0001752724-24-030747.txt : 20240221
0001752724-24-030747.hdr.sgml : 20240221
20240221112201
ACCESSION NUMBER: 0001752724-24-030747
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20240221
DATE AS OF CHANGE: 20240221
PERIOD START: 20230531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL INVESTMENTS TRUST
CENTRAL INDEX KEY: 0000939934
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07257
FILM NUMBER: 24657262
BUSINESS ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610 676-3097
MAIL ADDRESS:
STREET 1: 1 FREEDOM VALLEY DRIVE
CITY: OAK
STATE: PA
ZIP: 19456
0000939934
S000056248
SIIT World Select Equity Fund
C000177051
SIIT World Select Equity Fund - Class A
SWSAX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
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0001752724-23-166376
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C000177051
SEI INSTITUTIONAL INVESTMENTS TRUST
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ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
SIIT WORLD SELECT EQUITY FUND
S000056248
549300UH9G275ZOL1I97
2023-05-31
2023-05-31
N
235766433.81
1521513.70
234244920.11
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0.00000000
0.00000000
0.00000000
0.00000000
8473865.43000000
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MSCI All Country World Index (Net Total Return)
MSACWLDNET
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
1900.00000000
NS
58353.79000000
0.024911443105
Long
EC
JP
N
1
N
N
N
PACIFIC HOSPITAL SUPPLY CO., LTD.
N/A
PACIFIC HOSPITAL SUPPLY CO COMMON STOCK
N/A
3000.00000000
NS
8796.68000000
0.003755334372
Long
EC
TW
N
1
N
N
N
SHRIRAM FINANCE LIMITED
335800TM2YO24B76XL26
SHRIRAM FINANCE LTD COMMON STOCK
N/A
4594.00000000
NS
77726.38000000
0.033181671544
Long
EC
IN
N
1
N
N
N
INDUSIND BANK LTD.
335800JDVJ8HSXG9G512
INDUSIND BANK LTD COMMON STOCK
Y3990M134
4468.00000000
NS
69483.82000000
0.029662892995
Long
EC
IN
N
1
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK
N/A
4643.00000000
NS
13042.97000000
0.005568090865
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-32.62000000
-0.00001392559
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
18195316.00000000
JPY
130714.70000000
USD
2023-06-26
-32.62000000
N
N
N
ADOBE INC.
FU4LY2G4933NH2E1CP29
ADOBE INC COMMON STOCK
00724F101
3184.00000000
NS
USD
1330243.36000000
0.567885681096
Long
EC
US
N
1
N
N
N
Arca Continental, S.A.B. de C.V.
254900U2BSJCQHJCXN24
ARCA CONTINENTAL SAB DE CV COMMON STOCK
N/A
7008.00000000
NS
70560.47000000
0.030122518758
Long
EC
MX
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-36.38000000
-0.00001553075
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
12263.72000000
CAD
8993.15000000
USD
2023-06-26
-36.38000000
N
N
N
H.U. Group Holdings, Inc.
N/A
H.U. GROUP HOLDINGS INC COMMON STOCK
N/A
3700.00000000
NS
69701.89000000
0.029755987864
Long
EC
JP
N
1
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV COMMON STOCK
N/A
474.00000000
NS
20513.89000000
0.008757453519
Long
EC
FR
N
1
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
214.00000000
NS
USD
36412.10000000
0.015544456623
Long
EC
US
N
1
N
N
N
PT Bank Mandiri (Persero) Tbk
549300RSKQN4Z5ZSGH94
BANK MANDIRI PERSERO TBK PT COMMON STOCK
N/A
270500.00000000
NS
91129.09000000
0.038903336711
Long
EC
ID
N
1
N
N
N
AOYAMA TRADING Co., Ltd.
549300FYZLM486BSOQ14
AOYAMA TRADING CO LTD COMMON STOCK
N/A
11100.00000000
NS
101454.39000000
0.043311244466
Long
EC
JP
N
1
N
N
N
CHICONY ELECTRONICS CO., LTD.
254900JBP5GB5B1IHS51
CHICONY ELECTRONICS CO LTD COMMON STOCK
N/A
39000.00000000
NS
134537.47000000
0.057434530463
Long
EC
TW
N
1
N
N
N
ACCENTURE PUBLIC LIMITED COMPANY
5493000EWHDSR3MZWH98
ACCENTURE PLC-CL A COMMON STOCK
G1151C101
231.00000000
NS
USD
70667.52000000
0.030168218788
Long
EC
US
N
1
N
N
N
LT GROUP, INC.
N/A
LT GROUP INC COMMON STOCK
N/A
125400.00000000
NS
21391.24000000
0.009131997393
Long
EC
PH
N
1
N
N
N
ICICI BANK LIMITED
R7RX8ER1V4666J8D1I38
ICICI BANK LTD COMMON STOCK
Y3860Z132
3163.00000000
NS
36287.83000000
0.015491405313
Long
EC
IN
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
5400.00000000
NS
USD
244782.00000000
0.104498317353
Long
EC
US
N
1
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
423.00000000
NS
18538.94000000
0.007914340251
Long
EC
FR
N
1
N
N
N
SUBARU CORPORATION
549300N244BVAEE6HH86
SUBARU CORP COMMON STOCK
N/A
6900.00000000
NS
118477.62000000
0.050578522660
Long
EC
JP
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
1200.00000000
NS
USD
74988.00000000
0.032012647260
Long
EC
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL COMMON STOCK
N/A
13086.00000000
NS
324080.79000000
0.138351256389
Long
EC
NL
N
1
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMON STOCK
466313103
3161.00000000
NS
USD
282972.72000000
0.120802073260
Long
EC
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG-REG COMMON STOCK
N/A
1746.00000000
NS
78272.17000000
0.033414671260
Long
EC
DE
N
1
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
9700.00000000
NS
USD
1051965.00000000
0.449087647026
Long
EC
US
N
1
N
N
N
PICC Property and Casualty Company Limited
300300F1000311000017
PICC PROPERTY & CASUALTY-H COMMON STOCK
N/A
260000.00000000
NS
309877.69000000
0.132287901848
Long
EC
HK
N
1
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
1400.00000000
NS
57645.85000000
0.024609220969
Long
EC
CA
N
1
N
N
N
POSCO FUTURE M CO., LTD.
N/A
POSCO FUTURE M CO LTD COMMON STOCK
N/A
792.00000000
NS
208852.89000000
0.089160050899
Long
EC
KR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
21.81000000
0.000009310767
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
3327.29000000
EUR
3573.97000000
USD
2023-06-26
21.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
9683.05000000
0.004133728917
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
165801505.00000000
JPY
1201094.20000000
USD
2023-06-26
9683.05000000
N
N
N
MARKETAXESS HOLDINGS INC.
5493002U1CA1XJOVID83
MARKETAXESS HOLDINGS INC COMMON STOCK
57060D108
70.00000000
NS
USD
19068.70000000
0.008140496703
Long
EC
US
N
1
N
N
N
JINDAL STEEL AND POWER LIMITED
335800UIKQBF6QO2NP15
JINDAL STEEL & POWER LTD COMMON STOCK
Y4447P100
10217.00000000
NS
63877.94000000
0.027269722634
Long
EC
IN
N
1
N
N
N
ATKORE INC
52990002TI38AM4RPV48
Atkore Inc COMMON STOCK
047649108
1098.00000000
NS
USD
128213.46000000
0.054734787819
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
67.62000000
0.000028867221
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
50788.47000000
USD
69071.71000000
CAD
2023-06-26
67.62000000
N
N
N
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INC.
529900NHZVBZQZ8EKN29
NEW ORIENTAL EDUCATION & TEC COMMON STOCK
N/A
8297.00000000
NS
31690.39000000
0.013528741620
Long
EC
HK
N
1
N
N
N
en Japan Inc.
N/A
EN JAPAN INC COMMON STOCK
N/A
16300.00000000
NS
271131.95000000
0.115747205904
Long
EC
JP
N
1
N
N
N
Thonburi Healthcare Group PCL
N/A
THONBURI HEALTHCARE -FOREIGN COMMON STOCK
N/A
8700.00000000
NS
17062.50000000
0.007284042698
Long
EC
TH
N
1
N
N
N
HD HYUNDAI CO.,LTD.
N/A
HD HYUNDAI COMMON STOCK
N/A
785.00000000
NS
33771.71000000
0.014417264623
Long
EC
KR
N
1
N
N
N
JFE Holdings, Inc.
N/A
JFE HOLDINGS INC COMMON STOCK
N/A
1200.00000000
NS
14807.29000000
0.006321285427
Long
EC
JP
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
1200.00000000
NS
USD
186072.00000000
0.079434806916
Long
EC
US
N
1
N
N
N
ETABLISSEMENTEN FRANZ COLRUYT NV
5493000O0NZ1BCXO8K39
COLRUYT SA COMMON STOCK
N/A
2100.00000000
NS
69402.99000000
0.029628386377
Long
EC
BE
N
1
N
N
N
KAJIMA CORPORATION
N/A
KAJIMA CORP COMMON STOCK
N/A
18600.00000000
NS
260265.54000000
0.111108296341
Long
EC
JP
N
1
N
N
N
BOE Technology Group Co., Ltd.
N/A
BOE TECHNOLOGY GROUP CO LT-A COMMON STOCK
N/A
136800.00000000
NS
76445.02000000
0.032634654345
Long
EC
CN
N
1
N
N
N
TOKYO GAS CO.,LTD.
353800678EIJLOQSWZ83
TOKYO GAS CO LTD COMMON STOCK
N/A
26000.00000000
NS
552510.47000000
0.235868709443
Long
EC
JP
N
1
N
N
N
Saudi Electricity Company SJSC
549300FXO4ZXUIAXGP41
SAUDI ELECTRICITY CO COMMON STOCK
N/A
13999.00000000
NS
80617.04000000
0.034415704708
Long
EC
SA
N
1
N
N
N
TELSTRA GROUP LIMITED
894500WRW54CVN62K416
TELSTRA GROUP LTD COMMON STOCK
N/A
3547.00000000
NS
10008.10000000
0.004272493932
Long
EC
AU
N
1
N
N
N
D.R. HORTON, INC.
529900ZIUEYVSB8QDD25
DR HORTON INC COMMON STOCK
23331A109
800.00000000
NS
USD
85472.00000000
0.036488304617
Long
EC
US
N
1
N
N
N
THE TJX COMPANIES, INC.
V167QI9I69W364E2DY52
TJX COMPANIES INC COMMON STOCK
872540109
24063.00000000
NS
USD
1847797.77000000
0.788831522635
Long
EC
US
N
1
N
N
N
KOZA ALTIN ISLETMELERI ANONIM SIRKETI
N/A
KOZA ALTIN ISLETMELERI AS COMMON STOCK
N/A
24528.00000000
NS
27278.68000000
0.011645366732
Long
EC
TR
N
1
N
N
N
N/A
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
2663997.14000000
NS
USD
2663997.14000000
1.137269973132
Long
STIV
RF
US
N
2
N
N
N
TINGYI (CAYMAN ISLANDS) HOLDING CORP.
5299009MPI9B60VN4P25
TINGYI (CAYMAN ISLN) HLDG CO COMMON STOCK
N/A
84000.00000000
NS
125974.52000000
0.053778976270
Long
EC
HK
N
1
N
N
N
TRINSEO PUBLIC LIMITED COMPANY
549300TJ3HIGDA2Z8315
TRINSEO PLC COMMON STOCK
G9059U107
26780.00000000
NS
USD
332607.60000000
0.141991382286
Long
EC
US
N
1
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
375.00000000
NS
USD
302985.00000000
0.129345387664
Long
EC
US
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
68.00000000
NS
USD
33132.32000000
0.014144306730
Long
EC
US
N
1
N
N
N
SSY GROUP LIMITED
N/A
SSY GROUP LTD COMMON STOCK
N/A
80000.00000000
NS
49257.50000000
0.021028204144
Long
EC
HK
N
1
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
31.00000000
NC
5366674.03000000
2.291052470841
N/A
DE
CA
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P/TSE 60 IX FUT Jun 2023
N/A
N/A
2023-06-18
5406919.84000000
CAD
-40245.81000000
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT
N/A
9411.00000000
NS
136499.64000000
0.058272187903
Long
EC
NL
Y
1
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
87.00000000
NS
USD
29581.74000000
0.012628551341
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-7.25000000
-0.00000309505
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
835.33000000
USD
1382.27000000
NZD
2023-06-26
-7.25000000
N
N
N
MIRAIT ONE Corporation
353800RI3EZVEIDAEL62
MIRAIT ONE Corporation COMMON STOCK
N/A
8300.00000000
NS
103426.98000000
0.044153350241
Long
EC
JP
N
1
N
N
N
TAIHEIYO CEMENT CORPORATION
N/A
TAIHEIYO CEMENT CORP COMMON STOCK
N/A
15600.00000000
NS
264959.38000000
0.113112113541
Long
EC
JP
N
1
N
N
N
DIO Corporation
N/A
DIO CORP COMMON STOCK
N/A
2321.00000000
NS
48527.22000000
0.020716444982
Long
EC
KR
N
1
N
N
N
AUSTEVOLL SEAFOOD ASA
5967007LIEEXZXFFDC03
AUSTEVOLL SEAFOOD ASA COMMON STOCK
N/A
6400.00000000
NS
50600.60000000
0.021601578372
Long
EC
NO
N
1
N
N
N
NHPC LIMITED
3358003ZPPTGWT595J46
NHPC LTD COMMON STOCK
Y6268G101
105600.00000000
NS
55460.11000000
0.023676120691
Long
EC
IN
N
1
N
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES SA COMMON STOCK
N/A
493.00000000
NS
15746.57000000
0.006722267442
Long
EC
FR
N
1
N
N
N
HANCOM INC.
N/A
HANCOM INC COMMON STOCK
N/A
2354.00000000
NS
26266.90000000
0.011213434207
Long
EC
KR
N
1
N
N
N
Magyar Telekom Tavkozlesi Nyilvanosan Mukodo Reszvenytarsasag
529900CA1YDA41X76751
MAGYAR TELEKOM TELECOMMUNICA COMMON STOCK
N/A
214881.00000000
NS
258262.75000000
0.110253298077
Long
EC
HU
N
1
N
N
N
QUEBECOR INC.
N/A
QUEBECOR INC -CL B COMMON STOCK
748193208
4263.00000000
NS
101517.92000000
0.043338365652
Long
EC
CA
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA COMMON STOCK
N/A
1928.00000000
NS
11606.46000000
0.004954839573
Long
EC
NO
N
1
N
N
N
MACY'S, INC.
529900NZQ81TIOW3CW52
MACY'S INC COMMON STOCK
55616P104
18950.00000000
NS
USD
257530.50000000
0.109940697915
Long
EC
US
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
6150.00000000
NS
USD
448273.50000000
0.191369571553
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-3.39000000
-0.00000144720
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
309.22000000
USD
278.73000000
CHF
2023-06-26
-3.39000000
N
N
N
China Railway Signal & Communication Corporation Limited
529900GK68ZHDM38WD21
CHINA RAILWAY SIGNAL & COM-H COMMON STOCK
N/A
296000.00000000
NS
120997.67000000
0.051654341081
Long
EC
HK
Y
1
N
N
N
UNIPOLSAI ASSICURAZIONI S.P.A.
815600E31C4E7006AB54
UNIPOLSAI ASSICURAZIONI SPA COMMON STOCK
N/A
34200.00000000
NS
80723.67000000
0.034461225439
Long
EC
IT
N
1
N
N
N
SBERBANK ROSSII PAO
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC PREFERRED STOCK
N/A
147000.00000000
NS
0.01000000
0.000000004269
Long
EP
RU
N
2
N
N
N
THAI UNION GROUP PCL - RTS
N/A
THAI UNION GROUP PCL - RTS ISSUE 0.0284:1 / TERMS 1:1
N/A
6162.00000000
NS
0.00000000
0.000000
Long
EC
TH
N
2
N
N
N
Credit Saison Co.,Ltd.
529900SV58ZWTGRH3A66
CREDIT SAISON CO LTD COMMON STOCK
N/A
44600.00000000
NS
611627.96000000
0.261106178828
Long
EC
JP
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
244.00000000
NS
USD
32366.60000000
0.013817418104
Long
EC
US
N
1
N
N
N
HACI OMER SABANCI HOLDING ANONIM SIRKETI
78900090FFOWNLGP0F20
HACI OMER SABANCI HOLDING COMMON STOCK
N/A
26883.00000000
NS
50132.68000000
0.021401821638
Long
EC
TR
N
1
N
N
N
TAPESTRY, INC.
549300LJNVY5SW3VTN33
TAPESTRY INC COMMON STOCK
876030107
14500.00000000
NS
USD
580290.00000000
0.247727890844
Long
EC
US
N
1
N
N
N
UNITED NATURAL FOODS, INC.
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMMON STOCK
911163103
15520.00000000
NS
USD
414539.20000000
0.176968277393
Long
EC
US
N
1
N
N
N
KIATNAKIN PHATRA BANK PUBLIC COMPANY LIMITED
254900UPQE3MNOEDXK30
Kiatnakin Phatra Bank Public Company Limited COMMON STOCK
N/A
46300.00000000
NS
83818.97000000
0.035782620156
Long
EC
TH
N
1
N
N
N
Hims & Hers Health Inc
N/A
HIMS & HERS HEALTH INC COMMON STOCK
433000106
3512.00000000
NS
USD
31397.28000000
0.013403611905
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-35.58000000
-0.00001518923
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
5377.52000000
USD
5003.77000000
EUR
2023-06-26
-35.58000000
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ANGLO AMERICAN PLC COMMON STOCK
N/A
19415.00000000
NS
535041.06000000
0.228410955400
Long
EC
GB
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
2400.00000000
NS
USD
67128.00000000
0.028657184953
Long
EC
US
N
1
N
N
N
Accelleron Industries AG
254900KS0MD2PAARXD14
ACCELLERON INDUSTRIES AG COMMON STOCK
N/A
1968.00000000
NS
47275.92000000
0.020182260506
Long
EC
CH
N
1
N
N
N
Hyosung Heavy Industries Corporation
988400IDLF9EQ95M0928
HYOSUNG HEAVY INDUSTRIES COR COMMON STOCK
N/A
814.00000000
NS
49063.85000000
0.020945534262
Long
EC
KR
N
1
N
N
N
KEPPEL CORPORATION LIMITED
254900SQ7IPDOY6IDW33
KEPPEL CORP LTD COMMON STOCK
N/A
1800.00000000
NS
8383.22000000
0.003578826809
Long
EC
SG
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
800.00000000
NS
USD
78560.00000000
0.033537546924
Long
EC
US
N
1
N
N
N
Enel Chile S.A.
549300YM5CWCAUVOPB53
ENEL CHILE SA COMMON STOCK
N/A
1415649.00000000
NS
77368.79000000
0.033029015085
Long
EC
CL
N
1
N
N
N
NONGFU SPRING CO., LTD.
300300P08GGT4SKR9G93
NONGFU SPRING CO LTD-H COMMON STOCK
N/A
1600.00000000
NS
8584.29000000
0.003664664316
Long
EC
HK
Y
1
N
N
N
BLOOMBERRY RESORTS CORPORATION
N/A
BLOOMBERRY RESORTS CORP COMMON STOCK
N/A
60600.00000000
NS
11092.74000000
0.004735530655
Long
EC
PH
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
2100.00000000
NS
USD
142863.00000000
0.060988729203
Long
EC
US
N
1
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
282.00000000
NS
11222.88000000
0.004791087889
Long
EC
BE
N
1
N
N
N
UNIVERSAL ROBINA CORPORATION
N/A
UNIVERSAL ROBINA CORP COMMON STOCK
N/A
16426.00000000
NS
41123.50000000
0.017555770251
Long
EC
PH
N
1
N
N
N
EMIRATES NBD BANK (P.J.S.C)
54930029BCN8HF3B1286
EMIRATES NBD PJSC COMMON STOCK
N/A
52142.00000000
NS
193775.74000000
0.082723561266
Long
EC
AE
N
1
N
N
N
Lens Technology Co.,Ltd.
N/A
LENS TECHNOLOGY CO LTD-A COMMON STOCK
N/A
40700.00000000
NS
66626.46000000
0.028443075721
Long
EC
CN
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
4400.00000000
NS
USD
218548.00000000
0.093298928274
Long
EC
US
N
1
N
N
N
FUJIFILM Holdings Corporation
529900UBKMFM0ST6H474
FUJIFILM HOLDINGS CORP COMMON STOCK
N/A
4039.00000000
NS
246679.22000000
0.105308247403
Long
EC
JP
N
1
N
N
N
TOYO SUISAN KAISHA, LTD.
N/A
TOYO SUISAN KAISHA LTD COMMON STOCK
892306101
1598.00000000
NS
69654.80000000
0.029735884973
Long
EC
JP
N
1
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TECHNIPFMC PLC COMMON STOCK
G87110105
5547.00000000
NS
USD
72887.58000000
0.031115970397
Long
EC
US
N
1
N
N
N
POWER FINANCE CORPORATION LIMITED
3358003Q6D9LIJJZ1614
POWER FINANCE CORPORATION COMMON STOCK
Y7082R109
118437.00000000
NS
261119.46000000
0.111472837864
Long
EC
IN
N
1
N
N
N
KOMERI CO.,LTD.
N/A
KOMERI CO LTD COMMON STOCK
N/A
12400.00000000
NS
261108.69000000
0.111468240112
Long
EC
JP
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
14.46000000
0.000006173026
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
3252.88000000
USD
2635.12000000
GBP
2023-06-26
14.46000000
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP COMMON STOCK
693656100
6600.00000000
NS
USD
567732.00000000
0.242366835418
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
23.45000000
0.000010010889
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
4271.49000000
USD
597701.00000000
JPY
2023-06-26
23.45000000
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC COMMON STOCK
65473P105
1736.00000000
NS
USD
46681.04000000
0.019928304092
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
806.23000000
0.000344182490
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
18421227.00000000
JPY
133176.89000000
USD
2023-06-26
806.23000000
N
N
N
PT Bank Rakyat Indonesia (Persero) Tbk
254900HB6S4B12GBNP64
BANK RAKYAT INDONESIA PERSER COMMON STOCK
N/A
19700.00000000
NS
7326.72000000
0.003127803154
Long
EC
ID
N
1
N
N
N
TOYODA GOSEI CO., LTD.
353800ZV4HXVM4DWPO50
TOYODA GOSEI CO LTD COMMON STOCK
N/A
20000.00000000
NS
328669.08000000
0.140310013914
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-28.81000000
-0.00001229909
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
669669.05000000
HKD
85573.03000000
USD
2023-06-26
-28.81000000
N
N
N
N/A
N/A
MSCI SING IX ETS JUN23 PHYSICAL INDEX FUTURE.
N/A
33.00000000
NC
692589.59000000
0.295668990249
N/A
DE
SG
N
1
J.P. MORGAN SECURITIES
N/A
Long
MSCI SING IX ETS Jun 2023
N/A
N/A
2023-07-01
707359.90000000
SGD
-14770.31000000
N
N
N
DOLLAR TREE, INC.
549300PMSTQITB1WHR43
DOLLAR TREE INC COMMON STOCK
256746108
8000.00000000
NS
USD
1079040.00000000
0.460646062033
Long
EC
US
N
1
N
N
N
KINSALE CAPITAL GROUP, INC.
529900QTUQHNZ6HOA508
KINSALE CAPITAL GROUP INC COMMON STOCK
49714P108
244.00000000
NS
USD
73927.12000000
0.031559753767
Long
EC
US
N
1
N
N
N
Companhia de Saneamento do Parana - Sanepar
254900SZW9X2D21A7X94
CIA DE SANEAMENTO DO PA-UNIT UNIT
N/A
10300.00000000
NS
41023.84000000
0.017513225038
Long
EC
BR
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
5450.00000000
NS
USD
1143083.00000000
0.487986249376
Long
EC
US
N
1
N
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICAL CARE AG & COMMON STOCK
N/A
14223.00000000
NS
605766.36000000
0.258603840679
Long
EC
DE
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COMMON STOCK
30231G102
2400.00000000
NS
USD
245232.00000000
0.104690423973
Long
EC
US
N
1
N
N
N
Yamaha Motor Co., Ltd.
3538004LR5NXILJDHY88
YAMAHA MOTOR CO LTD COMMON STOCK
N/A
3906.00000000
NS
96171.78000000
0.041056079233
Long
EC
JP
N
1
N
N
N
UNITED STATES STEEL CORPORATION
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP COMMON STOCK
912909108
20860.00000000
NS
USD
436391.20000000
0.186296974890
Long
EC
US
N
1
N
N
N
LANTHEUS HOLDINGS, INC.
5299005HUB5IOJGO7S39
LANTHEUS HOLDINGS INC COMMON STOCK
516544103
1286.00000000
NS
USD
111354.74000000
0.047537739536
Long
EC
US
N
1
N
N
N
China Southern Airlines Company Limited
529900AJQ1Q18ABYVX84
CHINA SOUTHERN AIRLINES CO-H COMMON STOCK
N/A
238507.00000000
NS
137408.31000000
0.058660102398
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
684.15000000
0.000292066098
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
56312.31000000
CHF
62472.06000000
USD
2023-06-26
684.15000000
N
N
N
Shenzhen Expressway Corporation Limited
300300TWTZYZK4ZONP37
SHENZHEN EXPRESSWAY CORP-H COMMON STOCK
N/A
46000.00000000
NS
38077.48000000
0.016255413343
Long
EC
HK
N
1
N
N
N
Cosel Co Ltd
N/A
COSEL CO LTD COMMON STOCK
N/A
7300.00000000
NS
57735.39000000
0.024647445918
Long
EC
JP
N
1
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK-H COMMON STOCK
N/A
14000.00000000
NS
8959.86000000
0.003824996501
Long
EC
HK
N
1
N
N
N
Yonghui Superstores Co., Ltd.
