AQR Style Premia Alternative Fund

Transkript

1 June 30, 2018 Portfolio Exposures NAV: $4,837,407,335 Asset Class Security Description Exposure Quantity Equity A O Smith Ord Shs (1,373,522) (23,221) Equity A P Moller Maersk B Ord Shs (5,281,572) (4,243) Equity A2A Ord Shs 8,754,683 5,052,414 Equity Aarons Ord Shs 1,543,561 35,525 Equity AbbVie Ord Shs 32,180, ,330 Equity ABC Mart Ord Shs 1,328,144 24,300 Equity ABN AMRO Group Ord Shs 1,575,557 60,768 Equity Acadia Healthcare Company Ord Shs (13,099,096) (320,193) Equity Accenture Ord Shs Class A 6,249,465 38,202 Equity Accor Ord Shs (12,943,556) (263,987) Equity Acom Ord Shs (4,497,638) (1,170,600) Equity Acs Actividades De Construccion Y Servicios Ord Shs 571,472 14,114 Equity Acxiom Ord Shs (4,036,092) (134,761) Equity Adecco Ord Shs 1,376,619 23,224 Equity Adobe System Ord Shs 15,188,388 62,296 Equity Adtalem Global Education Ord Shs 7,564, ,257 Equity Advance Auto Parts Ord Shs (17,287,502) (127,395) Equity Advanced Micro Devices Ord Shs (35,157,816) (2,345,418) Equity Advantest Ord Shs (20,395,747) (979,800) Equity Aegon Ord Shs 20,622,156 3,441,074 Equity Aeon Financial Services Ord Shs (4,176,844) (195,900) Equity Aeon Ord Shs (16,040,117) (750,400) Equity AES Ord Shs (10,861,979) (809,991) Equity AFLAC Ord Shs 58,292,186 1,355,002 Equity AGC Ord Shs 3,506,485 90,100 Equity AGCO Ord Shs 1,184,101 19,501 Equity Ageas Ord Shs 9,016, ,830 Equity Agilent Technologies Ord Shs 759,952 12,289 Equity Agios Pharmaceuticals Ord Shs (20,096,520) (238,591) Equity AIA Group Ord Shs (24,157,399) (2,762,800) Equity Air Canada Ord Shs 13,649, ,183 Equity AIR France-KLM Ord Shs 5,602, ,426 Equity Air Lease Ord Shs Class A 5,969, ,239 Equity Airbus Ord Shs (49,151,498) (420,140) Equity Akamai Technologies Ord Shs 17,649, ,009 Equity Akorn Ord Shs (3,584,966) (216,092) Equity Akzo Nobel Ord Shs 943,740 11,031 Equity Alaska Air Group Ord Shs (5,718,933) (94,700)

2 Equity Albemarle Ord Shs (26,513,144) (281,068) Equity Alexion Pharmaceuticals Ord Shs 7,475,941 60,217 Equity Alfresa Holdings Ord Shs 4,104, ,700 Equity Alkermes Ord Shs (20,553,946) (499,367) Equity Allegheny Technologies Ord Shs (14,087,497) (560,808) Equity Allergan Ord Shs (16,054,803) (96,298) Equity Alliance Data Systems Ord Shs (5,774,265) (24,761) Equity Allscripts Healthcare Solutions Ord Shs (7,911,864) (659,322) Equity Allstate Ord Shs 36,093, ,461 Equity Ally Financial Ord Shs 902,979 34,373 Equity Alnylam Pharmaceuticals Ord Shs (21,431,916) (217,605) Equity Altagas Ord Shs (1,906,016) (92,268) Equity ALTICE B SHARES (220,961) (12,952) Equity Altice Europe Ord Shs (8,943,779) (2,196,244) Equity Altice USA Ord Shs Class A (18,682,833) (1,095,125) Equity Altria Group Ord Shs (24,661,114) (434,251) Equity Alumina Ord Shs (4,229,385) (2,042,175) Equity Amada Holdings Ord Shs 3,532, ,800 Equity Amadeus It Group Ord Shs 11,690, ,212 Equity Amazon Com Ord Shs 38,631,355 22,727 Equity AMC Networks Class A Ord Shs 1,095,404 17,611 Equity Amdocs Ord Shs 19,857, ,008 Equity Amer Sports Ord Shs (577,125) (18,305) Equity Amerco Ord Shs 17,290,370 48,548 Equity Ameren Ord Shs 8,012, ,669 Equity American Airlines Group Ord Shs (34,897,425) (919,321) Equity American Financial Group Ord Shs 12,046, ,236 Equity American International Group Ord Shs (7,329,803) (138,246) Equity Ameriprise Finance Ord Shs 34,367, ,696 Equity AmerisourceBergen Ord Shs (14,603,340) (171,260) Equity Amgen Ord Shs 33,295, ,374 Equity AMP Ord Shs (4,052,429) (1,539,002) Equity Ana Holdings Ord Shs 7,578, ,500 Equity Anadarko Petroleum Ord Shs (27,076,643) (369,647) Equity Anglo American Ord Shs 11,334, ,017 Equity ANHEUSER-BUSCH INBEV (16,934,156) (167,777) Equity ANSYS Ord Shs 3,471,930 19,933 Equity Antero Resources Ord Shs 11,130, ,340 Equity Anthem Ord Shs 48,713, ,653 Equity Antofagasta Ord Shs 544,387 41,688 Equity Aozora Bank Ord Shs 10,218, ,800 Equity APA Group Units (4,759,302) (653,252) Equity Apache Ord Shs 303,875 6,500 Equity Aperam Ord Shs 640,754 14,918

3 Equity Applied Material Ord Shs 21,297, ,084 Equity AptarGroup Ord Shs (874,224) (9,362) Equity Aptiv Ord Shs (17,387,159) (189,754) Equity ARC Resources Ord Shs 2,360, ,500 Equity Arconic Ord Shs (13,062,370) (767,923) Equity Arrow Electronics Ord Shs 26,435, ,158 Equity Aryzta Ord Shs (645,746) (42,976) Equity Asahi Intecc Ord Shs (2,025,560) (53,600) Equity Ashland Global Ord Shs (10,890,083) (139,295) Equity Asics Ord Shs (7,980,205) (472,400) Equity ASM International Ord Shs 3,938,137 71,263 Equity ASM Pacific Technology Ord Shs (3,277,353) (259,200) Equity ASML Holding Ord Shs (4,587,401) (23,167) Equity Aspen Insurance Holdings Ord Shs (10,050,132) (246,932) Equity ASR Nederland Ord Shs 9,325, ,466 Equity Assicurazioni Generali Ord Shs 9,472, ,908 Equity Assurant Ord Shs 2,232,900 21,576 Equity Assured Guaranty Ord Shs 19,672, ,586 Equity Astellas Pharma Ord Shs 11,935, ,500 Equity ASTRAZENECA (6,543,372) (94,435) Equity athenahealth Ord Shs (3,816,336) (23,981) Equity Athene Holding Ord Shs 9,792, ,360 Equity Atlassian Ord Shs Class A (20,335,443) (325,263) Equity Atos Ord Shs 11,408,043 83,598 Equity Atresmedia Corp Ord Shs (608,014) (72,321) Equity Aurubis Ord Shs 8,522, ,504 Equity Austria Mikro Systeme Ord Shs (9,952,076) (133,715) Equity AutoDesk Ord Shs (26,582,692) (202,782) Equity Autogrill Ord Shs 2,334, ,189 Equity Autonation Ord Shs 2,347,726 48,327 Equity AutoZone Ord Shs 615, Equity Avanos Medical Ord Shs (977,487) (17,074) Equity Avis Budget Group Ord Shs (2,127,515) (65,462) Equity Avnet Ord Shs 12,006, ,948 Equity Avon Products Ord Shs (3,566,302) (2,201,421) Equity Axalta Coating Systems Ord Shs (28,428,719) (937,932) Equity AXIS Capital Holdings Ord Shs (1,753,087) (31,519) Equity B&M European Value Retail Ord Shs (2,577,436) (483,546) Equity Baker Hughes Ord Shs Class A (13,903,846) (420,946) Equity Ball Ord Shs (38,326,704) (1,078,107) Equity Banco Espirito Santo Class N Ord Shs (3) (216,618) Equity BancorpSouth Ord Shs (1,501,532) (45,570) Equity Bank Of Kyoto Ord Shs (7,500,048) (162,099) Equity Bank of New York Mellon Ord Shs 16,619, ,166

