SCHRODER INVESTMENT MANAGEMENT GROUP

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$55.5 Billion is the total value of SCHRODER INVESTMENT MANAGEMENT GROUP's 2439 reported holdings in Q2 2017. The portfolio turnover from Q1 2017 to Q2 2017 was 21.6% .

All

			Value		Shares		↓ Weighting
BABA	Sell	ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025)adr	$3,358,590,000	-36.8%	23,851,924	-51.2%	6.06%	+26.8%
AAPL	Sell	APPLE INCORPORATED COMMON STOCK NPV	$940,368,000	-51.7%	6,544,875	-51.6%	1.70%	-3.0%
EDU	Sell	NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES)adr	$744,926,000	-43.9%	10,578,328	-52.5%	1.34%	+12.6%
JPM	Sell	JPMORGAN CHASE AND COMPANY COMMON STOCK USD1	$741,751,000	-47.9%	8,137,693	-49.2%	1.34%	+4.5%
CSCO	Sell	CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING)	$706,583,000	-50.5%	22,495,495	-46.9%	1.27%	-0.7%
GOOGL	Sell	ALPHABET INCORPORATED CL A NPV	$649,953,000	-42.0%	693,048	-47.5%	1.17%	+16.3%
INTC	Sell	INTEL CORPORATION COMMON STOCK USD0.001	$636,535,000	-54.5%	18,978,391	-51.5%	1.15%	-8.7%
JNJ	Sell	JOHNSON AND JOHNSON COMMON STOCK USD1	$627,056,000	-24.2%	4,727,505	-28.8%	1.13%	+51.9%
MSFT	Sell	MICROSOFT CORPORATION COMMON STOCK USD0.0000125	$611,589,000	-48.3%	8,929,616	-50.4%	1.10%	+3.9%
TSM	Sell	TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARESadr	$607,995,000	-52.5%	17,466,087	-54.8%	1.10%	-4.6%
C	Sell	CITIGROUP INCORPORATED COMMON STOCK USD0.01	$600,183,000	-44.3%	8,960,632	-49.7%	1.08%	+11.7%
CHKP	Sell	CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1	$580,074,000	-48.8%	5,293,133	-51.9%	1.05%	+2.6%
AMGN	Sell	AMGEN INCORPORATED COMMON STOCK USD0.0001	$531,478,000	-45.3%	3,079,428	-47.9%	0.96%	+9.7%
PFE	Sell	PFIZER INCORPORATED COMMON STOCK USD0.05	$483,892,000	-60.2%	14,388,685	-59.3%	0.87%	-20.1%
AMZN	Sell	AMAZON COMMUNICATIONS INCORPORATED USD0.01	$442,689,000	-47.4%	453,607	-52.7%	0.80%	+5.6%
TD	Sell	TORONTO-DOMINION BANK (THE) COMMON NPV (US LISTING)	$435,540,000	-54.7%	6,652,619	-54.2%	0.78%	-9.0%
IBM	Sell	INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20	$430,376,000	-49.1%	2,792,290	-42.6%	0.78%	+2.2%
XOM	Sell	EXXON MOBIL CORPORATION COMMON STOCK NPV	$419,806,000	-46.0%	5,202,061	-44.0%	0.76%	+8.5%
MRK	Sell	MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01	$412,746,000	-51.1%	6,415,079	-51.8%	0.74%	-2.0%
WFC	Sell	WELLS FARGO AND COMPANY COMMON STOCK USD1.6667	$406,378,000	-39.6%	7,285,393	-39.1%	0.73%	+21.2%
T	Sell	AT AND T INCORPORATED COMMON STOCK USD1	$398,578,000	-51.0%	10,594,877	-45.6%	0.72%	-1.6%
UNH	Sell	UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01	$396,127,000	-43.5%	2,138,109	-49.7%	0.71%	+13.3%
ITUB	Sell	ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE)adr	$386,134,000	-73.2%	35,167,024	-70.3%	0.70%	-46.2%
ORCL	Sell	ORACLE CORPORATION COMMON STOCK USD0.01	$370,355,000	-47.6%	7,377,598	-53.3%	0.67%	+5.2%
HDB	Sell	HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY)adr	$370,332,000	-44.3%	4,302,179	-51.9%	0.67%	+11.7%
UBS	Sell	UBS GROUP AG CHF0.10 (REGISTERED)	$367,731,000	-35.1%	22,477,472	-36.7%	0.66%	+30.3%
BBD	Sell	BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV)adr	$354,863,000	-42.4%	42,396,941	-29.0%	0.64%	+15.5%
FB	Sell	FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006	$344,884,000	-45.3%	2,283,403	-48.4%	0.62%	+9.7%
SINA	Sell	SINA CORPORATION COMMON STOCK USD0.133	$331,298,000	-41.8%	3,879,826	-50.4%	0.60%	+16.6%
QCOM	Sell	QUALCOMM INCORPORATED COMMON STOCK USD0.0001	$322,392,000	-57.1%	5,853,143	-55.4%	0.58%	-13.9%
HTHT	Sell	CHINA LODGING GROUP LIMITED SPONSORED ADS (EACH REPRESENTS 4 SHARES)adr	$321,704,000	-41.3%	4,004,278	-54.4%	0.58%	+17.9%
CMCSA	Sell	COMCAST CORPORATION CLASS A COMMON STOCK USD1	$311,028,000	-53.4%	8,001,723	-55.0%	0.56%	-6.5%
SPLS	Sell	STAPLES INCORPORATED COMMON STOCK USD0.0006	$301,946,000	-48.6%	29,954,943	-55.4%	0.54%	+3.0%
GILD	Sell	GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001	$290,288,000	-40.8%	4,096,640	-43.6%	0.52%	+18.6%
V	Sell	VISA INCORPORATED CLASS A COMMON STOCK USD0.0001	$287,509,000	-46.2%	3,045,006	-49.3%	0.52%	+7.7%
PG	Sell	PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV	$271,628,000	-34.1%	3,122,519	-31.7%	0.49%	+32.1%
INFY	Sell	INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5)adr	$271,955,000	-35.1%	18,264,315	-31.1%	0.49%	+30.0%
LYB	Sell	LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01	$267,326,000	-52.5%	3,191,192	-48.2%	0.48%	-4.7%
CTRP	Sell	CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01)adr	$265,839,000	-42.3%	4,936,663	-46.8%	0.48%	+15.7%
BAC	Sell	BANK OF AMERICA CORPORATION COMMON STOCK USD0.01	$257,942,000	-13.2%	10,606,202	-14.8%	0.46%	+74.2%
ABBV	Sell	ABBVIE INCORPORATED COMMON STOCK USD0.01	$250,453,000	-47.9%	3,455,458	-52.9%	0.45%	+4.6%
ETN	Sell	EATON CORPORATION PLC COMMON STOCK USD0.50	$250,007,000	-35.8%	3,262,517	-37.8%	0.45%	+28.9%
MDT	Sell	MEDTRONIC PLC USD0.10	$242,482,000	-48.6%	2,733,425	-53.0%	0.44%	+3.1%
PCLN	Sell	PRICELINE GROUP INCORPORATED (THE) COMMON STOCK USD0.008	$239,239,000	-21.9%	127,459	-25.5%	0.43%	+56.7%
PM	Sell	PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV	$238,364,000	-39.5%	2,035,899	-41.3%	0.43%	+21.5%
GIS	Sell	GENERAL MILLS INC COMMON STOCK USD0.10	$238,062,000	-55.6%	4,330,758	-52.3%	0.43%	-11.0%
NTES	Sell	NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001)adr	$221,090,000	-27.0%	731,844	-31.8%	0.40%	+46.7%
CMI	Sell	CUMMINS INCORPORATED COMMON STOCK USD2.50	$217,094,000	-44.4%	1,355,826	-47.2%	0.39%	+11.4%
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01	$216,493,000	-43.1%	3,273,260	-49.0%	0.39%	+14.0%
BCE	Sell	BCE INCORPORATED COMMON NPV	$214,046,000	-54.8%	3,652,658	-54.6%	0.39%	-9.2%
VALE	Sell	VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV)adr	$209,373,000	-44.4%	23,955,631	-39.3%	0.38%	+11.5%
DIS	Sell	WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01	$207,911,000	-49.3%	1,966,819	-45.8%	0.38%	+1.6%
CP	Sell	CANADIAN PACIFIC RAILWAY LTD	$203,561,000	-44.9%	976,297	-47.8%	0.37%	+10.5%
AIG	Sell	AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50	$195,828,000	-46.8%	3,083,896	-47.6%	0.35%	+6.6%
MS	Sell	MORGAN STANLEY COMMON STOCK USD0.01	$195,234,000	-46.8%	4,362,754	-48.4%	0.35%	+6.7%
CIB	Sell	BANCOLOMBIA SA SPONSORED ADR (EACH REPRESENTS 4 PREFERENCE COP500)adr	$195,018,000	-39.3%	4,369,666	-45.2%	0.35%	+21.8%
HD	Sell	HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05	$181,361,000	-50.4%	1,191,903	-52.1%	0.33%	-0.6%
VIV	Sell	TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE)adr	$177,896,000	-57.7%	13,187,230	-53.3%	0.32%	-15.1%
SNA	Sell	SNAP-ON INCORPORATED COMMON STOCK USD1	$177,850,000	-26.0%	1,136,354	-20.4%	0.32%	+48.6%
CTLT	Sell	CATALENT INCORPORATED COMMON STOCK USD0.01	$177,779,000	-39.4%	5,030,543	-51.1%	0.32%	+21.2%
DOW	Sell	DOW CHEMICAL COMPANY (THE) COMMON STOCK USD2.50	$176,150,000	-57.6%	2,808,973	-56.6%	0.32%	-14.7%
GOOG	Sell	ALPHABET INCORPORATED-CL C NPV	$175,132,000	-41.8%	190,819	-47.3%	0.32%	+16.6%
UNP	Sell	UNION PACIFIC CORPORATION COMMON STOCK USD2.50	$175,129,000	-36.9%	1,623,224	-37.4%	0.32%	+26.9%
ENIA	Sell	ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV)adr	$169,048,000	-56.3%	18,118,816	-50.8%	0.30%	-12.4%
HPQ	Sell	HP INCORPORATED COMMON STOCK USD0.01	$167,626,000	-54.6%	9,540,453	-54.4%	0.30%	-9.0%
KMB	Sell	KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25	$166,963,000	-45.6%	1,294,280	-44.3%	0.30%	+9.1%
EL	Sell	ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01	$166,183,000	-34.3%	1,737,952	-41.4%	0.30%	+32.2%
NTAP	Sell	NETAPP INCORPORATED COMMON STOCK USD0.001	$166,187,000	-37.0%	4,144,338	-34.2%	0.30%	+26.6%
TEVA	Sell	TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10)adr	$165,673,000	-44.6%	5,046,400	-44.8%	0.30%	+11.2%
CA	Sell	CA INCORPORATED COMMON STOCK USD0.10	$163,933,000	-54.3%	4,783,570	-57.6%	0.30%	-8.1%
WBA	Sell	WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01	$162,308,000	-62.4%	2,071,049	-60.0%	0.29%	-24.5%
SLB	Sell	SCHLUMBERGER LIMITED COMMON STOCK USD0.01	$161,882,000	-52.1%	2,476,018	-42.9%	0.29%	-3.9%
GHC	Sell	GRAHAM HOLDINGS COMPANY COMMON STOCK USD1	$161,395,000	-53.8%	273,273	-54.2%	0.29%	-7.3%
LOGI	Sell	LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED)	$161,352,000	-8.2%	4,704,135	-14.2%	0.29%	+84.2%
CPB	Sell	CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375	$161,045,000	-51.7%	3,097,618	-46.9%	0.29%	-3.0%
ARMK	Sell	ARAMARK COMMON STOCK USD0.01	$157,288,000	-45.0%	3,865,518	-49.8%	0.28%	+10.5%
GS	Sell	GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01	$157,119,000	-37.2%	700,138	-35.3%	0.28%	+25.8%
TMO	Sell	THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1	$156,062,000	-50.8%	897,466	-56.5%	0.28%	-1.4%
EMR	Sell	EMERSON ELECTRIC COMPANY COMMON STOCK USD1	$155,438,000	-52.8%	2,662,521	-51.8%	0.28%	-5.4%
ACN	Sell	ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225	$154,404,000	-50.5%	1,255,414	-51.5%	0.28%	-1.1%
IEX	Sell	IDEX CORPORATION COMMON STOCK USD0.01	$152,040,000	-36.8%	1,362,733	-47.3%	0.27%	+26.9%
GE	Sell	GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06	$152,257,000	-48.5%	5,634,993	-43.1%	0.27%	+3.0%
EBAY	Sell	EBAY INCORPORATED COMMON STOCK USD0.001	$151,264,000	-45.4%	4,383,183	-46.7%	0.27%	+9.6%
WMT	Sell	WAL-MART STORES INCORPORATED COMMON STOCK USD0.10	$149,035,000	-71.7%	1,962,806	-73.4%	0.27%	-43.2%
KO	Sell	COCA-COLA COMPANY (THE) COMMON STOCK USD0.25	$148,404,000	-58.1%	3,310,390	-60.2%	0.27%	-15.7%
VZ	Buy	VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10	$148,671,000	+0.9%	3,347,697	+11.5%	0.27%	+103.0%
GIB	Sell	CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV	$147,038,000	-34.3%	2,215,761	-36.1%	0.26%	+31.8%
GG	Sell	GOLDCORP INCORPORATED COMMON NPV (US LISTING)	$145,009,000	-58.2%	9,017,417	-51.1%	0.26%	-16.3%
DFS	Sell	DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01	$143,638,000	-49.7%	2,335,187	-43.8%	0.26%	+1.2%
UTHR	Sell	UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01	$143,359,000	-31.2%	1,091,675	-28.6%	0.26%	+38.0%
FMX	Sell	FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT)adr	$142,829,000	-43.8%	1,474,603	-47.4%	0.26%	+12.7%
CVX	Sell	CHEVRON CORPORATION COMMON STOCK USD0.75	$141,494,000	-49.8%	1,358,947	-48.1%	0.26%	+0.4%
PEP	Sell	PEPSICO INCORPORATED CAPITAL STOCK USD0.016666	$141,037,000	-73.1%	1,224,498	-73.8%	0.25%	-46.1%
GPS	Sell	GAP INCORPORATED (THE) COMMON STOCK USD0.05	$140,743,000	-54.7%	6,331,235	-50.2%	0.25%	-9.3%
SJM	Buy	J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001	$137,699,000	+3205.3%	1,166,740	+3576.6%	0.25%	+6100.0%
PBR	Sell	PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES)adr	$137,540,000	-50.7%	17,476,493	-39.9%	0.25%	-0.8%
OMC	Sell	OMNICOM GROUP INC COMMON STOCK USD0.15	$137,289,000	-62.2%	1,647,532	-61.0%	0.25%	-24.2%
HON	Sell	HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1	$134,319,000	-46.9%	1,015,117	-49.6%	0.24%	+6.6%
GGAL	Sell	GRUPO FINANCIERO GALICIA-ADRadr	$132,685,000	-62.2%	3,162,192	-65.3%	0.24%	-24.1%
ESRX	Sell	EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01	$131,951,000	-66.4%	2,065,279	-65.0%	0.24%	-32.6%
LH	Buy	LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01	$130,885,000	+658.8%	860,802	+618.5%	0.24%	+1375.0%
MD	Sell	MEDNAX INCORPORATED COMMON STOCK USD0.01	$130,201,000	-46.0%	2,149,232	-38.1%	0.24%	+8.3%
ROK	Sell	ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1	$130,594,000	-40.1%	822,281	-41.4%	0.24%	+19.9%
PBRA	Sell	PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV)adr	$129,151,000	-61.3%	17,547,786	-51.9%	0.23%	-22.3%
SNI	Sell	SCRIPPS NETWORKS INTERACTIVE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$129,059,000	-54.1%	1,882,977	-47.3%	0.23%	-7.9%
BAP	Sell	CREDICORP LIMITED COMMON STOCK USD5 (US LISTING)	$127,896,000	-39.2%	708,407	-44.4%	0.23%	+22.2%
GNTX	Buy	GENTEX CORPORATION COMMON STOCK USD0.06	$124,467,000	+15.3%	6,666,657	+32.2%	0.22%	+130.9%
VIPS	Sell	VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001)adr	$124,425,000	-43.8%	10,791,411	-34.6%	0.22%	+12.6%
AFL	Sell	AFLAC INCORPORATED COMMON STOCK USD0.10	$121,815,000	-56.5%	1,569,784	-59.5%	0.22%	-12.7%
HPE	Sell	HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01	$121,499,000	-49.1%	7,297,196	-27.8%	0.22%	+2.3%
COO	Sell	COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10	$121,043,000	-39.6%	510,471	-49.6%	0.22%	+21.1%
CSL	Sell	CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1	$120,202,000	-36.9%	1,277,655	-28.6%	0.22%	+26.9%
WB	Sell	WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE)adr	$118,338,000	-46.4%	1,754,973	-58.3%	0.21%	+7.6%
DOX	Sell	AMDOCS LIMITED ORDINARY 1P (US LISTING)	$117,709,000	-55.0%	1,840,930	-56.7%	0.21%	-9.8%
WU	Sell	WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01	$116,472,000	-63.8%	6,175,592	-60.6%	0.21%	-27.3%
AAP	Sell	ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001	$115,678,000	-57.0%	996,796	-44.9%	0.21%	-13.6%
MMM	Sell	3M COMPANY COMMON STOCK USD0.01	$115,115,000	-50.1%	553,834	-54.0%	0.21%	+0.5%
KAR	Sell	KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01	$114,045,000	-50.4%	2,730,979	-47.5%	0.21%	-0.5%
3106PS	Sell	DELPHI AUTOMOTIVE PLC USD0.01 (US LISTING)	$113,708,000	-58.2%	1,315,611	-60.8%	0.20%	-16.0%
YPF	Sell	YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D')adr	$111,630,000	-52.3%	5,165,659	-46.6%	0.20%	-4.3%
IVV	Sell	ISHARES TRUST CORE S&P 500 ETFetf	$111,339,000	-95.4%	458,128	-95.5%	0.20%	-90.8%
OXY	Sell	OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20	$110,314,000	-71.1%	1,844,705	-69.0%	0.20%	-42.0%
MO	Sell	ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333	$109,295,000	-38.7%	1,469,027	-40.6%	0.20%	+23.1%
RGA	Sell	REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01	$107,944,000	-46.2%	837,291	-47.2%	0.20%	+8.3%
MCD	Sell	MCDONALD'S CORPORATION COMMON STOCK USD0.01	$107,513,000	-49.2%	702,105	-57.1%	0.19%	+2.1%
VSH	Sell	VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$107,579,000	-43.7%	6,461,157	-43.7%	0.19%	+12.8%
K	Sell	KELLOGG COMPANY COMMON STOCK USD0.25	$107,406,000	-14.1%	1,563,641	-9.3%	0.19%	+73.2%
XRAY	Sell	DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01	$105,803,000	-45.2%	1,639,584	-46.8%	0.19%	+9.8%
AGG	Sell	ISHARES CORE US AGGREGATE BOND ETFetf	$105,219,000	-47.9%	959,594	-48.5%	0.19%	+5.0%
HXL	Sell	HEXCEL CORPORATION COMMON STOCK USD0.01	$104,652,000	-46.4%	2,000,232	-44.2%	0.19%	+8.0%
CB	Sell	CHUBB LIMITED COMMON STOCK CHF24.77	$103,772,000	-50.0%	715,814	-52.7%	0.19%	+0.5%
SBAC	Sell	SBA COMMUNICATIONS CORPORATION REIT USD0.01reit	$102,922,000	-50.2%	765,116	-55.4%	0.19%	0.0%
NUS	Sell	NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$101,766,000	-46.3%	1,613,790	-52.9%	0.18%	+7.6%
SBUX	Sell	STARBUCKS CORPORATION COMMON STOCK USD0.001	$101,763,000	-54.2%	1,743,683	-54.3%	0.18%	-8.5%
WAL	Sell	WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001	$101,480,000	-48.5%	2,053,844	-48.0%	0.18%	+3.4%
DLX	Sell	DELUXE CORPORATION COMMON STOCK USD1	$101,607,000	-45.3%	1,476,419	-42.9%	0.18%	+9.6%
AGN	Sell	ALLERGAN PLC COMMON STOCK USD0.0001	$101,012,000	-49.6%	413,952	-50.5%	0.18%	+1.1%
SPB	Sell	SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD0.01	$101,084,000	-42.4%	812,903	-35.1%	0.18%	+15.2%
AXP	Sell	AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20	$100,782,000	-62.5%	1,205,097	-64.5%	0.18%	-24.5%
HFC	Sell	HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01	$100,845,000	-47.5%	3,601,605	-47.3%	0.18%	+5.2%
VNTV	Sell	VANTIV INCORPORATED CLASS A COMMON STOCK USD0.00001	$100,961,000	-53.6%	1,599,252	-52.8%	0.18%	-7.1%
ON	Sell	ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01	$100,262,000	-46.7%	7,050,788	-42.2%	0.18%	+7.1%
PKG	Sell	PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01	$100,011,000	-27.1%	896,546	-40.4%	0.18%	+46.3%
CTXS	Sell	CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001	$99,924,000	-54.4%	1,256,752	-51.7%	0.18%	-8.6%
PFG	Sell	PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01	$99,740,000	-45.3%	1,545,645	-46.5%	0.18%	+9.8%
VWR	Sell	VWR CORPORATION COMMON STOCK USD0.01	$97,967,000	-57.8%	2,969,611	-64.0%	0.18%	-15.3%
PVH	Sell	PVH CORPORATION COMMON STOCK USD1	$96,619,000	-43.1%	849,175	-48.2%	0.17%	+13.7%
BLL	Sell	BALL CORPORATION COMMON STOCK NPV	$95,700,000	-48.3%	2,276,955	-9.5%	0.17%	+4.2%
OC	Sell	OWENS CORNING INCORPORATED COMMON STOCK USD0.01	$94,536,000	-51.8%	1,423,512	-55.8%	0.17%	-3.4%
DHR	Sell	DANAHER CORPORATION COMMON STOCK USD0.01	$93,825,000	-55.8%	1,116,564	-54.9%	0.17%	-11.5%
BC	Sell	BRUNSWICK CORPORATION COMMON STOCK USD0.75	$92,604,000	-67.0%	1,478,595	-67.8%	0.17%	-33.7%
LDOS	Sell	LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$91,989,000	-41.8%	1,787,580	-41.9%	0.17%	+16.9%
DNB	Sell	DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW)	$92,087,000	-34.9%	855,664	-36.0%	0.17%	+30.7%
USB	Sell	US BANCORP COMMON STOCK USD0.01	$92,081,000	-50.4%	1,778,303	-50.1%	0.17%	-0.6%
AMC	Buy	AMC ENTERTAINMENT HOLDINGS INCORPORATED COMMON USD0.01	$91,456,000	+93.6%	3,867,048	+154.9%	0.16%	+292.9%
CLGX	Sell	CORELOGIC INCORPORATED COMMON STOCK USD1	$90,439,000	-39.9%	2,088,663	-43.8%	0.16%	+20.7%
IWB	Sell	ISHARES TRUST RUSSELL 1000 ETFetf	$89,715,000	-55.7%	664,406	-56.9%	0.16%	-11.0%
NEE	Sell	NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01	$89,528,000	-52.5%	639,619	-56.5%	0.16%	-4.7%
BWA	Sell	BORGWARNER INCORPORATED COMMON STOCK USD0.01	$88,748,000	-53.7%	2,151,982	-52.9%	0.16%	-7.0%
CRM	Sell	SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001	$88,795,000	-57.1%	1,022,978	-59.2%	0.16%	-14.0%