300300KBS8U07A3B5A45
YONGHUI SUPERSTORES CO LTD-A COMMON STOCK
N/A
127097.00000000
NS
57426.58000000
0.024515613816
Long
EC
CN
N
1
N
N
N
KERING SA
549300VGEJKB7SVUZR78
KERING COMMON STOCK
N/A
740.00000000
NS
393154.58000000
0.167839106101
Long
EC
FR
N
1
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO COMMON STOCK
134429109
218.00000000
NS
USD
11019.90000000
0.004704434996
Long
EC
US
N
1
N
N
N
Munters Group AB
549300KYCB37YAVUV523
MUNTERS GROUP AB COMMON STOCK
N/A
3397.00000000
NS
41012.70000000
0.017508469332
Long
EC
SE
Y
1
N
N
N
HOULIHAN LOKEY, INC.
549300S3CNGTQ1QZVY46
HOULIHAN LOKEY INC COMMON STOCK
441593100
379.00000000
NS
USD
33090.49000000
0.014126449352
Long
EC
US
N
1
N
N
N
LIVENT CORPORATION
254900OOLQ2VNMZTJL47
LIVENT CORP COMMON STOCK
53814L108
3204.00000000
NS
USD
73852.20000000
0.031527770149
Long
EC
US
N
1
N
N
N
THE CANARA BANK LIMITED
335800E4RH82Z8XC3C30
CANARA BANK COMMON STOCK
Y1081F109
6596.00000000
NS
24691.58000000
0.010540924425
Long
EC
IN
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE COMMON STOCK
N/A
151.00000000
NS
32228.36000000
0.013758402950
Long
EC
DE
N
1
N
N
N
CATALYST PHARMACEUTICALS, INC.
5299004O0R5XXLA5H544
CATALYST PHARMACEUTICALS INC COMMON STOCK
14888U101
3062.00000000
NS
USD
35366.10000000
0.015097915456
Long
EC
US
N
1
N
N
N
JGC HOLDINGS CORPORATION
5493003WMGG79YLARU68
JGC HOLDINGS CORP COMMON STOCK
N/A
20900.00000000
NS
254153.81000000
0.108499176793
Long
EC
JP
N
1
N
N
N
NSK Ltd.
353800FVQK6SULSPBC69
NSK LTD COMMON STOCK
N/A
174600.00000000
NS
1055985.40000000
0.450803970265
Long
EC
JP
N
1
N
N
N
SUMITOMO CORPORATION
V82KK8NH1P0JS71FJC05
SUMITOMO CORP COMMON STOCK
N/A
900.00000000
NS
16983.50000000
0.007250317314
Long
EC
JP
N
1
N
N
N
Beijing Capital International Airport Company Limited
5299001QWQN7CK66FE04
BEIJING CAPITAL INTL AIRPO-H COMMON STOCK
N/A
180172.00000000
NS
125665.27000000
0.053646956331
Long
EC
HK
N
1
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COMMON STOCK
032654105
9605.00000000
NS
USD
1706712.45000000
0.728601691425
Long
EC
US
N
1
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT COMMON STOCK
N/A
1013.00000000
NS
29742.03000000
0.012696979719
Long
EC
FR
N
1
N
N
N
Mitsubishi Estate Company, Limited
353800KOFMRGOXSJ5Z65
MITSUBISHI ESTATE CO LTD COMMON STOCK
N/A
90400.00000000
NS
1037191.43000000
0.442780756787
Long
EC
JP
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-233.20000000
-0.00009955391
N/A
DFE
AU
N
2
WESTPAC BANKING CORP
N/A
33914.66000000
USD
52006.86000000
AUD
2023-06-26
-233.20000000
N
N
N
MAGNIT PAO
2534009KKPTVL99W2Y12
MAGNIT PJSC COMMON STOCK
N/A
2567.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
2
N
N
N
GARTNER, INC.
PP55B5R38BFB8O8HH686
GARTNER INC COMMON STOCK
366651107
410.00000000
NS
USD
140572.60000000
0.060010949195
Long
EC
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COMMON STOCK
478160104
14855.00000000
NS
USD
2303416.30000000
0.983336713948
Long
EC
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
52579.00000000
NS
877402.78000000
0.374566406643
Long
EC
GB
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV COMMON STOCK
N20944109
20700.00000000
NS
USD
265581.00000000
0.113377485358
Long
EC
US
N
1
N
N
N
ASELSAN ELEKTRONIK SANAYI VE TICARET ANONIM SIRKETI
7890008XT4M710MU8714
ASELSAN ELEKTRONIK SANAYI COMMON STOCK
N/A
18419.00000000
NS
42268.37000000
0.018044519377
Long
EC
TR
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-1.72000000
-0.00000073427
N/A
DFE
AU
N
2
WESTPAC BANKING CORP
N/A
292.94000000
USD
449.66000000
AUD
2023-06-26
-1.72000000
N
N
N
Taiwan Cooperative Financial Holding Co., Ltd.
N/A
TAIWAN COOPERATIVE FINANCIAL COMMON STOCK
N/A
122542.00000000
NS
111465.26000000
0.047584920922
Long
EC
TW
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/EUR SETTLE 2023-06-01
N/A
1.00000000
NC
115.93000000
0.000049490934
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
22596.09000000
EUR
19530.03000000
GBP
2023-06-01
115.93000000
N
N
N
INTER PARFUMS, INC.
N/A
INTER PARFUMS INC COMMON STOCK
458334109
414.00000000
NS
USD
51998.40000000
0.022198304226
Long
EC
US
N
1
N
N
N
SNAP-ON INCORPORATED
HHWAT5TDOYZMM26KKQ73
SNAP-ON INC COMMON STOCK
833034101
181.00000000
NS
USD
45043.66000000
0.019229300673
Long
EC
US
N
1
N
N
N
KINGDEE INTERNATIONAL SOFTWARE GROUP COMPANY LIMITED
529900SWRZN94C5SZO63
KINGDEE INTERNATIONAL SFTWR COMMON STOCK
N/A
16000.00000000
NS
21256.35000000
0.009074412367
Long
EC
HK
N
1
N
N
N
Mitsubishi Corporation
KVIPTY4PULAPGC1VVD26
MITSUBISHI CORP COMMON STOCK
N/A
400.00000000
NS
15992.56000000
0.006827281459
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
2.33000000
0.000000994685
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
4198.02000000
SEK
388.65000000
USD
2023-06-26
2.33000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-14.33000000
-0.00000611752
N/A
DFE
SE
N
2
STANDARD CHARTERED
N/A
14534.85000000
USD
157790.88000000
SEK
2023-06-26
-14.33000000
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
600.00000000
NS
USD
88122.00000000
0.037619599160
Long
EC
US
N
1
N
N
N
INDIAN OIL CORPORATION LIMITED
335800J8OBWE4VFUDG88
INDIAN OIL CORP LTD COMMON STOCK
Y3925Y112
30364.00000000
NS
33031.52000000
0.014101274847
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
5.24000000
0.000002236974
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
7408.86000000
SEK
687.03000000
USD
2023-06-26
5.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
40920.51000000
0.017469113089
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
3472766.40000000
EUR
3748385.98000000
USD
2023-06-26
40920.51000000
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
842.00000000
NS
USD
197600.56000000
0.084356390698
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
13300.00000000
NS
USD
1197133.00000000
0.511060389031
Long
EC
US
N
1
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN-CLASS B COMMON STOCK
N/A
22015.00000000
NS
309910.01000000
0.132301699372
Long
EC
HK
N
1
N
N
N
KT&G Corporation
988400ZJV6ISYBLQX875
KT&G CORP COMMON STOCK
N/A
1300.00000000
NS
81883.59000000
0.034956399464
Long
EC
KR
N
1
N
N
N
GEA Group Aktiengesellschaft
549300PHUU0ZZWO8EO07
GEA GROUP AG COMMON STOCK
N/A
244.00000000
NS
10220.43000000
0.004363138374
Long
EC
DE
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-17.72000000
-0.00000756473
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
1925.50000000
USD
1787.01000000
EUR
2023-06-26
-17.72000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-78.17000000
-0.00003337105
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
11813.74000000
USD
10992.66000000
EUR
2023-06-26
-78.17000000
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK
31620M106
15900.00000000
NS
USD
867663.00000000
0.370408459484
Long
EC
US
N
1
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP COMMON STOCK
963320106
800.00000000
NS
USD
103432.00000000
0.044155493297
Long
EC
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE COMMON STOCK
N/A
5336.00000000
NS
695045.29000000
0.296717337423
Long
EC
DE
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO COMMON STOCK
345370860
5900.00000000
NS
USD
70800.00000000
0.030224774977
Long
EC
US
N
1
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC COMMON STOCK
278642103
1400.00000000
NS
USD
59556.00000000
0.025424670883
Long
EC
US
N
1
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC -CL B COMMON STOCK
654106103
11678.00000000
NS
USD
1229226.28000000
0.524761125843
Long
EC
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
LONZA GROUP AG-REG COMMON STOCK
N/A
42.00000000
NS
26160.70000000
0.011168097044
Long
EC
CH
N
1
N
N
N
CONSOLIDATED EDISON, INC.
54930033SBW53OO8T749
CONSOLIDATED EDISON INC COMMON STOCK
209115104
169.00000000
NS
USD
15767.70000000
0.006731287915
Long
EC
US
N
1
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
154.00000000
NS
USD
20528.20000000
0.008763562509
Long
EC
US
N
1
N
N
N
REXEL SA
969500N6AVPA51648T62
REXEL SA COMMON STOCK
N/A
33218.00000000
NS
677108.91000000
0.289060232205
Long
EC
FR
N
1
N
N
N
SENKO Group Holdings Co.,Ltd.
35380077MB9W0NB6BA14
SENKO GROUP HOLDINGS CO LTD COMMON STOCK
N/A
12300.00000000
NS
80993.45000000
0.034576395493
Long
EC
JP
N
1
N
N
N
Guangshen Railway Company Limited
529900YIR2NSEPF1UU41
GUANGSHEN RAILWAY CO LTD-H COMMON STOCK
N/A
56000.00000000
NS
15666.34000000
0.006688016966
Long
EC
HK
N
1
N
N
N
ARTHUR J. GALLAGHER & CO.
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO COMMON STOCK
363576109
258.00000000
NS
USD
51685.14000000
0.022064572403
Long
EC
US
N
1
N
N
N
INFOSYS LIMITED
335800TYLGG93MM7PR89
INFOSYS LTD-SP ADR DEPOSITARY RECEIPT
456788108
6553.00000000
NS
USD
104585.88000000
0.044648088825
Long
EC
US
N
1
N
N
N
HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED
335800OX2H9AP7NHLT64
HOUSING DEVELOPMENT FINANCE COMMON STOCK
Y37246207
245.00000000
NS
7819.21000000
0.003338048908
Long
EC
IN
N
1
N
N
N
KIATNAKIN PHARTRA BANK PUBLIC COMPANY LIMITED - WT
N/A
KIATNAKIN PHARTRA BANK PUBLIC COMPANY LIMITED - WT ISSUE 1:1 / TERMS 1:12
N/A
3858.00000000
NC
0.00000000
0.000000
N/A
DE
TH
N
2
KIATNAKIN PHARTRA BANK PUBLIC COMPANY LIMITED - WT
N/A
Call
Purchased
N/A
N/A
3858.00000000
70.00000000
THB
2027-01-03
XXXX
0.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
206735.99000000
0.088256338665
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
17544891.67000000
EUR
18937359.54000000
USD
2023-06-26
206735.99000000
N
N
N
Wiwynn Corporation
254900FV2R15PMKXFL69
WIWYNN CORP COMMON STOCK
N/A
4000.00000000
NS
151004.80000000
0.064464492945
Long
EC
TW
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-10.69000000
-0.00000456359
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1676987.00000000
JPY
12039.75000000
USD
2023-06-26
-10.69000000
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
30062.00000000
NS
USD
3693717.94000000
1.576861491069
Long
EC
US
N
1
N
N
N
Schlumberger N.V.
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD COMMON STOCK
806857108
6722.00000000
NS
USD
287903.26000000
0.122906938543
Long
EC
US
N
1
N
N
N
TURKIYE IS BANKASI ANONIM SIRKETI
789000FIRX9MDN0KTM91
TURKIYE IS BANKASI-C COMMON STOCK
N/A
101413.00000000
NS
54629.14000000
0.023321376606
Long
EC
TR
N
1
N
N
N
NTT DATA CORPORATION
353800SZGJGSLJRRWB43
NTT DATA CORP COMMON STOCK
N/A
2951.00000000
NS
42179.77000000
0.018006695718
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
124.06000000
0.000052961660
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
223340.22000000
SEK
20676.69000000
USD
2023-06-26
124.06000000
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
4900.00000000
NS
USD
186298.00000000
0.079531287129
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
36.41000000
0.000015543560
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
9216.42000000
AUD
6005.29000000
USD
2023-06-26
36.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
967.26000000
0.000412926777
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
565642.53000000
CAD
417438.29000000
USD
2023-06-26
967.26000000
N
N
N
LIBERTY ENERGY INC.
N/A
Liberty Energy Inc COMMON STOCK
53115L104
37540.00000000
NS
USD
440719.60000000
0.188144784438
Long
EC
US
N
1
N
N
N
STEADFAST GROUP LTD
N/A
STEADFAST GROUP LTD COMMON STOCK
N/A
18078.00000000
NS
69375.98000000
0.029616855711
Long
EC
AU
N
1
N
N
N
Global Unichip Corp
N/A
GLOBAL UNICHIP CORP COMMON STOCK
N/A
1502.00000000
NS
73077.54000000
0.031197065006
Long
EC
TW
N
1
N
N
N
ARCHER-DANIELS-MIDLAND COMPANY.
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO COMMON STOCK
039483102
2600.00000000
NS
USD
183690.00000000
0.078417922537
Long
EC
US
N
1
N
N
N
AUO Corporation
391200L7PIS4QXYJUQ72
AUO CORP COMMON STOCK
N/A
498000.00000000
NS
285242.86000000
0.121771204202
Long
EC
TW
N
1
N
N
N
BEAZLEY PLC
213800VTOMUWD41GIT12
BEAZLEY PLC COMMON STOCK
N/A
15320.00000000
NS
114970.25000000
0.049081213776
Long
EC
GB
N
1
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP COMMON STOCK
517834107
16200.00000000
NS
USD
893106.00000000
0.381270167814
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
25.80000000
0.000011014112
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
5753.17000000
AUD
3751.75000000
USD
2023-06-26
25.80000000
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
7100.00000000
NS
175880.18000000
0.075083882253
Long
EC
JP
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-40808.68000000
-0.01742137245
N/A
DFE
SE
N
2
STANDARD CHARTERED
N/A
2099657.71000000
USD
22372995.11000000
SEK
2023-06-26
-40808.68000000
N
N
N
AXCELIS TECHNOLOGIES, INC.
529900HF9B6NL1QG9F05
AXCELIS TECHNOLOGIES INC COMMON STOCK
054540208
660.00000000
NS
USD
103983.00000000
0.044390717182
Long
EC
US
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
1852.00000000
NS
58561.11000000
0.024999948759
Long
EC
NL
N
1
N
N
N
SINOPHARM GROUP CO. LTD.
529900N54X78YH9JYK92
SINOPHARM GROUP CO-H COMMON STOCK
N/A
77715.00000000
NS
254640.53000000
0.108706959314
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
168.34000000
0.000071864952
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
122075.37000000
DKK
17676.20000000
USD
2023-06-26
168.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
845.36000000
0.000360887228
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
128960.09000000
EUR
138520.93000000
USD
2023-06-26
845.36000000
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.05000000
0.000000021345
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
520.13000000
USD
4069.44000000
HKD
2023-06-26
0.05000000
N
N
N
ALLIANT ENERGY CORPORATION
5493009ML300G373MZ12
ALLIANT ENERGY CORP COMMON STOCK
018802108
173.00000000
NS
USD
8902.58000000
0.003800543463
Long
EC
US
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
3700.00000000
NS
77729.17000000
0.033182862605
Long
EC
GB
N
1
N
N
N
Intact Corporation financiere
5493009LXGE7Y4U9OY43
INTACT FINANCIAL CORP COMMON STOCK
45823T106
538.00000000
NS
79182.14000000
0.033803140730
Long
EC
CA
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC COMMON STOCK
12503M108
111.00000000
NS
USD
14698.62000000
0.006274893813
Long
EC
US
N
1
N
N
N
Sheng Siong Group Ltd
N/A
SHENG SIONG GROUP LTD COMMON STOCK
N/A
9641.00000000
NS
11527.79000000
0.004921255066
Long
EC
SG
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
10243.00000000
NS
USD
788096.42000000
0.336441199932
Long
EC
US
N
1
N
N
N
Profile Systems and Software SA
21380051TUVZ3KYK5G44
PROFILE SYSTEMS & SOFTWARE S COMMON STOCK
N/A
16000.00000000
NS
66524.52000000
0.028399557168
Long
EC
GR
N
1
N
N
N
BGC PARTNERS, INC.
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC-CL A COMMON STOCK
05541T101
7737.00000000
NS
USD
31489.59000000
0.013443019376
Long
EC
US
N
1
N
N
N
WESFARMERS LIMITED
5493003L32ZX9557ST85
WESFARMERS LTD COMMON STOCK
N/A
504.00000000
NS
15548.19000000
0.006637578305
Long
EC
AU
N
1
N
N
N
TOWNE BANK
54930039UO39UJGI7078
TOWNE BANK COMMON STOCK
89214P109
2150.00000000
NS
USD
49966.00000000
0.021330665346
Long
EC
US
N
1
N
N
N
Central Retail Corporation PCL
N/A
CENTRAL RETAIL CORP-FOREIGN COMMON STOCK
N/A
186500.00000000
NS
225086.21000000
0.096090113670
Long
EC
TH
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GR COMMON STOCK
N/A
26500.00000000
NS
1076956.66000000
0.459756676684
Long
EC
JP
N
1
N
N
N
KURARAY CO.,LTD.
549300W9JPTOE739QZ31
KURARAY CO LTD COMMON STOCK
N/A
33500.00000000
NS
316021.90000000
0.134910887225
Long
EC
JP
N
1
N
N
N
BILL HOLDINGS, INC.
549300IBF9VZZIGOZW63
BILL HOLDINGS INC COMMON STOCK
090043100
143.00000000
NS
USD
14811.94000000
0.006323270529
Long
EC
US
N
1
N
N
N
Guangzhou Baiyun International Airport Company Limited
300300HCH80SKW83W383
GUANGZHOU BAIYUN INTERNATI-A COMMON STOCK
N/A
31600.00000000
NS
63160.86000000
0.026963598600
Long
EC
CN
N
1
N
N
N
MD MEDICAL GROUP INVESTMENTS PLC
213800XKI6VHY4JBS612
MD MEDICAL GROUP IN-GDR REGS DEPOSITARY RECEIPT
55279C200
29105.00000000
NS
USD
0.01000000
0.000000004269
Long
EC
GB
N
2
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
879.00000000
NS
189387.95000000
0.080850397913
Long
EC
FR
N
1
N
N
N
Wistron Corporation
254900DIEONKUALBFM06
WISTRON CORP COMMON STOCK
N/A
80000.00000000
NS
173655.52000000
0.074134166887
Long
EC
TW
N
1
N
N
N
NOVA LJUBLJANSKA BANKA d.d., Ljubljana
5493001BABFV7P27OW30
NOVA LJUBLJANSKA B-GDR REG S DEPOSITARY RECEIPT
66980N203
23774.00000000
NS
377646.70000000
0.161218736279
Long
EC
GB
N
1
N
N
N
PBF ENERGY INC.
2549003PBEDCSZMZIY02
PBF ENERGY INC-CLASS A COMMON STOCK
69318G106
18380.00000000
NS
USD
676567.80000000
0.288829230397
Long
EC
US
N
1
N
N
N
BIM BIRLESIK MAGAZALAR ANONIM SIRKETI
7890001GCDJQD8DJKE29
BIM BIRLESIK MAGAZALAR AS COMMON STOCK
N/A
7321.00000000
NS
49870.69000000
0.021289977164
Long
EC
TR
N
1
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP COMMON STOCK
049560105
243.00000000
NS
USD
28013.04000000
0.011958867661
Long
EC
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
2500.00000000
NS
USD
118250.00000000
0.050481350863
Long
EC
US
N
1
N
N
N
Evergreen Fibreboard Bhd
N/A
EVERGREEN FIBREBOARD BHD COMMON STOCK
N/A
126172.00000000
NS
7107.51000000
0.003034221615
Long
EC
MY
N
1
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP COMMON STOCK
31428X106
3800.00000000
NS
USD
828324.00000000
0.353614498709
Long
EC
US
N
1
N
N
N
Ping An Insurance (Group) Company of China, Ltd.
529900M9MC28JLN35U89
PING AN INSURANCE GROUP CO-H COMMON STOCK
N/A
1500.00000000
NS
9523.20000000
0.004065488376
Long
EC
HK
N
1
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD COMMON STOCK
N/A
5900.00000000
NS
121714.58000000
0.051960392542
Long
EC
SG
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COMMON STOCK
617446448
859.00000000
NS
USD
70231.84000000
0.029982225427
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
22.74000000
0.000009707787
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
27488.96000000
DKK
3965.16000000
USD
2023-06-26
22.74000000
N
N
N
UNI-PRESIDENT CHINA HOLDINGS LTD.
529900JUA05094TOKA73
UNI-PRESIDENT CHINA HOLDINGS COMMON STOCK
N/A
78698.00000000
NS
68360.92000000
0.029183522941
Long
EC
HK
N
1
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC COMMON STOCK
036752103
161.00000000
NS
USD
72099.02000000
0.030779331293
Long
EC
US
N
1
N
N
N
Doosan Bobcat Inc.
9884007K6X0Q0112FX44
DOOSAN BOBCAT INC COMMON STOCK
N/A
5926.00000000
NS
238870.60000000
0.101974719403
Long
EC
KR
N
1
N
N
N
WIRTUALNA POLSKA HOLDING SPOLKA AKCYJNA
259400CSG9BYRIFPJ169
WIRTUALNA POLSKA HOLDING SA COMMON STOCK
N/A
3900.00000000
NS
106915.89000000
0.045642778485
Long
EC
PL
N
1
N
N
N
NK ROSNEFT' PAO
253400JT3MQWNDKMJE44
ROSNEFT OIL CO PJSC COMMON STOCK
N/A
30547.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
3
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
2200.00000000
NS
69653.22000000
0.029735210465
Long
EC
GB
N
1
N
N
N
RESMED INC.
529900T3QE5253CCXF22
RESMED INC COMMON STOCK
761152107
45.00000000
NS
USD
9485.55000000
0.004049415456
Long
EC
US
N
1
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
2258.00000000
NS
USD
251089.60000000
0.107191054509
Long
EC
US
N
1
N
N
N
DCM Holdings Co., Ltd.
353800S1QF5V2DN70A36
DCM HOLDINGS CO LTD COMMON STOCK
N/A
10500.00000000
NS
94166.70000000
0.040200103360
Long
EC
JP
N
1
N
N
N
HYUNDAI MOBIS CO.,LTD
988400HJA9E0ZVDHRS65
HYUNDAI MOBIS CO LTD COMMON STOCK
N/A
661.00000000
NS
111058.96000000
0.047411469989
Long
EC
KR
N
1
N
N
N
NISSIN FOODS HOLDINGS CO.,LTD.
529900YMZMNSHC1W6V41
NISSIN FOODS HOLDINGS CO LTD COMMON STOCK
N/A
1327.00000000
NS
112930.11000000
0.048210270663
Long
EC
JP
N
1
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
46.00000000
NS
USD
29854.92000000
0.012745172866
Long
EC
US
N
1
N
N
N
MANHATTAN ASSOCIATES, INC.
529900Q1GJP7KD52SW51
MANHATTAN ASSOCIATES INC COMMON STOCK
562750109
1586.00000000
NS
USD
287732.12000000
0.122833878260
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
690.00000000
NS
USD
13379.10000000
0.005711585973
Long
EC
US
N
1
N
N
N
NOVATEK MICROELECTRONICS CORP.
N/A
NOVATEK MICROELECTRONICS COR COMMON STOCK
N/A
14297.00000000
NS
197978.15000000
0.084517585229
Long
EC
TW
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
35.00000000
NS
USD
10790.15000000
0.004606353894
Long
EC
US
N
1
N
N
N
AAON, INC.
549300ZHF0E5VM7PUD37
AAON INC COMMON STOCK
000360206
1055.00000000
NS
USD
91373.55000000
0.039007697565
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-2766.01000000
-0.00118081963
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
120669.98000000
USD
196809.78000000
NZD
2023-06-26
-2766.01000000
N
N
N
CHINA CONSTRUCTION BANK CORPORATION
5493001KQW6DM7KEDR62
CHINA CONSTRUCTION BANK-H COMMON STOCK
N/A
545000.00000000
NS
348794.43000000
0.148901598308
Long
EC
HK
N
1
N
N
N
SAWAI GROUP HOLDINGS Co., Ltd.
N/A
SAWAI GROUP HOLDINGS CO LTD COMMON STOCK
N/A
10400.00000000
NS
245642.92000000
0.104865847201
Long
EC
JP
N
1
N
N
N
ENOVA INTERNATIONAL, INC.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC COMMON STOCK
29357K103
599.00000000
NS
USD
27865.48000000
0.011895873766
Long
EC
US
N
1
N
N
N
Barloworld Limited
37890086DF1523D53926
BARLOWORLD LTD COMMON STOCK
N/A
12062.00000000
NS
50655.38000000
0.021624964151
Long
EC
ZA
N
1
N
N
N
SONOCO PRODUCTS COMPANY.