4 Equity Bank of Ozarks Ord Shs (4,598,629) (102,101) Equity Bankia Ord Shs (7,491,720) (2,002,016) Equity Bankinter Ord Shs 2,335, ,914 Equity Barclays Ord Shs (1,757,513) (704,978) Equity Barratt Developments Ord Shs 14,797,981 2,176,691 Equity Baxter International Ord Shs 27,282, ,488 Equity BBA Aviation Ord Shs 810, ,969 Equity Beazley Ord Shs 1,062, ,498 Equity Belden Ord Shs (4,055,740) (66,357) Equity Bellway Ord Shs 12,772, ,333 Equity Bemis Ord Shs (874,844) (20,726) Equity Benesse Holdings Ord Shs 1,768,722 49,900 Equity Berkeley Group Holdings (The) Ord Shs 21,151, ,660 Equity Best Buy Ord Shs 38,602, ,599 Equity BHP Billiton Ord Shs 7,974, ,378 Equity Big Lots Ord Shs 13,643, ,556 Equity Bilfinger Ord Shs (689,787) (13,571) Equity Billerud Korsnas Ord Shs 541,719 38,308 Equity Bio Techne Ord Shs 1,828,366 12,358 Equity Biogen Inc Ord Shs 64,704, ,936 Equity BioMarin Pharmaceutical Ord Shs (50,987,351) (541,267) Equity Black Hills Ord Shs (2,505,754) (40,937) Equity BlackRock Ord Shs 1,711,208 3,429 Equity BMW Ord Shs 16,695, ,311 Equity Boeing Ord Shs 24,295,621 72,414 Equity BOK Financial Ord Shs 2,047,538 21,780 Equity Boliden Ord Shs 26,810, ,942 Equity Bollore Ord Shs (3,472,113) (746,895) Equity Bombardier Ord Shs Class B (3,984,831) (1,007,166) Equity Booking Holdings Ord Shs 62,730,327 30,946 Equity Booz Allen Hamilton Holding Ord Shs Class A 2,430,251 55,574 Equity Boston Beer Ord Shs Class A 14,037,648 46,839 Equity Bpost Ord Shs 3,836, ,018 Equity Brighthouse Financial Ord Shs (863,028) (21,538) Equity Brinker International Ord Shs 3,623,264 76,119 Equity BRITISH AMERICAN TOBACCO (34,777,905) (688,404) Equity Britvic Ord Shs 879,841 85,626 Equity Broadridge Financial Solutions Ord Shs 11,062,952 96,116 Equity Brookdale Senior Living Ord Shs (11,405,359) (1,254,715) Equity BRP Subordinate Voting Ord Shs 1,000,250 20,742 Equity BT Group Ord Shs 7,138,401 2,484,745 Equity BTG Ord Shs (803,143) (118,000) Equity Bureau Veritas Registre International de Classification de Navires et d'aeronefs Ord Shs (2,146,606) (80,475) Equity Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs (7,351,010) (300,137)

5 Equity CA Ord Shs 21,551, ,527 Equity Cabot Oil & Gas Ord Shs (13,695,948) (575,460) Equity Cadence Design Systems Ord Shs 15,752, ,712 Equity Calbee Ord Shs (11,141,727) (296,600) Equity Cameco Ord Shs (4,697,611) (417,449) Equity Canadian Imperial Bank of Commerce Ord Shs 6,240,334 71,718 Equity Canadian Natural Resources Ord Shs 4,032, ,691 Equity Canadian Tire Ord Shs Class A 3,421,163 26,203 Equity Capita Ord Shs (4,112,398) (1,951,610) Equity Capital One Financial Ord Shs 4,462,205 48,555 Equity CapitaLand Ord Shs (1,330,282) (573,600) Equity Cardinal Health Ord Shs 501,875 10,278 Equity Cargotec Ord Shs 754,776 14,925 Equity Carmax Ord Shs (21,800,081) (299,164) Equity Carnival Ord Shs 23,680, ,194 Equity Carpenter Technology Ord Shs (9,082,256) (172,765) Equity Carrefour Ord Shs (10,580,022) (653,725) Equity Carters Ord Shs 10,721,180 98,913 Equity Casio Computer Ord Shs (4,016,002) (247,100) Equity Cboe Global Markets Ord Shs (9,104,772) (87,487) Equity CBS Ord Shs Class B 499,234 8,880 Equity CDK Global Ord Shs 7,778, ,582 Equity CDW Ord Shs 3,288,638 40,706 Equity Celanese Ord Shs Series A 6,712,466 60,440 Equity Celgene Ord Shs 18,763, ,258 Equity Cellnex Telecom Ord Shs (17,674,957) (701,277) Equity Centene Ord Shs 17,684, ,530 Equity Central Japan Railway Ord Shs 16,255,784 78,500 Equity CenturyLink Ord Shs (75,922,155) (4,073,077) Equity CF Industries Holdings Ord Shs (17,019,452) (383,321) Equity CGI Group Ord Shs Class A 5,013,686 79,096 Equity CH Robinson Worldwide Ord Shs 1,149,823 13,744 Equity Charles River Laboratories International Ord Shs 24,385, ,225 Equity Charles Schwab Ord Shs (24,356,457) (476,643) Equity Charter Communications Ord Shs Class A (39,197,192) (133,683) Equity Cheesecake Factory Ord Shs 10,837, ,830 Equity Chemical Financial Ord Shs (1,184,992) (21,286) Equity Chemours Ord Shs (1,232,365) (27,781) Equity Cheniere Energy Ord Shs (49,734,950) (762,923) Equity Chesapeake Energy Ord Shs 17,918,526 3,419,566 Equity Chipotle Mexican Grill Ord Shs (15,734,221) (36,475) Equity Chiyoda Corporation Ord Shs (3,878,056) (446,500) Equity Chocoladefabriken Lindt & Spruengli Par Shs (1,686,472) (260) Equity Chubu Electric Power Ord Shs 3,505, ,000

6 Equity Chugai Pharmaceutical Ord Shs (6,508,248) (124,200) Equity Chugoku Electric Power Ord Shs (947,994) (73,400) Equity Churchill Downs Ord Shs 601,599 2,029 Equity CI Financial Ord Shs 782,884 43,544 Equity Ciena Ord Shs 6,020, ,115 Equity CIGNA Ord Shs 25,885, ,315 Equity Cimarex Energy Ord Shs 408,588 4,016 Equity CIRRUS LOGIC 19,837, ,546 Equity Cisco Systems Ord Shs 5,107, ,689 Equity CIT Group Ord Shs (1,523,138) (30,215) Equity Citigroup Ord Shs (25,111,195) (375,242) Equity Citizens Financial Group Ord Shs (1,256,314) (32,296) Equity Citrix Systems Ord Shs 6,599,573 62,949 Equity City Developments Ord Shs (761,262) (94,900) Equity CK Hutchison Holdings Ord Shs 7,932, ,000 Equity Clean Harbors Ord Shs (5,031,775) (90,581) Equity Close Bros Group Ord Shs 3,560, ,664 Equity CLP Holdings Ord Shs 11,831,325 1,098,500 Equity CME Group Ord Shs Class A 1,921,634 11,723 Equity CNH Industrial Ord Shs (8,019,263) (755,560) Equity CNP Assurances Ord Shs 3,379, ,616 Equity Cnx Resources Ord Shs 8,300, ,830 Equity Cobham Ord Shs (3,536,893) (2,084,255) Equity Coca-Cola Ord Shs (4,208,367) (95,950) Equity Cognex Ord Shs (11,162,359) (250,221) Equity Cognizant Technology Solutions Ord Shs Class A 2,105,241 26,652 Equity Coherent Ord Shs 678,863 4,340 Equity Colfax Ord Shs (4,385,892) (143,096) Equity COLGATE-PALMOLIVE (4,464,113) (68,880) Equity COMCAST 1,532,227 46,700 Equity Comerica Ord Shs (530,336) (5,833) Equity Commerce Bancshares Ord Shs 12,187, ,341 Equity Commercial Metals Ord Shs (2,501,978) (118,521) Equity Commerzbank Ord Shs (19,258,530) (2,010,074) Equity CommVault Systems Ord Shs (7,880,270) (119,670) Equity Compagniie Plastic Omnium Ord Shs (681,477) (16,129) Equity Compass Minerals International Ord Shs (4,843,737) (73,669) Equity Concho Resources Ord Shs 138,350 1,000 Equity Conduent Ord Shs (11,178,075) (615,194) Equity ConocoPhillips Ord Shs 327,214 4,700 Equity CONSOL Energy Ord Shs 1,900,703 49,562 Equity Consolidated Edison Ord Shs 51,261, ,363 Equity Constellation Brands Ord Shs Class A 35,128, ,501 Equity Constellation Software Ord Shs 786,596 1,014

