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AQR Equity Market Neutral Mutual FundMarch 31, 2021

NAV: $60,843,071

Portfolio Exposures

QuantityExposureSecurity DescriptionAsset Class

Equity (366)10x Genomics Ord Shs Class A (66,246)

Equity (667)2U Ord Shs (25,499)

Equity 8363M Ord Shs 161,080

Equity 1,100A O Smith Ord Shs 74,371

Equity 260A P Moller Maersk Ord Shs Class B 605,425

Equity 36,553A2A Ord Shs 66,675

Equity (748)AAK Ord Shs (16,966)

Equity 154Aalberts Ord Shs 7,819

Equity (2,824)Abb Ord Shs (85,697)

Equity 2,095Abbott Laboratories Ord Shs 251,065

Equity 882AbbVie Ord Shs 95,450

Equity 500ABC Mart Ord Shs 28,235

Equity (6,710)Abcam Ord Shs (128,776)

Equity (13)Abiomed Ord Shs (4,143)

Equity (2,960)Acadia Healthcare Company Ord Shs (169,134)

Equity (1,048)Acceleron Pharma Ord Shs (142,119)

Equity 448Accenture Ord Shs Class A 123,760

Equity (627)Acciona Ord Shs (105,305)

Equity (1,186)Accor Ord Shs (44,828)

Equity 17,222Acerinox Ord Shs 225,181

Equity 4,498ACI Worldwide Ord Shs 171,149

Equity 2,510Acs Actividades De Construccion Y Servicios Ord Shs 83,367

Equity 1,705Activision Blizzard Ord Shs 158,565

Equity 416Acuity Brands Ord Shs 68,640

Equity (5,231)Adaptive Biotechnologies Ord Shs (210,600)

Equity 5,982Adecco Group Ord Shs 404,499

Equity (3,352)Adevinta Ord Shs (49,438)

Equity (1,145)Adidas N Ord Shs (358,230)

Equity (1,056)Adient Ord Shs (46,675)

Equity (8,231)Admiral Group Ord Shs (352,159)

Equity 448Adobe Ord Shs 212,966

Equity 10,634ADT Ord Shs 89,751

Equity 4,193Adtalem Global Education Ord Shs 165,791

Equity (324)Advance Auto Parts Ord Shs (59,451)

Equity (1,912)Advanced Micro Devices Ord Shs (150,092)

Equity 1,300Advantest Ord Shs 113,882

Equity (1)Adyen Ord Shs (2,237)

Equity 1,290AECOM Ord Shs 82,702

AQR Capital Management, LLC | Two Greenwich Plaza | Greenwich, CT 06830 | p: +1.203.742.3600 | f: +1.203.742.3100 | w: aqr.comrrid-4174197

AQR Equity Market Neutral Mutual Fund

Equity (66,893)Aegon Ord Shs (318,408)

Equity (1,205)Aena SME Ord Shs (195,866)

Equity 7,800Aeon Financial Services Ord Shs 104,824

Equity (22,500)Aeon Ord Shs (671,742)

Equity (2,457)Aeroports de Paris Ord Shs (294,258)

Equity (3,327)AES Ord Shs (89,197)

Equity 3,048AFLAC Ord Shs 155,997

Equity (2,021)Afterpay Ord Shs (156,238)

Equity 1,200AGC Ord Shs 50,281

Equity 3,368AGCO Ord Shs 483,813

Equity 2,632Ageas Ord Shs 159,495

Equity 918Agilent Technologies Ord Shs 116,715

Equity 19,305AGL Energy Ord Shs 141,890

Equity 1,256Agnico Eagle Mines Ord Shs 72,601

Equity (16,600)AIA Group Ord Shs (201,349)

Equity (9,346)Air Canada Voting and Variable Voting Ord Shs (194,453)

Equity 439Air Lease Ord Shs Class A 21,511

Equity (25)Air Products and Chemicals Ord Shs (7,034)

Equity 1,200Air Water Ord Shs 21,068

Equity (3,785)Airbus Ord Shs (429,459)

Equity 8,500Aisin Ord Shs 323,077

Equity (2,800)Ajinomoto Ord Shs (57,406)

Equity (585)Akamai Technologies Ord Shs (59,612)

Equity 612Akzo Nobel Ord Shs 68,533

Equity 14,465Alamos Gold Ord Shs Class A 113,018

Equity 2,031Alaska Air Group Ord Shs 140,566

Equity (1,304)Albemarle Ord Shs (190,527)

Equity (3,289)Alcon Ord Shs (231,277)

Equity (1,734)Alexandria Real Estate Equities REIT Ord Shs (284,896)

Equity 1,841Alfa Laval Ord Shs 55,760

Equity 13,200Alfresa Holdings Ord Shs 254,802

Equity (14,754)Algonquin Power Utilities Ord Shs (233,721)

Equity 193Align Technology Ord Shs 104,515

Equity 4,901Alimentation Couche Tard Sub Voting Ord Shs Class B 158,005

Equity (4,000)Alkermes Ord Shs (74,720)

Equity (23)Alleghany Ord Shs (14,405)

Equity 1,042Allegion Ord Shs 130,896

Equity (1,679)Allete Ord Shs (112,812)

Equity 1,212Alliance Data Systems Ord Shs 135,853

Equity (3,041)Alliant Energy Ord Shs (164,701)

Equity 60Allianz Ord Shs 15,306

Equity 3,448Allison Transmission Holdings Ord Shs 140,782

Equity 4,473Allstate Ord Shs 513,948

Equity 2,459Ally Financial Ord Shs 111,171



Equity (1,787)Alnylam Pharmaceuticals Ord Shs (252,307)

Equity 22,300Alps Alpine Ord Shs 294,643

Equity (5,187)Alstom Ord Shs (259,214)

Equity (7,777)Altagas Ord Shs (129,570)

Equity (505)Alteryx Ord Shs Class A (41,895)

Equity (3,774)Altice USA Ord Shs Class A (122,768)

Equity (3,422)Altria Group Ord Shs (175,070)

Equity (143,469)Alumina Ord Shs (190,135)

Equity 6,000Amada Ord Shs 67,005

Equity (9,942)Amadeus It Group Ord Shs (705,530)

Equity 63Amazon Com Ord Shs 194,927

Equity (9,137)Ambu Ord Shs Class B (430,141)

Equity (7,258)Amcor Ord Shs (84,773)

Equity 2,512Amdocs Ord Shs 176,217

Equity (644)Amedisys Ord Shs (170,525)

Equity 28Amerco Ord Shs 17,153

Equity (5,273)Ameren Ord Shs (429,011)

Equity (13,974)American Airlines Group Ord Shs (333,979)

Equity 2,667American Campus Communities REIT Ord Shs 115,134

Equity (2,650)American Eagle Outfitters Ord Shs (77,486)

Equity (3,861)American Electric Power Ord Shs (327,027)

Equity (1,671)American Express Ord Shs (236,346)

Equity 1,059American Financial Group Ord Shs 120,832

Equity (1,018)American Homes 4 Rent REIT Ord Shs Class A (33,940)

Equity 116American International Group Ord Shs 5,360

Equity (164)American Tower REIT (39,206)

Equity (235)American Water Works Ord Shs (35,231)

Equity (6,214)Americold Realty Ord Shs (239,053)

Equity (804)Ameriprise Finance Ord Shs (186,890)

Equity 2,840AmerisourceBergen Ord Shs 335,319

Equity 281AMETEK Ord Shs 35,892

Equity 48,170AMP Ord Shs 46,411

Equity 512Amphenol Ord Shs Class A 33,777

Equity (4,078)Amplifon Ord Shs (152,126)

Equity 2,387Ampol Ord Shs 44,633

Equity 1,839ams Ord Shs 36,813

Equity 2,409Amundi Ord Shs 193,095

Equity (15,900)Ana Holdings Ord Shs (370,089)

Equity (1,419)Analog Devices Ord Shs (220,059)

Equity 661Anaplan Ord Shs 35,595

Equity 5,078Anglo American Ord Shs 199,149

Equity (964)ANHEUSER-BUSCH INBEV (60,898)

Equity 3,400Anritsu Ord Shs 74,338

Equity 1,952Ansell Ord Shs 58,340



Equity (441)ANSYS Ord Shs (149,746)

Equity 587Anthem Ord Shs 210,704

Equity (10,899)Antofagasta Ord Shs (254,131)

Equity (2,739)Aon Ord Shs Class A (630,271)

Equity (18,336)APA Group Units (139,935)

Equity (2,903)APA Ord Shs (51,964)

Equity 2,816Apartment Investment and Management REIT Ord Shs Class A 17,290

Equity 787Aperam Ord Shs 35,537

Equity 390APPLE 47,639

Equity (4,648)Apple Hospitality REIT Ord Shs (67,721)

Equity 1,389Applied Material Ord Shs 185,570

Equity (956)AptarGroup Ord Shs (135,437)

Equity (1,286)Aptiv Ord Shs (177,339)

Equity (1,196)ARAMARK Ord Shs (45,185)

Equity (3,768)ArcelorMittal Ord Shs (109,075)

Equity 3,514Arch Capital Group Ord Shs 134,832

Equity 1,786Archer Daniels Midland Ord Shs 101,802

Equity (1,686)argenx Ord Shs (464,477)

Equity (377)Arista Networks Ord Shs (113,813)

Equity (492)Aristocrat Leisure Ord Shs (12,872)

Equity 1,651Arkema Ord Shs 200,542

Equity (856)Armstrong World Industries Ord Shs (77,117)

Equity 4,061Arrow Electronics Ord Shs 450,040

Equity (3,218)Arrowhead Pharmaceuticals Ord Shs (213,386)

Equity (453)Arthur J Gallagher Ord Shs (56,521)

Equity (5,400)Asahi Group Holdings Ord Shs (227,973)

Equity (13,300)Asahi Intecc Ord Shs (367,104)

Equity (8,600)Asahi Kasei Ord Shs (99,192)

Equity (516)ASGN Ord Shs (49,247)

Equity 539Ashland Global Ord Shs 47,847

Equity (12,157)Ashmore Group Ord Shs (65,650)

Equity (138)Ashtead Group Ord Shs (8,239)

Equity (4,600)Asics Ord Shs (73,475)

Equity 900ASM International Ord Shs 262,327

Equity 8,300ASM Pacific Technology Ord Shs 105,746

Equity 283ASML Holding Ord Shs 171,959

Equity 2,973Asos Ord Shs 226,996

Equity (49)Aspen Technology Ord Shs (7,072)

Equity 7,246ASR Nederland Ord Shs 325,405

Equity (4,355)Assa Abloy Ord Shs Class B (125,409)

Equity 9,097Assicurazioni Generali Ord Shs 182,400

Equity 20,214Associated Bancorp Ord Shs 431,367

Equity 8,581Associated British Foods Ord Shs 285,917

Equity (136)Assurant Ord Shs (19,281)



Equity (1,489)Assured Guaranty Ord Shs (62,955)

Equity (3,500)Astellas Pharma Ord Shs (53,910)

Equity (1,929)ASTRAZENECA (192,875)

Equity 10,538AT&T 318,985

Equity 4,793Atco Ord Shs Class I 159,099

Equity 6,830Atlantia Ord Shs 128,035

Equity (9,217)Atlas Arteria Stapled Units (41,770)

Equity (9,978)Atlas Copco Ord Shs Class A (608,550)

Equity (2,337)Atmos Energy Ord Shs (231,012)

Equity 8,780Atos Ord Shs 686,429

Equity 92,219Aurizon Holdings Ord Shs 273,931

Equity 4,063Aurubis Ord Shs 337,323

Equity (135,572)AusNet Services Ord Shs (189,479)

Equity 3,765Australia and New Zealand Banking Group Ord Shs 80,809

Equity (19,986)Auto Trader Group Ord Shs (152,874)

Equity 943AutoDesk Ord Shs 261,352

Equity 1,425Autoliv Ord Shs 132,240

Equity (447)Automatic Data Processing Ord Shs (84,246)

Equity 2,140Autonation Ord Shs 199,491

Equity 111AutoZone Ord Shs 155,877

Equity (417)Avalara Ord Shs (55,640)

Equity 191AvalonBay Communities REIT Ord Shs 35,241

Equity (835)Avangrid Ord Shs (41,591)

Equity (975)Avanos Medical Ord Shs (42,647)

Equity (1,280)Avantor Ord Shs (37,030)

Equity 20,808Avast Ord Shs 130,912

Equity (1,313)Avery Dennison Ord Shs (241,132)

Equity (1,254)Avient Ord Shs (59,277)

Equity (1,685)Avis Budget Group Ord Shs (122,230)

Equity 108,515Aviva Ord Shs 611,149

Equity 5,267Avnet Ord Shs 218,633

Equity (11,531)Axa Ord Shs (310,146)

Equity 2,646Axalta Coating Systems Ord Shs 78,269

Equity 831Axfood Ord Shs 19,907

Equity (370)AXIS Capital Holdings Ord Shs (18,341)

Equity (544)Axon Enterprise Ord Shs (77,476)

Equity (2,200)Azbil Ord Shs (94,869)

Equity 5,763Azimut Holding Ord Shs 131,638

Equity 6,016B&M European Value Retail Ord Shs 43,809

Equity (154)Bachem Holding Ord Shs (66,270)

Equity 35,612BAE Systems Ord Shs 248,126

Equity (9,414)Baker Hughes Ord Shs Class A (203,437)

Equity (1,919)Bakkafrost Ord Shs (152,304)

Equity (4,759)Ball Ord Shs (403,278)



Equity (8,163)Ballard Power Systems Ord Shs (199,066)

Equity 252Baloise Holding Ord Shs 43,055

Equity 4,236Banca Generali Ord Shs 149,457

Equity 103,759Banco Bilbao Vizcaya Argentaria Ord Shs 539,742

Equity 109,622Banco BPM Ord Shs 313,722

Equity (169,516)Banco De Sabadell Ord Shs (90,850)

Equity (46,317)Banco Santander Ord Shs (157,702)

Equity 3,106BancorpSouth Ord Shs 100,883

Equity (1,800)Bandai Namco Holdings Ord Shs (128,574)

Equity 219Bank of America Ord Shs 8,473

Equity (1,257)Bank of Hawaii Ord Shs (112,489)

Equity (2,600)Bank Of Kyoto Ord Shs (160,235)

Equity 834Bank of Montreal Ord Shs 74,332

Equity 10,058Bank of New York Mellon Ord Shs 475,643

Equity (179)Bank of Nova Scotia Ord Shs (11,197)

Equity (913)Bank Ozk Ord Shs (37,296)

Equity (42,985)Bankinter Ord Shs (299,080)

Equity 36,899Barclays Ord Shs 94,651

Equity 13,584Barratt Developments Ord Shs 139,964

Equity 12,733Barrick Gold Ord Shs 252,563

Equity (110)Barry Callebaut Ord Shs (249,652)

Equity (1,171)BASF N Ord Shs (97,495)

Equity 76Bausch Health Companies Ord Shs 2,411

Equity 1,051Baxter International Ord Shs 88,641

Equity 3,084Bayer Ord Shs 195,585

Equity (8,222)BCE Ord Shs (371,114)

Equity (13,034)Beazley Ord Shs (63,264)

Equity 316Bechtle Ord Shs 59,386

Equity 1,664Becton Dickinson Ord Shs 404,602

Equity (2,840)Beiersdorf Ord Shs (300,740)

Equity (517)Belden Ord Shs (22,939)

Equity 3Belimo N Ord Shs 24,353

Equity (1,055)Bellway Ord Shs (49,534)

Equity (3,800)Benefit One Ord Shs (101,070)

Equity 500Benesse Holdings Ord Shs 10,534

Equity 1,511Berkeley Group Holdings (The) Ord Shs 92,541

Equity 1,792Berry Global Group Ord Shs 110,029

Equity 4,121Best Buy Ord Shs 473,132

Equity (3,905)Beyond Meat Ord Shs (508,119)

Equity 2,720BHP Group Ord Shs 78,602

Equity 1,894Bic Ord Shs 111,123

Equity (1,469)Bill com Holdings Ord Shs (213,740)

Equity (8,258)BillerudKorsnas Ord Shs (153,814)

Equity 49Bio Rad Laboratories Ord Shs Class A 27,987



Equity (14)Bio Techne Ord Shs (5,347)

Equity 1,076Biogen Inc Ord Shs 301,011

Equity (2,362)BioMarin Pharmaceutical Ord Shs (178,355)

Equity (330)Biomerieux Ord Shs (42,082)

Equity (4,909)BJs Wholesale Club Holdings Ord Shs (220,218)

Equity 1,501BKW N Ord Shs 163,951

Equity (86)Black Hills Ord Shs (5,742)

Equity (749)Black Knight Ord Shs (55,419)

Equity 529Blackbaud Ord Shs 37,601

Equity (446)BlackRock Ord Shs (336,266)

Equity (2,600)bluebird bio Ord Shs (78,390)

