AQR Style Premia Alternative LV Fund

Transkript

1 June 30, 2017 Portfolio Exposures NAV: $422,308,212 Asset Class Security Description Exposure Quantity Equity 3D Systems Ord Shs (76,109) (4,070) Equity 3M Ord Shs 503,403 2,418 Equity A O Smith Ord Shs 623,798 11,074 Equity A2A Ord Shs 691, ,258 Equity AA Ord Shs (132,980) (44,815) Equity Aalberts Industries Ord Shs 26, Equity Aarons Ord Shs 312,523 8,034 Equity Abb Ord Shs 796,246 32,250 Equity Abbott Laboratories Ord Shs (282,667) (5,815) Equity AbbVie Ord Shs 130,953 1,806 Equity ABC Mart Ord Shs 70,447 1,200 Equity Abertis Infraestructuras Ord Shs (29,897) (1,614) Equity Abiomed Ord Shs (174,396) (1,217) Equity ABN AMRO Group Ord Shs 33,583 1,267 Equity Acadia Healthcare Company Ord Shs (1,240,179) (25,115) Equity Accenture Ord Shs Class A 407,897 3,298 Equity Accor Ord Shs (958,795) (20,455) Equity ACI Worldwide Ord Shs 27,672 1,237 Equity Acom Ord Shs (332,144) (72,900) Equity Activision Blizzard Ord Shs 342,887 5,956 Equity Acuity Brands Ord Shs (258,369) (1,271) Equity Acxiom Ord Shs (124,392) (4,788) Equity Adecco Ord Shs 433,478 5,703 Equity Adidas N Ord Shs 506,896 2,646 Equity Adient Ord Shs (43,674) (668) Equity Adtalem Global Education Ord Shs 189,371 4,990 Equity Advance Auto Parts Ord Shs (386,962) (3,319) Equity Advanced Micro Devices Ord Shs (795,400) (63,734) Equity AdvanSix Ord Shs 82,099 2,628 Equity Advantest Ord Shs 22,191 1,300 Equity AECOM Ord Shs (141,541) (4,378) Equity Aegon Ord Shs (299,567) (58,671) Equity Aena Ord Shs 334,810 1,716 Equity Aeon Financial Services Ord Shs (276,671) (13,100) Equity Aeon Ord Shs (500,298) (33,000) Equity Aeroports de Paris Ord Shs 31, Equity Aetna Ord Shs 2,040,140 13,437 Equity AFLAC Ord Shs 1,603,548 20,643

2 Equity AGCO Ord Shs 430,892 6,394 Equity Ageas Ord Shs 77,997 1,937 Equity Aggreko Ord Shs 25,373 2,118 Equity Agilent Technologies Ord Shs (301,117) (5,077) Equity Agios Pharmaceuticals Ord Shs (610,814) (11,872) Equity AIR France-KLM Ord Shs 258,281 18,115 Equity Air Lease Ord Shs Class A 229,353 6,139 Equity Air Liquide Ord Shs (224,022) (1,813) Equity Air Products and Chemicals Ord Shs 110, Equity Air Water Ord Shs 23,831 1,300 Equity Airbus Ord Shs (309,656) (3,766) Equity Aisin Seiki Ord Shs 81,709 1,600 Equity Alaska Air Group Ord Shs 1,034,933 11,530 Equity Alcoa Ord Shs (128,380) (3,932) Equity Alfa Laval Ord Shs (65,258) (3,191) Equity Alfresa Holdings Ord Shs 300,237 15,600 Equity Align Technology Ord Shs (547,187) (3,645) Equity Alkermes Ord Shs (804,971) (13,886) Equity Alleghany Ord Shs 32, Equity Allegheny Technologies Ord Shs (591,625) (34,781) Equity Allegion Ord Shs (420,526) (5,184) Equity Allergan Ord Shs (752,364) (3,095) Equity Alliance Data Systems Ord Shs (479,240) (1,867) Equity Alliant Energy Ord Shs (28,119) (700) Equity Allianz Ord Shs 253,976 1,290 Equity Allison Transmission Holdings Ord Shs (193,852) (5,168) Equity Allscripts Healthcare Solutions Ord Shs (433,355) (33,962) Equity Allstate Ord Shs 1,713,171 19,371 Equity Almirall Ord Shs 231,523 14,217 Equity Alnylam Pharmaceuticals Ord Shs (1,129,800) (14,165) Equity Alps Electric Ord Shs (1,015,782) (35,300) Equity Alstom Ord Shs (212,641) (6,083) Equity Altice Class A Ord Shs (1,286,894) (55,786) Equity Amada Holdings Ord Shs 337,772 29,300 Equity Amadeus It Group Ord Shs 95,235 1,593 Equity AMC Networks Class A Ord Shs 63,558 1,190 Equity Amdocs Ord Shs 678,248 10,522 Equity Amec Foster Wheeler Ord Shs 29,125 4,790 Equity Amerco Ord Shs 453,914 1,240 Equity Ameren Ord Shs 1,552,191 28,392 Equity American Electric Power Ord Shs 848,923 12,220 Equity American Financial Group Ord Shs 634,477 6,385 Equity Ameriprise Finance Ord Shs 650,325 5,109 Equity Ametek Ord Shs (312,783) (5,164)

3 Equity Amgen Ord Shs 723,366 4,200 Equity AMTRUST FINANCIAL SERVICES 25,905 1,711 Equity Ana Holdings Ord Shs 384, ,000 Equity Analog Devices Ord Shs 69, Equity Anglo American Ord Shs 124,300 9,327 Equity ANHEUSER-BUSCH INBEV (703,300) (6,368) Equity Antero Resources Ord Shs (137,915) (6,382) Equity Anthem Ord Shs 2,437,600 12,957 Equity Antofagasta Ord Shs (589,563) (56,661) Equity Aon Ord Shs Class A (351,919) (2,647) Equity Aozora Bank Ord Shs 459, ,000 Equity Apache Ord Shs (192,391) (4,014) Equity Aperam Ord Shs (70,928) (1,526) Equity APPLE 645,354 4,481 Equity Applied Material Ord Shs 1,071,995 25,950 Equity AptarGroup Ord Shs (30,140) (347) Equity ARAMARK Ord Shs 44,955 1,097 Equity ArcelorMittal Ord Shs (226,642) (9,993) Equity Arch Capital Group Ord Shs 232,572 2,493 Equity Archer Daniels Midland Ord Shs 322,847 7,802 Equity Arconic Ord Shs (626,975) (27,681) Equity Arista Networks Ord Shs (402,935) (2,690) Equity Arkema Ord Shs 314,970 2,952 Equity Armstrong World Industries Ord Shs (272,044) (5,914) Equity ARRIS International Ord Shs (248,565) (8,871) Equity Arrow Electronics Ord Shs 1,108,388 14,134 Equity Arthur J Gallagher Ord Shs (513,933) (8,977) Equity Artisan Partners Asset Management Ord Shs Class A (451,904) (14,720) Equity Aryzta Ord Shs (73,935) (2,249) Equity Asahi Glass Ord Shs 92,420 2,200 Equity Asahi Group Holdings Ord Shs 67,591 1,800 Equity Asahi Kasei Ord Shs 246,658 23,000 Equity Ascena Retail Group Ord Shs (81,165) (37,751) Equity Ashtead Group Ord Shs 831,503 40,208 Equity Asics Ord Shs (556,581) (30,100) Equity ASM International Ord Shs 291,793 5,011 Equity ASML Holding Ord Shs 79, Equity Aspen Insurance Holdings Ord Shs 422,728 8,480 Equity Assicurazioni Generali Ord Shs 105,468 6,409 Equity Associated Bancorp Ord Shs 67,964 2,697 Equity Associated British Foods Ord Shs (456,349) (11,943) Equity Assurant Ord Shs 354,101 3,415 Equity Assured Guaranty Ord Shs 1,178,696 28,239 Equity Astellas Pharma Ord Shs 378,432 31,000