7 Equity Convatec Group Ord Shs (5,402,204) (1,928,214) Equity Convergys Ord Shs 8,269, ,363 Equity Cooper Ord Shs 7,036,659 29,886 Equity Cooper Tire And Rubber Ord Shs 767,408 29,179 Equity Copa Holdings A Ord Shs (4,922,038) (52,019) Equity Copart Ord Shs 1,052,468 18,608 Equity CoreLogic Ord Shs 1,339,176 25,803 Equity COSMOS Pharmaceutical Ord Shs (2,757,411) (13,600) Equity Coty Ord Shs Class A (22,524,665) (1,597,494) Equity Covestro Ord Shs 18,164, ,709 Equity Cracker Barrel Old Country Store Ord Shs 5,946,446 38,067 Equity Credit Suisse Group AG Ord Shs (37,774,501) (2,504,740) Equity Cree Ord Shs (6,877,964) (165,455) Equity Crown Holdings Ord Shs (5,856,936) (130,852) Equity CTS Eventim Ord Shs (1,180,537) (23,986) Equity Cummins Ord Shs 4,024,314 30,258 Equity Curtiss Wright Ord Shs 1,637,477 13,758 Equity Cyber Agent Ord Shs (9,652,870) (160,700) Equity Cypress Semiconductor Ord Shs (21,902,613) (1,405,816) Equity D R Horton Ord Shs 9,529, ,435 Equity Dai-Ichi Life Holdings Ord Shs (4,737,053) (265,800) Equity Daifuku Ord Shs (11,367,378) (259,600) Equity Daikin Industries Ord Shs (17,964,618) (150,100) Equity Daily Mail And General Trust Non Voting Ord Shs 851,409 87,167 Equity Daimler Ord Shs 13,927, ,503 Equity Dainippon Sumitomo Pharma Ord Shs 4,919, ,600 Equity Danaher Ord Shs 16,769, ,943 Equity Danske Bank Ord Shs 11,919, ,011 Equity Darden Restaurants Ord Shs 18,205, ,050 Equity Dassault Systemes Ord Shs 1,250,817 8,933 Equity Davita Ord Shs (16,780,107) (241,649) Equity DBS Group Holdings Ord Shs 558,545 28,600 Equity Dean Foods Ord Shs (2,661,332) (253,219) Equity Deckers Outdoor Ord Shs 5,752,310 50,955 Equity Delivery Hero Ord Shs (1,209,002) (22,732) Equity Delta Air Lines Ord Shs (7,226,053) (145,863) Equity Deluxe Ord Shs 11,364, ,641 Equity Dentsply Sirona Ord Shs (3,997,383) (91,327) Equity Dentsu Ord Shs (5,577,903) (117,800) Equity Deutsche Bank Ord Shs (46,471,571) (4,318,642) Equity Deutsche Lufthansa Ord Shs 26,053,487 1,083,886 Equity Deutsche Telekom N Ord Shs (4,852,995) (313,418) Equity DexCom Ord Shs (31,865,600) (335,498) Equity Dialog Semicon Ord Shs (1,073,043) (70,414)

8 Equity Diamond Offshore Drilling Ord Shs 2,660, ,522 Equity Diasorin Ord Shs 902,662 7,918 Equity Diebold Nixdorf Ord Shs (2,464,449) (206,230) Equity Dillards Ord Shs Class A 8,018,987 84,857 Equity Disco Ord Shs (7,657,804) (44,900) Equity Discovery Ord Shs Series A (10,259,343) (373,067) Equity DISH Network Ord Shs Class A (14,512,193) (431,782) Equity Distribuidora Internacional De Alimentacion Ord Shs (768,793) (264,073) Equity DKSH Holding Ord Shs 583,011 8,274 Equity DNB Ord Shs 6,553, ,611 Equity Dollar Tree Ord Shs (14,183,865) (166,869) Equity Dollarama Ord Shs 6,369, ,262 Equity DOMINION RESOURCES (28,209,884) (413,756) Equity Domino's Pizza Enterprises Ord Shs (1,371,866) (35,518) Equity Dominos Pizza Ord Shs (13,600,594) (48,200) Equity Domtar Ord Shs (942,674) (19,746) Equity Don Quijote Holdings Ord Shs (2,293,538) (47,800) Equity Donaldson Ord Shs (4,995,867) (110,724) Equity Dormakaba Holding Ord Shs 645, Equity Dover Ord Shs (1,080,944) (14,767) Equity DowDuPont Ord Shs (17,539,268) (266,069) Equity DTE Energy Ord Shs 915,364 8,833 Equity Dufry Ord Shs (2,457,997) (19,277) Equity Dunkin' Brands Group Ord Shs (1,056,426) (15,295) Equity DXC Technology Ord Shs 6,180,530 76,672 Equity E.ON N Ord Shs 754,359 70,624 Equity East Japan Railway Ord Shs 10,799, ,800 Equity East West Bancorp Ord Shs (516,384) (7,920) Equity Eastman Chemical Ord Shs 1,947,821 19,486 Equity EasyJet Ord Shs (1,228,134) (55,653) Equity Eaton Ord Shs 20,634, ,080 Equity ebay Ord Shs 43,586,224 1,202,047 Equity Ebro Foods Ord Shs 936,302 40,141 Equity Edenred Ord Shs (15,244,865) (482,815) Equity Edgewell Personal Care Ord Shs (4,064,654) (80,552) Equity Eisai Ord Shs (7,123,020) (101,200) Equity Electric Power Development Ord Shs 2,522,733 97,800 Equity Electricite de France Ord Shs 3,115, ,661 Equity Electrolux B Ord Shs 5,921, ,192 Equity Electronic Arts Ord Shs 6,858,367 48,634 Equity Element Fleet Management Ord Shs (3,050,107) (648,666) Equity Eli Lilly Ord Shs 1,069,356 12,532 Equity Elior Participations Ord Shs 575,607 39,911 Equity EMCOR Group Ord Shs 985,617 12,938

9 Equity Enbridge Ord Shs (22,129,694) (618,831) Equity Endesa Ord Shs 16,722, ,456 Equity Endo International Ord Shs (13,096,054) (1,388,765) Equity Enel Ord Shs 39,742,762 7,159,948 Equity Energen Ord Shs 1,422,393 19,533 Equity Engie Ord Shs 31,688,485 2,068,339 Equity ENI Ord Shs 21,448,600 1,155,641 Equity Ensco Ord Shs Class A (3,226,627) (444,439) Equity Envision Healthcare Ord Shs (36,140,528) (821,189) Equity EOG Resources Ord Shs 136,873 1,100 Equity EQT Ord Shs (13,815,858) (250,378) Equity Ericsson B Ord Shs (54,412,681) (7,041,752) Equity Essity Ord Shs Class B 4,317, ,944 Equity Estee Lauder Ord Shs Class A 59,243, ,191 Equity Esterline Technologies Ord Shs 1,539,689 20,863 Equity Eurofins Scientific Ord Shs (3,024,027) (5,440) Equity Euronet Worldwide Ord Shs 960,758 11,469 Equity Eutelsat Communications Ord Shs 638,912 30,822 Equity Everest Re Group Ord Shs 26,684, ,779 Equity Evergy Ord Shs (605,129) (10,777) Equity Evonik Industries Ord Shs 5,529, ,562 Equity Evraz Ord Shs 3,322, ,447 Equity Exelixis Ord Shs 1,992,860 92,605 Equity Exelon Ord Shs 74,053,966 1,738,356 Equity Expedia Group Ord Shs 6,565,619 54,627 Equity Expeditors International of Washington Ord Shs 575,955 7,879 Equity Experian Ord Shs (5,703,205) (230,660) Equity Extended Stay America Units (810,116) (37,488) Equity Extraction Oil Gas Ord Shs (2,306,271) (156,996) Equity F5 Networks Ord Shs 4,568,890 26,494 Equity Facebook Class A Ord Shs 52,195, ,608 Equity Fair Isaac Ord Shs 8,889,240 45,982 Equity Fairfax Financial Holdings Sub Voting Ord Shs 1,512,779 2,699 Equity Fanuc Ord Shs (4,247,188) (21,400) Equity Fast Retailing Ord Shs (43,391,161) (94,500) Equity Fastenal Ord Shs (26,769,810) (556,198) Equity Federated Investors Ord Shs Class B 5,055, ,773 Equity Fedex Ord Shs 53,241, ,482 Equity Ferrari Ord Shs (29,215,121) (214,915) Equity Ferrovial Ord Shs (2,460,948) (120,003) Equity Fiat Chrysler Automobiles Ord Shs 10,246, ,592 Equity Fidelity National Financial Ord Shs 5,871, ,071 Equity FireEye Ord Shs (13,431,776) (872,760) Equity First American Financial Ord Shs 10,265, ,477