Equity 18,563Bluescope Steel Ord Shs 273,580

Equity 3,958BMW Ord Shs 411,548

Equity 30,500BOC Hong Kong Holdings Ord Shs 106,512

Equity (1,709)Boeing Ord Shs (435,316)

Equity 2,744BOK Financial Ord Shs 245,094

Equity 5,506Boliden Ord Shs 204,668

Equity 18,159Bollore Ord Shs 87,887

Equity 22,412Boohoo Group Ord Shs 105,134

Equity 128Booking Holdings Ord Shs 298,220

Equity 2,277Booz Allen Hamilton Holding Ord Shs Class A 183,367

Equity (8,910)Boral Ord Shs (37,257)

Equity 199Boralex Ord Shs Class A 6,257

Equity (675)BorgWarner Ord Shs (31,293)

Equity (13)Boston Beer Ord Shs Class A (15,682)

Equity 1,385Boston Properties REIT Ord Shs 140,245

Equity 3,587Boston Scientific Ord Shs 138,638

Equity 5,842Bouygues Ord Shs 234,752

Equity 2,551Boyd Gaming Ord Shs 150,407

Equity (181)Boyd Group Income Ord Shs (30,666)

Equity 22,761BP 92,530

Equity 14,107Brambles Ord Shs 113,678

Equity 17,788Brandywine Realty Trust REIT Ord Shs 229,643

Equity 5,268Brenntag Ord Shs 450,740

Equity (3,600)Bridgestone Ord Shs (145,792)

Equity (2,738)Bright Horizons Family Solutions Ord Shs (469,430)

Equity (953)Brighthouse Financial Ord Shs (42,170)

Equity (2,121)Brink's Ord Shs (168,047)

Equity 1,258Bristol Myers Squibb Ord Shs 79,418

Equity 8,962BRITISH AMERICAN TOBACCO 343,002

Equity 2,792Britvic Ord Shs 32,262

Equity 191Brixmor Property Group REIT Ord Shs 3,864

Equity 258Broadcom Ord Shs 119,624

Equity (334)Broadridge Financial Solutions Ord Shs (51,135)



Equity (7,558)Brookfield Asset Management Ord Shs Class A (336,152)

Equity (571)Brooks Automation Ord Shs (46,622)

Equity 16,700Brother Industries Ord Shs 370,120

Equity (542)Brown & Brown Ord Shs (24,775)

Equity (1,983)Brown Forman Ord Shs Class B (136,768)

Equity 1,595BRP Subordinate Voting Ord Shs 138,288

Equity (451)Bruker Ord Shs (28,990)

Equity 1,090Brunswick Ord Shs 103,953

Equity 157,161BT Group Ord Shs 335,661

Equity 310Bucher Industries Ord Shs 158,631

Equity (122,300)Budweiser Brewing Company APAC Ord Shs (Proposed) (364,960)

Equity (1,014)Builders FirstSource Ord Shs (47,019)

Equity 415Bunge Ord Shs 32,897

Equity 1,814Bunzl Ord Shs 58,139

Equity (16,020)Burberry Group Ord Shs (419,622)

Equity (2,092)Bureau Veritas Ord Shs (59,673)

Equity (1,082)Burlington Stores Ord Shs (323,302)

Equity 20,369Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs 530,743

Equity 1,043BWX Technologies Ord Shs 68,775

Equity (169)Cable One Ord Shs (308,993)

Equity (1,492)Cabot Oil & Gas Ord Shs (28,020)

Equity 3,719Cabot Ord Shs 195,024

Equity 1,359CACI International Ord Shs Class A 335,211

Equity 227Cadence Design Systems Ord Shs 31,097

Equity (6,092)CAE Ord Shs (173,572)

Equity (2,802)Caesars Entertainment Ord Shs (245,035)

Equity 9,535CaixaBank Ord Shs 29,574

Equity 3,300Calbee Ord Shs 84,277

Equity 1,207Camden Property Trust REIT Ord Shs 132,661

Equity (10,305)Cameco Ord Shs (170,869)

Equity (2,257)Campbell Soup Ord Shs (113,459)

Equity (2,951)Canada Goose Holdings Sub Voting Ord Shs (115,824)

Equity 391Canadian Imperial Bank of Commerce Ord Shs 38,280

Equity (719)Canadian National Railway Ord Shs (83,430)

Equity 222Canadian Natural Resources Ord Shs 6,862

Equity (317)Canadian Pacific Railway Ord Shs (121,065)

Equity 1,266Canadian Tire Ord Shs Class A 179,628

Equity (1,329)Canadian Utilities Ord Shs Class A (35,677)

Equity 900Canon Marketing Japan Ord Shs 20,004

Equity (3,600)CANON Ord Shs (81,529)

Equity (4,476)Canopy Growth Ord Shs (143,733)

Equity (202)Capgemini Ord Shs (34,448)

Equity 2,121Capital One Financial Ord Shs 269,855

Equity 280Capital Power Ord Shs 8,109



Equity (35,449)CapitaLand Ord Shs (99,202)

Equity 2,943Capri Holdings Ord Shs 150,093

Equity 5,788Cardinal Health Ord Shs 351,621

Equity (2,330)Carl Zeiss Meditec Ord Shs (351,891)

Equity (193)Carlisle Companies Ord Shs (31,764)

Equity 1,857Carlsberg Ord Shs Class B 286,006

Equity (1,020)Carmax Ord Shs (135,313)

Equity (233)Carnival Ord Shs (6,184)

Equity 33,477Carrefour Ord Shs 607,692

Equity 2,279Carrier Global Ord Shs 96,219

Equity 7,468carsales.com Ord Shs 101,303

Equity 732Carters Ord Shs 65,097

Equity (1,151)Carvana Ord Shs Class A (302,022)

Equity 103Caseys General Stores Ord Shs 22,268

Equity 368Casino Guichard Perrachon Ord Shs 12,301

Equity (8,500)Casio Computer Ord Shs (160,385)

Equity (1,255)Catalent Ord Shs (132,164)

Equity (1,260)Caterpillar Ord Shs (292,156)

Equity 4,239Cathay General Bancorp Ord Shs 172,866

Equity 697Cboe Global Markets Ord Shs 68,787

Equity (950)CBRE Group Ord Shs Class A (75,155)

Equity (848)CCL Industries Ord Shs Class B (46,905)

Equity 1,774CDK Global Ord Shs 95,902

Equity 434CDW Ord Shs 71,936

Equity 643Celanese Ord Shs 96,328

Equity (13,509)Cellnex Telecom Ord Shs (779,567)

Equity 2,534Cenovus Energy Ord Shs 19,032

Equity 2,921Centene Ord Shs 186,681

Equity (15,855)CenterPoint Energy Ord Shs (359,116)

Equity 26,828Centerra Gold Ord Shs 237,361

Equity (1,700)Central Japan Railway Ord Shs (254,615)

Equity (10,282)Centrica Ord Shs (7,680)

Equity (2,608)Ceridian HCM Holding Ord Shs (219,776)

Equity 2,377Cerner Ord Shs 170,859

Equity 2,345CF Industries Holdings Ord Shs 106,416

Equity 785CGI Ord Shs 65,381

Equity (1,126)CH Robinson Worldwide Ord Shs (107,454)

Equity (3,052)ChampionX Ord Shs (66,320)

Equity 75Charles River Laboratories International Ord Shs 21,737

Equity (1,947)Charles Schwab Ord Shs (126,905)

Equity (937)Charter Communications Ord Shs Class A (578,148)

Equity (2,989)Chegg Ord Shs (256,038)

Equity (184)Chemed Ord Shs (84,607)

Equity (1,108)Chemours Ord Shs (30,924)



Equity (2,363)Cheniere Energy Ord Shs (170,160)

Equity (260)CHEVRON (27,245)

Equity (3,214)Chewy Ord Shs Class A (272,258)

Equity (57,300)Chiba Bank Ord Shs (375,950)

Equity 52Chipotle Mexican Grill Ord Shs 73,883

Equity (35)Chocoladefabriken Lindt & Spruengli Par Shs (306,806)

Equity (1,984)Choice Hotels International Ord Shs (212,863)

Equity (3,910)Christian Hansen Holding Ord Shs (356,154)

Equity (12)Chubb Ord Shs (1,896)

Equity 9,100Chubu Electric Power Ord Shs 117,353

Equity (8,600)Chugai Pharmaceutical Ord Shs (349,370)

Equity (21,700)Chugoku Electric Power Ord Shs (266,881)

Equity (1,179)Church And Dwight Ord Shs (102,986)

Equity (354)Churchill Downs Ord Shs (80,507)

Equity 15,559CI Financial Ord Shs 224,685

Equity 559Ciena Ord Shs 30,588

Equity 279Cigna Ord Shs 67,445

Equity 1,544Cimarex Energy Ord Shs 91,698

Equity (4,580)CIMIC Group Ord Shs (61,360)

Equity (3,689)Cincinnati Financial Ord Shs (380,299)

Equity (3,050)Cinemark Holdings Ord Shs (62,251)

Equity (156)Cintas Ord Shs (53,244)

Equity 2,642CIRRUS LOGIC 224,015

Equity 7,898Cisco Systems Ord Shs 408,406

Equity 5,393Citigroup Ord Shs 392,341

Equity 1,145Citizens Financial Group Ord Shs 50,552

Equity (169)Citrix Systems Ord Shs (23,721)

Equity (8,538)City Developments Ord Shs (50,709)

Equity 29,500CK Asset Holdings Ord Shs 179,099

Equity 52,500CK Hutchison Holdings Ord Shs 418,341

Equity (2,724)Clariant Ord Shs (55,166)

Equity 731Clean Harbors Ord Shs 61,448

Equity (93)Clorox Ord Shs (17,938)

Equity (1,332)Cloudflare Ord Shs Class A (93,586)

Equity 19,000CLP Holdings Ord Shs 184,515

Equity 24CMC Materials Ord Shs 4,243

Equity (1,165)CME Group Ord Shs Class A (237,928)

Equity (3,678)CMS Energy Ord Shs (225,167)

Equity 2,262CNA Financial Ord Shs 100,953

Equity 24,077CNH Industrial Ord Shs 373,388

Equity (4,761)CNO Financial Group Ord Shs (115,645)

Equity 12,342CNP Assurances Ord Shs 235,135

Equity 6,686Cnx Resources Ord Shs 98,284

Equity 2,691Coca Cola HBC Ord Shs 85,765



Equity (4,800)Coca-Cola Bottlers Japan Holdings Ord Shs (83,794)

Equity 4,607Coca-Cola Ord Shs 242,835

Equity (1,444)Cochlear Ord Shs (232,030)

Equity 715Cogeco Communications Subordinate Voting Ord Shs 67,128

Equity (2,554)Cognex Ord Shs (211,956)

Equity 1,324Cognizant Technology Solutions Ord Shs Class A 103,431

Equity 9,359Coles Group Ord Shs 114,124

Equity (5,180)Colfax Ord Shs (226,936)

Equity (1,872)COLGATE-PALMOLIVE (147,570)

Equity 773Coloplast Ord Shs Class B 116,513

Equity 2,121Columbia Sportswear Ord Shs 224,041

Equity (1,080)COMCAST (58,439)

Equity 3,435Comerica Ord Shs 246,427

Equity 210,726Comfortdelgro Corporation Ord Shs 268,191

Equity (5,398)Commerce Bancshares Ord Shs (413,541)

Equity 2,375Commercial Metals Ord Shs 73,245

Equity (2,016)COMMON WEALTH BANK OF AUSTRALIA (132,205)

Equity 503Commscope Holding Ord Shs 7,726

Equity 801CommVault Systems Ord Shs 51,665

Equity 9,157Compagnie de Saint Gobain Ord Shs 541,555

Equity 1,356Compagnie Financiere Richemont Ord Shs 130,737

Equity (4,359)Compagniie Plastic Omnium Ord Shs (160,047)

Equity (9,944)Compass Group Ord Shs (200,514)

Equity (2,124)Compass Minerals International Ord Shs (133,217)

Equity (1,175)CompuGroup Medical N Ord Shs (99,499)

Equity (1,372)Computershare Ord Shs (15,717)

Equity 2,700Comsys Holdings Ord Shs 83,321

Equity 366Conagra Brands Ord Shs 13,762

Equity 166Concentrix Ord Shs 24,854

Equity (24,900)Concordia Financial Group Ord Shs (101,177)

Equity 879ConocoPhillips Ord Shs 46,561

Equity 57Consolidated Edison Ord Shs 4,264

Equity 360Constellation Brands Ord Shs Class A 82,080

Equity 36Constellation Software Ord Shs 50,270

Equity 795Continental Ord Shs 105,303

Equity 45,062Convatec Group Ord Shs 121,919

Equity (190)Cooper Ord Shs (72,977)

Equity 820Copa Holdings A Ord Shs 66,248

Equity 3Copart Ord Shs 326

Equity 1,911CoreLogic Ord Shs 151,447

Equity (424)CoreSite Realty REIT Ord Shs (50,816)

Equity (1,413)Corning Ord Shs (61,480)

Equity 7,390Corporate Office Properties Trust REIT Ord Shs 194,579

Equity 1,794Corteva Ord Shs 83,636



Equity (200)COSMOS Pharmaceutical Ord Shs (31,258)

Equity (303)CoStar Group Ord Shs (249,033)

Equity 24COSTCO WHOLESALE 8,460

Equity (2,413)Coty Ord Shs Class A (21,741)

Equity (1,311)Coupa Software Ord Shs (333,623)

Equity (4,318)Cousins Properties REIT Ord Shs (152,641)

Equity 4,172Covestro Ord Shs 281,158

Equity 882Cracker Barrel Old Country Store Ord Shs 152,480

Equity 1,248Crane Ord Shs 117,200

Equity (300)Credit Acceptance Ord Shs (108,069)

Equity 800Credit Saison Ord Shs 9,614

Equity 40,054Credit Suisse Group Ord Shs 421,415

Equity (2,555)Cree Ord Shs (276,272)

Equity (5,889)Croda International Ord Shs (515,778)

Equity (522)CrowdStrike Holdings Ord Shs Class A (95,270)

Equity (168)Crown Castle International REIT Ord Shs (28,918)

Equity 1,194Crown Holdings Ord Shs 115,866

Equity (840)CSL Ord Shs (169,319)

Equity (187)CSX Ord Shs (18,031)

Equity (1,857)CTS Eventim Ord Shs (107,904)

Equity (724)CubeSmart REIT Ord Shs (27,389)

Equity (1,628)Cullen Frost Bankers Ord Shs (177,061)

Equity 420Cummins Ord Shs 108,826

Equity 734Curtiss Wright Ord Shs 87,052

Equity 1,685CVS Health Ord Shs 126,763

Equity (3,600)Cyber Agent Ord Shs (64,930)

Equity (546)CyrusOne REIT Ord Shs (36,975)

Equity 902D R Horton Ord Shs 80,386

Equity 9,700Dai Nippon Printing Ord Shs 203,568

Equity (11,800)Dai-Ichi Life Holdings Ord Shs (203,110)

Equity 900Daicel Ord Shs 6,939

Equity (1,700)Daifuku Ord Shs (166,769)

Equity (11,900)Daiichi Sankyo Ord Shs (347,308)

Equity (1,000)Daikin Industries Ord Shs (201,991)

Equity 1,443Daimler Ord Shs 128,910

Equity (4,800)Dainippon Sumitomo Pharma Ord Shs (83,707)

Equity (42,700)Daiwa Securities Group Ord Shs (221,074)

Equity 2,710Dana Incorporated Ord Shs 65,934

Equity 412Danaher Ord Shs 92,733

Equity (1,914)Danone Ord Shs (131,597)

Equity 2,677Darden Restaurants Ord Shs 380,134

Equity (2,031)Darling Ingredients Ord Shs (149,441)

Equity 70Dassault Aviation Ord Shs 78,075

Equity (2,838)Dassault Systemes Ord Shs (608,395)



Equity (1,332)Datadog Ord Shs Class A (111,009)

Equity (20,868)Davide Campari Milano Ord Shs (234,274)

Equity (1,839)Davita Ord Shs (198,189)

Equity (3,226)DBS Group Holdings Ord Shs (69,125)

Equity 4,016DCC Ord Shs 348,521

Equity (3,192)Dechra Pharmaceuticals Ord Shs (151,057)

Equity 1,687Deckers Outdoor Ord Shs 557,419

Equity (689)Deere Ord Shs (257,782)

Equity (2,108)Delivery Hero Ord Shs (273,767)

Equity 1,968Dell Technologies Ord Shs Class C 173,479

Equity 4,091Delta Air Lines Ord Shs 197,513

Equity (74)Demant Ord Shs (3,142)

Equity 7,100Dena Ord Shs 138,916

Equity (7,700)Denso Ord Shs (511,963)

Equity 1,136Dentsply Sirona Ord Shs 72,488

Equity (3,800)Dentsu Group Ord Shs (122,081)

Equity (210)Descartes Systems Group Ord Shs (12,810)

