000 0.325804775041 Long EC JP N 1 N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 N/A 3497840.00000000 NS 74433132.11000000 0.739188864174 Long EC HK N 1 N N N Oppein Home Group Inc. N/A N/A 973750.00000000 NS 23277072.50000000 0.231162552143 Long EC CN N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -28711.65000000 -0.00028513286 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 934192000.00000000 HUF 3129415.96000000 USD 2021-09-17 -28711.65000000 N N N SAMSUNG SECURITIES CO.,LTD 988400RBTJTHNUOHE716 N/A 40217.00000000 NS 1715236.23000000 0.017033859582 Long EC KR N 1 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 480258.34000000 0.004769403178 N/A DFE BR N 2 MORGAN STANLEY & CO, INC N/A 33913194.21000000 USD 176079000.00000000 BRL 2021-09-02 480258.34000000 N N N NOVO NORDISK A/S 549300DAQ1CVT6CXN342 N/A 898934.00000000 NS 89567350.30000000 0.889485449000 Long EC DK N 1 N N N Home Capital Group Inc. 529900BYMJZJJLBC8L85 436913107 708000.00000000 NS 22159142.17000000 0.220060484724 Long EC CA N 1 N N N FERREXPO PLC 213800CEDKSNUTPAQZ41 N/A 2429432.00000000 NS 12718734.03000000 0.126308624867 Long EC GB N 1 N N N INDUSTRIAL BANK CO.,LTD. 300300C1030935001303 N/A 6712700.00000000 NS 19214158.62000000 0.190814113067 Long EC CN N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -24308.94000000 -0.00024140993 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 33717000.00000000 CNY 5189371.98000000 USD 2021-09-16 -24308.94000000 N N N SAMSUNG CARD CO.,LTD N/A N/A 26415.00000000 NS 776878.26000000 0.007715109418 Long EC KR N 1 N N N SAMSUNG ELECTRONICS CO,.LTD 9884007ER46L6N7EI764 N/A 455426.00000000 NS 27809876.06000000 0.276177424150 Long EP KR N 1 N N N WENDEL SE 969500M98ZMIZYJD5O34 N/A 20207.00000000 NS 2931592.91000000 0.029113390393 Long EC FR N 1 N N N N/A N/A N/A 23368.00000000 NS 0.04000000 0.000000000397 Long EC TW N 2 N N N Forbo Holding AG 506700HR073894C16243 N/A 212.00000000 NS 454062.55000000 0.004509255100 Long EC CH N 1 N N N K'S HOLDINGS CORPORATION 3538003LJ09YLR6NHG27 N/A 145500.00000000 NS 1595917.53000000 0.015848916105 Long EC JP N 1 N N N AKSA AKRILIK KIMYA SANAYII ANONIM SIRKETI 789000OKY3ICX0Y2NY41 N/A 162142.00000000 NS 380271.69000000 0.003776444583 Long EC TR N 1 N N N UNILEVER PLC 549300MKFYEKVRWML317 N/A 284443.00000000 NS 15829996.86000000 0.157206301375 Long EC NL N 1 N N N CANON INC. 529900JH1GSC035SSP77 N/A 438300.00000000 NS 10418900.87000000 0.103469184779 Long EC JP N 1 N N N NICHIREI CORPORATION 529900MX3GPXXKO0MT06 N/A 879700.00000000 NS 22452929.18000000 0.222978057586 Long EC JP N 1 N N N DE ' LONGHI S.P.A. 8156000E09A52C4F8A38 N/A 26199.00000000 NS 1184495.53000000 0.011763120543 Long EC IT N 1 N N N Midea Group Co., Ltd. 3003003TRPHLHZD2IF61 N/A 4859057.00000000 NS 49619037.32000000 0.492762279354 Long EC CN N 1 N N N Unid Co Ltd N/A N/A 8967.00000000 NS 1028600.63000000 0.010214942053 Long EC KR N 1 N N N XINYI GLASS HOLDINGS LIMITED 52990082YXVVZFK1QJ17 N/A 13519000.00000000 NS 56840864.82000000 0.564481610728 Long EC HK N 1 N N N The Siam Commercial Bank Public Company Limited 54930068OELHUBHH1U03 N/A 20266200.00000000 NS 66961926.63000000 0.664992982095 Long EC TH N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 N/A 107991.00000000 NS 34062298.82000000 0.338269682628 Long EC DE N 1 N N N LEONARDO - SOCIETA PER AZIONI 529900X4EEX1U9LN3U39 N/A 81084.00000000 NS 660249.82000000 0.006556882676 Long EC IT N 1 N N N CLICKS GROUP LIMITED 378900E967958A677472 N/A 673190.00000000 NS 14080910.22000000 0.139836276359 Long EC ZA N 1 N N N DANONE SA 969500KMUQ2B6CBAF162 N/A 400610.00000000 NS 29258485.36000000 0.290563435228 Long EC FR N 1 N N N ALSTOM SA 96950032TUYMW11FB530 N/A 774774.00000000 NS 33290963.13000000 0.330609615983 Long EC FR N 1 N N N Koninklijke DSM N.V. 724500SNT1MK246AHP04 N/A 171652.00000000 NS 36523642.18000000 0.362713066254 Long EC NL N 1 N N N EXOR N.V. 5493002ENHZ6NYET7405 N/A 113944.00000000 NS 9496117.95000000 0.094305109062 Long EC IT N 1 N N N KOREAN WON N/A N/A 1.00000000 NC 40496.29000000 0.000402165081 N/A DFE KR N 2 MORGAN STANLEY & CO, INC N/A 4481269.16000000 USD 5235767000.00000000 KRW 2021-10-28 40496.29000000 N N N Woori Financial Group Inc. N/A N/A 73781.00000000 NS 715887.92000000 0.007109419736 Long EC KR N 1 N N