AQR Equity Market Neutral Mutual Fund

Transkript

1 December 31, 2017 Portfolio Exposures NAV: $2,239,274,148 Asset Class Security Description Exposure Quantity Equity A P Moller Maersk B Ord Shs (618,889) (354) Equity A2A Ord Shs 6,704,126 3,620,655 Equity AA Ord Shs (2,798,838) (1,217,058) Equity Aarons Ord Shs (765,558) (19,211) Equity Abb Ord Shs 2,137,444 79,745 Equity AbbVie Ord Shs 9,177,295 94,895 Equity Abiomed Ord Shs 997,958 5,325 Equity ABN AMRO Group Ord Shs 309,836 9,592 Equity Acadia Healthcare Company Ord Shs (5,005,899) (153,414) Equity Accenture Ord Shs Class A 2,691,322 17,580 Equity Accor Ord Shs (10,814,825) (209,450) Equity Acerinox Ord Shs (308,084) (21,533) Equity ACI Worldwide Ord Shs (3,373,341) (148,802) Equity Acs Actividades De Construccion Y Servicios Ord Shs 2,226,193 56,834 Equity Acuity Brands Ord Shs (7,901,696) (44,896) Equity Adecco Ord Shs 12,032, ,286 Equity Adelaide Brighton Ord Shs 431,897 84,692 Equity Adidas N Ord Shs 2,108,096 10,503 Equity Adient Ord Shs 1,063,867 13,518 Equity Admiral Group Ord Shs (2,347,256) (86,672) Equity Adobe System Ord Shs 6,401,692 36,531 Equity Advance Auto Parts Ord Shs (475,123) (4,766) Equity Advanced Micro Devices Ord Shs (23,553,423) (2,291,189) Equity Advantest Ord Shs (2,609,806) (140,600) Equity AECOM Ord Shs (672,824) (18,111) Equity Aeon Financial Services Ord Shs (5,196,755) (223,100) Equity Aeon Ord Shs (8,677,359) (513,800) Equity AES Ord Shs (4,527,774) (418,077) Equity AFLAC Ord Shs 14,623, ,589 Equity AGCO Ord Shs 3,950,222 55,302 Equity Ageas Ord Shs 7,462, ,643 Equity Aggreko Ord Shs (2,889,710) (267,356) Equity Agilent Technologies Ord Shs 5,368,248 80,159 Equity Agios Pharmaceuticals Ord Shs (5,396,562) (94,395) Equity AGL Energy Ord Shs 3,527, ,144 Equity Agnico Eagle Mines Ord Shs (2,141,405) (46,228) Equity Air Canada Ord Shs 15,938, ,664 Equity AIR France-KLM Ord Shs 6,127, ,738

2 Equity Airbus Ord Shs (4,035,991) (40,495) Equity Aisin Seiki Ord Shs 786,684 14,000 Equity Ajinomoto Ord Shs (585,558) (31,100) Equity Akamai Technologies Ord Shs 5,451,783 83,822 Equity Akzo Nobel Ord Shs 1,290,071 14,713 Equity Albemarle Ord Shs (18,153,730) (141,948) Equity Alcoa Ord Shs 2,751,680 51,080 Equity Alexandria Real Estate Equities REIT Ord Shs (1,619,577) (12,402) Equity Alexion Pharmaceuticals Ord Shs 5,471,003 45,748 Equity Alfa Laval Ord Shs 410,016 17,322 Equity Alfresa Holdings Ord Shs 1,527,341 65,000 Equity Align Technology Ord Shs 1,015,186 4,569 Equity Alkermes Ord Shs (17,055,674) (311,633) Equity Allegheny Technologies Ord Shs (6,364,052) (263,631) Equity Allergan Ord Shs (8,806,002) (53,833) Equity Alliance Data Systems Ord Shs (7,166,640) (28,273) Equity Alliant Energy Ord Shs (1,705,636) (40,029) Equity Allianz Ord Shs 3,502,417 15,231 Equity Allscripts Healthcare Solutions Ord Shs (2,446,102) (168,117) Equity Allstate Ord Shs 13,318, ,196 Equity Ally Financial Ord Shs (4,613,870) (158,226) Equity Alnylam Pharmaceuticals Ord Shs (10,283,808) (80,943) Equity Alps Electric Ord Shs (5,568,185) (194,800) Equity Altagas Ord Shs (2,407,968) (105,418) Equity Altice Class A Ord Shs (17,121,080) (1,630,238) Equity Alumina Ord Shs (1,030,830) (542,364) Equity Amada Holdings Ord Shs 4,296, ,500 Equity Amadeus It Group Ord Shs 4,181,753 57,935 Equity Amazon Com Ord Shs 32,662,128 27,929 Equity Amdocs Ord Shs 1,915,159 29,248 Equity Amer Sports Ord Shs (3,859,996) (139,217) Equity Amerco Ord Shs 2,120,075 5,610 Equity American Airlines Group Ord Shs (15,845,893) (304,553) Equity American Eagle Outfitters Ord Shs 327,176 17,403 Equity American Homes 4 Rent REIT Ord Shs Class A (3,561,187) (163,058) Equity American International Group Ord Shs (1,705,001) (28,617) Equity American Tower REIT (2,470,331) (17,315) Equity Ameriprise Finance Ord Shs 21,208, ,145 Equity AmerisourceBergen Ord Shs (15,475,802) (168,545) Equity Amgen Ord Shs 22,119, ,199 Equity AMP Ord Shs (3,895,377) (959,604) Equity Amphenol Ord Shs Class A (424,601) (4,836) Equity Amundi Ord Shs 2,113,532 24,913 Equity Ana Holdings Ord Shs 2,615,141 62,600

3 Equity ANHEUSER-BUSCH INBEV (30,312,553) (271,058) Equity Antero Resources Ord Shs (6,481,603) (341,137) Equity Anthem Ord Shs 11,252,300 50,008 Equity Antofagasta Ord Shs (1,366,311) (100,500) Equity Aon Ord Shs Class A (868,990) (6,485) Equity Aozora Bank Ord Shs 1,599,854 41,100 Equity APA Group Units (4,138,557) (635,205) Equity Aperam Ord Shs 395,036 7,664 Equity APPLE 21,453, ,773 Equity Apple Hospitality REIT Ord Shs (673,054) (34,322) Equity Applied Material Ord Shs 15,660, ,343 Equity AptarGroup Ord Shs (438,648) (5,084) Equity Aptiv Ord Shs 3,537,157 41,697 Equity Arch Capital Group Ord Shs (1,067,818) (11,764) Equity Archer Daniels Midland Ord Shs 5,176, ,154 Equity Arconic Ord Shs (564,021) (20,698) Equity Arista Networks Ord Shs (11,632,469) (49,378) Equity Arjo Ord Shs (353,579) (123,662) Equity Arrow Electronics Ord Shs 8,808, ,543 Equity Arthur J Gallagher Ord Shs (6,808,675) (107,596) Equity Aryzta Ord Shs (7,374,713) (185,942) Equity Asahi Glass Ord Shs 537,168 12,400 Equity Asahi Group Holdings Ord Shs 2,525,797 50,900 Equity Asahi Kasei Ord Shs 1,864, ,500 Equity Ashland Global Ord Shs (1,558,354) (21,887) Equity Ashtead Group Ord Shs 4,377, ,435 Equity Asics Ord Shs (6,788,609) (425,800) Equity ASM International Ord Shs 5,328,012 78,713 Equity ASM Pacific Technology Ord Shs (1,391,671) (99,900) Equity ASML Holding Ord Shs 517,137 2,967 Equity Asos Ord Shs (597,799) (6,581) Equity Aspen Insurance Holdings Ord Shs (442,215) (10,892) Equity ASR Nederland Ord Shs 2,857,754 69,374 Equity Assicurazioni Generali Ord Shs 1,897, ,938 Equity Associated British Foods Ord Shs 1,181,086 30,961 Equity Assured Guaranty Ord Shs 9,187, ,245 Equity ASTRAZENECA 3,518,789 50,795 Equity Atco Ord Shs Class I 330,887 9,213 Equity athenahealth Ord Shs (5,397,034) (40,567) Equity Atlantia Ord Shs (409,254) (12,949) Equity Atlassian Ord Shs Class A (10,901,448) (239,487) Equity Atos Ord Shs 9,050,488 62,110 Equity Atresmedia Corp Ord Shs (319,384) (30,572) Equity Aurizon Holdings Ord Shs 3,063, ,656