10 Equity First Data Ord Shs Class A (49,788,996) (2,378,834) Equity First Hawaiian Ord Shs (524,275) (18,066) Equity First Horizon National Ord Shs (516,825) (28,970) Equity First Quantum Minerals Ord Shs (17,174,114) (1,165,304) Equity First Republic Bank Ord Shs (7,433,859) (76,804) Equity FirstEnergy Ord Shs (74,496,229) (2,074,526) Equity Fischer George Ord Shs 7,624,974 5,947 Equity Flex Ord Shs 7,098, ,048 Equity Flir Systems Ord Shs 1,586,384 30,525 Equity Floor Decor Holdings Ord Shs Class A (811,232) (16,445) Equity Flowers Foods Ord Shs (1,700,374) (81,631) Equity Flowserve Ord Shs (16,244,557) (402,093) Equity FLSmidth Ord Shs (2,042,909) (34,156) Equity Fluor Ord Shs (550,873) (11,293) Equity FMC Ord Shs (15,744,673) (176,490) Equity Ford Motor Ord Shs 2,267, ,866 Equity Fortescue Metals Group Ord Shs 4,318,510 1,329,974 Equity Fortis Ord Shs 936,122 29,280 Equity Fortum Ord Shs 4,920, ,320 Equity Franco Nevada Ord Shs 3,233,011 44,285 Equity Franklin Resources Ord Shs 531,838 16,594 Equity freenet Ord Shs 615,060 23,231 Equity Freni Brembo Ord Shs (723,834) (53,523) Equity Fuji Electric Ord Shs (4,399,838) (578,000) Equity Fujitsu Ord Shs 5,313, ,000 Equity Fulton Financial Ord Shs 570,900 34,600 Equity Galapagos Ord Shs (11,974,080) (129,996) Equity GameStop Ord Shs Class A 2,205, ,365 Equity Gap Ord Shs 2,422,319 74,786 Equity Gartner Ord Shs (30,153,947) (226,892) Equity Gas Natural Ord Shs 1,862,839 70,391 Equity GATX Ord Shs 6,246,455 84,150 Equity General Dynamics Ord Shs 17,430,826 93,508 Equity GENERAL ELECTRIC (59,307,916) (4,357,672) Equity General Mills Ord Shs (3,358,714) (75,886) Equity General Motors Ord Shs 13,958, ,265 Equity Genesee & Wyoming Ord Shs Class A (10,442,057) (128,407) Equity Genmab Ord Shs (17,568,341) (113,907) Equity Genpact Ord Shs 8,804, ,345 Equity Genting Singapore Ord Shs 666, ,500 Equity Genuine Parts Ord Shs (4,327,990) (47,151) Equity Gilead Sciences Ord Shs 43,551, ,781 Equity Gjensidige Forsikring ASA Ord Shs 769,706 46,997 Equity Global Payments Ord Shs (2,074,717) (18,609)

11 Equity Globus Medical Ord Shs Class A 10,286, ,848 Equity GN Store Nord Ord Shs 2,199,343 48,291 Equity Godaddy Ord Shs Class A (8,098,879) (114,715) Equity Goldcorp Ord Shs 939,704 68,424 Equity GOOGLE 14,193,918 12,570 Equity Graco Ord Shs (4,790,923) (105,947) Equity Graham Holdings Company Ord Shs Class B 6,522,707 11,129 Equity Granite Construction Ord Shs (3,267,353) (58,702) Equity Graphic Packaging Holding Ord Shs (18,484,985) (1,273,948) Equity Greene King Ord Shs 4,969, ,491 Equity Grifols Ord Shs Class A (2,212,847) (73,562) Equity Guidewire Software Ord Shs (9,017,740) (101,574) Equity Gungho Online Entertainment Ord Shs 2,401, ,400 Equity Gunma Bank Ord Shs 574, ,500 Equity Guotai Junan International Holdings Ord Shs (576,811) (2,662,000) Equity H.Lundbeck Ord Shs 7,811, ,231 Equity HAIN CELESTIAL GROUP (8,183,676) (274,620) Equity Hakuhodo Dy Holdings Ord Shs 1,116,111 69,600 Equity Halliburton Ord Shs (542,477) (12,039) Equity Hamamatsu Photonics Ord Shs (2,696,081) (62,800) Equity Hancock Whitney Ord Shs (575,988) (12,347) Equity Hannover Rueckversicherung Ord Shs 9,197,797 73,807 Equity Hanover Insurance Group Ord Shs 9,432,328 78,892 Equity Hargreaves Lansdown Ord Shs (894,678) (34,404) Equity Harley Davidson Ord Shs (7,033,672) (167,150) Equity Harris Ord Shs 1,894,197 13,105 Equity Haseko Ord Shs 13,863,576 1,004,000 Equity Hawaiian Electric Industries Ord Shs 977,619 28,502 Equity Hays Ord Shs 2,203, ,195 Equity Healthcare Services Ord Shs (6,200,572) (143,565) Equity Healthscope Ord Shs (2,346,336) (1,435,396) Equity HELLA GmbH & Co KgaA Ord Shs 550,286 9,825 Equity Helmerich & Payne Ord Shs 3,092,615 48,504 Equity Helvetia Holding Ord Shs 2,250,456 3,938 Equity Henderson Land Development Ord Shs 2,548, ,800 Equity Henry Schein Ord Shs (897,830) (12,360) Equity Hera Ord Shs 3,289,577 1,055,878 Equity Herman Miller Ord Shs 1,376,713 40,611 Equity Hess Ord Shs (72,524,412) (1,084,234) Equity Hewlett Packard Enterprise Ord Shs 10,212, ,029 Equity Hilton Grand Vacations Ord Shs 1,924,115 55,450 Equity Hino Motors Ord Shs 1,054,164 98,800 Equity Hirose Electric Ord Shs (611,117) (4,935) Equity Hisamitsu Pharmaceutical Ord Shs 952,920 11,300

12 Equity Hitachi Capital Ord Shs 834,338 32,300 Equity Hitachi Metals Ord Shs 608,839 58,700 Equity Hitachi Ord Shs 5,294, ,000 Equity HKT Trust And HKT Units 2,781,648 2,178,000 Equity Hochtief Ord Shs 3,669,646 20,316 Equity Hokuriku Electric Power Ord Shs (1,842,034) (183,500) Equity HollyFrontier Ord Shs 35,102, ,968 Equity Home BancShares Ord Shs (1,011,523) (44,837) Equity Honda Motor Ord Shs 2,311,940 78,800 Equity Honeywell International Ord Shs 3,115,657 21,629 Equity Hong Kong and China Gas Ord Shs 1,389, ,000 Equity Howard Hughes Ord Shs (2,372,413) (17,905) Equity Howden Joinery Group Ord Shs 3,968, ,111 Equity HP Ord Shs 5,080, ,926 Equity HSBC Holdings Ord Shs (541,827) (57,798) Equity Huhtamaki Ord Shs (1,264,815) (34,205) Equity Humana Ord Shs 38,321, ,757 Equity Huntington Ingalls Industries Ord Shs 38,492, ,556 Equity Husqvarna Ord Shs 852,078 89,830 Equity IAC InterActive Ord Shs 19,926, ,672 Equity Iberdrola Ord Shs 10,098,968 1,306,597 Equity Ibiden Ord Shs (4,195,964) (262,100) Equity IBM 54,652, ,214 Equity Idemitsu Kosan Ord Shs 18,058, ,900 Equity IDEXX Laboratories Ord Shs (11,726,480) (53,806) Equity Idorsia N Ord Shs (3,002,015) (113,152) Equity IHI Ord Shs (3,794,724) (109,000) Equity IHS Markit Ord Shs (4,514,022) (87,498) Equity Iliad Ord Shs (12,682,032) (80,300) Equity Imerys Ord Shs 642,152 7,947 Equity IMI Ord Shs (2,589,491) (173,423) Equity Imperial Brands Ord Shs (2,411,828) (64,793) Equity Imperial Oil Ord Shs (1,528,586) (45,973) Equity Inchcape Ord Shs 670,814 65,158 Equity Incyte Ord Shs (26,460,846) (394,938) Equity Indivior Ord Shs 3,717, ,443 Equity Industria De Diseno Textil Inditex Ord Shs (46,616,983) (1,365,384) Equity Ingenico Group Ord Shs (8,975,401) (99,896) Equity Ingredion Ord Shs 14,886, ,473 Equity Inmarsat Ord Shs (259,090) (35,713) Equity INPEX Ord Shs 28,955,477 2,792,900 Equity Intact Financial Ord Shs 3,044,904 42,916 Equity INTEL 63,229,330 1,271,964 Equity Inter Pipeline Ord Shs (1,424,726) (75,995)

