AQR Equity Market Neutral Mutual Fund

Transkript

1 March 31, 2017 Portfolio Exposures NAV: $1,335,162,374 Asset Class Security Description Exposure Quantity Equity 3D Systems Ord Shs (1,190,337) (79,568) Equity 3M Ord Shs 400,645 2,094 Equity A O Smith Ord Shs 3,135,596 61,290 Equity A P Moller Maersk B Ord Shs (770,474) (463) Equity A2A Ord Shs 5,346,009 3,524,945 Equity AA Ord Shs (1,218,590) (366,913) Equity Aalberts Industries Ord Shs 239,467 6,397 Equity Abb Ord Shs 6,872, ,620 Equity AbbVie Ord Shs 4,374,908 67,141 Equity ABC Mart Ord Shs (251,216) (4,300) Equity Aberdeen Asset Management Ord Shs 4,680 1,414 Equity Abertis Infraestructuras Ord Shs (1,374,964) (85,136) Equity ABN AMRO Group Ord Shs 2,204,649 90,606 Equity Acadia Healthcare Company Ord Shs (10,326,093) (236,837) Equity Accenture Ord Shs Class A 1,752,166 14,616 Equity Acciona Ord Shs (262,440) (3,266) Equity Accor Ord Shs (6,589,494) (157,772) Equity Acerinox Ord Shs (756,387) (53,882) Equity ACI Worldwide Ord Shs (1,635,159) (76,445) Equity Acs Actividades De Construccion Y Servicios Ord Shs 1,757,449 51,518 Equity ACTELION N 2L Ord Shs 3,528,663 12,516 Equity Activision Blizzard Ord Shs 2,645,522 53,059 Equity Acuity Brands Ord Shs (6,169,776) (30,244) Equity Acxiom Ord Shs (283,561) (9,960) Equity Adecco Ord Shs 5,101,162 71,764 Equity Adelaide Brighton Ord Shs 243,107 56,106 Equity Adidas N Ord Shs (711,886) (3,733) Equity Adient Ord Shs (2,081,269) (28,640) Equity Admiral Group Ord Shs (1,383,649) (55,632) Equity Adobe System Ord Shs 1,900,288 14,603 Equity Advance Auto Parts Ord Shs (2,445,845) (16,497) Equity Advanced Micro Devices Ord Shs 417,323 28,682 Equity AdvanSix Ord Shs 667,291 24,425 Equity AECOM Ord Shs (1,010,293) (28,387) Equity Aegon Ord Shs 1,871, ,774 Equity Aena Ord Shs 1,977,127 12,465 Equity Aeon Financial Services Ord Shs (2,890,597) (153,600) Equity Aeon Ord Shs (5,613,053) (384,900)

2 Equity Aetna Ord Shs 9,918,416 77,761 Equity AFLAC Ord Shs 7,315, ,020 Equity AGCO Ord Shs 979,610 16,278 Equity Ageas Ord Shs 3,993, ,906 Equity Aggreko Ord Shs (2,872,552) (260,013) Equity Agilent Technologies Ord Shs 3,239,292 61,269 Equity Agios Pharmaceuticals Ord Shs (1,851,981) (31,712) Equity AGL Energy Ord Shs 4,536, ,506 Equity AIA Group Ord Shs (1,573,750) (249,600) Equity Air Canada Ord Shs 3,866, ,625 Equity AIR France-KLM Ord Shs (228,342) (30,078) Equity Air Lease Ord Shs Class A (3,874,070) (99,976) Equity Air Liquide Ord Shs (4,264,079) (37,225) Equity Air Water Ord Shs (215,457) (11,700) Equity Airbus Group Ord Shs (2,118,525) (27,769) Equity Aisin Seiki Ord Shs 191,448 3,900 Equity Akamai Technologies Ord Shs 1,433,278 24,008 Equity Akorn Ord Shs (2,436,848) (101,198) Equity Alaska Air Group Ord Shs 2,834,566 30,737 Equity Alcoa Ord Shs (1,460,349) (42,452) Equity Alexion Pharmaceuticals Ord Shs 1,902,013 15,688 Equity Alfa Laval Ord Shs (1,694,921) (89,490) Equity Alfresa Holdings Ord Shs 1,208,330 69,800 Equity Alimentation Couche Tard Sub Voting Ord Shs Class B 1,339,811 29,741 Equity Alkermes Ord Shs (3,922,016) (67,043) Equity Allegheny Technologies Ord Shs (3,505,289) (195,172) Equity Allegion Ord Shs (1,257,604) (16,613) Equity Allergan Ord Shs (3,500,417) (14,651) Equity Alliance Data Systems Ord Shs (4,450,377) (17,873) Equity Alliant Energy Ord Shs (1,096,009) (27,670) Equity Allianz Ord Shs 1,564,010 8,421 Equity Allscripts Healthcare Solutions Ord Shs (1,030,681) (81,284) Equity Allstate Ord Shs 5,781,878 70,952 Equity Ally Financial Ord Shs (1,003,611) (49,366) Equity Almirall Ord Shs 555,913 34,150 Equity Alnylam Pharmaceuticals Ord Shs (3,305,471) (64,497) Equity Alps Electric Ord Shs (6,257,336) (221,000) Equity Als Ord Shs (892,536) (190,554) Equity Alstom Ord Shs (283,394) (9,458) Equity Altagas Ord Shs (1,269,783) (54,982) Equity Altice Class A Ord Shs (8,862,725) (390,776) Equity Altria Group Ord Shs 1,610,664 22,552 Equity Alumina Ord Shs (1,520,756) (1,113,698) Equity Amada Holdings Ord Shs 3,621, ,500

3 Equity Amadeus It Group Ord Shs (205,659) (4,043) Equity AMC Networks Class A Ord Shs 1,215,145 20,708 Equity Amdocs Ord Shs 2,170,695 35,591 Equity Amec Foster Wheeler Ord Shs 1,842, ,204 Equity Amerco Ord Shs (1,002,530) (2,630) Equity Ameren Ord Shs 5,136,591 94,094 Equity American Airlines Group Ord Shs (255,661) (6,044) Equity American Eagle Outfitters Ord Shs 3,176, ,423 Equity American Electric Power Ord Shs 7,385, ,017 Equity American Financial Group Ord Shs 2,227,962 23,349 Equity American International Group Ord Shs 705,584 11,302 Equity American Water Works Ord Shs 1,482,063 19,057 Equity Ameriprise Finance Ord Shs 4,365,937 33,667 Equity Ametek Ord Shs (1,629,268) (30,127) Equity Amgen Ord Shs 11,897,864 72,517 Equity AMP Ord Shs (3,243,052) (820,701) Equity Amphenol Ord Shs Class A (2,242,496) (31,509) Equity Ana Holdings Ord Shs (984,972) (323,000) Equity Anadarko Petroleum Ord Shs 2,425,874 39,127 Equity ANHEUSER-BUSCH INBEV (11,372,929) (103,337) Equity Ansell Ord Shs 950,095 51,743 Equity Antero Resources Ord Shs (2,468,772) (108,232) Equity Anthem Ord Shs 10,407,198 62,929 Equity Antofagasta Ord Shs (5,530,292) (529,975) Equity Aozora Bank Ord Shs 2,947, ,000 Equity APA Group Units (4,622,083) (676,224) Equity Aperam Ord Shs 768,813 15,343 Equity APPLE 177,564 1,236 Equity Applied Material Ord Shs 5,603, ,056 Equity AptarGroup Ord Shs (804,392) (10,448) Equity Aqua America Ord Shs (904,476) (28,133) Equity Arch Capital Group Ord Shs (565,019) (5,962) Equity Archer Daniels Midland Ord Shs 3,119,624 67,759 Equity Arconic Ord Shs (1,830,814) (69,507) Equity Arista Networks Ord Shs (4,118,623) (31,138) Equity Aristocrat Leisure Ord Shs 1,622, ,338 Equity Arkema Ord Shs 2,623,047 26,519 Equity Armstrong World Industries Ord Shs (2,620,291) (56,901) Equity ARRIS International Ord Shs (3,214,283) (121,523) Equity Arrow Electronics Ord Shs 4,890,501 66,619 Equity Arthur J Gallagher Ord Shs (2,056,925) (36,380) Equity Artisan Partners Asset Management Ord Shs Class A (2,008,204) (72,761) Equity Aryzta Ord Shs (2,358,887) (73,441) Equity Asahi Glass Ord Shs 331,885 41,000