N Carl Zeiss Meditec AG 529900GRL4MZ8NMOOK95 N/A 57274.00000000 NS 12649729.56000000 0.125623347567 Long EC DE N 1 N N N LES VETEMENTS DE SPORT GILDAN INC. 549300SB3IBI34M00Z45 375916103 138400.00000000 NS 5311913.90000000 0.052752148015 Long EC CA N 1 N N N DONGYUE GROUP LIMITED 529900EJNEZTJBHCHW95 N/A 3708000.00000000 NS 12777411.33000000 0.126891343953 Long EC HK N 1 N N N EMPIRE COMPANY LIMITED 549300TX0ZUSTEF7C719 291843407 292800.00000000 NS 9453756.97000000 0.093884425910 Long EC CA N 1 N N N Colopl Inc N/A N/A 178100.00000000 NS 1350421.45000000 0.013410916207 Long EC JP N 1 N N N CHINA SANJIANG FINE CHEMICALS COMPANY LIMITED 529900V0YYM4KPD68R21 N/A 2129242.00000000 NS 851439.45000000 0.008455570014 Long EC HK N 1 N N N Mitsubishi Electric Corporation 549300TRXM9Y6561AX39 N/A 445900.00000000 NS 6110526.58000000 0.060683100040 Long EC JP N 1 N N N Alcon AG 549300LDT5AP8S0NBM78 N/A 103790.00000000 NS 8547478.41000000 0.084884253535 Long EC CH N 1 N N N SANOFI SA 549300E9PC51EN656011 N/A 747032.00000000 NS 77266705.04000000 0.767328826799 Long EC FR N 1 N N N Stellantis N.V. 549300LKT9PW7ZIBDF31 N/A 2212572.00000000 NS 44239425.52000000 0.439337829469 Long EC FR N 1 N N N NUVEI CORPORATION N/A 67079A102 360713.00000000 NS 46680170.05000000 0.463576647933 Long EC CA Y 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 298.41000000 0.000002963483 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 513135.51000000 NOK 59243.26000000 USD 2021-09-01 298.41000000 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 N/A 973218.00000000 NS 32621351.04000000 0.323959757429 Long EC NL N 1 N N N TECHTRONIC INDUSTRIES COMPANY LIMITED 549300HZW2SBE758OK89 N/A 362500.00000000 NS 8040174.35000000 0.079846261699 Long EC HK N 1 N N N GENERAL INTERFACE SOLUTION (GIS) HOLDING LIMITED 529900UF1EE97VL5NU66 N/A 519000.00000000 NS 2013188.52000000 0.019992797471 Long EC TW N 1 N N N METAUX RUSSEL INC. 5493005F9VPHFO17OV54 781903604 16300.00000000 NS 442440.55000000 0.004393838044 Long EC CA N 1 N N N Entain plc 213800GNI3K45LQR8L28 N/A 1280240.00000000 NS 34058214.45000000 0.338229121110 Long EC GB N 1 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 N/A 104527.00000000 NS 3032915.44000000 0.030119615494 Long EC DE N 1 N N N ACCENTURE PUBLIC LIMITED COMPANY N/A G1151C101 108282.00000000 NS USD 36443389.92000000 0.361916088144 Long EC US N 1 N N N SK hynix Inc. 988400XAIK6XISWQV045 N/A 627130.00000000 NS 57604333.95000000 0.572063555260 Long EC KR N 1 N N N ARISTOCRAT LEISURE LIMITED 529900TE2HO3OZKYKC27 N/A 127630.00000000 NS 4260023.31000000 0.042305915425 Long EC AU N 1 N N N West Fraser Timber Co. Ltd. 5493005WD1ZK6WBVR988 952845105 30200.00000000 NS 2328242.79000000 0.023121573614 Long EC CA N 1 N N N Lundin Mining Corporation 549300FQDIM6C8HTN269 550372106 2903929.00000000 NS 23440094.80000000 0.232781512213 Long EC CA N 1 N N N Westwing Group AG 529900BN8B4KAHILIX84 N/A 6178.00000000 NS 298277.95000000 0.002962171990 Long EC DE N 1 N N N IPSEN SA 549300M6SGDPB4Z94P11 N/A 62126.00000000 NS 6210179.88000000 0.061672748165 Long EC FR N 1 N N N MELROSE INDUSTRIES PLC 213800RGNXXZY2M7TR85 N/A 26669817.90000000 NS 61568038.63000000 0.611426756529 Long EC GB N 1 N N N TRANSCONTINENTAL INC. 549300C86G4JLR01YF53 893578104 61106.00000000 NS 1180871.70000000 0.011727132607 Long EC CA N 1 N N N ROYAL MAIL PLC 213800TCZZU84G8Z2M70 N/A 902508.00000000 NS 6153266.03000000 0.061107541745 Long EC GB N 1 N N N KING YUAN ELECTRONICS CO., LTD. N/A N/A 12856000.00000000 NS 21153358.47000000 0.210072135588 Long EC TW N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -37026.82000000 -0.00036771008 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 50821000.00000000 CNY 7821456.38000000 USD 2021-09-16 -37026.82000000 N N N BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA 5493000LKS7B3UTF7H35 N/A 914250.00000000 NS 25597471.79000000 0.254206232652 Long EC PL N 1 N N N Galaxy Entertainment Group Limited 549300ZSEBV3HR826S10 N/A 3508000.00000000 NS 22485010.96000000 0.223296658911 Long EC HK N 1 N N N Panasonic Corporation 254900GE1G59KGWPHX32 N/A 58100.00000000 NS 693857.64000000 0.006890638970 Long EC JP N 1 N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 N/A 38435.00000000 NS 28438442.74000000 0.282419664361 Long EC FR N 