VLO	Sell	VALERO ENERGY CORPORATION COMMON STOCK USD0.01	$89,015,000	-62.8%	1,326,806	-63.3%	0.16%	-25.6%
CCL	Sell	CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK)	$88,710,000	-47.6%	1,361,640	-52.3%	0.16%	+5.3%
CVS	Sell	CVS HEALTH CORPORATION COMMON STOCK USD0.01	$88,141,000	-46.8%	1,098,045	-47.8%	0.16%	+6.7%
IDA	Sell	IDACORP INCORPORATED COMMON STOCK NPV	$88,255,000	-49.2%	1,031,133	-50.7%	0.16%	+1.9%
HCA	Sell	HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01	$86,745,000	-46.6%	999,260	-45.1%	0.16%	+6.8%
KORS	Sell	MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV	$86,042,000	-45.0%	2,410,156	-41.3%	0.16%	+9.9%
LII	Sell	LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$85,504,000	-45.2%	466,111	-49.7%	0.15%	+10.0%
LUK	Sell	LEUCADIA NATIONAL CORPORATION COMMON STOCK USD1	$85,252,000	-47.7%	3,263,874	-47.4%	0.15%	+5.5%
CL	Sell	COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1	$84,628,000	-61.6%	1,141,776	-62.1%	0.15%	-22.7%
XLV	New	HEALTH CARE SELECT SECTOR SPDR FD NPVetf	$84,476,000	–	1,064,604	+100.0%	0.15%	–
VR	Sell	VALIDUS HOLDINGS LIMITED USD0.175	$84,279,000	-57.1%	1,610,528	-53.6%	0.15%	-13.6%
CAT	Sell	CATERPILLAR INCORPORATED COMMON STOCK USD1	$84,548,000	-47.8%	800,335	-54.0%	0.15%	+4.1%
LLY	Sell	ELI LILLY AND COMPANY COMMON STOCK NPV	$84,175,000	-52.2%	1,017,827	-51.1%	0.15%	-3.8%
MAA	Sell	MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01reit	$84,478,000	-49.1%	799,985	-50.9%	0.15%	+2.0%
ELS	Sell	EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01reit	$83,503,000	-47.7%	975,041	-53.1%	0.15%	+5.6%
BIIB	Sell	BIOGEN INCORPORATED COMMON STOCK USD0.0005	$83,187,000	-30.0%	305,970	-30.8%	0.15%	+40.2%
WDC	Buy	WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01	$82,709,000	+13112.3%	902,431	+11993.7%	0.15%	+14800.0%
HRB	Buy	BLOCK(H & R) INC COM STK NPV	$82,277,000	+105.7%	2,664,382	+54.4%	0.15%	+311.1%
ALSN	Sell	ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01	$80,791,000	-56.5%	2,174,712	-57.7%	0.15%	-12.6%
SRCL	New	STERICYCLE INCORPORATED COMMON STOCK USD0.01	$80,497,000	–	1,042,443	+100.0%	0.14%	–
BRFS	Sell	BRASIL FOODS SA SPONSORED ADR (EACH REPRESENTS 1 SHARE)adr	$79,319,000	-64.5%	6,814,357	-62.9%	0.14%	-28.9%
INGR	Buy	INGREDION INCORPORATED COMMON STOCK USD0.01	$79,319,000	+68.0%	675,062	+72.2%	0.14%	+240.5%
GRMN	Sell	GARMIN LIMITED COMMON STOCK USD0.005	$78,521,000	-51.3%	1,541,454	-51.2%	0.14%	-2.1%
SEE	Sell	SEALED AIR CORPORATION COMMON STOCK USD0.01	$77,395,000	-46.3%	1,724,868	-48.2%	0.14%	+7.7%
RE	Sell	EVEREST RE GROUP LIMITED COMMON STOCK USD0.01	$77,642,000	-61.8%	304,289	-64.8%	0.14%	-23.5%
TXN	Sell	TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1	$77,793,000	-52.8%	1,011,601	-50.2%	0.14%	-5.4%
CHFC	Sell	CHEMICAL FINANCIAL CORPORATION COMMON STOCK USD1	$76,407,000	-42.1%	1,575,071	-37.9%	0.14%	+16.0%
TARO	Sell	TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001	$76,585,000	-56.1%	681,242	-53.0%	0.14%	-12.1%
FHN	Sell	FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625	$76,404,000	-49.3%	4,348,539	-45.5%	0.14%	+2.2%
MTCH	Sell	MATCH GROUP INC COMMON USD0.001000	$76,221,000	-52.8%	4,385,551	-55.4%	0.14%	-5.5%
MA	Sell	MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001	$74,868,000	-17.1%	616,152	-23.1%	0.14%	+66.7%
ASH	Buy	ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV	$73,814,000	-38.2%	1,119,235	+16.3%	0.13%	+24.3%
FBHS	Sell	FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01	$73,919,000	-45.2%	1,138,612	-48.5%	0.13%	+9.9%
PFGC	Sell	PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000	$72,575,000	-36.8%	2,697,967	-44.9%	0.13%	+27.2%
ROL	Sell	ROLLINS INCORPORATED COMMON STOCK USD1	$72,166,000	-57.2%	1,785,403	-60.9%	0.13%	-13.9%
XEC	Sell	CIMAREX ENERGY COMPANY COMMON STOCK USD0.01	$72,251,000	-70.3%	766,593	-61.8%	0.13%	-40.4%
MBT	Sell	MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES)adr	$72,352,000	-79.3%	8,717,072	-72.4%	0.13%	-58.7%
PRA	Sell	PROASSURANCE CORPORATION COMMON STOCK USD0.01	$72,117,000	-48.5%	1,184,190	-48.9%	0.13%	+3.2%
UTX	Buy	UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1	$72,088,000	+823.0%	592,583	+753.3%	0.13%	+1757.1%
COF	Sell	CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01	$71,347,000	-49.6%	875,748	-46.1%	0.13%	+1.6%
UHS	Sell	UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01	$71,265,000	-64.5%	584,717	-63.4%	0.13%	-28.9%
RTN	Sell	RAYTHEON COMPANY COMMON STOCK USD0.01	$70,293,000	-49.8%	438,151	-52.0%	0.13%	+0.8%
CIEN	Sell	CIENA CORPORATION COMMON STOCK USD0.01	$70,678,000	-63.1%	2,781,510	-65.5%	0.13%	-26.2%
TUP	Sell	TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01	$69,816,000	-54.9%	1,005,412	-59.3%	0.13%	-9.4%
JCOM	Sell	J2 GLOBAL INCORPORATED COMMON STOCK USD0.01	$68,754,000	-66.5%	800,499	-66.9%	0.12%	-32.6%
STX	Buy	SEAGATE TECHNOLOGY PLC COMMON STOCK USD0.00001	$68,970,000	+16.1%	1,772,547	+40.5%	0.12%	+134.0%
ALK	Sell	ALASKA AIRGROUP INC COMMON STOCK USD1	$68,897,000	-32.8%	773,245	-29.4%	0.12%	+34.8%
MCK	Sell	MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01	$68,978,000	-68.3%	421,522	-71.0%	0.12%	-36.7%
BA	Sell	BOEING COMPANY (THE) COMMON STOCK USD5	$68,137,000	-73.0%	345,071	-75.7%	0.12%	-45.8%
MGA	Sell	MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV	$67,623,000	-68.6%	1,138,248	-69.3%	0.12%	-37.1%
NWL	Sell	NEWELL BRANDS INCORPORATED COMMON STOCK USD1	$67,852,000	-50.3%	1,279,731	-55.6%	0.12%	-0.8%
AJG	Sell	GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1	$67,801,000	-46.9%	1,189,073	-47.1%	0.12%	+6.1%
WST	Sell	WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25	$67,683,000	-46.2%	716,820	-53.3%	0.12%	+8.0%
AGCO	Sell	AGCO CORP COMMON STOCK USD0.01	$67,025,000	-50.4%	1,006,073	-55.1%	0.12%	0.0%
CSX	Sell	CSX CORPORATION COMMON STOCK USD1	$66,946,000	-33.8%	1,243,903	-41.8%	0.12%	+33.0%
MYL	Buy	MYLAN NV EUR0.01	$67,124,000	+79809.5%	1,731,772	+80672.9%	0.12%	–
LUV	Sell	SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1	$67,352,000	-9.2%	1,089,642	-20.9%	0.12%	+80.6%
FSLR	Buy	FIRST SOLAR INCORPORATED COMMON STOCK USD0.001	$67,306,000	+9170.8%	1,679,286	+6250.3%	0.12%	+12000.0%
CELG	Sell	CELGENE CORPORATION COMMON STOCK USD0.01	$67,010,000	-41.9%	508,799	-45.1%	0.12%	+16.3%
ARE	Sell	ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01reit	$67,309,000	-37.4%	565,667	-42.2%	0.12%	+24.7%
LAMR	Sell	LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001reit	$66,153,000	-42.8%	904,969	-41.3%	0.12%	+14.4%
BMA	Sell	BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1)adr	$65,810,000	-39.1%	731,057	-42.9%	0.12%	+22.7%
DEI	Sell	DOUGLAS EMMETT INCORPORATED REIT USD0.01reit	$66,281,000	-50.3%	1,735,100	-50.4%	0.12%	-0.8%
BGCP	Sell	BGC PARTNERS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$65,787,000	-71.2%	5,242,011	-74.2%	0.12%	-42.0%
TJX	Sell	TJX COS INCORPORATED COMMON STOCK USD1	$65,333,000	-74.5%	919,144	-71.4%	0.12%	-48.7%
PTC	Sell	PTC INCORPORATED COMMON STOCK USD0.01	$65,288,000	-46.6%	1,176,150	-49.6%	0.12%	+7.3%
CDNS	Sell	CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01	$64,947,000	-46.0%	1,942,201	-49.4%	0.12%	+8.3%
SERV	Buy	SERVICEMASTER GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01	$64,974,000	+53.4%	1,659,624	+62.9%	0.12%	+207.9%
TMUS	Sell	T-MOBILE US INCORPORATED COMMON STOCK USD0.0001	$64,210,000	-64.6%	1,064,844	-61.8%	0.12%	-28.8%
MNST	Sell	MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005	$64,093,000	-45.4%	1,284,165	-49.4%	0.12%	+10.5%
DGX	Sell	QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01	$64,196,000	-85.1%	580,742	-86.7%	0.12%	-70.0%
IDTI	Sell	INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001	$63,577,000	-44.4%	2,449,040	-49.3%	0.12%	+11.7%
IEMG	Sell	ISHARES CORE MSCI EMERGING ETFetf	$63,670,000	-43.0%	1,279,802	-44.9%	0.12%	+15.0%
AMG	Sell	AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV	$63,353,000	-45.5%	383,937	-45.9%	0.11%	+9.6%
VRSN	Sell	VERISIGN INCORPORATED COMMON STOCK USD0.001	$63,189,000	-43.8%	675,746	-47.6%	0.11%	+12.9%
COG	Sell	CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10	$63,283,000	-34.9%	2,549,696	-39.0%	0.11%	+31.0%
UCBI	Sell	UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1	$63,076,000	-43.0%	2,255,122	-43.0%	0.11%	+15.2%
R	Sell	RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50	$62,896,000	-42.9%	875,380	-39.9%	0.11%	+14.1%
POT	Buy	POTASH CORPORATION OF SASKATCHEWAN INCORPORATED COMMON NPV	$61,327,000	+1133.9%	2,905,142	+1241.2%	0.11%	+2675.0%
ACHC	Sell	ACADIA HEALTHCARE COMPANY INCORPORATED COMMON STOCK USD0.01	$60,952,000	-45.1%	1,228,864	-51.5%	0.11%	+10.0%
CBPO	Buy	CHINA BIOLOGIC PRODUCTS INC COMMON STOCK USD0.0001	$60,845,000	+386.4%	544,676	+335.7%	0.11%	+900.0%
BRO	Sell	BROWN & BROWN INCORPORATED COMMON STOCK USD0.10	$61,162,000	-45.6%	1,403,749	-47.5%	0.11%	+8.9%
HII	Sell	HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$60,286,000	-52.4%	325,486	-48.0%	0.11%	-4.4%
IT	Sell	GARTNER INCORPORATED COMMON STOCK USD0.0005	$60,347,000	-45.3%	488,398	-51.9%	0.11%	+10.1%
HUBB	Buy	HUBBELL INCORPORATED COMMON STOCK USD0.01	$60,400,000	+1341.5%	537,900	+1445.7%	0.11%	+2625.0%
VVC	Sell	VECTREN CORPORATION COMMON STOCK NPV	$59,757,000	-47.0%	1,018,360	-47.4%	0.11%	+6.9%
KSS	Sell	KOHLS CORPORATION COMMON STOCK USD0.01	$59,780,000	-61.7%	1,574,400	-59.3%	0.11%	-22.9%
NDAQ	Sell	NASDAQ INCORPORATED COMMON STOCK USD0.01	$59,867,000	-56.1%	836,843	-57.4%	0.11%	-12.2%
VMI	Sell	VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1	$58,752,000	-47.0%	397,241	-44.8%	0.11%	+6.0%
TROW	Sell	PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20	$58,255,000	-69.2%	786,914	-71.6%	0.10%	-38.2%
BEN	Sell	FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10	$57,696,000	-52.4%	1,295,088	-54.9%	0.10%	-4.6%
CMS	Sell	CMS ENERGY CORPORATION COMMON STOCK USD0.01	$57,426,000	-58.2%	1,239,478	-59.8%	0.10%	-16.1%
LULU	Sell	LULULEMON ATHLETICA INCORPORATED COMMON STOCK USD0.01	$57,690,000	+15.4%	976,148	-0.8%	0.10%	+131.1%
HSIC	Sell	HENRY SCHEIN CORP COMMON STOCK NPV	$57,192,000	-45.1%	313,588	-48.6%	0.10%	+9.6%
PAYX	Sell	PAYCHEX INCORPORATED COMMON STOCK USD0.01	$56,929,000	-51.5%	1,004,219	-49.4%	0.10%	-2.8%
ARW	Sell	ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1	$57,025,000	-41.8%	727,455	-45.1%	0.10%	+17.0%
CFG	Sell	CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01	$57,248,000	-32.0%	1,605,829	-33.4%	0.10%	+35.5%
LB	Sell	L BRANDS INCORPORATED COMMON STOCK USD0.50	$56,867,000	-56.6%	1,049,406	-61.9%	0.10%	-12.7%
GPT	Sell	GRAMERCY PROPERTY TRUST REIT USD0.01reit	$56,556,000	-41.1%	1,911,369	-47.6%	0.10%	+18.6%
WDR	Sell	WADDELL & REED FINANCIAL-A	$56,209,000	-23.6%	2,930,633	-32.3%	0.10%	+53.0%
VNQ	Sell	VANGUARD INDEX FUNDS VANGUARD REIT ETFetf	$55,850,000	-35.9%	671,031	-36.7%	0.10%	+29.5%
OTEX	Sell	OPEN TEXT CORPORATION COMMON NPV	$55,351,000	-57.3%	1,369,406	-52.1%	0.10%	-14.5%
PKI	Sell	PERKINELMER INC	$55,599,000	-56.9%	820,898	-63.2%	0.10%	-13.8%
VFC	Sell	VF CORPORATION COMMON STOCK USD1	$55,039,000	-35.4%	966,792	-38.6%	0.10%	+28.6%
RJF	Sell	RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01	$54,883,000	-45.3%	681,782	-48.3%	0.10%	+10.0%
TMK	Sell	TORCHMARK CORPORATION COMMON STOCK USD1	$54,256,000	-48.6%	710,904	-48.0%	0.10%	+3.2%
STI	Sell	SUNTRUST BANKS INCORPORATED COMMON STOCK USD1	$54,171,000	-55.1%	953,391	-55.6%	0.10%	-9.3%
MRO	Sell	MARATHON OIL CORPORATION COMMON STOCK USD1	$53,737,000	-65.5%	4,588,967	-53.3%	0.10%	-30.7%
MSM	Sell	MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$53,622,000	-57.9%	631,593	-49.2%	0.10%	-14.9%
MGM	Sell	MGM RESORTS INTERNATIONAL COMMON STOCK USD0.01	$52,984,000	+17.2%	1,610,944	-2.6%	0.10%	+134.1%
HOLI	Sell	HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001	$53,218,000	-48.7%	3,241,090	-47.2%	0.10%	+3.2%
DPS	Sell	DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01	$52,666,000	-36.7%	579,387	-32.2%	0.10%	+26.7%
VOO	Sell	VANGUARD INDEX FUNDS S&P 500 ETFetf	$52,826,000	-48.0%	238,295	-49.2%	0.10%	+4.4%
MU	Sell	MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$52,016,000	-36.8%	1,652,878	-41.8%	0.09%	+27.0%
GBX	Sell	GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV	$51,407,000	-24.2%	1,065,422	-32.2%	0.09%	+52.5%
KHC	Sell	KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01	$50,987,000	-67.3%	594,520	-65.3%	0.09%	-34.3%
WABC	Sell	WESTAMERICA BANCORP COM STK NPV	$50,854,000	-49.4%	892,798	-49.7%	0.09%	+2.2%
AA	Buy	ALCOA CORPORATION COMMON STOCK NPV	$50,789,000	+19.4%	1,530,736	+20.5%	0.09%	+142.1%
BLK	Sell	BLACKROCK INCORPORATED COMMON STOCK USD0.01	$50,785,000	-48.1%	119,990	-53.1%	0.09%	+4.5%
DGI	Sell	DIGITALGLOBE INCORPORATED COMMON STOCK USD0.001	$50,770,000	-31.6%	1,506,541	-33.7%	0.09%	+37.3%
HAIN	Sell	HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01	$50,232,000	-49.7%	1,404,705	-47.8%	0.09%	+1.1%
FTV	Sell	FORTIVE CORPORATION COMMON STOCK USD0.01	$50,739,000	-53.8%	807,153	-56.1%	0.09%	-8.1%
WCN	Sell	WASTE CONNECTIONS INCORPORATED NPV	$50,557,000	-47.5%	785,409	-28.4%	0.09%	+4.6%
FHI	Sell	FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV	$50,038,000	-42.9%	1,797,326	-46.1%	0.09%	+13.9%
DY	Sell	DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333	$49,480,000	-52.7%	558,088	-50.4%	0.09%	-5.3%
PAM	Sell	PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1)adr	$49,139,000	-57.2%	838,106	-59.9%	0.09%	-13.6%
TRNO	Sell	TERRENO REALTY CORPORATION REIT USD0.01reit	$49,159,000	-45.1%	1,470,095	-54.5%	0.09%	+11.2%
SYF	Sell	SYNCHRONY FINANCIAL COMMON STOCK USD0.001	$48,273,000	-83.2%	1,633,592	-80.4%	0.09%	-66.3%
GWW	Buy	GRAINGER(W.W.) INC COMMON STOCK USD0.50	$48,132,000	+220.6%	268,953	+319.0%	0.09%	+569.2%
SABR	Sell	SABRE CORPORATION COMMON STOCK USD0.01	$48,083,000	-45.5%	2,192,563	-46.5%	0.09%	+10.1%
CBSH	Sell	COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5	$47,686,000	-22.4%	831,785	-23.5%	0.09%	+56.4%
HI	Sell	HILLENBRAND INCORPORATED COMMON STOCK NPV	$47,183,000	-46.6%	1,305,211	-46.9%	0.08%	+7.6%
VMW	Sell	VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$46,607,000	-19.9%	535,400	-15.9%	0.08%	+61.5%
TX	Buy	TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV)adr	$46,493,000	+117.8%	1,728,379	+111.8%	0.08%	+342.1%
KLIC	Sell	KULICKE AND SOFFA INDUSTRIES INCORPORATED COMMON STOCK NPV	$46,131,000	-80.9%	2,407,655	-79.7%	0.08%	-61.8%
JOBS	Sell	51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001)adr	$45,920,000	-39.4%	1,015,693	-51.4%	0.08%	+22.1%
EMB	Buy	ISHARES TRUST JP MORGAN USD EMERGING MARKETS BOND ETFetf	$46,120,000	+137.7%	402,795	+136.4%	0.08%	+388.2%
AGO	Sell	ASSURED GUARANTY LIMITED COMMON STOCK USD0.01	$45,548,000	-69.7%	1,080,626	-73.4%	0.08%	-39.3%
FRC	Sell	FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01	$45,374,000	-44.9%	451,214	-48.1%	0.08%	+10.8%
PCRX	Sell	PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV	$45,075,000	-47.1%	935,168	-49.6%	0.08%	+5.2%
LNT	Sell	ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01	$44,831,000	-45.7%	1,108,314	-46.9%	0.08%	+9.5%
TIME	Sell	TIME INCORPORATED COMMON STOCK USD0.01	$44,705,000	-45.6%	3,115,322	-26.6%	0.08%	+9.5%
WR	Sell	WESTAR ENERGY INCORPORATED COMMON STOCK USD5	$43,688,000	-45.9%	821,044	-44.7%	0.08%	+8.2%
VVV	New	VALVOLINE INCORPORATED COMMON STOCK USD0.01	$43,463,000	–	1,842,444	+100.0%	0.08%	–
EMN	Sell	EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01	$42,884,000	-37.7%	514,193	-39.5%	0.08%	+24.2%
GPORQ	Sell	GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01	$42,840,000	-57.7%	2,877,078	-52.1%	0.08%	-15.4%
BBY	Sell	BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10	$42,223,000	-58.0%	737,400	-64.3%	0.08%	-15.6%
BRKB	Sell	BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033	$42,054,000	-45.5%	248,401	-46.2%	0.08%	+10.1%
EVHC	Sell	ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV	$42,121,000	-59.5%	677,626	-60.0%	0.08%	-18.3%
SNPS	Sell	SYNOPSYS INCORPORATED COMMON STOCK USD0.01	$41,450,000	-47.0%	568,042	-47.5%	0.08%	+7.1%
ZION	Sell	ZIONS BANCORPORATION COMMON STOCK NPV	$41,871,000	-46.3%	951,835	-48.3%	0.08%	+7.1%
MDP	Sell	MEREDITH CORP COM STK US$1	$41,638,000	-69.3%	703,936	-66.6%	0.08%	-38.5%
STLD	Sell	STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01	$41,678,000	-37.8%	1,178,650	-39.2%	0.08%	+25.0%
HP	Sell	HELMERICH & PAYNE INCORPORATED COMMON STOCK USD0.10	$41,851,000	-57.1%	769,747	-47.5%	0.08%	-14.8%
SAVE	Sell	SPIRIT AIRLINES INC COMMON STOCK USD0.01	$41,109,000	-59.8%	789,199	-59.7%	0.07%	-19.6%
FDX	New	FEDEX CORPORATION COMMON STOCK USD0.10	$40,917,000	–	190,106	+100.0%	0.07%	–
LMT	Sell	LOCKHEED MARTIN CORP COMMON STOCK USD0.01	$40,865,000	-45.3%	147,672	-46.5%	0.07%	+10.4%
TECH	Buy	BIO-TECHNE CORPORATION COMMON STOCK USD0.01	$40,220,000	+87.0%	342,815	+61.0%	0.07%	+284.2%
PRXL	Sell	PAREXEL INTERNATIONAL CORPORATION COMMON STOCK USD0.01	$40,484,000	-48.5%	465,867	-62.7%	0.07%	+2.8%
GLW	Buy	CORNING INCORPORATED COMMON STOCK USD0.50	$40,400,000	+849.7%	1,330,280	+761.8%	0.07%	+1725.0%
MDLZ	Sell	MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$39,806,000	-52.8%	923,152	-52.6%	0.07%	-5.3%
CM	Sell	CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV	$39,787,000	-60.9%	375,562	-58.0%	0.07%	-20.9%
NVDA	Buy	NVIDIA CORPORATION COMMON STOCK USD0.001	$39,200,000	+198.6%	267,250	+122.7%	0.07%	+491.7%
VOYA	Sell	VOYA FINANCIAL INCORPORATED COMMON STOCK USD0.01	$39,628,000	-54.2%	1,061,275	-53.3%	0.07%	-9.0%
SON	Sell	SONOCO PRODUCTS COMPANY COMMON STOCK NPV	$39,397,000	-78.6%	773,256	-77.6%	0.07%	-57.0%
CBRL	Sell	CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01	$39,393,000	-49.2%	234,560	-51.8%	0.07%	+1.4%
ORLY	Sell	O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01	$39,196,000	-71.8%	181,429	-64.4%	0.07%	-43.2%