GKOMIK4RDJGHEF0VNP11
SONOCO PRODUCTS CO COMMON STOCK
835495102
1500.00000000
NS
USD
89790.00000000
0.038331674367
Long
EC
US
N
1
N
N
N
X5 RETAIL GROUP NV
213800J17UJJJDGUVF56
X 5 RETAIL GROUP NV-REGS GDR DEPOSITARY RECEIPT
98387E205
9308.00000000
NS
USD
0.01000000
0.000000004269
Long
EC
GB
N
2
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE COMMON STOCK
824348106
6663.00000000
NS
USD
1517698.14000000
0.647910801774
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-14.50000000
-0.00000619010
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1434.32000000
USD
1294.00000000
CHF
2023-06-26
-14.50000000
N
N
N
SAPPI LIMITED
549300SSI7XQH8ESJG95
SAPPI LIMITED COMMON STOCK
N/A
52567.00000000
NS
115764.78000000
0.049420401494
Long
EC
ZA
N
1
N
N
N
SERCO GROUP PLC
549300PT2CIHYN5GWJ21
SERCO GROUP PLC COMMON STOCK
N/A
21515.00000000
NS
38105.37000000
0.016267319684
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
43.81000000
0.000018702646
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
49756.96000000
NOK
4515.60000000
USD
2023-06-26
43.81000000
N
N
N
Murata Manufacturing Co., Ltd.
529900QZG6DL8ZRI7140
MURATA MANUFACTURING CO LTD COMMON STOCK
N/A
6400.00000000
NS
375575.99000000
0.160334742722
Long
EC
JP
N
1
N
N
N
ITC LIMITED
335800WLOU3OFWFTMP43
ITC LTD COMMON STOCK
N/A
53547.00000000
NS
288343.29000000
0.123094788934
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
9.80000000
0.000004183655
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
5043.27000000
GBP
6263.05000000
USD
2023-06-26
9.80000000
N
N
N
CNOOC Energy Technology & Services Limited
N/A
CNOOC ENERGY TECHNOLOGY & -A COMMON STOCK
N/A
316900.00000000
NS
147200.33000000
0.062840351001
Long
EC
CN
N
1
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
3800.00000000
NS
54178.86000000
0.023129150452
Long
EC
JP
N
1
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC COMMON STOCK
745867101
1916.00000000
NS
USD
126609.28000000
0.054049957600
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.76000000
0.000000324446
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3050.22000000
USD
424587.00000000
JPY
2023-06-26
0.76000000
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
300.00000000
NS
USD
96324.00000000
0.041121062499
Long
EC
US
N
1
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP COMMON STOCK
126650100
16600.00000000
NS
USD
1129298.00000000
0.482101383231
Long
EC
US
N
1
N
N
N
MYTILINEOS S.A.
213800KT8MEUJEJ2KW41
MYTILINEOS S.A. COMMON STOCK
N/A
5212.00000000
NS
163805.71000000
0.069929247525
Long
EC
GR
N
1
N
N
N
MAHINDRA AND MAHINDRA FINANCIAL SERVICES LIMITED
3358004E2XAMX9DYZM69
MAHINDRA & MAHINDRA FIN SECS COMMON STOCK
N/A
68804.00000000
NS
236438.15000000
0.100936297738
Long
EC
IN
N
1
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
7100.00000000
NS
USD
1069402.00000000
0.456531565123
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-127.98000000
-0.00005463512
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
11686.27000000
USD
10534.00000000
CHF
2023-06-26
-127.98000000
N
N
N
TRI POINTE HOMES, INC.
N/A
TRI POINTE HOMES INC COMMON STOCK
87265H109
2555.00000000
NS
USD
74631.55000000
0.031860477471
Long
EC
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
1500.00000000
NS
USD
86775.00000000
0.037044560009
Long
EC
US
N
1
N
N
N
AXON ENTERPRISE, INC.
549300QP2IEEGFE16681
AXON ENTERPRISE INC COMMON STOCK
05464C101
1625.00000000
NS
USD
313478.75000000
0.133825207331
Long
EC
US
N
1
N
N
N
ALPHA METALLURGICAL RESOURCES, INC.
N/A
ALPHA METALLURGICAL RESOURCE COMMON STOCK
020764106
3300.00000000
NS
USD
445401.00000000
0.190143290958
Long
EC
US
N
1
N
N
N
GAZPROM NEFT' PAO
253400KXA9P2AN72P004
GAZPROM NEFT PJSC COMMON STOCK
N/A
7643.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
2
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
65.61000000
0.000028009145
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
11948.63000000
USD
1671949.00000000
JPY
2023-06-26
65.61000000
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO COMMON STOCK
406216101
1401.00000000
NS
USD
40138.65000000
0.017135334239
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1907.72000000
0.000814412538
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
192363.49000000
EUR
207271.66000000
USD
2023-06-26
1907.72000000
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
6600.00000000
NS
75927.32000000
0.032413646351
Long
EC
GB
N
1
N
N
N
Bank of Communications Co., Ltd.
549300AX1UM10U30HK09
BANK OF COMMUNICATIONS CO-H COMMON STOCK
N/A
167000.00000000
NS
107731.61000000
0.045991012291
Long
EC
HK
N
1
N
N
N
MAVI GIYIM SANAYI VE TICARET ANONIM SIRKETI
7890004V7753Z4N1L403
MAVI GIYIM SANAYI VE TICA-B COMMON STOCK
N/A
59408.00000000
NS
154986.75000000
0.066164401741
Long
EC
TR
Y
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
11789.00000000
NS
USD
2149724.15000000
0.917724981609
Long
EC
US
N
1
N
N
N
Hexatronic Group AB
2138001VSY1B4U9JLM82
HEXATRONIC GROUP AB COMMON STOCK
N/A
2938.00000000
NS
18210.65000000
0.007774192068
Long
EC
SE
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-57.93000000
-0.00002473052
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
6293.37000000
USD
5840.71000000
EUR
2023-06-26
-57.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
8.56000000
0.000003654294
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
14997.92000000
DKK
2159.54000000
USD
2023-06-26
8.56000000
N
N
N
GENERAL ELECTRIC COMPANY
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO COMMON STOCK
369604301
2330.00000000
NS
USD
236564.90000000
0.100990407770
Long
EC
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC COMMON STOCK
N/A
1287800.00000000
NS
704998.83000000
0.300966539495
Long
EC
GB
N
1
N
N
N
OIL INDIA LIMITED
335800XXEP14XISP1A16
OIL INDIA LTD COMMON STOCK
Y64210100
37200.00000000
NS
115671.22000000
0.049380460394
Long
EC
IN
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC COMMON STOCK
N/A
70020.00000000
NS
740953.30000000
0.316315632224
Long
EC
GB
N
1
N
N
N
Pou Chen Corporation
25490027LIXQ7W4PBH18
POU CHEN COMMON STOCK
N/A
79000.00000000
NS
81371.74000000
0.034737888856
Long
EC
TW
N
1
N
N
N
BENEFIT SYSTEMS SPOLKA AKCYJNA
2594007UY43JEUOLID52
BENEFIT SYSTEMS SA COMMON STOCK
N/A
468.00000000
NS
146344.56000000
0.062475019706
Long
EC
PL
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
2200.00000000
NS
USD
105556.00000000
0.045062236547
Long
EC
US
N
1
N
N
N
MACNICA HOLDINGS, INC.
N/A
MACNICA HOLDINGS INC COMMON STOCK
N/A
658.00000000
NS
23971.80000000
0.010233647751
Long
EC
JP
N
1
N
N
N
TRANSMEDICS GROUP, INC.
549300060GVOSMWARH50
TRANSMEDICS GROUP INC COMMON STOCK
89377M109
602.00000000
NS
USD
43741.32000000
0.018673327037
Long
EC
US
N
1
N
N
N
PT Kalbe Farma Tbk
529900PRQI8S32HOE387
KALBE FARMA TBK PT COMMON STOCK
N/A
357763.00000000
NS
48449.56000000
0.020683291649
Long
EC
ID
N
1
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
872.00000000
NS
23106.77000000
0.009864363329
Long
EC
SE
N
1
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
8796.00000000
NS
USD
1572285.00000000
0.671214128896
Long
EC
US
N
1
N
N
N
Bangkok Bank Public Company Limited
549300CCL2BKJGMYXV60
BANGKOK BANK PUBLIC CO LTD COMMON STOCK
N/A
26500.00000000
NS
124123.56000000
0.052988794780
Long
EC
TH
N
1
N
N
N
WOOLWORTHS GROUP LIMITED
QNWEWQBS7HP85QHXQL92
WOOLWORTHS GROUP LTD COMMON STOCK
N/A
802.00000000
NS
19483.76000000
0.008317687312
Long
EC
AU
N
1
N
N
N
Bumrungrad Hospital Public Company Limited
N/A
BUMRUNGRAD HOSPITAL PCL COMMON STOCK
N/A
7169.00000000
NS
45939.28000000
0.019611644076
Long
EC
TH
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.43000000
0.000000183568
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
617.53000000
USD
4834.33000000
HKD
2023-06-26
0.43000000
N
N
N
Amdocs Limited
549300HQV672RJ7RQV66
AMDOCS LTD COMMON STOCK
G02602103
2500.00000000
NS
USD
235425.00000000
0.100503780354
Long
EC
US
N
1
N
N
N
AISIN CORPORATION
3538004IOK08PDY6I723
AISIN CORP COMMON STOCK
N/A
35200.00000000
NS
1010285.22000000
0.431294398839
Long
EC
JP
N
1
N
N
N
BADGER METER, INC.
5493002JENE20OGTUG20
BADGER METER INC COMMON STOCK
056525108
733.00000000
NS
USD
101058.71000000
0.043142327249
Long
EC
US
N
1
N
N
N
GAZPROM PAO
213800FD9J2IHTA7YX78
GAZPROM PJSC COMMON STOCK
N/A
54000.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
3
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-7.65000000
-0.00000326581
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1265.03000000
USD
8767.20000000
DKK
2023-06-26
-7.65000000
N
N
N
BANK POLSKA KASA OPIEKI - SPOLKA AKCYJNA
5493000LKS7B3UTF7H35
BANK PEKAO SA COMMON STOCK
N/A
16529.00000000
NS
374086.06000000
0.159698686240
Long
EC
PL
N
1
N
N
N
CG POWER AND INDUSTRIAL SOLUTIONS LIMITED
335800KN5UTZKUZN2703
CG POWER AND INDUSTRIAL SOLU COMMON STOCK
N/A
14937.00000000
NS
70927.91000000
0.030279380217
Long
EC
IN
N
1
N
N
N
KPJ HEALTHCARE BERHAD
N/A
KPJ HEALTHCARE BERHAD COMMON STOCK
N/A
122000.00000000
NS
31190.55000000
0.013315358124
Long
EC
MY
N
1
N
N
N
OAKTREE SPECIALTY LENDING CORPORATION
549300J6MGCEU5928620
OAKTREE SPECIALTY LENDING CO COMMON STOCK
67401P405
6000.00000000
NS
USD
112260.00000000
0.047924198290
Long
EC
US
N
1
N
N
N
Alsea, S.A.B. de C.V.
4469000001BJLPKNUN21
ALSEA SAB DE CV COMMON STOCK
N/A
40282.00000000
NS
116706.82000000
0.049822561763
Long
EC
MX
N
1
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
5200.00000000
NS
USD
335088.00000000
0.143050273979
Long
EC
US
N
1
N
N
N
TATA MOTORS LIMITED
335800BO2LHWJJ8TZI32
TATA MOTORS LTD COMMON STOCK
Y85740267
14938.00000000
NS
95028.27000000
0.040567910695
Long
EC
IN
N
1
N
N
N
EXTREME NETWORKS, INC.
549300WRECW11X94UB57
EXTREME NETWORKS INC COMMON STOCK
30226D106
3164.00000000
NS
USD
65178.40000000
0.027824893692
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-37.92000000
-0.00001618818
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6263.52000000
USD
866379.00000000
JPY
2023-06-26
-37.92000000
N
N
N
KGHM POLSKA MIEDZ SPOLKA AKCYJNA
G30CO71KTT9JDYJESN22
KGHM POLSKA MIEDZ SA COMMON STOCK
N/A
5006.00000000
NS
123112.35000000
0.052557105589
Long
EC
PL
N
1
N
N
N
Axfood AB
549300QIXCZWZLHE8L05
AXFOOD AB COMMON STOCK
N/A
942.00000000
NS
20253.23000000
0.008646176826
Long
EC
SE
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
MERCEDES-BENZ GROUP AG COMMON STOCK
N/A
1927.00000000
NS
143333.46000000
0.061189570272
Long
EC
DE
N
1
N
N
N
FLEX LTD.
549300EAQH74YHD07T53
FLEX LTD COMMON STOCK
Y2573F102
10254.00000000
NS
USD
260349.06000000
0.111143951329
Long
EC
US
N
1
N
N
N
VICTORIA'S SECRET & CO.
5493006T3O70U3UWVF17
VICTORIA'S SECRET & CO COMMON STOCK
926400102
10650.00000000
NS
USD
217473.00000000
0.092840006902
Long
EC
US
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
1300.00000000
NS
131496.80000000
0.056136457489
Long
EC
FR
N
1
N
N
N
Sok Marketler Ticaret AS
7890005KB5WP0KUURR88
SOK MARKETLER TICARET AS COMMON STOCK
N/A
69998.00000000
NS
91983.60000000
0.039268130107
Long
EC
TR
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
3417.00000000
NS
728498.57000000
0.310998663133
Long
EC
DE
N
1
N
N
N
JELD-WEN HOLDING, INC.
529900AXX7CT9GZSCS30
JELD-WEN HOLDING INC COMMON STOCK
47580P103
49180.00000000
NS
USD
643766.20000000
0.274826109226
Long
EC
US
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG PREFERRED STOCK
N/A
224.00000000
NS
22961.19000000
0.009802214702
Long
EP
DE
N
1
N
N
N
ALKERMES PUBLIC LIMITED COMPANY
N/A
ALKERMES PLC COMMON STOCK
G01767105
672.00000000
NS
USD
19440.96000000
0.008299415838
Long
EC
US
N
1
N
N
N
YAMATO HOLDINGS CO.,LTD.
N/A
YAMATO HOLDINGS CO LTD COMMON STOCK
N/A
7400.00000000
NS
135219.55000000
0.057725712872
Long
EC
JP
N
1
N
N
N
SYNOPSYS, INC.
QG7T915N9S0NY5UKNE63
SYNOPSYS INC COMMON STOCK
871607107
42.00000000
NS
USD
19108.32000000
0.008157410624
Long
EC
US
N
1
N
N
N
JASTRZEBSKA SPOLKA WEGLOWA SPOLKA AKCYJNA
259400D4E0H5BGXNIK97
JASTRZEBSKA SPOLKA WEGLOWA S COMMON STOCK
N/A
11459.00000000
NS
103591.03000000
0.044223383777
Long
EC
PL
N
1
N
N
N
Air China Limited
213800I9TWC9K22N4502
AIR CHINA LTD-H COMMON STOCK
N/A
94000.00000000
NS
71446.36000000
0.030500708389
Long
EC
HK
N
1
N
N
N
ENPHASE ENERGY, INC.
5493008U7KIGMI59Z314
ENPHASE ENERGY INC COMMON STOCK
29355A107
3.00000000
NS
USD
521.64000000
0.000222689994
Long
EC
US
N
1
N
N
N
VARUN BEVERAGES LIMITED
33580058NWEMWBDNMD48
VARUN BEVERAGES LTD COMMON STOCK
N/A
5905.00000000
NS
120941.59000000
0.051630400327
Long
EC
IN
N
1
N
N
N
G-III APPAREL GROUP, LTD.
529900O5KABM3R3SFM87
G-III APPAREL GROUP LTD COMMON STOCK
36237H101
21940.00000000
NS
USD
352795.20000000
0.150609541429
Long
EC
US
N
1
N
N
N
GAMUDA BERHAD
254900RW4N94L9KA9137
GAMUDA BHD COMMON STOCK
N/A
44752.00000000
NS
43050.35000000
0.018378349455
Long
EC
MY
N
1
N
N
N
AMP LIMITED
5299000D93LTLU0UJR35
AMP LTD COMMON STOCK
N/A
79293.00000000
NS
56189.23000000
0.023987384645
Long
EC
AU
N
1
N
N
N
WARNER BROS. DISCOVERY, INC.
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC COMMON STOCK
934423104
41600.00000000
NS
USD
469248.00000000
0.200323661140
Long
EC
US
N
1
N
N
N
Nippon Television Holdings, Inc.
353800QI43C3H97E4W63
NIPPON TELEVISION HOLDINGS COMMON STOCK
N/A
37200.00000000
NS
336814.23000000
0.143787207783
Long
EC
JP
N
1
N
N
N
DILLARD'S, INC.
529900FGYKMWL6019P91
DILLARDS INC-CL A COMMON STOCK
254067101
158.00000000
NS
USD
43498.98000000
0.018569871218
Long
EC
US
N
1
N
N
N
TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI
8156009E94ED54DE7C31
TERNA-RETE ELETTRICA NAZIONA COMMON STOCK
N/A
1119.00000000
NS
9343.29000000
0.003988684149
Long
EC
IT
N
1
N
N
N
DAIICHI SANKYO COMPANY, LIMITED
353800XGIU2IHQGC9504
DAIICHI SANKYO CO LTD COMMON STOCK
N/A
1900.00000000
NS
61739.97000000
0.026357015542
Long
EC
JP
N
1
N
N
N
M/I HOMES, INC.
5299005M71FH9CCSFB69
M/I HOMES INC COMMON STOCK
55305B101
9250.00000000
NS
USD
653697.50000000
0.279065816963
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-225527.59000000
-0.09627854038
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
20658701.19000000
USD
19139662.72000000
EUR
2023-06-26
-225527.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-409.85000000
-0.00017496644
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
74700.92000000
GBP
92213.28000000
USD
2023-06-26
-409.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1576.17000000
0.000672872649
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
404758.55000000
SGD
300648.71000000
USD
2023-06-26
1576.17000000
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
9300.00000000
NS
USD
1195887.00000000
0.510528467143
Long
EC
US
N
1
N
N
N
OSHKOSH CORPORATION
549300FEKNPCFSA2B506
OSHKOSH CORP COMMON STOCK
688239201
5134.00000000
NS
USD
379043.22000000
0.161814915696
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1.18000000
0.000000503746
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
807.73000000
SGD
598.00000000
USD
2023-06-26
1.18000000
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
105.00000000
NS
USD
33713.40000000
0.014392371874
Long
EC
US
N
1
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC COMMON STOCK
15189T107
911.00000000
NS
USD
25699.31000000
0.010971127991
Long
EC
US
N
1
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
4600.00000000
NS
84276.12000000
0.035977779138
Long
EC
FR
N
1
N
N
N
HON HAI PRECISION INDUSTRY CO., LTD.
30030004CM3GSZXX7O56
HON HAI PRECISION INDUSTRY COMMON STOCK
N/A
38000.00000000
NS
131706.13000000
0.056225821220
Long
EC
TW
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
80.00000000
NS
USD
190947.20000000
0.081516047353
Long
EC
US
N
1
N
N
N
DEXUS
N/A
DEXUS REIT
N/A
15200.00000000
NS
80758.98000000
0.034476299405
Long
EC
AU
N
1
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
94.00000000
NS
USD
41641.06000000
0.017776718479
Long
EC
US
N
1
N
N
N
SHOUGANG FUSHAN RESOURCES GROUP LIMITED
529900OPUNJYLOX4OL37
SHOUGANG FUSHAN RESOURCES GR COMMON STOCK
N/A
264000.00000000
NS
80937.63000000
0.034552565734
Long
EC
HK
N
1
N
N
N
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY
635400GAUMJCLEZRRV50
JAZZ PHARMACEUTICALS PLC COMMON STOCK
G50871105
600.00000000
NS
USD
76896.00000000
0.032827179331
Long
EC
US
N
1
N
N
N
SUN HUNG KAI PROPERTIES LIMITED
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES COMMON STOCK
N/A
5000.00000000
NS
63679.62000000
0.027185059112
Long
EC
HK
N
1
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS, INC.
549300KZDJZQ2YIHRC28
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK
11133T103
208.00000000
NS
USD
30517.76000000
0.013028141650
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-0.09000000
-0.00000003842
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
826.98000000
HKD
105.62000000
USD
2023-06-26
-0.09000000
N
N
N
SUMITOMO HEAVY INDUSTRIES, LTD.
353800VSTEIRMBC3S374
SUMITOMO HEAVY INDUSTRIES COMMON STOCK
N/A
13000.00000000
NS
289374.80000000
0.123535144268
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-122.76000000
-0.00005240668
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
3128368.00000000
JPY
22356.97000000
USD
2023-06-26
-122.76000000
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC COMMON STOCK
548661107
10583.00000000
NS
USD
2128558.79000000
0.908689413200
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
13.31000000
0.000005682086
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
3369.27000000
AUD
2195.37000000
USD
2023-06-26
13.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
2.94000000
0.000001255096
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
6221.33000000
NOK
562.07000000
USD
2023-06-26
2.94000000
N
N
N
CHINA RESOURCES MEDICAL HOLDINGS COMPANY LIMITED
529900M3NPCL2RKPWJ72
CHINA RESOURCES MEDICAL HOLD COMMON STOCK
N/A
93770.00000000
NS
74026.58000000
0.031602213599
Long
EC
HK
N
1
N
N
N
FUJI MEDIA HOLDINGS, INC.
353800TG2T8DSPV7H313
FUJI MEDIA HOLDINGS INC COMMON STOCK
N/A
18600.00000000
NS
178391.73000000
0.076156071993
Long
EC
JP
N
1
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
12850.00000000
NS
USD
532504.00000000
0.227327875349
Long
EC
US
N
1
N
N
N
BUDIMEX SPOLKA AKCYJNA
25940093SDJZW2C1V355
BUDIMEX COMMON STOCK
N/A
1884.00000000
NS
149054.49000000
0.063631898582
Long
EC
PL
N
1
N
N
N
Nishi-Nippon Financial Holdings, Inc.
N/A
NISHI-NIPPON FINANCIAL HOLDI COMMON STOCK
N/A
39100.00000000
NS
298046.02000000
0.127236919315
Long
EC
JP
N
1
N
N
N
JFE Holdings, Inc.
N/A
JFE HOLDINGS INC COMMON STOCK
N/A
31600.00000000
NS
389925.20000000
0.166460472148
Long
EC
JP
N
1
N
N
N
AMKOR TECHNOLOGY, INC.
529900VHLRTKPWZJBM84
AMKOR TECHNOLOGY INC COMMON STOCK
031652100
2427.00000000
NS
USD
60141.06000000
0.025674435104
Long
EC
US
N
1
N
N
N
N/A
N/A
EURO STOXX 50 JUN23 PHYSICAL INDEX FUTURE.
N/A
85.00000000
NC
3821375.28000000
1.631358869257
N/A
DE
DE
N
1
J.P. MORGAN SECURITIES
N/A
Long
DJ EURO STOXX 50 FUTR Jun 2023
N/A
N/A
2023-06-19
3918331.74000000
EUR
-96956.46000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
12506.01000000
0.005338860707
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
890176.37000000
CHF
989239.84000000
USD
2023-06-26
12506.01000000
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC COMMON STOCK
N/A
143206.00000000
NS
804561.99000000
0.343470411064
Long
EC
GB
N
1
N
N
N
THE HARTFORD FINANCIAL SERVICES GROUP, INC.
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP COMMON STOCK
416515104
2900.00000000
NS
USD
198708.00000000
0.084829160823
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1.05000000
0.000000448248
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1479.93000000
SGD
1094.56000000
USD
2023-06-26
1.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
0.41000000
0.000000175030
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
34.72000000
CHF
38.51000000
USD
2023-06-26
0.41000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
144.61000000
0.000061734529
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
162908.97000000
USD
22691183.00000000
JPY
2023-06-26
144.61000000
N
N
N
REGENCY CENTERS CORPORATION
529900053A7X7FJ97S58
REGENCY CENTERS CORP REIT
758849103
236.00000000
NS
USD
13279.72000000
0.005669160293
Long
EC
US
N
1
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP COMMON STOCK
626717102
14700.00000000
NS
USD
511560.00000000
0.218386806322
Long
EC
US
N
1
N
N
N
KYORIN Pharmaceutical Co., Ltd.
N/A
KYORIN PHARMACEUTICAL CO LTD COMMON STOCK
N/A
12900.00000000
NS
159824.64000000
0.068229714405
Long
EC
JP
N
1
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
402.00000000
NS
USD
152092.68000000
0.064928912835
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-0.34000000
-0.00000014514
N/A
DFE
NO
N
2
WESTPAC BANKING CORP
N/A
35.10000000
USD
386.76000000
NOK
2023-06-26
-0.34000000
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF S.A.-SPONSORED ADR DEPOSITARY RECEIPT
984245100
710.00000000
NS
USD
7802.90000000
0.003331086111
Long
EC
US
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
10.60000000
0.000004525178
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12362.98000000
USD
96799.39000000
HKD
2023-06-26
10.60000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-3808.42000000
-0.00162582821
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
9363990.73000000
USD
7549024.15000000
GBP
2023-06-26
-3808.42000000
N
N
N
AGILENT TECHNOLOGIES, INC.
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC COMMON STOCK
00846U101
2471.00000000
NS
USD
285820.57000000
0.122017830681
Long
EC
US
N
1
N
N
N
CINCINNATI FINANCIAL CORPORATION
254900Q4WEDMZBOZ0002
CINCINNATI FINANCIAL CORP COMMON STOCK
172062101
386.00000000
NS
USD
37249.00000000
0.015901732247
Long
EC
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA COMMON STOCK
N/A
1212.00000000
NS
13815.25000000
0.005897779978
Long
EC
FR
N
1
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA COMMON STOCK
N/A
3600.00000000
NS
77641.79000000
0.033145559768
Long
EC
ES
N
1
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
252.00000000
NS
11847.76000000
0.005057851412
Long
EC
IE
N
1
N
N
N
MURPHY USA INC.
