AQR Equity Market Neutral Mutual Fund June 30, 2021

Portfolio Exposures

NAV: $55,337,376

Asset Class Security Description Exposure Quantity

Equity 10x Genomics Ord Shs Class A (221,864) (1,133)

Equity 2U Ord Shs (277,189) (6,652)

Equity 3M Ord Shs 116,000 584

Equity A O Smith Ord Shs 64,926 901

Equity A P Moller Maersk Ord Shs Class B 595,032 207

Equity A2A Ord Shs 33,685 16,476

Equity AAK Ord Shs (12,469) (556)

Equity Aalberts Ord Shs (2,311) (43)

Equity Abb Ord Shs (94,644) (2,787)

Equity Abbott Laboratories Ord Shs 295,853 2,552

Equity AbbVie Ord Shs 74,568 662

Equity ABC Mart Ord Shs 28,696 500

Equity Abcam Ord Shs (128,012) (6,710)

Equity Abiomed Ord Shs 25,905 83

Equity Abrdn Ord Shs 216,818 57,915

Equity Acadia Healthcare Company Ord Shs (56,287) (897)

Equity Acceleron Pharma Ord Shs (130,133) (1,037)

Equity Accenture Ord Shs Class A 211,364 717

Equity Acciona Ord Shs (26,721) (177)

Equity Accor Ord Shs (18,074) (484)

Equity Acerinox Ord Shs 200,586 16,607

Equity ACI Worldwide Ord Shs 140,389 3,780

Equity Acs Actividades De Construccion Y Servicios Ord Shs (82,994) (3,098)

Equity Activision Blizzard Ord Shs 221,898 2,325

Equity Acuity Brands Ord Shs (33,665) (180)

Equity Adaptive Biotechnologies Ord Shs (222,033) (5,434)

Equity Adecco Group Ord Shs 325,402 4,785

Equity Adevinta Ord Shs (216,077) (11,269)

Equity Adidas N Ord Shs (136,989) (368)

Equity Adient Ord Shs (4,339) (96)

Equity Admiral Group Ord Shs (392,415) (9,035)

Equity Adobe Ord Shs 248,311 424

Equity ADT Ord Shs 39,146 3,628

Equity Adtalem Global Education Ord Shs 231,446 6,494

Equity Advance Auto Parts Ord Shs 32,822 160

Equity Advanced Micro Devices Ord Shs (140,801) (1,499)

Equity Advantest Ord Shs (9,019) (100)

Equity AECOM Ord Shs 162,542 2,567

Equity Aegon Ord Shs (53,823) (12,971)

Equity Aena SME Ord Shs (46,579) (284)

Equity Aeon Financial Services Ord Shs 251,209 21,300

Equity Aeon Ord Shs (513,681) (19,100)

Equity Aeroports de Paris Ord Shs (321,639) (2,469)

Equity AES Ord Shs 41,530 1,593

Equity AFLAC Ord Shs 40,835 761

Equity Afterpay Ord Shs (161,641) (1,822)

Equity AGC Ord Shs 16,794 400

Equity AGCO Ord Shs 484,492 3,716

Equity Ageas Ord Shs 58,442 1,053

Equity Agilent Technologies Ord Shs 108,936 737

Equity Agios Pharmaceuticals Ord Shs (156,898) (2,847)

Equity AGL Energy Ord Shs 153,922 25,003

Equity Agnico Eagle Mines Ord Shs 22,398 370

Equity AIA Group Ord Shs (201,304) (16,200)

Equity Air Canada Voting and Variable Voting Ord Shs (158,461) (7,695)

Equity Air Lease Ord Shs Class A 46,123 1,105

Equity Air Products and Chemicals Ord Shs (106,729) (371)

Equity Air Water Ord Shs 33,855 2,200

Equity Airbus Ord Shs (182,868) (1,422)

Equity Aisin Ord Shs 359,492 8,400

Equity Ajinomoto Ord Shs 23,386 900

Equity Akamai Technologies Ord Shs (89,316) (766)

Equity Akzo Nobel Ord Shs (19,030) (154)

Equity Alamos Gold Ord Shs Class A 86,181 11,269

Equity Alaska Air Group Ord Shs 107,774 1,787

Equity Albemarle Ord Shs (148,076) (879)

Equity Alcon Ord Shs (76,459) (1,091)

Equity Alexandria Real Estate Equities REIT Ord Shs (113,349) (623)

Equity Alfa Laval Ord Shs (40,685) (1,151)

Equity Alfresa Holdings Ord Shs 183,852 12,300

Equity Algonquin Power Utilities Ord Shs (221,542) (14,853)

Equity Align Technology Ord Shs 56,212 92

Equity Alimentation Couche Tard Sub Voting Ord Shs Class B 136,396 3,708

Equity Alkermes Ord Shs (7,233) (295)

Equity Alleghany Ord Shs 89,387 134

Equity Allegion Ord Shs 219,258 1,574

Equity Allete Ord Shs (35,690) (510)

Equity Alliance Data Systems Ord Shs 96,584 927

Equity Alliant Energy Ord Shs (143,749) (2,578)

Equity Allianz Ord Shs (60,354) (242)

Equity Allstate Ord Shs 418,452 3,208

Equity Ally Financial Ord Shs 145,333 2,916

Equity Alnylam Pharmaceuticals Ord Shs (343,448) (2,026)

Equity Alps Alpine Ord Shs 330,795 31,300

Equity Alstom Ord Shs (212,738) (4,212)

Equity Altagas Ord Shs (140,428) (6,683)

Equity Alteryx Ord Shs Class A (19,268) (224)

Equity Altice USA Ord Shs Class A (39,739) (1,164)

Equity Altria Group Ord Shs 121,679 2,552

Equity Alumina Ord Shs (143,120) (115,888)

Equity Amada Ord Shs 59,696 5,900

Equity Amadeus It Group Ord Shs (382,691) (5,440)

Equity Amazon Com Ord Shs 65,363 19

Equity Ambu Ord Shs Class B (394,031) (10,248)

Equity Amcor Ord Shs (130,759) (11,410)

Equity Amdocs Ord Shs 211,502 2,734

Equity Amedisys Ord Shs (69,070) (282)

Equity Amerco Ord Shs 97,251 165

Equity Ameren Ord Shs (222,911) (2,785)

Equity American Airlines Group Ord Shs (108,171) (5,100)

Equity American Campus Communities REIT Ord Shs 118,996 2,547

Equity American Eagle Outfitters Ord Shs (152,334) (4,059)

Equity American Electric Power Ord Shs (143,295) (1,694)

Equity American Express Ord Shs (162,586) (984)

Equity American Financial Group Ord Shs 75,456 605

Equity American Homes 4 Rent REIT Ord Shs Class A (9,130) (235)

Equity American International Group Ord Shs 30,845 648

Equity American Tower REIT 195,041 722

Equity American Water Works Ord Shs (14,796) (96)

Equity Americold Realty Ord Shs (200,870) (5,307)

Equity Ameriprise Finance Ord Shs (207,815) (835)

Equity AmerisourceBergen Ord Shs 302,712 2,644

Equity AMETEK Ord Shs 21,494 161

Equity Amkor Technology Ord Shs 76,572 3,235

Equity AMP Ord Shs 24,845 29,416

Equity Amphenol Ord Shs Class A (49,734) (727)

Equity Amplifon Ord Shs (145,377) (2,944)

Equity Ampol Ord Shs 14,804 699

Equity ams Ord Shs (116,840) (5,819)

Equity Amundi Ord Shs 200,943 2,279

Equity Ana Holdings Ord Shs (223,570) (9,500)

Equity Analog Devices Ord Shs (243,434) (1,414)

Equity Anaplan Ord Shs 103,402 1,940

Equity ANHEUSER-BUSCH INBEV (40,312) (559)

Equity Anritsu Ord Shs 61,576 3,300

Equity Ansell Ord Shs 58,634 1,795

Equity ANSYS Ord Shs (41,300) (119)

Equity Anthem Ord Shs 167,228 438

Equity Antofagasta Ord Shs (81,504) (4,110)

Equity Aon Ord Shs Class A (576,844) (2,416)

Equity APA Group Units (167,576) (25,080)

Equity APA Ord Shs 84,552 3,909

Equity Apartment Income REIT Ord Shs (63,983) (1,349)

Equity Aperam Ord Shs (15,732) (307)

Equity APPLE 358,835 2,620

Equity Apple Hospitality REIT Ord Shs (31,970) (2,095)

Equity Applied Material Ord Shs 173,301 1,217

Equity AptarGroup Ord Shs (178,867) (1,270)

Equity Aptiv Ord Shs (161,263) (1,025)

Equity ARAMARK Ord Shs 175,857 4,721

Equity ArcelorMittal Ord Shs (44,818) (1,462)

Equity Arch Capital Group Ord Shs 123,946 3,183

Equity Archer Daniels Midland Ord Shs 14,423 238

Equity argenx Ord Shs (478,894) (1,583)

Equity Arista Networks Ord Shs (173,546) (479)

Equity Aristocrat Leisure Ord Shs (19,863) (614)

Equity Arkema Ord Shs 122,081 973

Equity Armstrong World Industries Ord Shs (56,419) (526)

Equity Arrow Electronics Ord Shs 332,384 2,920

Equity Arrowhead Pharmaceuticals Ord Shs (83,731) (1,011)

Equity Arthur J Gallagher Ord Shs (63,456) (453)

Equity Asahi Group Holdings Ord Shs (547,209) (11,700)

Equity Asahi Intecc Ord Shs (385,274) (16,100)

Equity Asahi Kasei Ord Shs (8,797) (800)

Equity ASGN Ord Shs (38,190) (394)

Equity Ashland Global Ord Shs 78,838 901

Equity Ashmore Group Ord Shs (60,408) (11,358)

Equity Ashtead Group Ord Shs (84,105) (1,135)

Equity Asics Ord Shs (230,554) (9,100)

Equity ASM International Ord Shs 88,036 268

Equity ASM Pacific Technology Ord Shs 54,186 4,000

Equity ASML Holding Ord Shs 109,251 159

Equity Asos Ord Shs 112,852 1,647

Equity Aspen Technology Ord Shs (221,302) (1,609)

Equity ASR Nederland Ord Shs 269,109 6,963

Equity Assa Abloy Ord Shs Class B (84,133) (2,791)

Equity Associated Bancorp Ord Shs 350,986 17,138

Equity Associated British Foods Ord Shs 95,880 3,132

Equity Assurant Ord Shs (45,605) (292)

Equity Assured Guaranty Ord Shs (72,597) (1,529)

Equity Astellas Pharma Ord Shs 43,574 2,500

Equity ASTRAZENECA (288,243) (2,403)

Equity AT&T 117,106 4,069

Equity Atco Ord Shs Class I 166,567 4,692

Equity Atlantia Ord Shs (78,700) (4,346)

Equity Atlas Arteria Stapled Units (38,861) (8,126)

Equity Atlas Copco Ord Shs Class A (378,901) (6,184)

Equity Atmos Energy Ord Shs (136,380) (1,419)

Equity Atos Ord Shs 637,142 10,473

Equity Aurizon Holdings Ord Shs 273,140 97,802

Equity Aurubis Ord Shs 250,448 2,702

Equity AusNet Services Ord Shs (137,781) (104,871)

Equity Australia and New Zealand Banking Group Ord Shs 83,689 3,960

Equity Auto Trader Group Ord Shs (163,601) (18,697)

Equity AutoDesk Ord Shs 266,213 912

Equity Autoliv Ord Shs 118,974 1,217

Equity Automatic Data Processing Ord Shs (58,792) (296)

Equity Autonation Ord Shs 307,090 3,239

Equity AutoZone Ord Shs 47,751 32

Equity Avalara Ord Shs (161,638) (999)

Equity Avangrid Ord Shs (78,071) (1,518)

Equity Avantor Ord Shs (86,857) (2,446)

Equity Avast Ord Shs 163,989 24,236

Equity Avery Dennison Ord Shs (178,284) (848)

Equity Avient Ord Shs (80,770) (1,643)

Equity Avis Budget Group Ord Shs (84,900) (1,090)

Equity Aviva Ord Shs 302,408 53,931

Equity Avnet Ord Shs 192,865 4,812

Equity Axa Ord Shs (362,503) (14,294)

Equity Axalta Coating Systems Ord Shs 94,702 3,106

Equity Axfood Ord Shs 3,847 139

Equity AXIS Capital Holdings Ord Shs 63,909 1,304

Equity Axon Enterprise Ord Shs (5,304) (30)

Equity Azbil Ord Shs (128,620) (3,100)

Equity Azimut Holding Ord Shs 133,264 5,487

Equity B&M European Value Retail Ord Shs 58,011 7,326

Equity Bachem Holding Ord Shs (128,055) (216)

Equity BAE Systems Ord Shs 102,262 14,181

Equity Baker Hughes Ord Shs Class A (146,116) (6,389)

Equity Ball Ord Shs (326,268) (4,027)

Equity Ballard Power Systems Ord Shs (258,058) (14,215)

Equity Baloise Holding Ord Shs 84,924 544

Equity Banca Generali Ord Shs 186,291 4,366

Equity Banco Bilbao Vizcaya Argentaria Ord Shs 201,093 32,435

Equity Banco BPM Ord Shs 209,034 64,971

Equity Banco De Sabadell Ord Shs 54,636 80,236

Equity Banco Santander Ord Shs (127,930) (33,507)

Equity BancorpSouth Ord Shs 34,364 1,213

Equity Bandai Namco Holdings Ord Shs (152,785) (2,200)

Equity Bank of America Ord Shs (93,468) (2,267)

Equity Bank of Hawaii Ord Shs (90,368) (1,073)

Equity Bank Of Kyoto Ord Shs 22,705 500

Equity Bank of Montreal Ord Shs 22,163 216

Equity Bank of New York Mellon Ord Shs 361,940 7,065

Equity Bank of Nova Scotia Ord Shs 7,487 115

Equity Bank Ozk Ord Shs 61,048 1,448

Equity Bankinter Ord Shs (120,327) (23,936)

Equity Barclays Ord Shs 405,545 171,555

Equity Barratt Developments Ord Shs 192,163 20,009

Equity Barrick Gold Ord Shs 78,102 3,772

Equity BASF N Ord Shs (65,318) (829)

Equity Bausch Health Companies Ord Shs 56,055 1,908

Equity Baxter International Ord Shs 52,889 657

Equity Bayer Ord Shs 99,779 1,643

Equity BCE Ord Shs (268,502) (5,439)

Equity Beazley Ord Shs (47,715) (10,391)

Equity Bechtle Ord Shs 58,704 316

Equity Becton Dickinson Ord Shs 166,342 684

Equity Beiersdorf Ord Shs (11,584) (96)

Equity Belden Ord Shs 44,502 880

Equity Belimo N Ord Shs (2,288) (5)

Equity Bellway Ord Shs 133,113 2,974

Equity Benefit One Ord Shs (132,255) (4,200)

Equity Berkeley Group Holdings (The) Ord Shs 10,537 166

Equity Berry Global Group Ord Shs 190,573 2,922

Equity Best Buy Ord Shs 203,400 1,769

Equity Beyond Meat Ord Shs (489,951) (3,111)

Equity BHP Group Ord Shs 129,617 4,405

Equity Bic Ord Shs 114,595 1,649

Equity Bill com Holdings Ord Shs (187,393) (1,023)

Equity BillerudKorsnas Ord Shs (148,080) (7,456)

Equity Bio Rad Laboratories Ord Shs Class A 30,926 48

Equity Biogen Ord Shs 134,699 389

Equity BioMarin Pharmaceutical Ord Shs (234,884) (2,815)

Equity Biomerieux Ord Shs 29,055 250

Equity BJs Wholesale Club Holdings Ord Shs (220,295) (4,630)

Equity BKW N Ord Shs 142,312 1,366

Equity Black Hills Ord Shs (67,533) (1,029)

Equity Black Knight Ord Shs (14,036) (180)

Equity Blackbaud Ord Shs 25,728 336

Equity BlackBerry Ord Shs (36,055) (2,947)

Equity BlackRock Ord Shs (293,115) (335)

Equity bluebird bio Ord Shs (69,077) (2,160)