TGT	Sell	TARGET CORPORATION COMMON STOCK USD0.167	$38,922,000	-68.7%	747,207	-66.8%	0.07%	-37.5%
BKE	Sell	BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01	$39,076,000	-52.3%	2,176,960	-50.5%	0.07%	-5.4%
UVV	Sell	UNIVERSAL CORPORATION COMMON STOCK NPV	$38,303,000	-50.6%	600,828	-45.1%	0.07%	-1.4%
PXD	Sell	PIONEER NATURAL RESOURCES COMPANY USD0.01	$38,097,000	-69.8%	240,403	-65.2%	0.07%	-38.9%
MCHP	Sell	MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$37,797,000	-45.9%	488,465	-48.3%	0.07%	+7.9%
KTWO	Sell	K2M GROUP HOLDINGS INCORPORATED COMMON STOCK USD0.001	$37,401,000	-40.5%	1,560,340	-49.2%	0.07%	+17.5%
FCB	Sell	FCB FINANCIAL HOLDINGS-CL A COMMON STOCK USD0.001	$37,206,000	-41.9%	774,314	-40.1%	0.07%	+15.5%
GGP	Sell	GGP INCORPORATED COMMON STOCK USD0.01reit	$36,812,000	-28.7%	1,546,100	-30.6%	0.07%	+43.5%
SHOO	Sell	STEVEN MADDEN LIMITED COMMON STOCK USD0.0001	$36,830,000	-48.2%	932,402	-49.6%	0.07%	+3.1%
USNA	Sell	USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001	$36,734,000	-40.0%	572,186	-45.5%	0.07%	+20.0%
NOC	Sell	NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1	$36,451,000	-46.3%	143,014	-49.6%	0.07%	+8.2%
KLAC	Sell	KLA-TENCOR CORPORATION COMMON STOCK USD0.001	$36,690,000	-66.6%	396,600	-65.5%	0.07%	-33.3%
G	Sell	GENPACT LIMITED COMMON STOCK USD0.01	$36,099,000	-22.9%	1,294,338	-31.6%	0.06%	+54.8%
ITW	Sell	ILLINOIS TOOL WORKS INC COMMON STOCK NPV	$36,279,000	-34.1%	256,171	-38.3%	0.06%	+32.7%
LAZ	Sell	LAZARD LIMITED LP CLASS 'A' USD0.01part	$35,851,000	-28.5%	769,500	-29.6%	0.06%	+44.4%
COP	Sell	CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01	$36,032,000	-65.3%	817,412	-60.7%	0.06%	-30.1%
UVE	Sell	UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01	$35,593,000	-49.1%	1,379,567	-52.0%	0.06%	+1.6%
WBS	Sell	WEBSTER FINANCIAL CORP COM STK US$0.01	$35,234,000	-45.5%	672,787	-47.4%	0.06%	+10.3%
NFX	Sell	NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01	$35,353,000	-34.8%	1,236,114	-16.3%	0.06%	+30.6%
ATH	Sell	ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001	$35,483,000	-52.0%	716,527	-51.8%	0.06%	-3.0%
IGF	Sell	ISHARES GLOBAL INFRASTRUCTURE ETFetf	$35,292,000	-46.5%	804,291	-48.7%	0.06%	+8.5%
FAF	Sell	FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001	$35,381,000	-22.9%	790,805	-32.6%	0.06%	+56.1%
VIAB	Sell	VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001	$34,930,000	-74.2%	1,016,888	-65.2%	0.06%	-48.4%
NI	New	NISOURCE INC	$35,129,000	–	1,383,588	+100.0%	0.06%	–
EA	Sell	ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01	$34,481,000	-46.1%	323,220	-54.4%	0.06%	+8.8%
JD	Sell	JD.COM INCORPORATED ADR (EACH REPRESENTING 2 SHARES)adr	$34,313,000	-42.4%	868,680	-54.0%	0.06%	+14.8%
DB	Sell	DEUTSCHE BANK AG NPV (REGISTERED)	$34,203,000	-42.1%	2,161,344	-41.4%	0.06%	+17.0%
LEA	Sell	LEAR CORP COMMON STOCK USD0.01	$34,160,000	-48.4%	244,768	-47.7%	0.06%	+5.1%
RMD	Sell	RESMED INCORPORATED COMMON STOCK USD0.004	$34,310,000	-55.4%	445,062	-58.7%	0.06%	-10.1%
ALGT	Sell	ALLEGIANT TRAVEL CO COMMON STOCK USD0.01	$34,021,000	-61.6%	249,972	-54.5%	0.06%	-23.8%
FELE	Sell	FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10	$33,794,000	-49.3%	831,352	-47.4%	0.06%	+1.7%
SU	New	SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING)	$33,160,000	–	866,700	+100.0%	0.06%	–
HTA	Sell	HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01reit	$33,031,000	-16.1%	1,058,351	-16.2%	0.06%	+71.4%
CAKE	Sell	CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01	$33,208,000	-56.5%	655,246	-46.0%	0.06%	-13.0%
YY	Buy	YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES)adr	$33,360,000	+1691.6%	581,586	+1363.6%	0.06%	+2900.0%
PBYI	Sell	PUMA BIOTECHNOLOGY INCORPORATED COMMON STOCK USD0.0001	$32,942,000	-45.4%	379,734	-76.4%	0.06%	+9.3%
AR	Sell	ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01	$32,852,000	-30.8%	1,534,421	-25.9%	0.06%	+37.2%
RES	Sell	RPC INCORPORATED COMMON STOCK USD0.10	$32,188,000	-15.8%	1,595,829	-25.8%	0.06%	+70.6%
FDS	Sell	FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01	$31,941,000	-45.7%	188,370	-47.3%	0.06%	+9.4%
KEX	Sell	KIRBY CORPORATION COMMON STOCK USD0.10	$31,558,000	-20.5%	472,066	-17.5%	0.06%	+58.3%
ROP	New	ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$31,829,000	–	138,440	+100.0%	0.06%	–
DAL	Sell	DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001	$31,486,000	-34.4%	584,478	-43.6%	0.06%	+32.6%
VRSK	Sell	VERISK ANALYTICS INC COMMON STOCK USD0.001	$31,221,000	-32.4%	374,538	-34.5%	0.06%	+36.6%
CI	Buy	CIGNA CORPORATION COMMON STOCK USD0.25	$31,301,000	+969.8%	187,770	+847.2%	0.06%	+1766.7%
AFG	Sell	AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV	$30,269,000	-49.8%	304,178	-51.8%	0.06%	+1.9%
SLF	Buy	SUN LIFE FINANCIAL INCORPORATED COMMON NPV	$30,401,000	+584.1%	659,300	+622.5%	0.06%	+1275.0%
HCP	Sell	HCP INCORPORATED REIT USD1reit	$30,426,000	-47.3%	951,423	-48.9%	0.06%	+5.8%
TGNA	Sell	TEGNA INCORPORATED COMMON STOCK USD1	$30,784,000	-71.3%	2,115,780	-49.1%	0.06%	-43.3%
TSS	Buy	TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10	$30,739,000	+33.2%	529,800	+22.3%	0.06%	+161.9%
ENIC	Sell	ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES)adr	$30,531,000	-41.5%	5,622,623	-40.7%	0.06%	+17.0%
FMBI	Sell	FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01	$30,459,000	-47.0%	1,297,229	-46.1%	0.06%	+5.8%
TECK	Sell	TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV	$30,596,000	-60.0%	1,362,268	-47.1%	0.06%	-20.3%
INTU	Buy	INTUIT INC COMMON STOCK USD0.01	$30,483,000	+83.3%	229,027	+59.2%	0.06%	+266.7%
CVCO	Sell	CAVCO INDUSTRIES INC COMMON STOCK USD0.01	$29,771,000	-50.8%	233,770	-54.8%	0.05%	0.0%
SWM	Sell	SCHWEITZER-MAUDUIT INTERNATIONAL INCORPORATED COMMON STOCK USD0.10	$30,214,000	-55.0%	808,951	-49.6%	0.05%	-10.0%
IXJ	Buy	ISHARES TRUST GLOBAL HEALTHCARE ETFetf	$29,802,000	+32293.5%	272,017	+30124.1%	0.05%	–
JNK	Sell	SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETFetf	$29,534,000	-44.4%	795,639	-44.7%	0.05%	+10.4%
MOH	Sell	MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001	$29,283,000	-41.9%	420,857	-61.7%	0.05%	+17.8%
CDEV	Sell	CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV	$29,581,000	-55.8%	1,910,916	-48.5%	0.05%	-11.7%
WSM	Sell	WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01	$29,140,000	-72.2%	599,606	-70.0%	0.05%	-43.6%
GNRC	Sell	GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01	$29,300,000	-52.3%	810,517	-50.5%	0.05%	-3.6%
AKRXQ	Sell	AKORN INC NPV USD COMMON STOCK	$28,824,000	-18.3%	861,976	-40.5%	0.05%	+62.5%
ADI	Buy	ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166	$28,907,000	+41.9%	371,846	+50.1%	0.05%	+188.9%
CHT	Sell	CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10)adr	$28,579,000	-48.5%	812,593	-50.0%	0.05%	+4.0%
BURL	New	BURLINGTON STORES INC COMMON STOCK USD0.0001	$28,199,000	–	307,078	+100.0%	0.05%	–
ENTG	Sell	ENTEGRIS INCORPORATED COMMON STOCK USD0.01	$28,547,000	-57.1%	1,294,631	-55.2%	0.05%	-15.0%
PTHN	Sell	PATHEON NV COMMON STOCK EUR0.01	$28,489,000	-46.0%	815,594	-59.5%	0.05%	+8.5%
EWBC	Sell	EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001	$28,009,000	-43.8%	479,121	-49.6%	0.05%	+11.1%
BBBY	Sell	BED BATH AND BEYOND COMMON STOCK USD0.01	$27,835,000	-72.6%	914,111	-64.1%	0.05%	-45.1%
CHTR	Sell	CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001	$27,894,000	-51.0%	83,085	-52.1%	0.05%	-2.0%
REXR	Sell	REXFORD INDUSTRIAL REALTY IN COMMON STOCK USD0.01reit	$27,853,000	-33.0%	1,021,772	-45.4%	0.05%	+35.1%
FRT	Sell	FEDERAL REALTY INVESTMENT TRUST REIT USD0.01reit	$27,656,000	-27.6%	216,549	-24.4%	0.05%	+47.1%
ADBE	Buy	ADOBE SYSTEMS INCORPORATED NPV	$27,392,000	+521.7%	193,945	+470.4%	0.05%	+1125.0%
ASX	Sell	ADVANCED SEMICONDUCTOR ENGINEERING INCORPORATED ADS (EACH REPRESENTING 5 TWD10 SHARES)adr	$26,903,000	-52.5%	4,297,604	-50.0%	0.05%	-3.9%
IP	Sell	INTERNATIONAL PAPER COMPANY COMMON STOCK USD1	$27,308,000	-66.8%	490,431	-69.5%	0.05%	-33.8%
WAT	Sell	WATERS CORPORATION COMMON STOCK USD0.01	$26,982,000	-50.0%	147,570	-57.3%	0.05%	0.0%
EXPD	Sell	EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01	$27,074,000	-48.1%	483,822	-47.5%	0.05%	+4.3%
MASI	Sell	MASIMO CORPORATION COMMON STOCK USD0.001	$26,460,000	-58.7%	289,815	-57.6%	0.05%	-17.2%
PBI	Sell	PITNEY BOWES INCORPORATED COMMON STOCK USD2	$26,421,000	-24.7%	1,729,145	-35.9%	0.05%	+50.0%
JWN	Sell	NORDSTROM INCORPORATED COMMON STOCK NPV	$26,421,000	-46.6%	555,542	-47.8%	0.05%	+9.1%
CERN	Sell	CERNER CORPORATION COMMON STOCK USD0.01	$26,403,000	-53.1%	399,255	-58.0%	0.05%	-5.9%
MTSI	Sell	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCORPORATED COMMON STOCK USD0.01	$26,809,000	-43.0%	479,415	-52.2%	0.05%	+14.3%
BBT	Buy	BB&T CORPORATION COMMON STOCK USD5	$26,125,000	+344.3%	572,784	+340.6%	0.05%	+840.0%
ATHM	Sell	AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE)adr	$26,186,000	+27.5%	581,779	-9.5%	0.05%	+161.1%
LVNTA	Sell	LIBERTY VENTURES SER A COMMON STOCK USD0.01	$26,158,000	+1.8%	504,211	-12.7%	0.05%	+104.3%
FCNCA	Sell	FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1	$26,111,000	-43.4%	69,741	-48.6%	0.05%	+14.6%
HES	Sell	HESS CORPORATION COMMON STOCK USD1	$25,730,000	-57.6%	598,374	-51.7%	0.05%	-14.8%
NGHC	Sell	NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01	$25,343,000	-48.6%	1,185,931	-43.2%	0.05%	+4.5%
FN	Sell	FABRINET COMMON STOCK USD0.01	$25,665,000	-37.0%	593,971	-37.3%	0.05%	+24.3%
LEG	Sell	LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01	$25,706,000	-76.0%	493,211	-76.7%	0.05%	-52.1%
OLED	New	UNIVERSAL DISPLAY CORPORATION COMMON STOCK USD0.01	$25,450,000	–	230,000	+100.0%	0.05%	–
FL	Sell	FOOT LOCKER INCORPORATED COMMON STOCK USD0.01	$25,622,000	-68.8%	526,123	-51.8%	0.05%	-37.8%
AMH	Sell	AMERICAN HOMES 4 RENT CLASS A COMMON STOCK USD0.01reit	$25,770,000	-59.1%	1,156,111	-57.8%	0.05%	-19.3%
RY	Buy	ROYAL BANK OF CANADA COMMON NPV	$25,339,000	+1.2%	267,563	+4.6%	0.05%	+109.1%
JACK	Sell	JACK IN THE BOX INCORPORATED COMMON STOCK USD0.01	$25,333,000	-57.9%	259,399	-56.2%	0.05%	-14.8%
RS	Sell	RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV	$24,958,000	-54.9%	341,427	-50.6%	0.04%	-10.0%
DUK	Sell	DUKE ENERGY CORPORATION COMMON STOCK USD0.001	$24,980,000	-24.4%	297,275	-26.2%	0.04%	+50.0%
PH	Sell	PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5	$24,931,000	-78.6%	158,751	-78.1%	0.04%	-57.1%
SHW	Sell	SHERWIN-WILLIAMS COMPANY (THE) COMMON STOCK USD1	$24,474,000	-45.9%	69,403	-52.4%	0.04%	+7.3%
ESRT	Sell	EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01reit	$24,469,000	-45.5%	1,186,076	-45.6%	0.04%	+10.0%
RRC	Sell	RANGE RESOURCES CORPORATION COMMON STOCK USD0.01	$24,329,000	-54.6%	1,031,330	-44.9%	0.04%	-8.3%
LEMB	Sell	ISHARES JP MORGAN EM LOCAL CURRENCY ETFetf	$24,497,000	-47.4%	525,020	-48.4%	0.04%	+4.8%
AMSF	Sell	AMERISAFE INCORPORATED COMMON STOCK USD0.01	$24,542,000	-31.4%	430,189	-22.2%	0.04%	+37.5%
VNO	Sell	VORNADO REALTY TRUST COMMON STOCK USD0.04reit	$24,021,000	-49.8%	257,317	-46.0%	0.04%	0.0%
ROST	Sell	ROSS STORES INCORPORATE COMMON STOCK USD0.01	$23,731,000	-42.9%	414,158	-33.7%	0.04%	+16.2%
SWKS	Buy	SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25	$23,680,000	+1064.2%	246,333	+1088.1%	0.04%	+2050.0%
SFR	Sell	COLONY STARWOOD HOMES REIT USD0.01reit	$23,987,000	-38.9%	706,729	-38.9%	0.04%	+22.9%
WELL	Sell	WELLTOWER INCORPORATED COMMON STOCK USD1reit	$23,190,000	-56.9%	311,268	-59.0%	0.04%	-12.5%
BMY	Sell	BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10	$23,216,000	-3.5%	415,900	-4.3%	0.04%	+90.9%
IWM	Sell	ISHARES TRUST RUSSELL 2000 ETFetf	$23,472,000	-56.2%	166,305	-57.4%	0.04%	-12.5%
SO	Sell	SOUTHERN COMPANY (THE) COMMON STOCK USD5	$23,373,000	-25.7%	484,023	-23.6%	0.04%	+50.0%
HPP	Sell	HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01reit	$23,381,000	-56.4%	685,037	-56.0%	0.04%	-12.5%
CVE	Buy	CENOVUS ENERGY INCORPORATED COMMON NPV	$23,236,000	-23.1%	2,632,839	+31.1%	0.04%	+55.6%
COST	Sell	COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01	$23,252,000	-50.2%	146,532	-47.3%	0.04%	0.0%
ROIC	Sell	RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001reit	$23,398,000	-49.0%	1,200,524	-45.5%	0.04%	+2.4%
QTS	Sell	QTS REALTY TRUST INC-CL A COMMON STOCK USD0.01reit	$23,176,000	-33.1%	445,611	-37.8%	0.04%	+35.5%
ARCC	Sell	ARES CAPITAL CORPORATION COMMON STOCK USD0.001	$22,891,000	-49.4%	1,406,936	-46.2%	0.04%	0.0%
SUI	Sell	SUN COMMUNITIES INC COM STK US$0.01reit	$22,539,000	-39.6%	257,236	-45.1%	0.04%	+20.6%
HCM	Sell	HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY)adr	$22,749,000	-43.4%	976,364	-50.0%	0.04%	+13.9%
AVGO	Sell	BROADCOM LIMITED COMMON STOCK NPV	$22,666,000	-23.1%	96,847	-27.7%	0.04%	+57.7%
SYK	Buy	STRYKER CORP COM STK USD0.10	$22,348,000	+43.0%	161,002	+36.0%	0.04%	+185.7%
CLB	Sell	CORE LABORATORIES NV EUR0.02	$22,082,000	-58.7%	221,126	-52.8%	0.04%	-16.7%
HCI	Sell	HCI GROUP INCORPORATED COMMON STOCK NPV	$22,056,000	-44.3%	462,396	-47.5%	0.04%	+11.1%
ST	Sell	SENSATA TECHNOLOGIES HOLDING NV USD0.01	$21,911,000	-29.2%	517,000	-26.3%	0.04%	+42.9%
KNL	Sell	KNOLL INCORPORATED COMMON STOCK USD0.01	$21,831,000	-70.2%	1,079,615	-65.1%	0.04%	-40.9%
MPC	Sell	MARATHON PETROLEUM CORPORATION COMMON STOCK NPV	$21,396,000	-65.5%	412,967	-66.6%	0.04%	-30.4%
ADSW	Sell	ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01	$21,558,000	-48.7%	953,491	-48.2%	0.04%	+2.6%
JWA	Sell	WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1	$21,463,000	-82.0%	405,337	-82.0%	0.04%	-63.6%
RRR	Sell	RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01	$21,752,000	-44.3%	925,226	-46.8%	0.04%	+11.4%
CHE	Sell	CHEMED CORPORATION COMMON STOCK USD1	$21,576,000	-45.1%	105,109	-50.4%	0.04%	+11.4%
INCR	Sell	INC RESEARCH HOLDINGS INCORPORATED A COMMON STOCK USD0.01	$21,604,000	-35.4%	370,558	-49.8%	0.04%	+30.0%
	Sell	TARENA INTERNATIONAL INCORPORATION-ADR USD0.001adr	$21,523,000	-44.9%	1,196,390	-41.9%	0.04%	+11.4%
NBL	Sell	NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01	$21,423,000	-40.2%	747,739	-28.4%	0.04%	+21.9%
CUBE	Sell	CUBESMART REIT USD0.01reit	$21,390,000	-49.1%	897,253	-45.4%	0.04%	+2.6%
AUY	Sell	YAMANA GOLD INCORPORATED COMMON NPV (US LISTING)	$21,514,000	-69.0%	8,043,363	-61.6%	0.04%	-37.1%
UDR	Sell	UDR INCORPORATED REIT USD0.01reit	$21,434,000	-54.0%	546,789	-57.6%	0.04%	-7.1%
FLT	New	FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$21,199,000	–	145,200	+100.0%	0.04%	–
RHI	Sell	ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1	$21,292,000	-84.4%	445,719	-84.1%	0.04%	-68.9%
ADP	Sell	AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10	$21,355,000	-53.8%	210,481	-53.5%	0.04%	-9.5%
OXM	Sell	OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1	$21,263,000	-20.7%	339,936	-26.3%	0.04%	+58.3%
KRNT	Sell	KORNIT DIGITAL LIMITED ILS0.01 (US LISTING)	$20,837,000	-48.4%	1,065,848	-49.8%	0.04%	+5.6%
DFIN	Sell	DONNELLEY FINANCIAL SOLUTION INCORPORATED COMMON STOCK USD0.01	$20,649,000	-24.1%	887,375	-37.4%	0.04%	+54.2%
CE	Buy	CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING)	$20,741,000	+465.1%	221,615	+442.8%	0.04%	+1133.3%
CYOU	Sell	CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES)adr	$20,322,000	-33.3%	528,118	-50.0%	0.04%	+37.0%
GBDC	Sell	GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001	$20,459,000	-49.7%	1,067,822	-48.2%	0.04%	0.0%
MXIM	Sell	MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001	$20,768,000	-48.6%	467,323	-48.0%	0.04%	+2.8%
MET	Sell	METLIFE INCORPORATED COMMON STOCK USD0.01	$20,514,000	-89.6%	372,591	-89.9%	0.04%	-79.1%
PDCE	Sell	PDC ENERGY INCORPORATED COMMON STOCK USD0.01	$20,721,000	-76.9%	489,038	-66.2%	0.04%	-54.3%
KW	Sell	KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$20,179,000	-55.5%	1,059,255	-49.4%	0.04%	-12.2%
ADS	Buy	ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01	$19,842,000	+299.2%	76,873	+284.9%	0.04%	+800.0%
HHC	Buy	HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01	$19,824,000	+89.7%	163,504	+81.5%	0.04%	+300.0%
RGEN	Sell	REPLIGEN CORPORATION COMMON STOCK USD0.01	$20,121,000	-41.5%	483,224	-50.8%	0.04%	+16.1%
CRI	Sell	CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01	$20,233,000	-45.6%	228,600	-44.8%	0.04%	+9.1%
UE	Sell	URBAN EDGE PROPERTIES REIT USD0.01reit	$19,980,000	-20.1%	829,715	-12.8%	0.04%	+63.6%
NKE	Buy	NIKE INCORPORATED CLASS B COMMON STOCK NPV	$20,229,000	+13.0%	380,466	+19.1%	0.04%	+125.0%
BMS	Sell	BEMIS COMPANY INCORPORATED COMMON STOCK USD0.10	$19,682,000	-81.5%	419,200	-80.8%	0.04%	-63.5%
DRI	Sell	DARDEN RESTAURANTS INC COM STK USD0.01	$19,201,000	-87.0%	209,253	-88.3%	0.04%	-73.7%
SBS	Buy	COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE)adr	$19,207,000	+1627.2%	2,054,300	+1798.6%	0.04%	+3400.0%
PYPL	Sell	PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$18,775,000	-32.9%	351,474	-45.3%	0.03%	+36.0%
PSA	Sell	PUBLIC STORAGE COMMON STOCK USD0.10reit	$18,671,000	-41.2%	89,949	-37.8%	0.03%	+17.2%
HELE	Sell	HELEN OF TROY LIMITED COMMON STOCK USD0.10	$18,937,000	-51.6%	204,391	-50.8%	0.03%	-2.9%
XRX	New	XEROX CORPORATION COMMON STOCK USD1(POST REV SPLIT)	$18,942,000	–	659,314	+100.0%	0.03%	–
AMP	Buy	AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01	$18,981,000	+1184.2%	148,269	+1200.6%	0.03%	+3300.0%
EPAM	Sell	EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001	$18,110,000	-28.8%	216,703	-35.3%	0.03%	+43.5%
NWLI	Sell	NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01	$18,319,000	-49.1%	57,210	-51.4%	0.03%	+3.1%
LOW	Sell	LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50	$18,375,000	-81.3%	239,881	-79.9%	0.03%	-62.5%
PUMP	Sell	PROPETRO HOLDING CORPORATION COMMON STOCK NPV	$18,195,000	-8.6%	1,300,586	-15.7%	0.03%	+83.3%