4 Equity ASTRAZENECA (419,355) (6,275) Equity AT&T 294,294 7,800 Equity athenahealth Ord Shs (1,049,909) (7,470) Equity Atlassian Ord Shs Class A (128,372) (3,649) Equity Atmos Energy Ord Shs 377,091 4,546 Equity Atos Ord Shs 1,334,465 9,508 Equity Atresmedia Corp Ord Shs (91,576) (7,831) Equity Aurubis Ord Shs 247,079 3,147 Equity Austria Mikro Systeme Ord Shs (375,278) (5,782) Equity AutoDesk Ord Shs (920,587) (9,131) Equity Autogrill Ord Shs 132,835 10,963 Equity AutoZone Ord Shs (62,180) (109) Equity Avangrid Ord Shs (121,192) (2,745) Equity Avery Dennison Ord Shs 655,175 7,414 Equity Avis Budget Group Ord Shs (623,583) (22,867) Equity Aviva Ord Shs (507,596) (74,149) Equity Avnet Ord Shs 508,045 13,067 Equity Avon Products Ord Shs (531,571) (139,887) Equity Axalta Coating Systems Ord Shs (811,317) (25,322) Equity AXIS Capital Holdings Ord Shs 524,975 8,119 Equity Azimut Holding Ord Shs (43,652) (2,178) Equity Babcock International Group Ord Shs 146,770 12,808 Equity Balfour Beatty Ord Shs (36,235) (10,289) Equity Ball Ord Shs (1,531,041) (36,272) Equity Baloise-Holding Ord Shs 23, Equity Banca Monte Dei Paschi Di Siena Spa Siena Ord Shs 17,806 1,320 Equity Banco BPM Ord Shs (1,209,735) (361,540) Equity Banco Comercial Portugues Ord Shs (124,859) (463,869) Equity Banco de Sabadell Ord Shs (133,175) (65,551) Equity BancorpSouth Ord Shs (125,020) (4,099) Equity Bandai Namco Holdings Ord Shs 459,212 13,500 Equity Bank of America Ord Shs 124,381 5,127 Equity Bank of Hawaii Ord Shs 135,324 1,631 Equity Bank Of Kyoto Ord Shs (564,856) (60,000) Equity Bank of New York Mellon Ord Shs 589,944 11,563 Equity Bank of Ozarks Ord Shs (632,558) (13,496) Equity Bankia Ord Shs (309,574) (64,055) Equity Barratt Developments Ord Shs 847, ,595 Equity Barry Callebaut Ord Shs 111, Equity Baxter International Ord Shs 870,686 14,382 Equity BB and T Ord Shs 887,629 19,547 Equity Becton Dickinson Ord Shs 299,884 1,537 Equity Bed Bath and Beyond Ord Shs 244,568 8,045 Equity Beiersdorf Ord Shs (200,970) (1,912)

5 Equity Belden Ord Shs (37,262) (494) Equity Bellway Ord Shs 664,326 17,158 Equity Bemis Ord Shs 484,006 10,465 Equity Benesse Holdings Ord Shs (346,445) (9,200) Equity Berkeley Group Holdings (The) Ord Shs 486,040 11,573 Equity Best Buy Ord Shs 1,055,388 18,409 Equity BHP Billiton Ord Shs 228,581 14,935 Equity Big Lots Ord Shs 365,438 7,566 Equity Bilfinger Ord Shs (107,484) (2,744) Equity Billerud Korsnas Ord Shs 45,664 2,890 Equity Bio Rad Laboratories Ord Shs Class A 310,045 1,370 Equity Bio Techne Ord Shs (492,090) (4,188) Equity Biogen Inc Ord Shs 1,052,877 3,880 Equity BioMarin Pharmaceutical Ord Shs (1,158,591) (12,757) Equity Bioverativ Ord Shs 256,806 4,268 Equity Black Hills Ord Shs (191,008) (2,831) Equity Black Knight Financial Services Ord Shs Class A (354,463) (8,656) Equity BlackRock Ord Shs 324, Equity Blue Buffalo Pet Products Ord Shs (388,819) (17,046) Equity BMW Ord Shs (144,059) (1,552) Equity Boeing Ord Shs 1,021,181 5,164 Equity BOK Financial Ord Shs 407,862 4,848 Equity Boliden Ord Shs 609,712 22,357 Equity Bollore Ord Shs (294,750) (64,833) Equity Booz Allen Hamilton Holding Ord Shs Class A 277,989 8,543 Equity BorgWarner Ord Shs (191,171) (4,513) Equity Boston Beer Ord Shs Class A 27, Equity BP (492,871) (85,526) Equity BPER Banca Ord Shs (66,573) (13,352) Equity Bpost Ord Shs 220,387 9,131 Equity Brenntag Ord Shs 62,507 1,080 Equity Brinker International Ord Shs 228,181 5,989 Equity Bristol Myers Squibb Ord Shs (631,308) (11,330) Equity Britvic Ord Shs 34,880 3,873 Equity Broadcom Ord Shs 23, Equity Broadridge Financial Solutions Ord Shs 325,286 4,305 Equity Brookdale Senior Living Ord Shs (1,023,742) (69,595) Equity Brother Industries Ord Shs 315,503 13,700 Equity Brown & Brown Ord Shs (198,596) (4,611) Equity Brown Forman Ord Shs Class B (127,721) (2,628) Equity Bruker Ord Shs 78,041 2,706 Equity Brunswick Ord Shs 248,097 3,955 Equity BTG Ord Shs (161,734) (17,804) Equity Bunzl Ord Shs 24,

6 Equity Burberry Group Ord Shs (203,698) (9,423) Equity Bureau Veritas Registre International de Classification de Navires et d'aeronefs Ord Shs (100,365) (4,536) Equity Burlington Stores Ord Shs 252,237 2,742 Equity Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs 284,526 11,434 Equity CA Ord Shs 768,440 22,293 Equity Cabot Oil & Gas Ord Shs (744,575) (29,688) Equity Cabot Ord Shs 498,876 9,337 Equity Cadence Design Systems Ord Shs 451,680 13,487 Equity Calbee Ord Shs (737,173) (18,800) Equity Capgemini Ord Shs 247,988 2,400 Equity Capita Ord Shs (731,923) (81,329) Equity Capital One Financial Ord Shs 388,727 4,705 Equity Cardinal Health Ord Shs 149,918 1,924 Equity Cargotec Ord Shs 340,853 5,373 Equity Carlisle Companies Ord Shs 109,996 1,153 Equity Carmax Ord Shs (347,587) (5,512) Equity Carnival Ord Shs 66,029 1,007 Equity Carpenter Technology Ord Shs (314,412) (8,400) Equity Carrefour Ord Shs (168,669) (6,668) Equity Cars.com Ord Shs 127,771 4,798 Equity Carters Ord Shs (231,092) (2,598) Equity Caseys General Stores Ord Shs 243,889 2,277 Equity Casino Guichard Perrachon Ord Shs (167,367) (2,826) Equity Casio Computer Ord Shs (280,688) (18,300) Equity Catalent Ord Shs (23,096) (658) Equity CBS Ord Shs Class B (220,487) (3,457) Equity CDK Global Ord Shs 375,029 6,043 Equity CDW Ord Shs 404,694 6,472 Equity Celanese Ord Shs Series A 515,619 5,431 Equity Celgene Ord Shs 208,701 1,607 Equity Cellnex Telecom Ord Shs (914,264) (44,329) Equity Centene Ord Shs 458,671 5,742 Equity Central Japan Railway Ord Shs 178,880 1,100 Equity Centrica Ord Shs (168,078) (64,509) Equity Cerner Ord Shs (37,755) (568) Equity CF Industries Holdings Ord Shs (958,637) (34,286) Equity Charles River Laboratories International Ord Shs 490,476 4,849 Equity Charles Schwab Ord Shs (317,088) (7,381) Equity Charter Communications Ord Shs Class A (69,054) (205) Equity Cheesecake Factory Ord Shs 539,065 10,717 Equity Chemours Ord Shs 168,175 4,435 Equity Cheniere Energy Ord Shs (1,431,879) (29,396) Equity CHEVRON (458,739) (4,397) Equity Chiba Bank Ord Shs (390,390) (54,000)

7 Equity Chicago Bridge And Iron Ord Shs (153,598) (7,785) Equity Chicos FAS Ord Shs (57,415) (6,095) Equity Chipotle Mexican Grill Ord Shs 167, Equity Chiyoda Ord Shs (52,835) (9,000) Equity Chocoladefabriken Lindt & Spruengli Par Shs (179,710) (31) Equity Choice Hotels International Ord Shs (117,064) (1,822) Equity Chr Hansen Holding Ord Shs (156,200) (2,148) Equity Christian Dior Societe Europeenne 134, Equity Chubb Ord Shs 753,795 5,185 Equity Chubu Electric Power Ord Shs 190,879 14,400 Equity Chugai Pharmaceutical Ord Shs (410,809) (11,000) Equity Chugoku Bank Ord Shs 79,080 5,300 Equity Chugoku Electric Power Ord Shs (399,447) (36,300) Equity Church And Dwight Ord Shs 253,693 4,890 Equity Ciena Ord Shs (57,246) (2,288) Equity CIGNA Ord Shs 128, Equity Cimarex Energy Ord Shs (335,146) (3,565) Equity Cinemark Holdings Ord Shs 221,173 5,693 Equity Cintas Ord Shs 961,433 7,628 Equity CIRRUS LOGIC 1,177,568 18,775 Equity Cisco Systems Ord Shs 787,696 25,166 Equity Citizen Watch Ord Shs 25,195 3,600 Equity Citizens Financial Group Ord Shs 24, Equity Citrix Systems Ord Shs 299,062 3,758 Equity Clean Harbors Ord Shs (174,190) (3,120) Equity Close Bros Group Ord Shs 266,284 13,559 Equity CME Group Ord Shs Class A 492,444 3,932 Equity CMS Energy Ord Shs 682,974 14,767 Equity CNH Industrial Ord Shs (92,939) (8,208) Equity CNP Assurances Ord Shs 158,985 7,083 Equity Cobham Ord Shs (237,790) (140,981) Equity Coca Cola HBC Ord Shs 322,373 10,970 Equity Coca-Cola Bottlers Japan Ord Shs 66,388 2,300 Equity Cognex Ord Shs (582,329) (6,859) Equity Colfax Ord Shs (471,889) (11,986) Equity COLGATE-PALMOLIVE (896,009) (12,087) Equity Coloplast B Ord Shs (461,256) (5,521) Equity COMCAST 705,853 18,136 Equity Comerica Ord Shs (414,905) (5,665) Equity Commerce Bancshares Ord Shs 707,590 12,451 Equity Commercial Metals Ord Shs 505,879 26,036 Equity Commerzbank Ord Shs (1,572,391) (132,011) Equity CommVault Systems Ord Shs (332,942) (5,898) Equity Compagnie Financiere Richemont Ord Shs (48,103) (584)