4 Equity Asahi Group Holdings Ord Shs 287,003 7,600 Equity Asahi Kasei Ord Shs 1,637, ,000 Equity Ascena Retail Group Ord Shs (283,222) (66,484) Equity Ashtead Group Ord Shs 866,525 41,922 Equity Asics Ord Shs (3,830,168) (238,700) Equity ASM International Ord Shs 2,407,365 42,775 Equity ASM Pacific Technology Ord Shs (1,047,275) (77,000) Equity ASML Holding Ord Shs 259,984 1,954 Equity Asos Ord Shs 2,565,741 33,943 Equity Aspen Insurance Holdings Ord Shs 1,370,893 26,338 Equity Assa Abloy B Ord Shs (4,486,217) (217,332) Equity Assicurazioni Generali Ord Shs 4,806, ,600 Equity Associated Bancorp Ord Shs (217,331) (8,907) Equity Associated British Foods Ord Shs (4,511,437) (138,444) Equity Assurant Ord Shs 1,283,796 13,419 Equity Assured Guaranty Ord Shs 6,782, ,768 Equity Astellas Pharma Ord Shs 3,491, ,400 Equity Atco Ord Shs Class I 476,136 12,280 Equity athenahealth Ord Shs (2,937,941) (26,071) Equity Atlantia Ord Shs (621,117) (23,997) Equity Atlassian Ord Shs Class A (1,097,757) (36,653) Equity Atos Ord Shs 8,599,401 69,342 Equity Atresmedia Corp Ord Shs (1,179,387) (93,133) Equity Aurizon Holdings Ord Shs 2,721, ,458 Equity Aurubis Ord Shs 2,470,947 36,776 Equity AusNet Services Ord Shs (384,239) (298,925) Equity Austria Mikro Systeme Ord Shs (3,927,613) (72,601) Equity Auto Trader Group Ord Shs (254,312) (51,842) Equity AutoDesk Ord Shs (2,927,701) (33,858) Equity Autogrill Ord Shs 886,069 88,985 Equity Autonation Ord Shs (1,471,481) (34,795) Equity AutoZone Ord Shs (1,631,924) (2,257) Equity Avangrid Ord Shs (864,972) (20,238) Equity Avery Dennison Ord Shs 6,551,732 81,287 Equity Avis Budget Group Ord Shs (3,904,885) (132,011) Equity Aviva Ord Shs (2,239,322) (336,619) Equity Avnet Ord Shs 4,195,872 91,693 Equity Avon Products Ord Shs (268,765) (61,083) Equity Axalta Coating Systems Ord Shs (3,434,130) (106,650) Equity Axel Springer Ord Shs (1,734,761) (31,330) Equity Axfood Ord Shs 180,034 11,942 Equity AXIS Capital Holdings Ord Shs 1,712,952 25,555 Equity Azimut Holding Ord Shs (3,646,342) (208,771) Equity Babcock International Group Ord Shs (179,838) (16,306)

5 Equity Balfour Beatty Ord Shs (978,968) (290,606) Equity Ball Ord Shs (11,169,001) (150,404) Equity Baloise-Holding Ord Shs 1,203,319 8,747 Equity Banca Generali Ord Shs (2,136,698) (81,541) Equity Banco BPM Ord Shs (4,850,693) (1,632,565) Equity Banco Popular Espanol Ord Shs (2,994,029) (3,076,193) Equity Banco Santander Ord Shs 1,704, ,477 Equity BancorpSouth Ord Shs 808,613 26,731 Equity Bandai Namco Holdings Ord Shs 4,527, ,500 Equity Bank of America Ord Shs 1,871,442 79,332 Equity Bank of Hawaii Ord Shs (223,278) (2,711) Equity Bank Of Kyoto Ord Shs (2,547,339) (350,000) Equity Bank of Montreal Ord Shs 1,373,333 18,439 Equity Bank of New York Mellon Ord Shs 2,592,171 54,884 Equity Bank of Nova Scotia Ord Shs 3,437,166 58,920 Equity Bank of Ozarks Ord Shs (6,727,546) (129,351) Equity Bank Of Queensland Ord Shs (606,519) (65,384) Equity Bankia Ord Shs (1,842,183) (1,615,751) Equity BankUnited Ord Shs (1,485,572) (39,817) Equity Barclays Ord Shs 604, ,643 Equity Barratt Developments Ord Shs 6,500, ,267 Equity Barrick Gold Ord Shs 179,423 9,473 Equity Barry Callebaut Ord Shs (613,338) (469) Equity Baxter International Ord Shs 7,163, ,134 Equity BB and T Ord Shs 385,180 8,617 Equity Bed Bath and Beyond Ord Shs 178,359 4,520 Equity Beiersdorf Ord Shs (1,088,422) (11,469) Equity Belden Ord Shs 999,104 14,440 Equity Bellway Ord Shs 4,028, ,185 Equity Bemis Ord Shs 1,910,133 39,094 Equity Berendsen Ord Shs 570,021 62,190 Equity Berkeley Group Holdings (The) Ord Shs 919,577 22,931 Equity Best Buy Ord Shs 2,892,428 58,849 Equity BHP Billiton Ord Shs (741,994) (48,086) Equity Big Lots Ord Shs 2,740,441 56,295 Equity Bilfinger Ord Shs (1,450,088) (37,567) Equity Billerud Korsnas Ord Shs 3,122, ,912 Equity Bio Rad Laboratories Ord Shs Class A (847,992) (4,254) Equity Bio Techne Ord Shs (3,186,931) (31,352) Equity Biogen Inc Ord Shs 10,725,720 39,228 Equity BioMarin Pharmaceutical Ord Shs (5,017,944) (57,165) Equity Bioverativ Ord Shs 304,595 5,593 Equity Black Hills Ord Shs (2,889,119) (43,465) Equity Black Knight Financial Services Ord Shs Class A (223,289) (5,830)

6 Equity BlackBerry Ord Shs (1,941,550) (251,393) Equity Blue Buffalo Pet Products Ord Shs (2,058,523) (89,501) Equity BMW Ord Shs (3,605,975) (39,428) Equity BNP Paribas Ord Shs 3,251,730 48,699 Equity BOC Hong Kong Holdings Ord Shs 175,674 43,000 Equity Boeing Ord Shs 8,533,318 48,249 Equity Boliden Ord Shs 6,202, ,399 Equity Bollore Ord Shs (3,575,090) (919,816) Equity Bombardier Ord Shs Class B (1,856,453) (1,213,656) Equity Bonava Line B Ord Shs 557,025 37,964 Equity Booker Group Ord Shs (15,525) (6,354) Equity Booz Allen Hamilton Holding Ord Shs Class A 2,309,304 65,253 Equity Boral Ord Shs 1,149, ,057 Equity BorgWarner Ord Shs (579,460) (13,866) Equity Boston Beer Ord Shs Class A 518,281 3,583 Equity Boston Scientific Ord Shs 506,453 20,364 Equity Bouygues Ord Shs (175,641) (4,304) Equity BP (4,188,284) (732,034) Equity BPER Banca Ord Shs 1,337, ,145 Equity Bpost Ord Shs 1,711,216 72,675 Equity Brambles Ord Shs (2,523,438) (353,787) Equity Brenntag Ord Shs 253,034 4,502 Equity Brinker International Ord Shs 196,545 4,471 Equity BRITISH AMERICAN TOBACCO (5,710,818) (86,170) Equity Britvic Ord Shs 442,183 54,613 Equity Brixmor Property Group REIT Ord Shs 960,185 44,743 Equity Broadridge Financial Solutions Ord Shs 2,359,224 34,720 Equity Brocade Communications Systems Ord Shs 1,418, ,668 Equity Brookdale Senior Living Ord Shs (1,891,750) (140,860) Equity Brother Industries Ord Shs 1,569,057 75,200 Equity Brown & Brown Ord Shs (757,093) (18,147) Equity Brown Forman Ord Shs Class B (5,164,125) (111,826) Equity Bruker Ord Shs 4,753, ,761 Equity Brunswick Ord Shs 4,773,416 77,997 Equity BT Group Ord Shs 3,337, ,809 Equity BTG Ord Shs (2,109,439) (287,629) Equity Bunge Ord Shs 3,613,939 45,596 Equity Bunzl Ord Shs (911,218) (31,410) Equity Burberry Group Ord Shs (282,730) (13,115) Equity Bureau Veritas Registre International de Classification de Navires et d'aeronefs Ord Shs (1,935,490) (91,511) Equity Burlington Stores Ord Shs 4,835,897 49,706 Equity Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs 1,058,290 41,228 Equity BWX Technologies Ord Shs 4,838, ,651 Equity C R Bard Ord Shs 410,837 1,653