4 Equity Aurubis Ord Shs 3,906,863 41,938 Equity AusNet Services Ord Shs (399,312) (282,843) Equity Australia and New Zealand Banking Group Ord Shs 426,224 18,961 Equity Austria Mikro Systeme Ord Shs (4,900,466) (53,991) Equity Auto Trader Group Ord Shs (2,018,105) (422,861) Equity Autogrill Ord Shs 2,632, ,657 Equity Avangrid Ord Shs (1,164,503) (23,023) Equity Avery Dennison Ord Shs 729,591 6,352 Equity Avis Budget Group Ord Shs (3,478,017) (79,262) Equity Avnet Ord Shs 6,499, ,057 Equity Avon Products Ord Shs 524, ,874 Equity Axalta Coating Systems Ord Shs (10,783,452) (333,234) Equity Axel Springer Ord Shs (2,550,992) (32,618) Equity AXIS Capital Holdings Ord Shs 422,033 8,397 Equity Azimut Holding Ord Shs (1,234,505) (64,375) Equity B&M European Value Retail Ord Shs (314,980) (54,968) Equity Babcock International Group Ord Shs (724,544) (75,919) Equity BAE Systems Ord Shs 2,836, ,910 Equity Baker Hughes Ord Shs Class A 2,385,498 75,395 Equity Balfour Beatty Ord Shs (2,783,195) (692,739) Equity Ball Ord Shs (30,024,550) (793,251) Equity Baloise-Holding Ord Shs 1,402,583 9,010 Equity Banca Generali Ord Shs (432,067) (12,971) Equity Banco BPM Ord Shs (4,649,845) (1,477,973) Equity Banco Comercial Portugues Ord Shs (5,534,542) (16,945,022) Equity BancorpSouth Ord Shs (387,024) (12,306) Equity Bandai Namco Holdings Ord Shs 5,430, ,000 Equity Bank of America Ord Shs 12,675, ,403 Equity Bank of Hawaii Ord Shs (449,582) (5,246) Equity Bank Of Kyoto Ord Shs (4,356,254) (83,600) Equity Bank of Montreal Ord Shs 1,480,330 18,439 Equity Bank of Ozarks Ord Shs (10,754,253) (221,966) Equity Bankia Ord Shs (11,131,687) (2,325,113) Equity Barclays Ord Shs (704,662) (256,480) Equity Barratt Developments Ord Shs 4,891, ,418 Equity Barrick Gold Ord Shs (1,022,894) (70,497) Equity Barry Callebaut Ord Shs (327,533) (157) Equity BASF N Ord Shs 1,412,159 12,819 Equity Baxter International Ord Shs 15,151, ,394 Equity Bayer Ord Shs 1,658,824 13,283 Equity BBA Aviation Ord Shs 677, ,276 Equity Becton Dickinson Ord Shs (294,761) (1,377) Equity Bed Bath and Beyond Ord Shs 2,807, ,675 Equity Beiersdorf Ord Shs 2,864,544 24,367

5 Equity Belden Ord Shs (4,894,353) (63,423) Equity Bellway Ord Shs 2,329,095 48,323 Equity Bemis Ord Shs (389,919) (8,159) Equity Bendigo and Adelaide Bank Ord Shs 364,094 39,889 Equity Berkeley Group Holdings (The) Ord Shs (1,488,241) (26,213) Equity Best Buy Ord Shs 11,816, ,574 Equity BGC Partners Ord Shs Class A 818,539 54,172 Equity BHP Billiton Ord Shs 8,176, ,014 Equity Big Lots Ord Shs 1,944,924 34,638 Equity Bilfinger Ord Shs (2,701,779) (56,868) Equity Billerud Korsnas Ord Shs 1,996, ,367 Equity Bio Rad Laboratories Ord Shs Class A 1,142,752 4,788 Equity Bio Techne Ord Shs (3,521,687) (27,184) Equity Biogen Inc Ord Shs 17,151,172 53,838 Equity BioMarin Pharmaceutical Ord Shs (16,832,443) (188,768) Equity Biomerieux Ord Shs 1,414,466 15,771 Equity Bioverativ Ord Shs (983,932) (18,248) Equity Black Hills Ord Shs (7,088,412) (117,924) Equity Black Knight Ord Shs (2,329,531) (52,764) Equity Blackbaud Ord Shs (480,482) (5,085) Equity BlackRock Ord Shs 19,046,312 37,076 Equity Blue Buffalo Pet Products Ord Shs (7,480,579) (228,136) Equity BNP Paribas Ord Shs 1,000,003 13,378 Equity Boeing Ord Shs 36,583, ,050 Equity Boliden Ord Shs 16,096, ,684 Equity Bollore Ord Shs (3,362,661) (618,452) Equity Bombardier Ord Shs Class B (2,493,727) (1,031,193) Equity Booz Allen Hamilton Holding Ord Shs Class A 956,262 25,079 Equity BorgWarner Ord Shs 1,811,192 35,451 Equity Boston Beer Ord Shs Class A 412,012 2,156 Equity BP 315,175 44,574 Equity BPER Banca Ord Shs (7,182,242) (1,420,716) Equity Bpost Ord Shs 3,591, ,838 Equity Brambles Ord Shs (2,696,797) (342,396) Equity Brandywine Realty Trust REIT Ord Shs (1,483,886) (81,577) Equity Brenntag Ord Shs (445,845) (7,036) Equity Brinker International Ord Shs (3,474,432) (89,455) Equity Bristol Myers Squibb Ord Shs 4,659,731 76,040 Equity BRITISH AMERICAN TOBACCO 1,875,077 27,623 Equity Brixmor Property Group REIT Ord Shs 2,029, ,748 Equity Broadcom Ord Shs 2,387,372 9,293 Equity Brookdale Senior Living Ord Shs (506,437) (52,210) Equity Brother Industries Ord Shs 1,752,153 71,000 Equity Bruker Ord Shs 2,043,996 59,557

6 Equity Brunswick Ord Shs 11,830, ,239 Equity BT Group Ord Shs 12,115,921 3,296,471 Equity BTG Ord Shs (2,291,229) (222,132) Equity Bucher Industries Ord Shs 915,940 2,254 Equity Burberry Group Ord Shs 1,245,032 51,360 Equity Bureau Veritas Registre International de Classification de Navires et d'aeronefs Ord Shs (1,506,210) (55,039) Equity Burlington Stores Ord Shs 11,735,709 95,389 Equity Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs (4,126,486) (152,731) Equity BWX Technologies Ord Shs 901,603 14,905 Equity Cable One Ord Shs (1,718,987) (2,444) Equity Cabot Ord Shs 4,171,614 67,732 Equity Cadence Design Systems Ord Shs 6,224, ,835 Equity Calbee Ord Shs (8,276,751) (254,400) Equity Callon Petroleum Ord Shs (3,881,257) (319,445) Equity Calpine Ord Shs (2,435,416) (160,966) Equity Cameco Ord Shs (3,818,378) (412,079) Equity Canadian Imperial Bank of Commerce Ord Shs 7,589,568 77,602 Equity Canadian Tire Ord Shs Class A 4,438,427 33,930 Equity Canadian Utilities Ord Shs Class A (1,010,140) (33,832) Equity CANON Ord Shs (1,241,545) (33,300) Equity Capgemini Ord Shs 7,260,792 61,145 Equity Capita Ord Shs (4,536,383) (836,481) Equity CapitaLand Ord Shs (652,696) (247,100) Equity Cargotec Ord Shs 526,366 9,287 Equity Carlisle Companies Ord Shs 304,014 2,675 Equity Carlsberg B Ord Shs 2,402,470 19,995 Equity Carmax Ord Shs (7,861,120) (122,581) Equity Carnival Ord Shs 1,852,785 27,916 Equity Carpenter Technology Ord Shs (2,698,697) (52,926) Equity Carrefour Ord Shs (13,498,988) (623,152) Equity Caseys General Stores Ord Shs (10,060,943) (89,878) Equity Casino Guichard Perrachon Ord Shs (316,251) (5,209) Equity Casio Computer Ord Shs (2,673,607) (185,800) Equity Caterpillar Ord Shs 6,596,456 41,861 Equity Cathay Pacific Airways Ord Shs (1,310,094) (845,000) Equity Cavium Ord Shs (2,611,221) (31,149) Equity CBS Ord Shs Class B (2,665,856) (45,184) Equity CCL Industries Ord Shs Class B 465,168 10,035 Equity CDW Ord Shs 4,859,088 69,925 Equity Celanese Ord Shs Series A 7,115,038 66,446 Equity Celgene Ord Shs 25,421, ,592 Equity Cellnex Telecom Ord Shs (8,156,950) (318,170) Equity Cenovus Energy Ord Shs 993, ,487 Equity Centene Ord Shs 6,235,494 61,811