Equity 2,181Deutsche Bank Ord Shs 26,115

Equity (30,904)Deutsche Lufthansa Ord Shs (410,614)

Equity 9,513Deutsche Post Ord Shs 522,359

Equity (17,875)Deutsche Telekom N Ord Shs (360,716)

Equity 7,058Devon Energy Ord Shs 154,217

Equity (959)DexCom Ord Shs (344,655)

Equity (13,424)Diageo Ord Shs (553,688)

Equity 288Diasorin Ord Shs 46,305

Equity 5,980Dicks Sporting Ord Shs 455,377

Equity (2,449)Digital Realty Trust REIT Ord Shs (344,917)

Equity 33,805Direct Line Insurance Ord Shs 146,125

Equity 700Disco Ord Shs 220,136

Equity 800Discover Financial Services Ord Shs 75,992

Equity (3,863)Discovery Ord Shs Series A (167,886)

Equity (2,452)DISH Network Ord Shs Class A (88,762)

Equity 2,700DKSH Holding Ord Shs 208,134

Equity 978DocuSign Ord Shs 197,996

Equity 288Dolby Laboratories Ord Shs Class A 28,431

Equity 73Dollar General Ord Shs 14,791

Equity (943)Dollar Tree Ord Shs (107,936)

Equity (2,049)Dollarama Ord Shs (90,512)

Equity 783DOMINION RESOURCES 59,477

Equity (1,309)Domino's Pizza Enterprises Ord Shs (95,961)

Equity (28)Dominos Pizza Ord Shs (10,298)

Equity 1,982Domtar Ord Shs 73,235

Equity 3,499Donaldson Ord Shs 203,502

Equity 275Dormakaba Holding Ord Shs 188,612



Equity (1,908)Douglas Emmett REIT Ord Shs (59,911)

Equity 57Dover Ord Shs 7,816

Equity 2,115Dow Ord Shs 135,233

Equity (1,674)DraftKings Ord Shs Class A (102,666)

Equity 2,621DropBox Ord Shs Class A 69,876

Equity (311)DSV Panalpina Ord Shs (61,163)

Equity (1,519)DTE Energy Ord Shs (202,240)

Equity (558)Duerr Ord Shs (23,282)

Equity (10,608)Dufry Ord Shs (725,422)

Equity (138)Duke Energy Ord Shs (13,321)

Equity (2,859)Duke Realty REIT Ord Shs (119,878)

Equity (10,115)Dun Bradst Hldg Ord Shs (240,838)

Equity 8,643Dunelm Group Ord Shs 154,902

Equity (1,033)DuPont de Nemours Ord Shs (79,830)

Equity 6,863DXC Technology Ord Shs 214,537

Equity 622Dycom Industries Ord Shs 57,753

Equity (252)Dynatrace Ord Shs (12,156)

Equity (11,629)E.ON N Ord Shs (135,637)

Equity (326)EAGLE MATERIALS (43,818)

Equity (6,500)East Japan Railway Ord Shs (461,118)

Equity (3,183)East West Bancorp Ord Shs (234,905)

Equity (803)EastGroup Properties REIT Ord Shs (115,054)

Equity 190Eastman Chemical Ord Shs 20,923

Equity (9,868)EasyJet Ord Shs (133,181)

Equity 549Eaton Ord Shs 75,916

Equity 1,653eBay Ord Shs 101,230

Equity 3,873EchoStar Ord Shs Class A 92,952

Equity (724)Ecolab Ord Shs (154,987)

Equity (1,810)Edenred Ord Shs (94,750)

Equity (2,914)Edgewell Personal Care Ord Shs (115,394)

Equity (1,409)Edison International Ord Shs (82,567)

Equity (72)Edwards Lifesciences Ord Shs (6,022)

Equity 1,854Eiffage Ord Shs 186,000

Equity (2,200)Eisai Ord Shs (147,709)

Equity (5,378)Elanco Animal Health Ord Shs (158,382)

Equity (505)Elastic Ord Shs (56,156)

Equity 10,600Electric Power Development Ord Shs 185,524

Equity 16,871Electricite de France Ord Shs 226,838

Equity 14,659Electrolux Ord Shs Class B 407,330

Equity 1,339Electronic Arts Ord Shs 181,260

Equity (7,897)Elekta Ord Shs Class B (102,605)

Equity (17,564)Element Fleet Management Ord Shs (192,151)

Equity 2,626Element Solutions Ord Shs 48,030

Equity (646)Eli Lilly Ord Shs (120,686)



Equity (2,322)Elia Group Ord Shs (256,257)

Equity (2,709)Elisa Ord Shs (162,824)

Equity 4,814Embracer Group Ord Shs 132,662

Equity 2,165EMCOR Group Ord Shs 242,826

Equity (5,214)Emera Ord Shs (232,024)

Equity 1,191Emergent BioSolutions Ord Shs 110,656

Equity 1,450Emerson Electric Ord Shs 130,819

Equity 39Emmi Ord Shs 39,574

Equity 3,381Empire Ord Shs Class A 105,396

Equity 4,810Empire State Realty REIT Ord Shs Class A 53,535

Equity (269)Ems-Chemie Holding Ord Shs (241,233)

Equity 15,533Enagas Ord Shs 338,100

Equity (2,652)Enbridge Ord Shs (96,597)

Equity (2,590)Encompass Health Ord Shs (212,121)

Equity 4,138Endeavour Mining Ord Shs 83,395

Equity 23,882Endesa Ord Shs 633,226

Equity (52,919)Enel Ord Shs (528,228)

Equity 30,000Eneos Holdings Ord Shs 136,181

Equity 3,974Energizer Holdings Ord Shs 188,606

Equity 118EnerSys Ord Shs 10,714

Equity (1,918)Engie Ord Shs (27,287)

Equity 1,000ENI Ord Shs 12,334

Equity 323Enphase Energy Ord Shs 52,378

Equity 14,880Entain Ord Shs 311,644

Equity 1,051Entegris Ord Shs 117,502

Equity 2,058Entergy Ord Shs 204,709

Equity (2,424)Envista Holdings Ord Shs (98,899)

Equity 432EOG Resources Ord Shs 31,333

Equity (224)EPAM Systems Ord Shs (88,859)

Equity 1,370Epiroc Ord Shs Class A 31,090

Equity (6,096)EPR Properties REIT Ord Shs (284,013)

Equity (17,613)EQT Ord Shs (580,950)

Equity 3,198EQT Ord Shs 59,419

Equity (961)Equifax Ord Shs (174,066)

Equity (352)Equinix REIT Ord Shs (239,216)

Equity (5,800)Equinox Gold Ord Shs (46,239)

Equity (2,309)Equitable Holdings Ord Shs (75,320)

Equity 12,575Equitrans Midstream Ord Shs 102,612

Equity (6,928)Equity Commonwealth REIT Ord Shs (192,598)

Equity 1,513Equity Lifestyle Properties REIT Ord Shs 96,287

Equity (3,004)Equity Residential REIT Ord Shs (215,177)

Equity 23,984Ericsson Ord Shs Class B 317,950

Equity (1,671)Erie Indemnity Ord Shs Class A (369,141)

Equity (39,200)ESR Cayman Ord Shs (128,323)



Equity (3,749)Essential Utilities Ord Shs (167,768)

Equity (319)Essex Property Trust REIT Ord Shs (86,717)

Equity (690)EssilorLuxottica Ord Shs (112,601)

Equity (103)Essity Ord Shs Class B (3,260)

Equity (259)Estee Lauder Ord Shs Class A (75,330)

Equity 1,312Etablissementen Franz Colruyt Ord Shs 78,426

Equity 859Etsy Ord Shs 173,235

Equity 56Eurofins Scientific Ord Shs 5,365

Equity 544Euronet Worldwide Ord Shs 75,235

Equity 22,470Eutelsat Communications Ord Shs 274,125

Equity (1,195)Everbridge Ord Shs (144,810)

Equity 863Evercore Ord Shs Class A 113,692

Equity 579Everest Re Group Ord Shs 143,482

Equity 1,660Evergy Ord Shs 98,820

Equity (2,152)Eversource Energy Ord Shs (186,342)

Equity 372Evolution Gaming Group Ord Shs 54,885

Equity 16,968Evolution Mining Ord Shs 52,729

Equity (2,766)Evonik Industries Ord Shs (98,047)

Equity (5,554)Evotec Ord Shs (200,659)

Equity 47,291Evraz Ord Shs 377,130

Equity (1,124)EXACT Sciences Ord Shs (148,121)

Equity (1,748)Exelixis Ord Shs (39,487)

Equity (1,821)Exelon Ord Shs (79,651)

Equity 123Expedia Group Ord Shs 21,171

Equity (1,180)Expeditors International of Washington Ord Shs (127,074)

Equity (6,267)Experian Ord Shs (215,905)

Equity (748)Extra Space Storage REIT Ord Shs (99,147)

Equity 581EXXON MOBIL 32,437

Equity (800)Ezaki Glico Ord Shs (32,181)

Equity (1,284)F5 Networks Ord Shs (267,868)

Equity 2,907Facebook Class A Ord Shs 856,199

Equity (20)Fair Isaac Ord Shs (9,721)

Equity 63Fairfax Financial Holdings Sub Voting Ord Shs 27,496

Equity (3,800)Fancl Ord Shs (128,443)

Equity (400)Fanuc Ord Shs (94,787)

Equity (400)Fast Retailing Ord Shs (319,023)

Equity (2,616)Fastenal Ord Shs (131,532)

Equity (4,680)Fastly Ord Shs Class A (314,870)

Equity (4,308)Faurecia Ord Shs (230,021)

Equity 290Faurecia Ord Shs 15,443

Equity (2,491)Federal Realty Investment Trust REIT Ord Shs (252,712)

Equity 7,498Federated Hermes Ord Shs Class B 234,687

Equity 586Fedex Ord Shs 166,447

Equity (2,896)Ferrari Ord Shs (607,044)



Equity (13,449)Ferrovial Ord Shs (351,381)

Equity 7,627Fidelity National Financial Ord Shs 310,114

Equity 1,100Fidelity National Information Services Ord Shs 154,671

Equity 2,297Fifth Third Bancorp Ord Shs 86,023

Equity (23,824)FinecoBank Banca Fineco Ord Shs (390,745)

Equity 10,713Finning International Ord Shs 272,417

Equity 2,207FireEye Ord Shs 43,191

Equity 3,840First American Financial Ord Shs 217,536

Equity (100)First Citizens Bancshares Ord Shs Class A (83,577)

Equity (8,010)First Financial Bankshares Ord Shs (374,307)

Equity (3,093)First Hawaiian Ord Shs (84,655)

Equity 14,295First Horizon Ord Shs 241,728

Equity 1,287First Industrial Realty Trust Ord Shs 58,932

Equity (1,023)First Quantum Minerals Ord Shs (19,494)

Equity (3,535)First Republic Bank Ord Shs (589,461)

Equity 616First Solar Ord Shs 53,777

Equity 737FirstCash Ord Shs 48,399

Equity (3,435)FirstEnergy Ord Shs (119,160)

Equity (359)Fiserv Ord Shs (42,735)

Equity (268)Five Below Ord Shs (51,132)

Equity (248)Five9 Ord Shs (38,770)

Equity 112FleetCor Technologies Ord Shs 30,087

Equity (1,204)Floor Decor Holdings Ord Shs Class A (114,958)

Equity 3,331Flowers Foods Ord Shs 79,278

Equity 1,584Flowserve Ord Shs 61,475

Equity (1,441)Flughafen Zuerich Ord Shs (237,781)

Equity (1,565)Fluor Ord Shs (36,136)

Equity 13FMC Ord Shs 1,438

Equity 19,378FNB Ord Shs 246,101

Equity 2,200Food & Life Companies Ord Shs 97,357

Equity (939)Foot Locker Ord Shs (52,819)

Equity 38,795Ford Motor Ord Shs 475,239

Equity 24,506Fortescue Metals Group Ord Shs 373,113

Equity (875)Fortinet Ord Shs (161,368)

Equity (1,046)Fortis Ord Shs (45,382)

Equity 137Fortive Ord Shs 9,678

Equity (89)Fortum Ord Shs (2,381)

Equity 930Fortune Brands Home And Security Ord Shs 89,113

Equity (1,577)Fox Factory Holding Ord Shs (200,374)

Equity 899Fox Ord Shs Class A 32,463

Equity 200FP Ord Shs 8,154

Equity (1,292)Franco Nevada Ord Shs (161,894)

Equity (3,564)Franklin Resources Ord Shs (105,494)

Equity (4,147)Fraport Frankfurt Airport Services Worldwide Ord Shs (252,715)



Equity (823)freenet Ord Shs (19,742)

Equity (618)Freeport McMoRan Ord Shs (20,351)

Equity (4,394)Freni Brembo Ord Shs (54,845)

Equity 6,349Fresenius Medical Care Ord Shs 468,015

Equity 514frontdoor Ord Shs 27,628

Equity (320)FTI Consulting Ord Shs (44,835)

Equity (2,018)Fuchs Petrolub Pref Shs (96,862)

Equity (1,700)Fuji Electric Ord Shs (70,923)

Equity 600Fujifilm Holdings Ord Shs 35,680

Equity 3,200Fujitsu General Ord Shs 89,339

Equity 2,200Fujitsu Ord Shs 318,552

Equity (11,900)Fukuoka Financial Group Ord Shs (226,046)

Equity 14,869Fulton Financial Ord Shs 253,219

Equity (670)Galapagos Ord Shs (52,066)

Equity (7,000)Galaxy Entertainment Group Ord Shs (63,027)

Equity 4,639Galenica AG Ord Shs 290,815

Equity 3,357Gaming and Leisure Properties REIT Ord Shs 142,438

Equity 7,378Gap Ord Shs 219,717

Equity (311)Garmin Ord Shs (41,005)

Equity 705Gartner Ord Shs 128,698

Equity (1,349)GATX Ord Shs (125,106)

Equity 2,749GEA Group Ord Shs 112,920

Equity (139)Geberit Ord Shs (88,851)

Equity (123)Generac Holdings Ord Shs (40,276)

Equity (102)General Dynamics Ord Shs (18,519)

Equity 5,477GENERAL ELECTRIC 71,913

Equity (2,481)General Mills Ord Shs (152,135)

Equity 4,775General Motors Ord Shs 274,372

Equity 729Genmab Ord Shs 240,429

Equity 5,352Gentex Ord Shs 190,906

Equity 41,519Genting Singapore Ord Shs 28,429

Equity 833Genuine Parts Ord Shs 96,286

Equity 26Georg Fischer Ord Shs 34,891

Equity 693George Weston Ord Shs 61,357

Equity 16,136Getinge Ord Shs Class B 448,927

Equity (14,075)Getlink Ord Shs (216,374)

Equity 4,946Gibson Energy Ord Shs 87,638

Equity (3,183)Gildan Activewear Ord Shs (97,401)

Equity (1,466)Gilead Sciences Ord Shs (94,748)

Equity (54)Givaudan Ord Shs (208,966)

Equity (9,318)Gjensidige Forsikring Ord Shs (218,968)

Equity (4,841)Glacier Bancorp Ord Shs (276,324)

Equity 18,957GLAXOSMITHKLINE 336,876

Equity 37,276Glencore Ord Shs 146,189



Equity (5,858)Global Blood Therapeutics Ord Shs (238,714)

Equity (653)Global Payments Ord Shs (131,632)

Equity (400)Globe Life Ord Shs (38,652)

Equity 1,063Globus Medical Ord Shs Class A 65,555

Equity 6,200GMO Internet Ord Shs 177,864

Equity (200)GMO Payment Gateway Ord Shs (26,570)

Equity 617GN Store Nord Ord Shs 48,693

Equity (794)Godaddy Ord Shs Class A (61,630)

Equity 507Goldman Sachs Group Ord Shs 165,789

Equity (1,700)Goldwin Ord Shs (108,923)

Equity 9,448Goodyear Tire & Rubber Ord Shs 166,001

Equity 145GOOGLE 299,065

Equity (662)Graco Ord Shs (47,412)

Equity 24,193GrafTech International Ord Shs 295,880

Equity 200Graham Holdings Company Ord Shs Class B 112,488

Equity (206)Grand Canyon Education Ord Shs (22,063)

Equity 6,820Graphic Packaging Holding Ord Shs 123,851

Equity 1,842Greif Ord Shs Class A 104,994

Equity 398Grifols Ord Shs Class A 10,445

Equity (14,684)Grocery Outlet Holding Ord Shs (541,693)

Equity (2,276)Guardant Health Ord Shs (347,431)

Equity (561)Guidewire Software Ord Shs (57,014)

Equity 13,961H&R Block Ord Shs 304,350

Equity 3,371H.Lundbeck Ord Shs 115,440

Equity (132)Haemonetics Ord Shs (14,653)

Equity (6,163)HAIN CELESTIAL GROUP (268,707)