CACC	Sell	CREDIT ACCEPTANCE CORPORATION COMMON STOCK USD0.01	$18,314,000	-63.0%	70,466	-71.5%	0.03%	-26.7%
CPT	Buy	CAMDEN PROPERTY TRUST REIT USD0.01reit	$18,266,000	+596.1%	212,620	+552.7%	0.03%	+1550.0%
CABO	Sell	CABLE ONE INCORPORATED COMMON STOCK NPV	$18,100,000	-47.4%	25,464	-53.6%	0.03%	+6.5%
RSPP	Sell	RSP PERMIAN INCORPORATED COMMON STOCK USD0.01	$18,275,000	-54.5%	577,216	-41.6%	0.03%	-8.3%
LVS	Sell	LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001	$18,263,000	-70.5%	287,568	-73.5%	0.03%	-41.1%
GCI	Sell	GANNETT COMPANY INCORPORATED COMMON STOCK NPV	$17,704,000	-49.4%	2,002,784	-51.7%	0.03%	+3.2%
CODI	Sell	COMPASS DIVERSIFIED HOLDINGS LP NPVpart	$17,509,000	-49.9%	1,012,093	-52.5%	0.03%	+3.2%
IWD	Sell	ISHARES TRUST RUSSELL 1000 VALUE ETFetf	$17,701,000	-49.2%	152,240	-49.7%	0.03%	+3.2%
EW	Sell	EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1	$17,822,000	-60.2%	152,025	-68.2%	0.03%	-20.0%
JKHY	Sell	JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01	$17,883,000	-50.7%	172,451	-55.4%	0.03%	-3.0%
AET	Sell	AETNA INCORPORATED COMMON STOCK NPV	$17,107,000	-76.4%	112,711	-80.3%	0.03%	-52.3%
QCP	Sell	QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01reit	$16,966,000	-65.7%	896,233	-66.1%	0.03%	-29.5%
HFWA	Sell	HERITAGE FINANCIAL CORP COMMON STOCK NPV	$16,833,000	-44.8%	635,212	-48.4%	0.03%	+11.1%
SPNV	Sell	SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001	$16,898,000	-27.8%	1,624,777	-4.2%	0.03%	+42.9%
MFC	Buy	MANULIFE FINANCIAL CORPORATION COMMON NPV (HONG KONG LISTING)	$16,673,000	+44.4%	632,010	+61.9%	0.03%	+200.0%
VALEP	Sell	VALES SA SPONSORED ADR (REPRESENTING 1 PREFERENCE 'A' SHARE)adr	$16,908,000	-55.8%	2,074,577	-51.0%	0.03%	-11.8%
EXR	Sell	EXTRA SPACE STORAGE INCORPORATED REIT USD0.01reit	$16,628,000	-47.9%	214,478	-50.2%	0.03%	+3.4%
SFNC	Sell	SIMMONS FIRST NATIONAL CORPORATION CLASS A COMMON STOCK USD0.10	$16,403,000	-52.0%	304,886	-50.0%	0.03%	-3.2%
UVSP	Sell	UNIVEST CORPORATION OF PENNSYLVANIA COMMON STOCK USD5	$15,903,000	-40.3%	523,984	-48.0%	0.03%	+20.8%
ILG	Sell	ILG INCORPORATED COMMON STOCK USD0.01	$16,268,000	-64.0%	593,274	-72.7%	0.03%	-29.3%
CHRW	Sell	C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10	$15,995,000	-55.6%	236,789	-49.0%	0.03%	-9.4%
ARD	Buy	ARDAGH FINANCE HOLDINGS SA EUR0.01	$15,819,000	+80.1%	698,724	+74.7%	0.03%	+262.5%
DAR	Sell	DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01	$15,839,000	-38.2%	1,012,047	-43.2%	0.03%	+26.1%
RL	Sell	RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01	$16,208,000	-81.3%	221,091	-79.1%	0.03%	-62.8%
ESE	Sell	ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$15,544,000	-66.1%	261,250	-67.0%	0.03%	-31.7%
VIAV	Sell	VIAVI SOLUTIONS INCORPORATED COMMON STOCK USD0.001	$15,712,000	-50.8%	1,487,921	-49.7%	0.03%	-3.4%
MHK	Sell	MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$15,519,000	-58.1%	64,737	-60.0%	0.03%	-15.2%
BBAR	Sell	BBVA BANCO FRANCES SAadr	$15,282,000	-27.9%	820,745	-28.2%	0.03%	+47.4%
ADM	Sell	ARCHER-DANIELS-MIDLAND CO COM STK NPV	$15,512,000	-79.8%	381,768	-77.1%	0.03%	-59.4%
CCJ	Buy	CAMECO CORPORATION COMMON NPV	$14,747,000	+6.2%	1,201,893	+29.4%	0.03%	+125.0%
YELP	Sell	YELP INCORPORATED COMMON STOCK USD0.000001	$15,096,000	-55.6%	505,051	-51.7%	0.03%	-12.9%
RDC	Sell	ROWAN COMPANIES PLC COMMON STOCK USD0.125	$14,826,000	-75.4%	1,398,649	-64.2%	0.03%	-50.0%
TNH	Sell	TERRA NITROGEN COMPANY LP NPVpart	$15,188,000	-56.8%	176,035	-51.8%	0.03%	-15.6%
MDCA	Sell	MDC PARTNERS INCORPORATED - A COMMON STOCK NPV	$14,968,000	-45.9%	1,504,336	-48.4%	0.03%	+8.0%
HR	Sell	HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01reit	$15,219,000	-42.8%	448,950	-45.5%	0.03%	+12.5%
ALV	Sell	AUTOLIV INCORPORATED COMMON STOCK USD1	$15,153,000	-68.1%	139,070	-70.3%	0.03%	-37.2%
NDSN	Buy	NORDSON CORPORATION COMMON STOCK NPV	$14,979,000	+2791.7%	125,800	+2895.2%	0.03%	–
WOW	New	WIDEOPENWEST INCORPORATED COMMON STOCK USD0.01	$14,918,000	–	857,353	+100.0%	0.03%	–
ISRG	New	INTUITIVE SURGICAL COMMON STOCK USD0.001	$14,441,000	–	15,519	+100.0%	0.03%	–
FTNT	Sell	FORTINET INCORPORATED COMMON STOCK USD0.001	$14,189,000	-69.3%	375,967	-69.2%	0.03%	-38.1%
DLR	Sell	DIGITAL REALTY TRUST INCORPORATED REIT USD0.01reit	$14,525,000	-59.0%	128,619	-61.7%	0.03%	-18.8%
RNR	Sell	RENAISSANCE HOLDINGS COMMON STOCK NPV	$14,296,000	-87.1%	101,914	-86.7%	0.03%	-74.0%
GTE	Sell	GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING)	$14,649,000	-68.2%	5,287,977	-60.3%	0.03%	-36.6%
FITB	Sell	FIFTH THIRD BANCORP COM STK NPV	$14,515,000	-52.7%	556,759	-53.3%	0.03%	-7.1%
CRTO	Sell	CRITEO SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE)adr	$14,355,000	-80.6%	301,000	-79.4%	0.03%	-60.6%
GM	Sell	GENERAL MOTORS COMPANY COMMON STOCK USD0.01	$14,252,000	-48.2%	408,843	-47.4%	0.03%	+4.0%
UGI	Buy	UGI CORPORATION COMMON STOCK NPV	$14,179,000	+2287.0%	292,584	+2338.2%	0.03%	+2500.0%
WPX	Sell	WPX ENERGY INCORPORATED COMMON STOCK USD1	$14,029,000	-33.7%	1,470,545	-9.6%	0.02%	+31.6%
HUM	Sell	HUMANA INC COMMON STOCK USD0.166	$14,071,000	-1.2%	58,792	-14.6%	0.02%	+92.3%
SHO	Sell	SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01reit	$13,829,000	-41.8%	847,404	-46.0%	0.02%	+19.0%
GME	Sell	GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001	$13,327,000	-70.5%	616,731	-69.3%	0.02%	-41.5%
ASGN	Sell	ON ASSIGNMENT COMMON STOCK USD0.01	$13,532,000	-38.9%	249,803	-46.2%	0.02%	+20.0%
OTIC	Sell	OTONOMY INC COMMON STOCK USD0.001	$13,429,000	-28.2%	725,915	-52.5%	0.02%	+41.2%
SNECQ	Sell	SANCHEZ ENERGY CORPORATION COMMON STOCK USD0.01	$13,504,000	-44.8%	1,894,000	-27.6%	0.02%	+9.1%
ENR	Sell	ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV	$13,151,000	-44.2%	271,673	-35.6%	0.02%	+14.3%
SSD	Sell	SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01	$13,276,000	-45.1%	304,907	-46.0%	0.02%	+9.1%
CW	New	CURTISS-WRIGHT CORPORATION COMMON STOCK USD1	$13,442,000	–	148,200	+100.0%	0.02%	–
TDOC	Sell	TELADOC INC COMMON STOCK USD0.001	$13,074,000	-40.6%	370,896	-57.5%	0.02%	+20.0%
CMP	Sell	COMPASS MINERALS INTERNATIONAL COMMON STOCK USD0.01	$13,284,000	-52.4%	202,499	-50.7%	0.02%	-4.0%
NGD	Sell	NEW GOLD INCORPORATED COMMON NPV (US LISTING)	$13,266,000	-14.7%	4,251,616	-16.9%	0.02%	+71.4%
BPI	Sell	BRIDGEPOINT EDUCATION INCORPORATED COMMON STOCK USD0.01	$13,180,000	-43.6%	878,054	-59.9%	0.02%	+14.3%
CGNX	New	COGNEX CORPORATION COMMON STOCK USD0.002	$12,603,000	–	146,700	+100.0%	0.02%	–
PAAS	Sell	PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING)	$12,831,000	-21.8%	757,410	-19.2%	0.02%	+53.3%
ANTM	Sell	ANTHEM INCORPORATED COMMON STOCK USD0.01	$12,976,000	-76.3%	69,330	-78.9%	0.02%	-53.1%
AMAT	Buy	APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01	$12,618,000	+60.9%	304,508	+51.0%	0.02%	+228.6%
ALLY	Sell	ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10	$13,031,000	-80.4%	614,400	-81.1%	0.02%	-61.7%
PEB	Sell	PEBBLEBROOK HOTEL TRUST REIT USD0.01reit	$12,498,000	-46.7%	379,862	-53.5%	0.02%	+9.5%
BXE	Sell	BELLATRIX EXPLORATION LIMITED COMMON NPV	$13,017,000	-72.9%	18,080,068	-60.9%	0.02%	-46.5%
VWO	Buy	VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETFetf	$12,915,000	+33.0%	318,793	+31.4%	0.02%	+155.6%
ABEV	Sell	AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV)adr	$12,660,000	-38.7%	2,314,523	-35.1%	0.02%	+21.1%
CME	Sell	CME GROUP INCORPORATED COMMON STOCK USD0.01	$12,676,000	-72.0%	101,375	-73.4%	0.02%	-43.9%
FRME	New	FIRST MERCHANTS CORPORATION COMMON STOCK NPV	$11,991,000	–	295,045	+100.0%	0.02%	–
IDCC	Buy	INTERDIGITAL INCORPORATED COMMON STOCK USD0.01	$12,103,000	+476.3%	152,815	+524.5%	0.02%	+1000.0%
VSM	Sell	VERSUM MATERIALS INCORPORATED COMMON STOCK USD1	$12,406,000	-51.4%	382,085	-54.4%	0.02%	-4.3%
PAC	Sell	GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES)adr	$12,371,000	+5.1%	109,272	-9.1%	0.02%	+100.0%
ELP	Sell	CIA PARANAENSE ENER-SP ADR Padr	$12,160,000	-79.5%	1,656,800	-71.6%	0.02%	-58.5%
PX	Sell	PRAXAIR INCORPORATED COMMON STOCK USD0.01	$12,193,000	-70.2%	92,604	-73.2%	0.02%	-40.5%
AMCX	Buy	AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$11,946,000	+25.4%	224,290	+37.6%	0.02%	+144.4%
LKFN	Sell	LAKELAND FINANCIAL CORPORATION COMMON STOCK NPV	$11,633,000	-55.9%	250,446	-59.0%	0.02%	-12.5%
GPC	Sell	GENUINE PARTS CO COM STK US$1	$11,444,000	-91.6%	125,600	-91.5%	0.02%	-82.8%
FFIV	Buy	F5 NETWORKS INCORPORATED COMMON STOCK NPV	$11,803,000	+14.9%	92,704	+28.6%	0.02%	+133.3%
DVN	Sell	DEVON ENERGY CORPORATION COMMON STOCK USD0.10	$11,814,000	-81.2%	371,386	-75.5%	0.02%	-62.5%
SPY	Sell	SPDR S&P 500 ETF TRUSTetf	$11,896,000	-43.8%	49,289	-44.9%	0.02%	+10.5%
POR	Sell	PORTLAND GENERAL ELECTRIC COMPANY COMMON STOCK NPV	$11,806,000	-87.1%	258,735	-87.5%	0.02%	-74.7%
SRCI	Sell	SRC Energy Incorporated COMMON STOCK USD0.001	$11,739,000	-61.7%	1,814,366	-50.0%	0.02%	-25.0%
GMED	Sell	GLOBUS MEDICAL INC - A COMMON STOCK USD0.001	$10,942,000	-46.6%	327,900	-53.0%	0.02%	+11.1%
CSGS	Sell	CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$11,081,000	-83.6%	272,945	-84.7%	0.02%	-67.2%
PDCO	Sell	PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01	$11,232,000	-18.9%	236,007	-22.8%	0.02%	+66.7%
ACIA	Buy	ACACIA COMMUNICATIONS INC	$11,075,000	-22.1%	267,631	+8.9%	0.02%	+53.8%
GOLD	Sell	RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05)adr	$10,883,000	-58.0%	124,119	-58.6%	0.02%	-13.0%
ATGE	New	ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01	$10,952,000	–	288,593	+100.0%	0.02%	–
AMX	Sell	AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES)adr	$10,590,000	-33.9%	672,384	-39.4%	0.02%	+35.7%
XLNX	Sell	XILINX INCORPORATED COMMON STOCK USD0.01	$10,429,000	-58.3%	162,497	-62.4%	0.02%	-13.6%
YUM	Sell	YUM BRANDS INCORPORATED COMMON STOCK NPV	$10,482,000	-60.9%	142,700	-66.0%	0.02%	-20.8%
REVG	Sell	REV GROUP INCORPORATED COMMON STOCK USD0.001	$10,552,000	-48.8%	376,843	-49.6%	0.02%	0.0%
ECL	Sell	ECOLAB INC COMMON STOCK USD1	$10,698,000	-50.3%	81,387	-52.6%	0.02%	0.0%
INT	Sell	WORLD FUEL SERVICES CORPORATION COMMON STOCK USD0.01	$10,428,000	-47.6%	271,908	-50.9%	0.02%	+5.6%
EPC	Buy	EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01	$10,609,000	+26.8%	140,100	+23.1%	0.02%	+137.5%
EAT	Sell	BRINKER INTERNATIONAL INC	$10,375,000	-89.0%	269,396	-87.4%	0.02%	-77.6%
TDC	Sell	TERADATA CORPORATION COMMON STOCK USD0.01	$10,700,000	-89.8%	358,360	-89.3%	0.02%	-79.8%
SOI	New	SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A	$10,623,000	–	921,311	+100.0%	0.02%	–
IDXX	Buy	IDEXX LABORATORIES CORP	$10,733,000	+98.0%	66,856	+90.5%	0.02%	+280.0%
NEM	Sell	NEWMONT MINING CORPORATION COMMON STOCK USD1.60	$10,262,000	-59.4%	318,410	-58.5%	0.02%	-17.4%
EV	Sell	EATON VANCE CORPORATION COMMON STOCK USD0.00781	$10,533,000	-85.4%	222,864	-86.1%	0.02%	-70.8%
PETS	Sell	PETMED EXPRESS INC COMMON STOCK USD0.001	$10,754,000	+0.4%	265,611	-50.3%	0.02%	+90.0%
FLXN	Sell	Flexion Therapeutics Inc COMMON STOCKUSD0.001000	$10,474,000	-50.9%	509,427	-35.4%	0.02%	0.0%
EXC	Buy	EXELON CORPORATION COMMON STOCK NPV	$10,449,000	+80.3%	291,547	+79.7%	0.02%	+280.0%
FISV	Sell	FISERV INCORPORATED COMMON STOCK USD0.01	$10,074,000	-64.7%	82,837	-66.3%	0.02%	-30.8%
ETR	Sell	ENTERGY CORPORATION COMMON STOCK USD0.01	$10,043,000	-74.1%	130,634	-74.5%	0.02%	-48.6%
MON	Buy	MONSANTO COMPANY COMMON STOCK USD0.01	$9,809,000	+33.7%	83,126	+28.4%	0.02%	+157.1%
MOMO	New	MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES)adr	$9,942,000	–	268,200	+100.0%	0.02%	–
SPG	Sell	SIMON PROPERTY GROUP INCORPORATED COMMON STOCK USD0.0001reit	$9,766,000	-89.3%	60,070	-88.8%	0.02%	-78.0%
PRU	Sell	PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01	$10,214,000	-72.8%	94,236	-73.1%	0.02%	-47.1%
CTB	Sell	COOPER TIRE & RUBBER COMPANY COMMON STOCK USD1	$10,060,000	-71.7%	278,279	-65.6%	0.02%	-43.8%
SQM	Sell	SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B)adr	$10,102,000	-27.2%	304,000	-24.9%	0.02%	+50.0%
NOV	Sell	NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01	$9,799,000	-91.9%	302,064	-90.0%	0.02%	-83.5%
LKQ	Sell	LKQ CORPORATION COMMON STOCK USD0.01	$9,447,000	-46.3%	289,331	-51.3%	0.02%	+6.2%
CCMP	New	CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001	$9,264,000	–	124,000	+100.0%	0.02%	–
BTEGF	Sell	BAYTEX ENERGY CORPORATION COMMON NPV	$9,508,000	-65.3%	3,027,800	-49.2%	0.02%	-32.0%
KRNY	Sell	KEARNY FINANCIAL CORPORATION OF MARYLAND COMMON STOCK USD0.01	$9,423,000	-65.8%	634,540	-65.2%	0.02%	-32.0%
GFI	Sell	GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY)adr	$9,696,000	-75.8%	2,843,481	-75.3%	0.02%	-52.8%
WFTIQ	Sell	WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD0.001 (US LISTING)	$9,470,000	-60.7%	2,459,667	-32.7%	0.02%	-22.7%
M	Sell	MACY'S INCORPORATED COMMON STOCK USD0.01	$9,272,000	-86.5%	403,987	-82.6%	0.02%	-72.6%
NYCB	Sell	NEW YORK COMMUNITY BANCORP INCORPORATED COMMON STOCK USD0.01	$9,472,000	-66.8%	715,408	-64.3%	0.02%	-34.6%
OII	Sell	OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25	$9,635,000	-53.7%	425,177	-45.0%	0.02%	-10.5%
FCAU	Sell	FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING)	$9,629,000	-63.8%	1,030,405	-60.2%	0.02%	-29.2%
MTD	Sell	METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01	$9,419,000	-37.2%	16,131	-48.5%	0.02%	+30.8%
APAM	Sell	ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01	$9,535,000	-66.0%	317,833	-68.8%	0.02%	-32.0%
MIC	Sell	MACQUARIE INFRASTRUCTURE CORPORATION COMMON STOCK USD1	$9,141,000	-75.2%	116,208	-74.6%	0.02%	-51.5%
CNC	Sell	CENTENE CORPORATION COMMON STOCK USD0.001	$8,645,000	-91.8%	108,132	-92.6%	0.02%	-83.0%
HMTV	Sell	HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001	$9,027,000	-49.4%	758,544	-49.4%	0.02%	0.0%
MATW	Sell	MATTHEWS INTERNATIONAL CORPORATION CLASS 'A' COMMON STOCK USD1	$8,928,000	-65.6%	145,995	-62.6%	0.02%	-30.4%
AES	Sell	AES CORPORATION COMMON STOCK USD0.01	$8,749,000	-31.2%	783,925	-31.7%	0.02%	+45.5%
RACE	Sell	FERRARI NV EUR0.01	$8,699,000	-31.7%	115,682	-36.8%	0.02%	+45.5%
FE	Sell	FIRSTENERGY CORPORATION COMMON STOCK USD0.10	$8,266,000	-78.1%	286,809	-76.2%	0.02%	-55.9%
REGN	Sell	REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001	$8,402,000	-1.5%	16,476	-25.4%	0.02%	+87.5%
XYL	Sell	XYLEM INCORPORATED COMMON STOCK USD0.01	$8,541,000	-35.7%	155,573	-41.5%	0.02%	+25.0%
QEP	Sell	QEP RESOURCES INCORPORATED COMMON STOCK USD0.01	$8,544,000	-71.8%	860,448	-65.0%	0.02%	-44.4%
CPG	Sell	CRESCENT POINT ENERGY CORPORATION COMMON NPV	$8,476,000	-81.6%	848,403	-73.3%	0.02%	-64.3%
APH	Sell	AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001	$8,128,000	-50.5%	110,207	-51.8%	0.02%	0.0%
HAL	Buy	HALLIBURTON COMPANY COMMON STOCK USD2.50	$8,454,000	+504.7%	199,280	+599.2%	0.02%	+1400.0%
GOLD	Sell	BARRICK GOLD CORPORATION COMMON NPV (US LISTING)	$8,434,000	-58.3%	530,417	-50.6%	0.02%	-16.7%
CHDN	Sell	CHURCHILL DOWNS INC	$8,095,000	-74.7%	44,541	-77.9%	0.02%	-48.3%
BSAC	Sell	BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES)adr	$8,450,000	-52.7%	334,918	-52.7%	0.02%	-6.2%
CHSP	Sell	CHESAPEAKE LODGING TRUST COMMON STOCK USD0.01reit	$8,556,000	-77.7%	347,804	-78.5%	0.02%	-55.9%
F	Sell	FORD MOTOR COMPANY COMMON STOCK USD0.01	$8,385,000	-44.3%	750,641	-41.8%	0.02%	+7.1%
BDX	Sell	BECTON DICKINSON & COMPANY COMMON STOCK USD1	$8,419,000	-49.4%	43,571	-51.9%	0.02%	0.0%
MKC	Sell	MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV	$8,302,000	-39.0%	87,063	-37.6%	0.02%	+25.0%
CNI	Buy	CANADIAN NATIONAL RAILWAY COMMON STOCK NPV	$8,046,000	+3963.6%	76,297	+3714.8%	0.02%	–
ABT	Sell	ABBOTT LABORATORIES COMMON STOCK NPV	$8,420,000	-28.3%	172,779	-34.5%	0.02%	+36.4%
BUFF	New	BLUE BUFFALO PET PRODUCTS INC COMMON STOCK USD	$8,329,000	–	365,600	+100.0%	0.02%	–
PNW	Sell	PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50	$7,679,000	-49.0%	90,129	-50.2%	0.01%	0.0%
PCAR	Buy	PACCAR INCORPORATED COMMON STOCK USD1	$7,585,000	+189.9%	116,140	+200.4%	0.01%	+600.0%
URBN	Sell	URBAN OUTFITTERS INC	$7,912,000	-72.7%	429,100	-63.8%	0.01%	-46.2%
EGO	Sell	ELDORADO GOLD CORPORATION LIMITED COMMON NPV	$7,649,000	-84.5%	2,487,867	-80.5%	0.01%	-68.2%
AVB	Sell	AVALONBAY COMMUNITIES INCORPORATED COMMON STOCK USD0.01reit	$7,604,000	-89.3%	39,604	-89.8%	0.01%	-78.1%
SJW	Sell	SJW Group COMMON STOCK USD1.042	$7,661,000	-48.1%	154,522	-50.0%	0.01%	+7.7%
GD	Buy	GENERAL DYNAMICS CORPORATION COMMON STOCK USD1	$7,656,000	+70.4%	38,871	+63.3%	0.01%	+250.0%
INSW	Sell	INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV	$7,736,000	-35.1%	357,816	-42.3%	0.01%	+27.3%
THO	Sell	THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10	$7,888,000	-70.7%	74,761	-73.1%	0.01%	-41.7%
BSX	Sell	BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01	$7,656,000	-41.3%	275,180	-48.4%	0.01%	+16.7%
AEL	Sell	AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1	$7,877,000	-57.6%	299,276	-61.9%	0.01%	-17.6%
MTDR	Sell	MATADOR RESOURCES COMPANY COMMON STOCK USD0.01	$7,506,000	-72.9%	357,281	-69.8%	0.01%	-44.0%
CNP	Buy	CENTERPOINT ENERGY INCORPORATED COMMON STOCK NPV	$8,022,000	+19.3%	292,128	+19.5%	0.01%	+133.3%
LPNT	Sell	LIFEPOINT HEALTH INCORPORATED COMMON STOCK USD0.01	$7,872,000	-56.9%	116,971	-57.6%	0.01%	-12.5%
SUPV	Sell	GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES)adr	$7,720,000	-39.1%	431,294	-42.8%	0.01%	+27.3%
TTC	Sell	TORO COMPANY COMMON STOCK USD1	$7,405,000	-31.4%	107,281	-37.1%	0.01%	+30.0%
MMC	Sell	MARSH & MCLENNAN COS INC COMMON STOCK USD1	$7,482,000	-43.3%	96,345	-45.9%	0.01%	+8.3%
JNPR	New	JUNIPER NETWORKS INCORPORATED COMMON STOCK USD0.00001	$7,088,000	–	254,800	+100.0%	0.01%	–
MTG	Sell	MGIC INVESTMENT CORPORATION COMMON STOCK USD1	$7,263,000	-70.8%	646,760	-73.9%	0.01%	-40.9%
VIVO	Sell	MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV	$7,050,000	-47.7%	443,346	-55.1%	0.01%	+8.3%