7 Equity Centennial Resource Development Ord Shs Class A (3,808,094) (192,328) Equity CenturyLink Ord Shs (7,005,000) (419,964) Equity Cerner Ord Shs 418,492 6,210 Equity CF Industries Holdings Ord Shs (6,385,382) (150,103) Equity CGI Group Ord Shs Class A 548,221 10,057 Equity CH Robinson Worldwide Ord Shs (4,785,113) (53,711) Equity Charles River Laboratories International Ord Shs 9,606,645 87,772 Equity Charles Schwab Ord Shs (1,515,107) (29,494) Equity Charter Communications Ord Shs Class A (14,776,193) (43,982) Equity Chemical Financial Ord Shs (3,382,191) (63,254) Equity Chemours Ord Shs 13,720, ,072 Equity Cheniere Energy Ord Shs (18,495,817) (343,533) Equity CHEVRON (3,029,848) (24,202) Equity Chiba Bank Ord Shs (1,257,328) (151,000) Equity Chipotle Mexican Grill Ord Shs (4,100,758) (14,188) Equity Chocoladefabriken Lindt & Spruengli Par Shs (7,241,355) (1,186) Equity Chow Tai Fook Jewellery Group Ord Shs 991, ,000 Equity Chr Hansen Holding Ord Shs (4,661,895) (49,666) Equity Chubu Electric Power Ord Shs (589,292) (47,400) Equity Chugai Pharmaceutical Ord Shs (2,074,434) (40,500) Equity Chugoku Bank Ord Shs 295,648 22,100 Equity Chugoku Electric Power Ord Shs (4,791,324) (445,700) Equity Ciena Ord Shs (7,977,093) (381,132) Equity CIGNA Ord Shs 11,588,315 57,060 Equity Cimic Ord Shs 4,384, ,949 Equity Cincinnati Financial Ord Shs (925,880) (12,350) Equity Cintas Ord Shs (1,912,190) (12,271) Equity CIRRUS LOGIC 1,830,969 35,306 Equity Cisco Systems Ord Shs 16,111, ,667 Equity CIT Group Ord Shs (5,677,893) (115,334) Equity Citigroup Ord Shs 15,011, ,739 Equity Citizen Watch Ord Shs 2,197, ,400 Equity Clean Harbors Ord Shs (5,183,905) (95,644) Equity Close Bros Group Ord Shs 1,812,559 92,535 Equity CNH Industrial Ord Shs (372,504) (27,772) Equity CNO Financial Group Ord Shs 4,425, ,261 Equity CNP Assurances Ord Shs 2,016,025 87,193 Equity Cnx Resources Ord Shs (1,096,738) (74,965) Equity Cobham Ord Shs (3,347,493) (1,959,290) Equity Coca Cola HBC Ord Shs 3,162,678 96,610 Equity Coca-Cola Amatil Ord Shs 451,456 67,826 Equity Cognizant Technology Solutions Ord Shs Class A 7,504, ,674 Equity Coherent Ord Shs (4,236,969) (15,013) Equity Colfax Ord Shs 3,675,389 92,766

8 Equity COLGATE-PALMOLIVE 2,115,844 28,043 Equity Colony NorthStar Ord Shs Class A (3,855,587) (337,913) Equity Coloplast B Ord Shs (1,576,790) (19,811) Equity COMCAST 15,885, ,634 Equity Commerce Bancshares Ord Shs 3,003,745 53,792 Equity Commscope Holding Ord Shs (3,041,721) (80,405) Equity CommVault Systems Ord Shs (3,761,310) (71,644) Equity Compagnie de Saint Gobain Ord Shs 4,239,072 76,777 Equity Compass Minerals International Ord Shs (5,472,215) (75,740) Equity Conagra Brands Ord Shs 2,693,895 71,513 Equity Concho Resources Ord Shs (898,466) (5,981) Equity Concordia Financial Group Ord Shs (1,334,043) (221,000) Equity Conduent Ord Shs (8,414,787) (520,717) Equity ConocoPhillips Ord Shs (959,861) (17,487) Equity Consolidated Edison Ord Shs 459,155 5,405 Equity Constellation Brands Ord Shs Class A 18,225,486 79,737 Equity Constellation Software Ord Shs 906,797 1,491 Equity Continental Ord Shs 1,382,818 5,117 Equity Convatec Group Ord Shs (3,324,134) (1,195,774) Equity Convergys Ord Shs 902,823 38,418 Equity Copart Ord Shs (2,699,634) (62,506) Equity Core Laboratories Ord Shs (4,639,552) (42,351) Equity CoreSite Realty REIT Ord Shs (767,686) (6,740) Equity Corporate Office Properties Trust REIT Ord Shs (1,124,784) (38,520) Equity COSMOS Pharmaceutical Ord Shs 689,294 3,300 Equity CoStar Group Ord Shs (4,821,280) (16,236) Equity Coty Ord Shs Class A (9,893,067) (497,389) Equity Cousins Properties REIT Ord Shs (5,827,685) (630,020) Equity Covestro Ord Shs 12,236, ,447 Equity Crane Ord Shs 3,986,796 44,685 Equity Credit Suisse Group AG Ord Shs (33,954,676) (1,901,657) Equity Cree Ord Shs (7,519,959) (202,476) Equity Croda International Ord Shs (1,483,454) (24,788) Equity Crown Resorts Ord Shs 402,170 39,492 Equity CSRA Ord Shs (680,590) (22,747) Equity CSX Ord Shs 4,099,015 74,514 Equity Cummins Ord Shs 6,756,480 38,250 Equity Curtiss Wright Ord Shs 4,807,226 39,452 Equity CVS Health Ord Shs 7,561, ,299 Equity Cypress Semiconductor Ord Shs (8,802,807) (577,612) Equity CyrusOne REIT Ord Shs (2,593,484) (43,566) Equity D R Horton Ord Shs 8,763, ,604 Equity Dai-Ichi Life Holdings Ord Shs (2,820,158) (136,700) Equity Daicel Ord Shs 1,398, ,900

9 Equity Daily Mail And General Trust Non Voting Ord Shs 414,464 51,364 Equity Daiwa Securities Group Ord Shs (2,290,444) (365,000) Equity Dana Incorporated Ord Shs 11,239, ,123 Equity Danaher Ord Shs 7,628,597 82,187 Equity Danske Bank Ord Shs 1,519,644 39,000 Equity Davide Campari Milano Ord Shs 324,015 41,867 Equity DCC Ord Shs 1,558,063 15,429 Equity DDR REIT Ord Shs (768,383) (85,757) Equity Dean Foods Ord Shs 450,297 38,953 Equity Deckers Outdoor Ord Shs (600,029) (7,477) Equity Deere Ord Shs 1,994,094 12,741 Equity Delphi Technologies Ord Shs 504,709 9,619 Equity Delta Air Lines Ord Shs 4,709,656 84,101 Equity Dena Ord Shs (1,905,417) (92,400) Equity Dentsu Ord Shs (322,148) (7,600) Equity Deutsche Bank Ord Shs (30,308,187) (1,589,921) Equity Deutsche Lufthansa Ord Shs 11,529, ,540 Equity Deutsche Post Ord Shs 1,660,733 34,793 Equity Deutsche Telekom N Ord Shs (2,090,186) (117,652) Equity Devon Energy Ord Shs 17,357, ,254 Equity DexCom Ord Shs (9,238,929) (160,985) Equity Diageo Ord Shs 467,416 12,680 Equity Dialog Semicon Ord Shs 914,350 29,343 Equity Diamond Offshore Drilling Ord Shs 891,446 47,953 Equity Diasorin Ord Shs 2,393,600 26,937 Equity Dicks Sporting Ord Shs (319,847) (11,129) Equity Diebold Nixdorf Ord Shs (2,351,130) (143,800) Equity Direct Line Insurance Ord Shs (446,359) (86,446) Equity Disco Ord Shs 289,312 1,300 Equity Discovery Communications Ord Shs Series A (9,168,415) (409,670) Equity Dolby Laboratories Ord Shs Class A 2,574,240 41,520 Equity Dollar Tree Ord Shs 3,739,324 34,846 Equity Dollarama Ord Shs 10,218,810 81,526 Equity DOMINION RESOURCES (10,624,210) (131,066) Equity Domino's Pizza Enterprises Ord Shs (1,450,719) (39,717) Equity Dominos Pizza Ord Shs (24,857,310) (131,548) Equity Don Quijote Holdings Ord Shs (3,090,093) (59,100) Equity Dormakaba Holding Ord Shs 1,020,646 1,096 Equity Douglas Emmett REIT Ord Shs (512,757) (12,488) Equity DowDuPont Ord Shs 985,970 13,844 Equity DST Systems Ord Shs 2,042,165 32,901 Equity DSV Ord Shs 491,563 6,238 Equity Duerr Ord Shs (585,477) (4,576) Equity Dufry Ord Shs (1,320,382) (8,880)