8 Equity Compagniie Plastic Omnium Ord Shs (90,992) (2,495) Equity Compass Group Ord Shs 200,188 9,495 Equity Compass Minerals International Ord Shs (391,474) (5,995) Equity comscore Ord Shs (270,848) (10,318) Equity Conagra Brands Ord Shs 68,087 1,904 Equity Concordia Financial Group Ord Shs (55,857) (11,100) Equity Conduent Ord Shs (121,702) (7,635) Equity ConocoPhillips Ord Shs 31, Equity Consol Energy Ord Shs (247,780) (16,585) Equity Consolidated Edison Ord Shs 2,103,906 26,032 Equity Constellation Brands Ord Shs Class A 637,759 3,292 Equity Convergys Ord Shs 615,878 25,899 Equity Cooper Ord Shs 39, Equity Copa Holdings A Ord Shs 360,711 3,083 Equity Core Laboratories Ord Shs (287,506) (2,839) Equity CoreLogic Ord Shs 138,599 3,195 Equity Corning Ord Shs 964,755 32,105 Equity COSMOS Pharmaceutical Ord Shs 77, Equity CoStar Group Ord Shs (297,868) (1,130) Equity COSTCO WHOLESALE 368,959 2,307 Equity Coty Ord Shs Class A (1,351,227) (72,027) Equity Covanta Holding Ord Shs (696,300) (52,750) Equity Covestro Ord Shs 1,092,099 15,129 Equity Cracker Barrel Old Country Store Ord Shs 662,477 3,961 Equity Crane Ord Shs 424,286 5,345 Equity Credit Acceptance Ord Shs 28, Equity Credit Agricole Ord Shs (37,687) (2,343) Equity Credit Saison Ord Shs (42,869) (2,200) Equity Credit Suisse Group AG Ord Shs (1,300,999) (90,028) Equity Cree Ord Shs (103,703) (4,207) Equity Croda International Ord Shs (31,399) (621) Equity Cullen Frost Bankers Ord Shs 113,349 1,207 Equity Cummins Ord Shs 940,714 5,799 Equity Curtiss Wright Ord Shs 236,976 2,582 Equity Cyber Agent Ord Shs 52,618 1,700 Equity Cypress Semiconductor Ord Shs (1,385,625) (101,511) Equity D R Horton Ord Shs 777,203 22,482 Equity Daicel Ord Shs (40,944) (3,300) Equity Daiichi Sankyo Ord Shs 493,690 21,000 Equity Daily Mail And General Trust Non Voting Ord Shs 37,032 4,266 Equity Daimler Ord Shs (268,849) (3,715) Equity Dainippon Sumitomo Pharma Ord Shs 427,516 31,400 Equity Daiwa Securities Group Ord Shs (248,356) (42,000) Equity Danaher Ord Shs 388,447 4,603

9 Equity Danske Bank Ord Shs 253,576 6,594 Equity Darden Restaurants Ord Shs 890,924 9,851 Equity Davide Campari Milano Ord Shs 210,849 29,924 Equity DCC Ord Shs 348,784 3,834 Equity Dean Foods Ord Shs 239,530 14,090 Equity Deckers Outdoor Ord Shs (108,806) (1,594) Equity Deere Ord Shs 26, Equity Delphi Automotive Ord Shs (318,345) (3,632) Equity Delta Air Lines Ord Shs 347,483 6,466 Equity Deluxe Ord Shs 708,190 10,231 Equity Dena Ord Shs 24,580 1,100 Equity Denbury Resources Ord Shs (77,621) (50,733) Equity Denso Ord Shs (412,732) (9,800) Equity Dentsu Ord Shs (47,693) (1,000) Equity Deutsche Bank Ord Shs (1,256,227) (70,855) Equity Deutsche Lufthansa Ord Shs 1,449,088 63,684 Equity Devon Energy Ord Shs 582,973 18,235 Equity DexCom Ord Shs (1,619,102) (22,134) Equity Diageo Ord Shs (550,907) (18,660) Equity Dialog Semicon Ord Shs 26, Equity Diebold Nixdorf Ord Shs (642,852) (22,959) Equity Dillards Ord Shs Class A 29, Equity Discover Financial Services Ord Shs 545,966 8,779 Equity Discovery Communications Ord Shs Series A (165,260) (6,398) Equity DISH Network Ord Shs Class A (607,266) (9,676) Equity Dixons Carphone Ord Shs 101,282 27,441 Equity DKSH Holding Ord Shs 33, Equity Dollar General Ord Shs (962,762) (13,355) Equity Dollar Tree Ord Shs (710,247) (10,158) Equity DOMINION RESOURCES (1,053,356) (13,746) Equity Dominos Pizza Ord Shs (426,656) (2,017) Equity Don Quijote Holdings Ord Shs (170,256) (4,500) Equity Donaldson Ord Shs (310,856) (6,826) Equity Dow Chemical Ord Shs 654,225 10,373 Equity Dr Pepper Snapple Group Ord Shs 565,520 6,207 Equity Dril Quip Ord Shs 334,134 6,847 Equity DST Systems Ord Shs 295,790 4,794 Equity DSV Ord Shs 23, Equity DTE Energy Ord Shs 1,256,256 11,875 Equity Dun & Bradstreet Ord Shs (101,337) (937) Equity Dunkin' Brands Group Ord Shs (706,694) (12,821) Equity DXC Technology Ord Shs 345,547 4,504 Equity E.ON N Ord Shs (619,549) (65,775) Equity East Japan Railway Ord Shs 38,

10 Equity Eastman Chemical Ord Shs 402,228 4,789 Equity EasyJet Ord Shs (200,585) (11,341) Equity Eaton Ord Shs 534,225 6,864 Equity ebay Ord Shs 2,338,627 66,971 Equity Ebro Foods Ord Shs 484,208 21,200 Equity Edenred Ord Shs (805,308) (30,888) Equity Edgewell Personal Care Ord Shs (47,436) (624) Equity Edison International Ord Shs 707,932 9,054 Equity Edwards Lifesciences Ord Shs (549,343) (4,646) Equity Eiffage Ord Shs 186,440 2,052 Equity Eisai Ord Shs (380,252) (6,900) Equity Electric Power Development Ord Shs (557,598) (22,600) Equity Electricite de France Ord Shs (152,529) (14,086) Equity Electrolux B Ord Shs 318,219 9,716 Equity Electronic Arts Ord Shs 1,038,910 9,827 Equity Elisa Ord Shs 98,033 2,530 Equity EMCOR Group Ord Shs 196,402 3,004 Equity Emerson Electric Ord Shs 102,845 1,725 Equity Enagas Ord Shs (151,283) (5,396) Equity Endesa Ord Shs 628,832 27,300 Equity Endo International Ord Shs (393,966) (35,270) Equity Enel Ord Shs 1,767, ,683 Equity Energen Ord Shs 99,184 2,009 Equity Energias De Port Ord Shs 49,445 15,123 Equity EnerSys Ord Shs 82,448 1,138 Equity Engie Ord Shs (229,527) (15,209) Equity Ensco Ord Shs Class A 117,467 22,765 Equity Entergy Ord Shs 647,785 8,438 Equity Envision Healthcare Ord Shs (1,159,896) (18,508) Equity EQT Ord Shs (426,477) (7,279) Equity Equifax Ord Shs 367,599 2,675 Equity Ericsson B Ord Shs (1,123,766) (157,234) Equity Essilor International Ord Shs (607,851) (4,778) Equity Essity Ord Shs Class B 167,940 6,142 Equity Estee Lauder Ord Shs Class A (255,019) (2,657) Equity Esterline Technologies Ord Shs (230,459) (2,431) Equity Etablissementen Franz Colruyt Ord Shs 32, Equity Eurofins Scientific Ord Shs (97,993) (174) Equity Euronet Worldwide Ord Shs 123,104 1,409 Equity Eutelsat Communications Ord Shs (25,893) (1,014) Equity Everest Re Group Ord Shs 1,096,265 4,306 Equity Evonik Industries Ord Shs 230,711 7,219 Equity Exelon Ord Shs 1,333,255 36,963 Equity Experian Ord Shs (338,276) (16,503)