7 Equity CA Ord Shs 3,537, ,534 Equity Cable One Ord Shs (202,953) (325) Equity Cabot Oil & Gas Ord Shs (2,059,560) (86,138) Equity Cabot Ord Shs 4,397,274 73,398 Equity Cadence Design Systems Ord Shs 2,223,779 70,821 Equity CAE Ord Shs 470,103 30,854 Equity Calbee Ord Shs (6,644,571) (195,100) Equity Calpine Ord Shs (1,916,291) (173,420) Equity Caltex Australia Ord Shs 1,741,157 77,397 Equity Cameco Ord Shs (2,513,906) (227,763) Equity Campbell Soup Ord Shs 1,004,562 17,550 Equity Canadian Imperial Bank of Commerce Ord Shs 271,703 3,160 Equity Canadian Natural Resources Ord Shs 177,144 5,426 Equity Canadian Tire Ord Shs Class A 2,760,282 23,302 Equity Canadian Utilities Ord Shs Class A (3,009,179) (103,008) Equity Cap Gemini Ord Shs 3,677,473 39,722 Equity Capita Ord Shs (4,199,084) (594,873) Equity Capital One Financial Ord Shs 5,010,508 57,818 Equity CapitaLand Ord Shs (1,303,350) (501,700) Equity Cardinal Health Ord Shs 1,218,194 14,938 Equity Cargotec Ord Shs 1,775,956 35,786 Equity Carlisle Companies Ord Shs 5,606,849 52,691 Equity Carlsberg B Ord Shs (455,994) (4,923) Equity Carmax Ord Shs (2,543,736) (42,954) Equity Carrefour Ord Shs (3,489,089) (147,611) Equity Carters Ord Shs 1,861,554 20,730 Equity Caseys General Stores Ord Shs (594,588) (5,297) Equity Casino Guichard Perrachon Ord Shs (2,462,263) (43,909) Equity Casio Computer Ord Shs (1,650,061) (118,700) Equity Catalent Ord Shs (2,829,989) (99,929) Equity Cathay General Bancorp Ord Shs (553,142) (14,680) Equity Cathay Pacific Airways Ord Shs (2,245,404) (1,547,000) Equity CBOE Holdings Ord Shs (1,900,767) (23,446) Equity CBS Ord Shs Class B 206,346 2,975 Equity CCL Industries Ord Shs Class B 412,481 1,896 Equity CDK Global Ord Shs 1,885,030 28,996 Equity CDW Ord Shs 2,280,641 39,519 Equity CEB Ord Shs (944,222) (12,013) Equity Celanese Ord Shs Series A 3,823,657 42,556 Equity Celgene Ord Shs 1,921,075 15,439 Equity Cellnex Telecom Ord Shs (5,813,391) (351,235) Equity Cenovus Energy Ord Shs (1,288,015) (114,137) Equity Centene Ord Shs 3,241,546 45,489 Equity CenterPoint Energy Ord Shs 607,863 22,048

8 Equity Centrica Ord Shs 1,180, ,895 Equity Cerner Ord Shs (1,731,779) (29,427) Equity CF Industries Holdings Ord Shs (7,065,191) (240,722) Equity CGI Group Ord Shs Class A 522,221 10,930 Equity CH Robinson Worldwide Ord Shs (1,909,681) (24,708) Equity Charles River Laboratories International Ord Shs 4,325,785 48,091 Equity Charles Schwab Ord Shs (4,702,251) (115,223) Equity Charter Communications Ord Shs Class A (3,411,984) (10,424) Equity Cheesecake Factory Ord Shs 1,941,857 30,648 Equity Chemours Ord Shs 483,984 12,571 Equity Cheniere Energy Ord Shs (7,458,261) (157,780) Equity Cheung Kong Property Holdings Ord Shs 1,552, ,500 Equity CHEVRON (879,575) (8,192) Equity Chiba Bank Ord Shs (705,824) (110,000) Equity Chicago Bridge And Iron Ord Shs 636,248 20,691 Equity Chicos FAS Ord Shs 2,389, ,291 Equity Chipotle Mexican Grill Ord Shs (7,193,811) (16,147) Equity Chiyoda Ord Shs 805, ,000 Equity Chocoladefabriken Lindt & Spruengli Par Shs (4,244,608) (748) Equity Chr Hansen Holding Ord Shs (2,219,797) (34,481) Equity Christian Dior Societe Europeenne 191, Equity Chubu Electric Power Ord Shs 3,706, ,000 Equity Chugai Pharmaceutical Ord Shs (3,247,285) (94,600) Equity Chugoku Bank Ord Shs 251,512 17,300 Equity Chugoku Electric Power Ord Shs (5,272,734) (476,900) Equity Ciena Ord Shs (2,342,136) (99,201) Equity CIGNA Ord Shs 2,714,313 18,529 Equity Cimic Ord Shs 3,197, ,661 Equity Cincinnati Financial Ord Shs (547,445) (7,575) Equity Cintas Ord Shs 2,102,082 16,612 Equity CIRRUS LOGIC 3,245,641 53,479 Equity Cisco Systems Ord Shs 5,583, ,197 Equity Citigroup Ord Shs 2,675,450 44,725 Equity Citizen Watch Ord Shs 1,951, ,500 Equity Citrix Systems Ord Shs 181,290 2,174 Equity City Developments Ord Shs 293,452 40,200 Equity Clariant Ord Shs 1,518,344 80,412 Equity Clean Harbors Ord Shs (2,713,700) (48,790) Equity Close Bros Group Ord Shs 1,175,647 61,130 Equity CLP Holdings Ord Shs 3,126, ,000 Equity CNH Industrial Ord Shs (1,813,873) (187,602) Equity CNO Financial Group Ord Shs 1,723,333 84,065 Equity CNP Assurances Ord Shs 2,552, ,095 Equity Cobham Ord Shs (2,127,958) (1,279,514)

9 Equity Coca Cola HBC Ord Shs 2,284,668 88,650 Equity Coca-Cola Amatil Ord Shs 3,079, ,094 Equity Coca-Cola Bottlers Japan Ord Shs 177,196 5,500 Equity Cochlear Ord Shs 1,211,410 11,743 Equity Cognex Ord Shs (3,340,706) (39,794) Equity Cognizant Technology Solutions Ord Shs Class A (760,428) (12,776) Equity Colfax Ord Shs (738,755) (18,817) Equity Coloplast B Ord Shs (3,320,215) (42,396) Equity COMCAST 4,139, ,132 Equity Comerica Ord Shs 3,633,163 52,977 Equity ComfortDelGro Ord Shs 890, ,000 Equity Commerce Bancshares Ord Shs 3,608,561 64,255 Equity Commercial Metals Ord Shs 1,954, ,177 Equity Commerzbank Ord Shs (3,277,319) (361,430) Equity Commscope Holding Ord Shs 2,572,715 61,681 Equity CommVault Systems Ord Shs (243,332) (4,790) Equity Compagnie de Saint Gobain Ord Shs 4,428,292 86,015 Equity Compagnie Financiere Richemont Ord Shs (5,518,087) (69,739) Equity Compass Group Ord Shs 981,023 52,094 Equity Compass Minerals International Ord Shs (3,143,558) (46,331) Equity Computershare Ord Shs (1,968,493) (183,531) Equity comscore Ord Shs 114,017 5,281 Equity Conagra Brands Ord Shs 1,631,713 40,449 Equity Concho Resources Ord Shs (5,031,185) (39,202) Equity Concordia Financial Group Ord Shs (1,157,719) (250,300) Equity ConocoPhillips Ord Shs 3,240,802 64,985 Equity Consol Energy Ord Shs (1,154,548) (68,805) Equity Consolidated Edison Ord Shs 5,001,226 64,399 Equity Constellation Brands Ord Shs Class A 772,426 4,766 Equity Constellation Software Ord Shs 1,300,973 2,655 Equity Convergys Ord Shs 2,520, ,171 Equity Copa Holdings A Ord Shs 196,662 1,752 Equity Copart Ord Shs (2,885,195) (46,588) Equity Core Laboratories Ord Shs (3,907,233) (33,823) Equity CoreLogic Ord Shs 1,476,629 36,263 Equity Corning Ord Shs 3,552, ,581 Equity CoStar Group Ord Shs (1,714,331) (8,273) Equity Coty Ord Shs Class A (6,165,433) (340,068) Equity Cousins Properties REIT Ord Shs (1,757,855) (212,558) Equity Covanta Holding Ord Shs (4,827,248) (307,468) Equity Covestro Ord Shs 9,302, ,533 Equity Crane Ord Shs 3,474,806 46,436 Equity Credit Suisse Group AG Ord Shs (6,026,183) (404,826) Equity Cree Ord Shs (536,631) (20,076)