Equity 9,900Hakuhodo Dy Holdings Ord Shs 165,299

Equity (1,665)Halliburton Ord Shs (35,731)

Equity (10,416)Halma Ord Shs (341,166)

Equity (4,200)Hamamatsu Photonics Ord Shs (248,579)

Equity 1,619Hancock Whitney Ord Shs 68,014

Equity 975Hanesbrands Ord Shs 19,178

Equity (41,000)Hang Lung Properties Ord Shs (106,528)

Equity (8,300)Hang Seng Bank Ord Shs (160,674)

Equity (4,000)Hankyu Hanshin Holdings Ord Shs (128,326)

Equity (1,220)Hannover Rueck Ord Shs (223,396)

Equity 562Hanover Insurance Group Ord Shs 72,757

Equity (10,500)Hargreaves Lansdown Ord Shs (223,315)

Equity 894Harley Davidson Ord Shs 35,849

Equity (3,100)Harmonic Drive Systems Ord Shs (209,846)

Equity 1,937Hartford Financial Services Group Ord Shs 129,372

Equity 55,058Harvey Norman Holdings Ord Shs 240,287

Equity (1,332)Hasbro Ord Shs (128,032)

Equity 12,100Haseko Ord Shs 169,619



Equity 2,517Hawaiian Electric Industries Ord Shs 111,830

Equity 48,792Hays Ord Shs 100,641

Equity (139)HCA Healthcare Ord Shs (26,179)

Equity 7,543Healthcare Realty Trust REIT Ord Shs 228,704

Equity 6,823Healthcare Services Ord Shs 191,249

Equity 1,133Healthcare Trust Of America REIT Ord Shs Class A 31,248

Equity (4,249)Healthequity Ord Shs (288,932)

Equity (3,067)Healthpeak Properties Ord Shs (97,347)

Equity (1,345)HEICO Ord Shs (169,201)

Equity 1,860HeidelbergCement Ord Shs 169,332

Equity (6,603)Heineken Ord Shs (679,976)

Equity (1,011)Helen Of Troy Ord Shs (212,977)

Equity 1,188HelloFresh Ord Shs 88,802

Equity (2,242)Helmerich & Payne Ord Shs (60,444)

Equity (29)Helvetia Holding Ord Shs (3,420)

Equity 23,050Henderson Land Development Ord Shs 103,473

Equity 370Henkel & KGAA Pref Shs 41,686

Equity (5,188)Hennes & Mauritz Ord Shs Class B (117,107)

Equity 1,162Henry Schein Ord Shs 80,457

Equity 54,552Hera Ord Shs 209,528

Equity 5,295Herman Miller Ord Shs 217,889

Equity (88)Hermes International Ord Shs (97,635)

Equity 233Hershey Foods Ord Shs 36,851

Equity (5,361)Hess Ord Shs (379,344)

Equity (4,906)Hewlett Packard Enterprise Ord Shs (77,220)

Equity (2,632)Hexagon Ord Shs Class B (243,261)

Equity (2,656)Hexcel Ord Shs (148,736)

Equity 10,248Hexpol Ord Shs Class B 115,927

Equity 3,950Highwoods Properties REIT Ord Shs 169,613

Equity 300Hikari Tsushin Ord Shs 60,462

Equity 3,744Hikma Pharmaceuticals Ord Shs 117,569

Equity 2,060Hill Rom Holdings Ord Shs 227,589

Equity 301Hilton Worldwide Holdings Ord Shs 36,397

Equity (5,800)Hino Motors Ord Shs (49,969)

Equity (700)Hirose Electric Ord Shs (107,819)

Equity (1,400)Hisamitsu Pharmaceutical Ord Shs (91,348)

Equity (6,673)Hiscox Ord Shs (79,215)

Equity (1,100)Hitachi Construction Machinery Ord Shs (35,290)

Equity (8,100)Hitachi Metals Ord Shs (133,558)

Equity (3,400)Hitachi Ord Shs (153,969)

Equity 6,000Hitachi Transport System Ord Shs 201,991

Equity 50,000HKT Trust And HKT Units 71,259

Equity 2,947Hochtief Ord Shs 264,273

Equity (2,712)HollyFrontier Ord Shs (97,035)



Equity (2,134)Holmen Ord Shs Class B (93,867)

Equity 2,019Hologic Ord Shs 150,173

Equity (7,349)Home BancShares Ord Shs (198,790)

Equity (791)HOME DEPOT (241,453)

Equity (3,813)Homeserve Ord Shs (63,182)

Equity 12,700Honda Motor Ord Shs 381,460

Equity (1,028)Honeywell International Ord Shs (223,148)

Equity (178,400)Hong Kong and China Gas Ord Shs (282,248)

Equity (350)Horizon Therapeutics Public Ord Shs (32,214)

Equity (3,990)Hormel Foods Ord Shs (190,642)

Equity (1,300)Hoshizaki Ord Shs (116,235)

Equity (5,844)Host Hotels & Resorts REIT Ord Shs (98,471)

Equity (1,900)House Foods Group Ord Shs (62,588)

Equity (7,241)Howden Joinery Group Ord Shs (73,230)

Equity 1,262Howmet Aerospace Ord Shs 40,548

Equity 300Hoya Ord Shs 35,308

Equity 7,207HP Ord Shs 228,822

Equity (40,204)HSBC Holdings Ord Shs (234,747)

Equity 271Hubbell Ord Shs 50,647

Equity (234)HubSpot Ord Shs (106,285)

Equity 7,655Hudson Pacific Properties REIT Ord Shs 207,680

Equity 5,425Hugo Boss N Ord Shs 213,405

Equity 5,138Huhtamaki Ord Shs 232,852

Equity 79Humana Ord Shs 33,121

Equity (14,611)Huntington Bancshares Ord Shs (229,685)

Equity 1,204Huntington Ingalls Industries Ord Shs 247,843

Equity 11,124Huntsman Ord Shs 320,705

Equity 17,760Husqvarna Ord Shs Class B 256,325

Equity 177Hyatt Hotels Ord Shs Class A 14,638

Equity 6,518Hydro One Ord Shs 151,794

Equity 2,507iA Financial Ord Shs 136,296

Equity (2,899)IAA Ord Shs (159,851)

Equity 650IAC InterActive Ord Shs 140,602

Equity (4,681)Iberdrola Ord Shs (60,435)

Equity 200Ibiden Ord Shs 9,213

Equity 1,573IBM 209,618

Equity 758ICA Gruppen Ord Shs 37,133

Equity 578ICU Medical Ord Shs 118,744

Equity 2,228Idacorp Ord Shs 222,733

Equity (7,700)Idemitsu Kosan Ord Shs (198,876)

Equity (530)IDEX Ord Shs (110,940)

Equity (293)IDEXX Laboratories Ord Shs (143,368)

Equity (12,024)Idorsia N Ord Shs (323,740)

Equity 564IGM Financial Ord Shs 17,187



Equity 1,900IHI Ord Shs 38,602

Equity (4,060)II VI Ord Shs (277,582)

Equity 15,000Iida Group Holdings Ord Shs 363,258

Equity 205Iliad Ord Shs 39,056

Equity (166)Illinois Tool Ord Shs (36,772)

Equity (477)Illumina Ord Shs (183,197)

Equity (999)IMCD Ord Shs (139,134)

Equity 851Imerys Ord Shs 41,527

Equity 11,057IMI Ord Shs 203,506

Equity 17,078Imperial Brands Ord Shs 351,553

Equity 570Imperial Oil Ord Shs 13,805

Equity 19,509Inchcape Ord Shs 202,682

Equity 15,856Incitec Pivot Ord Shs 35,143

Equity (543)Incyte Ord Shs (44,130)

Equity 178,131Indivior Ord Shs 312,125

Equity 1,631Industria De Diseno Textil Inditex Ord Shs 53,865

Equity (2,935)Indutrade Ord Shs (67,884)

Equity (7,945)Infineon Technologies Ord Shs (337,607)

Equity (42,007)Informa Ord Shs (324,444)

Equity (25,412)Infrastrutture Wireless Italiane Ord Shs (283,734)

Equity (2,430)Ingersoll Rand Ord Shs (119,580)

Equity (31)Ingevity Ord Shs (2,341)

Equity 1,126Ingredion Ord Shs 101,250

Equity (13,478)Innergex Renewable Energy Ord Shs (235,598)

Equity (2,900)INPEX Ord Shs (19,841)

Equity 933Insperity Ord Shs 78,129

Equity (1,372)Insulet Ord Shs (357,982)

Equity (41,033)Insurance Australia Group Ord Shs (146,263)

Equity (1,718)Intact Financial Ord Shs (210,504)

Equity (1,269)Integra LifeSciences Holdings Ord Shs (87,675)

Equity 14,957INTEL 957,248

Equity (7,175)Inter Pipeline Ord Shs (102,586)

Equity (789)Intercontinental Exchange Ord Shs (88,116)

Equity (8,524)Intercontinental Hotels Group Ord Shs (585,088)

Equity 1,088InterDigital Ord Shs 69,034

Equity (8,146)Intermediate Capital Group Ord Shs (207,023)

Equity (1,625)International Flavors & Fragrances Ord Shs (226,866)

Equity 399International Paper Ord Shs 21,574

Equity 8,197Interpublic Group of Companies Ord Shs 239,352

Equity 301Intertek Group Ord Shs 23,265

Equity (82,847)Intesa Sanpaolo Ord Shs (224,974)

Equity 387Intuit Ord Shs 148,244

Equity (73)Intuitive Surgical Ord Shs (53,943)

Equity (4,783)Invesco Ord Shs (120,627)



Equity 21,780Investec Ord Shs 65,869

Equity 1,736Invitation Homes Ord Shs 55,535

Equity (4,710)Ionis Pharmaceuticals Ord Shs (211,762)

Equity (7,055)Iovance Biotherapeutics Ord Shs (223,361)

Equity (144)IPG Photonics Ord Shs (30,375)

Equity 3,823Ipsen Ord Shs 328,676

Equity 531Iqvia Holdings Ord Shs 102,557

Equity (3,657)Iron Mountain Ord Shs (135,346)

Equity (23,700)Isetan Mitsukoshi Holdings Ord Shs (166,865)

Equity (5,219)Iss Ord Shs (97,527)

Equity 6,000Isuzu Motors Ord Shs 64,561

Equity 28,418Italgas Ord Shs 184,867

Equity (4,400)Ito En Ord Shs (270,371)

Equity (5,300)Itochu Ord Shs (172,046)

Equity 2,200ITOCHU Techno-Solutions Ord Shs 70,977

Equity 246ITT Ord Shs 22,364

Equity 68,856ITV Ord Shs 114,143

Equity 1,800Izumi Ord Shs 70,615

Equity (3)j2 Global Ord Shs (360)

Equity 5,150Jabil Ord Shs 268,624

Equity 78Jack Henry and Associates Ord Shs 11,834

Equity (266)Jack in the Box Ord Shs (29,201)

Equity (685)Jacobs Engineering Group Ord Shs (88,550)

Equity (5,552)James Hardie Industries CDI (168,471)

Equity 7,155Janus Henderson Group Ord Shs 222,878

Equity (3,800)Japan Airlines Ord Shs (84,941)

Equity (7,900)Japan Airport Terminal Ord Shs (388,923)

Equity (18,600)Japan Post Bank Ord Shs (179,099)

Equity 8,900Japan Post Holdings Ord Shs 79,472

Equity 9,900Japan Post Insurance Ord Shs 203,734

Equity 2,000JAPAN TOBACCO 38,462

Equity 1,246Jardine Cycle And Carriage Ord Shs 20,875

Equity 299JAZZ PHARMACEUTICALS 49,147

Equity 9,953Jb Hi-Fi Ord Shs 392,529

Equity (323)JB Hunt Transport Services Ord Shs (54,287)

Equity 1,405JBG SMITH Properties Ord Shs 44,665

Equity (6,200)JCR Pharmaceuticals Ord Shs (201,149)

Equity 24,197JD Sports Fashion Ord Shs 275,289

Equity 4,769Jefferies Financial Group Ord Shs 143,547

Equity 505JetBlue Airways Ord Shs 10,272

Equity (1,500)JFE Holdings Ord Shs (18,502)

Equity (700)Jgc Holdings Ord Shs (8,590)

Equity 821JM Smucker Ord Shs 103,881

Equity (297)John Wiley and Sons Ord Shs Class A (16,097)



Equity 1,687JOHNSON & JOHNSON 277,258

Equity 4,075Johnson Controls International Ord Shs 243,155

Equity 2,282Johnson Matthey Ord Shs 94,864

Equity (19)Jones Lang LaSalle Ord Shs (3,402)

Equity (2,523)JPMORGAN CHASE (384,076)

Equity (4,900)JSR Ord Shs (148,109)

Equity 200JTEKT Ord Shs 2,045

Equity (1,413)Julius Baer Gruppe Ord Shs (90,742)

Equity (868)Juniper Networks Ord Shs (21,986)

Equity (2,648)Just Eat Takeawa Ord Shs (244,681)

Equity (2,700)Justsystems Ord Shs (147,828)

Equity 25,900K'S Holdings Ord Shs 356,506

Equity (2,700)Kagome Ord Shs (85,887)

Equity 27,800Kajima Ord Shs 395,238

Equity (1,500)Kakaku.com Ord Shs (40,995)

Equity 300Kaken Pharmaceutical Ord Shs 11,769

Equity 15,300Kamigumi Ord Shs 290,354

Equity 5,500Kaneka Ord Shs 226,471

Equity (16,200)Kansai Electric Power Ord Shs (175,634)

Equity (4,500)Kansai Paint Ord Shs (120,339)

Equity 2,200Kao Ord Shs 145,598

Equity (5,131)KAR Auction Services Ord Shs (76,965)

Equity (200)Kawasaki Heavy Industries Ord Shs (4,963)

Equity (368)KB Home Ord Shs (17,123)

Equity 1,607KBR Ord Shs 61,693

Equity (2,400)KDDI Ord Shs (73,738)

Equity (5,500)Keihan Holdings Ord Shs (228,959)

Equity (15,500)Keikyu Ord Shs (234,394)

Equity (6,000)Keio Ord Shs (403,982)

Equity (8,600)Keisei Electric Railway Ord Shs (281,738)

Equity (1,027)Kellogg Ord Shs (65,009)

Equity 320Kemper Ord Shs 25,510

Equity (5,793)Kennametal Ord Shs (231,546)

Equity (50,700)Keppel Ord Shs (200,747)

Equity (190)Kering Ord Shs (131,439)

Equity 72,000Kerry Properties Ord Shs 231,991

Equity (3,359)Kesko Ord Shs Class B (102,959)

Equity 5,100Kewpie Ord Shs 116,308

Equity 3,038Keycorp Ord Shs 60,699

Equity (400)Keyence Ord Shs (181,973)

Equity 935Keyera Ord Shs 19,431

Equity (511)Keysight Technologies Ord Shs (73,277)

Equity (8,400)Kikkoman Ord Shs (500,959)

Equity 3,886Kilroy Realty REIT Ord Shs 255,038



Equity (1,342)KIMBERLY-CLARK (186,605)

Equity (837)Kimco Realty REIT Ord Shs (15,694)

Equity 19Kinaxis Ord Shs 2,217

Equity 11,900Kinden Ord Shs 203,000

Equity 9,075Kinder Morgan Ord Shs 151,099

Equity 121,583Kingfisher Ord Shs 533,942

Equity 37,575Kinross Gold Ord Shs 250,231

Equity 322Kinsale Capital Group Ord Shs 53,066

Equity (8,100)Kintetsu Group Holdings Ord Shs (309,339)

Equity (495)Kion Group Ord Shs (48,985)

Equity (2,065)Kirby Ord Shs (124,478)

Equity (12,000)Kirin Holdings Ord Shs (230,281)

Equity 5,976Knight-Swift Transportation Holdings Ord Shs Class A 287,386

Equity 1,443Knorr Bremse Ord Shs 180,484

Equity (900)Kobayashi Pharmaceutical Ord Shs (84,136)

Equity (16,100)Kobe Bussan Ord Shs (432,005)

Equity (520)Koei Tecmo Holdings Ord Shs (23,365)

Equity 7,552Kohl's Ord Shs 450,175

Equity (2,600)Koito Manufacturing Ord Shs (174,588)

Equity (3,000)Komatsu Ord Shs (92,824)

Equity (500)Konami Holdings Ord Shs (29,819)

Equity 1,246Kone Ord Shs 102,012

Equity (2,748)Koninkilijke DSM Ord Shs (466,049)

Equity 33,695Koninklijke Ahold Delhaize Ord Shs 940,541

Equity (135,788)Koninklijke KPN NV Ord Shs (461,858)

Equity 2,982Koninklijke Philips Ord Shs 170,593

Equity (2,302)Koninklijke Vopak Ord Shs (114,850)

Equity (857)Korian Ord Shs (29,834)

Equity (1,300)KOSE Ord Shs (184,235)

Equity (3,438)Kraft Heinz Ord Shs (137,520)