11 Equity Express Scripts Holding Ord Shs 671,278 10,515 Equity Extended Stay America Units (71,709) (3,704) Equity EXXON MOBIL (459,434) (5,691) Equity Ezaki Glico Ord Shs 198,810 3,700 Equity Fair Isaac Ord Shs 389,512 2,794 Equity Fanuc Ord Shs (326,955) (1,700) Equity Fast Retailing Ord Shs (432,044) (1,300) Equity Fastenal Ord Shs (595,621) (13,683) Equity Faurecia Ord Shs 177,848 3,502 Equity Federated Investors Ord Shs Class B 99,864 3,535 Equity Fedex Ord Shs 470,954 2,167 Equity Ferrovial Ord Shs (281,807) (12,697) Equity Fiat Chrysler Automobiles Ord Shs 1,044,073 99,052 Equity Fidelity National Financial Ord Shs 75,090 1,675 Equity Fidelity National Information Services Ord Shs 185,660 2,174 Equity Fifth Third Bancorp Ord Shs 540,695 20,828 Equity FireEye Ord Shs (1,276,682) (83,937) Equity First American Financial Ord Shs 348,224 7,792 Equity First Data Ord Shs Class A (1,719,827) (94,496) Equity First Horizon National Ord Shs (304,624) (17,487) Equity FirstEnergy Ord Shs (993,044) (34,055) Equity Fischer George Ord Shs 251, Equity Fiserv Ord Shs 429,903 3,514 Equity Fitbit Ord Shs Class A (668,614) (125,916) Equity FleetCor Technologies Ord Shs (234,630) (1,627) Equity Flex Ord Shs 636,335 39,015 Equity Flowserve Ord Shs (375,526) (8,088) Equity FLSmidth Ord Shs 40, Equity Flughafen Zuerich Ord Shs 127, Equity FMC Ord Shs (224,483) (3,073) Equity FNB Ord Shs (169,453) (11,967) Equity Foot Locker Ord Shs 213,037 4,323 Equity Fortinet Ord Shs (312,886) (8,357) Equity Fortum Ord Shs (362,373) (23,111) Equity Fortune Brands Home And Security Ord Shs 24, Equity Fossil Group Ord Shs (212,734) (20,554) Equity Franklin Resources Ord Shs 165,141 3,687 Equity freenet Ord Shs 337,177 10,573 Equity Freeport McMoRan Ord Shs (307,720) (25,622) Equity Freni Brembo Ord Shs 101,599 6,945 Equity Frontier Communications Ord Shs (363,702) (313,536) Equity FTI Consulting Ord Shs 70,305 2,011 Equity Fujifilm Holdings Ord Shs 21, Equity Fujitsu Ord Shs 610,217 83,000

12 Equity Fulton Financial Ord Shs 214,814 11,306 Equity G4S Ord Shs (100,710) (23,708) Equity Galapagos Ord Shs 104,987 1,375 Equity Galp Energia SGPS Ord Shs 73,612 4,863 Equity GameStop Ord Shs Class A 78,812 3,647 Equity Gap Ord Shs (272,104) (12,374) Equity Gartner Ord Shs (424,874) (3,440) Equity Gas Natural Ord Shs 72,632 3,104 Equity GATX Ord Shs 399,888 6,222 Equity GEA Group Ord Shs (162,239) (3,965) Equity Geberit Ord Shs 273, Equity Gemalto Ord Shs 64,273 1,071 Equity General Dynamics Ord Shs 691,567 3,491 Equity GENERAL ELECTRIC (50,671) (1,876) Equity General Motors Ord Shs 977,795 27,993 Equity Genesee & Wyoming Ord Shs Class A (489,330) (7,155) Equity Genpact Ord Shs 435,623 15,653 Equity Gentex Ord Shs (70,056) (3,693) Equity Getinge B Ord Shs (98,431) (5,032) Equity Gilead Sciences Ord Shs 1,202,694 16,992 Equity Gjensidige Forsikring ASA Ord Shs 25,754 1,510 Equity GKN Ord Shs 245,230 57,800 Equity Glencore Ord Shs (509,054) (136,192) Equity GN Store Nord Ord Shs 155,813 5,337 Equity Godaddy Ord Shs Class A (301,479) (7,107) Equity Goodyear Tire & Rubber Ord Shs 487,342 13,940 Equity GOOGLE 224, Equity Graco Ord Shs (360,843) (3,302) Equity Graham Holdings Company Ord Shs Class B 323, Equity Granite Construction Ord Shs (127,547) (2,644) Equity Graphic Packaging Holding Ord Shs (297,166) (21,565) Equity Great Plains Energy Ord Shs 275,525 9,410 Equity Greene King Ord Shs 188,751 21,534 Equity Greif Ord Shs Class A (106,261) (1,905) Equity Groupon Ord Shs (593,176) (154,473) Equity Guidewire Software Ord Shs (452,936) (6,592) Equity Gunma Bank Ord Shs 32,325 5,400 Equity H&R Block Ord Shs (247,898) (8,020) Equity H.Lundbeck Ord Shs 562,965 10,032 Equity Hachijuni Bank Ord Shs (269,128) (42,500) Equity HAIN CELESTIAL GROUP (398,099) (10,255) Equity Hakuhodo Dy Holdings Ord Shs 202,605 15,300 Equity Halliburton Ord Shs (333,992) (7,820) Equity Halma Ord Shs (36,592) (2,556)

13 Equity Halyard Health Ord Shs (303,870) (7,736) Equity Hamamatsu Photonics Ord Shs (263,511) (8,600) Equity Hancock Holding Ord Shs 174,391 3,559 Equity Hanesbrands Ord Shs (407,848) (17,610) Equity Hankyu Hanshin Holdings Ord Shs 179,404 5,000 Equity Hannover Rueckversicherung Ord Shs 509,375 4,250 Equity Hanover Insurance Group Ord Shs 528,944 5,968 Equity Hargreaves Lansdown Ord Shs (290,689) (17,155) Equity Harris Ord Shs 209,870 1,924 Equity Haseko Ord Shs 390,078 32,200 Equity Hawaiian Electric Industries Ord Shs 277,335 8,565 Equity Hays Ord Shs (35,340) (16,358) Equity HCA Healthcare Ord Shs 829,185 9,509 Equity HD Supply Holdings Ord Shs 310,496 10,137 Equity HEICO Ord Shs (34,771) (484) Equity HeidelbergCement Ord Shs 210,161 2,174 Equity Hella KGaA Hueck Ord Shs 143,756 2,921 Equity Helvetia Holding Ord Shs 61, Equity Henkel & KGAA Pref Shs 585,672 4,256 Equity Hennes & Mauritz Ord Shs (522,932) (21,002) Equity Hera Ord Shs 36,901 12,075 Equity Herc Holdings Ord Shs 27, Equity Herman Miller Ord Shs 425,114 13,984 Equity Hermes International Ord Shs (276,688) (560) Equity Hertz Global Holdings Ord Shs (592,641) (51,534) Equity Hess Ord Shs (321,348) (7,325) Equity Hewlett Packard Enterprise Ord Shs 1,260,160 75,959 Equity Hexagon B Ord Shs (26,082) (549) Equity Hikari Tsushin Ord Shs 94, Equity Hikma Pharmaceuticals Ord Shs (150,812) (7,883) Equity Hill Rom Holdings Ord Shs 44, Equity Hilton Worldwide Holdings Ord Shs 37, Equity Hirose Electric Ord Shs (42,684) (300) Equity Hiroshima Bank Ord Shs 35,383 8,000 Equity Hisamitsu Pharmaceutical Ord Shs 191,127 4,000 Equity Hitachi Capital Ord Shs 62,394 2,600 Equity Hitachi Chemical Ord Shs 377,859 12,700 Equity Hitachi Construction Machinery Ord Shs (112,185) (4,500) Equity Hitachi High Technologies Ord Shs 515,014 13,300 Equity Hitachi Metals Ord Shs 54,104 3,900 Equity Hochtief Ord Shs 517,291 2,824 Equity Hokuhoku Financial Group Ord Shs 82,714 5,200 Equity Hokuriku Electric Power Ord Shs (170,040) (18,900) Equity HollyFrontier Ord Shs (294,945) (10,737)