IWR	Sell	ISHARES TRUST RUSSELL MID-CAP ETFetf	$7,196,000	-48.3%	37,546	-49.5%	0.01%	0.0%
KEYS	Sell	KEYSIGHT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$7,432,000	-43.9%	192,537	-46.8%	0.01%	+8.3%
HAS	Buy	HASBRO INC COMMON STOCK USD0.50	$6,941,000	+143.7%	63,058	+120.5%	0.01%	+333.3%
HF	Sell	HFF INCORPORATED CLASS A COMMON STOCK USD0.01	$7,335,000	-71.7%	212,123	-77.6%	0.01%	-43.5%
EVR	Sell	EVERCORE PARTNERS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$7,360,000	-47.0%	104,100	-41.8%	0.01%	+8.3%
	New	GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES)adr	$7,471,000	–	904,481	+100.0%	0.01%	–
DE	Buy	DEERE & COMPANY COMMON STOCK USD1	$7,128,000	+17720.0%	58,468	+15788.0%	0.01%	–
ATVI	Buy	ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001	$7,170,000	+78.4%	124,530	+55.6%	0.01%	+225.0%
CLX	Sell	CLOROX COMPANY COMMON STOCK USD1	$7,064,000	-6.4%	53,025	-4.9%	0.01%	+85.7%
TIP	Sell	ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETFetf	$7,403,000	-64.0%	65,170	-63.8%	0.01%	-27.8%
PSX	Buy	PHILLIPS 66 COMMON STOCK USD0.01	$7,007,000	+359.8%	85,590	+341.1%	0.01%	+1200.0%
CNHI	New	CNH INDUSTRIAL NV EUR0.01 (ITALIAN LISTING)	$6,879,000	–	701,261	+100.0%	0.01%	–
NSU	Sell	NEVSUN RESOURCES LIMITED COMMON NPV	$6,861,000	-60.1%	2,164,361	-58.1%	0.01%	-20.0%
INDA	Sell	ISHARES MSCI INDIA ETFetf	$6,645,000	-53.7%	209,094	-54.0%	0.01%	-7.7%
VRNT	Sell	VERINT SYSTEMS INCORPORATED COMMON STOCK USD0.001	$6,707,000	-68.4%	167,267	-65.3%	0.01%	-36.8%
ESV	Sell	ENSCO PLC CLASS A COMMON STOCK USD0.10	$6,852,000	-71.8%	1,259,651	-54.1%	0.01%	-45.5%
AEO	Sell	AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01	$6,766,000	-78.9%	565,782	-74.7%	0.01%	-58.6%
FFG	Sell	FBL FINANCIAL GROUP INC COMMON STOCK NPV	$6,579,000	-51.6%	106,544	-49.4%	0.01%	0.0%
OSIS	Sell	OSI SYSTEMS INC COMMON STOCK USD0.0010	$6,682,000	-38.7%	89,088	-40.2%	0.01%	+20.0%
CATO	Sell	CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333	$6,497,000	-72.5%	355,593	-66.8%	0.01%	-42.9%
ATW	Sell	ATWOOD OCEANICS INCORPORATE COMMON STOCK USD1	$6,607,000	-74.3%	774,519	-71.4%	0.01%	-47.8%
CRRTQ	Sell	CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01	$6,447,000	-75.0%	941,177	-52.1%	0.01%	-47.8%
CAL	New	CALERES INC USD0.01	$6,584,000	–	234,887	+100.0%	0.01%	–
WIT	Buy	WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2)adr	$6,526,000	+77.3%	1,272,134	+255.1%	0.01%	+300.0%
BCPC	Sell	BALCHEM CORPORATION COMMON STOCK USD0.0667	$6,871,000	-51.9%	88,691	-48.7%	0.01%	-7.7%
CNA	Sell	CNA FINANCIAL CORPORATION COMMON STOCK USD2.50	$6,901,000	-45.7%	142,717	-50.3%	0.01%	+9.1%
IR	Sell	INGERSOLL-RAND PLC COMMON STOCK USD1	$6,734,000	-97.2%	74,515	-97.5%	0.01%	-94.4%
HNI	Sell	HNI CORPORATION COMMON STOCK USD1	$6,929,000	-59.5%	173,390	-54.4%	0.01%	-20.0%
PRLB	New	PROTO LABS INC COMMON STOCK USD0.001	$6,542,000	–	98,002	+100.0%	0.01%	–
DRE	Sell	DUKE REALTY CORPORATION COMMON STOCK USD0.01reit	$6,037,000	-88.8%	218,336	-89.5%	0.01%	-77.1%
CPE	Sell	CALLON PETROLEUM COMPANY COMMON STOCK USD0.01	$5,880,000	-54.6%	563,187	-44.5%	0.01%	-8.3%
AVY	Sell	AVERY DENNISON CORPORATION COMMON STOCK USD1	$6,110,000	-51.8%	69,325	-56.0%	0.01%	0.0%
ANET	New	ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001	$5,938,000	–	39,600	+100.0%	0.01%	–
APC	Sell	ANADARKO PETROLEUM CORPORATION COMMON STOCK USD0.10	$5,874,000	-82.0%	129,812	-75.3%	0.01%	-62.1%
UEPS	Sell	NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$5,912,000	-62.0%	594,729	-53.1%	0.01%	-21.4%
BNS	Sell	BANK OF NOVA SCOTIA CAPITAL STOCK	$5,919,000	-70.0%	75,510	-69.6%	0.01%	-38.9%
PBCT	New	PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD0.01	$5,885,000	–	332,293	+100.0%	0.01%	–
SBH	Sell	SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01	$6,018,000	-90.5%	297,300	-90.5%	0.01%	-80.7%
ANAT	Buy	AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1	$5,848,000	+25.5%	50,157	+26.3%	0.01%	+175.0%
EXPO	Sell	EXPONENT INCORPORATED COMMON STOCK USD0.001	$6,224,000	-50.7%	108,336	-48.9%	0.01%	0.0%
EFX	Sell	EQUIFAX INC COMMON STOCK USD2.50	$6,295,000	-62.2%	45,900	-62.3%	0.01%	-26.7%
DKS	Sell	DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001	$5,978,000	-31.6%	152,300	-14.4%	0.01%	+37.5%
NFLX	Sell	NETFLIX INCORPORATED COMMON STOCK USD0.001	$6,271,000	-49.7%	41,783	-50.4%	0.01%	0.0%
PVG	Sell	PRETIUM RESOURCES INCORPORATED COMMON NPV	$6,016,000	-47.4%	595,911	-41.8%	0.01%	+10.0%
IJH	Sell	ISHARES TRUST CORE S&P MID-CAP ETFetf	$5,960,000	-54.3%	34,300	-55.0%	0.01%	-8.3%
VTR	Sell	VENTAS INCORPORATED REIT USD0.25reit	$5,404,000	-34.8%	78,080	-39.3%	0.01%	+42.9%
MUR	Sell	MURPHY OIL CORPORATION COMMON STOCK USD1	$5,310,000	-54.3%	207,012	-49.6%	0.01%	0.0%
HEI	Sell	HEICO CORPORATION COMMON STOCK USD0.01	$5,529,000	-70.5%	78,072	-63.6%	0.01%	-41.2%
TRQ	Sell	TURQUOISE HILL RESOURCES LIMITED COMMON NPV	$5,824,000	-88.6%	1,717,938	-86.3%	0.01%	-78.3%
LUMN	Sell	CENTURYLINK INCORPORATED COMMON STOCK USD1	$5,553,000	-90.0%	229,672	-90.3%	0.01%	-80.0%
FAST	Sell	FASTENAL COMPANY USD 0.01	$5,348,000	-40.6%	125,739	-28.3%	0.01%	+25.0%
MAT	Sell	MATTEL INC COMMON STOCK USD1	$5,287,000	-97.0%	253,348	-96.4%	0.01%	-93.7%
HOLX	Sell	HOLOGIC INCORPORATED COMMON STOCK USD0.01	$5,755,000	-34.2%	126,523	-38.2%	0.01%	+25.0%
SEP	Sell	SPECTRA ENERGY PARTNERS LP COMMON STOCK NPVpart	$5,334,000	-49.0%	121,900	-50.0%	0.01%	+11.1%
BMO	Sell	BANK OF MONTREAL COMMON NPV	$5,439,000	-64.1%	56,948	-62.5%	0.01%	-28.6%
RAI	Sell	REYNOLDS AMERICAN INCORPORATED COMMON STOCK USD0.0001	$5,586,000	-96.1%	85,913	-96.3%	0.01%	-92.3%
RHT	Sell	RED HAT INCORPORATED COMMON STOCK USD0.0001	$5,282,000	-21.5%	55,305	-29.4%	0.01%	+66.7%
CCF	Sell	CHASE CORPORATION COMMON STOCK USD0.10	$5,535,000	-7.4%	51,948	-19.2%	0.01%	+100.0%
WY	Sell	WEYERHAEUSER COMPANY REIT USD1.25reit	$5,465,000	-48.5%	165,250	-47.2%	0.01%	0.0%
STRA	Sell	STRAYER EDUCATION INCORPORATED COMMON STOCK USD0.01	$5,683,000	-66.9%	60,558	-71.3%	0.01%	-33.3%
A	Sell	AGILENT TECHNOLOGIES INC	$4,757,000	-44.9%	80,901	-50.0%	0.01%	+12.5%
NVR	New	NVR INCORPORATED COMMON STOCK USD0.01	$5,061,000	–	2,163	+100.0%	0.01%	–
PK	New	PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01reit	$4,883,000	–	181,000	+100.0%	0.01%	–
LTC	Sell	LTC PROPERTIES INCORPORATED REIT USD0.01reit	$5,115,000	-55.2%	99,461	-58.5%	0.01%	-10.0%
BR	Sell	BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$5,256,000	-88.7%	70,000	-89.8%	0.01%	-78.6%
ULTA	New	ULTA BEAUTY INCORPORATED COMMON STOCK NPV	$4,843,000	–	16,939	+100.0%	0.01%	–
SCHW	Sell	SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01	$5,003,000	-35.0%	116,321	-37.8%	0.01%	+28.6%
NAVI	Buy	NAVIENT CORPORATION COMMON STOCK USD0.01	$5,051,000	+111.2%	303,529	+88.6%	0.01%	+350.0%
LNC	Sell	LINCOLN NATIONAL CORPORATION COMMON STOCK NPV	$4,779,000	-69.4%	71,054	-70.2%	0.01%	-35.7%
ERF	Sell	ENERPLUS CORPORATION COMMON NPV	$5,084,000	-80.8%	477,383	-80.8%	0.01%	-62.5%
JBHT	Buy	JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01	$5,197,000	+12273.8%	57,179	+12276.4%	0.01%	–
SWK	Sell	STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50	$5,143,000	-40.4%	36,833	-43.3%	0.01%	+12.5%
USPH	Sell	US PHYSICAL THERAPY INCORPORATED COMMON STOCK USD0.01	$5,102,000	-57.0%	84,200	-53.5%	0.01%	-18.2%
KEY	Buy	KEYCORP COMMON STOCK USD1	$5,090,000	+118.1%	271,790	+109.4%	0.01%	+350.0%
BIDU	Sell	BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES)adr	$4,964,000	-47.9%	27,633	-50.0%	0.01%	0.0%
HLS	Sell	HEALTHSOUTH CORPORATION COMMON STOCK USD0.01	$4,806,000	-86.2%	99,015	-87.9%	0.01%	-71.0%
ZBH	New	ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01	$4,783,000	–	37,400	+100.0%	0.01%	–
EEM	Sell	ISHARES TRUST MSCI EMERGING MARKETS ETFetf	$4,513,000	-52.2%	109,532	-54.0%	0.01%	0.0%
POLY	Sell	PLANTRONICS INCORPORATED COMMON STOCK USD0.01	$4,223,000	-68.7%	80,223	-67.9%	0.01%	-33.3%
MELI	New	MERCADOLIBRE INCORPORATED COMMON STOCK USD0.001	$4,270,000	–	16,915	+100.0%	0.01%	–
SYNA	Sell	SYNAPTICS INCORPORATED COMMON STOCK NPV	$4,282,000	-91.0%	81,008	-91.6%	0.01%	-81.4%
TAT	Sell	TRANSATLANTIC PETROLEUM LIMITED COMMON NPV (US LISTING)	$4,354,000	-54.3%	2,771,320	-50.0%	0.01%	-11.1%
WM	Sell	WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01	$4,626,000	-89.6%	63,350	-89.6%	0.01%	-80.0%
BVN	Sell	COMPANIA DE MINAS BUENAVENTURA SA SPONSORED ADR (EACH REPRESENTING 1 COMMON PEN4 LEVEL 1)adr	$4,702,000	-91.2%	427,812	-90.5%	0.01%	-83.3%
SJR	Sell	SHAW COMMUNICATIONS INCORPORATED CLASS 'B' NPV	$4,179,000	-52.0%	146,073	-53.6%	0.01%	0.0%
VRTX	Sell	VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$4,250,000	-35.9%	33,398	-46.0%	0.01%	+33.3%
STE	Sell	STERIS PUBLIC LIMITED COMPANY NPV	$4,644,000	-42.3%	56,897	-50.9%	0.01%	+14.3%
AEM	Sell	AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING)	$4,206,000	-39.2%	89,875	-44.9%	0.01%	+33.3%
SIEN	Sell	SIENTRA INCORPORATED COMMON STOCK USD0.01	$4,199,000	-39.0%	432,461	-48.2%	0.01%	+33.3%
JBLU	Sell	JETBLUE AIRWAYS CORPORATION COMMON STOCK USD0.01	$4,534,000	-49.6%	198,400	-54.2%	0.01%	0.0%
DOFSQ	Sell	DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01	$4,343,000	-56.9%	390,200	-35.9%	0.01%	-11.1%
SIRI	Sell	SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001	$4,321,000	-57.9%	806,190	-59.1%	0.01%	-11.1%
ALB	Buy	ALBEMARLE CORPORATION COMMON STOCK USD0.01	$4,223,000	+9.7%	40,350	+10.2%	0.01%	+166.7%
GES	Sell	GUESS INCORPORATED COMMON STOCK USD0.01	$3,733,000	-40.7%	291,606	-48.5%	0.01%	+16.7%
EWU	Sell	ISHARES MSCI UNITED KINGDOM ETFetf	$3,654,000	-46.9%	109,702	-48.1%	0.01%	+16.7%
COH	Sell	COACH INCORPORATED COMMON STOCK USD0.01	$3,614,000	-21.3%	77,133	-29.9%	0.01%	+75.0%
HRC	Sell	HILL-ROM HOLDINGS INCORPORATED COMMON STOCK NPV	$4,073,000	-45.3%	51,574	-50.8%	0.01%	0.0%
ED	Sell	CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10	$3,859,000	-51.6%	47,738	-53.5%	0.01%	0.0%
ANF	Sell	ABERCROMBIE AND FITCH COMPANY CLASS A COMMON STOCK USD0.01	$3,695,000	-49.6%	296,071	-50.6%	0.01%	0.0%
ALXN	New	ALEXION PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	$3,645,000	–	29,776	+100.0%	0.01%	–
LNN	Sell	LINDSAY CORPORATION COMMON STOCK USD1	$3,955,000	-70.1%	43,260	-71.2%	0.01%	-41.7%
WDAY	Sell	WORKDAY INCORPORATED COMMON STOCK USD0.001	$3,697,000	-43.4%	38,329	-50.9%	0.01%	+16.7%
TTM	Sell	TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2)adr	$3,780,000	-92.3%	113,427	-91.7%	0.01%	-84.1%
AON	Sell	AON PUBLIC LIMITED COMPANY COMMON STOCK USD1	$3,791,000	-15.2%	28,540	-24.4%	0.01%	+75.0%
NOW	Sell	SERVICENOW INCORPORATED COMMON STOCK USD0.001	$3,789,000	-40.2%	35,809	-50.8%	0.01%	+16.7%
BGS	Buy	B AND G FOODS INCORPORATED COMMON STOCK USD0.01	$3,775,000	+22.5%	106,200	+40.1%	0.01%	+133.3%
FRAN	Buy	FRANCESCAS HOLDINGS CORP COMMON STOCK USD0.01	$4,055,000	+2677.4%	362,700	+4021.6%	0.01%	–
MC	Sell	MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01	$3,892,000	-16.3%	100,300	-18.2%	0.01%	+75.0%
WEC	Sell	WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01	$3,261,000	-14.1%	53,051	-15.6%	0.01%	+100.0%
GLPI	Sell	GAMING AND LEISURE PROPERTIES INC REIT NPVreit	$3,249,000	-35.1%	86,400	-42.7%	0.01%	+20.0%
WPG	Sell	WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001reit	$3,092,000	-46.3%	366,796	-45.8%	0.01%	+20.0%
CPA	New	COPA HOLDINGS SA CLASS 'A' NPV	$3,235,000	–	27,600	+100.0%	0.01%	–
WTS	Sell	WATTS WATER TECHNOLOGIES INCORPORATED CLASS 'A' COMMON STOCK USD0.10	$3,053,000	-48.9%	49,002	-48.8%	0.01%	+20.0%
HMY	Sell	HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY))adr	$3,154,000	-84.8%	1,946,600	-78.1%	0.01%	-68.4%
AGU	Sell	AGRIUM INCORPORATED COMMON NPV (CANADIAN LISTING)	$3,074,000	-14.0%	26,139	-6.4%	0.01%	+100.0%
IAG	Sell	IAMGOLD CORPORATION COMMON NPV	$3,115,000	-90.7%	492,430	-92.3%	0.01%	-80.0%
WLL	Sell	WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001	$3,170,000	-67.8%	576,441	-46.2%	0.01%	-33.3%
DCI	Buy	DONALDSON COMPANY INC COMMON STOCK USD5	$3,162,000	+926.6%	70,300	+933.8%	0.01%	–
EWQ	Sell	ISHARES INCORPORATED MSCI FRANCE ETFetf	$3,256,000	-54.4%	113,080	-58.3%	0.01%	0.0%
VEU	Sell	VANGUARD FTSE ALL-WORLD EX-Uetf	$3,286,000	-48.0%	65,800	-50.0%	0.01%	0.0%
D	Sell	DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV	$3,308,000	-32.2%	42,931	-31.9%	0.01%	+50.0%
XEL	Sell	XCEL ENERGY INCORPORATED COMMON STOCK USD2.50	$3,362,000	-49.6%	73,170	-51.4%	0.01%	0.0%
DVA	Sell	DAVITA INCORPORATED	$3,201,000	-28.0%	49,967	-23.1%	0.01%	+50.0%
KGC	Sell	KINROSS GOLD CORPORATION COMMON NPV (CANADIAN LISTING)	$3,240,000	-83.4%	621,945	-85.2%	0.01%	-66.7%
CPRT	Buy	COPART INCORPORATED COMMON STOCK NPV	$3,182,000	+30.4%	101,300	+157.8%	0.01%	+200.0%
KOF	New	COCA-COLA FEMSA SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 SERIES L NPV)adr	$3,533,000	–	42,500	+100.0%	0.01%	–
LECO	Buy	LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV	$3,193,000	+511.7%	34,800	+480.0%	0.01%	–
AYI	New	ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01	$3,165,000	–	15,941	+100.0%	0.01%	–
CHD	Sell	CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1	$3,201,000	-94.1%	61,791	-94.3%	0.01%	-87.5%
MTB	Sell	M & T BK CORPORATION COMMON STOCK USD0.50	$3,476,000	-49.4%	21,564	-50.9%	0.01%	0.0%
CHS	Sell	CHICO'S FAS INCORPORATED COMMON STOCK USD0.01	$3,077,000	-80.4%	326,900	-69.9%	0.01%	-57.1%
UPS	Sell	UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01	$3,341,000	-93.7%	30,435	-93.9%	0.01%	-87.5%
CX	Sell	CEMEX SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 CPO)adr	$3,326,000	-58.5%	357,672	-60.7%	0.01%	-14.3%
MSI	Sell	MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$3,265,000	-23.2%	37,620	-24.9%	0.01%	+50.0%
NATI	Sell	NATIONAL INSTRUMENTS CORPORATION COMMON STOCK USD0.01	$3,432,000	-38.7%	86,054	-49.6%	0.01%	+20.0%
YNDX	Sell	YANDEX NV CLASS A USD0.01 (US LISTING)	$3,395,000	-73.4%	127,500	-78.0%	0.01%	-45.5%
TRUE	New	TRUECAR INCORPORATED COMMON STOCK USD0.0001	$3,374,000	–	177,192	+100.0%	0.01%	–
GNRT	Sell	GENER8 MARITIME INC USD0.01	$3,250,000	-43.5%	565,159	-43.8%	0.01%	+20.0%
BRKA	Sell	BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5	$3,555,000	-52.9%	14	-53.3%	0.01%	-14.3%
OBE	New	OBSIDIAN ENERGY LIMITED COMMON NPV	$3,210,000	–	2,547,700	+100.0%	0.01%	–
WIX	New	WIX.COM LIMITED COMMON STOCK ILS0.01	$3,169,000	–	45,599	+100.0%	0.01%	–
AU	Sell	ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY)adr	$3,398,000	-54.2%	348,183	-50.1%	0.01%	-14.3%
TAHO	Sell	TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING)	$3,592,000	-77.2%	327,391	-78.0%	0.01%	-57.1%
ACWI	Buy	ISHARES MSCI ACWI ETFetf	$2,552,000	+45.2%	39,070	+41.0%	0.01%	+150.0%
SAFM	Sell	SANDERSON FARMS INCORPORATED COMMON STOCK USD1	$2,712,000	-62.0%	23,208	-66.4%	0.01%	-16.7%
JBL	Sell	JABIL INCORPORATED COMMON STOCK USD0.001	$2,867,000	-17.9%	98,742	-17.8%	0.01%	+66.7%
SALT	Sell	SCORPIO BULKERS INCORPORATED COMMON STOCK USD0.01	$2,785,000	-62.6%	397,800	-50.0%	0.01%	-28.6%
KSU	Sell	KANSAS CITY SOUTHERN COMMON STOCK USD0.01	$2,999,000	-39.7%	29,264	-48.8%	0.01%	+25.0%
STNG	Sell	SCORPIO TANKERS INC USD0.01	$2,917,000	-55.4%	713,200	-50.0%	0.01%	-16.7%
CR	New	CRANE COMPANY COMMON STOCK USD1	$2,719,000	–	34,600	+100.0%	0.01%	–
GTS	Sell	TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1	$2,640,000	-53.4%	157,600	-51.7%	0.01%	0.0%
GHL	Sell	GREENHILL & CO INCORPORATED COMMON STOCK USD0.01	$2,764,000	-66.1%	136,500	-51.0%	0.01%	-28.6%
VC	Sell	VISTEON CORP COMMON STOCK USD0.01	$3,044,000	-49.2%	30,017	-50.8%	0.01%	0.0%
PCG	Buy	PG & E CORPORATION COMMON STOCK USD5	$2,806,000	+10.7%	42,446	+11.1%	0.01%	+150.0%
BCOR	New	BLUCORA INC COMMON STOCK USD0.0001	$2,761,000	–	128,400	+100.0%	0.01%	–
TSN	Sell	TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10	$2,516,000	-45.6%	40,862	-45.6%	0.01%	+25.0%
SEDG	Sell	SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001	$2,791,000	-33.4%	138,517	-48.8%	0.01%	+25.0%
MSCI	Sell	MSCI INCORPORATED COMMON STOCK USD0.01	$2,681,000	-78.0%	25,762	-79.6%	0.01%	-54.5%
LQD	Buy	ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETFetf	$2,768,000	+157.7%	22,949	+151.5%	0.01%	+400.0%
VT	Sell	VANGUARD TOTAL WORLD STOCK ETFetf	$2,927,000	-39.2%	43,442	-41.0%	0.01%	+25.0%
LSI	Sell	SOVRAN SELF STORAGE INCORPORATED REIT USD0.01reit	$2,961,000	-52.4%	39,637	-47.8%	0.01%	-16.7%
CNDT	Sell	CONDUENT INCORPORATED COMMON STOCK USD0.01	$2,502,000	-52.9%	158,560	-50.0%	0.01%	0.0%
FLIR	Sell	FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01	$2,843,000	-52.5%	81,826	-50.0%	0.01%	0.0%
LRCX	Sell	LAM RESEARCH CORP COMMON STOCK NPV	$2,991,000	-9.7%	21,013	-18.4%	0.01%	+66.7%
LHO	Sell	LASALLE HOTEL PROPERTIES REIT USD0.01reit	$2,808,000	-58.4%	92,175	-60.4%	0.01%	-16.7%
PWR	Sell	QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001	$2,755,000	-56.0%	86,407	-48.8%	0.01%	-16.7%
ESNT	Sell	ESSENT GROUP LIMITED USD0.015	$2,668,000	-12.5%	71,681	-15.3%	0.01%	+66.7%
BAX	Sell	BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1	$2,154,000	-42.6%	35,817	-50.1%	0.00%	+33.3%
OHI	Sell	OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10reit	$2,333,000	-41.9%	70,797	-41.9%	0.00%	0.0%
PPL	Sell	PPL CORPORATION COMMON STOCK USD0.01	$2,044,000	-84.8%	52,867	-85.4%	0.00%	-66.7%
NSC	Sell	NORFOLK SOUTHERN CORP COMMON STOCK USD1	$2,031,000	-39.9%	16,990	-42.6%	0.00%	+33.3%
BHI	Sell	BAKER HUGHES INCORPORATED COMMON STOCK USD1	$2,197,000	-79.1%	41,054	-76.9%	0.00%	-55.6%
BXP	Sell	BOSTON PROPERTIES INCORPORATED COMMON STOCK USD0.01reit	$2,113,000	-50.1%	17,157	-46.8%	0.00%	0.0%
Y	Sell	ALLEGHANY CORPORATION COMMON STOCK USD1	$2,406,000	-57.6%	4,029	-56.2%	0.00%	-20.0%
BRX	New	BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01reit	$1,962,000	–	106,319	+100.0%	0.00%	–