Equity 2,523Kroger Ord Shs 90,803

Equity (6,600)Kubota Ord Shs (150,486)

Equity 243Kuehne und Nagel International Ord Shs 69,635

Equity (2,600)Kuraray Ord Shs (29,718)

Equity 2,600Kurita Water Industries Ord Shs 111,647

Equity (2,100)Kusuri No Aoki Holdings Ord Shs (161,158)

Equity 4,200Kyowa Exe Ord Shs 111,062

Equity (4,500)Kyowa Kirin Ord Shs (134,796)

Equity (8,400)Kyushu Electric Power Ord Shs (83,012)

Equity (2,800)Kyushu Railway Ord Shs (65,224)

Equity 7,307L Brands Ord Shs 452,011

Equity (1,418)L'Air Liquide Societe Anonyme pour l'Etude et l'Exploitation des Procedes George Ord Shs (232,154)

Equity (2,682)L'Oreal Ord Shs (1,030,124)

Equity 564L3Harris Technologies Ord Shs 114,312



Equity 4,405La Francaise Des Jeux Ord Shs 200,720

Equity 579Laboratory Corporation Of America Holdings Ord Shs 147,662

Equity 9,543LafargeHolcim Ord Shs 563,160

Equity 145Lam Research Ord Shs 86,310

Equity (1,972)Lamb Weston Holdings Ord Shs (152,791)

Equity (110)Lancaster Colony Ord Shs (19,290)

Equity (684)Landstar System Ord Shs (112,901)

Equity 3,568Lanxess Ord Shs 263,602

Equity (330)Las Vegas Sands Ord Shs (20,051)

Equity (1,400)Lasertec Ord Shs (183,964)

Equity 1,000Lawson Ord Shs 49,140

Equity (237)Lear Ord Shs (42,956)

Equity (19,089)Legal and General Group Ord Shs (73,507)

Equity (1,347)Leggett & Platt Ord Shs (61,491)

Equity 1,757Legrand Ord Shs 163,796

Equity (1,229)Leidos Holdings Ord Shs (118,328)

Equity (1,120)Lendingtree Ord Shs (238,560)

Equity (15,707)Lendlease Group Stapled Units (154,565)

Equity 713Lennar A Ord Shs 72,177

Equity (211)Lennox International Ord Shs (65,745)

Equity (34,957)Leonardo Ord Shs (283,651)

Equity 16,093Leroy Seafood Group Ord Shs 137,810

Equity (1,005)LHC Group Ord Shs (192,166)

Equity (407)Liberty Broadband Ord Shs Series C (61,111)

Equity (4,272)Liberty Global Ord Shs Class C (109,107)

Equity 1,160Liberty Media Liberty SiriusXM Ord Shs Series C 51,168

Equity 46Lifco Ord Shs Class B 4,285

Equity (1,078)Ligand Pharmaceuticals Ord Shs (164,341)

Equity (1,806)Lightspeed POS Subordinate Voting Ord Shs (113,560)

Equity (599)Lincoln Electric Holdings Ord Shs (73,641)

Equity (853)Lincoln National Ord Shs (53,116)

Equity (539)Linde Ord Shs (150,995)

Equity (1,447)Line Ord Shs (70,451)

Equity 9,600Lion Ord Shs 187,569

Equity 851Lions Gate Entertainment Voting Ord Shs Class A 12,722

Equity 98Lithia Motors Ord Shs Class A 38,229

Equity (186)Littelfuse Ord Shs (49,186)

Equity (1,988)LivaNova Ord Shs (146,575)

Equity (5,261)Live Nation Entertainment Ord Shs (445,344)

Equity (567)LiveRamp Holdings Ord Shs (29,416)

Equity (5,700)Lixil Ord Shs (158,620)

Equity (293)LKQ Ord Shs (12,403)

Equity (32,923)Lloyds Banking Group Ord Shs (19,321)

Equity 1,764Loblaw Companies Ord Shs 98,526



Equity 1,413Lockheed Martin Ord Shs 522,104

Equity (3,893)Loews Ord Shs (199,633)

Equity 2,768Logitech International Ord Shs 291,579

Equity (84)Lonza Group Ord Shs (47,161)

Equity 1,604Louisiana Pacific Ord Shs 88,958

Equity 1,361Lowe's Companies Ord Shs 258,835

Equity (115)LPL Financial Holdings Ord Shs (16,348)

Equity (934)lululemon athletica Ord Shs (286,467)

Equity (13,450)Lumen Technologies Ord Shs (179,558)

Equity 101Lumentum Holdings Ord Shs 9,226

Equity (2,817)Lundin Mining Ord Shs (28,980)

Equity (742)Lvmh Ord Shs (495,424)

Equity (8,418)Lyft Ord Shs Class A (531,849)

Equity (989)LyondellBasell Industries Ord Shs Class A (102,905)

Equity 169,354M&G Ord Shs 484,606

Equity 702M&T Bank Ord Shs 106,430

Equity (600)M3 Ord Shs (41,110)

Equity 4,900Mabuchi Motor Ord Shs 215,733

Equity 6,419Macerich REIT Ord Shs 75,102

Equity (2,712)Macquarie Group Ord Shs Def (315,685)

Equity 3,180MACQUARIE INFRASTRUCTURE 101,156

Equity (146)Madison Square Garden Entertainment Ord Shs Class A (11,943)

Equity (731)Madison Square Garden Sports Ord Shs Class A (131,185)

Equity (3,172)Magellan Financial Group Ord Shs (109,129)

Equity 1,404Magna International Ord Shs 123,638

Equity 200Makita Ord Shs 8,588

Equity 73,859Man Group Ord Shs 164,115

Equity 49,600Man Wah Holdings Ord Shs 102,844

Equity 400Manhattan Associates Ord Shs 46,952

Equity (3,300)Mani Ord Shs (83,023)

Equity 3,026Manpower Ord Shs 299,271

Equity 10,291Manulife Financial Ord Shs 221,320

Equity 116,634Mapfre Ord Shs 243,454

Equity (3,050)Maple Leaf Foods Ord Shs (69,525)

Equity (1,661)Marathon Oil Ord Shs (17,739)

Equity (3,799)Marathon Petroleum Ord Shs (203,209)

Equity 146Markel Ord Shs 166,385

Equity (422)MarketAxess Holdings Ord Shs (210,122)

Equity 232,242Marks and Spencer Group Ord Shs 483,360

Equity (371)Marriott International Ord Shs Class A (54,949)

Equity 648Marriott Vacations Worldwide Ord Shs 112,869

Equity (1,758)Marsh & Mclennan Ord Shs (214,124)

Equity (256)Martin Marietta Materials Ord Shs (85,970)

Equity 10,800Marubeni Ord Shs 89,997



Equity (1,200)Marui Group Ord Shs (22,577)

Equity (2,428)Marvell Technology Group Ord Shs (118,923)

Equity 2,412Masco Ord Shs 144,479

Equity (776)Masimo Ord Shs (178,216)

Equity (2,028)Mastec Ord Shs (190,024)

Equity (249)Mastercard Ord Shs Class A (88,656)

Equity (346)Match Group Ord Shs (47,533)

Equity (3,900)Matsumotokiyoshi Holdings Ord Shs (174,000)

Equity 626Mattel Ord Shs 12,470

Equity 947Maximus Ord Shs 84,321

Equity (2,391)McCormick & Co Non-Voting Ord Shs (213,182)

Equity 1,047MCDONALD'S 234,675

Equity 5,400McDonalds Holdings (Japan) Ord Shs 249,231

Equity 1,198McKesson Ord Shs 233,658

Equity 5,968MDU Resources Group Ord Shs 188,648

Equity 200,300Mebuki Financial Group Ord Shs 473,107

Equity (9,524)Medallia Ord Shs (265,624)

Equity (40,536)Medibank Private Ord Shs (86,448)

Equity (11,441)Medical Properties Trust REIT Ord Shs (243,464)

Equity (29,930)Mediobanca Banca Di Credito Finanziario Ord Shs (332,631)

Equity 16,700Medipal Holdings Ord Shs 321,003

Equity 306Medpace Holdings Ord Shs 50,199

Equity 2,133Medtronic Ord Shs 251,971

Equity (30,094)Meggitt Ord Shs (198,220)

Equity 2,000MEIJI Holdings Ord Shs 128,869

Equity 14,000Melco International Development Ord Shs 28,524

Equity 21,846Melrose Industries Ord Shs 50,305

Equity (15)Mercadolibre Ord Shs (22,082)

Equity (3,800)Mercari Ord Shs (172,633)

Equity 2,703MERCK 208,374

Equity (1,795)Merck Ord Shs (307,589)

Equity 1,243Mercury General Ord Shs 75,587

Equity 1,027Mercury Systems Ord Shs 72,558

Equity 2,295Methanex Ord Shs 84,671

Equity (1,707)Metro Ord Shs (77,863)

Equity 13,763Metro Ord Shs 145,743

Equity (85)Mettler Toledo Ord Shs (98,234)

Equity (5,836)MGIC Investment Ord Shs (80,829)

Equity (21,200)MGM China Holdings Ord Shs (37,631)

Equity 3,142MGM Resorts International Ord Shs 119,365

Equity 2,728Michelin Ord Shs 409,274

Equity 269Microchip Technology Ord Shs 41,754

Equity 3,289Micron Technology Ord Shs 290,123

Equity 2,942MICROSOFT 693,635



Equity (308)Mid America Apartment Communities REIT Ord Shs (44,463)

Equity (135)Middleby Ord Shs (22,376)

Equity (2,424)Millicom International Cellular SDR (93,441)

Equity 1,500Minebea Mitsumi Ord Shs 38,403

Equity 4,298Mineral Resources Ord Shs 124,461

Equity 1,392Minerals Technologies Ord Shs 104,845

Equity 2,700Misumi Group Ord Shs 78,557

Equity (1,700)Mitsubishi Chemical Ord Shs (12,768)

Equity 14,900Mitsubishi Electric Ord Shs 227,410

Equity 8,800Mitsubishi Gas Chemical Ord Shs 216,138

Equity 20,500Mitsubishi Hc Capital Ord Shs 123,928

Equity 3,400Mitsubishi Heavy Industries Ord Shs 106,123

Equity 1,400Mitsubishi Logistics Ord Shs 42,887

Equity 3,700Mitsubishi Materials Ord Shs 86,523

Equity (120,700)Mitsubishi Motors Ord Shs (344,077)

Equity 3,200Mitsubishi Ord Shs 90,643

Equity (47,900)Mitsubishi UFJ Financial Group Ord Shs (256,493)

Equity 8,300Mitsui Chemicals Ord Shs 262,520

Equity (3,800)Mitsui Ord Shs (79,164)

Equity 6,900Mitsui OSK Lines Ord Shs 241,968

Equity (2,100)Miura Ord Shs (113,647)

Equity 10,630Mizuho Financial Group Ord Shs 153,822

Equity 345MKS Instruments Ord Shs 63,970

Equity 1,102Moderna Ord Shs 144,307

Equity (72)Mohawk Industries Ord Shs (13,846)

Equity 493Molina Healthcare Ord Shs 115,244

Equity 1,268Molson Coors Beverage Company Ord Shs Class B 64,858

Equity (5,459)Moncler Ord Shs (313,548)

Equity (3,771)Mondelez International Ord Shs Class A (220,717)

Equity 6,938Mondi Ord Shs 177,089

Equity 9,451Moneysupermarket.Com Group Ord Shs 34,763

Equity (389)MongoDB Ord Shs Class A (104,030)

Equity 461Monolithic Power Systems Ord Shs 162,830

Equity (4,400)Monotaro Ord Shs (119,218)

Equity (78)Monster Beverage Ord Shs (7,105)

Equity (215)Moody's Ord Shs (64,201)

Equity (858)Morgan Stanley Ord Shs (66,632)

Equity (84)Morningstar Ord Shs (18,903)

Equity (338)Morphosys Ord Shs (29,508)

Equity (107,250)Morrison(Wm.)Supermarkets Ord Shs (269,976)

Equity 8,746Mosaic Ord Shs 276,461

Equity (194)Motorola Solutions Ord Shs (36,482)

Equity (18,298)Mowi Ord Shs (454,859)

Equity (1,236)MSA Safety Ord Shs (185,425)



Equity 2,162MSC Industrial Ord Shs Class A 194,991

Equity (351)MSCI Ord Shs (147,167)

Equity (53,449)MTR Corporation Ord Shs (302,842)

Equity (1,433)MTU Aero Engines Holding Ord Shs (338,020)

Equity (941)Muenchener Rueckversicherungs-Gesellschaft N Ord Shs (290,424)

Equity (4,071)Murphy Oil Ord Shs (66,805)

Equity 1,376Murphy USA Ord Shs 198,915

Equity 2,300Nabtesco Ord Shs 105,321

Equity (8,300)Nagoya Railroad Ord Shs (197,773)

Equity (1,600)Nankai Electric Railway Ord Shs (36,807)

Equity (1,188)NASDAQ Ord Shs (175,182)

Equity (5,552)National Australia Bank Ord Shs (109,946)

Equity (1,417)National Bank of Canada Ord Shs (96,248)

Equity (1,199)National Fuel Gas Ord Shs (59,938)

Equity (26,144)National Grid Ord Shs (311,652)

Equity 179National Instruments Ord Shs 7,730

Equity 4,062National Retail Properties REIT Ord Shs 179,012

Equity (7,386)Naturgy Energy Ord Shs (181,428)

Equity (133,859)Natwest Group Ord Shs (362,445)

Equity 6,497Navient Ord Shs 92,972

Equity (175)NCR Ord Shs (6,641)

Equity 12,800NEC Networks & System Integration Ord Shs 225,651

Equity (11,561)Nektar Therapeutics Ord Shs (231,220)

Equity (2,121)Nemetschek Ord Shs (135,609)

Equity 51Neogen Ord Shs 4,533

Equity (6,129)Neste Ord Shs (326,027)

Equity (3,358)NESTLE (375,851)

Equity (4,300)Net One Systems Ord Shs (137,561)

Equity (103)NetApp Ord Shs (7,485)

Equity (106)Netflix Ord Shs (55,296)

Equity 1,093NetScout Systems Ord Shs 30,779

Equity (33)Neurocrine Biosciences Ord Shs (3,209)

Equity (6,150)New Jersey Resources Ord Shs (245,201)

Equity (1,176)New Relic Ord Shs (72,300)

Equity 17,250New World Development Company Ord Shs 89,196

Equity 6,650New York Community Bancorp Ord Shs 83,923

Equity (4,540)New York Times Ord Shs Class A (229,815)

Equity 8,625Newcrest Mining Ord Shs 160,421

Equity 2,181Newell Brands Ord Shs 58,407

Equity 471NewMarket Ord Shs 179,055

Equity 3,521Newmont Ord Shs 212,211

Equity 6,360News Ord Shs Class A 161,735

Equity (39,963)Nexi Ord Shs (698,891)

Equity (5,200)NEXON Ord Shs (168,941)



Equity 533Nexstar Media Group Ord Shs Class A 74,849

Equity 422Next Ord Shs 45,798

Equity (2,194)Nextdc Ord Shs (17,412)

Equity (8,136)NextEra Energy Ord Shs (615,163)

Equity 500NGK Insulators Ord Shs 9,158

Equity 12,500NGK Spark Plug Ord Shs 216,176

Equity 3,400NH Foods Ord Shs 146,000

Equity (8,933)Nibe Industrier Ord Shs Class B (277,532)

Equity 2,200Nichirei Ord Shs 56,722

Equity (1,600)NIDEC Ord Shs (194,534)

Equity (2,917)Nielsen Holdings Ord Shs (73,363)

Equity 1,000NIFCO Ord Shs 36,516

Equity 4,800Nihon Kohden Ord Shs 140,308

Equity 8,600Nihon Unisys Ord Shs 265,394

Equity (417)Nike Ord Shs Class B (55,415)

Equity 1,500Nikon Ord Shs 14,050

Equity 1,100Nintendo Ord Shs 615,303

Equity 5,800Nippo Ord Shs 158,516

Equity 3,500Nippon Express Ord Shs 260,995

Equity (24,000)Nippon Paint Holdings Ord Shs (346,425)

Equity 2,500Nippon Sanso Holdings Ord Shs 47,602

Equity (2,200)Nippon Shinyaku Ord Shs (163,855)

Equity 1,800Nippon Steel Ord Shs 30,730

Equity (2,200)Nippon Telegraph And Telephone Ord Shs (56,583)

Equity 3,700Nippon Yusen Ord Shs 126,403

Equity (3,031)NiSource Ord Shs (73,077)

Equity (4,300)Nissan Chemical Ord Shs (229,982)

Equity 7,000Nissan Motor Ord Shs 39,016

Equity (9,200)Nisshin Seifun Group Ord Shs (154,027)

Equity (1,300)NISSIN FOODS HOLDINGS Ord Shs (96,588)