1 N N N Rheinmetall Aktiengesellschaft 5299001OU9CSE29O6S05 N/A 307354.00000000 NS 30055841.91000000 0.298481912737 Long EC DE N 1 N N N Lenovo Group Limited 254900VUZRGD5U73RE46 N/A 12164000.00000000 NS 13481928.93000000 0.133887846045 Long EC HK N 1 N N N ORIX CORPORATION 35380016EMHNBOVYE123 N/A 4814600.00000000 NS 89906716.73000000 0.892855667058 Long EC JP N 1 N N N Securitas AB 635400TTYKE8EIWDS617 N/A 1783140.00000000 NS 29568833.67000000 0.293645476898 Long EC SE N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 29534.58000000 0.000293305306 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1623902.24000000 USD 5295300.00000000 ILS 2021-09-30 29534.58000000 N N N ASML Holding N.V. 724500Y6DUVHQD6OXN27 N/A 172639.00000000 NS 143572032.04000000 1.425801175933 Long EC NL N 1 N N N OTP Bank Nyrt. 529900W3MOO00A18X956 N/A 557668.00000000 NS 33654023.33000000 0.334215134779 Long EC HU N 1 N N N INTERFOR CORPORATION 549300P4G5UZ3AMJE056 45868C109 48800.00000000 NS 1034583.94000000 0.010274361777 Long EC CA N 1 N N N N/A N/A N/A -46654977.28400000 PA USD -46654977.28000000 -0.46332646075 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N KINGFISHER PLC 213800KBMEV7I92FY281 N/A 21450971.00000000 NS 103415520.58000000 1.027010405561 Long EC GB N 1 N N N GENTEX CORPORATION 549300S3UD8XV1MN0287 371901109 914533.00000000 NS USD 28167616.40000000 0.279730111886 Long EC US N 1 N N N Andritz AG 549300VZKC61IR5U8G96 N/A 104561.00000000 NS 6006089.10000000 0.059645940646 Long EC AT N 1 N N N CANFOR CORPORATION N/A 137576104 177499.00000000 NS 3803800.83000000 0.037775210250 Long EC CA N 1 N N N Straumann Holding AG 50670046ML5FVIM60Z37 N/A 5784.00000000 NS 11175896.51000000 0.110986841654 Long EC CH N 1 N N N SUZUKI MOTOR CORPORATION 353800D83H0V3ZV1SV24 N/A 781700.00000000 NS 33840935.74000000 0.336071345422 Long EC JP N 1 N N N Julius Baer Gruppe AG 5299007MF0604ZGJER92 N/A 44784.00000000 NS 3060398.89000000 0.030392551210 Long EC CH N 1 N N N Hong Kong Exchanges and Clearing Limited 213800YTVSXYQN17BW16 N/A 535535.00000000 NS 33795647.36000000 0.335621590519 Long EC HK N 1 N N N Husqvarna Aktiebolag 549300GYQIIJ3UXB7655 N/A 919209.00000000 NS 12316558.92000000 0.122314659352 Long EC SE N 1 N N N Fortum Oyj 635400IUIZZIUJSAMF76 N/A 234687.00000000 NS 7125411.26000000 0.070761830205 Long EC FI N 1 N N N N/A N/A N/A 48.00000000 NC 7947385.67000000 0.078924785509 N/A DE HK N 1 J.P. MORGAN SECURITIES N/A Long HANG SENG IDX FUT Sep 2021 N/A N/A 2021-10-02 7781520.90000000 HKD 165864.77000000 N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 208753651.93000000 NS USD 208753651.93000000 2.073114088956 Long STIV RF US N 2 N N N AMPLIFON S.P.A. ZYXJDNVM2JI3VBM8G556 N/A 75098.00000000 NS 3925418.11000000 0.038982980722 Long EC IT N 1 N N N LITE-ON TECHNOLOGY CORPORATION 2549005GU1PQ73SZBT32 N/A 3035000.00000000 NS 6702220.94000000 0.066559164496 Long EC TW N 1 N N N Tokyo Electron Limited 549300H5LSF8DP3RIJ34 N/A 76795.00000000 NS 33021989.81000000 0.327938465686 Long EC JP N 1 N N N Kirin Holdings Company, Limited 353800GBVL72LLMTYM96 497350108 302500.00000000 NS 5490487.89000000 0.054525550546 Long EC JP N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 1748980.00000000 NS 37179219.06000000 0.369223542376 Long EC DE N 1 N N N EUROFINS SCIENTIFIC SE 529900JEHFM47DYY3S57 N/A 28096.00000000 NS 3982585.53000000 0.039550705323 Long EC FR N 1 N N N POWER GRID CORPORATION OF INDIA LIMITED 3358009SHWZ3DZEQ4Z56 Y7028N105 9510795.76220000 NS 22843105.67000000 0.226852865864 Long EC IN N 1 N N N ISRAELI SHEKEL N/A N/A 1.00000000 NC 52837.01000000 0.000524719681 N/A DFE IL N 2 MORGAN STANLEY & CO, INC N/A 1943602.16000000 USD 6393800.00000000 ILS 2021-09-30 52837.01000000 N N N POSCO 988400E5HRVX81AYLM04 N/A 38817.00000000 NS 11282357.15000000 0.112044092872 Long EC KR N 1 N N N XP Inc. 5493008KDA8NBZRJST80 G98239109 732959.00000000 NS USD 35658455.35000000 0.354120972222 Long EC US N 1 N N N PIRELLI & C. S.P.A. 815600A0C9AFC1F2A709 N/A 5717190.00000000 NS 34243884.72000000 0.340072996171 Long EC IT Y 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -865.81000000 -0.00000859828 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 5383595.62000000 HKD 691348.84000000 USD 2021-09-01 -865.81000000 N N N TIS Inc. 35380064HYEZXBQHDF07 