Equity Bluescope Steel Ord Shs 270,461 16,405

Equity BMW Ord Shs 270,925 2,558

Equity BOC Hong Kong Holdings Ord Shs 113,668 33,500

Equity Boeing Ord Shs (452,529) (1,889)

Equity BOK Financial Ord Shs 240,142 2,773

Equity Boliden Ord Shs 88,519 2,301

Equity Bollore Ord Shs 196,336 36,628

Equity Boohoo Group Ord Shs (13,456) (3,138)

Equity Booking Holdings Ord Shs 371,975 170

Equity Booz Allen Hamilton Holding Ord Shs Class A 192,251 2,257

Equity Boral Ord Shs (2,980) (540)

Equity Boralex Ord Shs Class A (68,683) (2,253)

Equity BorgWarner Ord Shs (211,489) (4,357)

Equity Boston Beer Ord Shs Class A (4,083) (4)

Equity Boston Properties REIT Ord Shs 27,272 238

Equity Boston Scientific Ord Shs 140,509 3,286

Equity Bouygues Ord Shs 152,244 4,116

Equity Boyd Gaming Ord Shs 78,707 1,280

Equity Boyd Group Income Ord Shs (32,973) (181)

Equity BP 328,165 75,413

Equity Brambles Ord Shs 134,377 15,646

Equity Brandywine Realty Trust REIT Ord Shs 162,601 11,860

Equity Brenntag Ord Shs 322,983 3,473

Equity Bridgestone Ord Shs (364,357) (8,000)

Equity Bright Horizons Family Solutions Ord Shs (297,751) (2,024)

Equity Brighthouse Financial Ord Shs (60,477) (1,328)

Equity Brink's Ord Shs (166,051) (2,161)

Equity Bristol Myers Squibb Ord Shs 151,882 2,273

Equity BRITISH AMERICAN TOBACCO 342,710 8,860

Equity Britvic Ord Shs (10,575) (817)

Equity Brixmor Property Group REIT Ord Shs 26,873 1,174

Equity Broadcom Ord Shs 54,837 115

Equity Brookfield Asset Management Ord Shs Class A (360,452) (7,058)

Equity Brookfield Asset Management Reinsurance Partners Ord Shs Class A (2,539) (48)

Equity Brooks Automation Ord Shs (134,440) (1,411)

Equity Brother Industries Ord Shs 217,725 10,900

Equity Brown Forman Ord Shs Class B (94,275) (1,258)

Equity BRP Subordinate Voting Ord Shs 206,643 2,638

Equity Brunswick Ord Shs 176,327 1,770

Equity BT Group Ord Shs (15,217) (5,678)

Equity Bucher Industries Ord Shs 132,419 253

Equity Budweiser Brewing Company APAC Ord Shs (Proposed) (354,604) (112,400)

Equity Builders FirstSource Ord Shs (37,882) (888)

Equity Bunge Ord Shs (25,242) (323)

Equity Bunzl Ord Shs 59,867 1,814

Equity Burberry Group Ord Shs (277,530) (9,724)

Equity Bureau Veritas Ord Shs (126,338) (3,993)

Equity Burlington Stores Ord Shs (322,312) (1,001)

Equity Buzzi Unicem Senza Vincoli Di Rappresentazione Grafica Ord Shs 421,274 15,880

Equity BWX Technologies Ord Shs 39,115 673

Equity Cable One Ord Shs (321,352) (168)

Equity Cabot Oil & Gas Ord Shs (19,869) (1,138)

Equity Cabot Ord Shs 71,106 1,249

Equity CACI International Ord Shs Class A 130,877 513

Equity Cadence Design Systems Ord Shs 80,997 592

Equity CAE Ord Shs (111,953) (3,631)

Equity Caesars Entertainment Ord Shs (344,139) (3,317)

Equity CaixaBank Ord Shs (120,016) (39,014)

Equity Calbee Ord Shs 126,957 5,500

Equity Camden Property Trust REIT Ord Shs 48,027 362

Equity Cameco Ord Shs (171,173) (8,921)

Equity Campbell Soup Ord Shs (152,818) (3,352)

Equity Canada Goose Holdings Sub Voting Ord Shs (113,059) (2,584)

Equity Canadian Imperial Bank of Commerce Ord Shs 10,370 91

Equity Canadian National Railway Ord Shs 20,490 194

Equity Canadian Natural Resources Ord Shs 18,461 508

Equity Canadian Pacific Railway Ord Shs (115,927) (1,506)

Equity Canadian Tire Ord Shs Class A 164,589 1,039

Equity Canadian Utilities Ord Shs Class A (36,920) (1,329)

Equity CANON Ord Shs (9,057) (400)

Equity Canopy Growth Ord Shs (167,755) (6,929)

Equity Capcom Ord Shs (49,779) (1,700)

Equity Capgemini Ord Shs (382,695) (1,992)

Equity Capital One Financial Ord Shs 297,469 1,923

Equity Capital Power Ord Shs (6,283) (190)

Equity Cardinal Health Ord Shs 268,723 4,707

Equity Carl Zeiss Meditec Ord Shs (470,738) (2,436)

Equity Carlisle Companies Ord Shs (66,026) (345)

Equity Carlsberg Ord Shs Class B 344,144 1,846

Equity Carmax Ord Shs 95,442 739

Equity Carnival Ord Shs (17,819) (676)

Equity Carrefour Ord Shs 300,057 15,256

Equity Carrier Global Ord Shs 271,917 5,595

Equity carsales.com Ord Shs 67,899 4,577

Equity Carters Ord Shs (122,875) (1,191)

Equity Carvana Ord Shs Class A (371,540) (1,231)

Equity Caseys General Stores Ord Shs 123,207 633

Equity Casino Guichard Perrachon Ord Shs 83,621 2,636

Equity Casio Computer Ord Shs (210,814) (12,600)

Equity Catalent Ord Shs (205,212) (1,898)

Equity Caterpillar Ord Shs (59,631) (274)

Equity Cathay General Bancorp Ord Shs 112,215 2,851

Equity Cboe Global Markets Ord Shs 53,453 449

Equity CBRE Group Ord Shs Class A (42,951) (501)

Equity CCL Industries Ord Shs Class B (29,826) (541)

Equity CDK Global Ord Shs 48,497 976

Equity CDW Ord Shs (31,262) (179)

Equity Celanese Ord Shs 83,228 549

Equity Cellnex Telecom Ord Shs (490,795) (7,704)

Equity Cenovus Energy Ord Shs 27,995 2,923

Equity Centene Ord Shs 72,201 990

Equity CenterPoint Energy Ord Shs (148,052) (6,038)

Equity Centerra Gold Ord Shs 223,407 29,399

Equity Central Japan Railway Ord Shs (212,542) (1,400)

Equity Centrica Ord Shs (42,895) (60,339)

Equity Ceridian HCM Holding Ord Shs (272,796) (2,844)

Equity Cerner Ord Shs 184,301 2,358

Equity CF Industries Holdings Ord Shs 110,103 2,140

Equity CGI Ord Shs 86,223 950

Equity CH Robinson Worldwide Ord Shs (91,235) (974)

Equity ChampionX Ord Shs (62,612) (2,441)

Equity Charles River Laboratories International Ord Shs (20,716) (56)

Equity Charles Schwab Ord Shs (59,995) (824)

Equity Charter Communications Ord Shs Class A (631,990) (876)

Equity Chegg Ord Shs (318,976) (3,838)

Equity Chemed Ord Shs (40,333) (85)

Equity Chemours Ord Shs (121,487) (3,491)

Equity Cheniere Energy Ord Shs (149,973) (1,729)

Equity Chewy Ord Shs Class A (202,384) (2,539)

Equity Chiba Bank Ord Shs (405,053) (67,200)

Equity Chipotle Mexican Grill Ord Shs 66,665 43

Equity Chocoladefabriken Lindt & Spruengli Par Shs (328,626) (33)

Equity Choice Hotels International Ord Shs (235,818) (1,984)

Equity Christian Hansen Holding Ord Shs (324,496) (3,595)

Equity Chubb Ord Shs 134,940 849

Equity Chubu Electric Power Ord Shs 134,589 11,000

Equity Chugai Pharmaceutical Ord Shs (289,527) (7,300)

Equity Chugoku Electric Power Ord Shs (228,399) (25,000)

Equity Church And Dwight Ord Shs (46,786) (549)

Equity Churchill Downs Ord Shs (68,400) (345)

Equity CI Financial Ord Shs 237,200 12,911

Equity Ciena Ord Shs (11,492) (202)

Equity Cigna Ord Shs 122,565 517

Equity CIMIC Group Ord Shs (86,129) (5,800)

Equity Cincinnati Financial Ord Shs (164,901) (1,414)

Equity Cinemark Holdings Ord Shs (131,217) (5,978)

Equity Cintas Ord Shs (99,702) (261)

Equity CIRRUS LOGIC 241,145 2,833

Equity Cisco Systems Ord Shs 232,564 4,388

Equity Citigroup Ord Shs 325,875 4,606

Equity Citizens Financial Group Ord Shs 112,015 2,442

Equity Citrix Systems Ord Shs 38,347 327

Equity City Developments Ord Shs (105,960) (19,538)

Equity CK Asset Holdings Ord Shs 15,378 2,228

Equity CK Hutchison Holdings Ord Shs 428,479 55,000

Equity Clariant Ord Shs (8,380) (421)

Equity Clarivate Ord Shs (389,412) (14,145)

Equity Clean Harbors Ord Shs 114,935 1,234

Equity Cleanaway Waste Management Ord Shs (14,225) (7,177)

Equity Cleveland Cliffs Ord Shs (163,015) (7,561)

Equity Clorox Ord Shs (85,997) (478)

Equity Cloudflare Ord Shs Class A (226,709) (2,142)

Equity CLP Holdings Ord Shs 192,844 19,500

Equity CMC Materials Ord Shs 3,316 22

Equity CME Group Ord Shs Class A (240,328) (1,130)

Equity CMS Energy Ord Shs (87,911) (1,488)

Equity CNA Financial Ord Shs 113,725 2,500

Equity CNH Industrial Ord Shs 294,686 17,845

Equity CNO Financial Group Ord Shs (91,740) (3,884)

Equity CNP Assurances Ord Shs 146,862 8,630

Equity Cnx Resources Ord Shs 16,337 1,196

Equity Coca-Cola Bottlers Japan Holdings Ord Shs (81,333) (5,200)

Equity Coca-Cola Ord Shs (69,098) (1,277)

Equity Cochlear Ord Shs (258,283) (1,367)

Equity Cogeco Communications Subordinate Voting Ord Shs 31,910 326

Equity Cognex Ord Shs (175,412) (2,087)

Equity Cognizant Technology Solutions Ord Shs Class A 181,877 2,626

Equity Coles Group Ord Shs 106,517 8,302

Equity Colfax Ord Shs (189,516) (4,137)

Equity COLGATE-PALMOLIVE (59,385) (730)

Equity Coloplast Ord Shs Class B 149,167 909

Equity Columbia Sportswear Ord Shs 378,096 3,844

Equity COMCAST (78,574) (1,378)

Equity Comerica Ord Shs 211,380 2,963

Equity Comfortdelgro Corporation Ord Shs 235,625 193,126

Equity Commerce Bancshares Ord Shs (345,213) (4,630)

Equity Commercial Metals Ord Shs 64,942 2,114

Equity COMMON WEALTH BANK OF AUSTRALIA (151,079) (2,015)

Equity Commscope Holding Ord Shs (38,742) (1,818)

Equity CommVault Systems Ord Shs 71,760 918

Equity Compagnie de Saint Gobain Ord Shs 136,274 2,069

Equity Compagnie Financiere Richemont Ord Shs 137,704 1,137

Equity Compagnie Generale des Etablissements Michelin Ord Shs 241,807 1,516

Equity Compagniie Plastic Omnium Ord Shs (116,169) (3,719)

Equity Compass Group Ord Shs (118,248) (5,624)

Equity Compass Minerals International Ord Shs (121,542) (2,051)

Equity CompuGroup Medical N Ord Shs (98,381) (1,256)

Equity Computershare Ord Shs 11,863 935

Equity Comsys Holdings Ord Shs 47,099 1,700

Equity Conagra Brands Ord Shs 62,683 1,723

Equity Concentrix Ord Shs 49,687 309

Equity Concordia Financial Group Ord Shs (180,416) (49,200)

Equity ConocoPhillips Ord Shs (51,339) (843)

Equity Consolidated Edison Ord Shs (2,510) (35)

Equity Constellation Brands Ord Shs Class A 181,733 777

Equity Constellation Software Ord Shs 39,419 26

Equity Continental Ord Shs (106,448) (724)

Equity Convatec Group Ord Shs 44,881 13,503

Equity Cooper Ord Shs (72,121) (182)

Equity Copa Holdings A Ord Shs (70,358) (934)

Equity Copart Ord Shs 22,543 171

Equity CoreSite Realty REIT Ord Shs (29,747) (221)

Equity Corning Ord Shs (27,362) (669)

Equity Corporate Office Properties Trust REIT Ord Shs 218,322 7,800

Equity COSMOS Pharmaceutical Ord Shs (146,860) (1,000)

Equity CoStar Group Ord Shs (183,860) (2,220)

Equity COSTCO WHOLESALE 201,000 508

Equity Coty Ord Shs Class A 47,625 5,099

Equity Coupa Software Ord Shs (258,965) (988)

Equity Cousins Properties REIT Ord Shs (86,727) (2,358)

Equity Covestro Ord Shs 420,313 6,508

Equity Cracker Barrel Old Country Store Ord Shs 177,707 1,197

Equity Crane Ord Shs 132,551 1,435

Equity Credit Acceptance Ord Shs (138,958) (306)

Equity Credit Suisse Group Ord Shs 70,094 6,685

Equity Cree Ord Shs (369,882) (3,777)

Equity Crocs Ord Shs 321,828 2,762

Equity Croda International Ord Shs (598,497) (5,880)

Equity CrowdStrike Holdings Ord Shs Class A (754) (3)

Equity Crown Castle International REIT Ord Shs 117,060 600

Equity Crown Holdings Ord Shs 62,450 611

Equity CSL Ord Shs (103,627) (484)

Equity CSX Ord Shs 50,815 1,584

Equity CTS Eventim Ord Shs (116,057) (1,857)

Equity CubeSmart REIT Ord Shs (79,346) (1,713)

Equity Cullen Frost Bankers Ord Shs (202,160) (1,805)

Equity Cummins Ord Shs 77,044 316

Equity Curtiss Wright Ord Shs 77,075 649

Equity CVS Health Ord Shs 71,174 853

Equity Cyber Agent Ord Shs (77,358) (3,600)

Equity CyrusOne REIT Ord Shs (111,571) (1,560)

Equity D R Horton Ord Shs (6,778) (75)

Equity Dai Nippon Printing Ord Shs 126,984 6,000

Equity Dai-Ichi Life Holdings Ord Shs (12,828) (700)

Equity Daifuku Ord Shs (190,909) (2,100)

Equity Daiichi Sankyo Ord Shs (304,194) (14,100)

Equity Daikin Industries Ord Shs (130,489) (700)

Equity Daimler Ord Shs 219,763 2,461

Equity Dainippon Sumitomo Pharma Ord Shs (33,560) (1,600)

Equity Daiwa Securities Group Ord Shs (59,916) (10,900)

Equity Dana Incorporated Ord Shs 21,051 886

Equity Danone Ord Shs (198,899) (2,825)

Equity Darden Restaurants Ord Shs 342,055 2,343

Equity Darling Ingredients Ord Shs (51,030) (756)

Equity Dassault Aviation Ord Shs 12,941 11

Equity Dassault Systemes Ord Shs (296,598) (1,223)

Equity Datadog Ord Shs Class A (34,138) (328)

Equity Davita Ord Shs (55,759) (463)

Equity DBS Group Holdings Ord Shs (73,959) (3,335)

Equity DCC Ord Shs 366,995 4,489

Equity Dechra Pharmaceuticals Ord Shs (186,360) (3,087)

Equity Deckers Outdoor Ord Shs 264,240 688

Equity Deere Ord Shs 41,267 117

Equity Delivery Hero Ord Shs (259,859) (1,967)

Equity Dell Technologies Ord Shs Class C 161,565 1,621

Equity Delta Air Lines Ord Shs 190,257 4,398

Equity Demant Ord Shs (38,731) (688)