13 Equity Intermediate Capital Group Ord Shs 2,212, ,183 Equity International Game Technology Ord Shs (15,534,499) (668,438) Equity Intertek Group Ord Shs (3,725,210) (49,408) Equity Intesa Sanpaolo Ord Shs 17,110,873 5,897,510 Equity Intrexon Ord Shs (3,232,449) (231,883) Equity Intuitive Surgical Ord Shs 4,676,664 9,774 Equity Investec Ord Shs 2,986, ,823 Equity Ionis Pharmaceuticals Ord Shs (17,366,014) (416,751) Equity IPG Photonics Ord Shs 9,311,469 42,204 Equity Ipsen Ord Shs (619,540) (3,952) Equity Iqvia Holdings Ord Shs 60,202, ,111 Equity Isetan Mitsukoshi Holdings Ord Shs (12,412,623) (994,400) Equity Isuzu Motors Ord Shs 4,394, ,100 Equity Italgas Ord Shs 1,994, ,941 Equity Ito En Ord Shs 707,905 15,300 Equity Itochu Ord Shs 26,318,846 1,453,600 Equity ITOCHU Techno-Solutions Ord Shs 3,497, ,600 Equity Itt Ord Shs 2,621,079 50,145 Equity Iwg Ord Shs 765, ,492 Equity Iyo Bank Ord Shs (1,165,258) (176,500) Equity Izumi Ord Shs 704,307 11,400 Equity J.Front Retailing Ord Shs (779,025) (51,200) Equity j2 Global Ord Shs 9,821, ,403 Equity Jabil Ord Shs 16,659, ,289 Equity Jack Henry ans Associates Ord Shs 5,581,103 42,813 Equity James Hardie Industries CDI (1,383,473) (82,471) Equity Janus Henderson Group Ord Shs 1,361,954 44,320 Equity Japan Airlines Ord Shs 18,716, ,300 Equity Japan Airport Terminal Ord Shs (1,736,631) (37,100) Equity JAZZ PHARMACEUTICALS 1,412,171 8,196 Equity JCDecaux Ord Shs (2,119,449) (63,377) Equity JD Sports Fashion Ord Shs 1,012, ,293 Equity Jefferies Financial Group Ord Shs (1,019,866) (44,849) Equity JetBlue Airways Ord Shs 18,439, ,536 Equity JFE Holdings Ord Shs 14,318, ,400 Equity JGC Ord Shs (8,486,910) (421,400) Equity John Wiley and Sons Ord Shs Class A 3,497,520 56,050 Equity JTEKT Ord Shs 818,774 60,200 Equity Juniper Networks Ord Shs 16,418, ,787 Equity Just Eat Ord Shs (2,654,917) (258,376) Equity Jxtg Holdings Ord Shs 68,043,653 9,795,300 Equity Jyske Bank Ord Shs 2,502,858 45,660 Equity Kajima Ord Shs 13,859,554 1,791,000 Equity Kakaku.com Ord Shs (11,134,041) (493,400)

14 Equity Kaken Pharmaceutical Ord Shs 610,697 11,900 Equity Kamigumi Ord Shs 1,661,691 80,000 Equity Kansai Electric Power Ord Shs 8,804, ,100 Equity Kansai Paint Ord Shs (8,176,123) (393,800) Equity Kawasaki Heavy Industries Ord Shs (541,835) (18,400) Equity KB Home Ord Shs 13,868, ,115 Equity KBC Groep Ord Shs 14,286, ,179 Equity KBR Ord Shs (2,109,955) (117,743) Equity KDDI Ord Shs 10,628, ,800 Equity Keihan Holdings Ord Shs 562,864 15,700 Equity Keikyu Ord Shs (2,733,606) (166,899) Equity Keio Ord Shs (879,838) (18,200) Equity Kellogg Ord Shs (3,897,838) (55,787) Equity Kemper Ord Shs (1,603,402) (21,195) Equity Kennametal Ord Shs (7,654,921) (213,229) Equity Kesko Ord Shs 944,353 15,445 Equity Keycorp Ord Shs (1,563,415) (80,011) Equity Keyence Ord Shs (8,689,281) (15,400) Equity Keyera Ord Shs (1,477,589) (53,089) Equity Kikkoman Ord Shs (13,965,547) (277,000) Equity Kinder Morgan Ord Shs (31,343,488) (1,773,825) Equity Kindred Group SDR 1,079,624 85,788 Equity Kingfisher Ord Shs 2,847, ,784 Equity Kinross Gold Ord Shs 5,043,083 1,339,015 Equity Kintetsu Group Holdings Ord Shs (582,963) (14,300) Equity Kirin Holdings Ord Shs 4,548, ,200 Equity KLA Tencor Ord Shs 8,386,441 81,795 Equity KLX Ord Shs (2,950,057) (41,030) Equity Knowles Ord Shs (3,333,227) (217,858) Equity Kobe Steel Ord Shs 752,669 82,300 Equity Kohl's Ord Shs 43,476, ,384 Equity Konami Holdings Ord Shs 2,375,540 46,700 Equity Koninklijke Ahold Delhaize Ord Shs 3,552, ,462 Equity Koninklijke KPN NV Ord Shs (11,634,642) (4,279,392) Equity KOSE Ord Shs (7,319,775) (34,000) Equity Kosmos Energy Ord Shs (6,063,920) (733,243) Equity Kraft Heinz Ord Shs (51,464,657) (819,240) Equity Krones Ord Shs 265,316 2,054 Equity Kuehne & Nagel Ord Shs 1,966,556 13,066 Equity Kuraray Ord Shs 3,482, ,000 Equity Kyushu Electric Power Ord Shs 4,300, ,800 Equity Kyushu Financial Group Ord Shs (117,736) (24,400) Equity Kyushu Railway Ord Shs 5,475, ,100 Equity L Brands Ord Shs (24,674,933) (669,060)

15 Equity L3 Technologies Ord Shs 19,111,992 99,376 Equity Laboratory Corporation Of America Holdings Ord Shs 19,556, ,934 Equity Lagardere Ord Shs 810,417 30,718 Equity Lam Research Ord Shs 26,094, ,964 Equity Lanxess Ord Shs (3,130,372) (40,161) Equity Laredo Petroleum Ord Shs 9,030, ,756 Equity Lear Ord Shs 30,549, ,415 Equity Leggett & Platt Ord Shs (2,909,412) (65,175) Equity Lennox International Ord Shs (5,729,494) (28,626) Equity Leonardo Ord Shs (13,043,986) (1,320,435) Equity Li & Fung Ord Shs 3,869,098 10,540,000 Equity Liberty Broadband Ord Shs Series C (19,659,335) (259,632) Equity Liberty Expedia Holdings Ord Shs Series A 1,186,380 27,000 Equity Liberty Global Ord Shs Class A (8,525,585) (309,571) Equity Liberty Global Ord Shs Class C (3,071,672) (115,433) Equity Liberty Media Liberty SiriusXM Ord Shs Series C 136,080 3,000 Equity Linamar Ord Shs 2,158,495 49,073 Equity Lincoln Electric Holdings Ord Shs (2,535,123) (28,887) Equity Lincoln National Ord Shs 14,397, ,282 Equity Line Ord Shs (6,093,673) (146,400) Equity Lions Gate Entertainment Voting Ord Shs Class A (2,188,106) (88,159) Equity Live Nation Entertainment Ord Shs (11,125,250) (229,056) Equity LKQ Ord Shs (6,941,312) (217,596) Equity Lloyds Banking Group Ord Shs (741,970) (892,154) Equity Lockheed Martin Ord Shs 21,265,938 71,983 Equity Loews Ord Shs (11,547,804) (239,184) Equity Lonza Group Ord Shs 5,767,867 21,699 Equity Louisiana Pacific Ord Shs 3,608, ,552 Equity Lowe's Companies Ord Shs (9,827,463) (102,830) Equity lululemon athletica Ord Shs 11,326,891 90,724 Equity Lundin Mining Ord Shs 1,003, ,468 Equity LyondellBasell Industries Ord Shs Class A 73,689, ,816 Equity M3 Ord Shs (11,085,781) (278,400) Equity Mabuchi Motor Ord Shs (670,187) (14,100) Equity MACQUARIE INFRASTRUCTURE (11,365,979) (269,336) Equity Macys Ord Shs 29,305, ,935 Equity Madison Square Garden Ord Shs Class A (3,963,918) (12,779) Equity Magna International Ord Shs 2,910,809 50,035 Equity Mallinckrodt Ord Shs 7,447, ,139 Equity Manhattan Associates Ord Shs 7,132, ,717 Equity Manpower Ord Shs 10,212, ,664 Equity Marathon Oil Ord Shs 347,152 16,642 Equity Marathon Petroleum Ord Shs 19,140, ,812 Equity Marine Harvest Ord Shs 17,345, ,364