N/A 339500.00000000 NS 9610822.87000000 0.095444233497 Long EC JP N 1 N N N HONG LEONG FINANCIAL GROUP BERHAD 549300EGI40XD5GGWS62 N/A 123020.00000000 NS 542525.68000000 0.005387774634 Long EC MY N 2 N N N Fortnox AB 549300MSNMHPC3O60W78 N/A 65050.00000000 NS 3734935.44000000 0.037091314141 Long EC SE N 1 N N N B3 S.A. - BRASIL, BOLSA, BALCAO 4GTK5S46E6H318LMDS44 N/A 9854050.00000000 NS 26889292.71000000 0.267035192169 Long EC BR N 1 N N N MEXICAN PESO N/A N/A 1.00000000 NC 61264.66000000 0.000608413930 N/A DFE MX N 2 BANK OF AMERICA N/A 4409058.90000000 USD 90259000.00000000 MXN 2021-10-28 61264.66000000 N N N Shinhan Financial Group Co., Ltd. 988400EB8A6G49E5KO54 N/A 228168.00000000 NS 7645285.95000000 0.075924659858 Long EC KR N 1 N N N L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA 969500MMPQVHK671GT54 N/A 172380.00000000 NS 30893406.68000000 0.306799694530 Long EC FR N 1 N N N REMY COINTREAU SA 5493004V6A3Z027YT216 N/A 28345.00000000 NS 5581133.95000000 0.055425748565 Long EC FR N 1 N N N LX Semicon Co Ltd N/A N/A 23302.00000000 NS 2321256.63000000 0.023052194676 Long EC KR N 1 N N Z Holdings Corporation 52990078MD2OL792YM35 N/A 4952200.00000000 NS 32320475.15000000 0.320971785526 Long EC JP N 1 N N N National Industrialization Company JSC N/A N/A 787212.00000000 NS 4382378.37000000 0.043521012724 Long EC SA N 1 N N N NEXT PLC 213800WQD8ECPZP9PH98 N/A 60120.00000000 NS 6544765.42000000 0.064995487627 Long EC GB N 1 N N N Qt Group Oyj 743700GO2XU2ZYYDKW67 N/A 4337.00000000 NS 795591.94000000 0.007900953322 Long EC FI N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -68051.78000000 -0.00067581621 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 657323000.00000000 HUF 2154093.04000000 USD 2021-09-17 -68051.78000000 N N N Metso Outotec Oyj 549300R0VN9C371W0E07 N/A 465470.00000000 NS 4969379.76000000 0.049350471709 Long EC FI N 1 N N N CNH Industrial N.V. 549300WGC2HZ5J67V817 N/A 1293424.00000000 NS 21375628.30000000 0.212279477649 Long EC GB N 1 N N N INDUSTRIES TOROMONT LTEE 5493008W5EPRSLQ0B737 891102105 227514.00000000 NS 19099185.00000000 0.189672320196 Long EC CA N 1 N N N YAPI VE KREDI BANKASI ANONIM SIRKETI B85ZYWEZ5IZCZ2WNIO12 N/A 1299704.00000000 NS 412678.88000000 0.004098277526 Long EC TR N 1 N N N TINGYI (CAYMAN ISLANDS) HOLDING CORP. 5299009MPI9B60VN4P25 N/A 2432000.00000000 NS 4327808.32000000 0.042979082375 Long EC HK N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -15304.34000000 -0.00015198604 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 24571000.00000000 CNY 3784124.85000000 USD 2021-09-16 -15304.34000000 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 93.02000000 0.000000923773 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 81671.17000000 GBP 112493.30000000 USD 2021-09-01 93.02000000 N N N TAIWAN DOLLAR N/A N/A 1.00000000 NC 639163.39000000 0.006347475202 N/A DFE TW N 2 BNP PARIBAS N/A 52525178.57000000 USD 1463404000.00000000 TWD 2021-10-21 639163.39000000 N N N KIA CORPORATION 988400V8MJK9N7OI5X76 N/A 796155.00000000 NS 58435284.40000000 0.580315650824 Long EC KR N 1 N N N POLISH ZLOTY N/A N/A 1.00000000 NC -27388.84000000 -0.00027199615 N/A DFE PA N 2 CITIGROUP GLOBAL MARKETS N/A 2929521.40000000 USD 11109000.00000000 PLN 2021-09-17 -27388.84000000 N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 N/A 42240.00000000 NS 5147447.21000000 0.051118843836 Long EC AU N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -11323.52000000 -0.00011245287 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11535000.00000000 CNY 1772340.79000000 USD 2021-09-16 -11323.52000000 N N N TAIWAN DOLLAR N/A N/A 1.00000000 NC 17875.57000000 0.000177520707 N/A DFE TW N 2 BNP PARIBAS N/A 2257533.16000000 USD 62633000.00000000 TWD 2021-10-21 17875.57000000 N N N Siemens Aktiengesellschaft W38RGI023J3WT1HWRP32 N/A 209049.00000000 NS 34755540.66000000 0.345154206143 Long EC DE N 1 N N N NISSAN TOKYO SALES HOLDINGS CO., LTD. N/A N/A 86600.00000000 NS 192339.34000000 0.001910105006 Long EC JP N 1 N N N BE Semiconductor Industries N.V. 7245007A1YFLI2GNYX06 N/A 61781.00000000 NS 5619968.43000000 0.055811410358 Long EC NL N 1 N N N E-MART Inc. 988400SAX0Q74FRA9981 N/A 6456.00000000 NS 996700.16000000 0.009898141302 Long EC KR N 1 N N N Workman Co Ltd N/A N/A 113400.00000000 