Equity Dena Ord Shs 240,376 11,300

Equity Denso Ord Shs (525,798) (7,700)

Equity Dentsply Sirona Ord Shs 168,651 2,666

Equity Dentsu Group Ord Shs (300,838) (8,400)

Equity Descartes Systems Group Ord Shs (9,623) (139)

Equity Deutsche Bank Ord Shs 183,217 14,063

Equity Deutsche Lufthansa Ord Shs (334,159) (29,692)

Equity Deutsche Post Ord Shs 225,293 3,312

Equity Deutsche Telekom N Ord Shs (123,592) (5,851)

Equity Devon Energy Ord Shs 13,632 467

Equity DexCom Ord Shs (437,248) (1,024)

Equity Diageo Ord Shs (540,084) (11,296)

Equity Diasorin Ord Shs 25,157 133

Equity Dicks Sporting Ord Shs 259,893 2,594

Equity Digital Realty Trust REIT Ord Shs (386,682) (2,570)

Equity Direct Line Insurance Ord Shs 130,394 33,119

Equity Disco Ord Shs 183,530 600

Equity Discover Financial Services Ord Shs (21,884) (185)

Equity Discovery Ord Shs Series A 3,620 118

Equity DISH Network Ord Shs Class A (220,620) (5,278)

Equity DKSH Holding Ord Shs 159,393 2,081

Equity DocuSign Ord Shs 246,581 882

Equity Dolby Laboratories Ord Shs Class A 94,948 966

Equity Dollar General Ord Shs (67,946) (314)

Equity Dollar Tree Ord Shs 4,677 47

Equity Dollarama Ord Shs (101,722) (2,220)

Equity DOMINION RESOURCES 58,267 792

Equity Domino's Pizza Enterprises Ord Shs (107,482) (1,188)

Equity Dominos Pizza Ord Shs (233,245) (500)

Equity Donaldson Ord Shs 171,722 2,703

Equity Dormakaba Holding Ord Shs 133,692 196

Equity Douglas Emmett REIT Ord Shs (111,686) (3,322)

Equity Dover Ord Shs 24,096 160

Equity DraftKings Ord Shs Class A (294,447) (5,644)

Equity DropBox Ord Shs Class A 62,560 2,064

Equity DSV Panalpina Ord Shs 167,461 718

Equity DTE Energy Ord Shs (196,992) (1,520)

Equity Duerr Ord Shs (26,859) (706)

Equity Dufry Ord Shs (335,908) (5,666)

Equity Duke Energy Ord Shs 152,226 1,542

Equity Duke Realty REIT Ord Shs (118,044) (2,493)

Equity Dun Bradst Hldg Ord Shs (161,899) (7,576)

Equity Dunelm Group Ord Shs 99,170 5,059

Equity DuPont de Nemours Ord Shs 211,639 2,734

Equity DXC Technology Ord Shs 125,582 3,225

Equity Dycom Industries Ord Shs 139,669 1,874

Equity Dynatrace Ord Shs 33,884 580

Equity E.ON N Ord Shs (83,921) (7,255)

Equity EAGLE MATERIALS (32,543) (229)

Equity East Japan Railway Ord Shs (392,815) (5,500)

Equity East West Bancorp Ord Shs (115,134) (1,606)

Equity EastGroup Properties REIT Ord Shs (124,982) (760)

Equity Eastman Chemical Ord Shs (2,335) (20)

Equity EasyJet Ord Shs (121,980) (9,868)

Equity Eaton Ord Shs 46,380 313

Equity eBay Ord Shs 58,836 838

Equity EchoStar Ord Shs Class A 104,909 4,319

Equity Ecolab Ord Shs (119,669) (581)

Equity Edenred Ord Shs (139,094) (2,441)

Equity Edgewell Personal Care Ord Shs (72,391) (1,649)

Equity Edison International Ord Shs 95,808 1,657

Equity Edwards Lifesciences Ord Shs (1,657) (16)

Equity Eiffage Ord Shs 155,271 1,526

Equity Eisai Ord Shs (403,572) (4,100)

Equity Elanco Animal Health Ord Shs (69,727) (2,010)

Equity Elastic Ord Shs 113,547 779

Equity Electric Power Development Ord Shs 91,396 6,400

Equity Electricite de France Ord Shs 157,641 11,539

Equity Electrolux Ord Shs Class B 347,398 12,520

Equity Electronic Arts Ord Shs 170,295 1,184

Equity Elekta Ord Shs Class B (123,577) (8,523)

Equity Element Fleet Management Ord Shs (150,404) (12,880)

Equity Element Solutions Ord Shs (26,115) (1,117)

Equity Eli Lilly Ord Shs (102,366) (446)

Equity Elia Group Ord Shs (229,138) (2,171)

Equity Elisa Ord Shs (175,562) (2,942)

Equity EMCOR Group Ord Shs 220,264 1,788

Equity Emera Ord Shs (204,604) (4,505)

Equity Emergent BioSolutions Ord Shs 171,774 2,727

Equity Emerson Electric Ord Shs 38,207 397

Equity Emmi Ord Shs 55,440 54

Equity Empire Ord Shs Class A 111,904 3,544

Equity Empire State Realty REIT Ord Shs Class A 74,580 6,215

Equity Ems-Chemie Holding Ord Shs (248,799) (253)

Equity Enagas Ord Shs 270,725 11,716

Equity Enbridge Ord Shs (45,690) (1,140)

Equity Encompass Health Ord Shs (105,341) (1,350)

Equity Endeavour Group Ord Shs 6,961 1,474

Equity Endeavour Mining Ord Shs 72,080 3,353

Equity Endesa Ord Shs 429,998 17,722

Equity Enel Ord Shs (413,612) (44,532)

Equity Eneos Holdings Ord Shs 198,124 47,300

Equity Energizer Holdings Ord Shs 141,533 3,293

Equity EnerSys Ord Shs 91,671 938

Equity Engie Ord Shs (175,001) (12,772)

Equity ENI Ord Shs 121,220 9,953

Equity Enphase Energy Ord Shs (44,255) (241)

Equity Entain Ord Shs 263,581 10,931

Equity Entegris Ord Shs 30,743 250

Equity Entergy Ord Shs 114,256 1,146

Equity Envista Holdings Ord Shs (60,580) (1,402)

Equity EOG Resources Ord Shs (10,013) (120)

Equity EPAM Systems Ord Shs (88,396) (173)

Equity Epiroc Ord Shs Class A (104,544) (4,585)

Equity EPR Properties REIT Ord Shs (243,434) (4,621)

Equity EQT Ord Shs (487,828) (13,432)

Equity EQT Ord Shs (62,217) (2,795)

Equity Equifax Ord Shs (205,979) (860)

Equity Equinix REIT Ord Shs (336,289) (419)

Equity Equitable Holdings Ord Shs (70,644) (2,320)

Equity Equitrans Midstream Ord Shs 7,353 864

Equity Equity Commonwealth REIT Ord Shs (237,005) (9,046)

Equity Equity Lifestyle Properties REIT Ord Shs 94,597 1,273

Equity Equity Residential REIT Ord Shs (116,963) (1,519)

Equity Ericsson Ord Shs Class B 242,056 19,246

Equity Erie Indemnity Ord Shs Class A (378,193) (1,956)

Equity ESR Cayman Ord Shs (161,940) (48,000)

Equity Essential Utilities Ord Shs (175,854) (3,848)

Equity Essex Property Trust REIT Ord Shs 18,001 60

Equity Essity Ord Shs Class B 32,255 972

Equity Estee Lauder Ord Shs Class A (3,181) (10)

Equity Etablissementen Franz Colruyt Ord Shs 99,494 1,779

Equity Etsy Ord Shs 95,510 464

Equity Eurofins Scientific Ord Shs 210,807 1,844

Equity Euronet Worldwide Ord Shs 92,173 681

Equity Eutelsat Communications Ord Shs 209,960 17,967

Equity Everbridge Ord Shs (154,723) (1,137)

Equity Evercore Ord Shs Class A 54,196 385

Equity Everest Re Group Ord Shs 67,035 266

Equity Evergy Ord Shs 78,378 1,297

Equity Eversource Energy Ord Shs (121,564) (1,515)

Equity Evolution Mining Ord Shs (28,649) (8,480)

Equity Evolution Ord Shs (75,589) (478)

Equity Evonik Industries Ord Shs (79,249) (2,363)

Equity Evotec Ord Shs (251,801) (5,554)

Equity Evraz Ord Shs 352,643 43,120

Equity EXACT Sciences Ord Shs (279,946) (2,252)

Equity Exelixis Ord Shs (40,758) (2,237)

Equity Exelon Ord Shs (96,374) (2,175)

Equity Expedia Group Ord Shs 115,579 706

Equity Expeditors International of Washington Ord Shs (90,266) (713)

Equity Experian Ord Shs (193,360) (5,024)

Equity Extra Space Storage REIT Ord Shs (97,964) (598)

Equity EXXON MOBIL 101,748 1,613

Equity Ezaki Glico Ord Shs 14,920 400

Equity F5 Networks Ord Shs (164,261) (880)

Equity Facebook Class A Ord Shs 514,959 1,481

Equity Factset Research Systems Ord Shs 39,938 119

Equity Fair Isaac Ord Shs (10,054) (20)

Equity Fairfax Financial Holdings Sub Voting Ord Shs 173,840 396

Equity Fancl Ord Shs (194,612) (6,000)

Equity Fanuc Ord Shs (144,851) (600)

Equity Fast Retailing Ord Shs (226,047) (300)

Equity Fastenal Ord Shs (176,956) (3,403)

Equity Fastly Ord Shs Class A (333,045) (5,588)

Equity Faurecia Ord Shs (33,705) (687)

Equity Federal Realty Investment Trust REIT Ord Shs (300,424) (2,564)

Equity Federated Hermes Ord Shs Class B 97,898 2,887

Equity Fedex Ord Shs 233,891 784

Equity Ferrari Ord Shs (613,675) (2,974)

Equity Ferrovial Ord Shs (337,830) (11,510)

Equity Fidelity National Financial Ord Shs 201,394 4,634

Equity Fifth Third Bancorp Ord Shs (74,816) (1,957)

Equity FinecoBank Banca Fineco Ord Shs (456,511) (26,187)

Equity Finning International Ord Shs 268,840 10,259

Equity FireEye Ord Shs 144,270 7,135

Equity First American Financial Ord Shs 108,053 1,733

Equity First Citizens Bancshares Ord Shs Class A (111,587) (134)

Equity First Financial Bankshares Ord Shs (435,930) (8,873)

Equity First Hawaiian Ord Shs (77,567) (2,737)

Equity First Horizon Ord Shs 101,866 5,895

Equity First Industrial Realty Trust Ord Shs 76,987 1,474

Equity First Quantum Minerals Ord Shs (5,283) (229)

Equity First Republic Bank Ord Shs (560,013) (2,992)

Equity First Solar Ord Shs 30,864 341

Equity FirstCash Ord Shs 1,758 23

Equity FirstEnergy Ord Shs 23,442 630

Equity Fiserv Ord Shs 20,737 194

Equity Five Below Ord Shs 138,188 715

Equity Five9 Ord Shs (113,518) (619)

Equity FleetCor Technologies Ord Shs (112,410) (439)

Equity Floor Decor Holdings Ord Shs Class A (92,170) (872)

Equity Flowers Foods Ord Shs 9,244 382

Equity Flowserve Ord Shs 57,174 1,418

Equity Flughafen Zuerich Ord Shs (140,693) (850)

Equity Fluidra Ord Shs 25,467 642

Equity Fluor Ord Shs (137,529) (7,770)

Equity FMC Ord Shs (53,018) (490)

Equity FNB Ord Shs 138,318 11,218

Equity Food & Life Companies Ord Shs 112,325 2,600

Equity Foot Locker Ord Shs 118,021 1,915

Equity Ford Motor Ord Shs 409,452 27,554

Equity Fortescue Metals Group Ord Shs 355,952 20,314

Equity Fortinet Ord Shs (178,881) (751)

Equity Fortis Ord Shs (21,003) (474)

Equity Fortive Ord Shs (9,066) (130)

Equity Fortum Ord Shs 83,635 3,032

Equity Fortune Brands Home And Security Ord Shs 8,865 89

Equity Fox Factory Holding Ord Shs (249,367) (1,602)

Equity Fox Ord Shs Class A 39,321 1,059

Equity Franco Nevada Ord Shs (180,573) (1,243)

Equity Franklin Resources Ord Shs (143,507) (4,486)

Equity Fraport Frankfurt Airport Services Worldwide Ord Shs (255,396) (3,748)

Equity freenet Ord Shs 71,909 3,044

Equity Freeport McMoRan Ord Shs 89,992 2,425

Equity Fresenius Medical Care Ord Shs 320,364 3,857

Equity frontdoor Ord Shs 8,768 176

Equity FTI Consulting Ord Shs (97,540) (714)

Equity Fuchs Petrolub Pref Shs (61,975) (1,274)

Equity Fuji Electric Ord Shs (107,550) (2,300)

Equity Fujifilm Holdings Ord Shs 14,846 200

Equity Fujitsu General Ord Shs 34,518 1,300

Equity Fujitsu Ord Shs 74,962 400

Equity Fukuoka Financial Group Ord Shs 75,121 4,300

Equity Fulton Financial Ord Shs 194,346 12,316

Equity Galapagos Ord Shs (91,405) (1,318)

Equity Galaxy Entertainment Group Ord Shs (88,033) (11,000)

Equity Galenica AG Ord Shs 328,142 4,645

Equity Gaming and Leisure Properties REIT Ord Shs 119,207 2,573

Equity Gap Ord Shs 225,758 6,709

Equity Garmin Ord Shs (34,714) (240)

Equity Gartner Ord Shs 162,758 672

Equity Gates Industrial Ord Shs 10,246 567

Equity GATX Ord Shs (91,655) (1,036)

Equity GEA Group Ord Shs 105,651 2,608

Equity Geberit Ord Shs (54,057) (72)

Equity Generac Holdings Ord Shs 137,415 331

Equity General Dynamics Ord Shs 36,711 195

Equity GENERAL ELECTRIC 63,841 4,743

Equity General Mills Ord Shs (242,014) (3,972)

Equity General Motors Ord Shs 249,165 4,211

Equity Genmab Ord Shs 279,494 683

Equity Gentex Ord Shs 195,165 5,898

Equity Genting Singapore Ord Shs 38,650 62,219

Equity Genuine Parts Ord Shs 125,079 989

Equity Genworth Financial A Ord Shs 26,680 6,841

Equity Georg Fischer Ord Shs 71,298 48

Equity George Weston Ord Shs 53,050 556

Equity Getinge Ord Shs Class B 576,742 15,280

Equity Getlink Ord Shs (185,607) (11,902)

Equity GFL Environmental Subordinate voting Ord Shs (44,922) (1,404)

Equity Gibson Energy Ord Shs 21,270 1,109

Equity Gilead Sciences Ord Shs (44,002) (639)

Equity Givaudan Ord Shs (195,517) (42)

Equity Gjensidige Forsikring Ord Shs (139,617) (6,330)

Equity Glacier Bancorp Ord Shs (278,484) (5,056)

Equity GLAXOSMITHKLINE 271,830 13,863

Equity Glencore Ord Shs 119,599 27,977

Equity Global Payments Ord Shs 54,387 290

Equity Globe Life Ord Shs (28,385) (298)

Equity Globus Medical Ord Shs Class A 62,644 808

Equity GMO Internet Ord Shs 237,508 8,700

Equity GN Store Nord Ord Shs 77,838 891

Equity Godaddy Ord Shs Class A (4,174) (48)

Equity Goldman Sachs Group Ord Shs 258,839 682

Equity Goldwin Ord Shs (58,834) (1,000)

Equity Goodyear Tire & Rubber Ord Shs 133,976 7,812

Equity GOOGLE 61,045 25

Equity Graco Ord Shs (9,765) (129)

Equity GrafTech International Ord Shs 289,652 24,927

Equity Graham Holdings Company Ord Shs Class B 148,967 235

Equity Grand Canyon Education Ord Shs 6,028 67

Equity Graphic Packaging Holding Ord Shs 230,142 12,687

Equity Greif Ord Shs Class A 56,796 938

Equity Grifols Ord Shs Class A 25,596 945

Equity Grocery Outlet Holding Ord Shs (469,192) (13,537)