16 Equity Marks and Spencer Group Ord Shs 2,301, ,184 Equity Martin Marietta Materials Ord Shs (41,933,334) (187,764) Equity Marubeni Ord Shs 36,016,695 4,725,300 Equity Marui Group Ord Shs (8,637,116) (410,300) Equity Maruichi Steel Tube Ord Shs 565,578 16,700 Equity Marvell Technology Group Ord Shs 2,965, ,335 Equity Masco Ord Shs (3,952,974) (105,638) Equity Match Group Ord Shs 5,952, ,657 Equity Matsumotokiyoshi Holdings Ord Shs (821,127) (18,300) Equity Mattel Ord Shs (40,375,253) (2,458,907) Equity Maxim Integrated Products Ord Shs 2,108,944 35,952 Equity Mazda Motor Ord Shs 12,436,564 1,013,900 Equity MB Financial Ord Shs (964,869) (20,661) Equity McCormick & Co Non-Voting Ord Shs (3,109,238) (26,783) Equity McDermott International Ord Shs 1,221,876 62,182 Equity MCDONALD'S 3,115,467 19,883 Equity McDonalds Holdings (Japan) Ord Shs 759,278 14,900 Equity McKesson Ord Shs 28,058, ,335 Equity MDU Resources Group Ord Shs (1,229,225) (42,860) Equity Mebuki Financial Group Ord Shs 541, ,300 Equity Medidata Solutions Ord Shs (9,564,164) (118,721) Equity Mediobanca Banca Di Credito Finanziario Ord Shs 1,890, ,451 Equity Medipal Holdings Ord Shs 3,102, ,400 Equity Medtronic Ord Shs 11,132, ,038 Equity Melco International Development Ord Shs 3,256,712 1,058,000 Equity Mercadolibre Ord Shs (9,593,859) (32,094) Equity MERCK 5,115,310 84,272 Equity Mercury General Ord Shs (3,050,333) (66,952) Equity Merlin Entertainment Group Ord Shs 742, ,575 Equity Metso Ord Shs (2,157,302) (64,419) Equity MGM China Holdings Ord Shs (610,568) (263,200) Equity Michael Kors Holdings Ord Shs 14,164, ,676 Equity Michelin Ord Shs 14,517, ,288 Equity Micro Focus International Ord Shs (2,150,972) (123,211) Equity Micron Technology Ord Shs 33,497, ,782 Equity MICROSOFT 34,108, ,895 Equity Middleby Ord Shs (7,171,461) (68,679) Equity Millicom International Cellular SDR (4,592,748) (77,818) Equity Minebea Mitsumi Ord Shs (784,249) (46,400) Equity Minerals Technologies Ord Shs 873,005 11,586 Equity Minth Group Ord Shs (4,056,312) (960,000) Equity Misumi Group Ord Shs (6,161,398) (211,500) Equity Mitsubishi Gas Chemical Ord Shs 7,669, ,800 Equity Mitsubishi Logistics Ord Shs (2,434,547) (112,800)

17 Equity Mitsubishi Materials Ord Shs 738,764 26,900 Equity Mitsubishi Motors Ord Shs (4,262,292) (535,200) Equity Mitsubishi Ord Shs 33,762,919 1,216,200 Equity Mitsubishi Tanabe Pharma Ord Shs 4,595, ,200 Equity Mitsubishi UFJ Financial Group Ord Shs (3,636,047) (638,800) Equity Mitsubishi UFJ Lease & Finance Ord Shs 1,181, ,400 Equity Mitsui Chemicals Ord Shs 4,347, ,400 Equity Mitsui Ord Shs 19,910,510 1,194,900 Equity Mixi Ord Shs 2,920, ,500 Equity Mizuho Financial Group Ord Shs 7,789,518 4,630,900 Equity MKS Instruments Ord Shs 3,001,152 31,360 Equity Molson Coors Brewing Ord Shs Class B 7,695, ,100 Equity Monotaro Ord Shs (3,995,130) (90,400) Equity Monster Beverage Ord Shs (31,735,777) (553,853) Equity Mosaic Ord Shs (18,342,680) (653,928) Equity MS&AD Insurance Group Holdings Ord Shs (1,077,852) (34,700) Equity MSCI Ord Shs 4,081,158 24,670 Equity Muenchener Rueckversicherungs-Gesellschaft N Ord Shs 573,143 2,713 Equity Murphy Oil Ord Shs 293,022 8,677 Equity Murphy USA Ord Shs 11,491, ,679 Equity Mylan Ord Shs 22,488, ,267 Equity Nabors Industries Ord Shs (11,238,813) (1,753,325) Equity Nabtesco Ord Shs (2,263,594) (73,600) Equity Nankai Electric Railway Ord Shs 784,870 28,300 Equity NASDAQ Ord Shs 19,594, ,686 Equity National Bank of Canada Ord Shs 3,058,028 63,675 Equity National Fuel Gas Ord Shs (20,153,292) (380,538) Equity National Oilwell Varco Ord Shs (13,301,492) (306,486) Equity Navient Ord Shs 3,585, ,183 Equity NCC B Ord Shs 572,156 34,430 Equity NCR Ord Shs (2,680,002) (89,393) Equity Nektar Therapeutics Ord Shs (6,549,666) (134,132) Equity Neste Ord Shs 26,567, ,815 Equity NetApp Ord Shs (11,816,880) (150,476) Equity Netflix Ord Shs 21,689,528 55,411 Equity Neurocrine Biosciences Ord Shs (13,936,326) (141,860) Equity Newcrest Mining Ord Shs 6,802, ,882 Equity Newell Brands Ord Shs (8,633,254) (334,752) Equity Newfield Exploration Ord Shs 1,931,795 63,861 Equity Newmont Mining Ord Shs (17,000,837) (450,831) Equity NEXON Ord Shs 4,858, ,800 Equity Next Ord Shs 750,303 9,402 Equity NextEra Energy Ord Shs 4,162,722 24,922 Equity NGK Spark Plug Ord Shs (11,155,121) (391,400)

18 Equity NHK Spring Ord Shs 4,372, ,400 Equity NIDEC Ord Shs (60,847,125) (405,800) Equity Nintendo Ord Shs (12,896,505) (39,500) Equity Nippon Electric Glass Ord Shs 2,852, ,700 Equity Nippon Express Ord Shs 4,394,354 60,600 Equity Nippon Paint Holdings Ord Shs (16,330,931) (379,600) Equity Nippon Shinyaku Ord Shs (2,705,461) (43,600) Equity Nippon Shokubai Ord Shs 866,922 12,000 Equity Nippon Steel & Sumitomo Metal Ord Shs 5,003, ,000 Equity Nippon Telegraph And Telephone Ord Shs 17,455, ,300 Equity Nippon Yusen Ord Shs (4,516,007) (227,700) Equity Nissan Motor Ord Shs 16,653,945 1,712,900 Equity NN Group Ord Shs 20,715, ,556 Equity Noble Energy Ord Shs (32,283,705) (915,071) Equity Nokia Ord Shs (16,424,653) (2,855,185) Equity Nomura Holdings Ord Shs (2,415,408) (497,600) Equity Nordea Bank Ord Shs 3,477, ,254 Equity Nordson Ord Shs (893,348) (6,957) Equity Nordstrom Ord Shs (1,302,837) (25,161) Equity Norsk Hydro Ord Shs 3,550, ,576 Equity Northrop Grumman Ord Shs 46,087, ,781 Equity NorthWestern Ord Shs 1,577,009 27,546 Equity Norwegian Cruise Line Holdings Ord Shs 2,699,912 57,141 Equity Novozymes B Ord Shs (586,301) (11,565) Equity NOW Ord Shs (4,492,423) (337,016) Equity Nrg Energy Ord Shs (8,031,703) (261,619) Equity Nu Skin Enterprises Ord Shs Class A 12,795, ,647 Equity Nucor Ord Shs (17,326,563) (277,225) Equity Nutrien Ord Shs (3,392,289) (62,339) Equity NuVasive Ord Shs (2,405,390) (46,151) Equity NVIDIA Ord Shs 8,586,677 36,246 Equity NVR Ord Shs 9,971,465 3,357 Equity Oasis Petroleum Ord Shs 160,828 12,400 Equity Obayashi Ord Shs 15,595,527 1,499,700 Equity Obic Ord Shs (645,105) (7,800) Equity OC Oerlikon Ord Shs (4,584,888) (299,210) Equity Occidental Petroleum Ord Shs (8,047,087) (96,165) Equity Oceaneering International Ord Shs 6,695, ,990 Equity OCI Ord Shs (4,199,958) (155,616) Equity Ocwen Financial Ord Shs (238,226) (60,158) Equity Odakyu Electric Railway Ord Shs (1,919,558) (89,500) Equity Office Depot Ord Shs (1,347,810) (528,553) Equity OGE Energy Ord Shs (3,829,123) (108,751) Equity Old Mutual Ord Shs (3,237,548) (1,631,951)