Equity 700Nitori Holdings Ord Shs 135,724

Equity 2,600Nitto Denko Ord Shs 222,588

Equity 1,864NN Group Ord Shs 91,333

Equity 100NOF Ord Shs 5,240

Equity 1,600NOK Ord Shs 21,734

Equity (38,091)Nokia Ord Shs (152,414)

Equity 6,508Nokian Renkaat Ord Shs 236,197

Equity 12,600Nomura Holdings Ord Shs 66,295

Equity (1,700)Nomura Research Institute Ord Shs (52,692)

Equity 30,223Nordea Bank Ord Shs 298,197

Equity 475Nordson Ord Shs 94,373

Equity (9,994)Nordstrom Ord Shs (378,473)

Equity (744)Norfolk Southern Ord Shs (199,779)

Equity 49,931Norsk Hydro Ord Shs 320,303



Equity (24,650)Northern Star Resources Ord Shs (177,984)

Equity (244)Northern Trust Ord Shs (25,647)

Equity (1,706)Northland Power Ord Shs (61,828)

Equity 268Northrop Grumman Ord Shs 86,736

Equity 2,276NorthWestern Ord Shs 148,395

Equity 3,408NortonLifeLock Ord Shs 72,454

Equity (13,934)Norwegian Cruise Line Holdings Ord Shs (384,439)

Equity 4,926NOV Ord Shs 67,585

Equity 1,913Novartis Ord Shs 164,175

Equity 389NOVO-NORDISK 26,418

Equity (1,193)Novocure Ord Shs (157,691)

Equity (4,971)Novozymes Ord Shs Class B (319,174)

Equity 3,165Nrg Energy Ord Shs 119,415

Equity 3,400NS Solutions Ord Shs 108,000

Equity (10,500)NSK Ord Shs (107,851)

Equity 600NTT Data Ord Shs 9,301

Equity 4,248Nu Skin Enterprises Ord Shs Class A 224,677

Equity (4,766)Nuance Communications Ord Shs (207,988)

Equity (181)Nucor Ord Shs (14,529)

Equity (1,162)Nutanix Ord Shs Class A (30,863)

Equity 478Nutrien Ord Shs 25,747

Equity (703)NuVasive Ord Shs (46,089)

Equity 3,047nVent Electric Ord Shs 85,042

Equity (141)NVIDIA Ord Shs (75,284)

Equity (2)NVR Ord Shs (9,422)

Equity 22,000NWS Holdings Ord Shs 23,233

Equity 1,600NXP Semiconductors Ord Shs 322,144

Equity 8,523O I Glass Ord Shs 125,629

Equity 347O'Reilly Automotive Ord Shs 176,016

Equity 49,600Obayashi Ord Shs 455,602

Equity (1,200)Obic Ord Shs (219,692)

Equity 17,738OC Oerlikon Corporation Ord Shs 205,999

Equity (24,824)Ocado Group Ord Shs (696,981)

Equity (7,317)Occidental Petroleum Ord Shs (194,779)

Equity (2,053)OCI Ord Shs (44,470)

Equity (20,400)Odakyu Electric Railway Ord Shs (558,462)

Equity 3,199OGE Energy Ord Shs 103,520

Equity (58,271)Oil Search Ord Shs (181,967)

Equity 5,300Oji Holdings Ord Shs 34,342

Equity (670)Okta Ord Shs Class A (147,688)

Equity 23Old Dominion Freight Line Ord Shs 5,529

Equity 10,424Old Republic International Ord Shs 227,660

Equity 817Olin Ord Shs 31,021

Equity (1,255)Ollie's Bargain Outlet Holdings Ord Shs (109,185)



Equity (4,500)Olympus Ord Shs (93,299)

Equity 3,619Omega Healthcare Investors REIT Ord Shs 132,564

Equity 3,157Omnicom Group Ord Shs 234,092

Equity 800OMRON Ord Shs 62,552

Equity (1,437)ON Semiconductor Ord Shs (59,794)

Equity (1,970)ONE Gas Ord Shs (151,513)

Equity 498OneMain Holdings Ord Shs 26,753

Equity (2,577)Oneok Ord Shs (130,551)

Equity 1,460Onex Ord Shs 90,793

Equity 11,100Ono Pharmaceutical Ord Shs 290,308

Equity 935Open Text Ord Shs 44,576

Equity (1,000)Oracle Japan Ord Shs (97,738)

Equity 2,917Oracle Ord Shs 204,686

Equity 29,164Orange Ord Shs 360,074

Equity (15,701)Orica Ord Shs (166,823)

Equity (3,100)Oriental Land Ord Shs (466,403)

Equity 32,378Origin Energy Ord Shs 115,659

Equity 1,546Orion Ord Shs Class B 62,087

Equity 600Orix Ord Shs 10,143

Equity 31,135Orkla Ord Shs 305,793

Equity (1,519)Orpea Ord Shs (176,386)

Equity (1,236)Orsted Ord Shs (200,109)

Equity (2,900)Osaka Gas Ord Shs (56,609)

Equity 2,755Oshkosh Ord Shs 326,908

Equity 384Otis Worldwide Ord Shs 26,285

Equity 2,500Otsuka Holdings Ord Shs 106,041

Equity 500Otsuka Ord Shs 23,439

Equity 2,385OUTFRONT Media Ord Shs 52,065

Equity 1,800Oversea-Chinese Banking Ord Shs 15,741

Equity 1,631Owens Corning Ord Shs 150,199

Equity (8,494)OZ Minerals Ord Shs (147,762)

Equity 1,119PACCAR Ord Shs 103,977

Equity 1,152Packaging Corp of America Ord Shs 154,921

Equity 1,411PacWest Bancorp Ord Shs 53,830

Equity (5,235)Pagerduty Ord Shs (210,604)

Equity (18)Palo Alto Networks Ord Shs (5,797)

Equity 1,400Paltac Ord Shs 75,891

Equity (447)Pan American Silver Ord Shs (13,408)

Equity (13,700)Pan Pacific International Holdings Ord Shs (323,717)

Equity 17,300Panasonic Ord Shs 222,865

Equity 5,146Pandora Ord Shs 552,663

Equity 3,616Papa Johns International Ord Shs 320,522

Equity 24,941Paramount Group REIT Ord Shs 252,652

Equity (1,022)Park Hotels Resorts Ord Shs (22,055)



Equity (9,900)Park24 Ord Shs (185,367)

Equity 199Parker-Hannifin Ord Shs 62,771

Equity 2,819Parkland Ord Shs 84,692

Equity (291)Partners Group Holding Ord Shs (373,200)

Equity (3,872)Patterson Companies Ord Shs (123,710)

Equity (770)Paychex Ord Shs (75,475)

Equity (72)Paycom Software Ord Shs (26,644)

Equity 174Paylocity Holding Ord Shs 31,290

Equity (254)PayPal Holdings Ord Shs (61,681)

Equity (6,503)Pearson Ord Shs (69,229)

Equity (11,454)Pebblebrook Hotel Trust REIT Ord Shs (278,218)

Equity (387)Pegasystems Ord Shs (44,250)

Equity 1,616Peloton Interactive Class A Ord Shs 181,703

Equity (2,217)Pembina Pipeline Ord Shs (64,031)

Equity 347Penn National Gaming Ord Shs 36,379

Equity (12,075)Pennon Group Ord Shs (162,434)

Equity 1,342Penske Automotive Group Voting Ord Shs 107,682

Equity (738)Pentair Ord Shs (45,992)

Equity (827)Penumbra Ord Shs (223,770)

Equity (1,469)Pepsico Ord Shs (207,790)

Equity (600)Peptidream Ord Shs (27,475)

Equity 1,410PerkinElmer Ord Shs 180,889

Equity (2,138)Pernod Ricard Ord Shs (402,172)

Equity 525Perrigo Ord Shs 21,247

Equity 3,474Persimmon Ord Shs 140,916

Equity 2,900Persol Holdings Ord Shs 56,793

Equity 4,649PFIZER 168,433

Equity (561)PHILIP MORRIS INTERNATIONAL (49,783)

Equity (3,173)Phillips 66 Ord Shs (258,726)

Equity 971Physicians Realty Trust REIT Ord Shs 17,158

Equity (4,500)Pigeon Ord Shs (171,041)

Equity 3,605Pilgrims Pride Ord Shs 85,763

Equity (1,975)Pinnacle Financial Partners Ord Shs (175,104)

Equity (349)Pinnacle West Ord Shs (28,391)

Equity 2,138Pinterest Ord Shs Class A 158,276

Equity 8,292Pirelli & C Ord Shs 48,747

Equity (1,089)Planet Fitness Ord Shs Class A (84,180)

Equity 1,737Pluralsight Ord Shs Class A 38,805

Equity (2,548)PNC Financial Services Group Ord Shs (446,945)

Equity 9,100Pola Orbis Holdings Ord Shs 219,388

Equity 1,830Polaris Industries Ord Shs 244,305

Equity (134)Pool Ord Shs (46,262)

Equity 5,420Popular Ord Shs 381,134

Equity (1,188)Post Holdings Ord Shs (125,595)



Equity 9,543Poste Italiane Ord Shs 121,580

Equity 2,626PotlatchDeltic Ord Shs 138,968

Equity (5,181)PPD Ord Shs (196,049)

Equity (1,109)PPG Industries Ord Shs (166,638)

Equity (1,595)PPL Ord Shs (46,000)

Equity (2,269)Premier Ord Shs Class A (76,806)

Equity (1,526)Premium Brands Holdings Ord Shs (145,382)

Equity (674)Primerica Ord Shs (99,631)

Equity 99Principal Financial Group Ord Shs 5,936

Equity 565PROCTER & GAMBLE 76,518

Equity 124PROG Holdings Ord Shs 5,368

Equity 356Progressive Ord Shs 34,037

Equity (1,715)ProLogis REIT Ord Shs (181,790)

Equity 378Proofpoint Ord Shs 47,549

Equity 4,269ProSieben Sat.1 Media N Ord Shs 87,478

Equity 2,619Prosperity Bancshares Ord Shs 196,137

Equity (1,192)Prosus Ord Shs (132,811)

Equity 13,650Proximus Ord Shs 297,755

Equity 595Prudential Financial Ord Shs 54,205

Equity (28,537)Prudential plc Ord Shs (606,533)

Equity 8,457Prysmian Ord Shs 275,424

Equity (113)PS Business Parks REIT Ord Shs (17,468)

Equity (385)PTC Ord Shs (52,995)

Equity 618Public Service Enterprise Group Ord Shs 37,210

Equity 494Public Storage REIT Ord Shs 121,899

Equity 8,347Publicis Groupe Ord Shs 510,524

Equity 7,090Pultegroup Ord Shs 371,800

Equity (785)Puma Ord Shs (77,075)

Equity (8,045)Pure Storage Ord Shs Class A (173,289)

Equity 1,729PVH Ord Shs 182,755

Equity (34,166)Qantas Airways Ord Shs (132,455)

Equity (5,479)QBE Insurance Group Ord Shs (40,145)

Equity (676)Qiagen Ord Shs (32,789)

Equity 1,026Qorvo Ord Shs 187,450

Equity 716QUALCOMM Ord Shs 94,934

Equity (373)Qualys Ord Shs (39,083)

Equity 511Quanta Services Ord Shs 44,958

Equity (17,933)Qube Holdings Ord Shs (40,839)

Equity 2,761Quebecor Ord Shs Class B 74,119

Equity 906Quest Diagnostics Ord Shs 116,276

Equity 1,170Quidel Ord Shs 149,678

Equity (14,768)Quilter Ord Shs (32,570)

Equity 1,726Qurate Retail 8.0 Cumulative Redeemable Pref Shs 175,448

Equity 12,590Qurate Retail Ord Shs Series A 148,058



Equity (26,100)Rakuten Group Ord Shs (311,547)

Equity 282Ralph Lauren Ord Shs Class A 34,731

Equity 233Ramsay Health Care Ord Shs 11,890

Equity 6,154Randstad Ord Shs 433,823

Equity (549)Rational Ord Shs (427,471)

Equity 1,088Raymond James Ord Shs 133,345

Equity (4,021)Rayonier REIT Ord Shs (129,677)

Equity (156)Raytheon Technologies Ord Shs (12,054)

Equity (752)REA Group Ord Shs (81,183)

Equity (2,621)Realty Income REIT Ord Shs (166,434)

Equity (3,433)Reata Pharmaceuticals Ord Shs Class A (342,270)

Equity (1,348)Reckitt Benckiser Group Ord Shs (120,852)

Equity (2,177)Recordati Industria Chimica E Farmaceutica Ord Shs (117,364)

Equity (6,000)Recruit Holdings Ord Shs (293,267)

Equity 15,850Red Electrica Ord Shs 281,290

Equity 1,069Regal Beloit Ord Shs 152,525

Equity 1,163Regency Centers REIT Ord Shs 65,954

Equity (132)Regeneron Pharmaceuticals Ord Shs (62,454)

Equity (6,951)Regions Financial Ord Shs (143,608)

Equity 35Reinsurance Group of America Ord Shs 4,412

Equity 1,295Reliance Steel & Aluminum Ord Shs 197,216

Equity (15,600)Relx Ord Shs (391,509)

Equity (1,235)Remy Cointreau Ord Shs (228,611)

Equity (2,932)Renault Ord Shs (127,260)

Equity 16,500Renesas Electronics Ord Shs 179,186

Equity 208Renishaw Ord Shs 18,395

Equity (23,202)Rentokil Initial Ord Shs (155,065)

Equity (772)Repligen Ord Shs (150,085)

Equity 30,112Repsol Ord Shs 373,725

Equity 940Republic Services Ord Shs 93,389

Equity 162Resmed Ord Shs 31,431

Equity 55,900Resona Holdings Ord Shs 235,134

Equity (6,425)Restaurants Brands International Ord Shs (417,803)

Equity 21,836Rexel Ord Shs 433,719

Equity (3,594)Rexford Industrial Realty REIT Ord Shs (181,138)

Equity (1,714)Reynolds Consumer Products Ord Shs (51,043)

Equity (238)RH Ord Shs (141,991)

Equity 1,915Rheinmetall Ord Shs 194,460

Equity 22,700RICOH Ord Shs 230,903

Equity 5,177Rightmove Ord Shs 41,585

Equity (1,085)RingCentral Ord Shs Class A (323,200)

Equity 1,500Rinnai Ord Shs 168,190

Equity 9,192Rio Tinto Ord Shs 703,862

Equity 793Ritchie Bros Auctioneers Ord Shs 46,425



Equity (2,174)RLI (242,553)

Equity 426Robert Half Ord Shs 33,258

Equity (1)ROCHE HOLDING (325)

Equity (751)Rockwell Automation Ord Shs (199,345)

Equity (415)Rockwool International Ord Shs Class B (175,366)

Equity (2,655)Rogers Communications Non-Voting Ord Shs Class B (122,415)

Equity 3,000Rohm Ord Shs 293,484

Equity 8,800Rohto Pharmaceutical Ord Shs 235,171

Equity 1,062Roku Ord Shs Class A 345,968

Equity (4,693)Rollins Ord Shs (161,533)

Equity (340,220)Rolls-Royce Holdings Ord Shs (494,280)

Equity (409)Roper Technologies Ord Shs (164,966)

Equity (770)Ross Stores Ord Shs (92,331)

Equity (5,327)Rotork Ord Shs (26,209)

Equity (1,830)Royal Bank of Canada Ord Shs (168,709)

Equity (3,944)Royal Caribbean Group Ord Shs (337,646)

Equity 239Royal Dutch Shell Ord Shs 4,662

Equity (1,056)Royal Gold Ord Shs (113,647)

Equity 88,702Royal Mail Ord Shs 617,540

Equity 556Royal Unibrew Ord Shs 58,289

Equity (644)RPM International Ord Shs (59,151)

Equity 6,848Rubis Ord Shs 325,158

Equity 2,698RWE Ord Shs 105,973

Equity 2,675Ryder System Ord Shs 202,364

Equity (1,500)Ryohin Keikaku Ord Shs (35,538)

Equity (517)S&P Global Ord Shs (182,434)

Equity 5,585SAAB Ord Shs Class B 153,140

Equity 4,025Sabra Health Care REIT Ord Shs 69,874

Equity (17,969)Sabre Ord Shs (266,121)

Equity (2,752)Safran Ord Shs (375,355)

Equity 52,902Sage Group Ord Shs 447,276

Equity (1,152)SAGE Therapeutics Ord Shs (86,227)

Equity (2,843)SailPoint Technologies Holdings Ord Shs (143,970)

Equity (76,246)Sainsbury(J) Ord Shs (255,102)

Equity (901)Saipem Ord Shs (2,461)

Equity (27)SALESFORCE.COM (5,720)

Equity (622)Salmar Ord Shs (42,990)

Equity (3,435)Salvatore Ferragamo Ord Shs (66,048)

Equity (10,683)Sampo Ord Shs (483,019)

Equity 469Sanderson Farms Ord Shs 73,061

Equity (18,000)Sands China Ord Shs (89,948)