10 Equity Croda International Ord Shs (395,256) (8,869) Equity Crown Holdings Ord Shs 930,702 17,577 Equity Crown Resorts Ord Shs (360,686) (40,035) Equity CSL Ord Shs (703,866) (7,362) Equity CSX Ord Shs (3,462,063) (74,373) Equity Cullen Frost Bankers Ord Shs 473,943 5,327 Equity Cummins Ord Shs 6,269,508 41,465 Equity Curtiss Wright Ord Shs 3,771,776 41,330 Equity Cypress Semiconductor Ord Shs (4,533,411) (329,463) Equity D R Horton Ord Shs 5,936, ,216 Equity Daicel Ord Shs 358,627 29,800 Equity Daiichi Sankyo Ord Shs 2,398, ,600 Equity Daily Mail And General Trust Non Voting Ord Shs 506,585 56,267 Equity Daimler Ord Shs (480,491) (6,492) Equity Dainippon Sumitomo Pharma Ord Shs 2,439, ,900 Equity Daiwa Securities Group Ord Shs (249,429) (41,000) Equity Dana Incorporated Ord Shs 3,555, ,110 Equity Danaher Ord Shs 273,782 3,201 Equity Danone Ord Shs (1,900,035) (27,862) Equity Danske Bank Ord Shs 1,421,499 41,614 Equity Darden Restaurants Ord Shs 828,500 9,902 Equity Davide Campari Milano Ord Shs 1,349, ,116 Equity DCC Ord Shs 2,789,226 31,752 Equity Dean Foods Ord Shs 838,597 42,655 Equity Delta Air Lines Ord Shs 11,741, ,476 Equity Deluxe Ord Shs 1,450,834 20,103 Equity Dena Ord Shs 1,786,035 88,100 Equity Denbury Resources Ord Shs (424,041) (164,357) Equity Dentsply Sirona Ord Shs (1,411,269) (22,602) Equity Dentsu Ord Shs (298,124) (5,500) Equity Deutsche Bank Ord Shs (4,241,373) (245,546) Equity Deutsche Lufthansa Ord Shs 1,398,100 85,999 Equity Deutsche Post Ord Shs 1,731,042 50,412 Equity Deutsche Telekom N Ord Shs (597,290) (34,000) Equity DeVry Education Group Ord Shs 1,823,406 51,436 Equity DexCom Ord Shs (10,907,717) (128,735) Equity DH Ord Shs (873,242) (46,141) Equity Dialog Semicon Ord Shs 4,106,476 80,214 Equity Diamond Offshore Drilling Ord Shs 1,675, ,266 Equity Diasorin Ord Shs 277,648 4,101 Equity Dicks Sporting Ord Shs 2,021,434 41,542 Equity Diebold Nixdorf Ord Shs (5,626,450) (183,272) Equity Dillards Ord Shs Class A 1,617,664 30,966 Equity Direct Line Insurance Ord Shs 710, ,515

11 Equity Disco Ord Shs 698,896 4,600 Equity Discover Financial Services Ord Shs 2,915,261 42,627 Equity Discovery Communications Ord Shs Series A (3,185,093) (109,491) Equity DISH Network Ord Shs Class A (2,541,124) (40,024) Equity Distribuidora Internacional De Alimentacion Ord Shs (1,803,964) (311,134) Equity Dixons Carphone Ord Shs 2,225, ,286 Equity Dolby Laboratories Ord Shs Class A 2,151,955 41,060 Equity Dollar Tree Ord Shs (1,300,004) (16,569) Equity Dollarama Ord Shs 3,214,531 38,899 Equity DOMINION RESOURCES (11,568,867) (149,141) Equity Domino's Pizza Enterprises Ord Shs (444,699) (10,030) Equity Domtar Ord Shs 917,455 25,122 Equity Don Quijote Holdings Ord Shs (4,056,412) (117,100) Equity Donaldson Ord Shs (857,551) (18,839) Equity DONG Energy Ord Shs (404,699) (10,464) Equity Dormakaba Holding Ord Shs 198, Equity Dow Chemical Ord Shs 555,594 8,744 Equity Dr Pepper Snapple Group Ord Shs 2,408,636 24,598 Equity DST Systems Ord Shs 2,730,525 22,290 Equity DSV Ord Shs (1,468,403) (28,281) Equity DTE Energy Ord Shs 4,875,446 47,747 Equity Duerr Ord Shs (1,176,119) (13,141) Equity Dufry Ord Shs (3,513,482) (23,046) Equity Duke Energy Ord Shs 195,102 2,379 Equity Dunkin' Brands Group Ord Shs (2,138,043) (39,101) Equity DXC Technology Ord Shs (177,011) (2,565) Equity Dycom Industries Ord Shs (2,691,553) (28,957) Equity E TRADE Financial Ord Shs 187,429 5,372 Equity E.ON N Ord Shs (5,253,268) (659,195) Equity East Japan Railway Ord Shs (173,993) (2,000) Equity Eastman Chemical Ord Shs 3,834,606 47,458 Equity EasyJet Ord Shs (619,003) (48,248) Equity Eaton Ord Shs 1,680,461 22,663 Equity Eaton Vance Com Non Voting Ord Shs (452,208) (10,058) Equity ebay Ord Shs 9,315, ,500 Equity Ebro Foods Ord Shs 1,349,340 66,575 Equity Ecolab Ord Shs (3,294,437) (26,284) Equity Edenred Ord Shs (8,005,955) (337,939) Equity Edison International Ord Shs 3,004,004 37,734 Equity Education Realty Trust REIT Ord Shs (206,864) (5,064) Equity Edwards Lifesciences Ord Shs 262,549 2,791 Equity Eiffage Ord Shs 1,799,432 22,915 Equity Eisai Ord Shs (1,453,544) (28,100) Equity Eldorado Gold Ord Shs (917,332) (268,879)

12 Equity Electric Power Development Ord Shs (4,967,805) (212,500) Equity Electricite de France Ord Shs (895,367) (106,075) Equity Electrolux B Ord Shs 3,329, ,344 Equity Electronic Arts Ord Shs 1,425,516 15,924 Equity Elekta B Ord Shs (299,225) (30,480) Equity Element Fleet Management Ord Shs (1,349,249) (146,176) Equity Eli Lilly Ord Shs 3,626,403 43,115 Equity Elior Group Ord Shs 858,449 37,744 Equity EMCOR Group Ord Shs 1,496,762 23,777 Equity Emerson Electric Ord Shs 178,742 2,986 Equity Empire Ord Shs Class A 318,730 20,919 Equity Empire State Realty REIT Ord Shs Class A (261,220) (12,656) Equity Ems-Chemie Holding Ord Shs (250,084) (429) Equity Enbridge Ord Shs (1,626,708) (38,942) Equity EnCana Ord Shs 1,857, ,988 Equity Endesa Ord Shs 6,317, ,141 Equity Endo International Ord Shs 2,797, ,654 Equity Enel Ord Shs 8,081,893 1,711,905 Equity Energen Ord Shs 562,637 10,335 Equity Energizer Holdings Ord Shs 291,350 5,226 Equity EnerSys Ord Shs 1,234,385 15,637 Equity Engie Ord Shs (939,712) (66,160) Equity Ensco Ord Shs Class A 891,876 99,651 Equity Entergy Ord Shs 1,510,617 19,887 Equity Envision Healthcare Ord Shs (8,067,688) (131,567) Equity EOG Resources Ord Shs (496,334) (5,088) Equity EPR Properties REIT Ord Shs 933,187 12,674 Equity EQT Ord Shs (2,548,420) (41,709) Equity Ericsson B Ord Shs (4,051,943) (604,966) Equity Essentra Ord Shs (1,377,426) (209,818) Equity Essex Property Trust REIT Ord Shs (1,092,127) (4,717) Equity Essilor International Ord Shs (6,894,502) (56,595) Equity Esterline Technologies Ord Shs 3,708,411 43,096 Equity Etablissementen Franz Colruyt Ord Shs 258,064 5,243 Equity Eurofins Scientific Ord Shs (2,488,612) (5,705) Equity Eutelsat Communications Ord Shs (817,794) (36,532) Equity Everest Re Group Ord Shs 3,845,005 16,445 Equity Evonik Industries Ord Shs 3,439, ,221 Equity Exelon Ord Shs 1,819,545 50,571 Equity Expeditors International of Washington Ord Shs (241,099) (4,268) Equity Express Scripts Holding Ord Shs 2,478,809 37,609 Equity EXXON MOBIL (847,737) (10,337) Equity Ezaki Glico Ord Shs 402,226 8,300 Equity F5 Networks Ord Shs 847,294 5,943