14 Equity Hologic Ord Shs (532,398) (11,732) Equity HOME DEPOT 128, Equity Honda Motor Ord Shs (130,620) (4,800) Equity Honeywell International Ord Shs 899,574 6,749 Equity Hormel Foods Ord Shs 134,530 3,944 Equity Hoshizaki Ord Shs 36, Equity Howden Joinery Group Ord Shs 105,079 19,833 Equity Hoya Ord Shs (41,444) (800) Equity HP Ord Shs 939,200 53,730 Equity HSN Ord Shs (73,402) (2,301) Equity Hubbell Ord Shs 83, Equity Hugo Boss N Ord Shs (317,681) (4,538) Equity Huhtamaki Ord Shs 26, Equity Humana Ord Shs 824,124 3,425 Equity Huntington Ingalls Industries Ord Shs 1,959,148 10,524 Equity Huntsman Ord Shs 305,971 11,841 Equity Husqvarna Ord Shs 198,239 19,966 Equity Iberdrola Ord Shs 332,360 41,978 Equity Ibiden Ord Shs (360,709) (21,000) Equity IBM 505,793 3,288 Equity ICA Gruppen Ord Shs 91,922 2,471 Equity Idacorp Ord Shs 379,381 4,445 Equity Idemitsu Kosan Ord Shs 696,958 24,600 Equity IDEXX Laboratories Ord Shs (468,764) (2,904) Equity IHI Ord Shs (403,730) (119,000) Equity IHS Markit Ord Shs (467,705) (10,620) Equity Iida Group Holdings Ord Shs 136,260 8,200 Equity Iliad Ord Shs (338,680) (1,432) Equity Illinois Tool Ord Shs 104, Equity Illumina Ord Shs (1,217,763) (7,018) Equity Imerys Ord Shs 95,312 1,096 Equity IMI Ord Shs (107,187) (6,892) Equity Imperial Brands Ord Shs (48,022) (1,070) Equity Inchcape Ord Shs 99,530 10,136 Equity Incyte Ord Shs (109,038) (866) Equity Indivior Ord Shs 469, ,244 Equity Industria De Diseno Textil Inditex Ord Shs (306,255) (7,979) Equity Infineon Technologies Ord Shs 607,901 28,797 Equity Ingenico Group Ord Shs (577,799) (6,365) Equity Ingersoll Rand Ord Shs 1,406,401 15,389 Equity Ingredion Ord Shs 1,129,753 9,477 Equity Inmarsat Ord Shs (416,780) (41,617) Equity INPEX Ord Shs 249,620 26,000 Equity INTEL 1,209,005 35,833

15 Equity Intercontinental Exchange Ord Shs 204,813 3,107 Equity InterDigital Ord Shs 462,177 5,979 Equity Intermediate Capital Group Ord Shs 540,201 49,859 Equity International Airlines Group Ord Shs (408,414) (51,445) Equity International Game Technology Ord Shs 376,815 20,591 Equity International Paper Ord Shs 382,684 6,760 Equity Interpublic Group of Companies Ord Shs 424,645 17,262 Equity Intertek Group Ord Shs (241,975) (4,409) Equity Intrexon Ord Shs (176,339) (7,320) Equity Investec Ord Shs 162,196 21,731 Equity Ionis Pharmaceuticals Ord Shs (612,068) (12,032) Equity IPG Photonics Ord Shs (162,077) (1,117) Equity Ipsen Ord Shs 502,719 3,673 Equity Isetan Mitsukoshi Holdings Ord Shs (80,004) (8,000) Equity Iss A/S Ord Shs 363,951 9,268 Equity Italgas Ord Shs 72,658 14,388 Equity Ito En Ord Shs 98,317 2,700 Equity Itochu Ord Shs 486,196 32,800 Equity ITOCHU Techno-Solutions Ord Shs 404,885 11,600 Equity Itt Ord Shs 432,256 10,758 Equity ITV Ord Shs (155,310) (65,786) Equity Iwg Ord Shs 29,824 7,086 Equity Iyo Bank Ord Shs (547,618) (66,300) Equity Izumi Ord Shs 135,992 2,400 Equity J.Front Retailing Ord Shs 61,246 4,000 Equity j2 Global Ord Shs 183,624 2,158 Equity Jabil Ord Shs 577,057 19,769 Equity Jack Henry ans Associates Ord Shs 359,910 3,465 Equity Jacobs Engineering Group Ord Shs 391,499 7,198 Equity Japan Airlines Ord Shs 376,418 12,200 Equity Japan Airport Terminal Ord Shs (26,702) (700) Equity JAZZ PHARMACEUTICALS (204,483) (1,315) Equity JC Penney Ord Shs (519,149) (111,645) Equity JCDecaux Ord Shs (153,955) (4,694) Equity JetBlue Airways Ord Shs 846,582 37,082 Equity JFE Holdings Ord Shs (155,908) (9,000) Equity JGC Ord Shs (199,037) (12,300) Equity JM Smucker Ord Shs 557,453 4,711 Equity John Wiley and Sons Ord Shs Class A 216,275 4,100 Equity JOHNSON & JOHNSON 1,240,483 9,377 Equity Johnson Matthey Ord Shs 111,758 2,991 Equity JPMORGAN CHASE 1,556,908 17,034 Equity JSR Ord Shs 25,805 1,500 Equity Juniper Networks Ord Shs 603,937 21,662

16 Equity Juno Therapeutics Ord Shs (650,347) (21,758) Equity Jupiter Fund Management Ord Shs 25,533 3,885 Equity Just Eat Ord Shs (401,035) (47,045) Equity Jxtg Holdings Ord Shs 191,320 43,900 Equity Jyske Bank Ord Shs 132,356 2,286 Equity Kajima Ord Shs 538,852 64,000 Equity Kakaku.com Ord Shs (412,580) (28,800) Equity Kaken Pharmaceutical Ord Shs 65,331 1,200 Equity Kamigumi Ord Shs 94,160 9,000 Equity Kaneka Ord Shs 159,652 21,000 Equity Kansai Paint Ord Shs (300,755) (13,100) Equity Kansas City Southern Ord Shs (164,091) (1,568) Equity Kao Ord Shs 450,350 7,600 Equity KAR Auction Services Ord Shs (32,485) (774) Equity Kate Spade Ord Shs (356,302) (19,270) Equity Kawasaki Heavy Industries Ord Shs (321,400) (109,000) Equity KB Home Ord Shs 602,486 25,135 Equity KBC Groep Ord Shs 139,622 1,841 Equity KBR Ord Shs (533,918) (35,080) Equity Keihan Holdings Ord Shs 25,365 4,000 Equity Keikyu Ord Shs (456,628) (38,000) Equity Keio Ord Shs (116,879) (14,000) Equity Keisei Electric Railway Ord Shs (106,577) (4,000) Equity Kellogg Ord Shs (124,889) (1,798) Equity Kennametal Ord Shs (422,434) (11,289) Equity Kering Ord Shs 32, Equity Kesko Ord Shs 271,923 5,346 Equity Kewpie Ord Shs 293,441 11,200 Equity Keysight Technologies Ord Shs (78,016) (2,004) Equity Kikkoman Ord Shs (605,800) (19,000) Equity Kinder Morgan Ord Shs (232,334) (12,126) Equity Kingfisher Ord Shs 137,875 35,231 Equity Kintetsu Group Holdings Ord Shs (111,524) (29,000) Equity Kion Group Ord Shs 207,258 2,712 Equity KLA Tencor Ord Shs 179,177 1,958 Equity KLX Ord Shs (570,550) (11,411) Equity Knowles Ord Shs (377,434) (22,307) Equity Kobayashi Pharmaceutical Ord Shs 35, Equity Kobe Steel Ord Shs (888,599) (86,700) Equity Koito Manufacturing Ord Shs (154,003) (3,000) Equity Konami Holdings Ord Shs 764,794 13,800 Equity Koninkilijke DSM Ord Shs 464,405 6,390 Equity Koninklijke KPN NV Ord Shs (527,991) (165,062) Equity Koninklijke Philips Ord Shs 715,643 20,153