Equity Guardant Health Ord Shs (141,825) (1,142)

Equity Guidewire Software Ord Shs (47,342) (420)

Equity H&R Block Ord Shs 143,463 6,110

Equity H.Lundbeck Ord Shs 169,799 5,337

Equity Haemonetics Ord Shs 31,521 473

Equity HAIN CELESTIAL GROUP (39,598) (987)

Equity Hakuhodo Dy Holdings Ord Shs 118,050 7,600

Equity Halliburton Ord Shs 41,893 1,812

Equity Halma Ord Shs (405,319) (10,899)

Equity Hamamatsu Photonics Ord Shs (253,536) (4,200)

Equity Hancock Whitney Ord Shs 47,240 1,063

Equity Hanesbrands Ord Shs 180,651 9,676

Equity Hang Lung Properties Ord Shs (99,572) (41,000)

Equity Hang Seng Bank Ord Shs (145,796) (7,300)

Equity Hankyu Hanshin Holdings Ord Shs (111,091) (3,600)

Equity Hannover Rueck Ord Shs (207,322) (1,239)

Equity Hanover Insurance Group Ord Shs 41,235 304

Equity Hargreaves Lansdown Ord Shs (230,488) (10,500)

Equity Harley Davidson Ord Shs (13,883) (303)

Equity Harmonic Drive Systems Ord Shs (341,869) (6,200)

Equity Hartford Financial Services Group Ord Shs 184,795 2,982

Equity Harvey Norman Holdings Ord Shs 246,937 60,022

Equity Hasbro Ord Shs (136,676) (1,446)

Equity Haseko Ord Shs 122,045 8,900

Equity Hawaiian Electric Industries Ord Shs 12,853 304

Equity HCA Healthcare Ord Shs (26,049) (126)

Equity Healthcare Realty Trust REIT Ord Shs 227,315 7,527

Equity Healthcare Services Group Ord Shs 198,102 6,275

Equity Healthcare Trust Of America REIT Ord Shs Class A 96,681 3,621

Equity Healthequity Ord Shs (330,209) (4,103)

Equity Healthpeak Properties Ord Shs (65,415) (1,965)

Equity HEICO Ord Shs (259,600) (1,862)

Equity HeidelbergCement Ord Shs 127,996 1,492

Equity Heineken Ord Shs (402,138) (3,318)

Equity Helen Of Troy Ord Shs (235,192) (1,031)

Equity HelloFresh Ord Shs 91,679 943

Equity Helmerich & Payne Ord Shs 424 13

Equity Helvetia Holding Ord Shs (3,122) (29)

Equity Henderson Land Development Ord Shs 90,272 19,050

Equity Henkel & KGAA Pref Shs 39,069 370

Equity Hennes & Mauritz Ord Shs Class B 63,923 2,693

Equity Hera Ord Shs 267,365 64,711

Equity Herman Miller Ord Shs 79,855 1,694

Equity Hermes International Ord Shs (62,646) (43)

Equity Hershey Foods Ord Shs 74,723 429

Equity Hess Ord Shs (288,243) (3,301)

Equity Hewlett Packard Enterprise Ord Shs (2,741) (188)

Equity Hexagon Ord Shs Class B (161,715) (10,907)

Equity Hexcel Ord Shs (155,251) (2,488)

Equity Hexpol Ord Shs Class B 39,662 3,209

Equity Highwoods Properties REIT Ord Shs 105,427 2,334

Equity Hikari Tsushin Ord Shs 17,578 100

Equity Hikma Pharmaceuticals Ord Shs 74,879 2,216

Equity Hill Rom Holdings Ord Shs 186,060 1,638

Equity Hilton Worldwide Holdings Ord Shs (29,431) (244)

Equity Hino Motors Ord Shs 84,505 9,600

Equity Hirose Electric Ord Shs (87,846) (600)

Equity Hisamitsu Pharmaceutical Ord Shs (157,708) (3,200)

Equity Hiscox Ord Shs (76,660) (6,673)

Equity Hitachi Construction Machinery Ord Shs (18,353) (600)

Equity Hitachi Metals Ord Shs (223,901) (11,700)

Equity Hitachi Ord Shs (51,580) (900)

Equity Hitachi Transport System Ord Shs 215,749 5,200

Equity HKT Trust And HKT Units 62,669 46,000

Equity Hochtief Ord Shs 233,315 3,038

Equity Holcim Ltd Ord Shs 288,863 4,811

Equity HollyFrontier Ord Shs (32,110) (976)

Equity Holmen Ord Shs Class B (121,868) (2,698)

Equity Home BancShares Ord Shs (140,232) (5,682)

Equity HOME DEPOT (572,726) (1,796)

Equity Homeserve Ord Shs (24,433) (1,851)

Equity Honda Motor Ord Shs 403,009 12,600

Equity Honeywell International Ord Shs (71,069) (324)

Equity Hong Kong and China Gas Ord Shs (230,567) (148,470)

Equity Horizon Therapeutics Public Ord Shs (139,430) (1,489)

Equity Hormel Foods Ord Shs (140,337) (2,939)

Equity Hoshizaki Ord Shs (136,084) (1,600)

Equity Host Hotels & Resorts REIT Ord Shs (74,000) (4,330)

Equity House Foods Group Ord Shs (21,412) (700)

Equity Howden Joinery Group Ord Shs (76,913) (6,818)

Equity Howmet Aerospace Ord Shs 41,812 1,213

Equity Hoya Ord Shs (26,543) (200)

Equity HP Ord Shs 282,005 9,341

Equity HSBC Holdings Ord Shs (150,599) (26,124)

Equity Hubbell Ord Shs 13,266 71

Equity HubSpot Ord Shs 19,230 33

Equity Hudson Pacific Properties REIT Ord Shs 226,677 8,148

Equity Hugo Boss N Ord Shs (30,306) (557)

Equity Huhtamaki Ord Shs 226,461 4,780

Equity Humana Ord Shs 34,089 77

Equity Huntington Bancshares Ord Shs (51,358) (3,599)

Equity Huntington Ingalls Industries Ord Shs 148,368 704

Equity Huntsman Ord Shs 239,051 9,014

Equity Husqvarna Ord Shs Class B 242,339 18,228

Equity Hyatt Hotels Ord Shs Class A (8,540) (110)

Equity Hydro One Ord Shs 115,335 4,767

Equity iA Financial Ord Shs 125,246 2,298

Equity IAA Ord Shs (133,023) (2,439)

Equity IAC InterActive Ord Shs (43,168) (280)

Equity Iberdrola Ord Shs (26,637) (2,185)

Equity Ibiden Ord Shs (156,510) (2,900)

Equity IBM 150,988 1,030

Equity ICA Gruppen Ord Shs 85,741 1,841

Equity ICU Medical Ord Shs 62,357 303

Equity Idacorp Ord Shs 198,413 2,035

Equity Idemitsu Kosan Ord Shs (157,127) (6,500)

Equity IDEX Ord Shs (142,592) (648)

Equity IDEXX Laboratories Ord Shs (104,837) (166)

Equity Idorsia N Ord Shs (249,818) (9,077)

Equity IGM Financial Ord Shs (15,867) (449)

Equity IHI Ord Shs 54,625 2,300

Equity Iida Group Holdings Ord Shs 438,057 17,000

Equity Iliad Ord Shs (59,999) (410)

Equity Illinois Tool Ord Shs (116,922) (523)

Equity Illumina Ord Shs (111,204) (235)

Equity IMCD Ord Shs (151,873) (955)

Equity Imerys Ord Shs 39,763 851

Equity IMI Ord Shs 201,920 8,498

Equity Imperial Brands Ord Shs 361,677 16,815

Equity Imperial Oil Ord Shs 14,370 471

Equity Inchcape Ord Shs 190,257 17,921

Equity Incitec Pivot Ord Shs 57,620 32,248

Equity Incyte Ord Shs 62,845 747

Equity Indivior Ord Shs 330,467 154,733

Equity Industria De Diseno Textil Inditex Ord Shs (122,576) (3,479)

Equity Indutrade Ord Shs (58,129) (2,270)

Equity Infineon Technologies Ord Shs (111,819) (2,788)

Equity Informa Ord Shs (263,828) (38,074)

Equity Infrastrutture Wireless Italiane Ord Shs (205,324) (18,202)

Equity Ingersoll Rand Ord Shs (85,613) (1,754)

Equity Ingevity Ord Shs (23,920) (294)

Equity Ingredion Ord Shs 64,436 712

Equity Innergex Renewable Energy Ord Shs (243,989) (14,020)

Equity INPEX Ord Shs (175,525) (23,500)

Equity Insperity Ord Shs 61,723 683

Equity Insulet Ord Shs (334,902) (1,220)

Equity Insurance Australia Group Ord Shs (136,279) (35,179)

Equity Intact Financial Ord Shs (147,561) (1,085)

Equity Integra LifeSciences Holdings Ord Shs (111,026) (1,627)

Equity INTEL 488,081 8,694

Equity Inter Pipeline Ord Shs (4,198) (258)

Equity Intercontinental Exchange Ord Shs 94,604 797

Equity Intercontinental Hotels Group Ord Shs (466,928) (7,027)

Equity InterDigital Ord Shs 11,174 153

Equity Intermediate Capital Group Ord Shs (199,995) (6,816)

Equity International Bancshares Ord Shs 12,410 289

Equity International Flavors & Fragrances Ord Shs (217,975) (1,459)

Equity International Paper Ord Shs 106,250 1,733

Equity Interpublic Group of Companies Ord Shs 103,123 3,174

Equity Intertek Group Ord Shs 106,799 1,398

Equity Intesa Sanpaolo Ord Shs (119,157) (43,133)

Equity Intuit Ord Shs 108,328 221

Equity Intuitive Surgical Ord Shs (44,143) (48)

Equity Invesco Ord Shs (18,631) (697)

Equity Invitation Homes Ord Shs 39,900 1,070

Equity Ionis Pharmaceuticals Ord Shs (200,008) (5,014)

Equity Iovance Biotherapeutics Ord Shs (196,737) (7,561)

Equity IPG Photonics Ord Shs (121,193) (575)

Equity Ipsen Ord Shs 338,088 3,250

Equity Iqvia Holdings Ord Shs 14,297 59

Equity Iridium Communications Ord Shs (107,253) (2,682)

Equity Iron Mountain Ord Shs (229,036) (5,412)

Equity Isetan Mitsukoshi Holdings Ord Shs (248,958) (35,700)

Equity Iss Ord Shs (116,341) (4,956)

Equity Isuzu Motors Ord Shs 44,939 3,400

Equity Italgas Ord Shs 243,616 37,269

Equity Ito En Ord Shs (308,749) (5,200)

Equity Itochu Ord Shs (164,339) (5,700)

Equity ITOCHU Techno-Solutions Ord Shs 49,590 1,600

Equity ITT Ord Shs (25,462) (278)

Equity ITV Ord Shs (22,592) (13,026)

Equity Izumi Ord Shs 128,048 3,400

Equity j2 Global Ord Shs (54,607) (397)

Equity Jabil Ord Shs 221,495 3,811

Equity Jack Henry and Associates Ord Shs (1,799) (11)

Equity Jack in the Box Ord Shs 9,695 87

Equity Jacobs Engineering Group Ord Shs (100,599) (754)

Equity James Hardie Industries CDI (159,532) (4,694)

Equity Janus Henderson Group Ord Shs 242,795 6,256

Equity Japan Airlines Ord Shs (32,449) (1,500)

Equity Japan Airport Terminal Ord Shs (287,738) (6,400)

Equity Japan Post Bank Ord Shs (71,452) (8,500)

Equity Japan Post Holdings Ord Shs 103,341 12,600

Equity Japan Post Insurance Ord Shs 279,443 15,100

Equity JAPAN TOBACCO 35,924 1,900

Equity JAZZ PHARMACEUTICALS 68,214 384

Equity Jb Hi-Fi Ord Shs 313,960 8,268

Equity JB Hunt Transport Services Ord Shs (31,612) (194)

Equity JBG SMITH Properties Ord Shs 72,568 2,303

Equity JCR Pharmaceuticals Ord Shs (262,834) (7,800)

Equity JD Sports Fashion Ord Shs 283,491 22,330

Equity Jde Peet's Ord Shs (8,891) (245)

Equity Jefferies Financial Group Ord Shs 248,566 7,268

Equity JetBlue Airways Ord Shs 230,842 13,757

Equity JFE Holdings Ord Shs 93,774 8,000

Equity Jgc Holdings Ord Shs 10,258 1,100

Equity JM Smucker Ord Shs 134,623 1,039

Equity JOHNSON & JOHNSON 401,471 2,437

Equity Johnson Controls International Ord Shs 209,802 3,057

Equity Johnson Matthey Ord Shs 96,875 2,282

Equity Jones Lang LaSalle Ord Shs 28,342 145

Equity JPMORGAN CHASE (14,310) (92)

Equity JSR Ord Shs (254,293) (8,400)

Equity JTEKT Ord Shs 118,015 11,500

Equity Juniper Networks Ord Shs (127,861) (4,675)

Equity Just Eat Takeawa Ord Shs (391,085) (4,235)

Equity Justsystems Ord Shs (218,020) (3,700)

Equity K'S Holdings Ord Shs 341,715 29,700

Equity Kagome Ord Shs (95,068) (3,600)

Equity Kajima Ord Shs 276,355 21,800

Equity Kakaku.com Ord Shs (84,638) (2,800)

Equity Kamigumi Ord Shs 249,679 12,300

Equity Kaneka Ord Shs 294,328 7,300

Equity Kansai Electric Power Ord Shs (179,463) (18,800)

Equity Kansai Paint Ord Shs (140,287) (5,500)

Equity Kao Ord Shs 153,955 2,500

Equity KAR Auction Services Ord Shs (43,840) (2,498)

Equity Kawasaki Heavy Industries Ord Shs (128,390) (6,000)

Equity KB Home Ord Shs (60,673) (1,490)

Equity KBR Ord Shs (29,452) (772)

Equity KDDI Ord Shs (137,364) (4,400)

Equity Keihan Holdings Ord Shs (239,157) (7,900)

Equity Keikyu Ord Shs (270,401) (22,100)

Equity Keio Ord Shs (364,772) (6,200)

Equity Keisei Electric Railway Ord Shs (265,100) (8,300)

Equity Kellogg Ord Shs (114,379) (1,778)

Equity Kemper Ord Shs 95,479 1,292

Equity Kennametal Ord Shs (171,015) (4,761)

Equity Keppel Ord Shs (183,120) (45,000)

Equity Kering Ord Shs (199,274) (228)

Equity Kerry Properties Ord Shs 206,030 62,500

Equity Kesko Ord Shs Class B (208,457) (5,643)

Equity Kewpie Ord Shs 42,677 1,900

Equity Keycorp Ord Shs 118,159 5,722

Equity Keyence Ord Shs (202,072) (400)

Equity Keyera Ord Shs (91,943) (3,418)

Equity Keysight Technologies Ord Shs (70,257) (455)

Equity Kikkoman Ord Shs (567,961) (8,600)

Equity Kilroy Realty REIT Ord Shs 319,369 4,586

Equity KIMBERLY-CLARK (337,393) (2,522)

Equity Kinaxis Ord Shs (24,757) (188)

Equity Kinden Ord Shs 176,513 10,800

Equity Kinder Morgan Ord Shs 93,064 5,105

Equity Kingfisher Ord Shs 573,742 113,942

Equity Kinross Gold Ord Shs 172,878 27,236

Equity Kinsale Capital Group Ord Shs 91,942 558

Equity Kintetsu Group Holdings Ord Shs (249,482) (7,100)

Equity Kion Group Ord Shs (22,597) (212)

Equity Kirby Ord Shs (118,005) (1,946)

Equity Kirin Holdings Ord Shs (298,584) (15,300)

Equity KLA Ord Shs 154,324 476

Equity Knight-Swift Transportation Holdings Ord Shs Class A 263,441 5,795

Equity Knorr Bremse Ord Shs 110,661 962

Equity Kobayashi Pharmaceutical Ord Shs (111,154) (1,300)

Equity Kobe Bussan Ord Shs (662,222) (21,000)

Equity Koei Tecmo Holdings Ord Shs (93,760) (1,920)