Equity 3,066Sandvik Ord Shs 83,929

Equity 2,300Sankyo Ord Shs 61,049

Equity 5,900Sankyu Ord Shs 259,493



Equity 934SANOFI 92,484

Equity 6,400Santen Pharmaceutical Ord Shs 88,210

Equity (6,758)Santos Ord Shs (36,545)

Equity 1,167SAP Ord Shs 143,220

Equity (6,588)Saputo Ord Shs (198,083)

Equity (559)Sartorius Pref Shs (279,353)

Equity (218)Sartorius Stedim Biotech Ord Shs (89,983)

Equity 6,200Sats Ord Shs 20,073

Equity 400Sawai Group Holdings Ord Shs 19,204

Equity (119)SBA Communications REIT Ord Shs Class A (33,028)

Equity (3,858)SBM Offshore Ord Shs (70,826)

Equity (2,971)Schibsted Ord Shs Class A (124,947)

Equity (489)Schindler Holding Par Shs (144,235)

Equity 5,419Schlumberger Ord Shs 147,343

Equity (1,984)Schneider Electric Ord Shs (303,716)

Equity 12,784Schneider National Ord Shs Class B 319,216

Equity (2,283)Schroders Ord Shs Non-Voting (110,245)

Equity 732Science Applications International Ord Shs 61,188

Equity 1,907Scientific Games Ord Shs 73,458

Equity (3,522)Scor Ord Shs (120,457)

Equity (464)Scotts Miracle Gro Ord Shs (113,666)

Equity 1,182Scout24 N Ord Shs 89,882

Equity 5,400Screen Holdings Ord Shs 475,982

Equity 3,900SCSK Ord Shs 231,529

Equity (1,107)Seagate Technology Ord Shs (84,962)

Equity 101Seagen Ord Shs 14,025

Equity 1,329Sealed Air Ord Shs 60,895

Equity 893Seb Ord Shs 157,851

Equity 14,888Securitas Ord Shs Class B 253,648

Equity (4,986)Seek Ord Shs (108,269)

Equity (4,800)Sega Sammy Holdings Ord Shs (75,019)

Equity 2,220SEI Investments Ord Shs 135,265

Equity (14,600)Seibu Holdings Ord Shs (161,195)

Equity 3,400Seiko Epson Ord Shs 55,385

Equity 14,300Seino Holdings Ord Shs 199,553

Equity (6,300)Sekisui Chemical Ord Shs (121,154)

Equity 11,200Sekisui House Ord Shs 240,623

Equity (984)Selective Insurance Group Ord Shs (71,379)

Equity 441Sempra Energy Ord Shs 58,468

Equity 365Semtech Ord Shs 25,185

Equity 2,892Sensata Technologies Holding Ord Shs 167,591

Equity 1,764Sensient Technologies Ord Shs 137,592

Equity 3,700Seria Ord Shs 129,416

Equity 3,486Service Corporation International Ord Shs 177,960



Equity 8,485Service Properties Trust Ord Shs 100,632

Equity 233ServiceNow Ord Shs 116,526

Equity 14,085Ses Sa FDR 112,137

Equity 4,000Seven & I Holdings Ord Shs 161,557

Equity (164,500)Seven Bank Ord Shs (376,638)

Equity (6,413)Seven Group Holdings Ord Shs (110,145)

Equity (9,845)Severn Trent Ord Shs (313,227)

Equity 1,600SG Holdings Ord Shs 36,735

Equity 3SGS Ord Shs 8,546

Equity (14,000)Sharp Ord Shs (241,991)

Equity (16)Sherwin Williams Ord Shs (11,808)

Equity 1,000Shimadzu Ord Shs 36,244

Equity 3,300Shimamura Ord Shs 381,367

Equity (400)Shimano Ord Shs (95,475)

Equity 33,400Shimizu Ord Shs 270,827

Equity (800)Shin Etsu Chemical Ord Shs (134,733)

Equity 4,200Shinsei Bank Ord Shs 67,998

Equity (900)Shionogi Ord Shs (48,478)

Equity (7,400)Shiseido Ord Shs (497,039)

Equity (7,500)Shizuoka Bank Ord Shs (59,050)

Equity (2,700)Sho-Bond Holdings Ord Shs (116,552)

Equity 12Shopify Subordinate Voting Ord Shs Class A 13,247

Equity (12,500)Showa Denko Ord Shs (356,335)

Equity (302)Siemens Energy N Ord Shs (10,865)

Equity (4,296)Siemens Healthineers Ord Shs (233,268)

Equity (2,203)Siemens N Ord Shs (362,486)

Equity (2,839)SIG Combibloc Group Ord Shs (65,941)

Equity (796)Signature Bank Ord Shs (179,976)

Equity 11,420Signify Ord Shs 590,028

Equity (2,138)Sika Ord Shs (613,356)

Equity 3,436Silgan Holdings Ord Shs 144,415

Equity (682)Silicon Laboratories Ord Shs (96,210)

Equity (1,249)Simcorp Ord Shs (155,041)

Equity (1,687)Simon Property Group REIT Ord Shs (191,930)

Equity 1,008Simpson Manufacturing Ord Shs 104,560

Equity (824)Sinch Ord Shs (145,207)

Equity (72,307)Singapore Airlines Ord Shs (298,678)

Equity (21,847)Singapore Technologies Engineering Ord Shs (63,252)

Equity 12,000Sino Land Ord Shs 16,701

Equity (20,934)Sirius XM Holdings Ord Shs (127,488)

Equity (11,000)SITC International Holdings Ord Shs (37,282)

Equity (2,902)Six Flags Entertainment Ord Shs (134,856)

Equity 40,000SJM Hldgs Ord Shs 52,274

Equity (46,198)Skandinaviska Enskilda Banken Ord Shs Class A (564,205)



Equity 10,049Skanska Ord Shs Class B 252,485

Equity 4,327Skechers USA Ord Shs Class A 180,479

Equity 5,166SKF Ord Shs Class B 147,104

Equity 3,500Skylark Holdings Ord Shs 52,452

Equity 747Skyworks Solutions Ord Shs 137,060

Equity (1,225)SL Green Realty REIT Ord Shs (85,738)

Equity 1,178SLM Ord Shs 21,169

Equity (131)Smartsheet Ord Shs Class A (8,374)

Equity (200)SMC (Japan) Ord Shs (116,398)

Equity 27,914Smith (DS) Ord Shs 157,017

Equity 685Smith and Nephew Ord Shs 13,023

Equity (2,446)Smiths Group Ord Shs (51,887)

Equity (20,425)Snam Ord Shs (113,498)

Equity 506Snap On Ord Shs 116,754

Equity (2,121)Snap Ord Shs Class A (110,907)

Equity 632SNC Lavalin Ord Shs 13,527

Equity 3,088Sodexo Ord Shs 296,806

Equity (4,700)Softbank Group Ord Shs (396,842)

Equity (10,600)Softbank Ord Shs (137,992)

Equity 2,617Software Ord Shs 110,543

Equity 1,500Sohgo Security Services Ord Shs 70,995

Equity (449)Soitec Ord Shs (91,980)

Equity 106,600Sojitz Ord Shs 300,988

Equity (451)Solaredge Technologies Ord Shs (129,635)

Equity 6,349SolarWinds Ord Shs 110,727

Equity 1,326Solvay Ord Shs 165,507

Equity (300)Sompo Holdings Ord Shs (11,517)

Equity 2,920Sonic Healthcare Ord Shs 78,041

Equity 1,230Sonoco Products Ord Shs 77,859

Equity 892Sonova Holding Ord Shs 237,323

Equity 4,100Sony Group Ord Shs 430,222

Equity (800)Sotetsu Holdings Ord Shs (17,948)

Equity 52,752South32 Ord Shs 112,902

Equity (1,859)Southern Ord Shs (115,555)

Equity (1,577)Southwest Airlines Ord Shs (96,292)

Equity 758Southwest Gas Holdings Ord Shs 52,082

Equity (1,815)SOVRAN SELF STORAGE (155,999)

Equity (8,496)Spark Infrastructure Group Stapled Units (14,042)

Equity 3,838Spectris Ord Shs 176,174

Equity 661Spectrum Brands Holdings Ord Shs 56,185

Equity (2,055)Spirax-Sarco Engineering Ord Shs (323,222)

Equity (585)Spire Ord Shs (43,226)

Equity (1,409)Spirit Aerosystems Ord Shs Class A (68,548)

Equity (4,122)Spirit Realty Capital REIT Ord Shs (175,185)



Equity (1,081)Splunk Ord Shs (146,454)

Equity (8)Sprouts Farmers Market Ord Shs (213)

Equity 2,600Square Enix Hldg Ord Shs 144,706

Equity (1,228)Square Ord Shs Class A (278,817)

Equity 3,956SS And C Technologies Holdings Ord Shs 276,406

Equity 21,964SSAB Ord Shs Class A 116,343

Equity (3,487)SSE Ord Shs (70,000)

Equity 15SSR Mining Ord Shs 214

Equity (12,701)St.James'S Place Ord Shs (223,250)

Equity (629)Staar Surgical Ord Shs (66,303)

Equity 16,781Standard Chartered PLC Ord Shs 115,648

Equity 31,991Standard Life Aberdeen Ord Shs 127,956

Equity 36Stanley Black & Decker Ord Shs 7,188

Equity 900Stanley Electric Ord Shs 26,837

Equity 3,970Stantec Ord Shs 169,938

Equity (2,754)Starbucks Ord Shs (300,930)

Equity 1,174State Street Ord Shs 98,628

Equity (2,055)STATOIL (40,275)

Equity 1,258Steel Dynamics Ord Shs 63,856

Equity 32,783Stellantis Ord Shs 581,184

Equity (188)Stericycle Ord Shs (12,692)

Equity (348)STERIS Ord Shs (66,287)

Equity (5,088)Sterling Ban Ord Shs (117,126)

Equity (185)Stifel Financial Ord Shs (11,851)

Equity 6,137Stmicroelectronics Ord Shs 234,344

Equity 6,130Stora Enso Ord Shs Class R 114,589

Equity (8,018)Store Capital Ord Shs (268,603)

Equity 1,174Strategic Education Ord Shs 107,902

Equity (192)Straumann Holding Ord Shs (240,523)

Equity (1,119)Stroeer Ord Shs (91,404)

Equity (1,118)Stryker Ord Shs (272,322)

Equity 23,600Subaru Ord Shs 470,719

Equity 4,205Subsea 7 Ord Shs 42,314

Equity (12,099)Suez Ord Shs (256,812)

Equity 800Sugi Holdings Ord Shs 63,493

Equity 617Sulzer AG Ord Shs 69,688

Equity 7,100SUMCO Ord Shs 162,304

Equity (2,400)Sumitomo Chemical Ord Shs (12,445)

Equity (7,400)Sumitomo Electric Industries Ord Shs (111,033)

Equity 3,300Sumitomo Forestry Ord Shs 71,256

Equity 7,000Sumitomo Heavy Industries Ord Shs 194,796

Equity 1,300Sumitomo Metal Mining Ord Shs 56,224

Equity 2,300Sumitomo Mitsui Financial Group Ord Shs 83,404

Equity (6,500)Sumitomo Mitsui Trust Holdings Ord Shs (227,000)



Equity (1,400)Sumitomo Ord Shs (19,980)

Equity 27,400Sumitomo Rubber Industries Ord Shs 323,593

Equity (1,742)SUN COMMUNITIES (261,370)

Equity 4,000Sun Hung Kai Properties Ltd Ord Shs 60,609

Equity (247)Sun Life Financial Ord Shs (12,481)

Equity 4,036Suncor Energy Ord Shs 84,358

Equity 23,890Suncorp Group Ord Shs 180,139

Equity 4,600Sundrug Ord Shs 168,597

Equity (5,442)Sunrun Ord Shs (329,132)

Equity 4,800Suntory Beverage & Food Ord Shs 178,751

Equity 6,400Suzuken Ord Shs 250,498

Equity (1,700)Suzuki Motor Ord Shs (77,308)

Equity (675)SVB Financial Group Ord Shs (333,221)

Equity (21,013)Svenska Cellulosa Aktiebolaget SCA Ord Shs Class B (372,585)

Equity 21,001Svenska Handelsbanken Ord Shs Class A 228,555

Equity (4,406)Sweco Ord Shs Class B (72,083)

Equity (21,775)Swedbank Ord Shs Class A (384,472)

Equity (257)Swedish Match Ord Shs (20,103)

Equity 11,603Swedish Orphan Biovitrum Ord Shs 185,900

Equity 11,000Swire Pacific Ord Shs A 82,488

Equity (38,800)Swire Properties Ord Shs (120,026)

Equity 622Swiss Life Holding Ord Shs 307,051

Equity (1,847)Swiss Re Ord Shs (182,433)

Equity (298)Swisscom Ord Shs (160,533)

Equity 299Switch Ord Shs Class A 4,862

Equity (47,731)Sydney Airport Stapled Units (225,033)

Equity (176)Symrise Ord Shs (21,389)

Equity (451)Synaptics Ord Shs (61,074)

Equity 848Synchrony Financial Ord Shs 34,480

Equity 1,319Syneos Health Ord Shs Class A 100,046

Equity 3,295Synnex Ord Shs 378,398

Equity 174Synopsys Ord Shs 43,114

Equity 1,746Synovus Financial Ord Shs 79,880

Equity (2,297)Sysco Ord Shs (180,866)

Equity (1,000)Sysmex Ord Shs (107,919)

Equity (3,688)T Mobile US Ord Shs (462,070)

Equity (428)T Rowe Price Group Ord Shs (73,445)

Equity 17,100T&D Holdings Ord Shs 220,675

Equity 22,288Tabcorp Holdings Ord Shs 79,446

Equity 16,500Taiheiyo Cement Ord Shs 434,674

Equity 8,575Taisei Ord Shs 331,360

Equity 1,700Taisho Pharmaceutical Holdings Ord Shs 109,846

Equity (1,800)Taiyo Yuden Ord Shs (84,706)

Equity 2,900Takara Bio Ord Shs 77,893



Equity (99)Take Two Interactive Software Ord Shs (17,493)

Equity (1,500)Takeda Pharmaceutical Ord Shs (54,095)

Equity (991)Tandem Diabetes Care Ord Shs (87,456)

Equity 2,080Tapestry Ord Shs 85,717

Equity 5,662Targa Resources Ord Shs 179,769

Equity 3,247Target Ord Shs 643,133

Equity 36,100Tate And Lyle Ord Shs 382,121

Equity 1,009Taylor Morrison Home Ord Shs 31,087

Equity (77,352)Taylor Wimpey Ord Shs (192,581)

Equity 10,700Tbs Holdings Ord Shs 210,320

Equity (926)TC Energy Ord Shs (42,445)

Equity 300TDK Ord Shs 41,620

Equity 867TE Connectivity Ord Shs 111,938

Equity (4,033)TeamViewer Ord Shs (172,678)

Equity 213Tecan Group Ord Shs 94,918

Equity 500Techtronic Industries Ord Shs 8,554

Equity 1,732Teck Resources Subordinate Voting Class B Ord Shs 33,170

Equity 12,761Tegna Ord Shs 240,290

Equity 17,800Teijin Ord Shs 307,191

Equity (712)Teladoc Health Ord Shs (129,406)

Equity (1,377)Tele2 Ord Shs Class B (18,610)

Equity 639,365Telecom Italia Ord Shs 346,567

Equity (335)Teledyne Technologies Ord Shs (138,573)

Equity (227)Teleflex Ord Shs (94,309)

Equity 24,068Telefonica Deutschland Holding Ord Shs 70,718

Equity (49,632)Telefonica Ord Shs (222,655)

Equity 4,383Telenet Group Holding Ord Shs 178,133

Equity 4,922Telenor Ord Shs 86,777

Equity (10)Teleperformance Ord Shs (3,653)

Equity 2,574Telephone and Data Systems Ord Shs 59,099

Equity (74,760)Telia Company Ord Shs (324,469)

Equity 27,998Telstra Corporation Ord Shs 72,504

Equity (2,162)TEMENOS Ord Shs (312,533)

Equity 56Tempur Sealy International Ord Shs 2,047

Equity (15,026)Tenaris Ord Shs (169,748)

Equity 493Tenet Healthcare Ord Shs 25,636

Equity 1,933Teradata Ord Shs 74,498

Equity (279)Teradyne Ord Shs (33,949)

Equity 4,889Terex Ord Shs 225,236

Equity (5,888)Terminix Global Holdings Ord Shs (280,681)

Equity (17,257)Terna Rete Elettrica Nazionale Ord Shs (130,576)

Equity (3,700)Terumo Ord Shs (133,903)

Equity (110,866)TESCO (350,053)

Equity (229)Tesla Ord Shs (152,956)



Equity (350)Tetra Tech Ord Shs (47,502)

Equity (4,240)TEXAS CAPITAL BANCSHARES (300,701)

Equity (62)Texas Instrument Ord Shs (11,717)