NHI	Sell	NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01reit	$2,284,000	-45.3%	29,000	-50.0%	0.00%	0.0%
NEBLQ	Sell	NOBLE CORPORATION PLC COMMON STOCK CHF3.15	$2,056,000	-78.7%	543,846	-65.0%	0.00%	-55.6%
MED	Buy	MEDIFAST INCORPORATED COMMON STOCK USD0.001	$2,412,000	+27.8%	58,390	+35.7%	0.00%	+100.0%
CLS	Sell	CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV	$2,361,000	-6.8%	132,800	-0.9%	0.00%	+100.0%
CMCM	Buy	CHEETAH MOBILE INCORPORATED ADR (EACH REPRESENTS 10 ORDINARY CLASS A)adr	$2,492,000	+74.0%	228,382	+65.8%	0.00%	+300.0%
AGX	Buy	ARGAN INCORPORATED COMMON STOCK USD0.15	$2,273,000	+11.0%	37,632	+21.0%	0.00%	+100.0%
MMP	Sell	MAGELLAN MIDSTREAM PARTNERS COMMON STOCK NPVpart	$2,032,000	-54.0%	28,919	-50.0%	0.00%	0.0%
GNCIQ	Sell	GNC HOLDINGS INCORPORATED CLASS A COMMON STOCK USD0.001	$1,951,000	-89.0%	234,486	-90.3%	0.00%	-75.0%
UAL	Sell	UNITED CONTINENTAL HOLDINGS INCORPORATED COMMON STOCK USD0.01	$2,015,000	-73.5%	26,716	-75.2%	0.00%	-42.9%
URI	Buy	UNITED RENTALS INCORPORATED COMMON STOCK USD0.01	$2,119,000	+1192.1%	19,315	+1358.8%	0.00%	–
AER	Sell	AERCAP HOLDINGS NV EUR0.01	$2,070,000	-49.1%	44,199	-50.1%	0.00%	0.0%
LOGM	Sell	LOGMEIN INC COMMON STOCK USD0.01	$2,471,000	-75.1%	23,483	-76.8%	0.00%	-55.6%
BG	Sell	BUNGE LIMITED COMMON STOCK USD0.01	$2,085,000	-68.9%	28,333	-66.3%	0.00%	-33.3%
CMC	Sell	COMMERCIAL METALS COMPANY COMMON STOCK USD5	$2,132,000	-61.6%	110,758	-61.9%	0.00%	-20.0%
CAG	Sell	CONAGRA BRANDS INCORPORATED COMMON STOCK USD5	$1,987,000	-26.1%	55,074	-17.5%	0.00%	+100.0%
ZTS	Sell	ZOETIS INCORPORATED COMMON STOCK USD0.01	$2,244,000	-41.5%	35,900	-50.0%	0.00%	+33.3%
PGR	Sell	PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1	$2,291,000	-65.4%	51,896	-69.1%	0.00%	-33.3%
PEG	Sell	PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV	$2,253,000	-49.0%	52,478	-47.8%	0.00%	0.0%
DSW	Sell	DSW INCORPORATED CLASS 'A' COMMON STOCK NPV	$2,404,000	-56.4%	132,400	-50.0%	0.00%	-20.0%
AAL	Sell	AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1	$2,370,000	-43.3%	47,753	-51.4%	0.00%	0.0%
EFA	New	ISHARES TRUST MSCI EAFE ETFetf	$2,288,000	–	35,117	+100.0%	0.00%	–
IPI	Sell	INTREPID POTASH INC COMMON STOCK USD0.01	$1,946,000	-33.9%	861,000	-50.0%	0.00%	+33.3%
WPM	New	WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING)	$2,231,000	–	112,175	+100.0%	0.00%	–
VER	New	VEREIT INCORPORATED REIT USD0.01reit	$1,981,000	–	241,608	+100.0%	0.00%	–
TNK	Sell	TEEKAY TANKERS LIMITED CLASS 'A' COMMON STOCK USD0.01	$2,491,000	-50.1%	1,317,500	-44.9%	0.00%	0.0%
EPR	Sell	EPR PROPERTIES REIT USD0.01reit	$2,244,000	-16.2%	30,925	-15.2%	0.00%	+100.0%
HST	Sell	HOST HOTELS & RESORTS INCORPORATED REIT USD0.01reit	$2,018,000	-75.3%	109,211	-75.2%	0.00%	-42.9%
FMC	Buy	FMC CORPORATION COMMON STOCK USD0.10	$2,384,000	+373.0%	32,500	+296.3%	0.00%	–
HT	New	HERSHA HOSPITALITY TRUST REIT USD0.01reit	$2,474,000	–	131,890	+100.0%	0.00%	–
FIS	Sell	FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01	$2,268,000	-93.8%	26,746	-94.1%	0.00%	-87.9%
FLO	Sell	FLOWERS FOODS INCORPORATED COMMON STOCK USD0.01	$2,093,000	-98.5%	120,400	-98.3%	0.00%	-96.9%
B	New	BARNES GROUP INCORPORATED COMMON STOCK USD0.01	$2,479,000	–	42,600	+100.0%	0.00%	–
BBG	Sell	BILL BARRETT CORPORATION COMMON STOCK USD0.001	$2,280,000	-64.4%	749,800	-50.0%	0.00%	-33.3%
AZPN	Sell	ASPEN TECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$1,822,000	-9.6%	33,484	-2.2%	0.00%	+50.0%
UBA	Sell	URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01reit	$1,664,000	-59.1%	83,088	-58.2%	0.00%	-25.0%
DRH	Sell	DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01reit	$1,511,000	-14.4%	135,194	-15.3%	0.00%	+50.0%
PBA	Sell	PEMBINA PIPELINE CORPORATION COMMON NPV	$1,811,000	-48.8%	42,207	-49.7%	0.00%	0.0%
MPW	New	MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001reit	$1,519,000	–	117,719	+100.0%	0.00%	–
TMHC	Buy	TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001	$1,760,000	+109.5%	74,284	+89.6%	0.00%	+200.0%
SANM	Sell	SANMINA CORPORATION COMMON STOCK USD0.01	$1,669,000	-15.9%	43,992	-10.2%	0.00%	+50.0%
AAXJ	Sell	ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETFetf	$1,407,000	-50.2%	20,951	-53.1%	0.00%	0.0%
COL	Sell	ROCKWELL COLLINS INCORPORATED COMMON STOCK USD0.01	$1,891,000	-42.6%	18,152	-45.8%	0.00%	0.0%
MIDD	Sell	MIDDLEBY CORPORATION COMMON STOCK USD0.01	$1,393,000	-94.1%	11,602	-93.3%	0.00%	-85.7%
MOS	Sell	MOSAIC COMPANY (THE) COMMON STOCK USD0.01	$1,802,000	-82.7%	79,700	-77.6%	0.00%	-66.7%
UFS	Sell	DOMTAR CORPORATION COMMON STOCK USD0.01	$1,705,000	-46.4%	43,761	-50.0%	0.00%	0.0%
VAR	Sell	VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1	$1,589,000	-63.2%	15,475	-67.3%	0.00%	-25.0%
RPXC	Sell	RPX CORPORATION COMMON STOCK USD0.0001	$1,880,000	-62.1%	133,646	-67.6%	0.00%	-25.0%
EZU	Sell	ISHARES TRUST MSCI EUROZONE ETFetf	$1,553,000	-1.1%	38,461	-8.1%	0.00%	+200.0%
ALNY	Sell	ALNYLAM PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$1,811,000	-22.9%	22,913	-50.0%	0.00%	+50.0%
RCI	New	ROGERS COMMUNICATIONS INCORPORATED COMMON STOCK CLASS 'B' NPV	$1,464,000	–	23,700	+100.0%	0.00%	–
RPT	Sell	RAMCO-GERSHENSON PROPERTIES TRUST REIT USD0.01reit	$1,787,000	-48.1%	136,219	-45.1%	0.00%	0.0%
TRI	Sell	THOMSON REUTERS CORPORATION COMMON NPV (US LISTING)	$1,453,000	-70.7%	25,190	-71.4%	0.00%	-25.0%
AZO	Sell	AUTOZONE INCORPORATED COMMON STOCK USD0.01	$1,528,000	-93.3%	2,731	-91.4%	0.00%	-85.7%
WCG	Sell	WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01	$1,789,000	-95.3%	10,010	-96.3%	0.00%	-91.2%
SPLK	Sell	SPLUNK INC COMMON STOCK USD0.01	$1,440,000	-54.7%	24,919	-50.9%	0.00%	0.0%
FTI	New	TECHNIPFMC LTD USD1	$1,770,000	–	74,570	+100.0%	0.00%	–
FLR	Sell	FLUOR CORPORATION COMMON STOCK USD0.01	$1,537,000	-60.9%	34,100	-54.3%	0.00%	-25.0%
RUTH	Sell	RUTHS HOSPITALITY GROUP INCORPORATED COMMON STOCK USD0.01	$1,392,000	-1.8%	63,718	-10.1%	0.00%	+200.0%
ENB	Sell	ENBRIDGE INCORPORATED COMMON NPV	$1,515,000	-68.9%	29,200	-67.0%	0.00%	-25.0%
APD	Sell	AIR PRODUCTS & CHEMICALS INC COM STK US$1	$1,711,000	-95.7%	12,069	-95.9%	0.00%	-91.7%
ENS	Buy	ENERSYS COMMON STOCK USD0.01	$1,390,000	+17.2%	19,200	+28.0%	0.00%	+200.0%
EQR	Sell	EQUITY RESIDENTIAL SBI USD0.01reit	$1,837,000	-39.8%	27,706	-43.5%	0.00%	0.0%
ESS	Sell	ESSEX PROPERTY TRUST INCORPORATED REIT NPVreit	$1,483,000	-94.2%	5,699	-94.8%	0.00%	-87.0%
SSNI	Sell	SILVER SPRING NETWORKS INC COMMON STOCK USD0.001	$1,941,000	-66.5%	172,366	-66.2%	0.00%	-40.0%
AMTD	Sell	TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01	$1,586,000	-94.0%	37,200	-94.6%	0.00%	-87.5%
EVH	Sell	EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01	$1,793,000	-41.4%	70,886	-50.0%	0.00%	0.0%
REGI	Sell	RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001	$1,524,000	-83.8%	119,500	-87.1%	0.00%	-62.5%
TSCO	Sell	TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008	$1,473,000	-79.4%	27,745	-73.4%	0.00%	-50.0%
RSG	Sell	REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01	$1,862,000	-93.2%	29,443	-93.2%	0.00%	-88.0%
RIG	Sell	TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED)	$1,923,000	-84.0%	231,444	-76.2%	0.00%	-72.7%
GGG	New	GRACO INCORPORATED COMMON STOCK USD1	$1,458,000	–	13,400	+100.0%	0.00%	–
UNIT	Sell	UNITI GROUP INCORPORATED REIT USD0.0001reit	$1,783,000	-19.0%	71,690	-15.7%	0.00%	+50.0%
NLY	Buy	ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01reit	$1,503,000	+51.5%	125,260	+40.3%	0.00%	+200.0%
SCSS	Sell	SELECT COMFORT CORPORATION COMMON STOCK USD0.01	$1,742,000	+44.2%	48,943	-0.5%	0.00%	+200.0%
LXP	Sell	LEXINGTON REALTY TRUST REIT USD0.0001reit	$1,408,000	-45.3%	142,540	-45.1%	0.00%	+50.0%
EURN	Sell	EURONAV SA NPV	$1,692,000	-15.0%	248,140	-6.5%	0.00%	+50.0%
HSY	Sell	HERSHEY COMPANY (THE) COMMON STOCK USD1	$1,528,000	-88.1%	14,330	-87.9%	0.00%	-75.0%
KR	Sell	KROGER COMPANY (THE) COMMON STOCK USD1	$1,540,000	-90.5%	66,264	-88.1%	0.00%	-80.0%
YUMC	Sell	YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01	$1,527,000	+41.1%	39,350	-3.5%	0.00%	+200.0%
INN	Sell	SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01reit	$1,392,000	-28.6%	74,600	-39.1%	0.00%	+50.0%
CRL	Sell	CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$1,640,000	-46.6%	16,149	-52.9%	0.00%	0.0%
MKL	New	MARKEL CORPORATION COMMON STOCK NPV	$1,428,000	–	1,473	+100.0%	0.00%	–
KIM	Sell	KIMCO REALTY CORPORATION REIT USD0.01reit	$1,686,000	-42.7%	89,879	-32.9%	0.00%	0.0%
KRC	Sell	KILROY REALTY CORPORATION REIT USD0.01reit	$1,689,000	-45.8%	22,494	-48.3%	0.00%	0.0%
ICL	Buy	ICL-ISRAEL CHEMICAL LIMITED ILS1	$1,460,000	+43.7%	88,674	+34.4%	0.00%	+200.0%
AB	Sell	ALLIANCEBERNSTEIN HOLDING LP UNITS LIMITED PARTNERSHIPpart	$1,715,000	-48.2%	73,589	-50.0%	0.00%	0.0%
DDR	Sell	DDR CORPORATION REIT USD0.10reit	$1,662,000	-59.0%	179,822	-44.6%	0.00%	-25.0%
UNTCQ	Sell	UNIT CORPORATION COMMON STOCK USD0.20	$1,585,000	-60.7%	85,700	-50.0%	0.00%	-25.0%
FNV	Buy	FRANCO-NEVADA CORPORATION COMMON NPV	$1,561,000	+251.6%	16,580	+223.8%	0.00%	–
TWX	Buy	TIME WARNER INCORPORATED COMMON STOCK USD0.01	$902,000	+463.8%	9,048	+454.4%	0.00%	–
AGNC	New	AGNC INVESTMENT CORPORATION REIT USD0.01reit	$1,211,000	–	56,901	+100.0%	0.00%	–
AAVVF	Sell	ADVANTAGE OIL AND GAS LIMITED COMMON NPV	$1,057,000	-66.9%	123,204	-66.4%	0.00%	-33.3%
AGI	Sell	ALAMOS GOLD INCORPORATED COMMON NPV (US LISTING)	$838,000	-23.1%	121,451	-10.5%	0.00%	+100.0%
ALL	Sell	ALLSTATE CORP	$1,059,000	-23.5%	12,012	-29.1%	0.00%	+100.0%
AOBC	New	AMERICAN OUTDOOR BRANDS CORPORATION COMMON STOCK USD0.001	$881,000	–	36,788	+100.0%	0.00%	–
AMT	Sell	AMERICAN TOWER CORPORATION REIT USD0.01reit	$926,000	-12.6%	6,978	-20.4%	0.00%	+100.0%
AME	Sell	AMETEK INC COMMON STOCK USD0.01	$1,264,000	-98.2%	21,065	-98.3%	0.00%	-96.8%
ANSS	New	ANSYS INCORPORATED COMMON STOCK USD0.01	$1,031,000	–	8,563	+100.0%	0.00%	–
AVA	New	AVISTA CORPORATION COMMON STOCK NPV	$876,000	–	20,600	+100.0%	0.00%	–
BWXT	Sell	BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$968,000	-71.2%	20,282	-71.0%	0.00%	-33.3%
BOH	Sell	BANK OF HAWAII CORPORATION COMMON STOCK USD0.01	$973,000	-68.4%	11,643	-68.6%	0.00%	-33.3%
WRB	New	BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20	$850,000	–	12,285	+100.0%	0.00%	–
BIO	Sell	BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001	$1,098,000	-46.3%	4,897	-52.3%	0.00%	0.0%
BLMN	New	BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01	$897,000	–	42,288	+100.0%	0.00%	–
CBT	Sell	CABOT CORPORATION COMMON STOCK USD1	$964,000	-55.9%	18,240	-50.3%	0.00%	0.0%
CAH	Sell	CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV	$1,270,000	-98.9%	16,233	-98.8%	0.00%	-98.1%
CC	Buy	CHEMOURS COMPANY (THE) COMMON STOCK USD0.30	$927,000	+197.1%	26,100	+218.3%	0.00%	–
CTAS	New	CINTAS CORPORATION COMMON STOCK NPV	$908,000	–	7,301	+100.0%	0.00%	–
CHCT	Sell	COMMUNITY HEALTHCARE TRUST INCORPORATED I COMMON STOCK USD0.01reit	$1,275,000	-39.2%	49,667	-45.1%	0.00%	0.0%
DST	Sell	DST SYSTEMS INCORPORATED COMMON STOCK USD0.01	$916,000	-95.6%	15,106	-91.2%	0.00%	-89.5%
DVMT	New	DELL TECHNOLOGIES INCORPORATED NPV	$1,219,000	–	20,053	+100.0%	0.00%	–
DDS	Sell	DILLARDS INCORPORATED CLASS A COMMON STOCK NPV	$1,064,000	-59.7%	17,897	-64.1%	0.00%	0.0%
EOG	Sell	EOG RESOURCES INCORPORATED COMMON STOCK USD0.01	$1,090,000	-47.5%	12,110	-43.4%	0.00%	0.0%
EBF	Sell	ENNIS INCORPORATED COMMON STOCK USD2.50	$1,262,000	-65.7%	65,580	-71.1%	0.00%	-33.3%
FOR	New	FORESTAR GROUP INCORPORATED COMMON STOCK USD1	$930,000	–	54,245	+100.0%	0.00%	–
FOSL	Sell	FOSSIL GROUP INCORPORATED COMMON STOCK USD0.01	$1,344,000	-89.3%	130,952	-82.1%	0.00%	-81.8%
GTY	Sell	GETTY REALTY CORPORATION REIT USD0.01reit	$921,000	-48.3%	36,700	-48.0%	0.00%	0.0%
GRPU	Sell	GRANITE REAL ESTATE INVESTMENT TRUST NPV (STAPLED UNIT)reit	$1,133,000	-44.5%	22,108	-50.0%	0.00%	0.0%
GPK	Sell	GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01	$1,018,000	-40.5%	74,287	-44.3%	0.00%	0.0%
TV	Sell	GRUPO TELEVISA SAB SPONS ADR (REPRESENTING 5 ORDINARY PTG CERTS)adr	$1,303,000	-73.4%	53,648	-71.4%	0.00%	-50.0%
HRS	Sell	HARRIS CORP COMMON STOCK USD1	$1,264,000	-65.6%	11,600	-64.7%	0.00%	-33.3%
ILMN	Sell	ILLUMINA INCORPORATED COMMON STOCK USD0.01	$933,000	-49.0%	5,280	-50.0%	0.00%	0.0%
INCY	Sell	INCYTE GENOMICS INCORPORATED COMMON STOCK USD0.001	$967,000	-74.3%	7,508	-72.5%	0.00%	-33.3%
IPHS	Buy	INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001	$867,000	+52.1%	19,858	+88.8%	0.00%	+100.0%
NSP	Sell	INSPERITY INCORPORATED COMMON STOCK USD0.01	$859,000	-75.3%	12,017	-70.0%	0.00%	-33.3%
IJR	Sell	ISHARES TRUST CORE S&P SMALL-CAP ETFetf	$1,214,000	-49.2%	17,300	-50.0%	0.00%	0.0%
HEWJ	Sell	ISHA CURR HEDGED MSCI JAPANetf	$1,187,000	-45.8%	40,156	-47.9%	0.00%	0.0%
LANC	Sell	LANCASTER COLONY CORPORATION COMMON STOCK NPV	$896,000	-63.4%	7,371	-61.1%	0.00%	0.0%
MANH	New	MANHATTAN ASSOCS INC	$978,000	–	20,452	+100.0%	0.00%	–
EGOV	Sell	NIC INCORPORATED COMMON STOCK NPV	$1,063,000	-46.2%	55,949	-42.7%	0.00%	0.0%
NNN	Sell	NATIONAL RETAIL PROPERTIES REIT USD0.01reit	$1,101,000	-30.6%	27,913	-23.3%	0.00%	+100.0%
NHTC	Sell	NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001	$1,369,000	-50.3%	49,149	-48.6%	0.00%	0.0%
NBIX	Sell	NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001	$948,000	-44.6%	20,496	-50.0%	0.00%	0.0%
NSR	Sell	NEUSTAR INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$1,197,000	-49.0%	35,884	-49.3%	0.00%	0.0%
NEU	Sell	NEWMARKET CORPORATION COMMON STOCK NPV	$963,000	-70.2%	2,108	-70.4%	0.00%	-33.3%
NTRI	Sell	NUTRISYSTEM INCORPORATED COMMON STOCK USD0.001	$927,000	-74.5%	17,690	-72.9%	0.00%	-33.3%
PBF	Sell	PBF ENERGY INCORPORATED CLASS A COMMON STOCK USD0.001	$1,001,000	-56.0%	45,235	-56.6%	0.00%	0.0%
PTEN	Sell	PATTERSON-UTI ENERGY INCORPORATED COMMON STOCK USD0.01	$914,000	-66.6%	45,409	-59.7%	0.00%	0.0%
PGHEF	Sell	PENGROWTH ENERGY CORPORATION COMMON NPV	$1,094,000	-62.1%	1,062,100	-50.0%	0.00%	-33.3%
Q	Sell	QUINTILES IMS HOLDINGS INCORPORATED COMMON STOCK USD0.01	$926,000	-88.5%	10,355	-89.8%	0.00%	-71.4%
RDN	Sell	RADIAN GROUP INC	$950,000	-67.2%	58,276	-64.0%	0.00%	-33.3%
RYAM	Sell	RAYONIER ADVANCED MATERIALS IN NPV	$919,000	-87.6%	58,284	-89.6%	0.00%	-71.4%
RGC	Sell	REGAL ENTERTAINMENT GROUP CLASS 'A' COMMON STOCK USD0.001	$1,213,000	-67.6%	59,500	-63.9%	0.00%	-33.3%
QSR	New	RESTAURANT BRANDS INTERNATIONAL INCORPORATED COMMON NPV	$957,000	–	11,900	+100.0%	0.00%	–
RUSHA	Sell	RUSH ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$1,167,000	-44.3%	31,679	-50.8%	0.00%	0.0%
SBRA	Sell	SABRA HEALTHCARE INCORPORATED REIT USD0.01reit	$876,000	-59.1%	36,807	-52.4%	0.00%	0.0%
BID	New	SOTHEBYS INCORPORATED COMMON STOCK USD0.10	$936,000	–	17,600	+100.0%	0.00%	–
SWX	Sell	SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV	$890,000	-71.5%	12,220	-67.5%	0.00%	-33.3%
SPR	Sell	SPIRIT AEROSYSTEMS HOLDINGS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$1,158,000	-63.3%	20,217	-62.2%	0.00%	-33.3%
RGR	Sell	STURM RUGER AND COMPANY INCORPORATED COMMON STOCK USD1	$929,000	-56.7%	13,786	-66.1%	0.00%	0.0%
TCO	Sell	TAUBMAN CENTERS INCORPORATED REIT USD0.01reit	$934,000	-56.1%	15,525	-52.4%	0.00%	0.0%
TRV	Buy	TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV	$1,173,000	+8278.6%	9,280	+7764.4%	0.00%	–
TRN	New	TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$1,011,000	–	35,817	+100.0%	0.00%	–
VTWO	Sell	VANGUARD RUSSELL 2000 ETFetf	$1,351,000	-49.7%	11,961	-51.0%	0.00%	0.0%
VREX	Buy	VAREX IMAGING CORPORATION COMMON STOCK USD 0.01	$1,366,000	+1038.3%	40,000	+1011.1%	0.00%	–
VEDL	Sell	VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES)adr	$1,077,000	-74.6%	70,140	-71.9%	0.00%	-50.0%
XPER	Sell	XPERI CORPORATION COMMON STOCK USD0.001	$849,000	-92.0%	28,358	-90.9%	0.00%	-77.8%
ACGL	Sell	ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01	$1,370,000	-57.7%	14,546	-57.2%	0.00%	-33.3%
IVZ	Sell	INVESCO LIMITED ORDINARY USD0.10	$1,028,000	-74.7%	29,353	-77.8%	0.00%	-50.0%
JRVR	New	JAMES RIVER GROUP HOLDINGS LTD USD0.0002	$837,000	–	20,964	+100.0%	0.00%	–
MNKKQ	Buy	MALLINCKRODT PLC ORDINARY USD (US LISTING)	$888,000	+179.2%	20,000	+185.7%	0.00%	–
NLSN	New	NIELSEN HOLDINGS PUBLIC LIMITED COMPANY ORDINARY EUR0.07	$1,103,000	–	28,600	+100.0%	0.00%	–
	Sell	OM ASSET MANAGEMENT PLC COMMON STOCK USD0.001	$1,213,000	-56.2%	80,037	-56.4%	0.00%	0.0%
TSE	New	TRINSEO SA COMMON STOCK USD0.01	$964,000	–	14,338	+100.0%	0.00%	–
FNF	Sell	FNF GROUP COMMON STOCK USD0.0001	$324,000	-95.4%	7,252	-96.0%	0.00%	-83.3%
PFPT	New	PROOFPOINT INCORPORATED COMMON STOCK USD0.0001	$808,000	–	9,367	+100.0%	0.00%	–
ES	Sell	EVERSOURCE ENERGY COMMON STOCK USD5	$556,000	-45.0%	9,155	-46.9%	0.00%	0.0%
ERIE	Sell	ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV	$762,000	-26.3%	6,101	-28.4%	0.00%	0.0%
O	New	REALTY INCOME CORPORATION REIT USD1reit	$742,000	–	13,305	+100.0%	0.00%	–
RMAX	Sell	RE/MAX HOLDINGS INCORPORATED CLASS A COMMON STOCK USD0.0001	$750,000	-54.4%	12,990	-54.4%	0.00%	0.0%
EWJ	Sell	ISHARES INCORPORATED MSCI JAPAN ETFetf	$318,000	-7.6%	5,955	-9.9%	0.00%	–
EIX	Sell	EDISON INTERNATIONAL COMMON STOCK NPV	$385,000	-85.2%	4,928	-84.9%	0.00%	-50.0%
WLK	New	WESTLAKE CHEMICAL CORPORATION COMMON STOCK USD0.01	$488,000	–	7,500	+100.0%	0.00%	–
FEZ	Sell	SPDR EURO STOXX 50 ETFetf	$377,000	-46.6%	9,750	-50.0%	0.00%	0.0%
EXP	Sell	EAGLE MATERIALS INCORPORATED COMMON STOCK USD0.01	$626,000	-52.8%	6,900	-50.0%	0.00%	0.0%
NEP	Sell	NEXTERA ENERGY PARTNERS LP NPVpart	$380,000	-41.5%	10,129	-48.1%	0.00%	0.0%
DD	Sell	DU PONT (E.I.) DE NEMOURS	$668,000	-18.1%	8,298	-16.9%	0.00%	0.0%
DOV	Sell	DOVER CORPORATION COMMON STOCK USD1	$670,000	-30.1%	8,512	-28.9%	0.00%	0.0%
DORM	New	DORMAN PRODUCTS INCORPORATED COMMON STOCK USD0.01	$345,000	–	4,200	+100.0%	0.00%	–
HYG	New	ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETFetf	$449,000	–	5,089	+100.0%	0.00%	–