Equity Kohl's Ord Shs 575,073 10,435

Equity Koito Manufacturing Ord Shs (62,258) (1,000)

Equity Komatsu Ord Shs (79,589) (3,200)

Equity Konami Holdings Ord Shs (36,057) (600)

Equity Kone Ord Shs 173,460 2,126

Equity Koninkilijke DSM Ord Shs (336,363) (1,802)

Equity Koninklijke Ahold Delhaize Ord Shs 687,518 23,125

Equity Koninklijke KPN NV Ord Shs (58,209) (18,635)

Equity Koninklijke Philips Ord Shs 149,519 3,017

Equity Koninklijke Vopak Ord Shs (41,923) (923)

Equity Korian Ord Shs (31,648) (857)

Equity KOSE Ord Shs (236,237) (1,500)

Equity Kraft Heinz Ord Shs (156,758) (3,844)

Equity Kroger Ord Shs 84,818 2,214

Equity Kubota Ord Shs (238,892) (11,800)

Equity Kuehne und Nagel International Ord Shs 20,893 61

Equity Kuraray Ord Shs (44,222) (4,600)

Equity Kusuri No Aoki Holdings Ord Shs (182,449) (2,500)

Equity Kyocera Ord Shs 30,940 500

Equity Kyowa Exe Ord Shs 133,066 5,400

Equity Kyowa Kirin Ord Shs (198,793) (5,600)

Equity Kyushu Electric Power Ord Shs 97,063 12,600

Equity Kyushu Railway Ord Shs (18,063) (800)

Equity L Brands Ord Shs 91,588 1,271

Equity L'Air Liquide Societe Anonyme pour l'Etude et l'Exploitation des Procedes George Ord Shs (253,209) (1,446)

Equity L'Oreal Ord Shs (743,809) (1,669)

Equity L3Harris Technologies Ord Shs 87,757 406

Equity Laboratory Corporation Of America Holdings Ord Shs 222,887 808

Equity Lam Research Ord Shs 66,371 102

Equity Lamb Weston Holdings Ord Shs (83,080) (1,030)

Equity Lancaster Colony Ord Shs (21,286) (110)

Equity Landstar System Ord Shs (67,159) (425)

Equity Lanxess Ord Shs 201,044 2,932

Equity Las Vegas Sands Ord Shs 81,301 1,543

Equity Lasertec Ord Shs (272,331) (1,400)

Equity Lattice Semiconductor Ord Shs (106,293) (1,892)

Equity Lawson Ord Shs 162,087 3,500

Equity Lear Ord Shs (39,263) (224)

Equity Legal and General Group Ord Shs (41,148) (11,563)

Equity Leggett & Platt Ord Shs (237,238) (4,579)

Equity Legrand Ord Shs 66,794 631

Equity Leidos Holdings Ord Shs (39,227) (388)

Equity Lendingtree Ord Shs (202,769) (957)

Equity Lendlease Group Stapled Units (117,886) (13,702)

Equity Lennar A Ord Shs 166,113 1,672

Equity Lennox International Ord Shs (55,777) (159)

Equity Leonardo Ord Shs (123,251) (15,257)

Equity Leroy Seafood Group Ord Shs 124,537 14,198

Equity LHC Group Ord Shs (176,629) (882)

Equity Liberty Broadband Ord Shs Series C (96,034) (553)

Equity Liberty Global Ord Shs Class C (7,301) (270)

Equity Lifco Ord Shs Class B 15,692 671

Equity Ligand Pharmaceuticals Ord Shs (118,989) (907)

Equity Lightspeed POS Subordinate Voting Ord Shs (148,885) (1,777)

Equity Lincoln Electric Holdings Ord Shs (41,225) (313)

Equity Lincoln National Ord Shs (103,875) (1,653)

Equity Linde Ord Shs (132,697) (459)

Equity Lion Ord Shs 240,782 14,200

Equity Lions Gate Entertainment Voting Ord Shs Class A (24,426) (1,180)

Equity Lithia Motors Ord Shs 93,814 273

Equity Littelfuse Ord Shs (59,621) (234)

Equity LivaNova Ord Shs (80,830) (961)

Equity Live Nation Entertainment Ord Shs (223,355) (2,550)

Equity LiveRamp Holdings Ord Shs (703) (15)

Equity Lixil Ord Shs (111,306) (4,300)

Equity LKQ Ord Shs 34,503 701

Equity Lloyds Banking Group Ord Shs 64,575 100,116

Equity Loblaw Companies Ord Shs 134,430 2,182

Equity Lockheed Martin Ord Shs 276,196 730

Equity Loews Ord Shs (116,732) (2,136)

Equity Lonza Group Ord Shs (101,454) (143)

Equity Louisiana Pacific Ord Shs 13,083 217

Equity Lowe's Companies Ord Shs 143,732 741

Equity lululemon athletica Ord Shs (263,143) (721)

Equity Lumen Technologies Ord Shs (133,359) (9,813)

Equity Lumentum Holdings Ord Shs (11,976) (146)

Equity Lundin Mining Ord Shs (1,219) (135)

Equity Lvmh Ord Shs (226,644) (289)

Equity Lyft Ord Shs Class A (368,988) (6,101)

Equity LyondellBasell Industries Ord Shs Class A 48,040 467

Equity M&G Ord Shs 503,726 159,299

Equity M&T Bank Ord Shs 18,454 127

Equity M3 Ord Shs (109,645) (1,500)

Equity Mabuchi Motor Ord Shs 242,184 6,400

Equity Macerich REIT Ord Shs (17,703) (970)

Equity Macquarie Group Ord Shs Def (215,267) (1,833)

Equity Madison Square Garden Entertainment Ord Shs Class A (38,374) (457)

Equity Madison Square Garden Sports Ord Shs Class A (121,144) (702)

Equity Magellan Financial Group Ord Shs (123,207) (3,047)

Equity Magna International Ord Shs 107,328 1,158

Equity Makita Ord Shs (65,970) (1,400)

Equity Man Group Ord Shs 137,248 55,210

Equity Man Wah Holdings Ord Shs 126,869 52,800

Equity Manhattan Associates Ord Shs 152,227 1,051

Equity Mani Ord Shs (82,580) (3,600)

Equity Manpower Ord Shs 250,306 2,105

Equity Manulife Financial Ord Shs 177,970 9,032

Equity Mapfre Ord Shs 189,212 89,510

Equity Maple Leaf Foods Ord Shs (45,796) (2,204)

Equity Marathon Oil Ord Shs 36,801 2,702

Equity Marathon Petroleum Ord Shs (153,648) (2,543)

Equity Markel Ord Shs 386,867 326

Equity MarketAxess Holdings Ord Shs (203,980) (440)

Equity Marks and Spencer Group Ord Shs 450,070 222,462

Equity Marriott International Ord Shs Class A (5,051) (37)

Equity Marriott Vacations Worldwide Ord Shs 50,976 320

Equity Marsh & Mclennan Ord Shs (233,247) (1,658)

Equity Martin Marietta Materials Ord Shs (41,865) (119)

Equity Marubeni Ord Shs 251,557 28,900

Equity Marui Group Ord Shs (137,331) (7,300)

Equity Marvell Technology Ord Shs (74,954) (1,285)

Equity Masco Ord Shs 82,886 1,407

Equity Masimo Ord Shs (115,406) (476)

Equity Mastercard Ord Shs Class A (113,178) (310)

Equity Match Group Ord Shs (51,600) (320)

Equity Matsumotokiyoshi Holdings Ord Shs (194,450) (4,400)

Equity Mattel Ord Shs (29,909) (1,488)

Equity Maximus Ord Shs 107,147 1,218

Equity Mazda Motor Ord Shs 133,569 14,200

Equity McCormick & Co Non-Voting Ord Shs (374,653) (4,242)

Equity MCDONALD'S 118,036 511

Equity McDonalds Holdings (Japan) Ord Shs 158,933 3,600

Equity McKesson Ord Shs 235,608 1,232

Equity MDU Resources Group Ord Shs 189,544 6,048

Equity Mebuki Financial Group Ord Shs 444,851 211,000

Equity Medallia Ord Shs (269,899) (7,997)

Equity Medibank Private Ord Shs (91,085) (38,394)

Equity Medical Properties Trust REIT Ord Shs (126,670) (6,302)

Equity Mediobanca Banca Di Credito Finanziario Ord Shs (111,987) (9,587)

Equity Medipal Holdings Ord Shs 313,549 16,400

Equity Medpace Holdings Ord Shs 41,331 234

Equity Medtronic Ord Shs 152,183 1,226

Equity Meggitt Ord Shs (209,977) (32,957)

Equity MEIJI Holdings Ord Shs 179,746 3,000

Equity Melco International Development Ord Shs 3,672 2,000

Equity Melrose Industries Ord Shs (2,241) (1,046)

Equity Mercadolibre Ord Shs (118,392) (76)

Equity Mercari Ord Shs (292,369) (5,500)

Equity MERCK 202,902 2,609

Equity Merck Ord Shs (119,083) (621)

Equity Mercury General Ord Shs 34,164 526

Equity Mercury Systems Ord Shs 48,451 731

Equity Methanex Ord Shs 61,487 1,853

Equity Metro Ord Shs (9,167) (191)

Equity Metro Ord Shs 61,186 4,942

Equity Metso Outotec Ord Shs 38,360 3,302

Equity Mettler Toledo Ord Shs (63,726) (46)

Equity MGIC Investment Ord Shs (82,103) (6,037)

Equity MGM China Holdings Ord Shs (55,121) (36,400)

Equity MGM Resorts International Ord Shs 179,684 4,213

Equity Microchip Technology Ord Shs 34,440 230

Equity Micron Technology Ord Shs 212,025 2,495

Equity MICROSOFT 556,700 2,055

Equity Mid America Apartment Communities REIT Ord Shs (76,631) (455)

Equity Middleby Ord Shs (28,934) (167)

Equity Millicom International Cellular SDR (31,534) (796)

Equity Mineral Resources Ord Shs 127,992 3,173

Equity Minerals Technologies Ord Shs 43,898 558

Equity Misumi Group Ord Shs 40,652 1,200

Equity Mitsubishi Chemical Ord Shs 92,517 11,000

Equity Mitsubishi Electric Ord Shs 264,416 18,200

Equity Mitsubishi Gas Chemical Ord Shs 108,258 5,100

Equity Mitsubishi Hc Capital Ord Shs (62,186) (11,600)

Equity Mitsubishi Heavy Industries Ord Shs 156,101 5,300

Equity Mitsubishi Logistics Ord Shs 91,891 3,100

Equity Mitsubishi Materials Ord Shs 211,542 10,600

Equity Mitsubishi Motors Ord Shs (302,189) (107,500)

Equity Mitsubishi Ord Shs 87,302 3,200

Equity Mitsubishi UFJ Financial Group Ord Shs (160,041) (29,600)

Equity Mitsui Chemicals Ord Shs 210,771 6,100

Equity Mitsui Ord Shs 36,046 1,600

Equity Mitsui OSK Lines Ord Shs 245,373 5,100

Equity Miura Ord Shs (73,750) (1,700)

Equity Mizuho Financial Group Ord Shs 212,115 14,830

Equity MKS Instruments Ord Shs 103,033 579

Equity Moderna Ord Shs 192,214 818

Equity Mohawk Industries Ord Shs 58,426 304

Equity Molina Healthcare Ord Shs 129,820 513

Equity Molson Coors Beverage Company Ord Shs Class B 29,905 557

Equity Moncler Ord Shs (276,354) (4,084)

Equity Mondelez International Ord Shs Class A 58,569 938

Equity Mondi Ord Shs 184,854 7,039

Equity MongoDB Ord Shs Class A (78,088) (216)

Equity Monolithic Power Systems Ord Shs 86,267 231

Equity Monotaro Ord Shs (210,893) (8,900)

Equity Monster Beverage Ord Shs 158,858 1,739

Equity Moody's Ord Shs (28,627) (79)

Equity Morgan Stanley Ord Shs 59,232 646

Equity Morningstar Ord Shs (21,597) (84)

Equity Morphosys Ord Shs (22,188) (286)

Equity Morrison(Wm.)Supermarkets Ord Shs (402,148) (118,000)

Equity Mosaic Ord Shs 240,378 7,533

Equity Motorola Solutions Ord Shs (64,404) (297)

Equity Mowi Ord Shs (266,026) (10,453)

Equity MS&AD Insurance Group Holdings Ord Shs (26,013) (900)

Equity MSA Safety Ord Shs (222,208) (1,342)

Equity MSC Industrial Ord Shs Class A (9,870) (110)

Equity MSCI Ord Shs (122,075) (229)

Equity MTR Corporation Ord Shs (292,102) (52,449)

Equity Muenchener Rueckversicherungs-Gesellschaft N Ord Shs (125,165) (457)

Equity Murata Manufacturing Ord Shs 38,211 500

Equity Murphy Oil Ord Shs (120,544) (5,178)

Equity Murphy USA Ord Shs 139,372 1,045

Equity Nabtesco Ord Shs (60,546) (1,600)

Equity Nagoya Railroad Ord Shs (9,307) (500)

Equity Nankai Electric Railway Ord Shs (57,727) (2,700)

Equity NASDAQ Ord Shs (194,435) (1,106)

Equity National Australia Bank Ord Shs (30,413) (1,545)

Equity National Bank of Canada Ord Shs (73,868) (986)

Equity National Fuel Gas Ord Shs (57,005) (1,091)

Equity National Grid Ord Shs (254,560) (20,012)

Equity National Instruments Ord Shs (98,766) (2,336)

Equity National Retail Properties REIT Ord Shs 215,273 4,592

Equity National Storage Affiliates Ord Shs (27,151) (537)

Equity Naturgy Energy Ord Shs (192,956) (7,505)

Equity Natwest Group Ord Shs (287,953) (102,580)

Equity Navient Ord Shs 40,245 2,082

Equity NCR Ord Shs (51,539) (1,130)

Equity NEC Networks & System Integration Ord Shs 181,841 11,500

Equity Nektar Therapeutics Ord Shs (202,076) (11,776)

Equity Nemetschek Ord Shs (180,191) (2,355)

Equity Neogen Ord Shs (36,924) (802)

Equity Neste Ord Shs (339,759) (5,548)

Equity NESTLE (242,194) (1,943)

Equity Net One Systems Ord Shs (112,271) (3,400)

Equity NetApp Ord Shs (141,058) (1,724)

Equity Netflix Ord Shs (144,201) (273)

Equity NetScout Systems Ord Shs 96,893 3,395

Equity Neurocrine Biosciences Ord Shs (89,924) (924)

Equity New Jersey Resources Ord Shs (100,468) (2,539)

Equity New Relic Ord Shs (115,389) (1,723)

Equity New World Development Company Ord Shs 89,628 17,250

Equity New York Community Bancorp Ord Shs 19,979 1,813

Equity New York Times Ord Shs Class A (179,208) (4,115)

Equity Newcrest Mining Ord Shs 140,976 7,428

Equity Newell Brands Ord Shs 87,519 3,186

Equity NewMarket Ord Shs 160,668 499

Equity Newmont Ord Shs 39,042 616

Equity News Ord Shs Class A 163,408 6,341

Equity Nexi Ord Shs (587,607) (26,769)

Equity NEXON Ord Shs (13,385) (600)

Equity Nexstar Media Group Ord Shs Class A 99,967 676

Equity Nextdc Ord Shs (14,861) (1,669)

Equity NextEra Energy Ord Shs (282,201) (3,851)

Equity NGK Insulators Ord Shs 67,177 4,000

Equity NGK Spark Plug Ord Shs 213,554 14,400

Equity NH Foods Ord Shs 225,750 5,800

Equity Nibe Industrier Ord Shs Class B (261,066) (24,802)

Equity Nichirei Ord Shs 81,529 3,100

Equity NIDEC Ord Shs (301,604) (2,600)

Equity Nielsen Holdings Ord Shs 30,566 1,239

Equity Nihon Kohden Ord Shs 159,942 5,600

Equity Nihon Unisys Ord Shs 291,900 9,700

Equity Nike Ord Shs Class B (140,740) (911)

Equity Nikon Ord Shs 14,947 1,400

Equity Nintendo Ord Shs 349,329 600

Equity Nippo Ord Shs 139,729 4,900

Equity Nippon Express Ord Shs 304,892 4,000

Equity Nippon Paint Holdings Ord Shs (410,322) (30,200)