NS 7266848.72000000 0.072166433135 Long EC JP N 1 N N N China Coal Energy Company Limited 529900KRC89344UI3Z10 N/A 2197645.00000000 NS 1571088.64000000 0.015602342591 Long EC HK N 1 N N N Taishin Financial Holding Co., Ltd. N/A N/A 710000.00000000 NS 495733.13000000 0.004923081951 Long EC TW N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 373081.00000000 NS 149774071.01000000 1.487393077440 Long EC CH N 1 N N N ESSILORLUXOTTICA SA 549300M3VH1A3ER1TB49 N/A 36760.00000000 NS 7214615.94000000 0.071647714008 Long EC FR N 1 N N N Zalando SE 529900YRFFGH5AXU4S86 N/A 34770.00000000 NS 3849971.08000000 0.038233722927 Long EC DE Y 1 N N N Qisda Corporation 254900H95TJC2CV11X50 N/A 1426000.00000000 NS 1530788.24000000 0.015202122876 Long EC TW N 1 N N N SOUTHERN COPPER CORPORATION 2549007U6NAP46Q9TU15 84265V105 21341.00000000 NS USD 1335733.19000000 0.013265048393 Long EC US N 1 N N N Grupo Financiero Banorte, S.A.B. de C.V. N/A N/A 5503930.00000000 NS 36410888.50000000 0.361593319412 Long EC MX N 1 N N N Georg Fischer AG 529900CMRQYW4U1W2456 N/A 1573.00000000 NS 2580884.23000000 0.025630533452 Long EC CH N 1 N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077M108 179700.00000000 NS 10907284.45000000 0.108319278999 Long EC CA N 1 N N N ATLASSIAN CORPORATION PLC 549300AGBII4MWBVJY22 G06242104 73580.00000000 NS USD 27008274.80000000 0.268216792801 Long EC US N 1 N N N CHAODA MODERN AGRICULTURE (HOLDINGS) LIMITED 529900GAN2OWXO8O5S70 N/A 52790.00000000 NS 346.17000000 0.000003437783 Long EC HK N 1 N N N Siemens Gamesa Renewable Energy, S.A. 9598004BR8D81D3M1D64 N/A 901795.00000000 NS 26730339.44000000 0.265456641277 Long EC ES N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -217401.25000000 -0.00215899262 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 66174000.00000000 ZAR 4349127.86000000 USD 2021-09-16 -217401.25000000 N N N BioNTech SE 894500UZJ5LG1F8J1U58 09075V102 33299.00000000 NS USD 10961697.81000000 0.108859653274 Long EC US N 1 N N N Tecan Group AG 529900CSN9R3BLETSL26 N/A 6832.00000000 NS 4165353.42000000 0.041365757104 Long EC CH N 1 N N N MINES AGNICO EAGLE LIMITEE YGE0EUBRF7IJOB3QRX76 008474108 297777.00000000 NS 17108068.06000000 0.169898713637 Long EC CA N 1 N N N Randstad N.V. 7245009EAAUUQJ0U4T57 N/A 293434.00000000 NS 21579849.85000000 0.214307583833 Long EC NL N 1 N N N Sampo Oyj 743700UF3RL386WIDA22 N/A 116380.00000000 NS 6009067.32000000 0.059675517086 Long EC FI N 1 N N N IHS MARKIT LTD. 549300HLPTRASHS0E726 G47567105 283334.00000000 NS USD 34170080.40000000 0.339340051985 Long EC US N 1 N N N F&F Co Ltd N/A N/A 835.00000000 NS 520682.22000000 0.005170849162 Long EC KR N 1 N N N Bank of Communications Co., Ltd. 549300AX1UM10U30HK09 N/A 3656985.00000000 NS 2101837.12000000 0.020873158892 Long EC HK N 1 N N N FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED N/A N/A 40222.00000000 NS 937067.63000000 0.009305935911 Long EC NZ N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 136280.86000000 0.001353393190 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 39496000.00000000 PLN 10454277.75000000 USD 2021-09-17 136280.86000000 N N N HOWDEN JOINERY GROUP PLC 213800KC1LJOJTY3JP45 N/A 81592.00000000 NS 1061826.77000000 0.010544907916 Long EC GB N 1 N N N NOVATEK MICROELECTRONICS CORP. N/A N/A 724000.00000000 NS 11729878.94000000 0.116488392262 Long EC TW N 1 N N N Nomad Foods Limited 5493000ZZ1837DS2SI43 G6564A105 2198024.00000000 NS USD 58005853.36000000 0.576051009075 Long EC US N 1 N N N BANQUE NATIONALE DU CANADA BSGEFEIOM18Y80CKCV46 633067103 168771.00000000 NS 13374532.46000000 0.132821301182 Long EC CA N 1 N N N BANCA GENERALI - SOCIETA PER AZIONI 815600903231FA2E7698 N/A 71495.00000000 NS 3176692.83000000 0.031547456062 Long EC IT N 1 N N N ASRock Inc N/A N/A 75000.00000000 NS 381582.98000000 0.003789466888 Long EC TW N 1 N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385101 123000.00000000 NS 4063823.05000000 0.040357467963 Long EC CA N 1 N N N KONE Oyj 2138001CNF45JP5XZK38 N/A 166172.00000000 NS 13778193.76000000 0.136830025918 Long EC FI N 1 N N N DINO POLSKA SPOLKA AKCYJNA 259400H4L81SMPRTW956 N/A 47040.00000000 NS 3987981.61000000 0.039604293317 Long EC PL Y 1 N N N DOLLARAMA INC. 5493002GJ0NJP1HI0C79 25675T107 245276.00000000 NS 11166642.88000000 