549300Y081F8XIKQIO72
MURPHY USA INC COMMON STOCK
626755102
93.00000000
NS
USD
25707.06000000
0.010974436494
Long
EC
US
N
1
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC COMMON STOCK
235825205
27080.00000000
NS
USD
348519.60000000
0.148784272391
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-489.00000000
-0.00020875586
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
53129.04000000
USD
49307.69000000
EUR
2023-06-26
-489.00000000
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
INTUIT INC COMMON STOCK
461202103
78.00000000
NS
USD
32691.36000000
0.013956059318
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-74593.17000000
-0.03184409291
N/A
DFE
AU
N
2
WESTPAC BANKING CORP
N/A
4899201.33000000
USD
7449579.91000000
AUD
2023-06-26
-74593.17000000
N
N
N
ICICI BANK LIMITED
R7RX8ER1V4666J8D1I38
ICICI BANK LTD COMMON STOCK
Y3860Z132
922.00000000
NS
10577.74000000
0.004515675300
Long
EC
IN
N
1
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
790.00000000
NS
USD
45211.70000000
0.019301037554
Long
EC
US
N
1
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC COMMON STOCK
444859102
274.00000000
NS
USD
137512.38000000
0.058704530256
Long
EC
US
N
1
N
N
N
TRAVIS PERKINS PLC
2138001I27OUBAF22K83
TRAVIS PERKINS PLC COMMON STOCK
N/A
32810.00000000
NS
355085.17000000
0.151587137869
Long
EC
GB
N
1
N
N
N
WILLSCOT MOBILE MINI HOLDINGS CORP.
549300HJ4VIXF476Q166
WILLSCOT MOBILE MINI HOLDING COMMON STOCK
971378104
3653.00000000
NS
USD
157371.24000000
0.067182349109
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-58.47000000
-0.00002496105
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
17721.98000000
GBP
21915.36000000
USD
2023-06-26
-58.47000000
N
N
N
Metso Oyj
549300R0VN9C371W0E07
METSO CORP COMMON STOCK
N/A
41686.00000000
NS
454857.37000000
0.194180249367
Long
EC
FI
N
1
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
267.00000000
NS
USD
17827.59000000
0.007610662374
Long
EC
US
N
1
N
N
N
HANWHA CORP
988400JE9FIHQS7TX614
HANWHA CORPORATION COMMON STOCK
N/A
4472.00000000
NS
102765.87000000
0.043871120001
Long
EC
KR
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD COMMON STOCK
N/A
734.00000000
NS
39485.85000000
0.016856651568
Long
EC
KR
N
1
N
N
N
Sumitomo Electric Industries, Ltd.
5493005SP87FL5TOS202
SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK
N/A
35600.00000000
NS
421446.52000000
0.179917037177
Long
EC
JP
N
1
N
N
N
Kirin Holdings Company, Limited
353800GBVL72LLMTYM96
KIRIN HOLDINGS CO LTD COMMON STOCK
497350108
68100.00000000
NS
1013591.60000000
0.432705904368
Long
EC
JP
N
1
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO COMMON STOCK
37045V100
12070.00000000
NS
USD
391188.70000000
0.166999864849
Long
EC
US
N
1
N
N
N
CROCS, INC.
549300B0J6YCXD63OG72
CROCS INC COMMON STOCK
227046109
669.00000000
NS
USD
75115.32000000
0.032067000626
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
18.11000000
0.000007731224
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6987.32000000
USD
9514.63000000
CAD
2023-06-26
18.11000000
N
N
N
DAEWON PHARMACEUTICAL CO.,LTD
N/A
DAEWON PHARMACEUTICAL CO LTD COMMON STOCK
N/A
3649.00000000
NS
39589.83000000
0.016901041005
Long
EC
KR
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.43000000
0.000000183568
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
538.42000000
USD
4215.44000000
HKD
2023-06-26
0.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-89.34000000
-0.00003813956
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
2276700.00000000
JPY
16270.50000000
USD
2023-06-26
-89.34000000
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD COMMON STOCK
N/A
3500.00000000
NS
78274.35000000
0.033415601910
Long
EC
SG
N
1
N
N
N
ALLEGRO MICROSYSTEMS, INC
N/A
ALLEGRO MICROSYSTEMS INC COMMON STOCK
01749D105
1490.00000000
NS
USD
58601.70000000
0.025017276777
Long
EC
US
N
1
N
N
N
RHB BANK BERHAD
549300ZHRPSV7QIUJT80
RHB BANK BHD COMMON STOCK
N/A
82700.00000000
NS
95860.69000000
0.040923273791
Long
EC
MY
N
1
N
N
N
INVESCO LTD.
ECPGFXU8A2SHKVVGJI15
INVESCO LTD COMMON STOCK
G491BT108
981.00000000
NS
USD
14106.78000000
0.006022235185
Long
EC
US
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
6600.00000000
NS
208695.10000000
0.089092689780
Long
EC
NL
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
18212.00000000
NS
USD
1929379.28000000
0.823658963060
Long
EC
US
N
1
N
N
N
SUPER MICRO COMPUTER, INC.
54930022CZO1N2UGVW07
SUPER MICRO COMPUTER INC COMMON STOCK
86800U104
796.00000000
NS
USD
178264.20000000
0.076101628977
Long
EC
US
N
1
N
N
N
UNIVERSAL ROBINA CORPORATION
N/A
UNIVERSAL ROBINA CORP COMMON STOCK
N/A
3810.00000000
NS
9538.57000000
0.004072049885
Long
EC
PH
N
1
N
N
N
MAGNITOGORSKIY METALLURGICHESKIY KOMBINAT PAO
253400XSJ4C01YMCXG44
MAGNITOGORSK IRON & STEEL WO COMMON STOCK
N/A
26960.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
2
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMMON STOCK
02005N100
19010.00000000
NS
USD
506996.70000000
0.216438717117
Long
EC
US
N
1
N
N
N
N/A
N/A
OMXS30 IND FUTURE JUN23 PHYSICAL INDEX FUTURE.
N/A
29.00000000
NC
596661.48000000
0.254716934616
N/A
DE
SE
N
1
J.P. MORGAN SECURITIES
N/A
Long
OMXS30 IND FUTURE Jun 2023
N/A
N/A
2023-06-19
627687.53000000
SEK
-31026.05000000
N
N
N
Evolution AB (publ)
549300SUH6ZR1RF6TA88
EVOLUTION AB COMMON STOCK
N/A
83.00000000
NS
10871.84000000
0.004641227649
Long
EC
SE
Y
1
N
N
N
GLOBALTRANS INVESTMENT PLC
213800D6EVVEJJW3MD09
GLOBALTRA-SPONS GDR REG S DEPOSITARY RECEIPT
37949E204
27819.00000000
NS
USD
0.01000000
0.000000004269
Long
EC
GB
N
3
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC COMMON STOCK
N/A
4700.00000000
NS
129348.45000000
0.055219319137
Long
EC
GB
N
1
N
N
N
Tokyo Electron Limited
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD COMMON STOCK
N/A
537.00000000
NS
74237.95000000
0.031692448214
Long
EC
JP
N
1
N
N
N
FANUC CORPORATION
529900QTSW745LOKW705
FANUC CORP COMMON STOCK
N/A
24000.00000000
NS
824192.11000000
0.351850579988
Long
EC
JP
N
1
N
N
N
Visionox Technology Inc.
N/A
VISIONOX TECHNOLOGY INC-A COMMON STOCK
N/A
20100.00000000
NS
20709.98000000
0.008841165046
Long
EC
CN
N
1
N
N
N
VRG SPOLKA AKCYJNA
259400JK2AT927YR9N41
VRG SA COMMON STOCK
N/A
95776.00000000
NS
76111.89000000
0.032492439948
Long
EC
PL
N
1
N
N
N
SUN PHARMACEUTICAL INDUSTRIES LIMITED
335800KJ7GE29LB4SS73
SUN PHARMACEUTICAL INDUS COMMON STOCK
N/A
4125.00000000
NS
48630.80000000
0.020760663658
Long
EC
IN
N
1
N
N
N
ZSCALER, INC.
529900MZ0RTK1BWRNF46
ZSCALER INC COMMON STOCK
98980G102
342.00000000
NS
USD
46334.16000000
0.019780219770
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-60.85000000
-0.00002597708
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
6611.38000000
USD
6135.85000000
EUR
2023-06-26
-60.85000000
N
N
N
CCC SPOLKA AKCYJNA
259400NWPQ2HCSMZP970
CCC SA COMMON STOCK
X5818P109
4300.00000000
NS
46212.43000000
0.019728252795
Long
EC
PL
N
1
N
N
N
SEOYON CO. LTD
N/A
SEOYON CO LTD COMMON STOCK
N/A
8437.00000000
NS
57337.91000000
0.024477760274
Long
EC
KR
N
1
N
N
N
Addtech AB
549300QZ5U2IDRHPWL60
ADDTECH AB-B SHARES COMMON STOCK
N/A
6831.00000000
NS
139587.49000000
0.059590402188
Long
EC
SE
N
1
N
N
N
TOYOTA TSUSHO CORPORATION
549300CEE2ENIUJNXB84
TOYOTA TSUSHO CORP COMMON STOCK
N/A
400.00000000
NS
17578.64000000
0.007504384723
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
0.58000000
0.000000247604
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
398.29000000
SGD
294.87000000
USD
2023-06-26
0.58000000
N
N
N
Beijing-Shanghai High Speed Railway Co Ltd
N/A
BEIJING-SHANGHAI HIGH SPE-A COMMON STOCK
N/A
50400.00000000
NS
40933.51000000
0.017474662836
Long
EC
CN
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
144.00000000
NS
12573.65000000
0.005367736467
Long
EC
CA
N
1
N
N
N
S Hotels and Resorts PCL
N/A
S HOTELS & RESORTS P-FOREIGN COMMON STOCK
N/A
397056.00000000
NS
41531.14000000
0.017729793235
Long
EC
TH
N
1
N
N
N
Toya SA
259400A803VVMK5TTW96
TOYA SA COMMON STOCK
N/A
73963.00000000
NS
100686.71000000
0.042983519110
Long
EC
PL
N
1
N
N
N
YAPI VE KREDI BANKASI ANONIM SIRKETI
B85ZYWEZ5IZCZ2WNIO12
YAPI VE KREDI BANKASI COMMON STOCK
N/A
76669.00000000
NS
37781.21000000
0.016128934613
Long
EC
TR
N
1
N
N
N
CATERPILLAR INC.
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COMMON STOCK
149123101
53.00000000
NS
USD
10904.75000000
0.004655277047
Long
EC
US
N
1
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS COMMON STOCK
N/A
14861.00000000
NS
855695.75000000
0.365299597360
Long
EC
FR
N
1
N
N
N
BANK HANDLOWY W WARSZAWIE SPOLKA AKCYJNA
XLEZHWWOI4HFQDGL4793
BANK HANDLOWY W WARSZAWIE SA COMMON STOCK
N/A
9891.00000000
NS
192087.60000000
0.082002888220
Long
EC
PL
N
1
N
N
N
3I GROUP PLC
35GDVHRBMFE7NWATNM84
3I GROUP PLC COMMON STOCK
N/A
1946.00000000
NS
47164.28000000
0.020134600988
Long
EC
GB
N
1
N
N
N
Kimberly-Clark de Mexico, S.A.B. de C.V.
549300JGHL56QT00KT54
KIMBERLY-CLARK DE MEXICO-A COMMON STOCK
N/A
22500.00000000
NS
45802.66000000
0.019553320506
Long
EC
MX
N
1
N
N
N
COMARCH SPOLKA AKCYJNA
2594001MNJ3BH1UVVG70
COMARCH SA COMMON STOCK
N/A
2742.00000000
NS
94123.79000000
0.040181784926
Long
EC
PL
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK
N/A
87000.00000000
NS
580664.21000000
0.247887642441
Long
EC
JP
N
1
N
N
N
BEIJING ENTERPRISES HOLDINGS LIMITED
529900896ODARUEY2V26
BEIJING ENTERPRISES HLDGS COMMON STOCK
N/A
24500.00000000
NS
94673.14000000
0.040416304419
Long
EC
HK
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
9980.00000000
NS
USD
252693.60000000
0.107875807885
Long
EC
US
N
1
N
N
N
AMREST HOLDINGS S.E.
259400T6ZDQIMDBGDN42
AMREST HOLDINGS SE COMMON STOCK
N/A
20616.00000000
NS
107606.00000000
0.045937388930
Long
EC
PL
N
1
N
N
N
SOCIETE BIC S.A.
969500UR00DF63I0VH67
SOCIETE BIC SA COMMON STOCK
N/A
1600.00000000
NS
95181.24000000
0.040633214139
Long
EC
FR
N
1
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP SEMICONDUCTORS NV COMMON STOCK
N6596X109
62.00000000
NS
USD
11104.20000000
0.004740422970
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-1.02000000
-0.00000043544
N/A
DFE
NO
N
2
WESTPAC BANKING CORP
N/A
195.12000000
USD
2159.71000000
NOK
2023-06-26
-1.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
84.93000000
0.000036256922
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
7163.65000000
CHF
7945.15000000
USD
2023-06-26
84.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
353.39000000
0.000150863463
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
90749.10000000
SGD
67407.10000000
USD
2023-06-26
353.39000000
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
728.00000000
NS
USD
152144.72000000
0.064951128898
Long
EC
US
N
1
N
N
N
LEGAL & GENERAL GROUP PLC
213800JH9QQWHLO99821
LEGAL & GENERAL GROUP PLC COMMON STOCK
N/A
5596.00000000
NS
15820.34000000
0.006753760121
Long
EC
GB
N
1
N
N
N
Sphera Franchise Group SA
315700GSVZ0HSS7J1457
SPHERA FRANCHISE GROUP SA COMMON STOCK
N/A
35121.00000000
NS
138316.17000000
0.059047671102
Long
EC
RO
N
1
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC COMMON STOCK
253393102
1350.00000000
NS
USD
172138.50000000
0.073486545586
Long
EC
US
N
1
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP BANK PLC COMMON STOCK
N/A
3043.00000000
NS
94452.20000000
0.040321984338
Long
EC
HU
N
1
N
N
N
CAPITEA SPOLKA AKCYJNA
25940003WORCIZ1P1D63
CAPITEA SA COMMON STOCK
N/A
158863.00000000
NS
0.01000000
0.000000004269
Long
EC
PL
N
2
N
N
N
POWERTECH TECHNOLOGY INC.
254900O6KNZXH2RI9Q14
POWERTECH TECHNOLOGY INC COMMON STOCK
N/A
8000.00000000
NS
26009.28000000
0.011103455301
Long
EC
TW
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
702.00000000
NS
USD
230529.78000000
0.098413993307
Long
EC
US
N
1
N
N
N
GMK NORIL'SKIY NIKEL' PAO
253400JPTEEW143W3E47
MMC NORILSK NICKEL PJSC COMMON STOCK
N/A
354.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
3
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
1055.00000000
NS
USD
111766.70000000
0.047713606744
Long
EC
US
N
1
N
N
N
EMPLOYERS HOLDINGS, INC.
N/A
EMPLOYERS HOLDINGS INC COMMON STOCK
292218104
1400.00000000
NS
USD
50624.00000000
0.021611567916
Long
EC
US
N
1
N
N
N
PharmaResearch Co., Ltd.
988400WCI2SXC6H7SG23
PHARMARESEARCH CO LTD COMMON STOCK
N/A
132.00000000
NS
11407.35000000
0.004869838797
Long
EC
KR
N
1
N
N
N
DATATEC LIMITED
213800AA36MIN5FWKV02
DATATEC LTD COMMON STOCK
N/A
841.00000000
NS
1613.99000000
0.000689018143
Long
EC
ZA
N
1
N
N
N
Taokaenoi Food & Marketing PCL
N/A
TAOKAENOI FOOD & MARKETING-F COMMON STOCK
N/A
137971.00000000
NS
44800.93000000
0.019125678362
Long
EC
TH
N
1
N
N
N
ALSTOM SA
96950032TUYMW11FB530
ALSTOM COMMON STOCK
N/A
13095.00000000
NS
359344.67000000
0.153405533759
Long
EC
FR
N
1
N
N
N
OMV Aktiengesellschaft
549300V62YJ9HTLRI486
OMV AG COMMON STOCK
N/A
2337.00000000
NS
103844.52000000
0.044331599571
Long
EC
AT
N
1
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
2972.00000000
NS
USD
311851.96000000
0.133130724821
Long
EC
US
N
1
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
1841.00000000
NS
USD
91442.47000000
0.039037119762
Long
EC
US
N
1
N
N
N
TERNIUM S.A.
529900QG4KU23TEI2E46
TERNIUM SA-SPONSORED ADR DEPOSITARY RECEIPT
880890108
13210.00000000
NS
USD
492865.10000000
0.210405886184
Long
EC
US
N
1
N
N
N
AMERICAN FINANCIAL GROUP, INC.
549300AFOM7IVKIU1G39
AMERICAN FINANCIAL GROUP INC COMMON STOCK
025932104
500.00000000
NS
USD
56135.00000000
0.023964233663
Long
EC
US
N
1
N
N
N
OSI SYSTEMS, INC.
DDX3MPX1Y8YD30050X33
OSI SYSTEMS INC COMMON STOCK
671044105
1200.00000000
NS
USD
142812.00000000
0.060966957120
Long
EC
US
N
1
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
218.00000000
NS
24821.32000000
0.010596310899
Long
EC
NL
N
1
N
N
N
INTER CARS SPOLKA AKCYJNA
2594008ZF17JSW0OV865
INTER CARS SA COMMON STOCK
N/A
1738.00000000
NS
214938.69000000
0.091758100836
Long
EC
PL
N
1
N
N
N
VIENNA INSURANCE GROUP AG Wiener Versicherung Gruppe
549300JCRU23I1THU176
VIENNA INSURANCE GROUP AG COMMON STOCK
N/A
3100.00000000
NS
80309.17000000
0.034284273896
Long
EC
AT
N
1
N
N
N
OLD MUTUAL LIMITED
213800MON84ZWWPQCN47
OLD MUTUAL LTD COMMON STOCK
N/A
325070.00000000
NS
175032.96000000
0.074722200984
Long
EC
ZA
N
1
N
N
N
TVS MOTOR COMPANY LIMITED
335800URVL13UQEWM152
TVS MOTOR CO LTD COMMON STOCK
N/A
3210.00000000
NS
50548.68000000
0.021579413537
Long
EC
IN
N
1
N
N
N
DESIGNER BRANDS INC.
549300X8J6FI8PPRK859
DESIGNER BRANDS INC-CLASS A COMMON STOCK
250565108
37410.00000000
NS
USD
234560.70000000
0.100134807572
Long
EC
US
N
1
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP COMMON STOCK
30161N101
598.00000000
NS
USD
23710.70000000
0.010122183221
Long
EC
US
N
1
N
N
N
AP (THAILAND) PUBLIC COMPANY LIMITED
N/A
AP THAILAND PCL-FOREIGN COMMON STOCK
N/A
284100.00000000
NS
94700.00000000
0.040427771050
Long
EC
TH
N
1
N
N
N
AMICA SPOLKA AKCYJNA
259400IUQZHB2GOLIV25
AMICA SA COMMON STOCK
N/A
5355.00000000
NS
101352.50000000
0.043267747258
Long
EC
PL
N
1
N
N
N
PHOSAGRO PAO
25340053KRUNNYUWF472
PHOSAGRO PJSC-GDR REG S DEPOSITARY RECEIPT
71922G209
12000.00000000
NS
USD
0.01000000
0.000000004269
Long
EC
GB
N
2
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-101.39000000
-0.00004328375
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
64822.13000000
USD
52197.53000000
GBP
2023-06-26
-101.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
2843.74000000
0.001214002847
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
202417.76000000
CHF
224943.86000000
USD
2023-06-26
2843.74000000
N
N
N
POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SPOLKA AKCYJNA
P4GTT6GF1W40CVIMFR43
PKO BANK POLSKI SA COMMON STOCK
N/A
92236.00000000
NS
695687.03000000
0.296991298540
Long
EC
PL
N
1
N
N
N
BRAMBLES LIMITED
N/A
BRAMBLES LTD COMMON STOCK
N/A
1201.00000000
NS
10679.08000000
0.004558937711
Long
EC
AU
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
2100.00000000
NS
200225.35000000
0.085476923002
Long
EC
CH
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
26.00000000
NS
USD
34368.62000000
0.014672087652
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
6093.01000000
0.002601127912
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
599760.61000000
AUD
394518.93000000
USD
2023-06-26
6093.01000000
N
N
N
METALURGICA GERDAU S.A.
N/A
Metalurgica Gerdau SA PREFERRED STOCK
N/A
123300.00000000
NS
269137.23000000
0.114895652752
Long
EP
BR
N
1
N
N
N
SKECHERS U.S.A., INC.
529900D2R54KZPA4XR56
SKECHERS USA INC-CL A COMMON STOCK
830566105
2777.00000000
NS
USD
142654.49000000
0.060899715534
Long
EC
US
N
1
N
N
N
XI'AN INTERNATIONAL MEDICAL INVESTMENT COMPANY LIMITED
300300D4ZEKJG4H2OE28
XIAN INTERNATIONAL MEDICAL-A COMMON STOCK
N/A
4000.00000000
NS
5416.36000000
0.002312263590
Long
EC
CN
N
1
N
N
N
N/A
N/A
TOPIX INDX FUTR JUN23 PHYSICAL INDEX FUTURE.
N/A
-106.00000000
NC
-16129692.56000000
-6.88582384302
N/A
DE
JP
N
1
J.P. MORGAN SECURITIES
N/A
Short
TOPIX INDX FUTR Jun 2023
N/A
N/A
2023-06-11
-15699267.53000000
JPY
-430425.03000000
N
N
N
REN - REDES ENERGETICAS NACIONAIS, SGPS, S.A.
549300FR1FN48IGHR915
REDES ENERGETICAS NACIONAIS COMMON STOCK
N/A
28700.00000000
NS
76645.52000000
0.032720248517
Long
EC
PT
N
1
N
N
N
Panasonic Holdings Corporation
254900GE1G59KGWPHX32
Panasonic Holdings Corporation COMMON STOCK
N/A
1700.00000000
NS
17770.82000000
0.007586427057
Long
EC
JP
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC COMMON STOCK
N/A
852.00000000
NS
19868.10000000
0.008481763442
Long
EC
GB
N
1
N
N
N
DONGKUK STEEL MILL CO.,LTD
N/A
DONGKUK STEEL MILL CO LTD COMMON STOCK
N/A
5835.00000000
NS
50117.91000000
0.021395516272
Long
EC
KR
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
1087.00000000
NS
22835.57000000
0.009748587072
Long
EC
GB
N
1
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ COMMON STOCK
N/A
146024.00000000
NS
590790.06000000
0.252210404273
Long
EC
FI
N
1
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD COMMON STOCK
N/A
1000.00000000
NS
39676.81000000
0.016938173080
Long
EC
HK
N
1
N
N
N
HEADHUNTER GROUP PLC
549300IMUCFEWXP6RU11
HEADHUNTER GROUP PLC-ADR DEPOSITARY RECEIPT
42207L106
161.00000000
NS
USD
0.01000000
0.000000004269
Long
EC
US
N
3
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
220235.20000000
0.094019200030
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
3771057706.00000000
JPY
27318180.99000000
USD
2023-06-26
220235.20000000
N
N
N
LINTEC Corporation
3538002YOJO0IAM1PD28
LINTEC CORP COMMON STOCK
N/A
14800.00000000
NS
231986.54000000
0.099035889397
Long
EC
JP
N
1
N
N
N
Doosan Corporation
988400GNQKLXZRRQQE60
DOOSAN CO LTD COMMON STOCK
N/A
362.00000000
NS
26538.03000000
0.011329180580
Long
EC
KR
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
1.36000000
0.000000580588
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1530.38000000
USD
213163.00000000
JPY
2023-06-26
1.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-24.04000000
-0.00001026276
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
24552.67000000
CAD
18053.59000000
USD
2023-06-26
-24.04000000
N
N
N
TOHO HOLDINGS CO.,LTD.
353800Z8BQ3ZHELA4J90
TOHO HOLDINGS CO LTD COMMON STOCK
N/A
11100.00000000
NS
201955.41000000
0.086215491847
Long
EC
JP
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC COMMON STOCK
N/A
2652.00000000
NS
8532.78000000
0.003642674511
Long
EC
GB
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-8126.85000000
-0.00346938153
N/A
DFE
NO
N
2
WESTPAC BANKING CORP
N/A
458545.94000000
USD
5011749.84000000
NOK
2023-06-26
-8126.85000000
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC COMMON STOCK
N/A
71946.00000000
NS
621515.57000000
0.265327235146
Long
EC
GB
N
1
N
N
N
The Hachijuni Bank, Ltd.
FE70I3MHDCWOZWK19W48
HACHIJUNI BANK LTD/THE COMMON STOCK
N/A
85600.00000000
NS
359640.70000000
0.153531910032
Long
EC
JP
N
1
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO COMMON STOCK
532457108
73.00000000
NS
USD
31350.58000000
0.013383675507
Long
EC
US
N
1
N
N
N
JTEKT Corporation
N/A
JTEKT CORP COMMON STOCK
N/A
74200.00000000
NS
617116.27000000
0.263449158133
Long
EC
JP
N
1
N
N
N
ROLLINS, INC.
549300F2A0BXT4SGWD84
ROLLINS INC COMMON STOCK
775711104
375.00000000
NS
USD
14745.00000000
0.006294693602
Long
EC
US
N
1
N
N
N
Reinet Investments S.C.A.