Equity 3,791Texas Roadhouse Ord Shs 363,709

Equity (622)Textron Ord Shs (34,882)

Equity 1,492TFI International Ord Shs 111,824

Equity 1,103Thales Ord Shs 109,827

Equity 1,337The Swatch Group Ord Shs 386,262

Equity 944Thermo Fisher Scientific Ord Shs 430,823

Equity (3,400)THK Ord Shs (117,846)

Equity (723)Thomson Reuters Ord Shs (63,329)

Equity (735)Thor Industries Ord Shs (99,034)

Equity (3,439)thyssenkrupp Ord Shs (46,017)

Equity 2,373Timken Ord Shs 192,616

Equity 7,900Tis Ord Shs 188,814

Equity 4,542TJX Ord Shs 300,453

Equity (1,566)TMX Group Ord Shs (162,711)

Equity (7,200)Tobu Railway Ord Shs (193,911)

Equity (4,300)Toho (Tokyo) Ord Shs (174,724)

Equity (4,500)Toho Gas Ord Shs (278,145)

Equity 11,200Tohoku Electric Power Ord Shs 105,919

Equity (15,300)Tokio Marine Holdings Ord Shs (729,000)

Equity (2,300)Tokyo Century Ord Shs (154,860)

Equity (29,400)Tokyo Electric Power Holdings Ord Shs (98,177)

Equity 200Tokyo Electron Ord Shs 84,688

Equity 3,500Tokyo Gas Ord Shs 77,998

Equity (22,500)Tokyu Ord Shs (300,136)

Equity (1,166)Toll Brothers Ord Shs (66,147)

Equity (4,690)Tomra Systems Ord Shs (203,448)

Equity (1,372)TopBuild Ord Shs (287,338)

Equity 9,100TOPPAN Printing Ord Shs 154,000

Equity 8,200Toray Industries Ord Shs 52,873

Equity 1,603Toro Ord Shs 165,333

Equity 701Toromont Industries Ord Shs 53,649

Equity (477)Toronto Dominion Ord Shs (31,105)

Equity (400)Toshiba Ord Shs (13,538)

Equity 13,300Tosoh Ord Shs 254,927

Equity (12,064)TOTAL S.A (563,963)

Equity (3,000)Toto Ord Shs (184,615)

Equity 10,942Tourmaline Oil Ord Shs 208,245

Equity 1,900Toyo Seikan Group Holdings Ord Shs 22,628

Equity 8,000Toyo Suisan Ord Shs 336,652

Equity 5,400Toyoda Gosei Ord Shs 142,110

Equity 17,500Toyota Boshoku Ord Shs 289,819



Equity (3,100)Toyota Industries Ord Shs (276,615)

Equity (13,500)Toyota Motor Ord Shs (1,052,633)

Equity 5,900Toyota Tsusho Ord Shs 248,014

Equity 904Tractor Supply Ord Shs 160,080

Equity 36Trade Desk Ord Shs Class A 23,460

Equity (1,214)Tradeweb Markets Ord Shs Class A (89,836)

Equity (420)Trane Technologies Ord Shs (69,535)

Equity (941)TransAlta Renewables Ord Shs (15,401)

Equity (177)TransDigm Group Ord Shs (104,062)

Equity 585Transunion Ord Shs 52,650

Equity (27,557)Transurban Group Stapled Units (279,571)

Equity 1,392Travel Leisure Ord Shs 85,135

Equity (135)Travelers Companies Ord Shs (20,304)

Equity 7,402Travis Perkins Ord Shs 157,426

Equity 3,658Treasury Wine Estates Ord Shs 28,836

Equity 1,492TreeHouse Foods Ord Shs 77,942

Equity 10,675Trelleborg Ord Shs Class B 271,887

Equity (5,118)Trex Ord Shs (468,502)

Equity 4,783Tri Pointe Homes Ord Shs 97,382

Equity (1,324)Trimble Ord Shs (102,994)

Equity (9,274)Trinity Industries Ord Shs (264,216)

Equity (4,157)TripAdvisor Ord Shs (223,605)

Equity (162)Truist Financial Ord Shs (9,448)

Equity (20,870)Tryg Ord Shs (493,391)

Equity 1,300Tsuruha Holdings Ord Shs 168,000

Equity (24,016)TUI Ord Shs (121,671)

Equity (178)Twilio Ord Shs Class A (60,655)

Equity (1,880)Twitter Ord Shs (119,624)

Equity (137)Tyler Technologies Ord Shs (58,161)

Equity 9,097Tyson Foods Ord Shs Class A 675,907

Equity (7,091)Uber Technologies Ord Shs (386,530)

Equity (304)Ubiquiti Ord Shs (90,683)

Equity 262Ubisoft Entertainment Ord Shs Cat A 19,978

Equity 28,887UBS Group Ord Shs 449,196

Equity 768UCB Ord Shs 73,221

Equity (1,482)UDR REIT Ord Shs (65,001)

Equity (600)UGI Ord Shs (24,606)

Equity (492)Ulta Beauty Ord Shs (152,112)

Equity 2,364UMB FINANCIAL 218,268

Equity (2,678)Umicore Ord Shs (142,359)

Equity 6,134Umpqua Holdings Ord Shs 107,652

Equity (6,776)Under Armour Ord Shs Class A (150,156)

Equity (3,300)Unicharm Ord Shs (138,719)

Equity 33,996Unicredit Ord Shs 360,119



Equity (1,854)Unilever Ord Shs (103,751)

Equity (712)Union Pacific Ord Shs (156,932)

Equity 6,473Uniper Ord Shs 234,926

Equity 64,717Unipol Gruppo Finanziario Ord Shs 361,750

Equity 275United Airlines Holdings Ord Shs 15,824

Equity 1,359United Bankshares Ord Shs 52,430

Equity (593)United Internet Ord Shs (23,836)

Equity 1,000United Overseas Bank Ord Shs 19,224

Equity (291)United Parcel Service Ord Shs Class B (49,467)

Equity (224)UNITED RENTALS (73,765)

Equity 1,059United Therapeutics Ord Shs 177,139

Equity (26,389)United Utilities Group Ord Shs (337,074)

Equity (762)UnitedHealth Group Ord Shs (283,517)

Equity 5,740Univar Solutions Ord Shs 123,640

Equity (109)Universal Display Ord Shs (25,808)

Equity 985Universal Health Services Ord Shs Class B 131,389

Equity 9,032Unum Ord Shs 251,361

Equity 2,711UPM-Kymmene Ord Shs 97,594

Equity 9,749Urban Edge Properties Ord Shs 161,053

Equity (5,744)Urban Outfitters Ord Shs (213,619)

Equity 3,357US Bancorp Ord Shs 185,676

Equity (3,542)US Foods Holding Ord Shs (135,021)

Equity (1,625)US Steel Corp Ord Shs (42,526)

Equity (1,100)USS Ord Shs (21,542)

Equity 113Vail Resorts Ord Shs 32,958

Equity (1,870)Valeo Ord Shs (63,671)

Equity (2,240)Valero Energy Ord Shs (160,384)

Equity 5,087Valley National Ord Shs 69,895

Equity 5,535Valmet Ord Shs 201,729

Equity (130)Valmont Inds Ord Shs (30,897)

Equity 579Valvoline Ord Shs 15,095

Equity (833)Varta Ord Shs (122,868)

Equity (189)VAT Group Ord Shs (53,177)

Equity (147)Veeva Systems Ord Shs Class A (38,402)

Equity (4,019)Ventas REIT Ord Shs (214,373)

Equity 1,300Venture Corporation Ord Shs 19,409

Equity 4,014Vereit Ord Shs 155,021

Equity 662VeriSign Ord Shs 131,579

Equity (1,687)Verisk Analytics Ord Shs (298,076)

Equity 714Verizon Communications Ord Shs 41,519

Equity 1,308Vertex Pharmaceuticals Ord Shs 281,076

Equity (732)Vertiv Holdings Ord Shs Class A (14,640)

Equity (443)Vestas Wind Systems Ord Shs (91,149)

Equity (3,624)VF Ord Shs (289,630)



Equity (6,759)ViacomCBS Ord Shs Class B (304,831)

Equity (3,121)ViaSat Ord Shs (150,026)

Equity 5,928Viatris Ord Shs 82,814

Equity (3,981)Vici Pptys Ord Shs (112,423)

Equity (1,052)Vifor Pharma AG Ord Shs (143,803)

Equity (1,757)Vinci Ord Shs (180,399)

Equity (2,009)Virgin Galactic Holdings Ord shs Class A (61,536)

Equity 9,197Virtu Financial Ord Shs Class A 285,567

Equity (2,139)Visa Ord Shs Class A (452,890)

Equity 7,075Vishay Intertechnology Ord Shs 170,366

Equity (397)Visteon Ord Shs (48,414)

Equity 7,355Vistra Ord Shs 130,036

Equity (26,000)Vitasoy International Holdings Ord Shs (99,994)

Equity (2,222)Vivendi Ord Shs (73,122)

Equity (1,259)VMware Class A Ord Shs (189,417)

Equity 185,581VODAFONE 337,674

Equity 1,984Volkswagen Non-Voting Pref Shs 556,366

Equity 4,327Volvo Ord Shs Class B 109,661

Equity (3,983)Vornado Realty Trust REIT Ord Shs (180,788)

Equity (1,031)Voya Financial Ord Shs (65,613)

Equity (516)Vulcan Materials Ord Shs (87,075)

Equity 604W. P. Carey REIT Ord Shs 42,739

Equity 1,847Wacker Chemie Ord Shs 263,424

Equity 1,504Walgreen Boots Alliance Ord Shs 82,570

Equity 5,476WALMART 743,805

Equity (203)Walt Disney Ord Shs (37,458)

Equity 16,304Wartsila Ord Shs 171,194

Equity 3,656Washington Federal Ord Shs 112,605

Equity (3,462)Washington H Soul Pattinson & Company Ord Shs (83,271)

Equity (83)Waste Connections Ord Shs (8,962)

Equity (1,323)Waste Management Ord Shs (170,693)

Equity 428Water Corp Ord Shs 121,625

Equity (592)Watsco Ord Shs (154,364)

Equity (713)Wayfair Ord Shs Class A (224,417)

Equity (1,161)Webster Financial Ord Shs (63,983)

Equity (2,120)WEC Energy Group Ord Shs (198,411)

Equity 3,135Weingarten Realty Investors REIT Ord Shs 84,363

Equity 3,859Weir Group Ord Shs 94,612

Equity (7,400)Welcia holdings Ord Shs (254,480)

Equity 8,174WELLS FARGO 319,358

Equity (6,112)Welltower Ord Shs (437,803)

Equity 12,153Wendys Ord Shs 246,220

Equity 4,737Werner Enterprises Ord Shs 223,444

Equity 521Wesfarmers Ord Shs 20,900



Equity 3,655West Fraser Timber Ord Shs 262,918

Equity (6,500)West Japan Railway Ord Shs (360,882)

Equity (105)West Pharmaceutical Services Ord Shs (29,587)

Equity (3,207)Western Alliance Ord Shs (302,869)

Equity 1,265Western Digital Ord Shs 84,439

Equity 3,694Western Union Ord Shs 91,094

Equity 1,000Westinghouse Air Brake Technologies Ord Shs 79,160

Equity 2,177Westlake Chemical Ord Shs 193,296

Equity 726Westpac Banking Corporation Ord Shs 13,498

Equity 2,458Westrock Ord Shs 127,939

Equity (760)WEX Ord Shs (159,007)

Equity 3,741WeyerhaeuSer REIT 133,180

Equity 334,000WH Group Ord Shs 270,656

Equity (3,600)WH Smith Ord Shs (89,256)

Equity (37,000)Wharf Real Estate Investment Company Ord Shs (207,262)

Equity (4,138)Wheaton Precious Metals Ord Shs (158,033)

Equity 84Whirlpool Ord Shs 18,509

Equity (5,703)Whitbread Ord Shs (269,572)

Equity 44White Mountains Insurance Group Ord Shs 49,056

Equity (2,013)Williams Ord Shs (47,688)

Equity 188Williams Sonoma Ord Shs 33,690

Equity 9,860Wilmar International Ord Shs 39,775

Equity 471Wingstop Ord Shs 59,897

Equity 583Wintrust Financial Ord Shs 44,191

Equity 1,219Wisetechglobal Pty Ord Shs 26,972

Equity (2,391)Wolters Kluwer Ord Shs (208,288)

Equity 19,454Wood Group (John) Ord Shs 72,631

Equity (1,493)Woodward Ord Shs (180,101)

Equity 3,367Woolworths Group Ord Shs 104,810

Equity (481)Workday Ord Shs Class A (119,495)

Equity 7,043World Fuel Services Ord Shs 247,914

Equity (528)World Wrestling Entertainment Ord Shs Class A (28,649)

Equity (2,797)Worldline Ord Shs (234,846)

Equity 29,575Worley Ord Shs 236,296

Equity 1,606Worthington Industries Ord Shs 107,747

Equity (8,335)WPP Ord Shs (105,867)

Equity (755)WR Berkley Ord Shs (56,889)

Equity (514)WSP Global Ord Shs (48,895)

Equity 156WW Grainger Ord Shs 62,545

Equity (6,393)WW International Ord Shs (199,973)

Equity (491)Wyndham Hotels Resorts Ord Shs (34,262)

Equity (74,400)Wynn Macau Ord Shs (144,696)

Equity (2,161)Wynn Resorts Ord Shs (270,925)

Equity (3,540)Xcel Energy Ord Shs (235,445)



Equity (34)Xero Ord Shs (3,277)

Equity 7,247Xerox Holdings Ord Shs 175,885

Equity (2,000)Xinyi Glass Hlds Ord Shs (6,534)

Equity (1,083)XPO Logistics Ord Shs (133,534)

Equity (636)Xylem Ord Shs (66,894)

Equity (900)Yakult Honsha Ord Shs (45,611)

Equity 55,400Yamada Holdings Ord Shs 299,310

Equity 4,800Yamaguchi Financial Group Ord Shs 31,971

Equity 1,500Yamaha Motor Ord Shs 36,801

Equity (5,200)Yamaha Ord Shs (282,824)

Equity 36,164Yamana Gold Ord Shs 157,103

Equity 12,700Yamato Holdings Ord Shs 348,819

Equity 500Yamazaki Baking Ord Shs 8,095

Equity 434,416Yangzijiang Shipbuilding Holdings Ord Shs 413,853

Equity 300Yaoko Ord Shs 18,462

Equity 11,208Yara International Ord Shs 584,011

Equity (7,200)Yaskawa Electric Ord Shs (359,023)

Equity 5,236Yelp Ord Shs 204,204

Equity (2,080)Yeti Holdings Ord Shs (150,197)

Equity (2,700)Yokogawa Electric Ord Shs (49,797)

Equity 9,200Yokohama Rubber Ord Shs 164,851

Equity (1,462)Yum Brands Ord Shs (158,159)

Equity 5,900Z Holdings Ord Shs 29,399

Equity 422Zalando Ord Shs 41,483

Equity (27)Zebra Technologies Ord Shs Class A (13,100)

Equity (1,968)Zendesk Ord Shs (260,996)

Equity (3,200)Zenkoku Hosho Ord Shs (147,113)

Equity (500)Zensho Holdings Ord Shs (12,810)

Equity (81)Zillow Group Ord Shs Class C (10,501)

Equity 202Zimmer Biomet Holdings Ord Shs 32,336

Equity 4,005Zions Bancorporation Ord Shs 220,115

Equity (631)Zoetis Ord Shs Class A Ord Shs (99,370)

Equity 622Zoom Video Communications Ord Shs Class A 199,842

Equity 143Zscaler Ord Shs 24,549

Equity (1,131)Zurich Insurance Group Ord Shs (484,774)

Equity 1,035Zynga Ord Shs Class A 10,567

Equity 19E-Mini S&P 500 Index Future 3,774,246



Disclosures: © AQR Funds are distributed by ALPS Distributors, Inc. AQR Capital Management, LLC is the Investment Manager of the Funds and a federally registered investment adviser. ALPS Distributors is not affiliated with AQR Capital Management. Investors should carefully consider the investment objectives, risks, charges and expenses of the Funds before investing. To obtain a prospectus or summary prospectus containing this and other important information, please call 1-866-290-2688 or visit funds.aqr.com to view or download a prospectus online. Read the prospectus carefully before you invest. There are risks involved with investing including the possible loss of principal. Past performance does not guarantee future results. © AQR Funds. All rights reserved. AQR008093 1/31/2023 Holdings are subject to change. The information set forth herein has been obtained or derived from sources believed by AQR Capital Management, LLC ("AQR") to be reliable. However, AQR does not make any representation or warranty, express or implied, as to the information's accuracy or completeness, nor does AQR recommend that the attached information serve as the basis of any investment decision. This document is intended exclusively for the use of the person to whom it has been delivered by AQR and it is not to be reproduced or redistributed to any other person without AQR's written consent.


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