0.110894944672 Long EC CA N 1 N N N HANSAE CO.,LTD. N/A N/A 28591.00000000 NS 509210.53000000 0.005056924821 Long EC KR N 1 N N N United International Transportation Company SJSC N/A N/A 260818.00000000 NS 3518647.40000000 0.034943376710 Long EC SA N 1 N N N CONVATEC GROUP PLC 213800LS272L4FIDOH92 N/A 18228237.00000000 NS 56545390.51000000 0.561547281439 Long EC GB Y 1 N N N N/A N/A N/A 319.00000000 NC 31155413.49000000 0.309401661030 N/A DE GB N 1 J.P. MORGAN SECURITIES N/A Long FTSE 100 IDX FUT Sep 2021 N/A N/A 2021-09-20 30881771.78000000 GBP 273641.71000000 N N N KB Financial Group Inc. 529900TKE4MXG3Q6GW86 N/A 1021935.00000000 NS 46625867.01000000 0.463037369236 Long EC KR N 1 N N N NIPPON TELEGRAPH AND TELEPHONE CORPORATION 353800VHQU5VIXVUA841 N/A 402800.00000000 NS 10764798.83000000 0.106904266885 Long EC JP N 1 N N N HYUNDAI STEEL COMPANY 9884006EYA94IB2C3132 N/A 42578.00000000 NS 1872851.78000000 0.018599125695 Long EC KR N 1 N N N Hitachi, Ltd. 549300T6IPOCDWLKC615 N/A 1421500.00000000 NS 78735003.64000000 0.781910370578 Long EC JP N 1 N N N INTERPUMP GROUP S.P.A. 815600C79D0F31F4D395 N/A 16573.00000000 NS 1177734.94000000 0.011695981721 Long EC IT N 1 N N N DIP Corporation N/A N/A 573500.00000000 NS 18270981.25000000 0.181447501867 Long EC JP N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -30400.92000000 -0.00030190885 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 51144000.00000000 CNY 7878027.97000000 USD 2021-09-16 -30400.92000000 N N N DGB Financial Group N/A N/A 172876.00000000 NS 1356825.74000000 0.013474516646 Long EC KR N 1 N N N MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI PSNL19R2RXX5U3QWHI44 N/A 2784930.00000000 NS 32809133.66000000 0.325824610051 Long EC IT N 1 N N N BRITISH STERLING POUND N/A N/A 1.00000000 NC 2478.60000000 0.000024614757 N/A DFE GB N 2 BANK OF AMERICA N/A 2464995.60000000 USD 1793000.00000000 GBP 2021-11-10 2478.60000000 N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 N/A 99570.00000000 NS 6817206.33000000 0.067701074253 Long EC ES Y 1 N N N L'OREAL SA 529900JI1GG6F7RKVI53 N/A 71776.00000000 NS 33577879.19000000 0.333458954046 Long EC FR N 1 N N N BRAZILIAN REAL N/A N/A 1.00000000 NC 726802.60000000 0.007217812459 N/A DFE BR N 2 MORGAN STANLEY & CO, INC N/A 31269168.65000000 USD 164554000.00000000 BRL 2021-10-04 726802.60000000 N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 N/A 2905500.00000000 NS 55781953.18000000 0.553965652709 Long EC GB N 1 N N N TOHO HOLDINGS CO.,LTD. 353800Z8BQ3ZHELA4J90 N/A 45300.00000000 NS 787162.75000000 0.007817243781 Long EC JP N 1 N N N MICRO-STAR INTERNATIONAL CO.,LTD. 254900F4E0BDGJSSD870 N/A 1293000.00000000 NS 6088603.03000000 0.060465379201 Long EC TW N 1 N N N MAN GROUP PLC 2549003YWC1DW6LALB09 N/A 12071545.00000000 NS 35984870.11000000 0.357362568389 Long EC GB N 1 N N N TOURMALINE OIL CORP. 549300EWGW5PUCV5A109 89156V106 253500.00000000 NS 6768559.33000000 0.067217965191 Long EC CA N 1 N N N SAP SE 529900D6BF99LW9R2E68 N/A 283801.00000000 NS 42700973.24000000 0.424059595688 Long EC DE N 1 N N N FUJITSU LIMITED 3538000246DHJLRTUZ24 N/A 188700.00000000 NS 34868104.86000000 0.346272071277 Long EC JP N 1 N N N Linamar Corporation 549300LW6VIYFRMFBU20 53278L107 13400.00000000 NS 757988.37000000 0.007527515588 Long EC CA N 1 N N N NISSAN MOTOR CO.,LTD. 353800DRBDH1LUTNAY26 N/A 124500.00000000 NS 655591.21000000 0.006510618432 Long EC JP N 1 N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 N/A 93763.00000000 NS 3122750.56000000 0.031011760141 Long EC IL N 2 N N N Yamaha Motor Co., Ltd. 3538004LR5NXILJDHY88 N/A 89500.00000000 NS 2281085.02000000 0.022653253963 Long EC JP N 1 N N N Hana Financial Group Inc. N/A N/A 1455045.00000000 NS 56535234.16000000 0.561446419624 Long EC KR N 1 N N N CPFL ENERGIA S.A. 529900GBWSBDXN8GGM28 N/A 4079600.00000000 NS 23188827.14000000 0.230286195263 Long EC BR N 1 N N N NEW RUSSIAN ROUBLE N/A N/A 1.00000000 NC 325661.51000000 0.003234115707 N/A DFE RU N 2 BANK OF AMERICA N/A 20888042.16000000 USD 1559637000.00000000 RUB 2021-09-30 325661.51000000 N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 N/A 1479220.00000000 NS 9685919.92000000 0.096190015671 Long EC ES N 1 N N N Shanghai Pharmaceuticals Holding Co., Ltd. 30030029J1KKCBY19820 N/A 28060100.00000000 NS 55706370.94000000 