17 Equity Kosmos Energy Ord Shs (290,476) (45,316) Equity Kroger Ord Shs 53,613 2,299 Equity Krones Ord Shs 36, Equity Kubota Ord Shs (41,909) (2,500) Equity Kuraray Ord Shs 333,045 18,400 Equity Kurita Water Industries Ord Shs 46,201 1,700 Equity Kyocera Ord Shs 173,347 3,000 Equity Kyowa Hakko Kirin Ord Shs (70,435) (3,800) Equity Kyushu Electric Power Ord Shs (339,198) (28,000) Equity Kyushu Financial Group Ord Shs (26,447) (4,200) Equity Kyushu Railway Ord Shs (123,016) (3,800) Equity L Brands Ord Shs (1,070,040) (19,856) Equity L'Oreal Ord Shs (108,941) (523) Equity L3 Technologies Ord Shs 976,416 5,844 Equity Lagardere Ord Shs 380,337 12,045 Equity Lam Research Ord Shs 670,661 4,742 Equity Lancaster Colony Ord Shs 202,078 1,648 Equity Laredo Petroleum Ord Shs 77,638 7,380 Equity Lear Ord Shs 1,472,801 10,366 Equity Legg Mason Ord Shs (246,170) (6,451) Equity Leggett & Platt Ord Shs 79,163 1,507 Equity Leidos Holdings Ord Shs 182,207 3,525 Equity Lennar A Ord Shs 121,090 2,271 Equity Lennox International Ord Shs 143, Equity Leonardo Ord Shs 44,083 2,653 Equity Leroy Seafood Group Ord Shs 101,883 18,770 Equity Liberty Broadband Ord Shs Series C (107,050) (1,234) Equity Liberty Expedia Holdings Ord Shs Series A (32,250) (597) Equity Liberty Global Ord Shs Class A (439,659) (13,688) Equity Lifepoint Health Ord Shs 37, Equity Lincoln National Ord Shs 725,404 10,734 Equity Lion Ord Shs 330,530 16,000 Equity Lions Gate Entertainment Non Voting Ord Shs Class B (495,588) (18,858) Equity Lions Gate Entertainment Voting Ord Shs Class A (260,894) (9,245) Equity Littelfuse Ord Shs 42, Equity LivaNova Ord Shs (384,093) (6,275) Equity Live Nation Entertainment Ord Shs (612,036) (17,562) Equity Lixil Group Ord Shs (229,520) (9,200) Equity Lockheed Martin Ord Shs 263, Equity Loews Ord Shs (508,403) (10,861) Equity LogMeIn Ord Shs (107,008) (1,024) Equity Lonza Group Ord Shs 348,850 1,614 Equity LSC Communications Ord Shs 12, Equity lululemon athletica Ord Shs (216,423) (3,627)

18 Equity Luxottica Group Ord Shs (253,638) (4,385) Equity LyondellBasell Industries Ord Shs Class A 1,761,726 20,876 Equity M&T Bank Ord Shs 620,430 3,831 Equity Mabuchi Motor Ord Shs (228,376) (4,600) Equity Macys Ord Shs (109,019) (4,691) Equity Madison Square Garden Ord Shs Class A (407,780) (2,071) Equity Man Group Ord Shs (74,612) (37,035) Equity MAN Ord Shs 25, Equity Manpower Ord Shs 606,036 5,428 Equity Marathon Petroleum Ord Shs 70,122 1,340 Equity Marine Harvest Ord Shs 507,673 29,682 Equity Markel Ord Shs (89,779) (92) Equity MarketAxess Holdings Ord Shs 394,960 1,964 Equity Marriott International Ord Shs Class A 103,520 1,032 Equity Marsh & Mclennan Ord Shs (575,345) (7,380) Equity Marubeni Ord Shs 72,841 11,300 Equity Marui Group Ord Shs (113,248) (7,700) Equity Maruichi Steel Tube Ord Shs 34,797 1,200 Equity Mastercard Ord Shs Class A (714,490) (5,883) Equity Matsumotokiyoshi Holdings Ord Shs 119,179 2,100 Equity Mattel Ord Shs (747,586) (34,723) Equity Mazda Motor Ord Shs (140,653) (10,100) Equity McCormick & Co Non-Voting Ord Shs 34, Equity McKesson Ord Shs 95, Equity MDU Resources Group Ord Shs (61,884) (2,362) Equity Mediaset Ord Shs (210,033) (53,433) Equity Mediobanca Banca Di Credito Finanziario Ord Shs 252,957 25,637 Equity Medipal Holdings Ord Shs 278,678 15,100 Equity Medtronic Ord Shs (229,153) (2,582) Equity MEIJI Holdings Ord Shs 121,364 1,500 Equity Melia Hotels International Ord Shs (34,278) (2,293) Equity MERCK 598,665 9,341 Equity Merck Ord Shs (88,401) (732) Equity Mercury General Ord Shs (601,722) (11,143) Equity Meredith Ord Shs 420,668 7,076 Equity Merlin Entertainment Group Ord Shs (30,067) (4,808) Equity Metro Ord Shs 29, Equity Metso Ord Shs 121,592 3,507 Equity Michaels Companies Ord Shs (108,342) (5,850) Equity Michelin Ord Shs 1,270,666 9,559 Equity Micro Focus International Ord Shs 619,315 20,954 Equity Micron Technology Ord Shs 1,337,131 44,780 Equity MICROSOFT 416,130 6,037 Equity Middleby Ord Shs (457,121) (3,762)

19 Equity Millicom International Cellular SDR (317,390) (5,377) Equity Minebea Mitsumi Ord Shs (131,453) (8,200) Equity Minerals Technologies Ord Shs 235,631 3,219 Equity Miraca Holdings Ord Shs 26, Equity Mitsubishi Chemical Ord Shs 199,080 24,100 Equity Mitsubishi Gas Chemical Ord Shs 580,066 27,500 Equity Mitsubishi Heavy Industries Ord Shs (277,689) (68,000) Equity Mitsubishi Logistics Ord Shs (185,887) (14,000) Equity Mitsubishi Materials Ord Shs (196,279) (6,500) Equity Mitsubishi Motors Ord Shs (1,015,409) (154,500) Equity Mitsubishi Ord Shs 148,564 7,100 Equity Mitsubishi Tanabe Pharma Ord Shs 567,180 24,600 Equity Mitsubishi UFJ Lease & Finance Ord Shs 406,261 74,500 Equity Mitsui Chemicals Ord Shs 311,781 59,000 Equity Mitsui Ord Shs 145,443 10,200 Equity Mitsui OSK Lines Ord Shs (158,266) (54,000) Equity Mixi Ord Shs 410,764 7,400 Equity Mizuho Financial Group Ord Shs 523, ,700 Equity Modern Times Group MTG B Ord Shs 58,344 1,696 Equity Mohawk Industries Ord Shs 134, Equity Molina Healthcare Ord Shs 266,343 3,850 Equity Molson Coors Brewing Ord Shs Class B 536,430 6,213 Equity Moncler Ord Shs 57,966 2,476 Equity Mondelez International Ord Shs Class A (273,263) (6,327) Equity Mondi Ord Shs 282,635 10,783 Equity Monster Beverage Ord Shs (566,749) (11,408) Equity Moody's Ord Shs (145,164) (1,193) Equity Morgan Stanley Ord Shs 98,388 2,208 Equity Morrison(Wm.)Supermarkets Ord Shs 718, ,839 Equity Motorola Solutions Ord Shs (85,179) (982) Equity MSA Safety Ord Shs 38, Equity MSC Industrial Ord Shs Class A 437,622 5,091 Equity MSCI Ord Shs 383,947 3,728 Equity MTU Aero Engines Holding Ord Shs 178,271 1,264 Equity Muenchener Rueckversicherungs-Gesellschaft N Ord Shs 353,440 1,753 Equity Murata Manufacturing Ord Shs (424,495) (2,800) Equity Murphy Oil Ord Shs 316,120 12,334 Equity Murphy USA Ord Shs 648,833 8,755 Equity Nabors Industries Ord Shs (34,416) (4,228) Equity Nabtesco Ord Shs (52,196) (1,800) Equity Nagoya Railroad Ord Shs 144,269 31,000 Equity Nankai Electric Railway Ord Shs 61,921 12,000 Equity NASDAQ Ord Shs 881,686 12,333 Equity National Fuel Gas Ord Shs (389,372) (6,973)