DPZ	New	DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01	$548,000	–	2,600	+100.0%	0.00%	–
WIN	Sell	WINDSTREAM HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$421,000	-42.2%	106,346	-21.1%	0.00%	0.0%
DG	Sell	DOLLAR GENERAL CORPORATION COMMON STOCK USD0.875	$411,000	-61.3%	5,800	-61.3%	0.00%	0.0%
SMG	New	SCOTTS MIRACLE-GRO COMPANY (THE) CLASS'A'COMMON STOCK NPV	$542,000	–	6,200	+100.0%	0.00%	–
RDY	Sell	DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE)adr	$620,000	-74.2%	15,084	-74.5%	0.00%	-50.0%
DISCA	Sell	DISCOVERY COMMUNICATIONS INCORPORATED CLASS A COMMON STOCK USD0.01	$673,000	-38.9%	25,900	-32.6%	0.00%	0.0%
SYBT	Sell	STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV	$327,000	-26.4%	8,360	-22.4%	0.00%	–
DCOM	Sell	DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01	$526,000	-46.7%	26,589	-45.3%	0.00%	0.0%
PINC	Sell	PREMIER INCORPORATED COMMON STOCK USD0.01	$664,000	-34.0%	18,471	-41.4%	0.00%	0.0%
XHR	New	XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01reit	$587,000	–	30,100	+100.0%	0.00%	–
RMR	New	RMR GROUP INCORPORATED (THE) A NPV	$385,000	–	7,851	+100.0%	0.00%	–
XNET	Sell	XUNLEI LIMITED ADR (EACH REPRESENTS 5 ORDINARY CLASS A SHARES)adr	$279,000	-59.8%	85,700	-50.0%	0.00%	0.0%
DFODQ	Sell	DEAN FOODS COMPANY COMMON STOCK USD0.01	$793,000	-72.8%	46,156	-69.1%	0.00%	-66.7%
STT	Sell	STATE STREET CORPORATION COMMON STOCK USD1	$281,000	-2.4%	3,128	-13.1%	0.00%	–
PII	Sell	POLARIS INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$431,000	-98.9%	4,700	-99.0%	0.00%	-97.2%
DTE	Sell	DTE ENERGY COMPANY NPV	$592,000	-64.7%	5,583	-66.3%	0.00%	-50.0%
VIG	Sell	VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETFetf	$280,000	-48.9%	3,045	-50.0%	0.00%	–
VYM	Sell	VANGUARD HIGH DVD YIELD ETFetf	$296,000	-36.5%	3,795	-36.5%	0.00%	–
YRD	New	YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001)adr	$353,000	–	14,220	+100.0%	0.00%	–
CCI	New	CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01reit	$496,000	–	4,963	+100.0%	0.00%	–
PPC	Sell	PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01	$399,000	-51.3%	18,300	-50.0%	0.00%	0.0%
TSLA	Sell	TESLA INCORPORATED COMMON STOCK USD0.001	$446,000	-24.1%	1,237	-41.6%	0.00%	0.0%
ILCB	Sell	ISHARES MORNINGSTAR LARGE-CAetf	$294,000	-58.4%	2,015	-59.5%	0.00%	0.0%
CPS	Sell	COOPER-STANDARD HOLDING COMMON STOCK USD0.001	$715,000	-54.5%	7,100	-50.0%	0.00%	0.0%
VPL	Sell	VANGUARD FTSE PACIFIC ETFetf	$413,000	-32.5%	6,289	-34.5%	0.00%	0.0%
VGK	Sell	VANGUARD FTSE EUROPE ETFetf	$626,000	-29.5%	11,366	-34.2%	0.00%	0.0%
PENN	Sell	PENN NATIONAL GAMING INCORPORATED COMMON STOCK USD0.01	$638,000	-42.9%	29,830	-50.7%	0.00%	0.0%
CNSL	Sell	CONSOLIDATED COMMUNICATIONS HLDGS INC COMMON STOCK USD0.01	$714,000	-37.1%	33,422	-29.0%	0.00%	0.0%
CYH	New	COMMUNITY HEALTH SYSTEMS INCORPORATED COMMON STOCK USD0.01	$564,000	–	56,097	+100.0%	0.00%	–
CLNS	New	COLONY NORTHSTAR INCORPORATED A REIT USD0.01reit	$392,000	–	28,060	+100.0%	0.00%	–
SHPG	Sell	SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY)adr	$690,000	-53.4%	4,175	-50.0%	0.00%	0.0%
CIGI	Sell	COLLIERS INTERNATIONAL GROUP INCORPORATED SUB VOTING COMMON NPV	$490,000	-28.6%	6,769	-38.2%	0.00%	0.0%
CHRS	New	COHERUS BIOSCIENCES INC COMMON STOCK USD0.0001	$417,000	–	28,879	+100.0%	0.00%	–
AXS	Sell	AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125	$802,000	-73.5%	12,390	-72.4%	0.00%	-66.7%
NTB	Sell	BANK OF NT BUTTERFIELD & SON	$516,000	-47.2%	15,200	-50.0%	0.00%	0.0%
XLI	Sell	INDUSTRIAL SELECT SECTOR SPDR FUNDetf	$726,000	-48.3%	10,750	-50.0%	0.00%	0.0%
CHCO	Sell	CITY HOLDING COMPANY COMMON STOCK USD2.50	$671,000	-24.6%	10,042	-26.9%	0.00%	0.0%
CATM	Sell	CARDTRONICS PLC ORDINARY USD0.01 CLASS A	$416,000	-65.0%	12,666	-50.3%	0.00%	0.0%
CYD	Sell	CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10	$536,000	-49.9%	29,300	-50.0%	0.00%	0.0%
CHH	New	CHOICE HOTELS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$379,000	–	5,900	+100.0%	0.00%	–
PLCE	New	CHILDRENS PLACE INCORPORATED (THE) COMMON STOCK USD0.10	$348,000	–	3,400	+100.0%	0.00%	–
CBI	New	CHICAGO BRIDGE AND IRON COMPANY NV EUR0.01 (NEW YORK REGISTERED)	$749,000	–	34,723	+100.0%	0.00%	–
ENDP	New	ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001	$330,000	–	29,354	+100.0%	0.00%	–
CQH	New	CHENIERE ENERGY PARTNERS LP HOLDINGS COMMON STOCK NPV	$560,000	–	21,000	+100.0%	0.00%	–
CATY	Sell	CATHAY GENERAL BANCORP COMMON STOCK USD0.01	$739,000	-41.2%	19,400	-41.2%	0.00%	0.0%
NCMI	New	NATIONAL CINEMEDIA INCORPORATED COMMON STOCK USD0.01	$806,000	–	107,776	+100.0%	0.00%	–
FIZZ	Sell	NATIONAL BEVERAGE CORPORATION COMMON STOCK USD0.01	$386,000	-89.8%	4,100	-90.9%	0.00%	-66.7%
CPLA	Sell	CAPELLA EDUCATION COMPANY COMMON STOCK USD0.01	$410,000	-50.0%	4,800	-50.0%	0.00%	0.0%
CSRA	Buy	CSRA INC COMMON STOCK USD 0.001	$635,000	+1884.4%	20,047	+1791.2%	0.00%	–
EPP	Sell	ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETFetf	$658,000	-33.7%	14,715	-33.2%	0.00%	0.0%
NVEC	New	NVE CORPORATION COMMON STOCK USD0.01	$638,000	–	8,255	+100.0%	0.00%	–
VEC	Sell	VECTRUS INCORPORATED COMMON STOCK USD0.01	$764,000	-65.1%	23,525	-76.4%	0.00%	-50.0%
RLJ	Sell	RLJ LODGING TRUST REIT NPVreit	$697,000	-57.2%	34,800	-50.0%	0.00%	0.0%
IRM	New	IRON MOUNTAIN INCORPORATED REIT USD0.01reit	$406,000	–	11,862	+100.0%	0.00%	–
IONS	New	IONIS PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001	$401,000	–	7,749	+100.0%	0.00%	–
IPG	Sell	INTERPUBLIC GROUP OF COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10	$649,000	-88.8%	26,294	-88.8%	0.00%	-80.0%
MNTA	Sell	MOMENTA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	$709,000	-35.2%	41,467	-50.0%	0.00%	0.0%
MDXG	New	MIMEDX GROUP INC COMMON STOCK USD0.001	$508,000	–	34,141	+100.0%	0.00%	–
PRAH	New	PRA HEALTH SCIENCES INC COMMON STOCK USD0.01	$528,000	–	7,022	+100.0%	0.00%	–
IBN	Sell	ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10)adr	$542,000	-99.3%	60,953	-99.3%	0.00%	-98.5%
MDR	Sell	MCDERMOTT INTERNATIONAL INC COM STK US$1	$289,000	-17.0%	41,100	-21.3%	0.00%	–
UIS	Sell	UNISYS CORPORATION COMMON STOCK USD0.01	$305,000	-54.1%	23,936	-49.1%	0.00%	0.0%
HPT	Sell	HOSPITALITY PROPERTIES TRUST REIT USD0.01reit	$668,000	-43.4%	22,582	-39.9%	0.00%	0.0%
SND	New	SMART SAND INCORPORATED USD0.001	$783,000	–	87,100	+100.0%	0.00%	–
MAR	Sell	MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1	$426,000	-2.3%	4,250	-7.6%	0.00%	–
HRL	Sell	HORMEL FOODS CORPORATION COMMON STOCK USD0.0293	$597,000	-91.4%	17,589	-91.4%	0.00%	-83.3%
AMAG	Sell	AMAG PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$761,000	-55.7%	41,712	-44.3%	0.00%	-50.0%
BLDR	New	BUILDERS FIRSTSOURCE INC COMMON STOCK USD0.01	$673,000	–	44,816	+100.0%	0.00%	–
HIBB	Buy	HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01	$388,000	+3.2%	18,900	+50.0%	0.00%	–
ABMD	New	ABIOMED INCORPORATED COMMON STOCK USD0.01	$716,000	–	5,109	+100.0%	0.00%	–
BFB	Sell	BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15	$473,000	-27.2%	9,700	-30.7%	0.00%	0.0%
BRSWQ	Sell	BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01	$439,000	-57.0%	59,700	-12.2%	0.00%	0.0%
SAM	New	BOSTON BEER COMPANY INC CLASS 'A' COMMON STOCK USD0.01	$307,000	–	2,300	+100.0%	0.00%	–
WIFI	Sell	BOINGO WIRELESS INC COMMON STOCK NPV	$608,000	-25.1%	40,270	-35.2%	0.00%	0.0%
BIVV	Sell	BIOVERATIV INCORPORATED COMMON STOCK USD0.001	$323,000	-44.5%	5,347	-50.0%	0.00%	0.0%
BIG	Sell	BIG LOTS INCORPORATED COMMON STOCK USD0.01	$287,000	-51.4%	6,000	-50.0%	0.00%	0.0%
BGFV	Sell	BIG 5 SPORTING GOODS CORPORATION COMMON STOCK USD0.01	$379,000	-57.4%	29,000	-50.0%	0.00%	0.0%
TVPT	Sell	TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025	$608,000	-15.1%	44,280	-26.6%	0.00%	0.0%
HRTG	Sell	HERITAGE INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$462,000	-26.0%	35,481	-27.7%	0.00%	0.0%
MAIN	New	MAIN STREET CAPITAL CORPORATION COMMON STOCK USD0.01	$753,000	–	19,400	+100.0%	0.00%	–
MAC	New	MACERICH COMPANY (THE) REIT USD0.01reit	$392,000	–	6,645	+100.0%	0.00%	–
BHE	Sell	BENCHMARK ELECTRONICS INCORPORATED COMMON STOCK USD0.10	$292,000	-66.4%	8,936	-67.0%	0.00%	0.0%
HYH	New	HALYARD HEALTH INCORPORATED COMMON STOCK USD0.01	$782,000	–	19,730	+100.0%	0.00%	–
BCR	Sell	BARD(C.R.) INC COMMON STOCK USD0.25	$684,000	-97.9%	2,172	-98.3%	0.00%	-96.6%
MTSC	Sell	MTS SYSTEMS CORPORATION COMMON STOCK USD0.25	$768,000	-50.5%	14,818	-47.8%	0.00%	0.0%
HRG	Sell	HRG GROUP INCORPORATED COMMON STOCK USD0.01	$654,000	-53.6%	37,239	-49.4%	0.00%	0.0%
MSGN	New	MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$284,000	–	12,600	+100.0%	0.00%	–
CAR	Sell	AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01	$506,000	-84.1%	19,140	-82.3%	0.00%	-66.7%
SVU	New	SUPERVALU INC COMMON STOCK USD1	$311,000	–	95,551	+100.0%	0.00%	–
ATRI	Sell	ATRION CORPORATION COMMON STOCK USD0.10	$544,000	-7.2%	851	-32.0%	0.00%	0.0%
PDLI	Sell	PDL BIOPHARMA INCORPORATED COMMON STOCK USD0.01	$783,000	-55.9%	303,534	-63.1%	0.00%	-50.0%
RUBI	Sell	RUBICON PROJECT INCORPORATED/THE COMMON STOCK USD0.00001	$495,000	-30.3%	93,392	-25.1%	0.00%	0.0%
UTL	Sell	UNITIL CORPORATION COMMON STOCK NPV	$292,000	-33.9%	6,048	-38.4%	0.00%	–
ORIT	Sell	ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01	$501,000	-47.9%	29,136	-48.8%	0.00%	0.0%
SASR	Sell	SANDY SPRING BANCORP INCORPORATED COMMON STOCK USD1	$612,000	-9.7%	14,971	-8.8%	0.00%	0.0%
TKR	Sell	TIMKEN CO COMMON STOCK NPV	$514,000	-75.8%	11,321	-75.9%	0.00%	-50.0%
TITN	New	TITAN MACHINERY INCORPORATED COMMON STOCK USD0.00001	$435,000	–	24,707	+100.0%	0.00%	–
RF	Sell	REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01	$446,000	-96.5%	30,429	-96.5%	0.00%	-90.9%
FOXF	New	FOX FACTORY HOLDING CORPORATION COMMON STOCK USD0.001	$389,000	–	11,100	+100.0%	0.00%	–
AFSI	Sell	AMTRUST FINANCIAL SERVICES INCORPORATED COMMON STOCK USD0.01	$622,000	-72.0%	40,500	-66.1%	0.00%	-50.0%
AMKR	Sell	AMKOR TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$417,000	-60.1%	42,551	-54.0%	0.00%	0.0%
FFIC	Sell	FLUSHING FINANCIAL CORPORATION COMMON STOCK USD0.01	$284,000	-46.8%	10,055	-48.8%	0.00%	–
KB	Sell	KB FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 1 ORDINARY KRW5000)adr	$717,000	-43.6%	14,300	-50.0%	0.00%	0.0%
AEE	Sell	AMEREN CORPORATION COMMON STOCK USD0.01	$713,000	-41.7%	13,043	-41.6%	0.00%	0.0%
FIBK	New	FIRST INTERSTATE BANCSYSTEM INCORPORATED CLASS A COMMON STOCK NPV	$490,000	–	13,100	+100.0%	0.00%	–
JE	Sell	JUST ENERGY GROUP INCORPORATED COMMON NPV	$314,000	-53.8%	45,907	-43.2%	0.00%	0.0%
ADVM	Sell	ADVERUM BIOTECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001	$278,000	-53.7%	110,939	-50.0%	0.00%	0.0%
FINL	Sell	FINISH LINE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$749,000	-66.8%	51,782	-67.2%	0.00%	-50.0%
FISI	Sell	FINANCIAL INSTITUTIONS INCORPORATED COMMON STOCK USD0.01	$283,000	-62.8%	9,485	-59.0%	0.00%	0.0%
BK	New	BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01	$247,000	–	4,845	+100.0%	0.00%	–
TEL	New	TE CONNECTIVITY LIMITED CHF0.77 (US LISTING)	$206,000	–	2,633	+100.0%	0.00%	–
BBVA	Sell	BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49)adr	$29,000	-44.2%	3,356	-50.0%	0.00%	–
EXPE	Exit	EXPEDIA INCORPORATED COMMON STOCK USD0.001	$0	–	-222	-100.0%	0.00%	–
AHP	New	ASHFORD HOSPITALITY PRIME IN COMMON STOCK USD0.01reit	$115,000	–	11,200	+100.0%	0.00%	–
ITRN	Sell	ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333	$238,000	-90.1%	7,635	-90.5%	0.00%	-100.0%
AROW	Sell	ARROW FINANCIAL CORPORATION COMMON STOCK USD1	$115,000	-32.4%	3,608	-25.3%	0.00%	–
ARCB	Sell	ARCBEST CORPORATION COMMON STOCK USD0.01	$31,000	-60.3%	1,500	-50.0%	0.00%	–
AREXQ	Sell	APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01	$217,000	-37.6%	69,000	-50.0%	0.00%	–
APLE	New	APPLE HOSPITALITY REIT INCORPORATED NPVreit	$102,000	–	5,398	+100.0%	0.00%	–
ASML	Sell	ASML HOLDING NV NY REGISTERED SHARES EUR0.09adr	$17,000	-50.0%	131	-50.0%	0.00%	–
AIV	New	APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' COMMON STOCK USD0.01reit	$124,000	–	2,916	+100.0%	0.00%	–
APA	Buy	APACHE CORPORATION COMMON STOCK USD0.625	$49,000	+75.0%	1,038	+86.7%	0.00%	–
ABC	Sell	AMERISOURCE BERGEN CORPORATION CLASS 'A' COMMON STOCK USD0.01	$211,000	-46.2%	2,200	-50.0%	0.00%	–
APEI	Sell	AMERICAN PUBLIC EDUCATION INCORPORATED COMMON STOCK USD0.01	$35,000	-85.5%	1,493	-85.9%	0.00%	–
ALO	New	ALIO GOLD INCORPORATED COMMON NPV	$41,000	–	9,050	+100.0%	0.00%	–
ALGN	New	ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001	$104,000	–	700	+100.0%	0.00%	–
ASIX	Sell	ADVANSIX INCORPORATED W/I COMMON STOCK USD0.01	$213,000	-64.3%	6,675	-69.3%	0.00%	-100.0%
ACTG	Sell	ACACIA RESEARCH CORPORATION COMMON STOCK USD0.001	$78,000	-61.4%	18,200	-50.0%	0.00%	–
GABC	Exit	GERMAN AMERICAN BANCORP INCORPORATED COMMON STOCK PV	$0	–	-6,700	-100.0%	0.00%	–
SAP	Sell	SAP AG SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE)adr	$33,000	-48.4%	322	-50.0%	0.00%	–
SC	New	SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01	$43,000	–	3,344	+100.0%	0.00%	–
SDY	Sell	SPDR S&P DIVIDEND ETFetf	$22,000	-50.0%	250	-50.0%	0.00%	–
DGT	Sell	SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETFetf	$235,000	-48.9%	3,075	-50.0%	0.00%	–
RBL	Sell	SPDR S&P RUSSIA ETFetf	$4,000	-50.0%	200	-50.0%	0.00%	–
SYMC	Sell	SYMANTEC CORPORATION COMMON STOCK USD0.01	$197,000	-99.7%	7,000	-99.7%	0.00%	-100.0%
RHP	New	RYMAN HOSPITALITY PROPERTIES INCORPORATED REIT USD0.01reit	$93,000	–	1,427	+100.0%	0.00%	–
RDSA	Sell	ROYAL DUTCH SHELL PLC ADR (EACH REPR 2 CLASS'A' EUR0.07)adr	$36,000	-43.8%	679	-44.5%	0.00%	–
RAVN	New	RAVEN INDUSTRIES INCORPORATED COMMON STOCK USD1	$111,000	–	3,300	+100.0%	0.00%	–
RASF	New	RAIT FINANCIAL TRUST REIT USD0.01reit	$61,000	–	28,200	+100.0%	0.00%	–
BAK	Exit	BRASKEM SA SPONSORED ADR (EACH REPRESENTS 1000 PREFERENCE 'A' NPVadr	$0	–	-1,062	-100.0%	0.00%	–
QTRHF	New	QUARTERHILL INCORPORATED NPV	$180,000	–	125,300	+100.0%	0.00%	–
QUAD	Sell	QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025	$233,000	-49.1%	10,247	-44.1%	0.00%	–
PLD	New	PROLOGIS INCORPORATED REIT USD0.01reit	$247,000	–	4,212	+100.0%	0.00%	–
PPPMF	Sell	PRIMERO MINING CORPORATION COMMON NPV	$25,000	-98.6%	56,000	-97.7%	0.00%	-100.0%
TEN	Sell	TENNECO INCORPORATED COMMON STOCK USD0.01	$263,000	-90.1%	4,600	-89.2%	0.00%	-100.0%
APTS	New	PREFERRED APARTMENT COMMUN-A COMMON STOCK USD0.01reit	$113,000	–	7,100	+100.0%	0.00%	–
PSB	New	PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01reit	$90,000	–	682	+100.0%	0.00%	–
PPG	Sell	PPG INDUSTRIES INC COMMON STOCK USD1.666	$277,000	-87.3%	2,528	-87.8%	0.00%	-100.0%
OSG	Sell	OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV	$256,000	-86.9%	99,550	-79.3%	0.00%	-100.0%
IX	Sell	ORIX CORPORATION SPONSORED ADR (EACH REPRESENTING 1/2 ORDINARY JPY50) (CIT)adr	$21,000	-47.5%	260	-50.0%	0.00%	–
BLD	New	TOPBUILD CORPORATION COMMON STOCK USD0.01	$121,000	–	2,300	+100.0%	0.00%	–
OKE	Sell	ONEOK INCORPORATED COMMON STOCK USD0.01	$63,000	-97.8%	1,218	-97.6%	0.00%	-100.0%
NVS	Sell	NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED)adr	$70,000	-43.5%	830	-50.0%	0.00%	–
NWPX	Sell	NORTHWEST PIPE CO COMMON STOCK USD0.01	$206,000	-45.5%	12,100	-50.0%	0.00%	–
NWN	New	NORTHWEST NATURAL GAS COMPANY COMMON STOCK USD3.167	$245,000	–	4,100	+100.0%	0.00%	–
NRZ	New	NEW RESIDENTIAL INVESTMENT CORPORATION REIT USD0.01reit	$186,000	–	11,700	+100.0%	0.00%	–
TRNC	Sell	TRONC INCORPORATED COMMON STOCK USD0.01	$32,000	-55.6%	2,500	-50.0%	0.00%	–
NEWM	Sell	NEW MEDIA INVESTMENT GROUP INCORPORATED COMMON STOCK USD0.01	$267,000	-57.2%	19,400	-55.5%	0.00%	-100.0%
NKTR	Sell	NEKTAR THERAPEUTICS COMMON STOCK USD0.0001	$142,000	-58.5%	7,341	-50.0%	0.00%	–
NPK	New	NATIONAL PRESTO INDUSTRIES INCORPORATED COMMON STOCK USD1	$122,000	–	1,100	+100.0%	0.00%	–
FOXA	New	TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01	$235,000	–	8,348	+100.0%	0.00%	–
MOV	Sell	MOVADO GROUP INCORPORATED COMMON STOCK USD0.01	$224,000	-76.1%	9,130	-76.3%	0.00%	-100.0%
MFIN	Sell	MEDALLION FINANCIAL CORPORATION COMMON STOCK USD0.01	$148,000	-60.4%	62,705	-63.0%	0.00%	–
LYG	Sell	LLOYDS BANKING GROUP PLC ADR (EACH REPRESENTS 4 ORDINARY 25P)adr	$25,000	-30.6%	7,142	-33.8%	0.00%	–
LPT	Sell	LIBERTY PROPERTY TRUST REIT USD0.001reit	$195,000	-77.8%	4,757	-79.3%	0.00%	-100.0%
QRTEA	Sell	LIBERTY INTERACTIVE CORPORATION QVC GROUP A COMMON STOCK USD0.01	$35,000	-39.7%	1,441	-50.0%	0.00%	–
LW	New	LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00	$106,000	–	2,400	+100.0%	0.00%	–
LCII	Sell	LCI INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$227,000	-90.3%	2,200	-90.6%	0.00%	-100.0%
LEJU	Sell	LEJU HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY SHARES)adr	$49,000	-86.0%	25,925	-76.1%	0.00%	–
UEIC	Sell	UNIVERSAL ELECTRS INC USD0.01	$98,000	-50.5%	1,467	-50.0%	0.00%	–
KMI	Sell	KINDER MORGAN INCORPORATED COMMON STOCK USD0.01	$183,000	-86.8%	9,600	-85.2%	0.00%	-100.0%
JLL	Buy	JONES LANG LASALLE INCORPORATED COMMON STOCK USD0.01	$136,000	+183.3%	1,100	+153.5%	0.00%	–
HEZU	Sell	ISHARES CURRENCY HEDGED MSCIetf	$126,000	-61.6%	4,305	-62.6%	0.00%	–
RING	Sell	ISHARES MSCI GLOBAL GOLD MINERS ETFetf	$88,000	-53.2%	5,000	-50.0%	0.00%	–
EWUS	Sell	ISHARES MSCI UNITED KINGDOMetf	$38,000	-47.2%	990	-50.0%	0.00%	–
ITA	New	ISHARES U.S. AEROSPACE & DEFetf	$31,000	–	200	+100.0%	0.00%	–
IEV	Sell	ISHARES TRUST EUROPE ETFetf	$15,000	-46.4%	340	-50.0%	0.00%	–
IXC	Sell	ISHARES TRUST GLOBAL ENERGY ETFetf	$19,000	-52.5%	600	-50.0%	0.00%	–
IXN	New	ISHARES GLOBAL TECH ETFetf	$49,000	–	375	+100.0%	0.00%	–
GDXJ	Sell	VANECK VECTORS JUNIOR GOLD Metf	$25,000	-53.7%	760	-50.0%	0.00%	–
VNM	Sell	VANECK VECTORS VIETNAM ETFetf	$19,000	-47.2%	1,300	-50.0%	0.00%	–
IXP	Sell	ISHARES GLOBAL TELECOM ETFetf	$23,000	-50.0%	390	-50.0%	0.00%	–