222100830RQTFVV22S80
REINET INVESTMENTS SCA COMMON STOCK
N/A
6472.00000000
NS
127374.25000000
0.054376526048
Long
EC
ZA
N
1
N
N
N
ANADOLU EFES BIRACILIK VE MALT SANAYII ANONIM SIRKETI
7890006LGARYVIPOJX03
ANADOLU EFES BIRACILIK VE COMMON STOCK
N/A
29495.00000000
NS
82932.98000000
0.035404387835
Long
EC
TR
N
1
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERG MATERIALS AG COMMON STOCK
N/A
7181.00000000
NS
512009.89000000
0.218578865983
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
24.39000000
0.000010412178
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
12559.41000000
GBP
15597.05000000
USD
2023-06-26
24.39000000
N
N
N
TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI
789000KWOK751Q6R8875
TURK SISE VE CAM FABRIKALARI COMMON STOCK
N/A
24450.00000000
NS
47674.47000000
0.020352402936
Long
EC
TR
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
1188.00000000
NS
USD
2835565.92000000
1.210513303199
Long
EC
US
N
1
N
N
N
TENCENT MUSIC ENTERTAINMENT GROUP
213800XTZK2GOHQTYK41
TENCENT MUSIC ENTERTAINM-ADR DEPOSITARY RECEIPT
88034P109
7654.00000000
NS
USD
53118.76000000
0.022676589944
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
84.00000000
NC
USD
17600100.00000000
7.513546074653
N/A
DE
US
N
1
J.P. MORGAN SECURITIES
N/A
Long
S&P 500 Future (e-Mini) Jun 2023
N/A
N/A
2023-06-19
16728469.67000000
USD
871630.33000000
N
N
N
Grupo Aeroportuario del Sureste, S.A.B. de C.V.
5299001W7JIDXCUOUC82
GRUPO AEROPORT DEL SURESTE-B COMMON STOCK
N/A
340.00000000
NS
9502.56000000
0.004056677086
Long
EC
MX
N
1
N
N
N
MABUCHI MOTOR CO., LTD.
N/A
MABUCHI MOTOR CO LTD COMMON STOCK
N/A
11100.00000000
NS
300708.59000000
0.128373580036
Long
EC
JP
N
1
N
N
N
JD Health International Inc
254900OM3MAXYK8PCC84
JD HEALTH INTERNATIONAL INC COMMON STOCK
N/A
1100.00000000
NS
6779.93000000
0.002894376534
Long
EC
HK
Y
1
N
N
N
Makita Corporation
529900CDR9E94BCM6294
MAKITA CORP COMMON STOCK
N/A
31500.00000000
NS
852234.91000000
0.363822152301
Long
EC
JP
N
1
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA COMMON STOCK
N/A
26567.00000000
NS
507378.72000000
0.216601802831
Long
EC
IT
N
1
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK
N/A
300.00000000
NS
9492.90000000
0.004052553197
Long
EC
JP
N
1
N
N
N
Hirogin Holdings, Inc.
N/A
HIROGIN HOLDINGS INC COMMON STOCK
N/A
51900.00000000
NS
281946.10000000
0.120363805485
Long
EC
JP
N
1
N
N
N
Oji Holdings Corporation
529900LVC9GIIYUGE243
OJI HOLDINGS CORP COMMON STOCK
N/A
20700.00000000
NS
79561.25000000
0.033964984155
Long
EC
JP
N
1
N
N
N
West Fraser Timber Co. Ltd.
5493005WD1ZK6WBVR988
WEST FRASER TIMBER CO LTD COMMON STOCK
952845105
123.00000000
NS
8289.58000000
0.003538851555
Long
EC
CA
N
1
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK
N/A
292.00000000
NS
253367.59000000
0.108163536644
Long
EC
FR
N
1
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
ELEMENT FLEET MANAGEMENT COR COMMON STOCK
286181201
6972.00000000
NS
105608.39000000
0.045084602026
Long
EC
CA
N
1
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP COMMON STOCK
91529Y106
3312.00000000
NS
USD
143906.40000000
0.061434160421
Long
EC
US
N
1
N
N
N
DELEK US HOLDINGS, INC.
5493003O53JMENV1N385
DELEK US HOLDINGS INC COMMON STOCK
24665A103
17050.00000000
NS
USD
375441.00000000
0.160277115005
Long
EC
US
N
1
N
N
N
OTSUKA CORPORATION
529900RG9DJ58J3UIE72
OTSUKA CORP COMMON STOCK
N/A
1900.00000000
NS
71531.33000000
0.030536982388
Long
EC
JP
N
1
N
N
N
TECO ELECTRIC & MACHINERY CO., LTD.
N/A
TECO ELECTRIC & MACHINERY COMMON STOCK
N/A
78000.00000000
NS
129968.27000000
0.055483922528
Long
EC
TW
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
600.00000000
NS
USD
234504.00000000
0.100110602138
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1107.50000000
0.000472795738
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
646478.94000000
DKK
93824.51000000
USD
2023-06-26
1107.50000000
N
N
N
TELEFONICA BRASIL S.A.
529900MTGG2HSDBIWG79
TELEFONICA BRASIL S.A. COMMON STOCK
N/A
10500.00000000
NS
82779.83000000
0.035339007548
Long
EC
BR
N
1
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
21700.00000000
NS
USD
1058526.00000000
0.451888561554
Long
EC
US
N
1
N
N
N
POLSKI KONCERN NAFTOWY ORLEN SPOLKA AKCYJNA
259400VVMM70CQREJT74
POLSKI KONCERN NAFTOWY ORLEN COMMON STOCK
N/A
6913.00000000
NS
97829.54000000
0.041763782947
Long
EC
PL
N
1
N
N
N
K'S HOLDINGS CORPORATION
3538003LJ09YLR6NHG27
K'S HOLDINGS CORP COMMON STOCK
N/A
7900.00000000
NS
67908.96000000
0.028990579589
Long
EC
JP
N
1
N
N
N
ROHTO PHARMACEUTICAL CO.,LTD.
N/A
ROHTO PHARMACEUTICAL CO LTD COMMON STOCK
N/A
3478.00000000
NS
73933.79000000
0.031562601214
Long
EC
JP
N
1
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK
N/A
24700.00000000
NS
867147.41000000
0.370188352256
Long
EC
JP
N
1
N
N
N
PAR PACIFIC HOLDINGS, INC.
549300BTNS7MHSHRLR55
PAR PACIFIC HOLDINGS INC COMMON STOCK
69888T207
3910.00000000
NS
USD
83361.20000000
0.035587196495
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-06-26
N/A
1.00000000
NC
USD
14800.54000000
0.006318403828
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
253427738.00000000
JPY
1835873.47000000
USD
2023-06-26
14800.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
58.79000000
0.000025097662
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
6902.39000000
CHF
7632.34000000
USD
2023-06-26
58.79000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-872.76000000
-0.00037258438
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
143009.64000000
USD
133138.98000000
EUR
2023-06-26
-872.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-187.26000000
-0.00007994196
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
98382.24000000
CAD
72249.57000000
USD
2023-06-26
-187.26000000
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG CO COMMON STOCK
487836108
2700.00000000
NS
USD
180279.00000000
0.076961754353
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
311.82000000
0.000133117080
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
225532.20000000
SEK
21066.16000000
USD
2023-06-26
311.82000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.02000000
0.000000008538
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
9.80000000
USD
7.92000000
GBP
2023-06-26
0.02000000
N
N
N
KOTAK MAHINDRA BANK LIMITED
335800E6GTTXKHXE2I75
KOTAK MAHINDRA BANK LTD COMMON STOCK
N/A
1061.00000000
NS
25833.15000000
0.011028264769
Long
EC
IN
N
1
N
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES SA COMMON STOCK
N/A
2013.00000000
NS
64295.82000000
0.027448117111
Long
EC
FR
N
1
N
N
N
Shaanxi Coal Industry Company Limited
N/A
SHAANXI COAL INDUSTRY CO L-A COMMON STOCK
N/A
9800.00000000
NS
23119.19000000
0.009869665471
Long
EC
CN
N
1
N
N
N
THE SAGE GROUP PLC.
2138005RN5XYLTF8G138
SAGE GROUP PLC/THE COMMON STOCK
N/A
3393.00000000
NS
36628.12000000
0.015636676339
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
79.62000000
0.000033990064
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
50305.00000000
NOK
4600.66000000
USD
2023-06-26
79.62000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
27.02000000
0.000011534935
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
5798.93000000
USD
4698.65000000
GBP
2023-06-26
27.02000000
N
N
N
TOYO INK SC HOLDINGS CO., LTD.
N/A
TOYO INK SC HOLDINGS CO LTD COMMON STOCK
N/A
4000.00000000
NS
61324.84000000
0.026179795050
Long
EC
JP
N
1
N
N
N
EQUITABLE HOLDINGS, INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC COMMON STOCK
29452E101
47900.00000000
NS
USD
1175466.00000000
0.501810668700
Long
EC
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC COMMON STOCK
N/A
12300.00000000
NS
180738.65000000
0.077157980593
Long
EC
JP
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
9635.00000000
NS
213089.64000000
0.090968734732
Long
EC
DE
N
1
N
N
N
Stanley Electric Co., Ltd.
N/A
STANLEY ELECTRIC CO LTD COMMON STOCK
N/A
13000.00000000
NS
261739.97000000
0.111737735818
Long
EC
JP
N
1
N
N
N
Aldrees Petroleum and Transport Services Company SJSC
N/A
ALDREES PETROLEUM AND TRANSP COMMON STOCK
N/A
2251.00000000
NS
64574.92000000
0.027567265906
Long
EC
SA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
560.35000000
0.000239215433
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1110717.73000000
GBP
1377760.93000000
USD
2023-06-26
560.35000000
N
N
N
STELLA-JONES INC.
5493007LOVNNLYJ6KZ35
STELLA-JONES INC COMMON STOCK
85853F105
1202.00000000
NS
53109.78000000
0.022672756350
Long
EC
CA
N
1
N
N
N
SEINO HOLDINGS CO., LTD.
3538001D12EPCPYTTF24
SEINO HOLDINGS CO LTD COMMON STOCK
N/A
33500.00000000
NS
379322.19000000
0.161934008994
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
4767.24000000
0.002035151924
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
2787841.84000000
CAD
2057398.20000000
USD
2023-06-26
4767.24000000
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
11100.00000000
NS
USD
586413.00000000
0.250341821596
Long
EC
US
N
1
N
N
N
PT Sumber Alfaria Trijaya Tbk
N/A
SUMBER ALFARIA TRIJAYA TBK P COMMON STOCK
N/A
292608.00000000
NS
51533.36000000
0.021999776975
Long
EC
ID
N
1
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
1600.00000000
NS
63675.91000000
0.027183475300
Long
EC
BE
N
1
N
N
N
GEMTEK TECHNOLOGY CO., LTD.
N/A
GEMTEK TECHNOLOGY CORP COMMON STOCK
N/A
68000.00000000
NS
69488.24000000
0.029664779909
Long
EC
TW
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
300.00000000
NS
8492.29000000
0.003625389184
Long
EC
JP
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-3.25000000
-0.00000138743
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
927.93000000
USD
1251.44000000
SGD
2023-06-26
-3.25000000
N
N
N
WHITBREAD PLC
21380099VMZKRMN3EX36
WHITBREAD PLC COMMON STOCK
N/A
11314.00000000
NS
460782.86000000
0.196709862388
Long
EC
GB
N
1
N
N
N
Fondul Proprietatea SA
549300PVO1VWBFH3DO07
SC FONDUL PROPRIETATEA SA MUTUAL FUND
N/A
254910.00000000
NS
111058.78000000
0.047411393146
Long
EC
RO
N
1
N
N
N
Innolux Corporation
3003007EXL0825P1MJ10
INNOLUX CORP COMMON STOCK
N/A
642000.00000000
NS
290417.38000000
0.123980225425
Long
EC
TW
N
1
N
N
N
Li Auto Inc.
2549003R73Q70J5H4I65
LI AUTO INC - ADR DEPOSITARY RECEIPT
50202M102
2634.00000000
NS
USD
76517.70000000
0.032665681699
Long
EC
US
N
1
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
61.00000000
NS
USD
8941.99000000
0.003817367734
Long
EC
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
6000.00000000
NS
132697.23000000
0.056648925380
Long
EC
DE
N
1
N
N
N
CLEVELAND-CLIFFS INC.
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC COMMON STOCK
185899101
41630.00000000
NS
USD
577824.40000000
0.246675317325
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
284.23000000
0.000121338810
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
74056.19000000
AUD
48245.61000000
USD
2023-06-26
284.23000000
N
N
N
XEBIO HOLDINGS CO., LTD
N/A
XEBIO HOLDINGS CO LTD COMMON STOCK
N/A
9100.00000000
NS
72687.97000000
0.031030756170
Long
EC
JP
N
1
N
N
N
BIOGEN INC.
W8J5WZB5IY3K0NDQT671
BIOGEN INC COMMON STOCK
09062X103
94.00000000
NS
USD
27862.54000000
0.011894618669
Long
EC
US
N
1
N
N
N
Rheinmetall Aktiengesellschaft
5299001OU9CSE29O6S05
RHEINMETALL AG COMMON STOCK
N/A
485.00000000
NS
122232.41000000
0.052181456034
Long
EC
DE
N
1
N
N
N
QUEST DIAGNOSTICS INCORPORATED
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC COMMON STOCK
74834L100
1100.00000000
NS
USD
145915.00000000
0.062291638995
Long
EC
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A COMMON STOCK
20030N101
5600.00000000
NS
USD
220360.00000000
0.094072477600
Long
EC
US
N
1
N
N
N
KYE-RYONG CONSTRUCTION INDUSTRIAL CO.,LTD
N/A
KYERYONG CONST INDUST CO LTD COMMON STOCK
N/A
101.00000000
NS
1239.62000000
0.000529198242
Long
EC
KR
N
1
N
N
N
MCKESSON CORPORATION
549300WZWOM80UCFSF54
MCKESSON CORP COMMON STOCK
58155Q103
1565.00000000
NS
USD
611664.60000000
0.261121820576
Long
EC
US
N
1
N
N
N
THE PACK CORPORATION
N/A
PACK CORP/THE COMMON STOCK
N/A
4100.00000000
NS
86246.29000000
0.036818851806
Long
EC
JP
N
1
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP COMMON STOCK
56585A102
2426.00000000
NS
USD
254511.66000000
0.108651944247
Long
EC
US
N
1
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
22500.00000000
NS
USD
1145475.00000000
0.489007402791
Long
EC
US
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
276.00000000
NS
11649.08000000
0.004973034204
Long
EC
FI
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
26.00000000
NS
USD
19124.56000000
0.008164343538
Long
EC
US
N
1
N
N
N
SPORTSMAN'S WAREHOUSE HOLDINGS, INC.
549300JVV8YLQSRSF462
SPORTSMAN'S WAREHOUSE HOLDIN COMMON STOCK
84920Y106
33800.00000000
NS
USD
153114.00000000
0.065364918021
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-58.32000000
-0.00002489701
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
19659.39000000
CAD
14416.49000000
USD
2023-06-26
-58.32000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1.29000000
0.000000550705
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
244.75000000
NZD
147.91000000
USD
2023-06-26
1.29000000
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC REIT
46284V101
1515.00000000
NS
USD
80931.30000000
0.034549863434
Long
EC
US
N
1
N
N
N
Hyprop Investments Limited
3789003E3E1AD1E96166
HYPROP INVESTMENTS LTD REIT
N/A
12364.00000000
NS
18830.28000000
0.008038714346
Long
EC
ZA
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO COMMON STOCK
N/A
5387.00000000
NS
12379.19000000
0.005284720793
Long
EC
IT
N
1
N
N
N
MOL Magyar Olaj- es Gazipari Nyilvanosan Mukodo Reszvenytarsasag
213800R83KX5FQFGXS67
MOL HUNGARIAN OIL AND GAS PL COMMON STOCK
N/A
39613.00000000
NS
321199.09000000
0.137121048281
Long
EC
HU
N
1
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC COMMON STOCK
60855R100
29.00000000
NS
USD
7943.10000000
0.003390937996
Long
EC
US
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
38.46000000
0.000016418712
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
14416.57000000
USD
11658.04000000
GBP
2023-06-26
38.46000000
N
N
N
BFF BANK S.P.A.
815600522538355AE429
BFF Bank S.p.A. COMMON STOCK
N/A
3681.00000000
NS
38046.16000000
0.016242042722
Long
EC
IT
Y
1
N
N
N
Hokuhoku Financial Group, Inc.
N/A
HOKUHOKU FINANCIAL GROUP INC COMMON STOCK
N/A
15300.00000000
NS
117502.77000000
0.050162355685
Long
EC
JP
N
1
N
N
N
Grupa Kety SA
2594007JKYYF3WGI0129
GRUPA KETY SA COMMON STOCK
N/A
3012.00000000
NS
402591.43000000
0.171867731351
Long
EC
PL
N
1
N
N
N
NIPPON SHOKUBAI CO., LTD.
N/A
NIPPON SHOKUBAI CO LTD COMMON STOCK
N/A
1900.00000000
NS
70035.43000000
0.029898377291
Long
EC
JP
N
1
N
N
N
BANCO DO BRASIL S.A.
QE0Q0253K88YAGNPE356
BANCO DO BRASIL S.A. COMMON STOCK
N/A
33000.00000000
NS
288707.32000000
0.123250194652
Long
EC
BR
N
1
N
N
N
SK TELECOM CO.,LTD
9884003WEA1PHW006037
SK TELECOM COMMON STOCK
N/A
2200.00000000
NS
82380.86000000
0.035168685818
Long
EC
KR
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD COMMON STOCK
N/A
8645.00000000
NS
465061.59000000
0.198536467634
Long
EC
KR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
57.98000000
0.000024751870
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
6808.52000000
CHF
7528.54000000
USD
2023-06-26
57.98000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
13.00000000
NC
1200684.16000000
0.512576392024
N/A
DE
GB
N
1
J.P. MORGAN SECURITIES
N/A
Long
FTSE 100 IDX FUT Jun 2023
N/A
N/A
2023-06-19
1256423.64000000
GBP
-55739.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
114.93000000
0.000049064030
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
23612.11000000
EUR
25322.81000000
USD
2023-06-26
114.93000000
N
N
N
PERFORMANCE FOOD GROUP COMPANY
549300EUK8GR9IT1YK57
PERFORMANCE FOOD GROUP CO COMMON STOCK
71377A103
4000.00000000
NS
USD
221160.00000000
0.094414000481
Long
EC
US
N
1
N
N
N
ARCH CAPITAL GROUP LTD.
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD COMMON STOCK
G0450A105
561.00000000
NS
USD
39101.70000000
0.016692656550
Long
EC
US
N
1
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
FORTIVE CORP COMMON STOCK
34959J108
166.00000000
NS
USD
10808.26000000
0.004614085118
Long
EC
US
N
1
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP COMMON STOCK
N/A
3800.00000000
NS
90329.63000000
0.038562044358
Long
EC
KR
N
1
N
N
N
AEGON N.V.
O4QK7KMMK83ITNTHUG69
AEGON NV COMMON STOCK
N/A
3602.00000000
NS
15801.95000000
0.006745909363
Long
EC
NL
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
605.00000000
NS
11406.64000000
0.004869535695
Long
EC
FI
N
1
N
N
N
The People's Insurance Company (Group) of China Limited
3003000P2JHYHQ524P66
PEOPLE'S INSURANCE CO GROU-H COMMON STOCK
N/A
268000.00000000
NS
101335.55000000
0.043260511242
Long
EC
HK
N
1
N
N
N
INDIVIOR PLC
213800V3NCQTY7IED471
INDIVIOR PLC COMMON STOCK
G4766E116
2003.00000000
NS
36120.73000000
0.015420069721
Long
EC
GB
N
1
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
165.00000000
NS
USD
43678.80000000
0.018646637023
Long
EC
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COMMON STOCK
949746101
26300.00000000
NS
USD
1047003.00000000
0.446969351355
Long
EC
US
N
1
N
N
N
HONDA MOTOR CO., LTD.
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD COMMON STOCK
N/A
40800.00000000
NS
1169552.30000000
0.499286088872
Long
EC
JP
N
1
N
N
N
BRD - GROUPE SOCIETE GENERALE SA
5493008QRHH0XCLJ4238
BRD-GROUPE SOCIETE GENERALE COMMON STOCK
N/A
77937.00000000
NS
202394.66000000
0.086403009254
Long
EC
RO
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-15.86000000
-0.00000677069
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
3493.85000000
USD
3257.82000000
EUR
2023-06-26
-15.86000000
N
N
N
THE CLOROX COMPANY
54930044KVSC06Z79I06
CLOROX COMPANY COMMON STOCK
189054109
295.00000000
NS
USD
46663.10000000
0.019920645441
Long
EC
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA COMMON STOCK
N/A
31284.00000000
NS
880988.12000000
0.376097001201
Long
EC
FR
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL COMMON STOCK
281020107
1329.00000000
NS
USD
89734.08000000
0.038307801918
Long
EC
US
N
1
N
N
N
China Shenhua Energy Company Limited
529900N9JOX4C108MA40
CHINA SHENHUA ENERGY CO-H COMMON STOCK
N/A
28000.00000000
NS
88525.53000000
0.037791867571
Long
EC
HK
N
1
N
N
N
BANKINTER, S.A.
VWMYAEQSTOPNV0SUGU82
BANKINTER SA COMMON STOCK
N/A
4156.00000000
NS
23668.82000000
0.010104304498
Long
EC
ES
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
8000.00000000
NS
133498.59000000
0.056991028850
Long
EC
GB
N
1
N
N
N
BELDEN INC.
68BKYO1JC791TTJHUE82
BELDEN INC COMMON STOCK
077454106
1179.00000000
NS
USD
103150.71000000
0.044035409583
Long
EC
US
N
1
N
N
N
CHINA STATE CONSTRUCTION INTERNATIONAL HOLDINGS LIMITED
529900QVUUH13RIZIR85
CHINA STATE CONSTRUCTION INT COMMON STOCK
N/A
36850.00000000
NS
41659.69000000
0.017784671693
Long
EC
HK
N
1
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
6300.00000000
NS
137079.05000000
0.058519540118
Long
EC
JP
N
1
N
N
N
INTERMEDIATE CAPITAL GROUP PLC
549300OGASR5WRKJ8R68
INTERMEDIATE CAPITAL GROUP COMMON STOCK
N/A
3165.00000000
NS
54604.13000000
0.023310699747
Long
EC
GB
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
173.00000000
NS
18797.61000000
0.008024767406
Long
EC
DE
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTL AG-REG COMMON STOCK
N/A
98.00000000
NS
27776.40000000
0.011857845193
Long
EC
CH
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMMON STOCK
02209S103
1500.00000000
NS
USD
66630.00000000
0.028444586959
Long
EC
US
N
1
N
N
N
HUBSPOT, INC.
529900BLNVEW0MVKJB37
HUBSPOT INC COMMON STOCK
443573100
1026.00000000
NS
USD
531457.74000000
0.226881223187
Long
EC
US
N
1
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
7538.00000000
NS
24365.55000000
0.010401741044
Long
EC
GB
N
1
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA COMMON STOCK
N/A
3347.00000000
NS
98982.71000000
0.042256075373
Long
EC
FR
N
1
N
N
N
ANHEUSER-BUSCH INBEV SA
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK
N/A
13837.00000000
NS
736252.31000000
0.314308762663
Long
EC
BE
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
2070.00000000
NS
USD
344323.80000000
0.146993070260
Long
EC
US
N
1
N
N
N
MEDIOBANCA BANCA DI CREDITO FINANZIARIO SOCIETA PER AZIONI
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA COMMON STOCK
N/A
1104.00000000
NS
12116.93000000
0.005172761054
Long
EC
IT
N
1
N
N
N
KIATNAKIN PHARTRA BANK PUBLIC COMPANY LIMITED - WT
N/A
KIATNAKIN PHARTRA BANK PUBLIC COMPANY LIMITED - WT ISSUE 1:1 / TERMS 1:12
N/A
3858.00000000
NC
0.00000000
0.000000
N/A
DE
TH
N
2
KIATNAKIN PHARTRA BANK PUBLIC COMPANY LIMITED - WT
N/A
Call
Purchased
N/A
N/A
3858.00000000
70.00000000
THB
2025-01-02
XXXX
0.00000000
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC COMMON STOCK
460690100
7461.00000000
NS
USD
277474.59000000
0.118454901762
Long
EC
US
N
1
N
N
N
Ezz Steel Co. S.A.E
213800C3H4JQ6S15VS50
EZZ STEEL COMMON STOCK
N/A
45432.00000000
NS
57620.71000000
0.024598488613
Long
EC
EG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
2166.11000000
0.000924720159
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1166024.69000000
SEK
109468.19000000
USD
2023-06-26
2166.11000000
N
N
N
COMPAGNIE FINANCIERE RICHEMONT SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMO-A REG COMMON STOCK
N/A
5097.00000000
NS
805963.30000000
0.344068635350
Long
EC
CH
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-173.57000000
-0.00007409765
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
28670.85000000
USD
3965795.00000000
JPY
2023-06-26
-173.57000000
N
N
N
CERIDIAN HCM HOLDING INC.
549300T64GVCHFJ8L449
CERIDIAN HCM HOLDING INC COMMON STOCK
15677J108
3811.00000000
NS
USD
235710.35000000
0.100625597297
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-63.07000000
-0.00002692481
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6239.29000000
USD
5628.89000000
CHF
2023-06-26
-63.07000000
N
N
N
ITOCHU Corporation
J48DJYXDTLHM30UMYI18
ITOCHU CORP COMMON STOCK
N/A
1000.00000000
NS
33790.22000000
0.014425166609
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-1.87000000
-0.00000079830
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
5069.91000000
NOK
453.78000000
USD
2023-06-26
-1.87000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-12.08000000
-0.00000515699
N/A
DFE
SE
N
2
STANDARD CHARTERED
N/A
816.27000000
USD
8738.90000000
SEK
2023-06-26
-12.08000000
N
N
N
INDUSTRIAL BANK OF KOREA
988400RBIWE3YA18PK12
INDUSTRIAL BANK OF KOREA COMMON STOCK
N/A
14800.00000000
NS
113850.44000000
0.048603162854
Long
EC
KR
N
1
N
N
N
Jeronimo Martins, SGPS, S.A.