10 Equity Dunkin' Brands Group Ord Shs (11,792,723) (182,918) Equity DXC Technology Ord Shs 1,009,546 10,638 Equity Dycom Industries Ord Shs (6,764,358) (60,705) Equity E.ON N Ord Shs 2,900, ,600 Equity East West Bancorp Ord Shs (1,061,909) (17,457) Equity Eastman Chemical Ord Shs 2,388,722 25,785 Equity EasyJet Ord Shs (1,920,063) (96,952) Equity Eaton Ord Shs 2,687,841 34,019 Equity ebay Ord Shs 37,228, ,438 Equity Ebro Foods Ord Shs 122,964 5,246 Equity Ecolab Ord Shs (613,605) (4,573) Equity Edenred Ord Shs (6,409,378) (220,744) Equity Edgewell Personal Care Ord Shs (438,239) (7,379) Equity Edison International Ord Shs 6,297,882 99,587 Equity Education Realty Trust REIT Ord Shs (725,847) (20,786) Equity Eisai Ord Shs (1,623,222) (28,500) Equity Eldorado Gold Ord Shs (1,181,905) (813,664) Equity Electric Power Development Ord Shs (3,413,533) (126,700) Equity Electricite de France Ord Shs (10,491,731) (838,511) Equity Electrolux B Ord Shs 3,274, ,433 Equity Electronic Arts Ord Shs 10,825, ,040 Equity Elekta B Ord Shs (1,378,873) (166,635) Equity Element Fleet Management Ord Shs (1,146,225) (151,175) Equity Eli Lilly Ord Shs 6,689,401 79,202 Equity Elior Participations Ord Shs 445,301 21,529 Equity EMCOR Group Ord Shs 299,532 3,664 Equity Emerson Electric Ord Shs 6,029,370 86,517 Equity Empire Ord Shs Class A 436,440 22,329 Equity Empire State Realty REIT Ord Shs Class A (2,361,299) (115,017) Equity Enagas Ord Shs (396,095) (13,819) Equity Enbridge Ord Shs (13,102,114) (333,936) Equity EnCana Ord Shs 5,518, ,335 Equity Encompass Health Ord Shs (1,243,007) (25,157) Equity Endesa Ord Shs 8,971, ,430 Equity Enel Ord Shs 28,840,689 4,681,851 Equity Energen Ord Shs 1,424,512 24,744 Equity Energias De Port Ord Shs 1,868, ,459 Equity Energizer Holdings Ord Shs (301,794) (6,290) Equity EnerSys Ord Shs 1,159,688 16,655 Equity Engie Ord Shs 3,055, ,534 Equity Ensco Ord Shs Class A (3,282,065) (555,341) Equity Envision Healthcare Ord Shs (25,138,356) (727,383) Equity EOG Resources Ord Shs (318,658) (2,953) Equity EPR Properties REIT Ord Shs 697,542 10,656

11 Equity EQT Ord Shs (9,355,371) (164,360) Equity Ericsson B Ord Shs (24,598,358) (3,740,001) Equity Essentra Ord Shs (1,133,128) (158,196) Equity Essex Property Trust REIT Ord Shs (1,067,580) (4,423) Equity Essilor International Ord Shs (348,945) (2,528) Equity Essity Ord Shs Class B 7,137, ,796 Equity Estee Lauder Ord Shs Class A 365,561 2,873 Equity Esterline Technologies Ord Shs 4,468,853 59,824 Equity Eurofins Scientific Ord Shs (3,627,899) (5,952) Equity Euronet Worldwide Ord Shs (1,616,046) (19,177) Equity Eutelsat Communications Ord Shs 1,047,119 45,194 Equity Everest Re Group Ord Shs 1,203,876 5,441 Equity Evonik Industries Ord Shs 1,243,570 33,013 Equity Exelixis Ord Shs 18,367, ,186 Equity Exelon Ord Shs 13,698, ,579 Equity Experian Ord Shs (2,932,268) (132,496) Equity Express Scripts Holding Ord Shs 5,120,752 68,606 Equity Facebook Class A Ord Shs 21,457, ,602 Equity Fair Isaac Ord Shs 751,599 4,906 Equity Fairfax Financial Holdings Sub Voting Ord Shs (2,742,106) (5,133) Equity Familymart Uny Holdings Ord Shs (12,665,246) (180,600) Equity Fanuc Ord Shs 1,897,683 7,900 Equity Fast Retailing Ord Shs (4,664,421) (11,700) Equity Fastenal Ord Shs (14,060,580) (257,096) Equity Faurecia Ord Shs 1,601,311 20,475 Equity Ferrovial Ord Shs (6,051,705) (266,300) Equity Fiat Chrysler Automobiles Ord Shs 19,263,391 1,075,931 Equity Fidelity National Financial Ord Shs 1,666,170 42,461 Equity Fielmann Ord Shs (1,077,580) (12,206) Equity FireEye Ord Shs (5,214,382) (367,210) Equity First Data Ord Shs Class A (13,445,016) (804,609) Equity First Horizon National Ord Shs (1,243,158) (62,189) Equity First Quantum Minerals Ord Shs (10,272,648) (730,898) Equity First Republic Bank Ord Shs (4,073,033) (47,011) Equity First Solar Ord Shs 9,956, ,454 Equity FirstEnergy Ord Shs (24,789,738) (809,593) Equity Fischer George Ord Shs 6,370,611 4,820 Equity Flex Ord Shs 4,886, ,599 Equity Flir Systems Ord Shs 4,838, ,792 Equity Flowers Foods Ord Shs (401,532) (20,794) Equity Flughafen Zuerich Ord Shs 1,454,740 6,360 Equity FNB Ord Shs (5,555,364) (401,980) Equity Foot Locker Ord Shs 13,654, ,270 Equity Fortescue Metals Group Ord Shs 2,917, ,282

12 Equity Fortive Ord Shs 561,364 7,759 Equity Fortum Ord Shs 1,769,715 89,320 Equity Franco Nevada Ord Shs (3,637,952) (45,373) Equity Franklin Resources Ord Shs 14,988, ,908 Equity freenet Ord Shs 1,937,477 52,352 Equity Freeport McMoRan Ord Shs 649,778 34,271 Equity Freni Brembo Ord Shs (581,073) (38,193) Equity Fuchs Petrolub Pref Shs (639,431) (12,034) Equity Fuji Electric Ord Shs 2,464, ,000 Equity Fujifilm Holdings Ord Shs (584,567) (14,300) Equity Fujitsu Ord Shs 11,187,208 1,570,000 Equity Galapagos Ord Shs (1,755,189) (18,507) Equity Galp Energia SGPS Ord Shs 1,714,851 93,187 Equity GAM Holding Ord Shs (1,836,616) (113,637) Equity Gaming and Leisure Properties REIT Ord Shs (1,932,066) (52,218) Equity Gartner Ord Shs (6,314,886) (51,278) Equity Gas Natural Ord Shs 405,282 17,533 Equity GEA Group Ord Shs (10,219,057) (212,702) Equity Gemalto Ord Shs (2,511,442) (42,252) Equity General Dynamics Ord Shs 1,255,897 6,173 Equity General Motors Ord Shs 23,332, ,212 Equity Genesee & Wyoming Ord Shs Class A (6,634,971) (84,275) Equity Genmab Ord Shs (7,885,946) (47,518) Equity Genpact Ord Shs 3,244, ,220 Equity Genting Singapore Ord Shs 5,121,292 5,224,500 Equity George Weston Ord Shs 637,736 7,320 Equity Getinge B Ord Shs (1,797,347) (123,662) Equity Getlink Ord Shs (5,655,412) (439,338) Equity Gildan Activewear Ord Shs (1,339,373) (41,324) Equity Gilead Sciences Ord Shs 33,879, ,919 Equity Gjensidige Forsikring ASA Ord Shs (747,405) (39,466) Equity GKN Ord Shs 3,628, ,700 Equity GLAXOSMITHKLINE 7,140, ,126 Equity Global Logistic Properties Ord Shs (1,706,182) (676,600) Equity Global Payments Ord Shs (10,181,878) (101,575) Equity GN Store Nord Ord Shs 4,542, ,477 Equity Godaddy Ord Shs Class A (11,563,646) (229,985) Equity Goldcorp Ord Shs (4,244,217) (331,740) Equity Goldman Sachs Group Ord Shs 15,191,339 59,630 Equity Goodyear Tire & Rubber Ord Shs 1,716,663 53,131 Equity GOOGLE 26,262,315 24,931 Equity Granite Construction Ord Shs (5,834,609) (91,985) Equity Grifols Ord Shs Class A (6,098,081) (207,916) Equity Guidewire Software Ord Shs (11,201,675) (150,844)