Equity Nippon Sanso Holdings Ord Shs 26,670 1,300

Equity Nippon Shinyaku Ord Shs (150,815) (1,900)

Equity Nippon Steel Ord Shs 163,735 9,700

Equity Nippon Telegraph And Telephone Ord Shs 584,168 22,400

Equity Nippon Yusen Ord Shs 167,393 3,300

Equity NiSource Ord Shs 50,421 2,058

Equity Nissan Chemical Ord Shs (264,672) (5,400)

Equity Nissan Motor Ord Shs 6,954 1,400

Equity Nisshin Seifun Group Ord Shs (122,984) (8,400)

Equity NISSIN FOODS HOLDINGS Ord Shs (115,326) (1,600)

Equity Nitori Holdings Ord Shs 53,140 300

Equity Nitto Denko Ord Shs 164,321 2,200

Equity NN Group Ord Shs 309,186 6,554

Equity Nokia Ord Shs (98,311) (18,359)

Equity Nokian Renkaat Ord Shs 235,213 5,825

Equity Nomura Holdings Ord Shs 214,351 41,900

Equity Nomura Research Institute Ord Shs (129,133) (3,900)

Equity Nordea Bank Ord Shs 56,128 5,039

Equity Nordson Ord Shs 38,414 175

Equity Nordstrom Ord Shs (134,468) (3,677)

Equity Norfolk Southern Ord Shs (48,570) (183)

Equity Norsk Hydro Ord Shs 88,809 13,910

Equity Northern Star Resources Ord Shs (130,980) (17,839)

Equity Northern Trust Ord Shs (73,303) (634)

Equity Northland Power Ord Shs (37,601) (1,101)

Equity Northrop Grumman Ord Shs 240,591 662

Equity NortonLifeLock Ord Shs 47,091 1,730

Equity Norwegian Cruise Line Holdings Ord Shs (101,700) (3,458)

Equity NOV Ord Shs (63,747) (4,161)

Equity Novartis Ord Shs 240,185 2,633

Equity NOVO-NORDISK 46,503 555

Equity Novocure Ord Shs (213,391) (962)

Equity Novozymes Ord Shs Class B (384,987) (5,107)

Equity Nrg Energy Ord Shs 84,267 2,091

Equity NS Solutions Ord Shs 164,501 5,100

Equity NSK Ord Shs (57,530) (6,800)

Equity NTT Data Ord Shs 79,631 5,100

Equity Nu Skin Enterprises Ord Shs Class A 177,371 3,131

Equity Nucor Ord Shs (80,965) (844)

Equity Nutanix Ord Shs Class A (72,580) (1,899)

Equity Nutrien Ord Shs 92,318 1,522

Equity NuVasive Ord Shs (73,135) (1,079)

Equity nVent Electric Ord Shs 121,242 3,881

Equity NVIDIA Ord Shs (195,224) (244)

Equity NVR Ord Shs 79,573 16

Equity NWS Holdings Ord Shs 9,573 9,000

Equity NXP Semiconductors Ord Shs 136,598 664

Equity O I Glass Ord Shs 29,688 1,818

Equity O Reilly Automotive Ord Shs 231,014 408

Equity Obayashi Ord Shs 197,301 24,800

Equity Obic Ord Shs (298,549) (1,600)

Equity OC Oerlikon Corporation Ord Shs 165,097 14,874

Equity Ocado Group Ord Shs (851,447) (30,771)

Equity Occidental Petroleum Ord Shs (50,157) (1,604)

Equity OCI Ord Shs (82,665) (3,397)

Equity Odakyu Electric Railway Ord Shs (546,082) (21,600)

Equity OGE Energy Ord Shs (4,475) (133)

Equity Oil Search Ord Shs (170,397) (59,572)

Equity Oji Holdings Ord Shs 66,680 11,600

Equity Okta Ord Shs Class A (136,531) (558)

Equity Old Dominion Freight Line Ord Shs 55,836 220

Equity Old Republic International Ord Shs 159,175 6,390

Equity Olin Ord Shs 140,075 3,028

Equity Ollie's Bargain Outlet Holdings Ord Shs (177,767) (2,113)

Equity Olympus Ord Shs (123,341) (6,200)

Equity Omega Healthcare Investors REIT Ord Shs 175,861 4,846

Equity Omnicom Group Ord Shs 206,134 2,577

Equity ON Semiconductor Ord Shs 193,084 5,044

Equity ONE Gas Ord Shs (130,303) (1,758)

Equity Oneok Ord Shs (54,694) (983)

Equity Onex Ord Shs 165,584 2,278

Equity Ono Pharmaceutical Ord Shs 370,767 16,600

Equity Open Text Ord Shs 72,797 1,432

Equity Oracle Japan Ord Shs (130,192) (1,700)

Equity Oracle Ord Shs 120,341 1,546

Equity Orange Ord Shs 225,608 19,786

Equity Organon Ord Shs 8,079 267

Equity Orica Ord Shs (166,608) (16,711)

Equity Oriental Land Ord Shs (413,614) (2,900)

Equity Origin Energy Ord Shs 107,823 31,845

Equity Orion Ord Shs Class B 8,555 199

Equity Orix Ord Shs (67,556) (4,000)

Equity Orkla Ord Shs 365,386 35,852

Equity Orpea Ord Shs (110,017) (865)

Equity Orsted Ord Shs (144,829) (1,032)

Equity Osaka Gas Ord Shs 57,788 3,100

Equity Oshkosh Ord Shs 429,385 3,445

Equity Otis Worldwide Ord Shs 117,095 1,432

Equity Otsuka Holdings Ord Shs 112,072 2,700

Equity Otsuka Ord Shs (36,769) (700)

Equity OUTFRONT Media Ord Shs 53,323 2,219

Equity Oversea-Chinese Banking Ord Shs 11,557 1,300

Equity Owens Corning Ord Shs 275,197 2,811

Equity OZ Minerals Ord Shs (125,631) (7,444)

Equity PACCAR Ord Shs 147,263 1,650

Equity Packaging Corp of America Ord Shs 147,472 1,089

Equity PacWest Bancorp Ord Shs 105,164 2,555

Equity Pagerduty Ord Shs (274,343) (6,443)

Equity Palo Alto Networks Ord Shs (10,389) (28)

Equity Paltac Ord Shs 77,845 1,500

Equity Pan American Silver Ord Shs (27,787) (972)

Equity Pan Pacific International Holdings Ord Shs (332,426) (16,000)

Equity Panasonic Ord Shs 376,419 32,500

Equity Pandora Ord Shs 423,748 3,152

Equity Papa Johns International Ord Shs (35,510) (340)

Equity Paramount Group REIT Ord Shs 250,250 24,851

Equity Park Hotels Resorts Ord Shs (39,283) (1,906)

Equity Park24 Ord Shs (149,091) (8,200)

Equity Parker-Hannifin Ord Shs 109,945 358

Equity Parkland Ord Shs 23,034 712

Equity Partners Group Holding Ord Shs (354,791) (234)

Equity Patterson Companies Ord Shs (161,979) (5,330)

Equity Paycom Software Ord Shs (3,998) (11)

Equity Paylocity Holding Ord Shs (27,475) (144)

Equity PayPal Holdings Ord Shs 65,000 223

Equity Pearson Ord Shs (74,564) (6,503)

Equity Pebblebrook Hotel Trust REIT Ord Shs (189,130) (8,031)

Equity Pegasystems Ord Shs (37,860) (272)

Equity Peloton Interactive Class A Ord Shs (213,810) (1,724)

Equity Pembina Pipeline Ord Shs (54,172) (1,703)

Equity Penn National Gaming Ord Shs 37,786 494

Equity Pennon Group Ord Shs (140,848) (8,979)

Equity Penske Automotive Group Voting Ord Shs 105,384 1,396

Equity Pentair Ord Shs (70,392) (1,043)

Equity Penumbra Ord Shs (153,200) (559)

Equity Pepsico Ord Shs 17,336 117

Equity Peptidream Ord Shs (44,193) (900)

Equity PerkinElmer Ord Shs 150,087 972

Equity Pernod Ricard Ord Shs (347,209) (1,564)

Equity Perrigo Ord Shs (11,371) (248)

Equity Persimmon Ord Shs 100,851 2,468

Equity Persol Holdings Ord Shs 59,330 3,000

Equity PFIZER 163,454 4,174

Equity PG&E Ord Shs (12,418) (1,221)

Equity PHILIP MORRIS INTERNATIONAL (77,900) (786)

Equity Phillips 66 Ord Shs (328,176) (3,824)

Equity Physicians Realty Trust REIT Ord Shs 30,309 1,641

Equity Pigeon Ord Shs (143,824) (5,100)

Equity Pilgrims Pride Ord Shs 91,337 4,118

Equity Pinnacle Financial Partners Ord Shs (139,498) (1,580)

Equity Pinnacle West Ord Shs (133,693) (1,631)

Equity Pinterest Ord Shs Class A (66,239) (839)

Equity Pirelli & C Ord Shs 60,814 10,474

Equity Planet Fitness Ord Shs Class A (176,838) (2,350)

Equity Plug Power Ord Shs (164,112) (4,800)

Equity PNC Financial Services Group Ord Shs (352,143) (1,846)

Equity Pola Orbis Holdings Ord Shs 187,687 7,100

Equity Polaris Industries Ord Shs 294,875 2,153

Equity Pool Ord Shs (26,144) (57)

Equity Popular Ord Shs 145,672 1,941

Equity Post Holdings Ord Shs (102,830) (948)

Equity PotlatchDeltic Ord Shs 163,436 3,075

Equity Power Assets Holdings Ord Shs (24,543) (4,000)

Equity PPG Industries Ord Shs (192,689) (1,135)

Equity PPL Ord Shs (27,662) (989)

Equity Premium Brands Holdings Ord Shs (173,697) (1,708)

Equity Primerica Ord Shs (159,572) (1,042)

Equity Principal Financial Group Ord Shs 57,503 910

Equity PROCTER & GAMBLE 160,971 1,193

Equity PROG Holdings Ord Shs 30,178 627

Equity Progressive Ord Shs (22,687) (231)

Equity Progyny Ord Shs (123,664) (2,096)

Equity ProLogis REIT Ord Shs (146,066) (1,222)

Equity ProSieben Sat.1 Media N Ord Shs 101,377 5,096

Equity Prosperity Bancshares Ord Shs 166,863 2,324

Equity Prosus Ord Shs (119,904) (1,226)

Equity Proximus Ord Shs 269,394 13,945

Equity Prudential Financial Ord Shs 72,446 707

Equity Prudential plc Ord Shs (322,524) (16,998)

Equity Prysmian Ord Shs 308,631 8,609

Equity PS Business Parks REIT Ord Shs 32,726 221

Equity PTC Ord Shs (16,104) (114)

Equity Public Service Enterprise Group Ord Shs 89,968 1,506

Equity Public Storage REIT Ord Shs 138,017 459

Equity Publicis Groupe Ord Shs 552,807 8,642

Equity Pultegroup Ord Shs 291,622 5,344

Equity Puma Ord Shs (73,572) (617)

Equity Pure Storage Ord Shs Class A (142,589) (7,301)

Equity PVH Ord Shs (6,993) (65)

Equity Qantas Airways Ord Shs (75,602) (21,610)

Equity QBE Insurance Group Ord Shs (61,062) (7,538)

Equity Qiagen Ord Shs 55,878 1,156

Equity Qorvo Ord Shs 171,194 875

Equity QUALCOMM Ord Shs 159,939 1,119

Equity Qualys Ord Shs (47,626) (473)

Equity Quanta Services Ord Shs 7,698 85

Equity Qube Holdings Ord Shs (42,678) (17,933)

Equity Quebecor Ord Shs Class B 118,619 4,443

Equity Quest Diagnostics Ord Shs (69,812) (529)

Equity Quidel Ord Shs 67,904 530

Equity Quilter Ord Shs (42,395) (20,631)

Equity Qurate Retail 8 0 Cumulative Redeemable Pref Shs 186,840 1,726

Equity Qurate Retail Ord Shs Series A 118,124 9,024

Equity R1 RCM Ord Shs (91,673) (4,122)

Equity Rakuten Group Ord Shs (274,549) (24,300)

Equity Ralph Lauren Ord Shs Class A 148,087 1,257

Equity Ramsay Health Care Ord Shs 18,809 398

Equity Randstad Ord Shs 285,998 3,739

Equity Raymond James Ord Shs 113,663 875

Equity Rayonier REIT Ord Shs (208,933) (5,815)

Equity Raytheon Technologies Ord Shs (44,105) (517)

Equity REA Group Ord Shs (95,174) (750)

Equity Realty Income REIT Ord Shs (257,883) (3,864)

Equity Reata Pharmaceuticals Ord Shs Class A (391,897) (2,769)

Equity Reckitt Benckiser Group Ord Shs (94,557) (1,070)

Equity Recordati Industria Chimica E Farmaceutica Ord Shs (92,371) (1,616)

Equity Recruit Holdings Ord Shs (251,347) (5,100)

Equity Red Electrica Ord Shs 200,208 10,784

Equity Regal Beloit Ord Shs 152,068 1,139

Equity Regency Centers REIT Ord Shs 29,536 461

Equity Regeneron Pharmaceuticals Ord Shs (56,413) (101)

Equity Regions Financial Ord Shs (67,381) (3,339)

Equity Reinsurance Group of America Ord Shs 106,362 933

Equity Reliance Steel & Aluminum Ord Shs 252,003 1,670

Equity Relx Ord Shs (352,848) (13,310)

Equity Remy Cointreau Ord Shs (320,228) (1,551)

Equity RenaissanceRe Holding Ord Shs (50,450) (339)

Equity Renault Ord Shs (4,002) (99)

Equity Renesas Electronics Ord Shs 22,724 2,100

Equity Renishaw Ord Shs 46,206 679

Equity Rentokil Initial Ord Shs (159,193) (23,280)

Equity Repligen Ord Shs (75,656) (379)

Equity Repsol Ord Shs 247,203 19,751

Equity Republic Services Ord Shs 155,994 1,418

Equity Resmed Ord Shs (19,229) (78)

Equity Resona Holdings Ord Shs (1,540) (400)

Equity Restaurants Brands International Ord Shs (304,890) (4,727)

Equity Rexel Ord Shs 465,579 22,256

Equity Rexford Industrial Realty REIT Ord Shs (214,075) (3,759)

Equity Reynolds Consumer Products Ord Shs (75,177) (2,477)

Equity RH Ord Shs (171,787) (253)

Equity Rheinmetall Ord Shs 208,536 2,111

Equity RICOH Ord Shs 117,970 10,500

Equity Rightmove Ord Shs (27,326) (3,046)

Equity RingCentral Ord Shs Class A (210,961) (726)

Equity Rinnai Ord Shs 142,851 1,500

Equity Rio Tinto Ord Shs 506,573 6,164

Equity Ritchie Bros Auctioneers Ord Shs 39,229 661

Equity RLI (294,944) (2,820)

Equity Robert Half Ord Shs 31,228 351

Equity ROCHE HOLDING 92,761 246

Equity Rockwool International Ord Shs Class B (203,029) (417)

Equity Rogers Communications Non-Voting Ord Shs Class B (27,354) (514)

Equity Rohm Ord Shs 203,568 2,200

Equity Rohto Pharmaceutical Ord Shs 239,359 8,900

Equity Roku Ord Shs Class A 270,039 588

Equity Rollins Ord Shs (142,922) (4,179)

Equity Rolls-Royce Holdings Ord Shs (436,765) (319,616)

Equity Roper Technologies Ord Shs (79,934) (170)

Equity Ross Stores Ord Shs 147,560 1,190

Equity Rotork Ord Shs 22,229 4,727

Equity Royal Bank of Canada Ord Shs (68,054) (671)

Equity Royal Caribbean Group Ord Shs (272,981) (3,201)

Equity Royal Dutch Shell Ord Shs 30,020 1,502

Equity Royal Gold Ord Shs (155,176) (1,360)

Equity Royal Mail Ord Shs 587,836 73,696

Equity Royal Unibrew Ord Shs 59,746 469

Equity RPM International Ord Shs (61,721) (696)