259400A8SZP10GB5IB19
JERONIMO MARTINS COMMON STOCK
N/A
5934.00000000
NS
142846.18000000
0.060981548685
Long
EC
PT
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
62.00000000
NS
USD
16686.68000000
0.007123603787
Long
EC
US
N
1
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS, INC.
549300UCIWH1C93V0J03
BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK
05550J101
2224.00000000
NS
USD
139333.60000000
0.059482015633
Long
EC
US
N
1
N
N
N
BHARAT ELECTRONICS LIMITED
335800HS8AOTM9W1F335
BHARAT ELECTRONICS LTD COMMON STOCK
Y0881Q141
64855.00000000
NS
87916.37000000
0.037531814973
Long
EC
IN
N
1
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
2700.00000000
NS
USD
207738.00000000
0.088684100343
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
13.06000000
0.000005575361
N/A
DFE
NO
N
2
WESTPAC BANKING CORP
N/A
3174.28000000
USD
35465.04000000
NOK
2023-06-26
13.06000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
1900.00000000
NS
107518.12000000
0.045899872641
Long
EC
FR
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
2200.00000000
NS
USD
98978.00000000
0.042254064657
Long
EC
US
N
1
N
N
N
DANAOS CORPORATION
734IM3DNDNT36T7YTD24
DANAOS CORP COMMON STOCK
Y1968P121
104.00000000
NS
USD
6066.32000000
0.002589733855
Long
EC
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC COMMON STOCK
67103H107
1050.00000000
NS
USD
948475.50000000
0.404907606770
Long
EC
US
N
1
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
72.00000000
NS
USD
9882.00000000
0.004218661388
Long
EC
US
N
1
N
N
N
Volkswagen Aktiengesellschaft
529900NNUPAGGOMPXZ31
Volkswagen AG PREFERRED STOCK
N/A
2104.00000000
NS
261497.14000000
0.111634070816
Long
EP
DE
N
1
N
N
N
ALIBABA GROUP HOLDING LIMITED
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD COMMON STOCK
N/A
24792.00000000
NS
246708.63000000
0.105320802638
Long
EC
HK
N
1
N
N
N
Samsung Electronics Co., Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co Ltd PREFERRED STOCK
N/A
263.00000000
NS
11611.83000000
0.004957132045
Long
EP
KR
N
1
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
QUALYS INC COMMON STOCK
74758T303
486.00000000
NS
USD
61362.36000000
0.026195812473
Long
EC
US
N
1
N
N
N
SOUTHERN COPPER CORPORATION
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP COMMON STOCK
84265V105
436.00000000
NS
USD
29111.72000000
0.012427898110
Long
EC
US
N
1
N
N
N
OBAYASHI CORPORATION
529900YT4O5S0LCXWD54
OBAYASHI CORP COMMON STOCK
N/A
22100.00000000
NS
177793.37000000
0.075900629954
Long
EC
JP
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTL BUSINESS MACHINES CORP COMMON STOCK
459200101
1200.00000000
NS
USD
154308.00000000
0.065874640921
Long
EC
US
N
1
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL & ALUMINUM COMMON STOCK
759509102
700.00000000
NS
USD
164276.00000000
0.070130016020
Long
EC
US
N
1
N
N
N
OMV Petrom SA
549300UKYDM6L8HEPU79
OMV PETROM SA COMMON STOCK
N/A
3657243.00000000
NS
390103.83000000
0.166536729939
Long
EC
RO
N
1
N
N
N
OSG Corporation
353800IWJAOVAFO6X450
OSG CORP COMMON STOCK
N/A
16800.00000000
NS
230749.74000000
0.098507895023
Long
EC
JP
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-77835.18000000
-0.03322811865
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6226571.15000000
USD
5603839.32000000
CHF
2023-06-26
-77835.18000000
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
700.00000000
NS
USD
51023.00000000
0.021781902453
Long
EC
US
N
1
N
N
N
PALO ALTO NETWORKS, INC.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC COMMON STOCK
697435105
982.00000000
NS
USD
209548.98000000
0.089457214227
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-2.55000000
-0.00000108860
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2656.33000000
USD
3591.57000000
SGD
2023-06-26
-2.55000000
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
54635.00000000
NS
670298.06000000
0.286152655812
Long
EC
NL
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-104556.45000000
-0.04463552505
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
13273698.20000000
USD
1832670043.00000000
JPY
2023-06-26
-104556.45000000
N
N
N
Chubb Limited
E0JAN6VLUDI1HITHT809
CHUBB LTD COMMON STOCK
H1467J104
81.00000000
NS
USD
15049.80000000
0.006424813820
Long
EC
US
N
1
N
N
N
SCANDINAVIAN TOBACCO GROUP A/S
5299003KG4JS99TRML67
SCANDINAVIAN TOBACCO GROUP A COMMON STOCK
N/A
5200.00000000
NS
85162.92000000
0.036356357252
Long
EC
DK
Y
1
N
N
N
Signify N.V.
549300072P3J1X8NZO35
SIGNIFY NV COMMON STOCK
N/A
18590.00000000
NS
472479.32000000
0.201703123285
Long
EC
NL
Y
1
N
N
N
NK ROSNEFT' PAO
253400JT3MQWNDKMJE44
ROSNEFT OIL CO PJSC COMMON STOCK
N/A
4736.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
3
N
N
N
China Tower Corporation Limited
300300T6BNNP0L7O7H91
CHINA TOWER CORP LTD-H COMMON STOCK
N/A
2122000.00000000
NS
233119.79000000
0.099519677904
Long
EC
HK
Y
1
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
DAI-ICHI LIFE HOLDINGS INC COMMON STOCK
N/A
19900.00000000
NS
341055.36000000
0.145597761454
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
4951.03000000
0.002113612537
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
2890051.46000000
DKK
419437.76000000
USD
2023-06-26
4951.03000000
N
N
N
NVENT ELECTRIC PLC
N/A
NVENT ELECTRIC PLC COMMON STOCK
G6700G107
2189.00000000
NS
USD
94958.82000000
0.040538262240
Long
EC
US
N
1
N
N
N
Best World International Ltd
254900W8OBR7S8O6R946
BEST WORLD INTERNATIONAL LTD COMMON STOCK
N/A
24994.00000000
NS
34128.43000000
0.014569549676
Long
EC
SG
N
3
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP COMMON STOCK
166764100
800.00000000
NS
USD
120496.00000000
0.051440176351
Long
EC
US
N
1
N
N
N
Grupo Bimbo S.A.B. de C.V.
5493000RIXURZEBFEV60
GRUPO BIMBO SAB- SERIES A COMMON STOCK
N/A
35054.00000000
NS
187209.96000000
0.079920606138
Long
EC
MX
N
1
N
N
N
MURPHY USA INC.
549300Y081F8XIKQIO72
MURPHY USA INC COMMON STOCK
626755102
500.00000000
NS
USD
138210.00000000
0.059002346746
Long
EC
US
N
1
N
N
N
RYOHIN KEIKAKU CO., LTD.
549300PMNF56J66BY371
RYOHIN KEIKAKU CO LTD COMMON STOCK
N/A
20700.00000000
NS
202829.33000000
0.086588571442
Long
EC
JP
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
11.00000000
NC
1278702.14000000
0.545882548658
N/A
DE
HK
N
1
J.P. MORGAN SECURITIES
N/A
Long
HANG SENG IDX FUT Jun 2023
N/A
N/A
2023-07-02
1318643.37000000
HKD
-39941.23000000
N
N
N
TRUSCO NAKAYAMA CORPORATION
N/A
TRUSCO NAKAYAMA CORP COMMON STOCK
N/A
12800.00000000
NS
193124.58000000
0.082445578717
Long
EC
JP
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL COMMON STOCK
87165B103
295.00000000
NS
USD
9133.20000000
0.003898995972
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-53.47000000
-0.00002282653
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
9300.26000000
GBP
11478.10000000
USD
2023-06-26
-53.47000000
N
N
N
The Saudi National Bank SJSC
5586006ZEFQ542K7CY16
THE SAUDI NATIONAL BANK COMMON STOCK
N/A
32000.00000000
NS
314812.84000000
0.134394735156
Long
EC
SA
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-3.51000000
-0.00000149843
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1002.17000000
USD
1351.57000000
SGD
2023-06-26
-3.51000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-01
N/A
1.00000000
NC
USD
80.09000000
0.000034190709
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
26201.25000000
BRL
5195.62000000
USD
2023-06-01
80.09000000
N
N
N
EVRAZ PLC
5493005B7DAN39RXLK23
EVRAZ PLC COMMON STOCK
N/A
21791.00000000
NS
21876.34000000
0.009339088331
Long
EC
GB
N
1
N
N
N
QUANTA COMPUTER INC.
529900DE8BIV3XOXIK04
QUANTA COMPUTER INC COMMON STOCK
N/A
57108.00000000
NS
216518.82000000
0.092432664024
Long
EC
TW
N
1
N
N
N
SOHGO SECURITY SERVICES CO.,LTD.
N/A
SOHGO SECURITY SERVICES CO COMMON STOCK
N/A
5500.00000000
NS
154707.80000000
0.066045316981
Long
EC
JP
N
1
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COMMON STOCK
92343V104
6300.00000000
NS
USD
224469.00000000
0.095826624498
Long
EC
US
N
1
N
N
N
SMITHS GROUP PLC
213800MJL6IPZS3ASA11
SMITHS GROUP PLC COMMON STOCK
N/A
449.00000000
NS
8937.26000000
0.003815348480
Long
EC
GB
N
1
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
1170.00000000
NS
USD
79946.10000000
0.034129278006
Long
EC
US
N
1
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEINEKEN NV COMMON STOCK
N/A
239.00000000
NS
24073.26000000
0.010276961390
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-06-01
N/A
1.00000000
NC
USD
18.85000000
0.000008047132
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6165.00000000
BRL
1222.50000000
USD
2023-06-01
18.85000000
N
N
N
TG THERAPEUTICS, INC.
529900X21UKABN9NJ529
TG THERAPEUTICS INC COMMON STOCK
88322Q108
2527.00000000
NS
USD
67294.01000000
0.028728055220
Long
EC
US
N
1
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N/A
846.00000000
NS
12798.23000000
0.005463610478
Long
EC
FR
N
1
N
N
N
KOC HOLDING ANONIM SIRKETI
7890005U0H950VH19H45
KOC HOLDING AS COMMON STOCK
N/A
11594.00000000
NS
44138.28000000
0.018842790690
Long
EC
TR
N
1
N
N
N
METAUX RUSSEL INC.
5493005F9VPHFO17OV54
RUSSEL METALS INC COMMON STOCK
781903604
1056.00000000
NS
27672.13000000
0.011813331954
Long
EC
CA
N
1
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP COMMON STOCK
N/A
4818.00000000
NS
311822.34000000
0.133118079936
Long
EC
KR
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
744573106
375.00000000
NS
USD
22406.25000000
0.009565308818
Long
EC
US
N
1
N
N
N
ANHUI GUJING DISTILLERY COMPANY LIMITED
N/A
ANHUI GUJING DISTILLERY CO-B COMMON STOCK
N/A
2700.00000000
NS
44254.72000000
0.018892499346
Long
EC
CN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
13.03000000
0.000005562553
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1961.83000000
NZD
1188.31000000
USD
2023-06-26
13.03000000
N
N
N
PetroChina Company Limited
529900RPY4YG47TRSV05
PETROCHINA CO LTD-H COMMON STOCK
N/A
108000.00000000
NS
69808.71000000
0.029801589706
Long
EC
HK
N
1
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP COMMON STOCK
615369105
10031.00000000
NS
USD
3178623.28000000
1.356965725663
Long
EC
US
N
1
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
87.00000000
NS
13071.42000000
0.005580236273
Long
EC
DK
N
1
N
N
N
CADENCE DESIGN SYSTEMS, INC.
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC COMMON STOCK
127387108
2334.00000000
NS
USD
538943.94000000
0.230077108928
Long
EC
US
N
1
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
5900.00000000
NS
140788.28000000
0.060103023764
Long
EC
SG
N
1
N
N
N
GR. SARANTIS S.A.
21380078FJXYHFE8KP46
SARANTIS SA COMMON STOCK
N/A
14046.00000000
NS
111110.15000000
0.047433323184
Long
EC
GR
N
1
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP BANK PLC COMMON STOCK
N/A
14698.00000000
NS
456213.74000000
0.194759288605
Long
EC
HU
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-14.26000000
-0.00000608764
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1850.57000000
USD
1673.58000000
CHF
2023-06-26
-14.26000000
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
60500.00000000
NS
USD
951665.00000000
0.406269215807
Long
EC
US
N
1
N
N
N
Telecom Egypt Company S.A.E.
2138002G9HYJY4EDCG86
TELECOM EGYPT COMMON STOCK
N/A
22501.00000000
NS
17643.99000000
0.007532282873
Long
EC
EG
N
1
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORP COMMON STOCK
540424108
177.00000000
NS
USD
9912.00000000
0.004231468496
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-17000.11000000
-0.00725740818
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
7336735.00000000
USD
9941515.84000000
CAD
2023-06-26
-17000.11000000
N
N
N
Rengo Co., Ltd.
N/A
RENGO CO LTD COMMON STOCK
N/A
9000.00000000
NS
53465.98000000
0.022824819413
Long
EC
JP
N
1
N
N
N
COGECO COMMUNICATIONS INC.
549300XHH6LJM6IAXV57
COGECO COMMUNICATIONS INC COMMON STOCK
19239C106
1500.00000000
NS
70768.04000000
0.030211131138
Long
EC
CA
N
1
N
N
N
N/A
N/A
MSCI EMGMKT JUN23 PHYSICAL INDEX FUTURE.
N/A
-180.00000000
NC
USD
-8611200.00000000
-3.67615229220
N/A
DE
US
N
1
J.P. MORGAN SECURITIES
N/A
Short
US MSCI Emerging Markets Equity Index Future Jun 2023
N/A
N/A
2023-06-19
-8745455.05000000
USD
134255.05000000
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
14500.00000000
NS
USD
228085.00000000
0.097370307920
Long
EC
US
N
1
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD COMMON STOCK
N/A
1230.00000000
NS
15298.98000000
0.006531189659
Long
EC
AU
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
2000.00000000
NS
174634.00000000
0.074551883523
Long
EC
CA
N
1
N
N
N
MTN GROUP LIMITED
2549009JD6Q6XHZS5E05
MTN GROUP LTD COMMON STOCK
N/A
1659.00000000
NS
10211.23000000
0.004359210861
Long
EC
ZA
N
1
N
N
N
MSC INDUSTRIAL DIRECT CO., INC.
0XVKH0LN6YGOWO2EGO17
MSC INDUSTRIAL DIRECT CO-A COMMON STOCK
553530106
700.00000000
NS
USD
62944.00000000
0.026871020285
Long
EC
US
N
1
N
N
N
THE MIDDLEBY CORPORATION
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP COMMON STOCK
596278101
9743.00000000
NS
USD
1286076.00000000
0.549030476048
Long
EC
US
N
1
N
N
N
PT Bank Central Asia Tbk
254900BR956G2OHVOM21
BANK CENTRAL ASIA TBK PT COMMON STOCK
N/A
16100.00000000
NS
9720.15000000
0.004149567040
Long
EC
ID
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-57.12000000
-0.00002438473
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
5998.19000000
USD
41424.70000000
DKK
2023-06-26
-57.12000000
N
N
N
Internet Initiative Japan Inc.
529900EOCJNAPUHDFR78
INTERNET INITIATIVE JAPAN COMMON STOCK
N/A
1768.00000000
NS
34786.76000000
0.014850593124
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-46.70000000
-0.00001993639
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
8123.07000000
GBP
10025.25000000
USD
2023-06-26
-46.70000000
N
N
N
HONDA MOTOR CO., LTD.
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD COMMON STOCK
N/A
7200.00000000
NS
206391.58000000
0.088109308796
Long
EC
JP
N
1
N
N
N
MAHINDRA AND MAHINDRA LIMITED
3358003B573EV4KB4Z02
MAHINDRA & MAHINDRA LTD COMMON STOCK
N/A
10702.00000000
NS
170622.67000000
0.072839432300
Long
EC
IN
N
1
N
N
N
COCA-COLA FEMSA, S.A.B. DE C.V.
5493008KEVFYPMGTXO33
COCA-COLA FEMSA SAB DE CV UNIT
N/A
9277.00000000
NS
76600.26000000
0.032700926860
Long
EC
MX
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-1.73000000
-0.00000073854
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
286.82000000
USD
1987.79000000
DKK
2023-06-26
-1.73000000
N
N
N
COMPAGNIE DE SAINT-GOBAIN SA
NFONVGN05Z0FMN5PEC35
COMPAGNIE DE SAINT GOBAIN COMMON STOCK
N/A
12124.00000000
NS
669534.33000000
0.285826616724
Long
EC
FR
N
1
N
N
N
NIDEC CORPORATION
353800IF171MZTNL6Y31
NIDEC CORP COMMON STOCK
N/A
12700.00000000
NS
630841.36000000
0.269308448483
Long
EC
JP
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COMMON STOCK
172967424
18500.00000000
NS
USD
819920.00000000
0.350026800843
Long
EC
US
N
1
N
N
N
Enefit Green AS
485100EAUB2D0VTK1R43
ENEFIT GREEN AS COMMON STOCK
N/A
17776.00000000
NS
91722.64000000
0.039156725344
Long
EC
EE
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG COMMON STOCK
N/A
11853.00000000
NS
382505.66000000
0.163293043802
Long
EC
AT
N
1
N
N
N
Fujikura Ltd.
353800PSDZ8VRCKVPL51
FUJIKURA LTD COMMON STOCK
N/A
4264.00000000
NS
34181.58000000
0.014592239602
Long
EC
JP
N
1
N
N
N
AEON REIT Investment Corporation.
353800P59F8MJB4FE788
AEON REIT INVESTMENT CORP REIT
N/A
70.00000000
NS
80463.80000000
0.034350286000
Long
EC
JP
N
1
N
N
N
Commerzbank Aktiengesellschaft
851WYGNLUQLFZBSYGB56
COMMERZBANK AG COMMON STOCK
N/A
17723.00000000
NS
177607.89000000
0.075821447874
Long
EC
DE
N
1
N
N
N
EDENRED SE
9695006LOD5B2D7Y0N70
EDENRED COMMON STOCK
N/A
4206.00000000
NS
269399.23000000
0.115007501496
Long
EC
FR
N
1
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR COMMON STOCK
682189105
770.00000000
NS
USD
64372.00000000
0.027480638628
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/JPY SETTLE 2023-06-01
N/A
1.00000000
NC
-48.21000000
-0.00002058102
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
975313.00000000
JPY
6502.70000000
EUR
2023-06-01
-48.21000000
N
N
N
PARTRON Co.,Ltd.
N/A
PARTRON CO LTD COMMON STOCK
N/A
4462.00000000
NS
30659.97000000
0.013088851611
Long
EC
KR
N
1
N
N
N
Kao Corporation
353800HM38HFCB8RGL63
KAO CORP COMMON STOCK
N/A
28200.00000000
NS
984371.04000000
0.420231542070
Long
EC
JP
N
1
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
4400.00000000
NS
124553.56000000
0.053172363328
Long
EC
JP
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-13.53000000
-0.00000577600
N/A
DFE
AU
N
2
WESTPAC BANKING CORP
N/A
1318.20000000
USD
2014.52000000
AUD
2023-06-26
-13.53000000
N
N
N
YAMADA HOLDINGS CO.,LTD.
353800MDZ4K1DQKLO464
YAMADA HOLDINGS CO LTD COMMON STOCK
N/A
96900.00000000
NS
286438.11000000
0.122281460731
Long
EC
JP
N
1
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC COMMON STOCK
03076C106
26.00000000
NS
USD
7760.22000000
0.003312865865
Long
EC
US
N
1
N
N
N
Continental Aktiengesellschaft
529900A7YD9C0LLXM621
CONTINENTAL AG COMMON STOCK
N/A
4665.00000000
NS
309740.09000000
0.132229159912
Long
EC
DE
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-3.47000000
-0.00000148135
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
364.73000000
USD
2518.90000000
DKK
2023-06-26
-3.47000000
N
N
N
Joint Stock Company Kaspi.kz
2549003YU6FARG8OAZ13
JSC KASPI.KZ GDR-REG S DEPOSITARY RECEIPT
48581R205
6152.00000000
NS
USD
492160.00000000
0.210104876455
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
504.43000000
0.000215342983
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
75119.39000000
AUD
49154.37000000
USD
2023-06-26
504.43000000
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
15.00000000
0.000006403554
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
3708.62000000
USD
5057.35000000
CAD
2023-06-26
15.00000000
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N82405106
27550.00000000
NS
USD
421515.00000000
0.179946271535
Long
EC
US
N
1
N
N
N
TURK HAVA YOLLARI ANONIM ORTAKLIGI
789000EV8M3BL7ZPFB03
TURK HAVA YOLLARI AO COMMON STOCK
N/A
11710.00000000
NS
81352.64000000
0.034729734997
Long
EC
TR
N
1
N
N
N
SAAB Aktiebolag
549300ZHO4JCQQI13M69
SAAB AB-B COMMON STOCK
N/A
1346.00000000
NS
73065.60000000
0.031191967777
Long
EC
SE
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO COMMON STOCK
N/A
344555.00000000
NS
791778.57000000
0.338013123028
Long
EC
IT
N
1
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMMON STOCK
81211K100
1500.00000000
NS
USD
56775.00000000
0.024237451968
Long
EC
US
N
1
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P148
1000.00000000
NS
48355.77000000
0.020643252360
Long
EC
CA
N
1
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
11149.00000000
NS
78058.97000000
0.033323655413
Long
EC
IL
N
1
N
N
N
KOC HOLDING ANONIM SIRKETI
7890005U0H950VH19H45
KOC HOLDING AS COMMON STOCK
N/A
27000.00000000
NS
102788.82000000
0.043880917439
Long
EC
TR
N
1
N
N
N
Nippon Shinyaku Co., Ltd.
N/A
NIPPON SHINYAKU CO LTD COMMON STOCK
N/A
1300.00000000
NS
59363.70000000
0.025342577321
Long
EC
JP
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co., Ltd.
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK
N/A
48999.00000000
NS
889803.66000000
0.379860386975
Long
EC
TW
N
1
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
3579.00000000
NS
USD
1684026.87000000
0.718917135624
Long
EC
US
N
1
N
N
N
HEINEKEN MALAYSIA BERHAD
N/A
HEINEKEN MALAYSIA BHD COMMON STOCK
Y29432104
1900.00000000
NS
10925.36000000
0.004664075530
Long
EC
MY
N
1
N
N
N
AMPHENOL CORPORATION
549300D3L3G0R4U4VT04
AMPHENOL CORP-CL A COMMON STOCK
032095101
4930.00000000
NS
USD
371968.50000000
0.158794692250
Long
EC
US
N
1
N
N
N
HD Hyundai Infracore Co., Ltd.
988400TP9XND969CO672
HD HYUNDAI INFRACORE CO LTD COMMON STOCK
N/A
3562.00000000
NS
25576.09000000
0.010918524930
Long
EC
KR
N
1
N
N
N
Namchow Holdings Co., Ltd.
N/A
NAMCHOW HOLDINGS CO LTD COMMON STOCK
N/A
15000.00000000
NS
24749.82000000
0.010565787291
Long
EC
TW
N
1
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP COMMON STOCK
68389X105
2800.00000000
NS
USD
296632.00000000
0.126633269084
Long
EC
US
N
1
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO COMMON STOCK
501044101
6612.00000000
NS
USD
299721.96000000
0.127952384136
Long
EC
US
N
1
N
N
N
HACI OMER SABANCI HOLDING ANONIM SIRKETI
78900090FFOWNLGP0F20
HACI OMER SABANCI HOLDING COMMON STOCK
N/A
3321.00000000
NS
6193.16000000
0.002643882307
Long
EC
TR
N
1
N
N
N
NARAYANA HRUDAYALAYA LIMITED
3358005539O9QRRIAM19
NARAYANA HRUDAYALAYA LTD COMMON STOCK
N/A
4949.00000000
NS
53445.94000000
0.022816264265
Long
EC
IN
N
1
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC COMMON STOCK
38141G104
92.00000000
NS
USD
29798.80000000
0.012721215036
Long
EC
US
N
1
N
N
N
NUCOR CORPORATION
549300GGJCRSI2TIEJ46
NUCOR CORP COMMON STOCK
670346105
430.00000000
NS
USD
56785.80000000
0.024242062527
Long
EC
US
N
1
N
N
N
HUBBELL INCORPORATED
54930088VDQ6840Y6597
HUBBELL INC COMMON STOCK
443510607
1366.00000000
NS
USD
385840.36000000
0.164716639241
Long
EC
US
N
1
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS COMMON STOCK
N/A
187.00000000
NS
10767.45000000
0.004596663182
Long
EC
FR
N
1
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
7700.00000000
NS
91710.45000000
0.039151521389
Long
EC
FR
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-9.47000000
-0.00000404277
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
1431.92000000
USD
1332.40000000
EUR
2023-06-26
-9.47000000
N
N
N
YUTONG BUS CO., LTD.
300300OMPRVW0Q75F037
YUTONG BUS CO LTD-A COMMON STOCK
N/A
91000.00000000
NS
166388.44000000
0.071031824264
Long
EC
CN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-0.51000000
-0.00000021772
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
11901.68000000
SGD
8793.54000000
USD
2023-06-26
-0.51000000
N
N
N
ITOCHU ENEX CO., LTD.