13 Equity Gungho Online Entertainment Ord Shs 1,063, ,400 Equity Gunma Bank Ord Shs 391,704 64,700 Equity Guotai Junan International Holdings Ord Shs (558,492) (1,782,000) Equity H&R Block Ord Shs (6,716,935) (256,176) Equity H.Lundbeck Ord Shs 3,569,126 70,254 Equity Haitong Int'l Securities Group Ord Shs (2,593,626) (4,545,999) Equity Hakuhodo Dy Holdings Ord Shs 1,110,399 85,500 Equity Halliburton Ord Shs 7,779, ,194 Equity Halma Ord Shs (2,331,981) (136,816) Equity Halyard Health Ord Shs (940,779) (20,372) Equity Hamamatsu Photonics Ord Shs (3,044,785) (90,500) Equity Hargreaves Lansdown Ord Shs (6,180,042) (253,524) Equity Harley Davidson Ord Shs (9,597,596) (188,632) Equity Hartford Financial Services Group Ord Shs 1,248,234 22,179 Equity Harvey Norman Holdings Ord Shs 424, ,188 Equity Haseko Ord Shs 7,698, ,300 Equity HCP REIT Ord Shs 305,918 11,730 Equity HD Supply Holdings Ord Shs 2,721,279 67,981 Equity Healthscope Ord Shs (5,310,359) (3,233,066) Equity HEICO Ord Shs (7,376,660) (78,184) Equity Helvetia Holding Ord Shs 369, Equity Henderson Land Development Ord Shs 1,100, ,000 Equity Henkel & KGAA Pref Shs 1,315,012 9,924 Equity Hennes & Mauritz Ord Shs (4,730,909) (228,791) Equity Hera Ord Shs 2,649, ,126 Equity Hess Ord Shs (26,031,266) (548,373) Equity Hewlett Packard Enterprise Ord Shs 9,700, ,503 Equity Hexagon B Ord Shs (3,954,577) (78,798) Equity Hexpol Ord Shs (2,197,425) (216,373) Equity Highwoods Properties REIT Ord Shs (431,615) (8,478) Equity Hikari Tsushin Ord Shs 977,896 6,800 Equity Hikma Pharmaceuticals Ord Shs (3,254,666) (212,166) Equity Hilton Grand Vacations Ord Shs (775,781) (18,493) Equity Hilton Worldwide Holdings Ord Shs 9,392, ,611 Equity Hisamitsu Pharmaceutical Ord Shs 369,845 6,100 Equity Hiscox Ord Shs (329,543) (16,640) Equity Hitachi Chemical Ord Shs 3,642, ,800 Equity Hitachi High Technologies Ord Shs 3,567,244 84,600 Equity Hitachi Ord Shs 16,038,333 2,058,000 Equity HK Electric Investments Units (747,717) (817,500) Equity Hochtief Ord Shs 2,898,020 16,351 Equity Hokuriku Electric Power Ord Shs (3,369,547) (418,500) Equity HollyFrontier Ord Shs (11,002,773) (214,814) Equity Holmen B Ord Shs 1,286,939 24,167

14 Equity Hologic Ord Shs (368,163) (8,612) Equity Home BancShares Ord Shs (353,330) (15,197) Equity Honda Motor Ord Shs (1,885,575) (55,000) Equity Honeywell International Ord Shs 25,876, ,730 Equity Hong Kong and China Gas Ord Shs (1,419,006) (724,073) Equity Howard Hughes Ord Shs (2,036,129) (15,511) Equity Howden Joinery Group Ord Shs (423,264) (67,029) Equity HSBC Holdings Ord Shs (2,857,698) (275,461) Equity Hubbell Ord Shs 2,600,829 19,217 Equity Hudson Pacific Properties REIT Ord Shs (792,203) (23,130) Equity Hugo Boss N Ord Shs 578,745 6,794 Equity Huhtamaki Ord Shs (710,021) (16,894) Equity Humana Ord Shs 11,695,756 47,147 Equity Huntington Ingalls Industries Ord Shs 11,104,298 47,112 Equity Huntsman Ord Shs 1,260,226 37,856 Equity Husqvarna Ord Shs 961, ,816 Equity Hutchison Port Holdings Units (419,275) (1,010,300) Equity Hyatt Hotels Ord Shs Class A 2,766,869 37,624 Equity Hysan Development Ord Shs (334,048) (63,000) Equity IAC InterActive Ord Shs 10,761,374 88,006 Equity Iberdrola Ord Shs 4,467, ,923 Equity Ibiden Ord Shs (395,356) (26,400) Equity IBM 19,393, ,406 Equity Idemitsu Kosan Ord Shs 7,937, ,600 Equity IHS Markit Ord Shs (13,105,013) (290,255) Equity Iliad Ord Shs (1,109,591) (4,626) Equity Illumina Ord Shs (9,937,144) (45,481) Equity IMI Ord Shs (469,810) (26,054) Equity Imperial Brands Ord Shs 4,574, ,814 Equity Imperial Oil Ord Shs (2,880,593) (92,002) Equity Inchcape Ord Shs 2,635, ,014 Equity Incyte Ord Shs (9,061,474) (95,676) Equity Indivior Ord Shs 4,201, ,870 Equity Industria De Diseno Textil Inditex Ord Shs (15,044,749) (431,363) Equity Industrial Alliance Insurance and Financial Services Ord Shs 934,146 19,566 Equity Infineon Technologies Ord Shs 5,377, ,100 Equity Ingenico Group Ord Shs (9,022,118) (84,411) Equity Ingersoll Rand Ord Shs 3,691,039 41,384 Equity Ingredion Ord Shs 5,830,079 41,703 Equity Inmarsat Ord Shs (5,078,651) (764,938) Equity INPEX Ord Shs 7,372, ,400 Equity Integrated Device Technology Ord Shs (2,779,844) (93,503) Equity INTEL 7,328, ,757 Equity Intermediate Capital Group Ord Shs 513,970 33,154

15 Equity International Game Technology Ord Shs (1,976,347) (74,551) Equity Intertek Group Ord Shs (1,754,280) (24,987) Equity Intesa Sanpaolo Ord Shs 15,334,983 4,610,339 Equity Intrexon Ord Shs (816,872) (70,909) Equity Invesco Ord Shs 3,423,981 93,705 Equity Investec Ord Shs 2,473, ,774 Equity Ionis Pharmaceuticals Ord Shs (10,609,125) (210,917) Equity IPG Photonics Ord Shs 1,434,029 6,697 Equity Ipsen Ord Shs 2,528,293 21,146 Equity Iron Mountain Ord Shs (1,515,916) (40,178) Equity Isetan Mitsukoshi Holdings Ord Shs (7,417,183) (598,100) Equity Iss A/S Ord Shs 408,484 10,540 Equity Isuzu Motors Ord Shs 832,525 49,700 Equity Italgas Ord Shs 587,138 96,062 Equity ITOCHU Techno-Solutions Ord Shs 4,653, ,200 Equity Itt Ord Shs 5,041,010 94,454 Equity Iwg Ord Shs 563, ,904 Equity Iyo Bank Ord Shs (379,156) (47,300) Equity J.Front Retailing Ord Shs (799,070) (42,400) Equity j2 Global Ord Shs (1,663,790) (22,175) Equity Jack in the Box Ord Shs (2,136,640) (21,778) Equity Japan Airlines Ord Shs 6,389, ,300 Equity Japan Airport Terminal Ord Shs (1,224,501) (33,000) Equity Japan Post Holdings Ord Shs (5,935,286) (517,500) Equity Japan Post Insurance Ord Shs (1,024,461) (43,500) Equity JCDecaux Ord Shs (2,443,367) (60,550) Equity JetBlue Airways Ord Shs 2,429, ,765 Equity JFE Holdings Ord Shs 10,084, ,800 Equity JGC Ord Shs (2,866,647) (148,200) Equity John Wiley and Sons Ord Shs Class A 890,913 13,550 Equity JOHNSON & JOHNSON 17,998, ,820 Equity Johnson Controls International Ord Shs (15,484,398) (406,308) Equity Jones Lang LaSalle Ord Shs (2,741,355) (18,407) Equity JPMORGAN CHASE 32,345, ,468 Equity JSR Ord Shs 1,819,292 92,400 Equity JTEKT Ord Shs 2,079, ,000 Equity Juniper Networks Ord Shs 8,518, ,901 Equity Juno Therapeutics Ord Shs (3,796,216) (83,050) Equity Jupiter Fund Management Ord Shs 354,059 41,644 Equity Just Eat Ord Shs (6,600,174) (624,722) Equity Jxtg Holdings Ord Shs 15,216,984 2,357,900 Equity Kajima Ord Shs 9,382, ,000 Equity Kakaku.com Ord Shs (5,014,048) (296,500) Equity Kamigumi Ord Shs 2,235, ,000