20 Equity National Instruments Ord Shs (538,304) (13,384) Equity National Oilwell Varco Ord Shs (199,616) (6,060) Equity Natixis Ord Shs (544,178) (81,081) Equity Navient Ord Shs 117,832 7,077 Equity NCC B Ord Shs 100,156 3,558 Equity NCR Ord Shs 265,133 6,492 Equity Neste Ord Shs 1,004,541 25,504 Equity NESTLE 117,288 1,348 Equity NetScout Systems Ord Shs (670,834) (19,501) Equity Neurocrine Biosciences Ord Shs (766,084) (16,654) Equity NeuStar Ord Shs Class A 601,000 18,021 Equity New Jersey Resources Ord Shs (49,784) (1,254) Equity Newell Brands Ord Shs (409,335) (7,634) Equity Newfield Exploration Ord Shs (258,331) (9,077) Equity NewMarket Ord Shs 28, Equity Newmont Mining Ord Shs (885,122) (27,327) Equity Nex Group Ord Shs (65,476) (8,056) Equity NEXON Ord Shs 130,130 6,600 Equity Next Ord Shs (91,937) (1,832) Equity NextEra Energy Ord Shs 25, Equity NGK Insulators Ord Shs (103,404) (5,200) Equity NGK Spark Plug Ord Shs (844,462) (39,800) Equity NH Foods Ord Shs 545,939 18,000 Equity NHK Spring Ord Shs 398,579 38,000 Equity Nielsen Holdings Ord Shs (255,349) (6,605) Equity Nike Ord Shs Class B (409,460) (6,940) Equity Nippon Electric Glass Ord Shs (29,024) (800) Equity Nippon Express Ord Shs 430,810 69,000 Equity Nippon Paint Holdings Ord Shs (456,725) (12,100) Equity Nippon Shokubai Ord Shs 250,429 3,900 Equity Nippon Steel & Sumitomo Metal Ord Shs (72,131) (3,200) Equity Nippon Telegraph And Telephone Ord Shs 834,735 17,700 Equity Nippon Yusen Ord Shs (510,458) (275,000) Equity NiSource Ord Shs 29,849 1,177 Equity Nissan Chemical Industries Ord Shs (36,245) (1,100) Equity Nisshin Seifun Group Ord Shs 258,901 15,800 Equity NISSIN FOODS HOLDINGS Ord Shs 31, Equity Nitori Holdings Ord Shs 561,020 4,200 Equity NN Group Ord Shs 457,210 12,865 Equity Noble Ord Shs (595,164) (164,410) Equity NOK Ord Shs (88,555) (4,200) Equity Nokia Ord Shs (1,934,451) (316,324) Equity Nokian Renkaat Ord Shs 32, Equity Nomura Holdings Ord Shs (95,094) (15,900)

21 Equity Nomura Research Institute Ord Shs 106,110 2,700 Equity Nordea Bank Ord Shs 72,179 5,676 Equity Nordson Ord Shs (168,513) (1,389) Equity Norfolk Southern Ord Shs 667,525 5,485 Equity Norsk Hydro Ord Shs (147,655) (26,656) Equity Northrop Grumman Ord Shs 1,666,305 6,491 Equity Norwegian Cruise Line Holdings Ord Shs (559,784) (10,311) Equity Novartis Ord Shs 135,621 1,630 Equity NOVO-NORDISK (259,644) (6,064) Equity Novozymes B Ord Shs (321,505) (7,348) Equity NOW Ord Shs (112,785) (7,014) Equity NTN Ord Shs (170,221) (37,000) Equity NTT Data Ord Shs 66,610 6,000 Equity Nu Skin Enterprises Ord Shs Class A 408,460 6,500 Equity Nucor Ord Shs (312,672) (5,403) Equity NuVasive Ord Shs (60,767) (790) Equity NVR Ord Shs 920, Equity O'Reilly Automotive Ord Shs (248,926) (1,138) Equity Obayashi Ord Shs 599,521 51,100 Equity Obrascon Huarte Lain Ord Shs (23,315) (6,504) Equity OC Oerlikon Ord Shs (217,081) (16,524) Equity Occidental Petroleum Ord Shs (652,942) (10,906) Equity Oceaneering International Ord Shs 55,912 2,448 Equity OCI N.V. Ord Shs (137,606) (6,253) Equity Ocwen Financial Ord Shs (14,795) (5,500) Equity Odakyu Electric Railway Ord Shs (269,678) (13,400) Equity Office Depot Ord Shs (430,016) (76,244) Equity OGE Energy Ord Shs (1,069,688) (30,747) Equity Oji Holdings Ord Shs (46,361) (9,000) Equity Old Dominion Freight Line Ord Shs 32, Equity Old Mutual Ord Shs (35,399) (14,064) Equity Old Republic International Ord Shs 486,082 24,889 Equity Olin Ord Shs (105,405) (3,481) Equity Olympus Ord Shs (440,606) (12,100) Equity Omnicom Group Ord Shs 541,005 6,526 Equity OMRON Ord Shs (99,583) (2,300) Equity ON Semiconductor Ord Shs 233,247 16,613 Equity ONE Gas Ord Shs 601,343 8,614 Equity OneMain Holdings Ord Shs (160,917) (6,544) Equity Oneok Ord Shs (53,464) (1,025) Equity Ono Pharmaceutical Ord Shs (398,360) (18,300) Equity Opko Health Ord Shs (166,356) (25,282) Equity Oracle Japan Ord Shs 220,134 3,400 Equity Oracle Ord Shs 342,707 6,835

22 Equity Orange Ord Shs 288,822 18,208 Equity Orbital ATK Ord Shs 361,178 3,672 Equity Orient Ord Shs (44,563) (25,600) Equity Oriental Land Ord Shs (560,828) (8,300) Equity Orion B Ord Shs 246,797 3,866 Equity Orix Ord Shs 681,505 44,100 Equity Orkla Ord Shs 26,933 2,652 Equity Orpea Ord Shs 41, Equity Osaka Gas Ord Shs 297,913 73,000 Equity Oshkosh Ord Shs 1,133,283 16,453 Equity Osram Licht N Ord Shs 363,782 4,567 Equity Otsuka Holdings Ord Shs 378,622 8,900 Equity Otsuka Ord Shs 278,565 4,500 Equity Owens Corning Ord Shs 1,538,424 22,989 Equity Owens Illinois Ord Shs (763,574) (31,922) Equity PACCAR Ord Shs 310,916 4,708 Equity Packaging Corp of America Ord Shs 223,783 2,009 Equity PacWest Bancorp Ord Shs (116,330) (2,491) Equity Paddy Power Betfair Ord Shs 13, Equity Palo Alto Networks Ord Shs (1,474,854) (11,022) Equity Panasonic Ord Shs (82,565) (6,100) Equity Pandora Holding Ord Shs (50,474) (541) Equity Pandora Media Ord Shs (1,053,889) (118,149) Equity PAREXEL International Ord Shs 309,226 3,558 Equity Park24 Ord Shs 220,678 8,700 Equity Parker-Hannifin Ord Shs 759,465 4,752 Equity Parsley Energy Ord Shs Class A (304,057) (10,957) Equity Partners Group Holding Ord Shs 109, Equity Patheon Ord Shs (149,112) (4,275) Equity Patterson Companies Ord Shs (517,812) (11,029) Equity PayPal Holdings Ord Shs (382,721) (7,131) Equity Paysafe Group Ord Shs 189,557 28,503 Equity PBF Energy Ord Shs Class A (370,651) (16,651) Equity Pearson Ord Shs (224,457) (24,941) Equity Pennon Group Ord Shs (272,014) (25,319) Equity Penske Automotive Group Voting Ord Shs 103,979 2,368 Equity Pentair Ord Shs (313,204) (4,707) Equity Peoples United Financial Ord Shs 256,317 14,514 Equity Pernod Ricard Ord Shs (25,843) (193) Equity Perrigo Ord Shs (791,223) (10,477) Equity Persimmon Ord Shs 846,556 29,013 Equity Persol Holdings Ord Shs 48,631 2,600 Equity Petrofac Ord Shs (367,401) (63,869) Equity Peugeot Ord Shs 748,098 37,508

23 Equity PFIZER 525,348 15,640 Equity PG&E Ord Shs 794,913 11,977 Equity Philips Lighting Ord Shs 71,014 1,924 Equity Pigeon Ord Shs (563,897) (15,600) Equity Pilgrims Pride Ord Shs 698,327 31,858 Equity Pinnacle Foods Ord Shs 352,895 5,941 Equity Pinnacle West Ord Shs 1,677,993 19,704 Equity Pitney Bowes Ord Shs (435,273) (28,826) Equity Platform Specialty Products Ord Shs (967,497) (76,301) Equity Playtech Ord Shs 277,884 22,452 Equity PNC Financial Services Group Ord Shs 1,166,036 9,338 Equity PNM Resources Ord Shs 164,552 4,302 Equity Pola Orbis Holdings Ord Shs 605,054 23,000 Equity Popular Ord Shs 739,059 17,719 Equity Poste Italiane Ord Shs 410,038 59,892 Equity PPL Ord Shs (425,183) (10,998) Equity Praxair Ord Shs (107,100) (808) Equity Premier Ord Shs Class A (777,492) (21,597) Equity Prestige Brands Holdings Ord Shs (48,585) (920) Equity Primerica Ord Shs 106,505 1,406 Equity Principal Financial Group Ord Shs 70,541 1,101 Equity PROCTER & GAMBLE 639,071 7,333 Equity Progressive Ord Shs 215,512 4,888 Equity ProSieben Sat.1 Media N Ord Shs (194,151) (4,640) Equity Prosperity Bancshares Ord Shs 75,803 1,180 Equity Provident Financial Ord Shs 33,881 1,070 Equity Proximus Ord Shs 49,776 1,423 Equity Prudential Financial Ord Shs 633,592 5,859 Equity Prudential Ord Shs (241,836) (10,552) Equity Prysmian Ord Shs 433,305 14,735 Equity PTC Ord Shs (322,838) (5,857) Equity Public Service Enterprise Group Ord Shs 1,110,346 25,816 Equity Publicis Groupe Ord Shs 172,811 2,317 Equity Pultegroup Ord Shs 211,767 8,633 Equity QEP Resources Ord Shs (162,055) (16,045) Equity Qiagen Ord Shs (277,628) (8,280) Equity Qiagen Ord Shs (181,970) (5,471) Equity Quanta Services Ord Shs 193,965 5,892 Equity Quest Diagnostics Ord Shs 454,756 4,091 Equity Quorvo Ord Shs 342,688 5,412 Equity Rakuten Ord Shs (352,236) (30,000) Equity Ralph Lauren Ord Shs Class A (432,320) (5,858) Equity Randstad Holding Ord Shs 434,574 7,444 Equity Range Resources Ord Shs (989,382) (42,701)