549300WO21DGCU3JY132
ITOCHU ENEX CO LTD COMMON STOCK
N/A
13300.00000000
NS
110329.60000000
0.047100103578
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
19.62000000
0.000008375848
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
27754.42000000
SEK
2573.69000000
USD
2023-06-26
19.62000000
N
N
N
TURKCELL ILETISIM HIZMETLERI ANONIM SIRKETI
7890003EX1LTLS2FFL84
TURKCELL ILETISIM HIZMET AS COMMON STOCK
N/A
18483.00000000
NS
29913.91000000
0.012770355910
Long
EC
TR
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-59.97000000
-0.00002560140
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
13213.10000000
USD
12320.48000000
EUR
2023-06-26
-59.97000000
N
N
N
BANCO BTG PACTUAL S.A.
ZXLTQRYIK6IJH3R0IK66
BANCO BTG PACTUAL SA-UNIT UNIT
N/A
14200.00000000
NS
72720.28000000
0.031044549425
Long
EC
BR
N
1
N
N
N
HERMES INTERNATIONAL S.C.A.
969500Y4IJGHJE2MTJ13
HERMES INTERNATIONAL COMMON STOCK
N/A
454.00000000
NS
920487.42000000
0.392959394623
Long
EC
FR
N
1
N
N
N
Richter Gedeon Vegyeszeti Gyar Nyilvanosan Mukodo Rt.
549300J6ZJW5IH4WEE46
RICHTER GEDEON NYRT COMMON STOCK
N/A
41546.00000000
NS
1042274.52000000
0.444950746214
Long
EC
HU
N
1
N
N
N
INTER RAO YEES PAO
253400PMFKF8Q8G1FA17
INTER RAO UES PJSC COMMON STOCK
N/A
2649312.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
2
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ COMMON STOCK
N/A
223.00000000
NS
12457.57000000
0.005318181497
Long
EC
FI
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-2.95000000
-0.00000125936
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
744.31000000
USD
5169.20000000
DKK
2023-06-26
-2.95000000
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA COMMON STOCK
N/A
1784.00000000
NS
34070.98000000
0.014545024064
Long
EC
IT
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK
682680103
165.00000000
NS
USD
9348.90000000
0.003991079078
Long
EC
US
N
1
N
N
N
ORION CORP.
N/A
ORION CORP/REPUBLIC OF KOREA COMMON STOCK
N/A
624.00000000
NS
60742.74000000
0.025931294463
Long
EC
KR
N
1
N
N
N
Komercni banka, a.s.
IYKCAVNFR8QGF00HV840
KOMERCNI BANKA AS COMMON STOCK
N/A
7167.00000000
NS
212658.22000000
0.090784559981
Long
EC
CZ
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-460.77000000
-0.00019670437
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
43103.37000000
USD
38863.64000000
CHF
2023-06-26
-460.77000000
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
366.00000000
NS
7963.64000000
0.003399706596
Long
EC
JP
N
1
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC COMMON STOCK
205887102
4300.00000000
NS
USD
149941.00000000
0.064010352894
Long
EC
US
N
1
N
N
N
NMDC LIMITED
335800IXHXOHQ7B2HP66
NMDC LTD COMMON STOCK
Y62393114
153845.00000000
NS
198601.10000000
0.084783524828
Long
EC
IN
N
1
N
N
N
UT Group Co., Ltd.
N/A
UT GROUP CO LTD COMMON STOCK
N/A
4200.00000000
NS
82758.47000000
0.035329888887
Long
EC
JP
N
1
N
N
N
BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP PLC COMMON STOCK
N/A
15527.00000000
NS
145569.77000000
0.062144259065
Long
EC
IE
N
1
N
N
N
E.L.F. BEAUTY, INC.
549300U2K9TCON25C029
ELF BEAUTY INC COMMON STOCK
26856L103
1209.00000000
NS
USD
125760.18000000
0.053687473752
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
31.37000000
0.000013391965
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
12082.70000000
SGD
8959.17000000
USD
2023-06-26
31.37000000
N
N
N
SK D&D Co., Ltd.
988400MVYDOY6OP6CO22
SK D&D CO LTD COMMON STOCK
N/A
974.00000000
NS
15190.66000000
0.006484947461
Long
EC
KR
N
1
N
N
N
HYUNDAI MOTOR COMPANY
9884004RQX8PRBXQ8S60
HYUNDAI MOTOR CO COMMON STOCK
N/A
2210.00000000
NS
333019.40000000
0.142167181189
Long
EC
KR
N
1
N
N
N
Phreesia Inc
5493000HHF8NU4QOCG53
PHREESIA INC COMMON STOCK
71944F106
1262.00000000
NS
USD
37885.24000000
0.016173345395
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
4200.00000000
NS
USD
132048.00000000
0.056371766755
Long
EC
US
N
1
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP COMMON STOCK
14448C104
31117.00000000
NS
USD
1272685.30000000
0.543313937993
Long
EC
US
N
1
N
N
N
DETSKIY MIR PAO
25340094SFG83VJ0YP24
DETSKY MIR PJSC COMMON STOCK
N/A
101061.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
Y
2
N
N
N
MEGAWORLD CORP.
254900P57OOZ5AY5C521
MEGAWORLD CORP COMMON STOCK
N/A
379945.00000000
NS
13801.42000000
0.005891875902
Long
EC
PH
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
23200.00000000
NS
USD
580696.00000000
0.247901213707
Long
EC
US
N
1
N
N
N
DAYANG ENTERPRISE HOLDINGS BHD.
N/A
DAYANG ENTERPRISE HLDGS BHD COMMON STOCK
N/A
6451.00000000
NS
1635.29000000
0.000698111190
Long
EC
MY
N
1
N
N
N
PROPETRO HOLDING CORP.
N/A
PROPETRO HOLDING CORP COMMON STOCK
74347M108
56050.00000000
NS
USD
373853.50000000
0.159599405538
Long
EC
US
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.05000000
0.000000021345
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
957.75000000
USD
1296.27000000
SGD
2023-06-26
0.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-13.95000000
-0.00000595530
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
137693.95000000
HKD
17587.07000000
USD
2023-06-26
-13.95000000
N
N
N
Bangkok Dusit Medical Services Public Company Limited
N/A
BANGKOK DUSIT MED SERVICE COMMON STOCK
N/A
146922.00000000
NS
119268.58000000
0.050916186333
Long
EC
TH
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
600.00000000
NS
USD
122646.00000000
0.052358019094
Long
EC
US
N
1
N
N
N
Solid, Inc.
N/A
SOLID INC COMMON STOCK
N/A
6411.00000000
NS
27097.92000000
0.011568199637
Long
EC
KR
N
1
N
N
N
Otter Tail Corporation
N/A
OTTER TAIL CORP COMMON STOCK
689648103
1700.00000000
NS
USD
126157.00000000
0.053856877639
Long
EC
US
N
1
N
N
N
Nestle India Ltd
3358008SYYY9CPWH5D94
NESTLE INDIA LTD COMMON STOCK
N/A
900.00000000
NS
235771.09000000
0.100651527422
Long
EC
IN
N
1
N
N
N
USD CALL JPY PUT
N/A
USD CALL JPY PUT STRIKE 135.5
319062594
4533285.00000000
NC
USD
17488.11000000
0.007465737140
N/A
DFE
US
N
3
STANDARD CHARTERED BANK
N/A
Put
Purchased
N/A
N/A
4533285.00000000
135.50000000
USD
2023-06-02
XXXX
13516.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-1.90000000
-0.00000081111
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
140191.32000000
HKD
17918.35000000
USD
2023-06-26
-1.90000000
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P148
205.00000000
NS
9912.93000000
0.004231865517
Long
EC
CA
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
81.57000000
0.000034822526
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
91887.03000000
USD
12798715.00000000
JPY
2023-06-26
81.57000000
N
N
N
THORESEN THAI AGENCIES PUBLIC COMPANY LIMITED
N/A
THORESEN THAI AGENCIES-FOR COMMON STOCK
N/A
122400.00000000
NS
25148.28000000
0.010735891300
Long
EC
TH
N
1
N
N
N
PENUMBRA, INC.
549300RGE06P3ECANU72
PENUMBRA INC COMMON STOCK
70975L107
840.00000000
NS
USD
258165.60000000
0.110211824392
Long
EC
US
N
1
N
N
N
AUTOLIV, INC.
A23RUXWKASG834LTMK28
AUTOLIV INC-SWED DEP RECEIPT DEPOSITARY RECEIPT
N/A
8228.00000000
NS
656359.07000000
0.280202050781
Long
EC
SE
N
1
N
N
N
JOINT STOCK COMPANY HALYK SAVINGS BANK OF KAZAKHSTAN
213800NYDTVQM4SDUD67
HALYK SAVINGS BANK-GDR REG S DEPOSITARY RECEIPT
46627J302
38076.00000000
NS
USD
488895.84000000
0.208711394795
Long
EC
GB
N
1
N
N
N
UNIVERSAL VISION BIOTECHNOLOGY CO., LTD.
N/A
UNIVERSAL VISION BIOTECHNOLO COMMON STOCK
N/A
12300.00000000
NS
157915.55000000
0.067414717008
Long
EC
TW
N
1
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
THE CIGNA GROUP COMMON STOCK
125523100
180.00000000
NS
USD
44533.80000000
0.019011639603
Long
EC
US
N
1
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP COMMON STOCK
539830109
400.00000000
NS
USD
177604.00000000
0.075819787219
Long
EC
US
N
1
N
N
N
Shanghai International Airport Co., Ltd.
3003000CIJ7O6AOQF345
SHANGHAI INTERNATIONAL AIR-A COMMON STOCK
N/A
36600.00000000
NS
240070.94000000
0.102487148872
Long
EC
CN
N
1
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
17049.00000000
NS
801557.46000000
0.342187766387
Long
EC
IE
N
1
N
N
N
GRUPA AZOTY SPOLKA AKCYJNA
259400Z9C99U5B36R274
GRUPA AZOTY SA COMMON STOCK
N/A
743.00000000
NS
4451.10000000
0.001900190620
Long
EC
PL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1345.97000000
0.000574599440
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
189300.21000000
EUR
203439.61000000
USD
2023-06-26
1345.97000000
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
1200.00000000
NS
USD
100992.00000000
0.043113848510
Long
EC
US
N
1
N
N
N
SNAM S.P.A.
8156002278562044AF79
SNAM SPA COMMON STOCK
N/A
3202.00000000
NS
16692.73000000
0.007126186553
Long
EC
IT
N
1
N
N
N
C&D INTERNATIONAL INVESTMENT GROUP LIMITED
N/A
C&D INTERNATIONAL INVESTMENT COMMON STOCK
N/A
15871.00000000
NS
39899.25000000
0.017033133517
Long
EC
HK
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
104.94000000
0.000044799263
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
120238.87000000
DKK
17349.41000000
USD
2023-06-26
104.94000000
N
N
N
Korea Real Estate Investment & Trust Co., Ltd
N/A
KOREA REAL ESTATE INVEST COMMON STOCK
N/A
53058.00000000
NS
55126.75000000
0.023533808107
Long
EC
KR
N
1
N
N
N
UNITED ARROWS LTD.
N/A
UNITED ARROWS LTD COMMON STOCK
N/A
7000.00000000
NS
118290.81000000
0.050498772799
Long
EC
JP
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
18174.00000000
NS
1028439.15000000
0.439044376935
Long
EC
FR
N
1
N
N
N
Interglobe Aviation Ltd
33580079R8SLLO23XD19
INTERGLOBE AVIATION LTD COMMON STOCK
N/A
287.00000000
NS
8230.29000000
0.003513540441
Long
EC
IN
Y
1
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OPEN TEXT CORP COMMON STOCK
683715106
5026.00000000
NS
208686.41000000
0.089088979988
Long
EC
CA
N
1
N
N
N
BayCurrent Consulting, Inc.
N/A
BAYCURRENT CONSULTING INC COMMON STOCK
N/A
2136.00000000
NS
78123.04000000
0.033351007126
Long
EC
JP
N
1
N
N
N
MEEZAN BANK LIMITED
254900Y8S03SVOEXXP61
MEEZAN BANK LTD COMMON STOCK
N/A
19751.00000000
NS
6152.98000000
0.002626729321
Long
EC
PK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
22.61000000
0.000009652290
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1983.21000000
NZD
1210.70000000
USD
2023-06-26
22.61000000
N
N
N
SANMINA CORPORATION
X5K24XLM8QYRXF00EB42
SANMINA CORP COMMON STOCK
801056102
1641.00000000
NS
USD
87038.64000000
0.037157108875
Long
EC
US
N
1
N
N
N
Sanrio Company,Ltd.
3538002Q5JQLOMSPH125
SANRIO CO LTD COMMON STOCK
N/A
1376.00000000
NS
54955.30000000
0.023460615484
Long
EC
JP
N
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
SWISS RE AG COMMON STOCK
N/A
237.00000000
NS
23649.44000000
0.010096031106
Long
EC
CH
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
3199.00000000
NS
USD
205407.79000000
0.087689325302
Long
EC
US
N
1
N
N
N
OIL AND NATURAL GAS CORPORATION LIMITED
335800FPDZ9MRSNO7N41
OIL & NATURAL GAS CORP LTD COMMON STOCK
Y64606133
54269.00000000
NS
101608.55000000
0.043377055926
Long
EC
IN
N
1
N
N
N
Technip Energies N.V.
724500FLODI49NSCIP70
TECHNIP ENERGIES NV COMMON STOCK
N/A
3363.00000000
NS
66489.17000000
0.028384466125
Long
EC
FR
N
1
N
N
N
TATA CONSULTANCY SERVICES LIMITED
335800ZJKU9GPQRE2U66
TATA CONSULTANCY SVCS LTD COMMON STOCK
Y85279100
9018.00000000
NS
358564.36000000
0.153072416610
Long
EC
IN
N
1
N
N
N
CUMMINS INDIA LIMITED
3358002PR6NKJRU4YS77
CUMMINS INDIA LTD COMMON STOCK
N/A
2902.00000000
NS
61732.29000000
0.026353736922
Long
EC
IN
N
1
N
N
N
Ke Holdings Inc
254900RHVY072XPAZE03
KE HOLDINGS INC-ADR DEPOSITARY RECEIPT
482497104
12448.00000000
NS
USD
177259.52000000
0.075672727466
Long
EC
US
N
1
N
N
N
Morinaga Milk Industry Co., Ltd.
529900FB91P7MVO08949
MORINAGA MILK INDUSTRY CO COMMON STOCK
N/A
11400.00000000
NS
404301.61000000
0.172597813352
Long
EC
JP
N
1
N
N
N
GOODMAN GROUP
N/A
GOODMAN GROUP REIT
N/A
1257.00000000
NS
15968.34000000
0.006816941854
Long
EC
AU
N
1
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
8368.00000000
NS
618411.26000000
0.264001994028
Long
EC
FR
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
2406.00000000
NS
USD
34694.52000000
0.014811215536
Long
EC
US
N
1
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC COMMON STOCK
02005N100
23400.00000000
NS
USD
624078.00000000
0.266421145742
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
3.72000000
0.000001588081
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1434.69000000
USD
1953.62000000
CAD
2023-06-26
3.72000000
N
N
N
TravelSky Technology Limited
5299007TAWP4DZ6QFG73
TRAVELSKY TECHNOLOGY LTD-H COMMON STOCK
N/A
41323.00000000
NS
75379.87000000
0.032179937974
Long
EC
HK
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
29.09000000
0.000012418625
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
6543.85000000
USD
5301.10000000
GBP
2023-06-26
29.09000000
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
3227.00000000
NS
USD
1242040.03000000
0.530231361865
Long
EC
US
N
1
N
N
N
PT Matahari Department Store Tbk
N/A
MATAHARI DEPARTMENT STORE TB COMMON STOCK
N/A
139524.00000000
NS
34438.88000000
0.014702081899
Long
EC
ID
N
1
N
N
N
MITSUI & CO., LTD.
2NRSB4GOU9DD6CNW5R48
MITSUI & CO LTD COMMON STOCK
N/A
3368.00000000
NS
106163.78000000
0.045321700018
Long
EC
JP
N
1
N
N
N
ABOITIZ POWER CORP.
254900UHTKF4VBSFTL94
ABOITIZ POWER CORP COMMON STOCK
N/A
34400.00000000
NS
22786.32000000
0.009727562070
Long
EC
PH
N
1
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
502.00000000
NS
USD
41314.60000000
0.017637351529
Long
EC
US
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-20801.99000000
-0.00888044444
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1761781.76000000
USD
12139160.99000000
DKK
2023-06-26
-20801.99000000
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
10800.00000000
NS
USD
1192428.00000000
0.509051807586
Long
EC
US
N
1
N
N
N
PAYLOCITY HOLDING CORPORATION
549300VH75FTB4DIEE07
PAYLOCITY HOLDING CORP COMMON STOCK
70438V106
1021.00000000
NS
USD
176377.75000000
0.075296296678
Long
EC
US
N
1
N
N
N
IPSOS SA
9695002OY2X35E9X8W87
IPSOS COMMON STOCK
N/A
1004.00000000
NS
49001.19000000
0.020918784482
Long
EC
FR
N
1
N
N
N
HYBE Co., Ltd.
988400NYDQI538IJ3K23
HYBE CO LTD COMMON STOCK
N/A
1235.00000000
NS
254955.74000000
0.108841523598
Long
EC
KR
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG COMMON STOCK
N/A
18401.00000000
NS
707398.78000000
0.301991086794
Long
EC
DE
Y
1
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO COMMON STOCK
382550101
33960.00000000
NS
USD
466270.80000000
0.199052683738
Long
EC
US
N
1
N
N
N
BECTON, DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO COMMON STOCK
075887109
5898.00000000
NS
USD
1425900.48000000
0.608722050121
Long
EC
US
N
1
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORPORATION COMMON STOCK
023608102
136.00000000
NS
USD
11025.52000000
0.004706834195
Long
EC
US
N
1
N
N
N
Wistron Corporation
254900DIEONKUALBFM06
WISTRON CORP COMMON STOCK
N/A
38184.00000000
NS
82885.78000000
0.035384237985
Long
EC
TW
N
1
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE COMMON STOCK
427866108
2432.00000000
NS
USD
631590.40000000
0.269628216357
Long
EC
US
N
1
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP COMMON STOCK
458140100
37600.00000000
NS
USD
1182144.00000000
0.504661530950
Long
EC
US
N
1
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK
87612G101
205.00000000
NS
USD
13950.25000000
0.005955411965
Long
EC
US
N
1
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
5068.00000000
NS
USD
372041.88000000
0.158826018436
Long
EC
US
N
1
N
N
N
METTLER-TOLEDO INTERNATIONAL INC.
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL COMMON STOCK
592688105
969.00000000
NS
USD
1280892.03000000
0.546817420586
Long
EC
US
N
1
N
N
N
Orbia Advance Corporation S.A.B. de CV
549300MVHZ20SBIOEQ79
ORBIA ADVANCE CORP SAB DE CV COMMON STOCK
N/A
8113.00000000
NS
17081.92000000
0.007292333166
Long
EC
MX
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-06-01
N/A
1.00000000
NC
USD
8.32000000
0.000003551837
N/A
DFE
US
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
37720.34000000
ZAR
1911.83000000
USD
2023-06-01
8.32000000
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
2141.00000000
NS
24630.36000000
0.010514789387
Long
EC
GB
N
1
N
N
N
AVIVA PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC COMMON STOCK
N/A
2658.00000000
NS
12986.27000000
0.005543885431
Long
EC
GB
N
1
N
N
N
Japan Lifeline Co., Ltd.
353800QUW6LROZVA6765
JAPAN LIFELINE CO LTD COMMON STOCK
N/A
22700.00000000
NS
167347.82000000
0.071441387041
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
0.86000000
0.000000367137
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1036.84000000
DKK
149.56000000
USD
2023-06-26
0.86000000
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
234.00000000
NS
USD
18460.26000000
0.007880751476
Long
EC
US
N
1
N
N
N
Pepco Group N.V.
213800OVMJPFP79OB449
PEPCO GROUP NV COMMON STOCK
N/A
20895.00000000
NS
196508.55000000
0.083890207697
Long
EC
PL
N
1
N
N
N
3SBIO INC.
529900P0TQC1E9Y7FN31
3SBIO INC COMMON STOCK
N/A
73500.00000000
NS
74361.45000000
0.031745170808
Long
EC
HK
Y
1
N
N
N
SRI TRANG GLOVES (THAILAND) PUBLIC COMPANY LIMITED
N/A
SRI TRANG GLOVES THA-FOREIGN COMMON STOCK
N/A
221346.00000000
NS
58516.76000000
0.024981015585
Long
EC
TH
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA PREFERRED STOCK
N/A
125.00000000
NS
9933.37000000
0.004240591426
Long
EP
DE
N
1
N
N
N
FACTSET RESEARCH SYSTEMS INC.
549300ZSJE7NBK6K9P30
FACTSET RESEARCH SYSTEMS INC COMMON STOCK
303075105
26.00000000
NS
USD
10007.14000000
0.004272084105
Long
EC
US
N
1
N
N
N
BANCA TRANSILVANIA SA
549300RG3H390KEL8896
BANCA TRANSILVANIA SA COMMON STOCK
N/A
31992.00000000
NS
129701.01000000
0.055369828271
Long
EC
RO
N
1
N
N
N
Chunghwa Telecom Co., Ltd.
N/A
CHUNGHWA TELECOM CO LTD COMMON STOCK
N/A
26600.00000000
NS
109074.93000000
0.046564480437
Long
EC
TW
N
1
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
11063.00000000
NS
USD
1960916.75000000
0.837122422581
Long
EC
US
N
1
N
N
N
BYD COMPANY LIMITED
5299005557VL7ULJ7A69
BYD CO LTD-H COMMON STOCK
N/A
11500.00000000
NS
347280.68000000
0.148255372981
Long
EC
HK
N
1
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A COMMON STOCK
902494103
19400.00000000
NS
USD
982416.00000000
0.419396928453
Long
EC
US
N
1
N
N
N
TORAY INDUSTRIES, INC.
35380099TCYR5FHT0A11
TORAY INDUSTRIES INC COMMON STOCK
N/A
154000.00000000
NS
812574.17000000
0.346890839561
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
4722.82000000
0.002016188866
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
400808.08000000
EUR
432618.61000000
USD
2023-06-26
4722.82000000
N
N
N
AFFILIATED MANAGERS GROUP, INC.
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP COMMON STOCK
008252108
999.00000000
NS
USD
138950.91000000
0.059318643894
Long
EC
US
N
1
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
1500.00000000
NS
USD
96315.00000000
0.041117220366
Long
EC
US
N
1
N
N
N
CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED
3358008DNPV45O4EII52
CHOLAMANDALAM INVESTMENT AND COMMON STOCK
N/A
22161.00000000
NS
281499.58000000
0.120173184489
Long
EC
IN
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
302.63000000
0.000129193836
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
64962.42000000
USD
52636.52000000
GBP
2023-06-26
302.63000000
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS COMMON STOCK
571748102
487.00000000
NS
USD
84338.66000000
0.036004477689
Long
EC
US
N
1
N
N
N
InBody Co., Ltd.
N/A
INBODY CO LTD COMMON STOCK
N/A
2423.00000000
NS
48742.96000000
0.020808545165
Long
EC
KR
N
1
N
N
N
THE KRAFT HEINZ COMPANY
9845007488EC87F5AF14
KRAFT HEINZ CO/THE COMMON STOCK
500754106
3700.00000000
NS
USD
141414.00000000
0.060370145885
Long
EC
US
N
1
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
ENGIE COMMON STOCK
N/A
1561.00000000
NS
23368.40000000
0.009976054118
Long
EC
FR
N
1
N
N
N
EXLSERVICE HOLDINGS, INC.
81E3DTNF6OSH489ZOV15
EXLSERVICE HOLDINGS INC COMMON STOCK
302081104
887.00000000
NS
USD
133883.78000000
0.057155467848
Long
EC
US
N
1
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC LTD COMMON STOCK
Y73650106
157420.00000000
NS
269337.47000000
0.114981135929
Long
EC
IN
N
1
N
N
N
JINDAL STEEL AND POWER LIMITED
335800UIKQBF6QO2NP15
JINDAL STEEL & POWER LTD COMMON STOCK
Y4447P100
40806.00000000
NS
255124.12000000
0.108913405626
Long
EC
IN
N
1
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC COMMON STOCK
053807103
13440.00000000
NS
USD
589209.60000000
0.251535700207
Long
EC
US
N
1
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP COMMON STOCK
59001A102
920.00000000
NS
USD
106103.60000000
0.045296008959
Long
EC
US
N
1
N
N
N
CHORD ENERGY CORPORATION
529900FA4V2YNIKZ0M71
CHORD ENERGY CORP COMMON STOCK
674215207
188.00000000
NS
USD
26891.52000000
0.011480086734
Long
EC
US
N
1
N
N
N
Tencent Holdings Limited
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD COMMON STOCK
N/A
20890.00000000
NS
828848.59000000
0.353838448069
Long
EC
HK
N
1
N
N
N
SEIKO EPSON CORPORATION
549300NIOFQDR749W206
SEIKO EPSON CORP COMMON STOCK
N/A
22300.00000000
NS
338214.94000000
0.144385175926
Long
EC
JP
N
1
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC COMMON STOCK
N/A
930.00000000
NS
15416.63000000
0.006581414868
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-250.67000000
-0.00010701192
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
75973.41000000
GBP
93950.24000000
USD
2023-06-26
-250.67000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
613.20000000
0.000261777288
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
376484.31000000
NOK
34448.83000000
USD
2023-06-26
613.20000000
N
N
N
PEARSON PLC
2138004JBXWWJKIURC57
PEARSON PLC COMMON STOCK
N/A
95165.00000000
NS
941459.31000000
0.401912369992
Long
EC
GB
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-0.58000000
-0.00000024760
N/A
DFE
NO
N
2
WESTPAC BANKING CORP
N/A
33.47000000
USD
365.97000000
NOK
2023-06-26
-0.58000000
N
N
N
STEEL AUTHORITY OF INDIA LIMITED
335800ZJXMF183ZCQI90
STEEL AUTHORITY OF INDIA COMMON STOCK
Y8166R114
148071.00000000
NS
147655.95000000
0.063034856820
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
0.46000000
0.000000196375
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
637.88000000
SGD
471.78000000
USD
2023-06-26
0.46000000
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
2323.00000000
NS
USD
195503.68000000
0.083461225075
Long
EC
US
N
1
N
N
N
NOVATEK MICROELECTRONICS CORP.