16 Equity Kansai Paint Ord Shs (5,427,132) (208,800) Equity Kao Ord Shs 1,291,814 19,100 Equity KAR Auction Services Ord Shs 521,819 10,331 Equity KBC Groep Ord Shs 4,837,793 56,656 Equity Keihan Holdings Ord Shs (2,272,277) (77,100) Equity Keikyu Ord Shs (4,770,111) (248,200) Equity Keio Ord Shs (3,686,010) (83,800) Equity Keppel Ord Shs (2,242,839) (407,800) Equity Kering Ord Shs 2,810,250 5,955 Equity Kerry Properties Ord Shs 2,976, ,000 Equity Kesko Ord Shs 1,849,985 34,047 Equity Keyera Ord Shs (1,891,385) (66,906) Equity Kikkoman Ord Shs (3,720,053) (91,900) Equity Kimco Realty REIT Ord Shs 445,601 24,551 Equity Kinder Morgan Ord Shs (4,037,994) (223,464) Equity Kindred Group SDR 3,238, ,869 Equity Kintetsu Group Holdings Ord Shs (5,330,493) (139,000) Equity Kirby Ord Shs (459,050) (6,872) Equity Kirin Holdings Ord Shs 426,138 16,900 Equity KLA Tencor Ord Shs 1,528,874 14,551 Equity KLX Ord Shs (7,741,939) (113,435) Equity Knowles Ord Shs (3,191,878) (217,727) Equity Kobayashi Pharmaceutical Ord Shs 760,266 11,700 Equity Kobe Steel Ord Shs (596,480) (64,300) Equity Kohl's Ord Shs 7,051, ,033 Equity Koito Manufacturing Ord Shs 309,348 4,400 Equity Konami Holdings Ord Shs 1,128,273 20,500 Equity Konica Minolta Ord Shs (3,800,976) (395,000) Equity Koninkilijke DSM Ord Shs 3,018,604 31,553 Equity Koninklijke Ahold Delhaize Ord Shs (311,448) (14,146) Equity Koninklijke Philips Ord Shs 12,501, ,098 Equity Kosmos Energy Ord Shs (4,761,887) (695,166) Equity Kroger Ord Shs 564,262 20,556 Equity Kuraray Ord Shs 407,648 21,600 Equity Kurita Water Industries Ord Shs 438,615 13,500 Equity Kyushu Electric Power Ord Shs (5,398,108) (514,900) Equity Kyushu Railway Ord Shs 431,252 13,900 Equity L Brands Ord Shs (21,244,954) (352,789) Equity L'Oreal Ord Shs 409,752 1,845 Equity L3 Technologies Ord Shs 5,134,405 25,951 Equity Laboratory Corporation Of America Holdings Ord Shs 13,053,660 81,836 Equity Lagardere Ord Shs 1,742,150 54,277 Equity Lam Research Ord Shs 3,293,380 17,892 Equity Lamar Advertising Company Ord Shs Class A (1,276,631) (17,196)

17 Equity Lancaster Colony Ord Shs 416,831 3,226 Equity Laredo Petroleum Ord Shs (317,292) (29,905) Equity Las Vegas Sands Ord Shs 4,661,806 67,086 Equity LaSalle Hotel Properties REIT Ord Shs (1,499,443) (53,418) Equity Lawson Ord Shs (1,309,836) (19,700) Equity Lear Ord Shs 20,612, ,680 Equity Leggett & Platt Ord Shs (2,063,941) (43,242) Equity Lennox International Ord Shs (1,192,705) (5,727) Equity Leonardo Ord Shs 2,858, ,953 Equity Leroy Seafood Group Ord Shs 1,678, ,174 Equity Li & Fung Ord Shs 459, ,000 Equity Liberty Broadband Ord Shs Series C (5,694,479) (66,868) Equity Liberty Expedia Holdings Ord Shs Series A (434,656) (9,805) Equity Liberty Global Ord Shs Class C 6,018, ,837 Equity Liberty Interactive QVC Group Ord Shs Series A 2,568, ,173 Equity Lifepoint Health Ord Shs (2,592,538) (52,059) Equity Linamar Ord Shs 4,300,047 73,593 Equity Lincoln National Ord Shs 14,079, ,160 Equity Lion Ord Shs 1,358,895 71,700 Equity Littelfuse Ord Shs (1,200,174) (6,067) Equity LivaNova Ord Shs (7,440,632) (93,101) Equity LKQ Ord Shs 391,164 9,618 Equity Lockheed Martin Ord Shs 4,223,413 13,155 Equity Loews Ord Shs (446,418) (8,923) Equity LogMeIn Ord Shs (1,363,352) (11,907) Equity Lonza Group Ord Shs 16,970,084 62,808 Equity Louisiana Pacific Ord Shs 330,009 12,567 Equity Lowe's Companies Ord Shs 8,543,417 91,924 Equity lululemon athletica Ord Shs 3,617,576 46,031 Equity Lundin Mining Ord Shs 1,505, ,674 Equity LyondellBasell Industries Ord Shs Class A 38,112, ,474 Equity M3 Ord Shs (4,283,538) (121,700) Equity Mabuchi Motor Ord Shs 482,725 8,900 Equity Macerich REIT Ord Shs (452,667) (6,892) Equity Mack-Cali Realty REIT Ord Shs (463,195) (21,484) Equity MACQUARIE INFRASTRUCTURE (16,704,326) (260,192) Equity Madison Square Garden Ord Shs Class A (1,506,945) (7,147) Equity Magna International Ord Shs 12,451, ,986 Equity Mallinckrodt Ord Shs (4,764,131) (211,176) Equity Man Group Ord Shs 581, ,737 Equity MAN Ord Shs (396,709) (3,463) Equity Manpower Ord Shs 1,205,233 9,557 Equity Manulife Financial Ord Shs 3,317, ,515 Equity Mapfre Ord Shs 3,633,210 1,129,820

18 Equity Marathon Petroleum Ord Shs 1,473,663 22,335 Equity Marine Harvest Ord Shs 8,520, ,360 Equity Markel Ord Shs (2,989,077) (2,624) Equity Marks and Spencer Group Ord Shs (879,750) (206,589) Equity Marriott International Ord Shs Class A 992,051 7,309 Equity Martin Marietta Materials Ord Shs (7,554,042) (34,175) Equity Marubeni Ord Shs 5,983, ,900 Equity Marui Group Ord Shs (8,916,775) (486,900) Equity Masimo Ord Shs 320,883 3,784 Equity Matador Resources Ord Shs (4,845,135) (155,642) Equity Matsumotokiyoshi Holdings Ord Shs 5,791, ,600 Equity Mattel Ord Shs (2,333,946) (151,752) Equity Maximus Ord Shs 342,439 4,784 Equity Mazda Motor Ord Shs (4,033,350) (300,600) Equity MB Financial Ord Shs (2,963,429) (66,564) Equity McKesson Ord Shs 30,673, ,686 Equity Mediaset Ord Shs (1,773,389) (457,226) Equity Medical Properties Trust REIT Ord Shs (847,759) (61,521) Equity Mediclinic International Ord Shs (3,109,607) (353,923) Equity Medidata Solutions Ord Shs (4,927,588) (77,759) Equity Medipal Holdings Ord Shs 2,752, ,500 Equity Medtronic Ord Shs 547,647 6,782 Equity Melco International Development Ord Shs 3,921,942 1,333,000 Equity Mercadolibre Ord Shs (381,053) (1,211) Equity MERCK 30,363, ,609 Equity Merck Ord Shs 616,562 5,721 Equity Mercury General Ord Shs (2,728,272) (51,053) Equity Meredith Ord Shs (1,273,378) (19,279) Equity Merlin Entertainment Group Ord Shs (2,362,308) (481,207) Equity Methanex Ord Shs 2,878,756 47,360 Equity Metro Ord Shs 438,784 13,659 Equity Metso Ord Shs (439,881) (12,867) Equity MGM China Holdings Ord Shs (2,333,143) (771,200) Equity Michael Kors Holdings Ord Shs 6,331, ,577 Equity Michelin Ord Shs 8,914,518 62,098 Equity Microchip Technology Ord Shs (4,253,216) (48,398) Equity Micron Technology Ord Shs 20,208, ,445 Equity MICROSOFT 28,424, ,293 Equity Mid America Apartment Communities REIT Ord Shs (422,855) (4,205) Equity Middleby Ord Shs (5,644,284) (41,825) Equity Minebea Mitsumi Ord Shs 4,516, ,300 Equity Misumi Group Ord Shs 1,674,212 57,500 Equity Mitsubishi Electric Ord Shs 304,025 18,300 Equity Mitsubishi Gas Chemical Ord Shs 5,450, ,800