0.553215052156 Long EC HK N 1 N N N Sands China Ltd. 549300EVO6UZDGY05787 N/A 13398400.00000000 NS 42982517.18000000 0.426855583702 Long EC HK N 1 N N N N/A N/A N/A 273.00000000 NC 48817449.49000000 0.484801781377 N/A DE JP N 1 J.P. MORGAN SECURITIES N/A Long TOPIX INDX FUTR Sep 2021 N/A N/A 2021-09-12 47869972.25000000 JPY 947477.24000000 N N N CAPCOM CO., LTD. 529900JJWQKXS3TC8744 N/A 604900.00000000 NS 16903722.92000000 0.167869380091 Long EC JP N 1 N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 N/A 299334.00000000 NS 9416796.83000000 0.093517378022 Long EC FR N 1 N N N INFORMA PLC 5493006VM2LKUPSEDU20 N/A 4870295.00000000 NS 35591674.28000000 0.353457775311 Long EC GB N 1 N N N mixi, Inc. 529900IL3THMH0SFYQ49 N/A 285700.00000000 NS 6576873.29000000 0.065314348049 Long EC JP N 1 N N N EDP - Energias de Portugal, S.A. 529900CLC3WDMGI9VH80 N/A 8390810.00000000 NS 46077990.53000000 0.457596456279 Long EC PT N 1 N N N SMS CO., LTD. N/A N/A 347000.00000000 NS 12302612.42000000 0.122176157892 Long EC JP N 1 N N N N/A N/A N/A 1679.00000000 NC 82876754.44000000 0.823041732147 N/A DE DE N 1 J.P. MORGAN SECURITIES N/A Long DJ EURO STOXX 50 FUTR Sep 2021 N/A N/A 2021-09-20 80984386.64000000 EUR 1892367.80000000 N N N HOLTEK SEMICONDUCTOR INC. N/A N/A 388000.00000000 NS 1799051.00000000 0.017866216664 Long EC TW N 1 N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 N/A 351100.00000000 NS 21723250.21000000 0.215731680149 Long EC HK N 1 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 24955.59000000 0.000247831761 N/A DFE CN N 2 JP MORGAN N/A 8822545.11000000 USD 57217000.00000000 CNY 2021-09-16 24955.59000000 N N N SLC AGRICOLA S.A. 54930017BQDYJPIJXG79 N/A 217000.00000000 NS 1726403.69000000 0.017144762641 Long EC BR N 1 N N N BayCurrent Consulting, Inc. N/A N/A 2300.00000000 NS 1145184.78000000 0.011372728955 Long EC JP N 1 N N N CHINESE YUAN RENMINBI N/A N/A 1.00000000 NC 57213.66000000 0.000568183806 N/A DFE CN N 2 JP MORGAN N/A 8776988.81000000 USD 57131000.00000000 CNY 2021-09-16 57213.66000000 N N N APTIV PLC N/A G6095L109 202888.00000000 NS USD 30877524.72000000 0.306641972187 Long EC US N 1 N N N Aktiebolaget Electrolux 549300Y3HHZB1ZGFPJ93 N/A 736246.00000000 NS 18630616.54000000 0.185019008184 Long EC SE N 1 N N N CIFI HOLDINGS (GROUP) CO. LTD. 549300WGKSV867C0JF48 N/A 33682000.00000000 NS 22693292.70000000 0.225365086484 Long EC HK N 1 N N N Astra Industrial Group Company SJSC N/A N/A 142790.00000000 NS 1652247.85000000 0.016408327541 Long EC SA N 1 N N N Companhia Siderurgica Nacional 529900K40TEND42S0T46 N/A 713551.00000000 NS 4864281.02000000 0.048306745400 Long EC BR N 1 N N N iShares ESG Aware MSCI EAFE ETF N/A 46435G516 158420.00000000 NS USD 12822514.80000000 0.127339262532 Long EC RF US N 1 N N N NISHIMATSUYA CHAIN Co., Ltd. N/A N/A 108700.00000000 NS 1307051.70000000 0.012980215048 Long EC JP N 1 N N ICON PUBLIC LIMITED COMPANY 6354008SRQGEMC4XFI67 G4705A100 307249.00000000 NS USD 78585076.73000000 0.780421459670 Long EC US N 1 N N N Lawson, Inc. 529900IWO8XQO92PR233 N/A 207000.00000000 NS 9986346.26000000 0.099173523133 Long EC JP N 1 N N N AGC Inc. JE4WFFEELMVPFZ0G1E77 N/A 30700.00000000 NS 1486655.74000000 0.014763846914 Long EC JP N 1 N N N BIRCHCLIFF ENERGY LTD. 5493000BBN3EF2L0XW29 090697103 471700.00000000 NS 2026930.72000000 0.020129270046 Long EC CA N 1 N N N KUNLUN ENERGY COMPANY LIMITED 5299007GRIKP15GM4927 N/A 38284000.00000000 NS 40561394.31000000 0.402811626212 Long EC HK N 1 N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 N/A 1460240.00000000 NS 29381248.26000000 0.291782582751 Long EC GB N 1 N N N JARDINE CYCLE & CARRIAGE LIMITED 254900WEP6OCEXFWML09 N/A 105900.00000000 NS 1529727.90000000 0.015191592733 Long EC SG N 1 N N N HON HAI PRECISION INDUSTRY CO., LTD. 30030004CM3GSZXX7O56 N/A 7995000.00000000 NS 32022119.18000000 0.318008838727 Long EC TW N 1 N N N N/A N/A N/A 239898.00000000 NS 8.76000000 0.000000086994 Long EC AU N 3 N N N SINGAPORE DOLLAR N/A N/A 1.00000000 NC 158136.65000000 0.001570441111 N/A DFE SG N 2 BARCLAYS CAPITAL INC. N/A 12265142.60000000 USD 16709000.00000000 SGD 2021-11-10 158136.65000000 N N N Saudi Kayan Petrochemical Company SJSC N/A N/A 391094.00000000 NS 1941549.65000000 0.019281358177 Long EC SA N 1 N N N QINETIQ GROUP PLC 