13 Equity Factset Research Systems Ord Shs (396,938) (2,407) Equity Fair Isaac Ord Shs 844,751 6,551 Equity Fairfax Financial Holdings Sub Voting Ord Shs (1,124,951) (2,479) Equity Familymart Uny Holdings Ord Shs (452,876) (7,600) Equity Fanuc Ord Shs (1,740,734) (8,500) Equity Fast Retailing Ord Shs (3,760,567) (12,000) Equity Fastenal Ord Shs (6,951,934) (134,989) Equity Faurecia Ord Shs 3,559,370 74,642 Equity Fedex Ord Shs 1,569,201 8,041 Equity Ferrari Ord Shs 954,074 12,789 Equity Ferrovial Ord Shs (5,728,529) (285,502) Equity Fiat Chrysler Automobiles Ord Shs 6,988, ,509 Equity Fidelity National Financial Ord Shs (1,984,266) (50,957) Equity Fifth Third Bancorp Ord Shs 1,074,903 42,319 Equity FinecoBank Banca Fineco Ord Shs (898,555) (131,681) Equity Finning International Ord Shs (223,861) (12,019) Equity FireEye Ord Shs (5,366,400) (425,567) Equity First Data Ord Shs Class A (8,216,287) (530,083) Equity First Horizon National Ord Shs (1,018,610) (55,060) Equity First Quantum Minerals Ord Shs (263,561) (24,876) Equity Fischer George Ord Shs 2,665,787 2,929 Equity Fiserv Ord Shs 1,319,954 11,447 Equity Fitbit Ord Shs Class A (1,386,375) (234,185) Equity Flex Ord Shs 3,870, ,396 Equity Flight Centre Travel Group Ord Shs 255,561 11,600 Equity Flir Systems Ord Shs 1,457,767 40,181 Equity Flowers Foods Ord Shs (928,827) (47,853) Equity Flowserve Ord Shs (2,677,917) (55,306) Equity Flughafen Zuerich Ord Shs 2,410,687 11,302 Equity FMC Ord Shs (483,720) (6,951) Equity FNB Ord Shs (2,998,744) (201,664) Equity Foot Locker Ord Shs 3,963,509 52,981 Equity Ford Motor Ord Shs 2,821, ,425 Equity Fortescue Metals Group Ord Shs 2,596, ,311 Equity Fortinet Ord Shs 436,922 11,393 Equity Fortum Ord Shs (337,325) (21,267) Equity Fossil Group Ord Shs (392,712) (22,505) Equity Franco Nevada Ord Shs (1,143,505) (17,505) Equity Franklin Resources Ord Shs 2,123,097 50,382 Equity freenet Ord Shs 1,532,404 46,991 Equity Freeport McMoRan Ord Shs (4,516,735) (338,079) Equity Fresenius Medical Care Ord Shs (939,666) (11,114) Equity FTI Consulting Ord Shs 1,735,563 42,156 Equity Fuchs Petrolub Pref Shs (272,921) (5,580)

14 Equity Fujifilm Holdings Ord Shs 2,333,397 59,800 Equity Fujitsu Ord Shs 5,976, ,000 Equity Fulton Financial Ord Shs 653,578 36,615 Equity Galapagos Ord Shs 1,001,675 11,480 Equity Galenica Ord Shs (1,788,221) (1,695) Equity GAM Holding Ord Shs (671,079) (54,390) Equity Gamesa Corporacion Tecnologica Ord Shs 908,980 38,317 Equity GameStop Ord Shs Class A 1,320,370 58,553 Equity Garmin Ord Shs (203,469) (3,981) Equity Gartner Ord Shs (609,172) (5,641) Equity Gas Natural Ord Shs 1,079,886 49,156 Equity GATX Ord Shs (181,783) (2,982) Equity GEA Group Ord Shs (2,165,825) (50,828) Equity Geberit Ord Shs 2,309,232 5,353 Equity Gemalto Ord Shs (181,459) (3,239) Equity General Dynamics Ord Shs 3,968,640 21,200 Equity GENERAL ELECTRIC (2,008,371) (67,395) Equity General Motors Ord Shs 5,625, ,089 Equity Genesee & Wyoming Ord Shs Class A (3,831,647) (56,464) Equity Genmab Ord Shs (389,992) (2,019) Equity Genpact Ord Shs 2,172,591 87,746 Equity Gentex Ord Shs (937,347) (43,945) Equity Genting Singapore Ord Shs 1,938,606 2,655,700 Equity Genuine Parts Ord Shs 723,478 7,829 Equity George Weston Ord Shs 1,828,779 21,020 Equity Getinge B Ord Shs (1,620,049) (92,012) Equity Gildan Activewear Ord Shs (2,336,656) (86,732) Equity Gilead Sciences Ord Shs 13,476, ,417 Equity Givaudan Ord Shs (719,113) (399) Equity Gjensidige Forsikring ASA Ord Shs (212,337) (13,943) Equity GKN Ord Shs 2,410, ,648 Equity GLAXOSMITHKLINE 3,242, ,256 Equity Glencore Ord Shs (207,670) (53,034) Equity Global Logistic Properties Ord Shs 178,264 89,600 Equity Global Payments Ord Shs (3,814,873) (47,284) Equity Globus Medical Ord Shs Class A 177,838 6,004 Equity GN Store Nord Ord Shs 1,108,219 47,300 Equity Godaddy Ord Shs Class A (1,995,511) (52,652) Equity Goldcorp Ord Shs (821,385) (56,466) Equity Goldman Sachs Group Ord Shs 3,760,287 16,369 Equity Goodyear Tire & Rubber Ord Shs 835,308 23,203 Equity GOOGLE 2,858,782 3,372 Equity Graco Ord Shs (915,135) (9,721) Equity Graham Holdings Company Ord Shs Class B 964,076 1,608

15 Equity Granite Construction Ord Shs (2,272,754) (45,283) Equity Graphic Packaging Holding Ord Shs 3,461, ,920 Equity Great Plains Energy Ord Shs 1,361,944 46,610 Equity Greene King Ord Shs 406,192 46,306 Equity Greif Ord Shs Class A 1,049,850 19,057 Equity Grifols Ord Shs Class A (2,835,918) (115,333) Equity Groupe Eurotunnel Ord Shs (2,436,150) (241,490) Equity Groupon Ord Shs (592,086) (150,658) Equity Guidewire Software Ord Shs (3,104,966) (55,121) Equity Gunma Bank Ord Shs 1,271, ,800 Equity Guotai Junan International Holdings Ord Shs (494,823) (1,526,000) Equity H&R Block Ord Shs (432,404) (18,598) Equity H.Lundbeck Ord Shs 2,050,057 44,074 Equity HAIN CELESTIAL GROUP (1,564,037) (42,044) Equity Haitong Int'l Securities Group Ord Shs (852,870) (1,450,345) Equity Hakuhodo Dy Holdings Ord Shs 1,667, ,800 Equity Halma Ord Shs (1,253,008) (97,856) Equity Halyard Health Ord Shs (2,418,410) (63,492) Equity Hamamatsu Photonics Ord Shs (3,552,163) (123,500) Equity Hancock Holding Ord Shs 275,942 6,058 Equity Hanesbrands Ord Shs (1,957,045) (94,270) Equity Hang Lung Properties Ord Shs (2,110,584) (812,000) Equity Hang Seng Bank Ord Shs (296,077) (14,600) Equity Hannover Rueckversicherung Ord Shs 694,841 6,007 Equity Hanover Insurance Group Ord Shs 924,736 10,268 Equity Hargreaves Lansdown Ord Shs (4,409,098) (271,023) Equity Harris Ord Shs (178,922) (1,608) Equity Hartford Financial Services Group Ord Shs 257,030 5,347 Equity Harvey Norman Holdings Ord Shs 1,262, ,252 Equity Hasbro Ord Shs 481,931 4,828 Equity Haseko Ord Shs 2,713, ,100 Equity Hawaiian Electric Industries Ord Shs 1,553,478 46,637 Equity Hays Ord Shs (327,481) (166,809) Equity HCA Holdings Ord Shs 3,357,237 37,726 Equity HCP REIT Ord Shs 1,859,283 59,440 Equity HD Supply Holdings Ord Shs 4,414, ,332 Equity Healthscope Ord Shs (2,633,263) (1,520,650) Equity Healthsouth Ord Shs (1,016,566) (23,746) Equity HEICO Ord Shs (1,877,416) (21,530) Equity HeidelbergCement Ord Shs 3,178,037 33,858 Equity Heineken Ord Shs (1,915,853) (22,447) Equity Hella KGaA Hueck Ord Shs 1,168,019 26,299 Equity Helmerich & Payne Ord Shs (1,587,295) (23,844) Equity Helvetia Holding Ord Shs 444,