19 Equity Mitsubishi Heavy Industries Ord Shs (3,150,493) (84,300) Equity Mitsubishi Logistics Ord Shs (3,271,638) (126,000) Equity Mitsubishi Materials Ord Shs 857,887 24,100 Equity Mitsubishi Motors Ord Shs (2,269,662) (314,100) Equity Mitsubishi Ord Shs 1,124,715 40,700 Equity Mitsubishi Tanabe Pharma Ord Shs 825,981 39,900 Equity Mitsui Chemicals Ord Shs 6,242, ,000 Equity Mixi Ord Shs 2,057,239 45,800 Equity Molina Healthcare Ord Shs (5,944,310) (77,521) Equity Molson Coors Brewing Ord Shs Class B 10,087, ,915 Equity Moncler Ord Shs 8,120, ,287 Equity Moneysupermarket.Com Group Ord Shs 1,548, ,425 Equity Monolithic Power Systems Ord Shs (1,931,468) (17,190) Equity Monotaro Ord Shs (4,205,593) (131,600) Equity Morrison(Wm.)Supermarkets Ord Shs (1,116,556) (375,351) Equity Motorola Solutions Ord Shs (8,219,495) (90,984) Equity MSA Safety Ord Shs 3,287,623 42,410 Equity MSC Industrial Ord Shs Class A 716,831 7,416 Equity MSCI Ord Shs 1,600,478 12,648 Equity MTR Corporation Ord Shs (3,131,253) (534,453) Equity MTU Aero Engines Holding Ord Shs 1,075,321 5,994 Equity Muenchener Rueckversicherungs-Gesellschaft N Ord Shs 836,056 3,852 Equity Murata Manufacturing Ord Shs (483,196) (3,600) Equity Murphy Oil Ord Shs (510,586) (16,444) Equity Mylan Ord Shs 8,684, ,247 Equity Nabtesco Ord Shs 448,682 11,700 Equity Nagoya Railroad Ord Shs (4,538,193) (180,200) Equity NASDAQ Ord Shs 3,301,923 42,977 Equity National Bank of Canada Ord Shs 4,074,009 81,386 Equity National Fuel Gas Ord Shs (8,737,114) (159,117) Equity National Grid Ord Shs 5,019, ,996 Equity National Instruments Ord Shs (3,176,827) (76,311) Equity National Oilwell Varco Ord Shs (8,328,580) (231,221) Equity National Retail Properties REIT Ord Shs 2,891,047 67,031 Equity Navient Ord Shs (1,911,513) (143,507) Equity NCC B Ord Shs 2,114, ,038 Equity Neste Ord Shs 10,559, ,827 Equity NESTLE 5,794,970 67,389 Equity NetApp Ord Shs (2,237,417) (40,445) Equity Netflix Ord Shs 2,462,463 12,828 Equity Nets Ord Shs 1,618,366 61,486 Equity NetScout Systems Ord Shs (4,677,607) (153,616) Equity Neurocrine Biosciences Ord Shs (11,467,026) (147,790) Equity New Jersey Resources Ord Shs (2,838,482) (70,609)

20 Equity New World Development Ord Shs 1,833,420 1,220,817 Equity New York Times Ord Shs Class A 809,394 43,751 Equity Newcrest Mining Ord Shs 4,569, ,993 Equity Newell Brands Ord Shs 1,868,523 60,470 Equity Newmont Mining Ord Shs (2,339,935) (62,365) Equity News Ord Shs Class A 300,874 18,561 Equity NEXON Ord Shs 4,582, ,400 Equity Next Ord Shs (422,668) (6,905) Equity NGK Insulators Ord Shs 1,418,667 75,100 Equity NGK Spark Plug Ord Shs (9,156,746) (376,600) Equity NH Foods Ord Shs 3,244, ,000 Equity NHK Spring Ord Shs 3,198, ,600 Equity Nibe Industrier Ord Shs 326,150 33,974 Equity NIDEC Ord Shs (7,003,276) (49,900) Equity Nippon Electric Glass Ord Shs 2,931,558 76,800 Equity Nippon Express Ord Shs 2,892,277 43,500 Equity Nippon Paint Holdings Ord Shs (6,266,045) (198,000) Equity Nippon Shinyaku Ord Shs 1,216,893 16,300 Equity Nippon Shokubai Ord Shs 398,571 5,900 Equity Nippon Steel & Sumitomo Metal Ord Shs (413,183) (16,100) Equity Nippon Telegraph And Telephone Ord Shs 10,178, ,300 Equity Nippon Yusen Ord Shs (4,573,126) (187,400) Equity NiSource Ord Shs (741,093) (28,870) Equity Nitto Denko Ord Shs 1,750,528 19,700 Equity NN Group Ord Shs 8,194, ,920 Equity Noble Energy Ord Shs (6,274,075) (215,308) Equity NOK Ord Shs 665,632 28,500 Equity Nokia Ord Shs (1,439,644) (307,885) Equity Nomura Holdings Ord Shs (299,339) (50,700) Equity Nomura Research Institute Ord Shs 335,100 7,204 Equity Nordea Bank Ord Shs (421,929) (34,789) Equity Nordson Ord Shs (879,571) (6,008) Equity Norfolk Southern Ord Shs 1,053,278 7,269 Equity Norsk Hydro Ord Shs 1,216, ,562 Equity Northrop Grumman Ord Shs 7,109,263 23,164 Equity Novartis Ord Shs 1,226,995 14,511 Equity NOVO-NORDISK 4,993,979 92,570 Equity Novozymes B Ord Shs (8,980,049) (157,066) Equity NOW Ord Shs (2,553,169) (231,475) Equity Nrg Energy Ord Shs (19,181,451) (673,506) Equity Nu Skin Enterprises Ord Shs Class A 5,003,784 73,337 Equity Nuance Communications Ord Shs 601,958 36,817 Equity Nucor Ord Shs (1,900,661) (29,894) Equity NuVasive Ord Shs (6,930,246) (118,486)

21 Equity NVIDIA Ord Shs 23,176, ,774 Equity NVR Ord Shs 10,538,693 3,004 Equity Obayashi Ord Shs 6,889, ,000 Equity Obic Ord Shs (308,708) (4,200) Equity OC Oerlikon Ord Shs (720,711) (42,695) Equity Oceaneering International Ord Shs 2,263, ,095 Equity OCI Ord Shs (3,998,229) (158,328) Equity Odakyu Electric Railway Ord Shs (5,844,758) (273,200) Equity Office Depot Ord Shs 2,629, ,763 Equity Old Dominion Freight Line Ord Shs 647,752 4,924 Equity Old Republic International Ord Shs 457,340 21,391 Equity Olympus Ord Shs (1,794,727) (46,800) Equity OMRON Ord Shs 1,491,345 25,000 Equity ON Semiconductor Ord Shs 3,771, ,130 Equity OneMain Holdings Ord Shs (3,232,350) (124,369) Equity Oneok Ord Shs (9,261,388) (173,272) Equity Ono Pharmaceutical Ord Shs (7,161,182) (307,200) Equity Opko Health Ord Shs (2,694,407) (549,879) Equity Oracle Japan Ord Shs 2,976,529 35,900 Equity Oracle Ord Shs 40,469, ,953 Equity Orica Ord Shs 1,918, ,550 Equity Orient Ord Shs (906,471) (567,300) Equity Origin Energy Ord Shs 3,055, ,723 Equity Orion B Ord Shs 1,484,363 39,773 Equity Orpea Ord Shs (308,081) (2,610) Equity Orsted Ord Shs 772,405 14,140 Equity Oshkosh Ord Shs 8,011,317 88,143 Equity Osram Licht N Ord Shs 6,355,361 70,634 Equity Otsuka Ord Shs 2,531,025 33,000 Equity Owens Corning Ord Shs 12,832, ,580 Equity Owens Illinois Ord Shs (1,778,034) (80,200) Equity PacWest Bancorp Ord Shs (4,736,894) (93,986) Equity Palo Alto Networks Ord Shs (5,333,357) (36,797) Equity Pandora Holding Ord Shs (15,234,375) (139,836) Equity Pandora Media Ord Shs (2,059,610) (427,305) Equity Papa Johns International Ord Shs (5,617,004) (100,107) Equity Paramount Group REIT Ord Shs (2,338,572) (147,544) Equity Park Hotels Resorts Ord Shs 6,391, ,309 Equity Park24 Ord Shs (823,585) (34,400) Equity Parker-Hannifin Ord Shs 5,844,700 29,285 Equity Partners Group Holding Ord Shs 2,691,193 3,926 Equity Patterson Companies Ord Shs (4,455,443) (123,317) Equity Patterson UTI Energy Ord Shs 315,168 13,697 Equity Paysafe Group Ord Shs 3,521, ,268