19 Equity Old Republic International Ord Shs 12,055, ,498 Equity ON Semiconductor Ord Shs 7,344, ,296 Equity ONE Gas Ord Shs 5,317,676 71,149 Equity OneMain Holdings Ord Shs 896,233 26,922 Equity Oneok Ord Shs (59,504,238) (852,130) Equity Ono Pharmaceutical Ord Shs (8,495,440) (362,700) Equity Opko Health Ord Shs (7,692,410) (1,636,683) Equity Oracle Japan Ord Shs 3,420,023 41,900 Equity Oracle Ord Shs 58,240,182 1,321,838 Equity Orient Ord Shs (650,695) (484,200) Equity Orion B Ord Shs (3,345,890) (124,186) Equity Orix Ord Shs 837,484 53,000 Equity Orsted Ord Shs 4,215,586 69,733 Equity Osaka Gas Ord Shs 7,941, ,100 Equity Oshkosh Ord Shs 2,512,182 35,725 Equity Otsuka Holdings Ord Shs 3,996,089 82,600 Equity Otsuka Ord Shs 4,291, ,500 Equity Outokumpu Ord Shs 3,478, ,523 Equity Owens & Minor Ord Shs (296,569) (17,748) Equity Owens Corning Ord Shs 18,792, ,556 Equity PacWest Bancorp Ord Shs (6,127,981) (123,998) Equity Paddy Power Betfair Ord Shs 300,635 2,746 Equity Palo Alto Networks Ord Shs (18,978,031) (92,364) Equity Pandora Holding Ord Shs 1,016,911 14,565 Equity Pandora Media Ord Shs (8,749,400) (1,110,330) Equity Partners Group Holding Ord Shs 8,931,378 12,170 Equity Patterson Companies Ord Shs (3,478,643) (153,447) Equity Patterson UTI Energy Ord Shs 127,800 7,100 Equity PBF Energy Ord Shs Class A 25,539, ,093 Equity Pembina Pipeline Ord Shs (5,190,621) (149,836) Equity Penske Automotive Group Voting Ord Shs 2,560,587 54,655 Equity Pentair Ord Shs (3,391,732) (80,602) Equity Peptidream Ord Shs (9,047,450) (217,600) Equity PerkinElmer Ord Shs 578,810 7,904 Equity Perrigo Ord Shs (21,422,708) (293,824) Equity Persimmon Ord Shs 18,099, ,714 Equity Persol Holdings Ord Shs (3,019,802) (135,500) Equity Petrofac Ord Shs (805,927) (104,550) Equity Peugeot Ord Shs 16,942, ,338 Equity Peyto Exploration & Development Ord Shs 1,591, ,653 Equity PFIZER 42,335,386 1,166,907 Equity PHILIP MORRIS INTERNATIONAL (52,615,674) (651,668) Equity Phillips 66 Ord Shs 5,784,751 51,507 Equity Pigeon Ord Shs (11,404,681) (234,600)

20 Equity Pilgrims Pride Ord Shs 6,507, ,291 Equity Pinnacle Foods Ord Shs (3,262,889) (50,152) Equity Pitney Bowes Ord Shs (3,452,133) (402,816) Equity Platform Specialty Products Ord Shs (16,094,258) (1,387,436) Equity Playtech Ord Shs 2,043, ,709 Equity Pola Orbis Holdings Ord Shs 7,672, ,500 Equity Pool Ord Shs (4,496,369) (29,679) Equity Popular Ord Shs 3,110,855 68,809 Equity Post Holdings Ord Shs (8,159,685) (94,858) Equity Poste Italiane Ord Shs 15,361,131 1,836,069 Equity Premier Ord Shs Class A (14,739,139) (405,144) Equity Primerica Ord Shs 881,062 8,846 Equity ProAssurance Ord Shs (1,157,443) (32,650) Equity Prosperity Bancshares Ord Shs (2,039,042) (29,828) Equity Prudential Financial Ord Shs 2,876,648 30,763 Equity Prudential Ord Shs (19,772,811) (864,237) Equity PTC Ord Shs (5,591,733) (59,607) Equity Public Service Enterprise Group Ord Shs 5,299,223 97,880 Equity Pultegroup Ord Shs 17,368, ,139 Equity PVH Ord Shs 6,413,855 42,839 Equity Qantas Airways Ord Shs (3,929,355) (862,411) Equity QBE Insurance Group Ord Shs (5,689,171) (789,703) Equity Qiagen Ord Shs (4,365,228) (119,905) Equity Qiagen Ord Shs 935,025 25,858 Equity Qualcomm Ord Shs (1,864,868) (33,230) Equity Quilter Ord Shs (1,039,860) (543,983) Equity Quorvo Ord Shs 9,185, ,580 Equity Qurate Retail Ord Shs Series A 25,333,582 1,193,854 Equity Rakuten Ord Shs (586,002) (86,700) Equity Ralph Lauren Ord Shs Class A 597,799 4,755 Equity Range Resources Ord Shs 7,541, ,753 Equity Raytheon Ord Shs 63,065, ,460 Equity Reckitt Benckiser Group Ord Shs (14,443,277) (175,505) Equity Recordati Industria Chimica E Farmaceutica Ord Shs (666,767) (16,777) Equity Recruit Holdings Ord Shs (7,311,390) (264,400) Equity Red Electrica Ord Shs 652,498 32,064 Equity Red Hat Ord Shs 2,155,967 16,045 Equity Regeneron Pharmaceuticals Ord Shs 6,800,788 19,713 Equity Regions Financial Ord Shs (625,714) (35,192) Equity Reinsurance Group of America Ord Shs 27,644, ,104 Equity Reliance Steel & Aluminum Ord Shs 578,027 6,603 Equity Remy Cointreau Ord Shs (5,522,877) (42,641) Equity Renault Par Shs 26,243, ,813 Equity Renesas Electronics Ord Shs (11,554,942) (1,179,700)

21 Equity Repsol Ord Shs 61,422,422 3,139,846 Equity Republic Services Ord Shs 11,758, ,005 Equity Resona Holdings Ord Shs 6,165,712 1,153,600 Equity Rheinmetall Ord Shs 4,652,263 42,164 Equity RICOH Ord Shs (8,666,812) (945,800) Equity Rio Tinto Ord Shs 4,687,355 84,589 Equity Robert Half Ord Shs 5,841,618 89,733 Equity ROCHE HOLDING 5,820,224 26,160 Equity Rohm Ord Shs (4,898,489) (58,400) Equity Rolls-Royce Holdings Ord Shs (6,495,384) (498,309) Equity Rotork Ord Shs (912,636) (206,719) Equity Rowan Companies Class A Ord Shs 8,247, ,496 Equity Royal Bank of Scotland Group Ord Shs (983,044) (291,006) Equity Royal Boskalis Ord Shs (3,543,972) (121,732) Equity Royal Caribbean Cruises Ord Shs 8,746,844 84,429 Equity Royal Gold Ord Shs (14,497,616) (156,157) Equity Royal Mail Ord Shs 8,950,128 1,342,557 Equity RPC Group Ord Shs 751,534 76,150 Equity RPC Ord Shs 4,528, ,817 Equity RSA Insurance Group Ord Shs (5,008,608) (558,895) Equity RWE Ord Shs 3,496, ,488 Equity Ryder System Ord Shs 8,129, ,128 Equity Saab B Ord Shs 784,905 18,912 Equity Sabre Ord Shs (1,574,250) (63,890) Equity Saga Ord Shs 697, ,311 Equity Saipem Ord Shs (645,438) (140,250) Equity Sally Beauty Holdings Ord Shs 1,132,359 70,640 Equity Salmar Ord Shs 1,503,729 35,888 Equity Salzgitter Ord Shs 1,948,021 44,698 Equity Sampo Ord Shs 587,243 12,040 Equity Sanderson Farms Ord Shs 4,890,001 46,505 Equity Santander Consumer USA Holdings Ord Shs 1,494,632 78,294 Equity Santen Pharmaceutical Ord Shs (1,724,185) (99,000) Equity Sawai Pharmaceutical Ord Shs 859,130 18,900 Equity Schibsted Ord Shs (5,820,424) (191,759) Equity Schlumberger Ord Shs (38,740,056) (577,951) Equity Science Applications International Ord Shs 1,060,669 13,106 Equity Scientific Games Ord Shs (7,948,391) (161,717) Equity Seagate Technology Ord Shs 8,544, ,302 Equity Sealed Air Ord Shs (51,065,355) (1,202,953) Equity Seattle Genetics Ord Shs (23,105,181) (348,022) Equity Securitas B Ord Shs 3,447, ,586 Equity Seek Ord Shs (1,314,691) (81,497) Equity Seiko Epson Ord Shs (1,266,340) (72,900)