16 Equity Henkel & KGAA Pref Shs 538,475 4,192 Equity Hennes & Mauritz Ord Shs (8,198,222) (319,634) Equity Henry Schein Ord Shs (2,704,393) (15,911) Equity Hera Ord Shs 994, ,383 Equity Herc Holdings Ord Shs (402,805) (8,239) Equity Herman Miller Ord Shs 3,438, ,986 Equity Hermes International Ord Shs (954,249) (2,009) Equity Hertz Global Holdings Ord Shs (997,272) (56,857) Equity Hess Ord Shs (4,422,159) (91,727) Equity Hewlett Packard Enterprise Ord Shs 9,997, ,840 Equity Hexagon B Ord Shs (2,293,633) (56,884) Equity Hexcel Ord Shs (1,202,882) (22,051) Equity Hexpol Ord Shs (711,686) (69,142) Equity Hikari Tsushin Ord Shs 546,783 5,600 Equity Hikma Pharmaceuticals Ord Shs (2,699,093) (108,960) Equity Hirose Electric Ord Shs (207,305) (1,500) Equity Hisamitsu Pharmaceutical Ord Shs 639,253 11,200 Equity Hiscox Ord Shs (237,347) (17,350) Equity Hitachi Capital Ord Shs 253,666 10,500 Equity Hitachi Chemical Ord Shs 5,724, ,100 Equity Hitachi Construction Machinery Ord Shs 998,631 40,100 Equity Hitachi High Technologies Ord Shs 4,195, ,100 Equity Hitachi Metals Ord Shs 420,533 30,000 Equity HK Electric Investments Units (211,902) (230,000) Equity HKT Trust And HKT Units 959, ,000 Equity Hochtief Ord Shs 5,996,989 36,186 Equity Hokuriku Electric Power Ord Shs (2,131,311) (219,900) Equity Holmen B Ord Shs 829,476 21,214 Equity HOME DEPOT 1,741,697 11,862 Equity Honda Motor Ord Shs (2,342,663) (77,900) Equity Honeywell International Ord Shs 5,026,517 40,254 Equity Hong Kong and China Gas Ord Shs (4,456,000) (2,228,430) Equity Hormel Foods Ord Shs (541,509) (15,637) Equity Hoshizaki Ord Shs (243,705) (3,100) Equity Howard Hughes Ord Shs (3,327,203) (28,377) Equity Howden Joinery Group Ord Shs 1,787, ,520 Equity Hoya Ord Shs 1,009,387 21,000 Equity HP Ord Shs 6,818, ,358 Equity HSBC Holdings Ord Shs 1,105, ,885 Equity HSN Ord Shs 211,581 5,703 Equity Hubbell Ord Shs 2,958,632 24,645 Equity Hudsons Bay Ord Shs (34,449) (4,250) Equity Hugo Boss N Ord Shs (2,278,888) (31,146) Equity Huhtamaki Ord Shs 698,123 19,572

17 Equity Humana Ord Shs 1,641,905 7,965 Equity Huntington Bancshares Ord Shs 568,218 42,436 Equity Huntington Ingalls Industries Ord Shs 10,049,845 50,189 Equity Huntsman Ord Shs 5,925, ,469 Equity Husqvarna Ord Shs 1,638, ,020 Equity Hutchison Port Holdings Units (377,941) (910,700) Equity Hyatt Hotels Ord Shs Class A 1,739,991 32,234 Equity Hysan Development Ord Shs (235,862) (52,000) Equity IAC InterActive Ord Shs 3,391,194 46,001 Equity Iberdrola Ord Shs 1,106, ,279 Equity IBM 3,122,504 17,931 Equity Idacorp Ord Shs 580,305 6,995 Equity Idemitsu Kosan Ord Shs 4,705, ,500 Equity IDEX Ord Shs (558,348) (5,971) Equity IDEXX Laboratories Ord Shs (254,643) (1,647) Equity IHI Ord Shs (1,603,329) (509,000) Equity IHS Markit Ord Shs (4,391,997) (104,696) Equity Iliad Ord Shs (1,712,902) (7,639) Equity Illinois Tool Ord Shs 180,954 1,366 Equity Illumina Ord Shs (8,533,706) (50,010) Equity Iluka Resources Ord Shs (1,082,255) (186,181) Equity IMI Ord Shs (923,685) (61,918) Equity Imperial Oil Ord Shs (1,535,698) (50,545) Equity Inchcape Ord Shs 1,826, ,606 Equity Incyte Ord Shs (497,653) (3,723) Equity Indivior Ord Shs 1,799, ,873 Equity Industria De Diseno Textil Inditex Ord Shs (4,181,608) (118,332) Equity Industrial Alliance Insurance and Financial Services Ord Shs 1,233,191 28,538 Equity Infineon Technologies Ord Shs 4,946, ,591 Equity Ingenico Group Ord Shs (5,734,552) (60,611) Equity Ingersoll Rand Ord Shs 8,186, ,666 Equity Ingredion Ord Shs 4,969,183 41,262 Equity Inmarsat Ord Shs (4,217,010) (396,519) Equity INPEX Ord Shs 1,201, ,300 Equity Insurance Australia Group Ord Shs (1,330,302) (288,241) Equity INTEL 2,099,238 58,199 Equity Intercontinental Hotels Group Ord Shs 740,002 15,143 Equity InterDigital Ord Shs 3,067,447 35,544 Equity Intermediate Capital Group Ord Shs 1,056, ,372 Equity International Flavors & Fragrances Ord Shs (2,590,299) (19,545) Equity International Game Technology Ord Shs 2,838, ,773 Equity International Paper Ord Shs 1,537,263 30,273 Equity Intertek Group Ord Shs (595,773) (12,111) Equity Intrexon Ord Shs (454,175) (22,915)

18 Equity Intuit Ord Shs 1,467,505 12,652 Equity Intuitive Surgical Ord Shs (868,411) (1,133) Equity Invesco Ord Shs 983,468 32,108 Equity Investec Ord Shs 1,507, ,683 Equity Ionis Pharmaceuticals Ord Shs (184,598) (4,592) Equity IPG Photonics Ord Shs (2,767,168) (22,926) Equity Ipsen Ord Shs 2,704,679 26,971 Equity Isetan Mitsukoshi Holdings Ord Shs (3,204,419) (292,200) Equity Iss A/S Ord Shs 2,759,525 72,758 Equity Ito En Ord Shs 284,546 7,800 Equity Itochu Ord Shs 1,647, ,200 Equity ITOCHU Techno-Solutions Ord Shs 3,935, ,100 Equity Itt Ord Shs 1,031,940 25,157 Equity ITV Ord Shs (1,571,022) (573,945) Equity Iwg Ord Shs 280,454 70,308 Equity Iyo Bank Ord Shs (794,506) (118,200) Equity Izumi Ord Shs (1,039,971) (23,200) Equity J.Front Retailing Ord Shs (786,278) (53,100) Equity j2 Global Ord Shs 769,539 9,171 Equity Jabil Circuit Ord Shs 3,804, ,541 Equity Jack Henry ans Associates Ord Shs 2,128,452 22,862 Equity Jack in the Box Ord Shs 2,179,554 21,427 Equity Jacobs Engineering Group Ord Shs 2,043,646 36,969 Equity Japan Airlines Ord Shs 1,408,122 44,500 Equity Japan Petroleum Exploration Ord Shs 1,045,403 45,700 Equity Japan Post Bank Ord Shs (263,980) (21,300) Equity Japan Post Holdings Ord Shs (289,605) (23,100) Equity Japan Post Insurance Ord Shs (183,146) (8,000) Equity Jardine Cycle And Carriage Ord Shs (172,640) (5,500) Equity JAZZ PHARMACEUTICALS 362,099 2,495 Equity JB Hunt Transport Services Ord Shs (1,901,128) (20,723) Equity JC Penney Ord Shs (4,903,144) (795,965) Equity JCDecaux Ord Shs (1,769,339) (50,145) Equity JetBlue Airways Ord Shs 4,275, ,443 Equity JFE Holdings Ord Shs (1,952,517) (114,000) Equity JGC Ord Shs (1,776,456) (102,300) Equity John Wiley and Sons Ord Shs Class A 2,164,858 40,239 Equity JOHNSON & JOHNSON 5,004,917 40,184 Equity Johnson Matthey Ord Shs 192,723 5,004 Equity JPMORGAN CHASE 3,663,894 41,711 Equity JTEKT Ord Shs 778,927 50,200 Equity Julius Baer Gruppe Ord Shs (2,108,547) (42,211) Equity Juniper Networks Ord Shs 2,591,836 93,131 Equity Juno Therapeutics Ord Shs (1,519,727) (68,487)