22 Equity PBF Energy Ord Shs Class A (8,015,848) (226,117) Equity Pearson Ord Shs (1,759,198) (176,693) Equity Pennon Group Ord Shs (1,707,626) (161,218) Equity Penske Automotive Group Voting Ord Shs (1,097,679) (22,940) Equity Peoples United Financial Ord Shs (4,535,685) (242,550) Equity Pepsico Ord Shs 1,021,598 8,519 Equity Perrigo Ord Shs (20,569,760) (236,000) Equity Persimmon Ord Shs 4,729, ,705 Equity Persol Holdings Ord Shs 2,394,070 95,500 Equity Petrofac Ord Shs (2,825,247) (409,514) Equity Peugeot Ord Shs 7,631, ,837 Equity Peyto Exploration & Development Ord Shs (818,070) (68,197) Equity PFIZER 25,123, ,623 Equity Philips Lighting Ord Shs 4,273, ,310 Equity Pigeon Ord Shs 304,660 8,000 Equity Pinnacle Financial Partners Ord Shs (438,840) (6,619) Equity Pitney Bowes Ord Shs 1,335, ,431 Equity Platform Specialty Products Ord Shs (3,852,878) (388,395) Equity PNC Financial Services Group Ord Shs 6,030,601 41,795 Equity PNM Resources Ord Shs (1,636,081) (40,447) Equity Pola Orbis Holdings Ord Shs 3,619, ,100 Equity Pool Ord Shs (1,952,399) (15,059) Equity Popular Ord Shs 5,248, ,886 Equity Post Holdings Ord Shs (16,483,485) (208,046) Equity Poste Italiane Ord Shs 2,221, ,808 Equity Potlatch REIT Ord Shs (757,532) (15,181) Equity Premier Ord Shs Class A (6,551,550) (224,445) Equity Prestige Brands Holdings Ord Shs (6,646,623) (149,665) Equity Primerica Ord Shs (1,131,673) (11,144) Equity PROCTER & GAMBLE 9,923, ,006 Equity Prosegur Compania De Seguridad Ord Shs 103,121 13,111 Equity ProSieben Sat.1 Media N Ord Shs (8,149,187) (236,421) Equity Provident Financial Ord Shs (1,626,564) (133,899) Equity Proximus Ord Shs 2,766,403 84,234 Equity Prudential Financial Ord Shs 18,946, ,777 Equity Prysmian Ord Shs 3,813, ,793 Equity PTC Ord Shs (5,121,027) (84,269) Equity Public Service Enterprise Group Ord Shs 7,632, ,206 Equity QEP Resources Ord Shs 2,483, ,521 Equity Qiagen Ord Shs (4,259,855) (135,453) Equity Qiagen Ord Shs 7,226, ,625 Equity Rakuten Ord Shs (695,666) (75,900) Equity Ralph Lauren Ord Shs Class A (5,219,340) (50,336) Equity Ramsay Health Care Ord Shs (1,581,821) (28,842)

23 Equity Randstad Holding Ord Shs 2,646,854 43,018 Equity Range Resources Ord Shs (4,268,583) (250,210) Equity Raymond James Ord Shs 3,358,127 37,605 Equity Raytheon Ord Shs 17,453,707 92,913 Equity REA Group Ord Shs (2,130,327) (35,534) Equity Realogy Holdings Ord Shs (5,178,021) (195,397) Equity Reckitt Benckiser Group Ord Shs 608,473 6,501 Equity Recordati Industria Chimica E Farmaceutica Ord Shs 5,083, ,224 Equity Regal Beloit Ord Shs 1,432,880 18,706 Equity Regeneron Pharmaceuticals Ord Shs 3,173,854 8,442 Equity Reinsurance Group of America Ord Shs 11,341,724 72,736 Equity Reliance Steel & Aluminum Ord Shs 1,621,174 18,897 Equity Remy Cointreau Ord Shs (326,898) (2,357) Equity RenaissanceRe Holding Ord Shs (464,306) (3,697) Equity Renault Par Shs 7,486,302 74,299 Equity Renesas Electronics Ord Shs (2,396,385) (205,600) Equity Repsol Ord Shs 22,867,744 1,291,540 Equity Resona Holdings Ord Shs 342,973 57,400 Equity Rheinmetall Ord Shs 6,786,246 53,391 Equity RICOH Ord Shs (10,196,748) (1,097,100) Equity Rightmove Ord Shs (2,245,754) (36,892) Equity Rinnai Ord Shs (579,494) (6,400) Equity Rio Tinto Ord Shs 3,827,804 71,782 Equity Ritchie Bros Auctioneers Ord Shs 390,264 12,991 Equity Robert Half Ord Shs 910,523 16,394 Equity ROCHE HOLDING 9,021,976 35,667 Equity Rockwell Automation Ord Shs 307,680 1,567 Equity Rohm Ord Shs 1,152,170 10,400 Equity Roper Technologies Ord Shs (5,143,740) (19,860) Equity Ross Stores Ord Shs 5,924,296 73,823 Equity Rotork Ord Shs (1,454,125) (402,750) Equity Rowan Companies Class A Ord Shs (3,065,899) (195,779) Equity Royal Bank of Canada Ord Shs 2,650,409 32,351 Equity Royal Bank of Scotland Group Ord Shs (2,631,429) (699,728) Equity Royal Boskalis Ord Shs (4,139,071) (109,670) Equity Royal Caribbean Cruises Ord Shs 7,054,219 59,140 Equity Royal Dutch Shell Ord Shs Class A 2,874,947 85,696 Equity Royal Gold Ord Shs (4,104,686) (49,984) Equity Royal Mail Ord Shs 4,243, ,219 Equity RPC Group Ord Shs (2,323,785) (194,875) Equity RPC Ord Shs 433,984 16,999 Equity RSP Permian Ord Shs (5,234,946) (128,686) Equity RWE Ord Shs 4,954, ,696 Equity Saab B Ord Shs 1,594,977 32,729

24 Equity Sabre Ord Shs (7,496,399) (365,678) Equity Sainsbury(J) Ord Shs (1,288,167) (394,473) Equity Saipem Ord Shs (8,091,874) (1,770,556) Equity Sally Beauty Holdings Ord Shs (3,471,913) (185,070) Equity Salmar Ord Shs 2,153,577 71,373 Equity Salvatore Ferragamo Ord Shs (1,610,598) (60,554) Equity Salzgitter Ord Shs 3,476,618 60,831 Equity Samsonite International Ord Shs (1,483,797) (323,100) Equity Sanderson Farms Ord Shs 620,902 4,474 Equity Sandvik Ord Shs 599,477 34,156 Equity Sankyo Ord Shs 412,246 13,100 Equity SANOFI 2,332,167 27,031 Equity Santander Consumer USA Holdings Ord Shs 460,193 24,715 Equity Santen Pharmaceutical Ord Shs (3,732,227) (237,400) Equity Saputo Ord Shs 610,946 16,943 Equity Sartorius Pref Shs (3,272,802) (34,266) Equity SBA Communications REIT Ord Shs Class A (427,186) (2,615) Equity SBM Offshore Ord Shs (5,036,850) (285,929) Equity SCANA Ord Shs (4,681,748) (117,691) Equity Schaeffler Pref Shs 1,382,899 77,893 Equity Schibsted Ord Shs (2,698,745) (94,092) Equity Science Applications International Ord Shs 443,340 5,790 Equity Scor Ord Shs (781,247) (19,395) Equity Seagate Technology Ord Shs 660,779 15,793 Equity Sealed Air Ord Shs (9,928,527) (201,390) Equity Seattle Genetics Ord Shs (6,339,857) (118,502) Equity Seek Ord Shs (4,863,914) (327,125) Equity Sega Sammy Holdings Ord Shs 1,907, ,700 Equity Seibu Holdings Ord Shs (3,959,328) (209,300) Equity Sekisui Chemical Ord Shs 1,281,097 63,800 Equity Senior Housing Properties Trust REIT Ord Shs (558,376) (29,158) Equity Sensata Technologies Holding Ord Shs (9,062,519) (177,314) Equity Service Corporation International Ord Shs 449,221 12,037 Equity Servicemaster Global Holdings Ord Shs 698,092 13,616 Equity ServiceNow Ord Shs (28,699,230) (220,103) Equity Ses Sa FDR (1,560,022) (99,858) Equity Seven Bank Ord Shs (4,917,088) (1,435,000) Equity Sherwin Williams Ord Shs (446,944) (1,090) Equity Shikoku Electric Power Ord Shs (1,782,317) (163,500) Equity Shimamura Ord Shs 1,122,770 10,200 Equity Shimano Ord Shs (13,211,851) (93,900) Equity Shimizu Ord Shs 960,959 93,000 Equity Shin Etsu Chemical Ord Shs 2,947,625 29,000 Equity Shire Ord Shs 866,854 16,431