22 Equity Sekisui House Ord Shs 3,627, ,200 Equity Sempra Energy Ord Shs (8,698,032) (74,912) Equity Sensata Technologies Holding Ord Shs (2,391,228) (50,257) Equity Sensient Technologies Ord Shs (811,878) (11,347) Equity Service Corporation International Ord Shs 4,205, ,515 Equity ServiceNow Ord Shs (9,215,934) (53,435) Equity Ses Sa FDR (1,410,494) (77,043) Equity Seven Generations Energy Ord Shs Class A 1,121, ,756 Equity Sherwin Williams Ord Shs (2,243,673) (5,505) Equity Shikoku Electric Power Ord Shs (2,709,370) (202,700) Equity Shimadzu Ord Shs (1,015,197) (33,600) Equity Shimamura Ord Shs 6,621,646 75,300 Equity Shimano Ord Shs (10,822,891) (73,800) Equity Shimizu Ord Shs 3,326, ,000 Equity Shiseido Ord Shs (12,902,411) (162,600) Equity Shopify Subordinate Voting Ord Shs Class A (7,245,684) (49,674) Equity Signature Bank Ord Shs (2,670,902) (20,886) Equity Signet Jewelers Ord Shs 11,440, ,214 Equity Signify Ord Shs 5,447, ,809 Equity Sika Ord Shs 2,361,844 17,040 Equity Six Flags Entertainment Ord Shs (3,318,128) (47,368) Equity SJM Hldgs Ord Shs 1,063, ,000 Equity Skandinaviska Enskilda Banken Ord Shs 1,632, ,834 Equity Skechers USA Ord Shs Class A 7,788, ,532 Equity Skyworks Solutions Ord Shs 53,376, ,267 Equity SLM Ord Shs (16,073,670) (1,403,814) Equity SM Energy Ord Shs 127,551 4,965 Equity Snap On Ord Shs 12,252,007 76,232 Equity Societe B I C Ord Shs 1,297,348 14,003 Equity Softbank Group Ord Shs (20,616,542) (286,700) Equity Software Ord Shs 7,397, ,858 Equity Sojitz Ord Shs 16,024,527 4,419,700 Equity Solvay Ord Shs 3,453,069 27,363 Equity Sompo Holdings Ord Shs (581,844) (14,400) Equity Sonova Holding Ord Shs 2,188,095 12,196 Equity Sony Financial Holdings Ord Shs (14,561,515) (763,000) Equity Sothebys Ord Shs (14,333,316) (263,771) Equity South32 Ord Shs 133,469 49,986 Equity Southwest Airlines Ord Shs (28,553,398) (561,191) Equity Southwest Gas Holdings Ord Shs (8,890,489) (116,566) Equity Southwestern Energy Ord Shs 15,042,147 2,838,141 Equity Spectris Ord Shs (809,108) (23,502) Equity Spirit Aerosystems Ord Shs Class A 37,516, ,698 Equity Spirit Airlines Ord Shs 392,580 10,800

23 Equity Splunk Ord Shs (23,918,117) (241,329) Equity Sprint Ord Shs (13,728,944) (2,523,703) Equity Sprouts Farmers Market Ord Shs (4,721,479) (213,932) Equity Square Enix Hldg Ord Shs 9,665, ,000 Equity Square Ord Shs Class A (21,149,609) (343,115) Equity SS And C Technologies Holdings Ord Shs 1,402,961 27,032 Equity Ssab A Ord Shs 3,441, ,982 Equity Standard Chartered Ord Shs (9,727,069) (1,064,727) Equity Stanley Electric Ord Shs (1,414,837) (41,500) Equity Stars Group Ord Shs 902,992 24,891 Equity Start Today Ord Shs 528,694 14,600 Equity State Street Ord Shs 16,143, ,413 Equity STATOIL 7,219, ,153 Equity Stericycle Ord Shs (12,664,171) (193,968) Equity Sterling Ban Ord Shs (4,778,349) (203,334) Equity Stifel Financial Ord Shs (6,733,458) (128,870) Equity Stmicroelectronics Ord Shs (9,981,297) (447,037) Equity Subaru Ord Shs 3,824, ,500 Equity Subsea 7 Ord Shs 2,665, ,832 Equity Suedzucker AG Ord Shs 4,849, ,698 Equity Sugi Holdings Ord Shs 583,910 10,100 Equity SUMCO Ord Shs (36,189,465) (1,793,700) Equity Sumitomo Chemical Ord Shs 843, ,000 Equity Sumitomo Ord Shs 15,316, ,100 Equity Sun Life Financial Ord Shs 1,457,558 36,261 Equity Sundrug Ord Shs (761,326) (18,800) Equity Superior Energy Services Ord Shs (8,518,750) (874,615) Equity Suruga Bank Ord Shs (1,045,745) (117,000) Equity Suzuken Ord Shs 833,731 19,710 Equity Suzuki Motor Ord Shs 13,662, ,600 Equity SVB Financial Group Ord Shs (1,285,271) (4,451) Equity Swedbank Ord Shs 3,458, ,614 Equity Swiss Life Holding Ord Shs 13,446,752 38,637 Equity Swiss Re Ord Shs 3,218,872 37,233 Equity Symantec Ord Shs 1,038,241 50,278 Equity Synchrony Financial Ord Shs 593,864 17,791 Equity Syneos Health Ord Shs Class A (10,032,051) (213,903) Equity Synnex Ord Shs 9,951, ,111 Equity Synopsys Ord Shs 12,645, ,782 Equity Sysmex Ord Shs (4,140,663) (44,400) Equity T Mobile US Ord Shs (8,401,388) (140,609) Equity T Rowe Price Group Ord Shs 587,996 5,065 Equity T&D Holdings Ord Shs (10,481,659) (698,200) Equity Tabcorp Holdings Ord Shs (721,384) (218,678)

24 Equity Tableau Software Ord Shs Class A (22,479,274) (229,967) Equity Taiheiyo Cement Ord Shs 549,010 16,700 Equity Taisei Ord Shs 17,353, ,900 Equity Talanx Ord Shs 3,564,243 97,653 Equity Targa Resources Ord Shs (41,938,469) (847,413) Equity Target Ord Shs 27,226, ,680 Equity Taylor Wimpey Ord Shs 11,714,486 4,964,227 Equity TE Connectivity Ord Shs 11,009, ,243 Equity Tech Data Ord Shs 20,560, ,368 Equity Techtronic Industries Ord Shs (3,284,505) (589,000) Equity Teck Resources B Ord Shs 587,750 23,066 Equity Tegna Ord Shs 7,564, ,229 Equity Telefonica Deutschland Holding Ord Shs (5,697,176) (1,446,246) Equity Telenet Group Holding Ord Shs (4,188,291) (89,735) Equity Teleperformance Ord Shs 4,705,968 26,656 Equity Telephone and Data Systems Ord Shs (2,222,693) (81,061) Equity TEMENOS Ord Shs 11,134,016 73,581 Equity Tempur Sealy International Ord Shs (16,011,125) (333,218) Equity Tenaris Ord Shs (17,277,863) (942,238) Equity Tenet Healthcare Ord Shs (27,182,233) (809,718) Equity Terex Ord Shs (2,388,967) (56,624) Equity Terna Rete Elettrica Nazionale Ord Shs 8,286,866 1,533,228 Equity Terumo Ord Shs (2,605,862) (45,500) Equity TESCO (35,602,822) (10,514,710) Equity Tesla Ord Shs (32,500,686) (94,768) Equity TEXAS CAPITAL BANCSHARES (3,247,884) (35,496) Equity Texas Instrument Ord Shs 31,516, ,867 Equity Textron Ord Shs 16,409, ,971 Equity Thales Ord Shs 13,853, ,591 Equity Thermo Fisher Scientific Ord Shs 22,126, ,818 Equity THK Ord Shs (2,923,720) (102,100) Equity Thomas Cook Group Ord Shs (563,272) (396,498) Equity Tiffany Ord Shs (9,395,187) (71,392) Equity TJX Ord Shs (2,186,856) (22,976) Equity Toho Gas Ord Shs 1,200,221 34,700 Equity Tohoku Electric Power Ord Shs 4,057, ,500 Equity Tokio Marine Holdings Ord Shs (12,739,536) (272,000) Equity Tokyo Electric Power Holdings Ord Shs 23,024,188 4,947,300 Equity Tokyo Electron Ord Shs (10,361,290) (60,400) Equity Tokyo Gas Ord Shs 7,587, ,100 Equity Toll Brothers Ord Shs 4,036, ,123 Equity Torchmark Ord Shs 9,816, ,577 Equity Toronto Dominion Ord Shs 11,847, ,648 Equity Tosoh Ord Shs 7,832, ,800