19 Equity Jupiter Fund Management Ord Shs 670, ,950 Equity Just Eat Ord Shs (2,674,987) (377,954) Equity Jxtg Holdings Ord Shs 3,508, ,100 Equity K+S Ord Shs (1,088,460) (46,704) Equity Kajima Ord Shs 1,439, ,000 Equity Kakaku.com Ord Shs (2,295,001) (168,800) Equity Kaken Pharmaceutical Ord Shs 468,518 8,300 Equity Kamigumi Ord Shs 1,010, ,000 Equity Kaneka Ord Shs 1,813, ,000 Equity Kansai Electric Power Ord Shs (2,296,531) (187,200) Equity Kansai Paint Ord Shs (998,809) (47,100) Equity KAR Auction Services Ord Shs (259,443) (5,941) Equity Kawasaki Heavy Industries Ord Shs (330,629) (109,000) Equity KB Home Ord Shs 1,432,115 72,038 Equity KBC Groep Ord Shs 1,157,500 17,402 Equity KBR Ord Shs (874,100) (58,157) Equity Keihan Holdings Ord Shs (1,301,741) (213,000) Equity Keikyu Ord Shs (3,542,188) (323,000) Equity Keio Ord Shs (2,145,042) (271,000) Equity Keisei Electric Railway Ord Shs (952,717) (41,100) Equity Kennametal Ord Shs (266,411) (6,791) Equity Keppel Ord Shs (4,113,935) (828,300) Equity Kerry Properties Ord Shs 2,004, ,000 Equity Kesko Ord Shs 2,564,277 53,636 Equity Kewpie Ord Shs 724,832 25,600 Equity Keycorp Ord Shs 3,100, ,357 Equity Keyera Ord Shs (1,634,550) (55,881) Equity Keysight Technologies Ord Shs 580,553 16,064 Equity Kikkoman Ord Shs (1,462,129) (49,000) Equity KIMBERLY-CLARK 2,387,110 18,135 Equity Kindred Group SDR 445,974 42,861 Equity Kingfisher Ord Shs 798, ,937 Equity Kinross Gold Ord Shs 236,654 67,295 Equity Kintetsu Group Holdings Ord Shs (2,529,866) (703,000) Equity Kion Group Ord Shs 2,262,105 34,542 Equity Kirby Ord Shs (1,622,368) (22,996) Equity KLX Ord Shs (4,798,590) (107,351) Equity Knowles Ord Shs (4,476,540) (236,229) Equity Kobayashi Pharmaceutical Ord Shs 256,367 5,300 Equity Kobe Steel Ord Shs (4,518,797) (495,600) Equity Kohl's Ord Shs 2,383,385 59,869 Equity Konami Holdings Ord Shs 3,371,063 79,500 Equity Kone Ord Shs (1,448,874) (32,912) Equity Konica Minolta Ord Shs 1,437, ,800

20 Equity Koninkilijke DSM Ord Shs 3,089,615 45,556 Equity Koninklijke Ahold Delhaize Ord Shs 1,387,806 64,684 Equity Koninklijke KPN NV Ord Shs (2,920,897) (967,396) Equity Koninklijke Philips Ord Shs 4,750, ,408 Equity KOSE Ord Shs (198,815) (2,200) Equity Kosmos Energy Ord Shs (3,788,934) (568,909) Equity Kraft Heinz Ord Shs (1,341,990) (14,778) Equity Krones Ord Shs (580,535) (5,162) Equity Kubota Ord Shs (172,454) (11,500) Equity Kuehne & Nagel Ord Shs (205,828) (1,456) Equity Kuraray Ord Shs 1,758, ,100 Equity Kurita Water Industries Ord Shs 253,760 10,500 Equity Kyocera Ord Shs 372,910 6,700 Equity Kyowa Hakko Kirin Ord Shs (283,046) (17,900) Equity Kyushu Electric Power Ord Shs (3,164,299) (297,300) Equity Kyushu Railway Ord Shs (1,189,514) (38,700) Equity L Brands Ord Shs (2,276,531) (48,334) Equity L'Oreal Ord Shs (2,363,021) (12,264) Equity L3 Technologies Ord Shs 6,633,088 40,130 Equity Laboratory Corporation Of America Holdings Ord Shs 3,534,240 24,634 Equity Lagardere Ord Shs 1,406,734 47,637 Equity Lam Research Ord Shs 1,166,407 9,087 Equity Lancaster Colony Ord Shs 2,053,710 15,940 Equity Landstar System Ord Shs 1,039,363 12,135 Equity Lanxess Ord Shs 1,664,044 24,739 Equity Laredo Petroleum Ord Shs (1,000,509) (68,528) Equity Las Vegas Sands Ord Shs 1,332,071 23,341 Equity LaSalle Hotel Properties REIT Ord Shs (410,279) (14,172) Equity Lawson Ord Shs (941,802) (13,900) Equity Lear Ord Shs 10,477,345 74,003 Equity Legg Mason Ord Shs 179,503 4,971 Equity Leidos Holdings Ord Shs 2,985,860 58,386 Equity Lennar A Ord Shs (1,443,456) (28,198) Equity Lennox International Ord Shs 1,775,722 10,614 Equity Leonardo Ord Shs 3,536, ,816 Equity Leroy Seafood Group Ord Shs 649,788 14,843 Equity Leucadia National Ord Shs (1,346,878) (51,803) Equity Li & Fung Ord Shs 400, ,000 Equity Liberty Broadband Ord Shs Series C (939,254) (10,871) Equity Liberty Expedia Holdings Ord Shs Series A (724,633) (15,933) Equity Liberty Global Ord Shs Class A (4,125,552) (115,014) Equity Liberty Property REIT Ord Shs 261,215 6,776 Equity Lifepoint Health Ord Shs (1,763,653) (26,926) Equity Linamar Ord Shs 1,922,445 42,385

21 Equity Lincoln Electric Holdings Ord Shs 949,640 10,933 Equity Lincoln National Ord Shs 3,498,695 53,456 Equity Lion Ord Shs 2,820, ,000 Equity Lions Gate Entertainment Non Voting Ord Shs Class B (1,092,687) (44,819) Equity Lions Gate Entertainment Voting Ord Shs Class A (351,150) (13,221) Equity LivaNova Ord Shs (1,989,071) (40,585) Equity Live Nation Entertainment Ord Shs (2,870,815) (94,528) Equity Lixil Group Ord Shs (641,412) (25,300) Equity Lloyds Banking Group Ord Shs 1,288,747 1,554,021 Equity Loblaw Companies Ord Shs 249,109 4,604 Equity Lockheed Martin Ord Shs 448,498 1,676 Equity Loews Ord Shs (3,260,804) (69,720) Equity LogMeIn Ord Shs (945,068) (9,693) Equity Lonza Group Ord Shs 1,744,989 9,222 Equity Louisiana Pacific Ord Shs (676,246) (27,246) Equity Lowe's Companies Ord Shs 2,266,776 27,573 Equity LSC Communications Ord Shs 445,810 17,719 Equity Lundin Mining Ord Shs 569, ,318 Equity Luxottica Group Ord Shs (4,807,633) (86,860) Equity LyondellBasell Industries Ord Shs Class A 5,264,399 57,730 Equity Mabuchi Motor Ord Shs (770,879) (13,700) Equity MACQUARIE INFRASTRUCTURE (5,792,816) (71,889) Equity Macys Ord Shs 913,683 30,826 Equity Madison Square Garden Ord Shs Class A (4,184,324) (20,952) Equity Magna International Ord Shs 2,403,654 55,857 Equity Mallinckrodt Ord Shs 2,020,804 45,340 Equity Man Group Ord Shs 270, ,890 Equity MAN Ord Shs (841,997) (8,147) Equity Manpower Ord Shs 4,570,724 44,562 Equity Mapfre Ord Shs 2,355, ,013 Equity Marathon Petroleum Ord Shs 2,001,030 39,593 Equity Marine Harvest Ord Shs 1,203,200 78,947 Equity Markel Ord Shs (3,431,124) (3,516) Equity MarketAxess Holdings Ord Shs 498,911 2,661 Equity Martin Marietta Materials Ord Shs (2,596,957) (11,899) Equity Marui Group Ord Shs (4,194,254) (308,900) Equity Marvell Technology Group Ord Shs 1,064,385 69,750 Equity Masco Ord Shs 548,633 16,141 Equity Matsumotokiyoshi Holdings Ord Shs 1,625,271 34,300 Equity Mattel Ord Shs (3,414,248) (133,317) Equity Maxim Integrated Products Ord Shs 1,744,718 38,806 Equity Maximus Ord Shs (1,699,242) (27,319) Equity McCormick & Co Non-Voting Ord Shs (612,809) (6,282) Equity McKesson Ord Shs 5,169,826 34,870