Equity Rubis Ord Shs 320,686 7,213

Equity RWE Ord Shs 182,981 5,049

Equity Ryder System Ord Shs 213,996 2,879

Equity Ryohin Keikaku Ord Shs 90,269 4,300

Equity S&P Global Ord Shs (259,815) (633)

Equity SAAB Ord Shs Class B 278,533 10,489

Equity Sabra Health Care REIT Ord Shs 192,156 10,558

Equity Sabre Ord Shs (210,063) (16,832)

Equity Safran Ord Shs (246,113) (1,775)

Equity Sage Group Ord Shs 482,717 51,071

Equity SAGE Therapeutics Ord Shs 8,181 144

Equity SailPoint Technologies Holdings Ord Shs (195,292) (3,824)

Equity Sainsbury(J) Ord Shs (285,104) (75,931)

Equity Saipem Ord Shs (233,212) (96,352)

Equity SALESFORCE.COM (100,151) (410)

Equity Salmar Ord Shs (87,420) (1,317)

Equity Salvatore Ferragamo Ord Shs (53,820) (2,515)

Equity Sampo Ord Shs (341,799) (7,436)

Equity Sanderson Farms Ord Shs 197,744 1,052

Equity Sands China Ord Shs (57,266) (13,600)

Equity Sandvik Ord Shs (16,282) (637)

Equity Sankyu Ord Shs 238,603 5,500

Equity SANOFI (205,486) (1,961)

Equity Santander Consumer USA Holdings Ord Shs 67,483 1,858

Equity Santen Pharmaceutical Ord Shs 57,897 4,200

Equity Santos Ord Shs (52,174) (9,802)

Equity Saputo Ord Shs (140,350) (4,701)

Equity Sartorius Pref Shs (199,394) (383)

Equity Sartorius Stedim Biotech Ord Shs (100,761) (213)

Equity Sats Ord Shs 18,127 6,200

Equity SBA Communications REIT Ord Shs Class A 224,046 703

Equity SBM Offshore Ord Shs (58,631) (3,858)

Equity Schibsted Ord Shs Class A (218,734) (4,529)

Equity Schindler Holding Par Shs (108,687) (355)

Equity Schlumberger Ord Shs (16,101) (503)

Equity Schneider Electric Ord Shs (308,239) (1,959)

Equity Schneider National Ord Shs Class B 316,340 14,531

Equity Schroders Ord Shs Non-Voting (14,899) (307)

Equity Science Applications International Ord Shs 74,307 847

Equity Scientific Games Ord Shs (35,003) (452)

Equity Scor Ord Shs (268,887) (8,454)

Equity Scotts Miracle Gro Ord Shs (105,172) (548)

Equity Scout24 N Ord Shs (9,784) (116)

Equity Screen Holdings Ord Shs 395,711 4,000

Equity SCSK Ord Shs 214,722 3,600

Equity Seagate Technology Holdings Ord Shs (43,613) (496)

Equity Seagen Ord Shs 64,731 410

Equity Sealed Air Ord Shs (42,956) (725)

Equity Seb Ord Shs 199,527 1,104

Equity Secom Ord Shs 7,608 100

Equity Securitas Ord Shs Class B 224,589 14,217

Equity Seek Ord Shs (101,908) (4,096)

Equity Sega Sammy Holdings Ord Shs (30,214) (2,300)

Equity SEI Investments Ord Shs 76,595 1,236

Equity Seibu Holdings Ord Shs (212,327) (18,100)

Equity Seiko Epson Ord Shs 137,320 7,800

Equity Seino Holdings Ord Shs 174,488 13,600

Equity Sekisui Chemical Ord Shs (100,947) (5,900)

Equity Sekisui House Ord Shs 361,308 17,600

Equity Selective Insurance Group Ord Shs (51,449) (634)

Equity Sempra Ord Shs (31,663) (239)

Equity Semtech Ord Shs 10,114 147

Equity Sensata Technologies Holding Ord Shs 168,345 2,904

Equity Sensient Technologies Ord Shs 32,200 372

Equity Seria Ord Shs 99,617 2,700

Equity Service Corporation International Ord Shs 88,424 1,650

Equity Service Properties Trust Ord Shs 35,797 2,841

Equity ServiceNow Ord Shs 185,198 337

Equity Ses Sa FDR 135,992 17,801

Equity Seven Bank Ord Shs (334,895) (157,500)

Equity Seven Group Holdings Ord Shs (71,897) (4,706)

Equity Severn Trent Ord Shs (298,582) (8,642)

Equity SG Holdings Ord Shs (7,874) (300)

Equity SGS Ord Shs (21,613) (7)

Equity Sharp Ord Shs (112,302) (6,800)

Equity Sherwin Williams Ord Shs (77,103) (283)

Equity Shimadzu Ord Shs 42,567 1,100

Equity Shimamura Ord Shs 432,201 4,500

Equity Shimano Ord Shs (47,482) (200)

Equity Shimizu Ord Shs 205,727 26,800

Equity Shin Etsu Chemical Ord Shs (200,883) (1,200)

Equity Shinsei Bank Ord Shs 102,393 7,800

Equity Shionogi Ord Shs (224,356) (4,300)

Equity Shiseido Ord Shs (404,906) (5,500)

Equity Shizuoka Bank Ord Shs (160,980) (20,800)

Equity Sho-Bond Holdings Ord Shs (95,842) (2,300)

Equity Shopify Subordinate Voting Ord Shs Class A (20,496) (14)

Equity Showa Denko Ord Shs (347,869) (11,700)

Equity Siemens Energy N Ord Shs (9,104) (302)

Equity Siemens Healthineers Ord Shs (266,416) (4,347)

Equity Siemens N Ord Shs 169,235 1,068

Equity SIG Combibloc Group Ord Shs (162,478) (5,974)

Equity Signature Bank Ord Shs (237,052) (965)

Equity Signify Ord Shs 378,650 5,986

Equity Sika Ord Shs (642,078) (1,962)

Equity Silgan Holdings Ord Shs 109,311 2,634

Equity Silicon Laboratories Ord Shs (102,371) (668)

Equity Simcorp Ord Shs (169,227) (1,348)

Equity Simon Property Group REIT Ord Shs (100,339) (769)

Equity Simpson Manufacturing Ord Shs 120,600 1,092

Equity Sinch Ord Shs (231,016) (13,720)

Equity Singapore Airlines Ord Shs (55,951) (15,507)

Equity Singapore Technologies Engineering Ord Shs (23,337) (8,106)

Equity Singapore Telecommunications Ord Shs (135,949) (79,800)

Equity Sino Land Ord Shs 18,914 12,000

Equity Sirius XM Holdings Ord Shs (142,310) (21,760)

Equity SITC International Holdings Ord Shs (8,357) (2,000)

Equity Six Flags Entertainment Ord Shs (81,929) (1,893)

Equity SJM Hldgs Ord Shs 30,575 28,000

Equity Skandinaviska Enskilda Banken Ord Shs Class A (311,194) (24,074)

Equity Skanska Ord Shs Class B 106,703 4,020

Equity Skechers USA Ord Shs Class A 271,075 5,440

Equity Skylark Holdings Ord Shs 19,463 1,400

Equity Skyworks Solutions Ord Shs 189,449 988

Equity SL Green Realty REIT Ord Shs (105,920) (1,324)

Equity SLM Ord Shs 123,253 5,886

Equity Smartsheet Ord Shs Class A (83,168) (1,150)

Equity SMC (Japan) Ord Shs (118,299) (200)

Equity Smith (DS) Ord Shs 187,787 32,528

Equity Smith and Nephew Ord Shs 31,860 1,476

Equity Smiths Group Ord Shs (49,312) (2,245)

Equity Snam Ord Shs (166,940) (28,876)

Equity Snap On Ord Shs 54,517 244

Equity Snap Ord Shs Class A (34,683) (509)

Equity SNC Lavalin Ord Shs 31,070 1,193

Equity Sodexo Ord Shs 376,775 4,037

Equity Softbank Group Ord Shs (133,098) (1,900)

Equity Softbank Ord Shs (153,221) (11,700)

Equity Software Ord Shs 29,650 659

Equity Sohgo Security Services Ord Shs 127,651 2,800

Equity Soitec Ord Shs (136,684) (620)

Equity Sojitz Ord Shs 407,469 135,000

Equity Solaredge Technologies Ord Shs (260,064) (941)

Equity SolarWinds Ord Shs 95,783 5,671

Equity Solvay Ord Shs 152,681 1,201

Equity Sompo Holdings Ord Shs (114,682) (3,100)

Equity Sonic Healthcare Ord Shs 79,308 2,751

Equity Sonoco Products Ord Shs 52,249 781

Equity Sonova Holding Ord Shs 221,371 588

Equity Sony Group Ord Shs 155,906 1,600

Equity Sotetsu Holdings Ord Shs (45,362) (2,300)

Equity South32 Ord Shs 111,157 50,533

Equity Southern Ord Shs (13,131) (217)

Equity Southwest Airlines Ord Shs (27,076) (510)

Equity Southwest Gas Holdings Ord Shs 26,542 401

Equity SOVRAN SELF STORAGE (118,944) (1,108)

Equity Spectris Ord Shs 171,679 3,838

Equity Spectrum Brands Holdings Ord Shs 170,250 2,002

Equity Spirax-Sarco Engineering Ord Shs (214,040) (1,138)

Equity Spire Ord Shs (68,657) (950)

Equity Spirit Aerosystems Ord Shs Class A (114,294) (2,422)

Equity Spirit Realty Capital REIT Ord Shs (139,645) (2,919)

Equity Splunk Ord Shs (24,723) (171)

Equity Sprouts Farmers Market Ord Shs (152,157) (6,123)

Equity Square Enix Hldg Ord Shs 124,110 2,500

Equity SS And C Technologies Holdings Ord Shs 274,693 3,812

Equity SSAB Ord Shs Class A 134,932 27,554

Equity SSE Ord Shs 35,363 1,706

Equity SSR Mining Ord Shs (74,357) (4,756)

Equity St.James'S Place Ord Shs (336,911) (16,512)

Equity Staar Surgical Ord Shs (54,748) (359)

Equity Standard Chartered PLC Ord Shs 102,195 16,047

Equity Stanley Black & Decker Ord Shs (9,635) (47)

Equity Stanley Electric Ord Shs (8,690) (300)

Equity Stantec Ord Shs 158,297 3,544

Equity Starbucks Ord Shs 77,596 694

Equity State Street Ord Shs 98,489 1,197

Equity STATOIL 10,712 506

Equity Steel Dynamics Ord Shs 46,309 777

Equity Stellantis Ord Shs 365,497 18,618

Equity STERIS Ord Shs (153,900) (746)

Equity Stifel Financial Ord Shs (14,658) (226)

Equity Stmicroelectronics Ord Shs 219,836 6,057

Equity Stora Enso Ord Shs Class R 49,408 2,708

Equity Store Capital Ord Shs (238,775) (6,919)

Equity Strategic Education Ord Shs (29,131) (383)

Equity Straumann Holding Ord Shs (260,102) (163)

Equity Stroeer Ord Shs (84,113) (1,050)

Equity Stryker Ord Shs (263,886) (1,016)

Equity Subaru Ord Shs 264,583 13,400

Equity Subsea 7 Ord Shs 112,667 11,729

Equity Sugi Holdings Ord Shs 21,894 300

Equity Sulzer AG Ord Shs 59,313 429

Equity SUMCO Ord Shs (110,483) (4,500)

Equity Sumitomo Chemical Ord Shs 245,173 46,200

Equity Sumitomo Electric Industries Ord Shs (106,323) (7,200)

Equity Sumitomo Forestry Ord Shs 86,174 4,700

Equity Sumitomo Heavy Industries Ord Shs 242,616 8,800

Equity Sumitomo Metal Mining Ord Shs (42,864) (1,100)

Equity Sumitomo Mitsui Financial Group Ord Shs 203,595 5,900

Equity Sumitomo Mitsui Trust Holdings Ord Shs (66,752) (2,100)

Equity Sumitomo Ord Shs 175,627 13,100

Equity Sumitomo Rubber Industries Ord Shs 386,738 28,000

Equity SUN COMMUNITIES (281,439) (1,642)

Equity Sun Hung Kai Properties Ltd Ord Shs 52,145 3,500

Equity Sun Life Financial Ord Shs (2,013) (39)

Equity Suncor Energy Ord Shs 45,699 1,906

Equity Suncorp Group Ord Shs 167,684 20,104

Equity Sunrun Ord Shs (319,954) (5,736)

Equity Suntory Beverage & Food Ord Shs 128,048 3,400

Equity Suzuken Ord Shs 228,750 7,800

Equity Suzuki Motor Ord Shs (67,768) (1,600)

Equity SVB Financial Group Ord Shs (332,745) (598)

Equity Svenska Cellulosa Aktiebolaget SCA Ord Shs Class B (340,615) (20,770)

Equity Svenska Handelsbanken Ord Shs Class A 227,474 20,147

Equity Sweco Ord Shs Class B (72,387) (3,976)

Equity Swedbank Ord Shs Class A 180,874 9,714

Equity Swedish Match Ord Shs (95,977) (11,247)

Equity Swedish Orphan Biovitrum Ord Shs 217,941 11,944

Equity Swire Pacific Ord Shs A 74,577 11,000

Equity Swire Properties Ord Shs (56,639) (19,000)

Equity Swiss Life Holding Ord Shs 137,650 283

Equity Swiss Re Ord Shs (15,534) (172)

Equity Swisscom Ord Shs 33,714 59

Equity Switch Ord Shs Class A (170,041) (8,055)

Equity Sydney Airport Stapled Units (221,220) (50,892)

Equity Symrise Ord Shs (14,631) (105)

Equity Synaptics Ord Shs (129,443) (832)

Equity Synchrony Financial Ord Shs 16,400 338

Equity Syneos Health Ord Shs Class A 124,481 1,391

Equity Synnex Ord Shs 233,049 1,914

Equity Synopsys Ord Shs 154,167 559

Equity Synovus Financial Ord Shs 112,289 2,559

Equity Sysco Ord Shs (42,063) (541)

Equity Sysmex Ord Shs (71,358) (600)

Equity T Mobile US Ord Shs (506,615) (3,498)

Equity T Rowe Price Group Ord Shs (74,041) (374)

Equity T&D Holdings Ord Shs 165,608 12,800

Equity Tabcorp Holdings Ord Shs 86,675 22,288

Equity Taiheiyo Cement Ord Shs 357,898 16,300

Equity Taisei Ord Shs 205,793 6,275

Equity Taisho Pharmaceutical Holdings Ord Shs 117,939 2,200

Equity Taiyo Yuden Ord Shs (54,410) (1,100)

Equity Takara Bio Ord Shs 88,157 3,300

Equity Take Two Interactive Software Ord Shs (24,606) (139)

Equity Takeda Pharmaceutical Ord Shs 325,023 9,700

Equity Tandem Diabetes Care Ord Shs (63,407) (651)

Equity Tapestry Ord Shs 172,529 3,968

Equity Targa Resources Ord Shs 141,218 3,177

Equity Target Ord Shs 525,059 2,172

Equity Tate And Lyle Ord Shs 329,082 32,261

Equity Taylor Wimpey Ord Shs (169,851) (77,352)

Equity Tbs Holdings Ord Shs 150,633 9,800

Equity TC Energy Ord Shs (47,257) (954)

Equity TDK Ord Shs 85,080 700

Equity TE Connectivity Ord Shs 50,163 371

Equity TeamViewer Ord Shs (178,191) (4,737)

Equity Tecan Group Ord Shs 125,467 253

Equity Techtronic Industries Ord Shs (8,731) (500)

Equity Teck Resources Subordinate Voting Class B Ord Shs 26,583 1,153

Equity Tegna Ord Shs 168,878 9,002

Equity Teijin Ord Shs 138,808 9,100

Equity Teladoc Health Ord Shs (120,727) (726)

Equity Tele2 Ord Shs Class B (23,260) (1,706)

Equity Telecom Italia Ord Shs 268,062 539,606

Equity Teledyne Technologies Ord Shs (141,983) (339)

Equity Teleflex Ord Shs (62,277) (155)

Equity Telefonica Deutschland Holding Ord Shs 85,784 32,511

Equity Telefonica Ord Shs (28,430) (6,083)