N/A
NOVATEK MICROELECTRONICS COR COMMON STOCK
N/A
22000.00000000
NS
304645.68000000
0.130054337936
Long
EC
TW
N
1
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC COMMON STOCK
042735100
4660.00000000
NS
USD
590142.40000000
0.251933915887
Long
EC
US
N
1
N
N
N
RAMBUS INC.
2549000211GDCQSLV833
RAMBUS INC COMMON STOCK
750917106
2846.00000000
NS
USD
182030.16000000
0.077709330863
Long
EC
US
N
1
N
N
N
IMPINJ, INC.
549300M26VGKSMMWWN17
IMPINJ INC COMMON STOCK
453204109
267.00000000
NS
USD
27324.78000000
0.011665046988
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.50000000
0.000000213451
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2028.80000000
USD
282406.00000000
JPY
2023-06-26
0.50000000
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA COMMON STOCK
695156109
400.00000000
NS
USD
49612.00000000
0.021179541471
Long
EC
US
N
1
N
N
N
MEDPACE HOLDINGS, INC.
549300H8TYEUVTW14A54
MEDPACE HOLDINGS INC COMMON STOCK
58506Q109
639.00000000
NS
USD
132253.83000000
0.056459636323
Long
EC
US
N
1
N
N
N
POWSZECHNY ZAKLAD UBEZPIECZEN SPOLKA AKCYJNA
QLPCKOOKVX32FUELX240
POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK
N/A
42522.00000000
NS
385704.76000000
0.164658751113
Long
EC
PL
N
1
N
N
N
K'S HOLDINGS CORPORATION
3538003LJ09YLR6NHG27
K'S HOLDINGS CORP COMMON STOCK
N/A
14500.00000000
NS
124643.02000000
0.053210554124
Long
EC
JP
N
1
N
N
N
SOLAREDGE TECHNOLOGIES, INC.
5493000K6Y58XXPDF853
SOLAREDGE TECHNOLOGIES INC COMMON STOCK
83417M104
40.00000000
NS
USD
11393.20000000
0.004863798111
Long
EC
US
N
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
500.00000000
NS
15356.26000000
0.006555642697
Long
EC
JP
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
700.00000000
NS
83971.16000000
0.035847590616
Long
EC
CA
N
1
N
N
N
AMBEV S.A.
549300TH5Q6VRP8OT012
AMBEV SA COMMON STOCK
N/A
69173.00000000
NS
194206.79000000
0.082907578063
Long
EC
BR
N
1
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
2641.00000000
NS
8167.70000000
0.003486820544
Long
EC
NZ
N
1
N
N
N
EIZO Corporation
N/A
EIZO CORP COMMON STOCK
N/A
4800.00000000
NS
163876.46000000
0.069959450955
Long
EC
JP
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-6.40000000
-0.00000273218
N/A
DFE
CA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
18131.42000000
USD
24617.03000000
CAD
2023-06-26
-6.40000000
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
596.64000000
0.000254707764
N/A
DFE
HK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1785915.76000000
USD
13976008.64000000
HKD
2023-06-26
596.64000000
N
N
N
DOLLARAMA INC.
5493002GJ0NJP1HI0C79
DOLLARAMA INC COMMON STOCK
25675T107
373.00000000
NS
22660.44000000
0.009673823444
Long
EC
CA
N
1
N
N
N
LEGRAND SA
969500XXRPGD7HCAFA90
LEGRAND SA COMMON STOCK
N/A
151.00000000
NS
14240.36000000
0.006079260968
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
135.25000000
0.000057738712
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
27788.68000000
EUR
29801.97000000
USD
2023-06-26
135.25000000
N
N
N
YAKULT HONSHA CO.,LTD.
353800YJPSPGG7KI0S71
YAKULT HONSHA CO LTD COMMON STOCK
N/A
3226.00000000
NS
208963.25000000
0.089207163981
Long
EC
JP
N
1
N
N
N
DANISH KRONE
N/A
FX Forward Contract: DKK/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-69.93000000
-0.00002985336
N/A
DFE
DK
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
12195.92000000
USD
84549.70000000
DKK
2023-06-26
-69.93000000
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO. INC. COMMON STOCK
58933Y105
2900.00000000
NS
USD
320189.00000000
0.136689837222
Long
EC
US
N
1
N
N
N
MYR GROUP INC.
529900G1IMMZHOQ17I54
MYR GROUP INC/DELAWARE COMMON STOCK
55405W104
283.00000000
NS
USD
36082.50000000
0.015403749196
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
18339.35000000
0.007829134561
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
1556390.38000000
EUR
1679914.86000000
USD
2023-06-26
18339.35000000
N
N
N
Daiwabo Holdings Co.,Ltd.
N/A
DAIWABO HOLDINGS CO LTD COMMON STOCK
N/A
2069.00000000
NS
38265.73000000
0.016335777946
Long
EC
JP
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
1400.00000000
NS
USD
80094.00000000
0.034192417048
Long
EC
US
N
1
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC - A COMMON STOCK
57636Q104
7265.00000000
NS
USD
2651870.30000000
1.132092981463
Long
EC
US
N
1
N
N
N
BUILDERS FIRSTSOURCE, INC.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC COMMON STOCK
12008R107
2940.00000000
NS
USD
340893.00000000
0.145528449385
Long
EC
US
N
1
N
N
N
ADVANTECH Co., Ltd.
2549002OSTKE9HB9IY03
ADVANTECH CO LTD COMMON STOCK
N/A
9000.00000000
NS
119209.18000000
0.050890828259
Long
EC
TW
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
N/A
4270.00000000
NS
682324.63000000
0.291286841857
Long
EC
DK
N
1
N
N
N
DMCI HOLDINGS INC.
N/A
DMCI HOLDINGS INC COMMON STOCK
N/A
438600.00000000
NS
73880.98000000
0.031540056435
Long
EC
PH
N
1
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC COMMON STOCK
N/A
4020.00000000
NS
9875.12000000
0.004215724292
Long
EC
GB
N
1
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
2500.00000000
NS
USD
78000.00000000
0.033298480907
Long
EC
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC COMMON STOCK
30034W106
237.00000000
NS
USD
13710.45000000
0.005853040481
Long
EC
US
N
1
N
N
N
Guangdong Zhongnan Iron & Steel Co., Ltd.
655600ITQ7GZKGMURZ17
GUANGDONG ZHONGNAN IRON & STEEL CO LTD COMMON STOCK
N/A
165000.00000000
NS
66655.88000000
0.028455635225
Long
EC
CN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/DKK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
13.07000000
0.000005579630
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
22900.72000000
DKK
3297.46000000
USD
2023-06-26
13.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-1.52000000
-0.00000064889
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
17137.53000000
HKD
2189.12000000
USD
2023-06-26
-1.52000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-1530.87000000
-0.00065353391
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
252877.06000000
USD
34978334.00000000
JPY
2023-06-26
-1530.87000000
N
N
N
Hello Group Inc.
549300YMGLID32W48529
HELLO GROUP INC -SPN ADR DEPOSITARY RECEIPT
423403104
3318.00000000
NS
USD
26776.26000000
0.011430881825
Long
EC
US
N
1
N
N
N
CAPCOM CO., LTD.
529900JJWQKXS3TC8744
CAPCOM CO LTD COMMON STOCK
N/A
300.00000000
NS
11680.92000000
0.004986626815
Long
EC
JP
N
1
N
N
N
GAZPROM PAO
213800FD9J2IHTA7YX78
GAZPROM PJSC COMMON STOCK
N/A
71045.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
3
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
PARTNERS GROUP HOLDING AG COMMON STOCK
N/A
51.00000000
NS
45792.05000000
0.019548791059
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
2628.51000000
0.001122120385
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
5210222.37000000
GBP
6462884.87000000
USD
2023-06-26
2628.51000000
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
2297.00000000
NS
USD
342092.21000000
0.146040396453
Long
EC
US
N
1
N
N
N
SHOPIFY INC.
549300HGQ43STJLLP808
SHOPIFY INC - CLASS A COMMON STOCK
82509L107
1781.00000000
NS
101765.81000000
0.043444190786
Long
EC
CA
N
1
N
N
N
Viscofan, S.A.
95980020140005684765
VISCOFAN SA COMMON STOCK
N/A
573.00000000
NS
38179.64000000
0.016299025815
Long
EC
ES
N
1
N
N
N
TOAGOSEI CO., LTD.
N/A
TOAGOSEI CO LTD COMMON STOCK
N/A
13000.00000000
NS
111748.92000000
0.047706016398
Long
EC
JP
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
VOESTALPINE AG COMMON STOCK
N/A
2496.00000000
NS
77115.22000000
0.032920765139
Long
EC
AT
N
1
N
N
N
THE KARUR VYSYA BANK LIMITED
335800GFMDHTPWI6JP97
KARUR VYSYA BANK LTD COMMON STOCK
N/A
41968.00000000
NS
53822.10000000
0.022976848323
Long
EC
IN
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
0.01000000
0.000000004269
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
211.32000000
USD
286.01000000
SGD
2023-06-26
0.01000000
N
N
N
PERRIGO COMPANY PUBLIC LIMITED COMPANY
549300IFOQS6R1QLY196
PERRIGO CO PLC COMMON STOCK
G97822103
13600.00000000
NS
USD
434656.00000000
0.185556211761
Long
EC
US
N
1
N
N
N
EVERGREEN MARINE CORP. (TAIWAN) LTD.
254900EIJA0A39C5SO15
EVERGREEN MARINE CORP LTD COMMON STOCK
N/A
5800.00000000
NS
28879.67000000
0.012328835129
Long
EC
TW
N
1
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM COMMON STOCK
N/A
7824.00000000
NS
255406.06000000
0.109033766828
Long
EC
NL
N
1
N
N
N
SUZUKEN CO.,LTD.
N/A
SUZUKEN CO LTD COMMON STOCK
N/A
5900.00000000
NS
147800.88000000
0.063096727959
Long
EC
JP
N
1
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
6241.00000000
NS
USD
3040864.84000000
1.298156151506
Long
EC
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ-R SHS COMMON STOCK
N/A
50068.00000000
NS
632255.29000000
0.269912060292
Long
EC
FI
N
1
N
N
N
FOURLIS S.A.
213800V54ASIMZREDX49
FOURLIS SA COMMON STOCK
N/A
20524.00000000
NS
96274.63000000
0.041099986268
Long
EC
GR
N
1
N
N
N
WIZZ AIR HOLDINGS PLC
213800COXGZCORLJZA85
WIZZ AIR HOLDINGS PLC COMMON STOCK
N/A
2680.00000000
NS
92207.62000000
0.039363765052
Long
EC
GB
Y
1
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC COMMON STOCK
931142103
370.00000000
NS
USD
54341.90000000
0.023198752815
Long
EC
US
N
1
N
N
N
China Petroleum & Chemical Corporation
529900A2OB24EZ5B3J19
CHINA PETROLEUM & CHEMICAL-H COMMON STOCK
N/A
244000.00000000
NS
153663.97000000
0.065599702195
Long
EC
HK
N
1
N
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP COMMON STOCK
68902V107
18287.00000000
NS
USD
1453999.37000000
0.620717567457
Long
EC
US
N
1
N
N
N
Petroleo Brasileiro S.A. (Petrobras)
5493000J801JZRCMFE49
PETROLEO BRASILEIRO SA PREFERRED STOCK
N/A
3900.00000000
NS
19964.86000000
0.008523070635
Long
EP
BR
N
1
N
N
N
BANCO SANTANDER, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA COMMON STOCK
N/A
286430.00000000
NS
929828.73000000
0.396947233503
Long
EC
ES
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
607.92000000
0.000259523237
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
136779.09000000
USD
110803.17000000
GBP
2023-06-26
607.92000000
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
325.00000000
NS
24018.12000000
0.010253421926
Long
EC
FR
N
1
N
N
N
LIUZHOU IRON & STEEL CO., LTD
N/A
LIUZHOU IRON & STEEL CO -A COMMON STOCK
N/A
65500.00000000
NS
38353.70000000
0.016373332656
Long
EC
CN
N
1
N
N
N
NN Group N.V.
724500OHYNDT9OY6Q215
NN GROUP NV COMMON STOCK
N/A
2200.00000000
NS
79087.42000000
0.033762704421
Long
EC
NL
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER HANNIFIN CORP COMMON STOCK
701094104
1291.00000000
NS
USD
413688.04000000
0.176604914123
Long
EC
US
N
1
N
N
N
EXEO Group, Inc.
N/A
EXEO GROUP INC COMMON STOCK
N/A
18600.00000000
NS
353588.38000000
0.150948152828
Long
EC
JP
N
1
N
N
N
JYP Entertainment Corporation
N/A
JYP ENTERTAINMENT CORP COMMON STOCK
N/A
3653.00000000
NS
335781.50000000
0.143346331626
Long
EC
KR
N
1
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
346.00000000
NS
USD
141801.18000000
0.060535434421
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
17.02000000
0.000007265899
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
2595.77000000
EUR
2788.22000000
USD
2023-06-26
17.02000000
N
N
N
DELL TECHNOLOGIES INC.
549300TJB5YBRUPOG437
DELL TECHNOLOGIES -C COMMON STOCK
24703L202
2600.00000000
NS
USD
116506.00000000
0.049736830982
Long
EC
US
N
1
N
N
N
Transocean Ltd.
529900QO4W5DQGBGEF32
TRANSOCEAN LTD COMMON STOCK
H8817H100
13312.00000000
NS
USD
76144.64000000
0.032506421041
Long
EC
US
N
1
N
N
N
SBERBANK ROSSII PAO
549300WE6TAF5EEWQS81
SBERBANK OF RUSSIA PJSC COMMON STOCK
N/A
105050.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
2
N
N
N
EVEREST RE GROUP, LTD.
549300N24XF2VV0B3570
EVEREST RE GROUP LTD COMMON STOCK
G3223R108
200.00000000
NS
USD
68004.00000000
0.029031152508
Long
EC
US
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
8734.00000000
NS
883456.20000000
0.377150633441
Long
EC
FR
N
1
N
N
N
CRODA INTERNATIONAL PUBLIC LIMITED COMPANY
2138004WCNBFJEEOXV26
CRODA INTERNATIONAL PLC COMMON STOCK
N/A
123.00000000
NS
9299.24000000
0.003969879046
Long
EC
GB
N
1
N
N
N
QUANTA COMPUTER INC.
529900DE8BIV3XOXIK04
QUANTA COMPUTER INC COMMON STOCK
N/A
45000.00000000
NS
170612.64000000
0.072835150457
Long
EC
TW
N
1
N
N
N
Abdullah Al Othaim Markets CompanySJSC
N/A
ABDULLAH AL OTHAIM MARKETS COMMON STOCK
N/A
399.00000000
NS
14467.31000000
0.006176146741
Long
EC
SA
N
1
N
N
N
Humedix Co., Ltd.
N/A
HUMEDIX CO LTD COMMON STOCK
N/A
1400.00000000
NS
33332.08000000
0.014229584993
Long
EC
KR
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-06-26
N/A
1.00000000
NC
10.08000000
0.000004303188
N/A
DFE
JP
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
40401.25000000
USD
5623801.00000000
JPY
2023-06-26
10.08000000
N
N
N
X5 RETAIL GROUP NV
213800J17UJJJDGUVF56
X 5 RETAIL GROUP NV-REGS GDR DEPOSITARY RECEIPT
98387E205
1183.00000000
NS
0.01000000
0.000000004269
Long
EC
RU
N
2
N
N
N
JSW STEEL LIMITED
335800EK6HZSC4CVAJ09
JSW STEEL LTD COMMON STOCK
Y44680158
3782.00000000
NS
31830.61000000
0.013588602043
Long
EC
IN
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-3.51000000
-0.00000149843
N/A
DFE
GB
N
2
STANDARD CHARTERED
N/A
2247.78000000
USD
1810.01000000
GBP
2023-06-26
-3.51000000
N
N
N
TOVISCo.,LTD
N/A
TOVIS CO LTD COMMON STOCK
N/A
4114.00000000
NS
36110.83000000
0.015415843375
Long
EC
KR
N
1
N
N
N
N/A
N/A
SPI 200 FUTURES JUN23 PHYSICAL INDEX FUTURE.
N/A
31.00000000
NC
3560935.54000000
1.520176206309
N/A
DE
AU
N
1
J.P. MORGAN SECURITIES
N/A
Long
SPI 200 Future Jun 2023
N/A
N/A
2023-06-18
3646345.54000000
AUD
-85410.00000000
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
10248.00000000
NS
USD
762246.24000000
0.325405664994
Long
EC
US
N
1
N
N
N
Astellas Pharma Inc.
529900IB708DY2HBBB35
ASTELLAS PHARMA INC COMMON STOCK
N/A
700.00000000
NS
11060.02000000
0.004721562369
Long
EC
JP
N
1
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
7250.00000000
NS
USD
1233587.50000000
0.526622946367
Long
EC
US
N
1
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
335.00000000
NS
USD
10173.95000000
0.004343295895
Long
EC
US
N
1
N
N
N
CINTAS CORPORATION
N/A
CINTAS CORP COMMON STOCK
172908105
507.00000000
NS
USD
239374.98000000
0.102190041042
Long
EC
US
N
1
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORP COMMON STOCK
29364G103
170.00000000
NS
USD
16694.00000000
0.007126728721
Long
EC
US
N
1
N
N
N
UNITED THERAPEUTICS CORPORATION
5299005C4HZL4UWROC14
UNITED THERAPEUTICS CORP COMMON STOCK
91307C102
200.00000000
NS
USD
41948.00000000
0.017907752270
Long
EC
US
N
1
N
N
N
CHOLAMANDALAM INVESTMENT AND FINANCE COMPANY LIMITED
3358008DNPV45O4EII52
CHOLAMANDALAM INVESTMENT AND COMMON STOCK
N/A
3178.00000000
NS
40368.47000000
0.017233445225
Long
EC
IN
N
1
N
N
N
LPP SPOLKA AKCYJNA
259400NUS7MKGPJL4752
LPP SA COMMON STOCK
N/A
105.00000000
NS
296244.05000000
0.126467651832
Long
EC
PL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-06-26
N/A
1.00000000
NC
USD
619.82000000
0.000264603390
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
55318.31000000
CHF
61317.08000000
USD
2023-06-26
619.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
-0.49000000
-0.00000020918
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
494.51000000
CAD
363.61000000
USD
2023-06-26
-0.49000000
N
N
N
NH Foods Ltd.
353800NLDBIOUQILWU82
NH FOODS LTD COMMON STOCK
N/A
11100.00000000
NS
301900.30000000
0.128882325327
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-06-26
N/A
1.00000000
NC
USD
274.82000000
0.000117321647
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
544763.35000000
GBP
675737.53000000
USD
2023-06-26
274.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-06-26
N/A
1.00000000
NC
USD
1.81000000
0.000000772695
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
19927.99000000
SEK
1835.66000000
USD
2023-06-26
1.81000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-4681.40000000
-0.00199850651
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
892957.88000000
USD
1202174.91000000
SGD
2023-06-26
-4681.40000000
N
N
N
THE J. M. SMUCKER COMPANY
5493000WDH6A0LHDJD55
JM SMUCKER CO/THE COMMON STOCK
832696405
600.00000000
NS
USD
87954.00000000
0.037547879355
Long
EC
US
N
1
N
N
N
AUTOZONE, INC.
GA3JGKJ41LJKXDN23E90
AUTOZONE INC COMMON STOCK
053332102
244.00000000
NS
USD
582388.96000000
0.248623944428
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
17801.00000000
NS
USD
5845670.39000000
2.495537741973
Long
EC
US
N
1
N
N
N
ASSICURAZIONI GENERALI SOCIETA PER AZIONI
549300X5UKJVE386ZB61
ASSICURAZIONI GENERALI COMMON STOCK
N/A
637.00000000
NS
12030.34000000
0.005135795471
Long
EC
IT
N
1
N
N
N
LINDE PUBLIC LIMITED COMPANY
5299003QR1WT0EF88V51
LINDE PLC COMMON STOCK
G54950103
6288.00000000
NS
USD
2223814.08000000
0.949354239552
Long
EC
US
N
1
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
800.00000000
NS
USD
176520.00000000
0.075357023715
Long
EC
US
N
1
N
N
N
TechnologyOne Ltd
875500YEWBJIM91P9N12
TECHNOLOGY ONE LTD COMMON STOCK
N/A
7222.00000000
NS
76555.33000000
0.032681746081
Long
EC
AU
N
1
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG GROUP AG COMMON STOCK
N/A
591.00000000
NS
25618.40000000
0.010936587221
Long
EC
AT
Y
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-12.15000000
-0.00000518687
N/A
DFE
SG
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
6181.49000000
USD
8349.46000000
SGD
2023-06-26
-12.15000000
N
N
N
THE FEDERAL BANK LTD
335800J8VWGE2HGWF417
FEDERAL BANK LTD COMMON STOCK
N/A
30114.00000000
NS
45590.38000000
0.019462697410
Long
EC
IN
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-06-26
N/A
1.00000000
NC
USD
218.07000000
0.000093094868
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
33267.21000000
EUR
35733.57000000
USD
2023-06-26
218.07000000
N
N
N
MSCI INC.
549300HTIN2PD78UB763
MSCI INC COMMON STOCK
55354G100
425.00000000
NS
USD
199975.25000000
0.085370154411
Long
EC
US
N
1
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO COMMON STOCK
959802109
10300.00000000
NS
USD
117317.00000000
0.050083049803
Long
EC
US
N
1
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK
303901102
26.00000000
NS
18637.45000000
0.007956394525
Long
EC
CA
N
1
N
N
N
TEIJIN LIMITED
3538000RF6UCIMPKCO54
TEIJIN LTD COMMON STOCK
N/A
1600.00000000
NS
14772.93000000
0.006306617019
Long
EC
JP
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-2444.47000000
-0.00104355304
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
369473.52000000
USD
343794.48000000
EUR
2023-06-26
-2444.47000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-06-26
N/A
1.00000000
NC
-803.64000000
-0.00034307681
N/A
DFE
XX
N
2
WESTPAC BANKING CORP
N/A
177075.09000000
USD
165112.68000000
EUR
2023-06-26
-803.64000000
N
N
N
ADMIRAL GROUP PLC
213800FGVM7Z9EJB2685
ADMIRAL GROUP PLC COMMON STOCK
N/A
476.00000000
NS
13716.47000000
0.005855610441
Long
EC
GB
N
1
N
N
N
HABIB BANK LIMITED
549300N63RJKPUYAY631
HABIB BANK LTD COMMON STOCK
N/A
63667.00000000
NS
16394.14000000
0.006998717407
Long
EC
PK
N
1
N
N
N
GRACO INC
4T5VJ4S81BRT6Q7GGT78
GRACO INC COMMON STOCK
384109104
19512.00000000
NS
USD
1492472.88000000
0.637142047434
Long
EC
US
N
1
N
N
N
OFFSHORE OIL ENGINEERING CO.,LTD.
N/A
OFFSHORE OIL ENGINEERING-A COMMON STOCK
N/A
60100.00000000
NS
51941.61000000
0.022174060370
Long
EC
CN
N
1
N
N
N
North Pacific Bank,Ltd.
549300A1ZLTL4KX3DZ92
NORTH PACIFIC BANK LTD COMMON STOCK
N/A
92700.00000000
NS
170517.84000000
0.072794679995
Long
EC
JP
N
1
N
N
N
MACQUARIE GROUP LIMITED.
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD COMMON STOCK
N/A
257.00000000
NS
28397.00000000
0.012122781568
Long
EC
AU
N
1
N
N
N
EUROCASH SPOLKA AKCYJNA
259400FVIQJS5VD8JO79
EUROCASH SA COMMON STOCK
N/A
3503.00000000
NS
13737.74000000
0.005864690680
Long
EC
PL
N
1
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
99.00000000
NS
USD
20236.59000000
0.008639073150
Long
EC
US
N
1
N
N
N
ALPS ALPINE CO., LTD.
529900PWNU4ASLY9VI90
ALPS ALPINE CO LTD COMMON STOCK
N/A
20400.00000000
NS
179886.20000000
0.076794066618
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
0.24000000
0.000000102456
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
938.58000000
CAD
691.30000000
USD
2023-06-26
0.24000000
N
N
N
Grupo Financiero Banorte, S.A.B. de C.V.
N/A
GRUPO FINANCIERO BANORTE-O COMMON STOCK
N/A
12900.00000000
NS
103253.76000000
0.044079402000
Long
EC
MX
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-26
N/A
1.00000000
NC
USD
26.00000000
0.000011099493
N/A
DFE
US
N
2
BARCLAY BANK PLC
N/A
99940.98000000
CAD
73610.50000000
USD
2023-06-26
26.00000000
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
24000.00000000
NS
77576.72000000
0.033117781151
Long
EC
GB
N
1
N
N
N
ALLIANCE GLOBAL GROUP, INC.
N/A
ALLIANCE GLOBAL GROUP INC COMMON STOCK
N/A
28400.00000000
NS
6705.56000000
0.002862627713
Long
EC
PH
N
1
N
N
N
2023-05-31
SEI INSTITUTIONAL INVESTMENTS TRUST
Ankit Puri
Ankit Puri
CFO