22 Equity MDU Resources Group Ord Shs (2,484,813) (90,786) Equity Mediaset Espana Comunicacion Ord Shs 362,057 28,011 Equity Mediaset Ord Shs (1,909,086) (460,037) Equity Medibank Private Ord Shs (176,240) (81,925) Equity Mediclinic International Ord Shs (1,665,789) (187,100) Equity Mediobanca Banca Di Credito Finanziario Ord Shs 1,588, ,735 Equity Medipal Holdings Ord Shs 1,667, ,400 Equity MEDNAX Ord Shs (5,458,610) (78,677) Equity Mercadolibre Ord Shs (547,919) (2,591) Equity MERCK 10,417, ,959 Equity Merck Ord Shs (2,822,344) (24,708) Equity Mercury General Ord Shs (2,089,883) (34,266) Equity Meredith Ord Shs 638,442 9,883 Equity Merlin Entertainment Group Ord Shs (1,673,315) (279,018) Equity Methanex Ord Shs (3,430,239) (73,419) Equity MetLife Ord Shs 825,894 15,636 Equity Metro Ord Shs 1,699,089 55,471 Equity Metso Ord Shs 255,124 8,405 Equity MGM China Holdings Ord Shs (1,832,727) (879,200) Equity Michael Kors Holdings Ord Shs 1,167,881 30,645 Equity Michaels Companies Ord Shs 178,627 7,978 Equity Michelin Ord Shs 7,707,322 63,295 Equity Micro Focus International Ord Shs 872,076 30,615 Equity Microchip Technology Ord Shs (3,580,248) (48,526) Equity Micron Technology Ord Shs 2,698,393 93,370 Equity MICROSOFT 4,780,646 72,588 Equity Middleby Ord Shs (5,543,145) (40,624) Equity Minebea Mitsumi Ord Shs (2,318,855) (174,000) Equity Minerals Technologies Ord Shs (225,127) (2,939) Equity Miraca Holdings Ord Shs 652,463 14,200 Equity Misumi Group Ord Shs (1,417,410) (78,500) Equity Mitsubishi Chemical Ord Shs 925, ,700 Equity Mitsubishi Electric Ord Shs 1,919, ,900 Equity Mitsubishi Gas Chemical Ord Shs 3,877, ,900 Equity Mitsubishi Heavy Industries Ord Shs (1,009,990) (252,000) Equity Mitsubishi Logistics Ord Shs (3,193,826) (232,000) Equity Mitsubishi Motors Ord Shs (3,607,665) (600,900) Equity Mitsubishi Ord Shs 3,069, ,200 Equity Mitsubishi Tanabe Pharma Ord Shs 2,802, ,700 Equity Mitsubishi UFJ Financial Group Ord Shs 791, ,000 Equity Mitsui Chemicals Ord Shs 4,615, ,000 Equity Mitsui OSK Lines Ord Shs (188,459) (60,000) Equity Mixi Ord Shs 4,122,337 85,700 Equity Mizuho Financial Group Ord Shs 3,241,518 1,770,600

23 Equity Modern Times Group MTG B Ord Shs (319,568) (9,517) Equity Molina Healthcare Ord Shs 523,032 11,470 Equity Molson Coors Brewing Ord Shs Class B 1,669,087 17,439 Equity Moncler Ord Shs 2,115,355 96,337 Equity Mondi Ord Shs 2,670, ,841 Equity Moneysupermarket.Com Group Ord Shs 477, ,729 Equity Monotaro Ord Shs (3,803,356) (123,200) Equity Monster Beverage Ord Shs (1,806,032) (39,117) Equity Moody's Ord Shs (1,739,645) (15,527) Equity Morningstar Ord Shs 289,484 3,683 Equity Morrison(Wm.)Supermarkets Ord Shs 3,484,560 1,161,102 Equity Mosaic Ord Shs (781,703) (26,789) Equity Motorola Solutions Ord Shs (2,200,076) (25,517) Equity MS&AD Insurance Group Holdings Ord Shs 5,489, ,800 Equity MSA Safety Ord Shs 181,956 2,574 Equity MSC Industrial Ord Shs Class A 2,306,756 22,448 Equity MSCI Ord Shs 1,157,436 11,909 Equity MTR Corporation Ord Shs (2,955,057) (526,122) Equity MTU Aero Engines Holding Ord Shs 228,125 1,749 Equity Muenchener Rueckversicherungs-Gesellschaft N Ord Shs 3,881,721 19,789 Equity Murata Manufacturing Ord Shs (1,747,918) (12,300) Equity Murphy Oil Ord Shs 408,237 14,279 Equity Murphy USA Ord Shs 945,650 12,880 Equity Mylan Ord Shs 591,829 15,179 Equity Nabors Industries Ord Shs 813,973 62,278 Equity Nabtesco Ord Shs 246,208 9,300 Equity Nagoya Railroad Ord Shs (1,713,013) (381,000) Equity NASDAQ Ord Shs 3,111,221 44,798 Equity National Bank of Canada Ord Shs 1,822,687 43,532 Equity National Fuel Gas Ord Shs (3,168,207) (53,140) Equity National Grid Ord Shs (1,491,294) (117,672) Equity National Instruments Ord Shs (2,448,186) (75,190) Equity National Oilwell Varco Ord Shs (1,718,338) (42,862) Equity National Retail Properties REIT Ord Shs 1,989,072 45,600 Equity Natixis Ord Shs (1,238,812) (200,529) Equity Navient Ord Shs 292,174 19,795 Equity NCC B Ord Shs 3,595, ,926 Equity NCR Ord Shs 1,785,494 39,087 Equity Neste Ord Shs 7,326, ,373 Equity NESTLE (555,559) (7,236) Equity Netflix Ord Shs (2,594,213) (17,551) Equity NetScout Systems Ord Shs (5,746,465) (151,422) Equity Neurocrine Biosciences Ord Shs (3,466,944) (80,068) Equity NeuStar Ord Shs Class A 1,140,857 34,415

24 Equity New Jersey Resources Ord Shs (1,900,800) (48,000) Equity New World Development Ord Shs 2,568,298 2,087,817 Equity New York Times Ord Shs Class A 769,162 53,414 Equity Newcrest Mining Ord Shs 1,930, ,655 Equity Newell Brands Ord Shs (1,010,853) (21,430) Equity Newfield Exploration Ord Shs (2,035,660) (55,152) Equity NewMarket Ord Shs (576,509) (1,272) Equity Newmont Mining Ord Shs 356,660 10,821 Equity NEXON Ord Shs 746,146 47,000 Equity Next Ord Shs (443,932) (8,218) Equity NGK Spark Plug Ord Shs (5,913,093) (259,000) Equity NH Foods Ord Shs 858,368 32,000 Equity NHK Spring Ord Shs 1,772, ,700 Equity Nibe Industrier Ord Shs 576,126 71,791 Equity NIDEC Ord Shs (2,415,086) (25,400) Equity Nielsen Holdings Ord Shs (1,969,496) (47,676) Equity NIFCO Ord Shs (225,747) (4,500) Equity Nikon Ord Shs 1,044,327 72,100 Equity Nippon Express Ord Shs 3,033, ,000 Equity Nippon Paint Holdings Ord Shs (1,957,843) (56,300) Equity Nippon Shinyaku Ord Shs 554,635 10,900 Equity Nippon Shokubai Ord Shs 1,700,619 25,000 Equity Nippon Telegraph And Telephone Ord Shs 4,439, ,100 Equity Nippon Yusen Ord Shs (3,979,584) (1,887,000) Equity NiSource Ord Shs 1,179,389 49,575 Equity Nisshin Seifun Group Ord Shs 225,084 15,100 Equity NISSIN FOODS HOLDINGS Ord Shs (243,633) (4,400) Equity Nitori Holdings Ord Shs 1,767,747 14,000 Equity Nitto Denko Ord Shs 656,170 8,500 Equity NN Group Ord Shs 6,091, ,813 Equity Noble Energy Ord Shs (2,635,835) (76,757) Equity Noble Ord Shs (1,256,966) (203,064) Equity NOK Ord Shs (507,849) (21,900) Equity Nokia Ord Shs (9,270,841) (1,723,257) Equity Nokian Renkaat Ord Shs 402,924 9,625 Equity Nomura Research Institute Ord Shs 441,680 12,004 Equity Nordea Bank Ord Shs 845,631 73,803 Equity Nordex Ord Shs (416,960) (29,782) Equity Nordson Ord Shs (315,207) (2,566) Equity Norfolk Southern Ord Shs 1,672,272 14,935 Equity Norsk Hydro Ord Shs 766, ,017 Equity Northrop Grumman Ord Shs 6,733,250 28,310 Equity Norwegian Cruise Line Holdings Ord Shs (4,583,050) (90,342) Equity Novartis Ord Shs (2,014,904) (27,126)