24 Equity Raymond James Ord Shs 339,491 4,232 Equity Raytheon Ord Shs 1,708,458 10,580 Equity Reckitt Benckiser Group Ord Shs 215,678 2,129 Equity Recordati Industria Chimica E Farmaceutica Ord Shs 392,820 9,684 Equity Red Electrica Ord Shs (86,476) (4,139) Equity Regal Beloit Ord Shs 32, Equity Regeneron Pharmaceuticals Ord Shs (775,019) (1,578) Equity Regions Financial Ord Shs 747,738 51,075 Equity Reinsurance Group of America Ord Shs 1,155,253 8,998 Equity Reliance Steel & Aluminum Ord Shs 575,345 7,902 Equity Remy Cointreau Ord Shs (300,565) (2,574) Equity RenaissanceRe Holding Ord Shs 219,977 1,582 Equity Rentokil Initial Ord Shs 221,746 62,343 Equity Repsol Ord Shs 972,309 63,538 Equity Republic Services Ord Shs 1,430,739 22,450 Equity Resmed Ord Shs (105,747) (1,358) Equity Resona Holdings Ord Shs 632, ,100 Equity Rheinmetall Ord Shs 446,613 4,705 Equity Rice Energy Ord Shs (136,639) (5,131) Equity RICOH Ord Shs (416,729) (47,300) Equity Rightmove Ord Shs 42, Equity Rinnai Ord Shs (55,793) (600) Equity Rio Tinto Ord Shs (276,364) (6,550) Equity Robert Half Ord Shs (32,353) (675) Equity ROCHE HOLDING 117, Equity Rockwell Automation Ord Shs 174,917 1,080 Equity Rohm Ord Shs (91,976) (1,200) Equity Rollins Ord Shs (168,336) (4,135) Equity Rolls-Royce Holdings Ord Shs (257,812) (22,233) Equity Roper Technologies Ord Shs (47,232) (204) Equity Ross Stores Ord Shs 92,368 1,600 Equity Rotork Ord Shs (80,319) (26,217) Equity Rowan Companies Class A Ord Shs 538,972 52,634 Equity Royal Bank of Scotland Group Ord Shs (579,145) (180,016) Equity Royal Dutch Shell Ord Shs Class A (353,754) (13,357) Equity Royal Gold Ord Shs (265,622) (3,398) Equity Royal Mail Ord Shs 475,818 86,801 Equity RPC Ord Shs 135,670 6,713 Equity RR Donnelley and Sons Ord Shs (164,487) (13,117) Equity RSA Insurance Group Ord Shs (294,816) (36,804) Equity RWE Ord Shs (917,337) (46,046) Equity Ryder System Ord Shs 485,001 6,738 Equity Ryohin Keikaku Ord Shs (49,860) (200) Equity Saab B Ord Shs 181,352 3,675

25 Equity Sabre Ord Shs (265,812) (12,210) Equity Safran Ord Shs (162,467) (1,773) Equity Sage Group Ord Shs 89,925 10,043 Equity Sainsbury(J) Ord Shs 166,087 50,702 Equity Saipem Ord Shs (260,867) (70,634) Equity SALESFORCE.COM (874,747) (10,101) Equity Sally Beauty Holdings Ord Shs (292,289) (14,434) Equity Salzgitter Ord Shs 115,997 2,844 Equity Sandvik Ord Shs 136,241 8,668 Equity Sankyo Ord Shs 27, Equity SANOFI 379,555 3,968 Equity Santander Consumer USA Holdings Ord Shs (158,594) (12,429) Equity Santen Pharmaceutical Ord Shs (75,797) (5,600) Equity SAP Ord Shs 503,172 4,818 Equity Sawai Pharmaceutical Ord Shs 39, Equity SBM Offshore Ord Shs (86,360) (5,390) Equity SCANA Ord Shs 940,485 14,035 Equity Schaeffler Pref Shs (28,870) (2,016) Equity Schibsted Ord Shs (335,570) (13,907) Equity Schlumberger Ord Shs (465,160) (7,065) Equity Science Applications International Ord Shs 338,908 4,882 Equity Scor Ord Shs 193,913 4,892 Equity Scotts Miracle Gro Ord Shs 144,031 1,610 Equity Scripps Networks Interactive Ord Shs Class A 123,026 1,801 Equity SCSK Ord Shs 40, Equity Seagate Technology Ord Shs 1,138,591 29,383 Equity Sealed Air Ord Shs (1,036,910) (23,166) Equity Seattle Genetics Ord Shs (151,753) (2,933) Equity Seb Ord Shs 284,993 1,587 Equity Securitas B Ord Shs 338,577 20,100 Equity Seibu Holdings Ord Shs (291,457) (15,800) Equity Seiko Epson Ord Shs 332,919 15,000 Equity Sekisui Chemical Ord Shs 151,814 8,500 Equity Sempra Energy Ord Shs (1,451,093) (12,870) Equity Sensata Technologies Holding Ord Shs (730,512) (17,100) Equity Sensient Technologies Ord Shs 207,848 2,581 Equity Serco Group Ord Shs (517,480) (346,056) Equity Servicemaster Global Holdings Ord Shs (119,804) (3,057) Equity ServiceNow Ord Shs (1,284,296) (12,116) Equity Ses Sa FDR (107,752) (4,597) Equity Seven Bank Ord Shs (518,767) (145,300) Equity Severn Trent Ord Shs (77,923) (2,744) Equity SFR Group Ord Shs (353,976) (10,454) Equity SGS Ord Shs 167,050 69

26 Equity Shikoku Electric Power Ord Shs (440,961) (37,500) Equity Shimamura Ord Shs 501,052 4,100 Equity Shimano Ord Shs (363,196) (2,300) Equity Shimizu Ord Shs 211,555 20,000 Equity Shinsei Bank Ord Shs 100,964 58,000 Equity Shionogi Ord Shs 166,766 3,000 Equity Shire Ord Shs (22,669) (411) Equity Shizuoka Bank Ord Shs (423,687) (47,000) Equity Siemens N Ord Shs 517,735 3,767 Equity Signature Bank Ord Shs (112,240) (782) Equity Signet Jewelers Ord Shs (436,293) (6,899) Equity Sika Ord Shs 398, Equity Silgan Holdings Ord Shs (218,329) (6,870) Equity Silicon Laboratories Ord Shs (34,927) (511) Equity Six Flags Entertainment Ord Shs (548,412) (9,200) Equity Skanska B Ord Shs 207,085 8,733 Equity Skechers USA Ord Shs Class A (150,008) (5,085) Equity SKF B Ord Shs 197,712 9,764 Equity Sky Plc Ord Shs 320,086 24,743 Equity Skyworks Solutions Ord Shs 980,513 10,219 Equity SLM Ord Shs (863,685) (75,103) Equity SMC (Japan) Ord Shs (181,980) (600) Equity Smith (DS) Ord Shs 91,512 14,847 Equity Smith and Nephew Ord Shs (22,883) (1,327) Equity Snap On Ord Shs 228,784 1,448 Equity Snyders-Lance Ord Shs (194,045) (5,605) Equity Societe B I C Ord Shs 26, Equity Sodexo Ord Shs 386,401 2,989 Equity Software Ord Shs 485,344 11,082 Equity Sojitz Ord Shs 411, ,900 Equity Solvay Ord Shs 194,702 1,451 Equity Sompo Holdings Ord Shs 215,804 5,600 Equity Sonoco Products Ord Shs 526,644 10,242 Equity Sony Financial Holdings Ord Shs (1,045,437) (61,500) Equity Sony Ord Shs (616,663) (16,200) Equity Sothebys Ord Shs (609,208) (11,351) Equity Southwest Airlines Ord Shs 807,758 12,999 Equity Southwest Gas Holdings Ord Shs 61, Equity Southwestern Energy Ord Shs (741,644) (121,981) Equity Spectris Ord Shs (37,465) (1,141) Equity Spectrum Brands Holdings Ord Shs 457,646 3,660 Equity Spirax-Sarco Engineering Ord Shs (33,491) (481) Equity Spirit Aerosystems Ord Shs Class A 1,252,895 21,624 Equity Spirit Airlines Ord Shs 57,538 1,114