213800S8OBDOZMCMUW34 N/A 613423.00000000 NS 2919333.25000000 0.028991640792 Long EC GB N 1 N N N ORANGE SA 969500MCOONR8990S771 N/A 4099425.00000000 NS 46553030.23000000 0.462314033604 Long EC FR N 1 N N N PRYSMIAN S.P.A. 529900X0H1IO3RS1A464 N/A 412833.00000000 NS 15531249.88000000 0.154239471490 Long EC IT N 1 N N N Aalberts N.V. 549300EMP9DT6Q35HZ31 N/A 11914.00000000 NS 743983.33000000 0.007388432772 Long EC NL N 1 N N N SHIMANO INC. 529900L32YT3P9DECR10 N/A 34800.00000000 NS 10231567.45000000 0.101608793123 Long EC JP N 1 N N N Kambi Group PLC 2138003TN71ZS4RHIJ87 N/A 14143.00000000 NS 376223.30000000 0.003736240380 Long EC SE N 1 N N N Magna International Inc. 95RWVLFZX6VGDZNNTN43 559222401 455915.00000000 NS 35945721.88000000 0.356973790772 Long EC CA N 1 N N N MITSUI & CO., LTD. 2NRSB4GOU9DD6CNW5R48 N/A 352200.00000000 NS 7787127.25000000 0.077333273287 Long EC JP N 1 N N N GJENSIDIGE FORSIKRING ASA 5967007LIEEXZX6FAO47 N/A 392210.00000000 NS 9159458.61000000 0.090961774876 Long EC NO N 1 N N N BANK OF CHINA LIMITED 54930053HGCFWVHYZX42 N/A 8699000.00000000 NS 3053516.94000000 0.030324207172 Long EC HK N 1 N N N COLOPLAST A/S 529900NN7SOJ5QG82X67 N/A 93129.00000000 NS 16127961.62000000 0.160165363103 Long EC DK N 1 N N N Kao Corporation 353800HM38HFCB8RGL63 N/A 328600.00000000 NS 19878714.73000000 0.197413761129 Long EC JP N 1 N N N ROYAL UNIBREW A/S 529900D69KFL8IAP8Q63 N/A 62400.00000000 NS 8056725.16000000 0.080010626332 Long EC DK N 1 N N N Nestle S.A. KY37LUS27QQX7BB93L28 N/A 404200.00000000 NS 51069382.68000000 0.507165531090 Long EC CH N 1 N N N DSV Panalpina A/S 529900X41C0BSLK67H70 N/A 110383.00000000 NS 28122052.91000000 0.279277624889 Long EC DK N 1 N N N LEGRAND S.A. 969500XXRPGD7HCAFA90 N/A 116809.00000000 NS 13364097.93000000 0.132717676786 Long EC FR N 1 N N N HONG KONG DOLLAR N/A N/A 1.00000000 NC 34470.77000000 0.000342326173 N/A DFE HK N 2 BNP PARIBAS N/A 15594298.97000000 USD 121524000.00000000 HKD 2021-11-10 34470.77000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 N/A 299865.00000000 NS 34778294.06000000 0.345380168150 Long EC FR Y 1 N N N INDIA RUPEE N/A N/A 1.00000000 NC 179937.63000000 0.001786944718 N/A DFE IN N 2 BANK OF AMERICA N/A 5839544.10000000 USD 440419000.00000000 INR 2021-10-08 179937.63000000 N N N Scout24 AG 5493007EIKM2ENQS7U66 N/A 179757.00000000 NS 15108304.98000000 0.150039243025 Long EC DE Y 1 N N N TMX Group Limited 549300N65GFVKSHGJW59 87262K105 287056.00000000 NS 31530386.42000000 0.313125484096 Long EC CA N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 N/A 18060170.00000000 NS 52966821.64000000 0.526008829900 Long EC GB N 1 N N N PeptiDream Inc N/A N/A 446547.00000000 NS 15771002.73000000 0.156620435878 Long EC JP N 1 N N SANKYU INC. 529900QWTXZZEM1T5G75 N/A 495700.00000000 NS 23147105.41000000 0.229871860445 Long EC JP N 1 N N N Repsol S.A. BSYCX13Y0NOTV14V9N85 N/A 2376820.00000000 NS 27229631.93000000 0.270415070918 Long EC ES N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -6013.66000000 -0.00005972112 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 11578000.00000000 CNY 1784299.76000000 USD 2021-09-16 -6013.66000000 N N N N/A N/A N/A 141.00000000 NC 19262590.74000000 0.191295088175 N/A DE AU N 1 J.P. MORGAN SECURITIES N/A Long SPI 200 Future Sep 2021 N/A N/A 2021-09-19 19027285.82000000 AUD 235304.92000000 N N N Nippon Shinyaku Co., Ltd. N/A N/A 234100.00000000 NS 19028882.21000000 0.188974149395 Long EC JP N 1 N N N Industria de Diseno Textil, S.A. 549300TTCXZOGZM2EY83 E6282N100 206850.00000000 NS 7059168.60000000 0.070103980197 Long EC ES N 1 N N N China Petroleum & Chemical Corporation 529900A2OB24EZ5B3J19 N/A 1336000.00000000 NS 647613.90000000 0.006431396470 Long EC HK N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD -57509.44000000 -0.00057112117 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 12560000.00000000 GBP 17227195.52000000 USD 2021-11-10 -57509.44000000 N N N DIASORIN S.P.A. 8156002878BDF0EE4348 N/A 57344.00000000 NS 13081496.35000000 0.129911185443 Long EC IT N 1 N N N U.S. DOLLARS N/A N/A 1.00000000 NC USD 33522.80000000 0.000332911967 N/A DFE US N 2 GOLDMAN, SACHS & CO. N/A 21232000.00000000 PLN 5580203.73000000 USD 2021-09-17 33522.80000000 N N N 2021-08-31 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO XXXX