Equity Telenet Group Holding Ord Shs 139,383 3,703

Equity Telenor Ord Shs 118,741 7,042

Equity Teleperformance Ord Shs (20,703) (51)

Equity Telephone and Data Systems Ord Shs 43,417 1,916

Equity Telia Company Ord Shs (114,591) (25,803)

Equity Telstra Corporation Ord Shs 136,687 48,422

Equity TEMENOS Ord Shs (123,465) (768)

Equity Tempur Sealy International Ord Shs (4,781) (122)

Equity Tenaris Ord Shs (63,672) (5,841)

Equity Tenet Healthcare Ord Shs 34,835 520

Equity Teradata Ord Shs 116,530 2,332

Equity Teradyne Ord Shs (82,519) (616)

Equity Terex Ord Shs 278,720 5,853

Equity Terminix Global Holdings Ord Shs (137,166) (2,875)

Equity Terna Rete Elettrica Nazionale Ord Shs (149,200) (20,021)

Equity Terumo Ord Shs (85,181) (2,100)

Equity TESCO (24,633) (7,998)

Equity Tesla Ord Shs (200,512) (295)

Equity Tetra Tech Ord Shs (23,554) (193)

Equity TEXAS CAPITAL BANCSHARES 111,425 1,755

Equity Texas Instrument Ord Shs 53,652 279

Equity Texas Roadhouse Ord Shs 339,586 3,530

Equity Textron Ord Shs (34,866) (507)

Equity TFI International Ord Shs 87,553 958

Equity Thales Ord Shs 126,727 1,242

Equity Thermo Fisher Scientific Ord Shs 475,715 943

Equity THK Ord Shs (134,404) (4,500)

Equity Thomson Reuters Ord Shs (25,555) (257)

Equity Thor Industries Ord Shs (148,821) (1,317)

Equity thyssenkrupp Ord Shs (27,426) (2,631)

Equity Timken Ord Shs 49,160 610

Equity Tis Ord Shs 48,566 1,900

Equity TJX Ord Shs 369,192 5,476

Equity TMX Group Ord Shs (161,045) (1,523)

Equity Tobu Railway Ord Shs (194,072) (7,500)

Equity Toho (Tokyo) Ord Shs (49,518) (1,200)

Equity Toho Gas Ord Shs (254,870) (5,200)

Equity Tohoku Electric Power Ord Shs 82,305 10,500

Equity Tokio Marine Holdings Ord Shs (538,459) (11,700)

Equity Tokyo Century Ord Shs (123,714) (2,300)

Equity Tokyo Electric Power Holdings Ord Shs 121,606 40,900

Equity Tokyo Electron Ord Shs (43,319) (100)

Equity Tokyo Gas Ord Shs 41,566 2,200

Equity Tokyu Ord Shs (160,643) (11,800)

Equity Toll Brothers Ord Shs 68,620 1,187

Equity Tomra Systems Ord Shs (214,338) (3,883)

Equity TopBuild Ord Shs (266,410) (1,347)

Equity Toppan Printing Ord Shs 127,052 7,900

Equity Toray Industries Ord Shs 73,917 11,100

Equity Toro Ord Shs 178,006 1,620

Equity Toromont Industries Ord Shs 66,808 766

Equity Toronto Dominion Ord Shs 51,141 729

Equity Toshiba Ord Shs (207,803) (4,800)

Equity Tosoh Ord Shs 145,008 8,400

Equity TOTAL S.A (139,454) (3,082)

Equity Toto Ord Shs (139,877) (2,700)

Equity Tourmaline Oil Ord Shs 237,879 8,314

Equity Toyo Suisan Ord Shs 338,949 8,800

Equity Toyoda Gosei Ord Shs 243,954 9,900

Equity Toyota Boshoku Ord Shs 355,964 17,200

Equity Toyota Industries Ord Shs (268,412) (3,100)

Equity Toyota Motor Ord Shs (306,199) (3,500)

Equity Toyota Tsusho Ord Shs 203,397 4,300

Equity Tractor Supply Ord Shs (10,047) (54)

Equity Trade Desk Ord Shs Class A (123,776) (1,600)

Equity Tradeweb Markets Ord Shs Class A (50,821) (601)

Equity Trane Technologies Ord Shs (54,321) (295)

Equity TransAlta Renewables Ord Shs (27,991) (1,664)

Equity Transunion Ord Shs 121,889 1,110

Equity Transurban Group Stapled Units (288,114) (26,969)

Equity Travel Leisure Ord Shs 41,674 701

Equity Travis Perkins Ord Shs 70,768 3,033

Equity Treasury Wine Estates Ord Shs 81,891 9,339

Equity TreeHouse Foods Ord Shs 98,612 2,215

Equity Trelleborg Ord Shs Class B 225,787 9,718

Equity Trend Micro Ord Shs 36,706 700

Equity Trex Ord Shs (454,017) (4,442)

Equity Tri Pointe Homes Ord Shs 156,889 7,321

Equity Trimble Ord Shs (76,838) (939)

Equity Trinity Industries Ord Shs (259,220) (9,640)

Equity TripAdvisor Ord Shs (25,026) (621)

Equity Truist Financial Ord Shs (35,687) (643)

Equity Tryg Ord Shs (268,395) (10,932)

Equity Tsuruha Holdings Ord Shs 174,475 1,500

Equity TUI Ord Shs (39,861) (7,809)

Equity Twilio Ord Shs Class A (83,168) (211)

Equity Twitter Ord Shs (11,491) (167)

Equity Tyler Technologies Ord Shs (9,952) (22)

Equity Tyson Foods Ord Shs Class A 407,008 5,518

Equity Uber Technologies Ord Shs (419,855) (8,377)

Equity Ubiquiti Ord Shs (108,954) (349)

Equity Ubisoft Entertainment Ord Shs Cat A 138,841 1,983

Equity UBS Group Ord Shs 373,612 24,389

Equity UCB Ord Shs 120,022 1,148

Equity UDR REIT Ord Shs (25,861) (528)

Equity UGI Ord Shs 17,274 373

Equity Ulta Beauty Ord Shs 87,826 254

Equity UMB FINANCIAL 216,644 2,328

Equity Umicore Ord Shs (104,253) (1,707)

Equity Umpqua Holdings Ord Shs 113,172 6,134

Equity Under Armour Ord Shs Class A (202,406) (9,570)

Equity Unicharm Ord Shs (92,630) (2,300)

Equity Unicredit Ord Shs 410,181 34,762

Equity Unilever Ord Shs 85,969 1,471

Equity Union Pacific Ord Shs (136,137) (619)

Equity Uniper Ord Shs 313,163 8,502

Equity Unipol Gruppo Finanziario Ord Shs 260,498 47,836

Equity United Airlines Holdings Ord Shs (16,681) (319)

Equity United Bankshares Ord Shs (50,516) (1,384)

Equity United Internet Ord Shs (43,343) (1,060)

Equity United Overseas Bank Ord Shs 15,367 800

Equity UNITED RENTALS 117,715 369

Equity United Therapeutics Ord Shs 144,066 803

Equity United Utilities Group Ord Shs (302,331) (22,460)

Equity UnitedHealth Group Ord Shs (220,642) (551)

Equity Univar Solutions Ord Shs 97,130 3,984

Equity Universal Display Ord Shs 42,910 193

Equity Universal Health Services Ord Shs Class B (36,022) (246)

Equity Unum Ord Shs 194,852 6,861

Equity UPM-Kymmene Ord Shs 37,528 992

Equity Urban Edge Properties Ord Shs 167,106 8,749

Equity Urban Outfitters Ord Shs (23,743) (576)

Equity US Bancorp Ord Shs 114,510 2,010

Equity US Foods Holding Ord Shs (45,533) (1,187)

Equity US Steel Corp Ord Shs 19,800 825

Equity USS Ord Shs (10,477) (600)

Equity Vail Resorts Ord Shs 44,629 141

Equity Valeo Ord Shs 63,211 2,101

Equity Valero Energy Ord Shs (203,789) (2,610)

Equity Valley National Ord Shs (29,882) (2,225)

Equity Valmet Ord Shs 133,993 3,072

Equity Valmont Inds Ord Shs (25,021) (106)

Equity Valvoline Ord Shs (66,803) (2,058)

Equity VAT Group Ord Shs (75,540) (227)

Equity Veeva Systems Ord Shs Class A (31,717) (102)

Equity Ventas REIT Ord Shs (117,455) (2,057)

Equity Venture Corporation Ord Shs 18,578 1,300

Equity VeriSign Ord Shs 185,340 814

Equity Verisk Analytics Ord Shs (237,095) (1,357)

Equity Verizon Communications Ord Shs 29,976 535

Equity Vertex Pharmaceuticals Ord Shs 230,060 1,141

Equity Vertiv Holdings Ord Shs Class A (33,006) (1,209)

Equity Vestas Wind Systems Ord Shs (441,616) (11,312)

Equity VF Ord Shs (202,557) (2,469)

Equity ViacomCBS Ord Shs Class B 142,335 3,149

Equity ViaSat Ord Shs (177,929) (3,570)

Equity Viatris Ord Shs 19,149 1,340

Equity Vici Pptys Ord Shs (211,649) (6,823)

Equity Vifor Pharma AG Ord Shs (142,117) (1,097)

Equity Vinci Ord Shs (63,818) (598)

Equity Virgin Galactic Holdings Ord shs Class A (18,354) (399)

Equity Virtu Financial Ord Shs Class A 167,852 6,075

Equity Visa Ord Shs Class A (458,755) (1,962)

Equity Vishay Intertechnology Ord Shs 210,865 9,351

Equity Vistra Ord Shs 9,275 500

Equity Vitasoy International Holdings Ord Shs (111,449) (30,000)

Equity Vivendi Ord Shs (105,628) (3,144)

Equity VMware Class A Ord Shs (102,061) (638)

Equity VODAFONE 198,113 118,188

Equity Volkswagen Non-Voting Pref Shs 110,955 443

Equity Volvo Ord Shs Class B 46,996 1,952

Equity Vornado Realty Trust REIT Ord Shs (148,177) (3,175)

Equity Voya Financial Ord Shs (75,399) (1,226)

Equity Vulcan Materials Ord Shs (60,925) (350)

Equity W. P. Carey REIT Ord Shs 35,594 477

Equity Wacker Chemie Ord Shs 219,464 1,423

Equity Walgreen Boots Alliance Ord Shs 19,413 369

Equity WALMART 683,383 4,846

Equity Walt Disney Ord Shs 8,613 49

Equity Wartsila Ord Shs 148,831 10,028

Equity Washington Federal Ord Shs 110,817 3,487

Equity Washington H Soul Pattinson & Company Ord Shs (92,631) (3,658)

Equity Waste Connections Ord Shs (9,793) (82)

Equity Waste Management Ord Shs (145,574) (1,039)

Equity Water Corp Ord Shs 77,762 225

Equity Watsco Ord Shs (136,154) (475)

Equity Wayfair Ord Shs Class A (285,718) (905)

Equity Webster Financial Ord Shs (12,482) (234)

Equity WEC Energy Group Ord Shs (228,157) (2,565)

Equity Weir Group Ord Shs 159,228 6,227

Equity Welcia holdings Ord Shs (150,446) (4,600)

Equity WELLS FARGO 277,628 6,130

Equity Welltower Ord Shs (559,097) (6,728)

Equity Wendys Ord Shs 156,844 6,697

Equity Werner Enterprises Ord Shs 208,086 4,674

Equity Wesfarmers Ord Shs (3,550) (80)

Equity West Fraser Timber Ord Shs 142,364 1,981

Equity West Japan Railway Ord Shs (222,566) (3,900)

Equity West Pharmaceutical Services Ord Shs (82,234) (229)

Equity Western Alliance Ord Shs (251,716) (2,711)

Equity Western Digital Ord Shs 98,215 1,380

Equity Western Union Ord Shs 78,672 3,425

Equity Westinghouse Air Brake Technologies Ord Shs 62,877 764

Equity Westlake Chemical Ord Shs 220,270 2,445

Equity Westpac Banking Corporation Ord Shs 23,155 1,195

Equity Westrock Ord Shs 113,784 2,138

Equity WEX Ord Shs (165,203) (852)

Equity WH Group Ord Shs 233,240 259,500

Equity WH Smith Ord Shs (79,994) (3,600)

Equity Wharf Real Estate Investment Company Ord Shs (203,487) (35,000)

Equity Wheaton Precious Metals Ord Shs (151,834) (3,441)

Equity Whirlpool Ord Shs (107,484) (493)

Equity Whitbread Ord Shs (268,003) (6,214)

Equity White Mountains Insurance Group Ord Shs 113,655 99

Equity Williams Ord Shs (96,908) (3,650)

Equity Williams Sonoma Ord Shs (46,458) (291)

Equity Wilmar International Ord Shs 31,335 9,360

Equity Wingstop Ord Shs (207,756) (1,318)

Equity Wintrust Financial Ord Shs 89,546 1,184

Equity Wisetechglobal Pty Ord Shs 45,090 1,881

Equity Wolters Kluwer Ord Shs (240,022) (2,389)

Equity Wood Group (John) Ord Shs 39,799 13,113

Equity Woodward Ord Shs (137,748) (1,121)

Equity Woolworths Group Ord Shs 42,195 1,474

Equity Workday Ord Shs Class A (111,253) (466)

Equity World Fuel Services Ord Shs 217,224 6,846

Equity World Wrestling Entertainment Ord Shs Class A (146,462) (2,530)

Equity Worldline Ord Shs (312,674) (3,340)

Equity Worley Ord Shs 215,118 23,958

Equity Worthington Industries Ord Shs 45,763 748

Equity WPP Ord Shs (49,512) (3,679)

Equity WR Berkley Ord Shs 23,669 318

Equity WSP Global Ord Shs (54,337) (465)

Equity WW Grainger Ord Shs 41,610 95

Equity WW International Ord Shs (168,304) (4,657)

Equity Wyndham Hotels Resorts Ord Shs (95,857) (1,326)

Equity Wynn Macau Ord Shs (86,231) (54,800)

Equity Wynn Resorts Ord Shs (203,507) (1,664)

Equity Xcel Energy Ord Shs (111,008) (1,685)

Equity Xero Ord Shs (66,594) (647)

Equity Xerox Holdings Ord Shs 157,383 6,700

Equity XPO Logistics Ord Shs (68,826) (492)

Equity Xylem Ord Shs (121,879) (1,016)

Equity Yakult Honsha Ord Shs (164,348) (2,900)

Equity Yamada Holdings Ord Shs 365,141 79,000

Equity Yamaha Motor Ord Shs (70,745) (2,600)

Equity Yamaha Ord Shs (287,945) (5,300)

Equity Yamana Gold Ord Shs 118,513 28,114

Equity Yamato Holdings Ord Shs 435,607 15,300

Equity Yamazaki Baking Ord Shs 46,561 3,300

Equity Yaoko Ord Shs 22,957 400

Equity Yara International Ord Shs 464,460 8,819

Equity Yaskawa Electric Ord Shs (371,817) (7,600)

Equity Yelp Ord Shs 323,796 8,103

Equity Yeti Holdings Ord Shs (75,843) (826)

Equity Yokogawa Electric Ord Shs (17,948) (1,200)

Equity Yokohama Rubber Ord Shs 141,467 6,600

Equity Yum Brands Ord Shs (224,193) (1,949)

Equity Z Holdings Ord Shs (85,283) (17,000)

Equity Zalando Ord Shs (180,991) (1,497)

Equity Zebra Technologies Ord Shs Class A 65,657 124

Equity Zendesk Ord Shs (268,905) (1,863)

Equity Zenkoku Hosho Ord Shs (150,577) (3,500)

Equity Zillow Group Ord Shs Class C (12,466) (102)

Equity Zimmer Biomet Holdings Ord Shs 50,819 316

Equity Zions Bancorporation Ord Shs 201,925 3,820

Equity Zoetis Ord Shs Class A Ord Shs (76,221) (409)

Equity Zoom Video Communications Ord Shs Class A 119,205 308

Equity Zscaler Ord Shs 55,960 259

Equity Zurich Insurance Group Ord Shs (276,688) (689)

Equity Zynga Ord Shs Class A (3,657) (344)

Equity E-Mini S&P 500 Index Future 4,727,250 22

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.