DVY	Sell	ISHARES TRUST SELECT DIVIDEND ETFetf	$158,000	-49.7%	1,720	-50.0%	0.00%	–
VPU	Sell	VANGUARD UTILITIES ETFetf	$126,000	-48.8%	1,100	-50.0%	0.00%	–
OEF	Sell	ISHARES S&P 100 ETFetf	$117,000	-32.0%	1,095	-33.2%	0.00%	–
GRA	Exit	GRACE (W.R.) & COMPANY COMMON STOCK USD0.01	$0	–	-6,000	-100.0%	0.00%	–
THD	Sell	ISHARES MSCI THAILAND CAPPED ETFetf	$64,000	-50.0%	825	-50.0%	0.00%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LIMITED COMMON STOCK USD0.01	$0	–	-258	-100.0%	0.00%	–
VRA	Sell	VERA BRADLEY INCORPORATED COMMON STOCK NPV	$146,000	-49.0%	15,512	-50.0%	0.00%	–
IFF	Sell	INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125	$267,000	-92.5%	2,000	-92.6%	0.00%	-100.0%
INGN	New	INOGEN INC COMMON STOCK USD0.001	$132,000	–	1,400	+100.0%	0.00%	–
IDT	Sell	IDT CORP CLASS 'B' COMMON STOCK USD0.01	$63,000	-68.8%	4,400	-72.2%	0.00%	–
HBAN	New	HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV	$227,000	–	16,956	+100.0%	0.00%	–
HOSSQ	Sell	HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01	$207,000	-67.5%	73,121	-50.0%	0.00%	-100.0%
HOG	Sell	HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01	$117,000	-99.4%	2,162	-99.4%	0.00%	-100.0%
HBI	Sell	HANESBRANDS INCORPORATED COMMON STOCK USD0.01	$70,000	-44.4%	3,048	-50.0%	0.00%	–
VSI	Sell	VITAMIN SHOPPE INC COMMON STOCK USD0.01	$185,000	-77.9%	16,200	-61.1%	0.00%	-100.0%
HSNI	Sell	HSN INCORPORATED COMMON STOCK USD0.01	$231,000	-66.3%	7,290	-60.8%	0.00%	-100.0%
GT	New	GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV	$160,000	–	4,600	+100.0%	0.00%	–
VMC	New	VULCAN MATERIALS CO COM STK US$1	$187,000	–	1,474	+100.0%	0.00%	–
WPC	New	WP CAREY INCORPORATED REIT USD0.001reit	$128,000	–	1,953	+100.0%	0.00%	–
GORO	Sell	GOLD RESOURCE CORPORATION COMMON STOCK USD0.001	$43,000	-51.1%	10,000	-50.0%	0.00%	–
GSK	Sell	GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P)adr	$156,000	-49.0%	3,600	-50.0%	0.00%	–
FF	Sell	FUTUREFUEL CORPORATION COMMON STOCK USD0.0001	$96,000	-46.7%	6,337	-50.0%	0.00%	–
FTEK	Sell	FUEL TECH INCORPORATED COMMON STOCK USD0.01	$7,000	-61.1%	8,302	-50.0%	0.00%	–
FMS	Sell	FRESENIUS MEDICAL CARE AG AND COMPANY KGAA ADR (EACH REPRESENTS 1/2 NPV)adr	$24,000	-42.9%	489	-50.0%	0.00%	–
FCX	Buy	FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10	$139,000	+892.9%	11,487	+957.7%	0.00%	–
CIBR	Buy	FIRST TRUST NASDAQ CYBERSECUetf	$98,000	+36.1%	4,575	+36.6%	0.00%	–
THFF	Sell	FIRST FINANCIAL CORPORATION COMMON STOCK NPV	$261,000	-40.7%	5,437	-40.1%	0.00%	–
FGL	New	FIDELITY AND GUARANTY LIFE COMMON STOCK USD0.01	$171,000	–	5,500	+100.0%	0.00%	–
EQIX	Sell	EQUINIX INCORPORATED REIT USD0.001reit	$36,000	-47.1%	86	-50.0%	0.00%	–
WRN	Sell	WESTERN COPPER AND GOLD CORP	$239,000	-62.5%	183,510	-50.0%	0.00%	-100.0%
ECA	Sell	ENCANA CORPORATION COMMON NPV (CANADIAN LISTING)	$42,000	-63.2%	3,692	-50.0%	0.00%	–
WHG	Sell	WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01	$247,000	-45.1%	4,300	-50.0%	0.00%	–
DFT	New	DUPONT FABROS TECHNOLOGY INCORPORATED REIT USD0.001reit	$115,000	–	1,879	+100.0%	0.00%	–
WMB	Buy	WILLIAMS COMPANIES INCORPORATED COMMON STOCK USD1	$49,000	+63.3%	1,642	+63.2%	0.00%	–
DXJS	Sell	WISDOMTREE JAPAN HEDGED SMALetf	$20,000	-47.4%	500	-50.0%	0.00%	–
DIN	Sell	DINEEQUITY INCORPORATED COMMON STOCK USD0.01	$193,000	-58.4%	4,300	-50.0%	0.00%	–
FANG	Sell	DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01	$166,000	-81.6%	1,900	-78.4%	0.00%	-100.0%
DEO	Sell	DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28)adr	$82,000	-48.1%	685	-50.0%	0.00%	–
DXC	New	DXC TECHNOLOGY COMPANY COMMON STOCK NPV	$204,000	–	2,591	+100.0%	0.00%	–
DHX	Sell	DHI GROUP INCORPORATED COMMON STOCK USD.01	$9,000	-62.5%	3,000	-50.0%	0.00%	–
CCK	Sell	CROWN HOLDINGS INCORPORATED COMMON STOCK USD5	$135,000	-93.3%	2,294	-94.0%	0.00%	-100.0%
CXW	Sell	CORECIVIC INCORPORATED REIT USD0.01reit	$58,000	-56.1%	2,100	-50.0%	0.00%	–
COR	New	CORESITE REALTY CORPORATION REIT USD0.01reit	$188,000	–	1,825	+100.0%	0.00%	–
CORT	New	CORCEPT THERAPEUTICS INC COMMON STOCK USD0.001	$272,000	–	22,800	+100.0%	0.00%	–
MCF	Sell	CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04	$43,000	-54.3%	6,520	-50.0%	0.00%	–
STZ	Sell	CONSTELLATION BRANDS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$264,000	-56.9%	1,369	-63.6%	0.00%	-100.0%
ALLE	Sell	ALLEGION PLC COMMON STOCK USD0.01	$32,000	-46.7%	400	-50.0%	0.00%	–
CDTI	Sell	CLEAN DIESEL TECHNOLOGIES	$4,000	-50.0%	1,466	-50.0%	0.00%	–
CTRE	New	CARETRUST REIT INC COMMON STOCK USD0.01reit	$183,000	–	9,900	+100.0%	0.00%	–
CCP	New	CARE CAPITAL PROPERTIES INCORPORATED REIT USD0.25reit	$85,000	–	3,191	+100.0%	0.00%	–
JHG	New	JANUS HENDERSON GROUP PLC NPV	$59,000	–	1,890	+100.0%	0.00%	–
CIT	Buy	CIT GROUP INCORPORATED COMMON STOCK USD0.01	$82,000	+105.0%	1,683	+81.4%	0.00%	–
ICLR	Sell	ICON PLC EUR0.06 (US LISTING)	$12,000	-40.0%	123	-50.0%	0.00%	–
CECE	Sell	CECO ENVIRONMENTAL CORPORATION COMMON STOCK USD0.01	$46,000	-55.8%	4,900	-50.0%	0.00%	–
IGT	Buy	INTERNATIONAL GAME TECHNOLOGY PUBLIC LIMITED COMPANY COMMON STOCK USD0.1	$89,000	+78.0%	4,824	+123.5%	0.00%	–
CDK	Sell	CDK GLOBAL INCORPORATED COMMON STOCK USD0.001	$123,000	-52.7%	2,000	-50.0%	0.00%	–
AVVIY	Exit	AVIVA PLC SPONSORED ADR (EACH REPRESENTS 2 ORDINARY SHARES)adr	$0	–	-4,070	-100.0%	0.00%	–
XBKS	Exit	XENITH BANKSHARES INCORPORATED COMMON STOCK USD0.01	$0	–	-15,384	-100.0%	0.00%	–
JCI	New	JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5	$215,000	–	5,055	+100.0%	0.00%	–
CBRE	New	CBRE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01	$271,000	–	7,400	+100.0%	0.00%	–
LBTYA	Buy	LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01	$66,000	+57.1%	2,079	+75.0%	0.00%	–
LBTYK	Sell	LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01	$11,000	-60.7%	371	-54.4%	0.00%	–
LILA	Sell	LIBERTY GLOBAL PLC CLASS LILAC A USD0.01 (US LISTING)	$0	–	24	-40.0%	0.00%	–
LILAK	Sell	LIBERTY LILAC GROUP COMPANY CLASS C SHARES USD	$1,000	-50.0%	58	-42.0%	0.00%	–
CBS	Sell	CBS CORPORATION CLASS B COMMON STOCK USD0.001	$81,000	-54.5%	1,280	-50.0%	0.00%	–
CBLAQ	New	CBL & ASSOCIATES PROPERTIES INCORPORATED COMMON STOCK USD0.01reit	$82,000	–	9,695	+100.0%	0.00%	–
NAT	New	NORDIC AMERICAN TANKERS LIMITED COMMON STOCK USD0.01	$8,000	–	1,340	+100.0%	0.00%	–
BHP	Sell	BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV)adr	$12,000	-70.0%	331	-70.2%	0.00%	–
WLTW	New	WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY ORDINARY USD0.0003	$40,000	–	275	+100.0%	0.00%	–
XL	New	XL GROUP LIMITED COMMON STOCK USD0.01	$7,000	–	164	+100.0%	0.00%	–
BZH	New	BEAZER HOMES USA INC COMMON STOCK USD0.001	$215,000	–	16,153	+100.0%	0.00%	–
AMLP	New	ALERIAN MLP ETF NPVetf	$133,000	–	11,252	+100.0%	0.00%	–
MITT	Sell	AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01reit	$48,000	-48.9%	2,600	-50.0%	0.00%	–
TSO	Exit	TESORO CORPORATION COMMON STOCK USD0.1666	$0	–	-3,800	-100.0%	0.00%	–
NRG	Exit	NRG ENERGY INCORPORATED COMMON STOCK USD0.01	$0	–	-1,326	-100.0%	0.00%	–
L100PS	Exit	ARCONIC INCORPORATED COMMON STOCK NPV	$0	–	-1,066	-100.0%	0.00%	–
VSLR	Exit	VIVINT SOLAR INC COMMON STOCK USD0.01	$0	–	-61,600	-100.0%	0.00%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING)	$0	–	-1,128	-100.0%	0.00%	–
NAK	Exit	NORTHERN DYNASTY MINERALS COMMON NPV	$0	–	-4,330	-100.0%	0.00%	–
L	Exit	LOEWS CORPORATION COMMON STOCK USD0.01	$0	–	-1,214	-100.0%	0.00%	–
SNBC	Sell	SUN BANCORP INC COMMON STOCK USD5	$103,000	-71.1%	4,130	-71.9%	0.00%	–
WRI	Exit	WEINGARTEN REALTY INVESTORS REIT USD0.03reit	$0	–	-13,000	-100.0%	0.00%	–
STO	Exit	STATOIL ASA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY NOK2.50) LEVEL 111adr	$0	–	-4,434	-100.0%	0.00%	–
MCO	Exit	MOODY'S CORPORATION COMMON STOCK USD0.01	$0	–	-276	-100.0%	0.00%	–
TLYS	Exit	TILLY'S INC-CLASS A SHRS Common Stock USD0.01	$0	–	-22,600	-100.0%	0.00%	–
AUOTY	Exit	AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES)adr	$0	–	-5,644	-100.0%	0.00%	–
HEDJ	Exit	WISDOMTREE EUROPE HEDGED EQUetf	$0	–	-780	-100.0%	0.00%	–
LPL	Exit	LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000)adr	$0	–	-3,206	-100.0%	0.00%	–
TY	Exit	TRI-CONTINENTAL CORPORATION COMMON STOCK USD0.50utec	$0	–	-3,930	-100.0%	0.00%	–
GNW	Exit	GENWORTH FINANCIAL INC CLASS 'A' COMMON STOCK USD0.001	$0	–	-82,000	-100.0%	0.00%	–
AMBC	Exit	AMBAC FINANCIAL GROUP INC COMMON STOCK USD0.01	$0	–	-28,602	-100.0%	0.00%	–
CTBI	Exit	COMMUNITY TRUST BANCORP INCORPORATED COMMON STOCK USD5	$0	–	-8,534	-100.0%	0.00%	–
LION	Exit	FIDELITY SOUTHERN CORP COMMON STOCK NPV	$0	–	-20,828	-100.0%	0.00%	–
FLEX	Exit	FLEX LIMITED COMMON STOCK USD0.01	$0	–	-2,390	-100.0%	0.00%	–
KEP	Exit	KOREA ELECTRIC POWER CORP-SP ADRadr	$0	–	-2,710	-100.0%	0.00%	–
CALL	Exit	MAGICJACK VOCALTEC LIMITED COMMON STOCK ILS0.65	$0	–	-25,640	-100.0%	0.00%	–
BCS	Exit	BARCLAYS PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.25)adr	$0	–	-3,120	-100.0%	0.00%	–
REX	Exit	REX AMERICAN RESOURCES CORPORATION COMMON STOCK USD0.01	$0	–	-3,400	-100.0%	0.00%	–
CPL	Exit	CPFL ENERGIA SA ADR (1 REPRESENTS 2 COMMON SHARES)adr	$0	–	-7,062	-100.0%	0.00%	–
CNQ	Exit	CANADIAN NATURAL RESOURCES LIMITED COMMON NPV	$0	–	-544	-100.0%	0.00%	–
TBI	Exit	TRUEBLUE INCORPORATED COMMON STOCK NPV	$0	–	-18,402	-100.0%	0.00%	–
GDX	Exit	VANECK VECTORS GOLD MINERS ETFetf	$0	–	-4,426	-100.0%	0.00%	–
WFM	Exit	WHOLE FOODS MARKET INCORPORATED COMMON STOCK NPV	$0	–	-17,000	-100.0%	0.00%	–
UTMD	Exit	UTAH MEDICAL PRODUCTS INCORPORATED COMMON STOCK USD0.01	$0	–	-2,712	-100.0%	0.00%	–
KALU	Exit	KAISER ALUMINUM CORPORATION COMMON STOCK USD0.01	$0	–	-5,400	-100.0%	0.00%	–
CFFI	Exit	C AND F FINANCIAL CORPORATION COMMON STOCK USD1	$0	–	-1,376	-100.0%	0.00%	–
TRP	Exit	TRANSCANADA CORPORATION COMMON NPV	$0	–	-6,600	-100.0%	0.00%	–
UMC	Exit	UNITED MICROELECTRONICS CORPORATION ADR (EACH REPRESENTS 5 ORDINARY TWD10)adr	$0	–	-26,720	-100.0%	0.00%	–
TGD	Exit	TIMMINS GOLD CORP COMMON NPV	$0	–	-181,000	-100.0%	0.00%	–
FNBCQ	Exit	FIRST NBC BANK HOLDING CO COMMON STOCK NPV	$0	–	-9,800	-100.0%	0.00%	–
KBE	Exit	SPDR S&P BANK ETFetf	$0	–	-1,838	-100.0%	0.00%	–
CHL	Exit	CHINA MOBILE LIMITED SPONSORED ADR (REPRESENTING 5 ORDINARY HKD0.10)adr	$0	–	-600	-100.0%	0.00%	–
BMTC	Exit	BRYN MAWR BANK CORPORATION COMMON STOCK USD1	$0	–	-3,830	-100.0%	0.00%	–
SPOK	Sell	SPOK HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$148,000	-63.7%	8,291	-62.0%	0.00%	–
SBGI	New	SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$268,000	–	8,000	+100.0%	0.00%	–
STN	New	STANTEC INCORPORATED COMMON NPV	$164,000	–	5,000	+100.0%	0.00%	–
SNH	New	SENIOR HOUSING PROPERTIES TRUST REIT USD0.01reit	$107,000	–	5,248	+100.0%	0.00%	–
XLRE	Sell	REAL ESTATE SELECT SECT SPDRetf	$32,000	-48.4%	994	-50.0%	0.00%	–
XLF	Sell	FINANCIAL SELECT SECTOR SPDR FUNDetf	$177,000	-58.1%	7,150	-59.5%	0.00%	–
XLY	Sell	CONSUMER DISCRETIONARY SELECT SECTOR SPDR FUNDetf	$96,000	-73.2%	1,080	-73.4%	0.00%	–
SMFG	Sell	SUMITOMO MITSUI FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 0.2 ORD NPV)adr	$268,000	-47.2%	34,223	-50.0%	0.00%	–
CIG	Exit	COMPANHIA ENERGETICA DE MINAS GERAIS SPONS ADR (EACH REP 1 NON-VTG PREF SHS) (LEVEL 2)adr	$0	–	-338,814	-100.0%	-0.00%	–
IRBT	Exit	IROBOT CORPORATION COMMON STOCK USD0.01	$0	–	-15,612	-100.0%	-0.00%	–
SRC	Exit	SPIRIT REALTY CAPITAL INCORPORATED REIT USD0.01reit	$0	–	-88,534	-100.0%	-0.00%	–
UNM	Exit	UNUM GROUP COMMON STOCK USD0.10	$0	–	-13,800	-100.0%	-0.00%	–
PNC	Exit	PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5	$0	–	-10,766	-100.0%	-0.00%	–
SMP	Exit	STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2	$0	–	-21,560	-100.0%	-0.00%	–
CAE	Exit	CAE INC COMMON NPV	$0	–	-27,990	-100.0%	-0.00%	–
BLUE	Exit	BLUEBIRD BIO INC COMMON STOCK USD0.01	$0	–	-12,644	-100.0%	-0.00%	–
CVEO	Exit	CIVEO CORPORATION COMMON STOCK USD0.01	$0	–	-328,800	-100.0%	-0.00%	–
CNO	Exit	CNO FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01	$0	–	-60,400	-100.0%	-0.00%	–
YHOO	Exit	YAHOO! INCORPORATED COMMON STOCK USD0.01	$0	–	-23,140	-100.0%	-0.00%	–
THC	Exit	TENET HEALTHCARE CORPORATION COMMON STOCK USD0.05	$0	–	-42,038	-100.0%	-0.00%	–
WILN	Exit	WI-LAN INC COMMON NPV	$0	–	-250,600	-100.0%	-0.00%	–
ASPS	Exit	ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 (US LISTING)	$0	–	-17,270	-100.0%	-0.00%	–
LXRX	Exit	LEXICON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001	$0	–	-85,840	-100.0%	-0.00%	–
SPKE	Exit	SPARK ENERGY INCORPORATED CLASS A COMMON STOCK USD0.01	$0	–	-28,000	-100.0%	-0.00%	–
KKR	Exit	KKR AND COMPANY LP COMMON STOCK NPVpart	$0	–	-56,704	-100.0%	-0.00%	–
SBGL	Exit	SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY)adr	$0	–	-221,670	-100.0%	-0.00%	–
MHLD	Exit	MAIDEN HOLDINGS LIMITED COMMON STOCK USD0.01	$0	–	-161,512	-100.0%	-0.00%	–
PB	Exit	PROSPERITY BANCSHARES INCORPORATED COMMON STOCK USD1	$0	–	-26,200	-100.0%	-0.00%	–
VG	Exit	VONAGE HOLDINGS CORPORATION COMMON STOCK USD0.001	$0	–	-442,920	-100.0%	-0.00%	–
SCG	Exit	SCANA CORPORATION COMMON STOCK NPV	$0	–	-39,850	-100.0%	-0.00%	–
WRK	Exit	WESTROCK COMPANY COMMON STOCK USD0.01	$0	–	-50,330	-100.0%	-0.00%	–
INSYQ	Exit	INSYS THERAPEUTICS INC COMMON STOCK USD0.0002145	$0	–	-153,788	-100.0%	-0.00%	–
SRE	Exit	SEMPRA ENERGY CORPORATION COMMON STOCK NPV	$0	–	-19,600	-100.0%	-0.00%	–
MAN	Exit	MANPOWER GROUP COMMON STOCK USD0.01	$0	–	-26,000	-100.0%	-0.00%	–
SYY	Exit	SYSCO CORPORATION COMMON STOCK USD1	$0	–	-62,814	-100.0%	-0.00%	–
GBCI	Exit	GLACIER BANCORP INCORPORATED COMMON STOCK USD0.01	$0	–	-93,600	-100.0%	-0.00%	–
PLOW	Exit	DOUGLAS DYNAMICS INCORPORATED COMMON STOCK USD0.01	$0	–	-103,278	-100.0%	-0.00%	–
AWK	Exit	AMERICAN WATER WORKS COMPANY INCORPORATED COMMON STOCK USD0.01	$0	–	-40,312	-100.0%	-0.00%	–
DOC	Exit	PHYSICIANS REALTY TRUST COMMON STOCK USD0.01reit	$0	–	-142,572	-100.0%	-0.00%	–
FTS	Exit	FORTIS INCORPORATED COMMON NPV	$0	–	-84,278	-100.0%	-0.00%	–
MYGN	Exit	MYRIAD GENETICS INCORPORATED COMMON STOCK USD0.01	$0	–	-248,504	-100.0%	-0.00%	–
AGR	Exit	AVANGRID INCORPORATION COMMON STOCK USD0.01	$0	–	-100,000	-100.0%	-0.00%	–
KZ	Exit	KONGZHONG CORPORATION ADR (EACH REPRESENTS 40 ORDINARY SHARES)adr	$0	–	-606,400	-100.0%	-0.00%	–
CINF	Exit	CINCINNATI FINANCIAL CORPORATION COMMON STOCK USD2	$0	–	-59,972	-100.0%	-0.00%	–
PANW	Exit	PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001	$0	–	-40,560	-100.0%	-0.00%	–
AEP	Exit	AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50	$0	–	-73,022	-100.0%	-0.00%	–
MBBYF	Exit	MOBILEYE NV EUR0.01	$0	–	-77,800	-100.0%	-0.00%	–
OFG	Exit	OFG BANCORP COMMON STOCK USD1	$0	–	-381,000	-100.0%	-0.00%	–
MBI	Exit	MBIA INC COM STK US$1	$0	–	-798,958	-100.0%	-0.01%	–
CBOE	Exit	CBOE HOLDINGS INCORPORATED COMMON STOCK USD0.01	$0	–	-87,244	-100.0%	-0.01%	–
CMG	Exit	CHIPOTLE MEXICAN GRILL INCORPORATED COMMON STOCK USD0.01	$0	–	-15,288	-100.0%	-0.01%	–
UIHC	Exit	UNITED INSURANCE HOLDINGS CORPORATION COMMON STOCK USD0.0001	$0	–	-520,360	-100.0%	-0.01%	–
HMN	Exit	HORACE MANN EDUCATORS CORPORATION COMMON STOCK USD0.001	$0	–	-195,116	-100.0%	-0.01%	–
SEIC	Exit	SEI INVESTMENTS COMPANY COMMON STOCK USD0.01	$0	–	-197,400	-100.0%	-0.01%	–
WOOF	Exit	VCA INCORPORATED COMMON STOCK USD0.001	$0	–	-110,800	-100.0%	-0.01%	–
ACM	Exit	AECOM COMMON STOCK USD0.01	$0	–	-306,848	-100.0%	-0.01%	–
FNHC	Exit	FEDERATED NATIONAL HOLDING COMPANY COMMON STOCK USD0.01	$0	–	-613,482	-100.0%	-0.01%	–
PWE	Exit	PENN WEST PETROLEUM LIMITED COMMON NPV	$0	–	-4,742,000	-100.0%	-0.01%	–
IBOC	Exit	INTERNATIONAL BANCSHARES CORPORATION COMMON STOCK USD1	$0	–	-311,190	-100.0%	-0.01%	–
NOG	Exit	NORTHERN OIL AND GAS INCORPORATED COMMON STOCK USD0.001	$0	–	-5,050,658	-100.0%	-0.01%	–
SYNT	Exit	SYNTEL INCORPORATED COMMON STOCK NPV	$0	–	-727,536	-100.0%	-0.01%	–
XRX	Exit	XEROX CORPORATION COMMON STOCK USD1	$0	–	-1,667,600	-100.0%	-0.01%	–
SIVB	Exit	SVB FINANCIAL GROUP COMMON STOCK USD0.001	$0	–	-74,454	-100.0%	-0.01%	–
SLW	Exit	SILVER WHEATON CORPORATION COMMON NPV (US LISTING)	$0	–	-753,250	-100.0%	-0.01%	–
TILE	Exit	INTERFACE INCORPORATED COMMON STOCK USD0.10	$0	–	-1,021,674	-100.0%	-0.02%	–
LEXEA	Exit	LIBERTY EXPEDIA HOLDINGS INCORPORATED COMMON STOCK USD0.01 SER A	$0	–	-397,358	-100.0%	-0.02%	–
EC	Exit	ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250)adr	$0	–	-2,095,256	-100.0%	-0.02%	–
EGN	Exit	ENERGEN CORPORATION COMMON STOCK USD0.01	$0	–	-404,332	-100.0%	-0.02%	–
FTR	Exit	FRONTIER COMMUNICATIONS CORPORATION CLASS 'B' COMMON STOCK USD0.25	$0	–	-10,978,222	-100.0%	-0.02%	–
MJN	Exit	MEAD JOHNSON NUTRITION COMPANY COMMON STOCK USD0.01	$0	–	-275,690	-100.0%	-0.02%	–
DV	Exit	DEVRY EDUCATION GROUP INC COMMON STOCK USD0.01	$0	–	-702,136	-100.0%	-0.02%	–
TDG	Exit	TRANSDIGM GROUP INCORPORATED COMMON STOCK USD0.01	$0	–	-146,590	-100.0%	-0.03%	–
MPSX	Exit	MULTI PACKAGING SOLUTIONS INTERNATIONAL LIMITED USD1	$0	–	-1,926,374	-100.0%	-0.03%	–
DDC	Exit	DOMINION DIAMOND CORPORATION COMMON NPV	$0	–	-2,306,606	-100.0%	-0.04%	–
PVTB	Exit	PRIVATEBANCORP INCORPORATED COMMON STOCK NPV	$0	–	-3,029,418	-100.0%	-0.16%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

SCHRODER INVESTMENT MANAGEMENT NORTH AMERICA INC/ DE #1
Schroder Investment Management North America Limited #2
Schroder Investment Management Limited #3
Schroder Investment Management (Hong Kong) Limited #4
Schroder Investment Management (Japan) Limited #5
Schroder Investment Management (Singapore) Limited #6
Schroder & Co Limited #7
Schroder Investment Management Switzerland AG #8
Schroder (C.I.) Limited #9
Schroder Real Estate Investment Management Limited #10
Schroder Investment Management (Taiwan) Limited #11

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2017-08-10

Signatures

The EDGAR filing(s) were signed by:

Joseph Bertini — Authorized Signatory

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
MICROSOFT CORPORATION COMMON STOCK USD0.0000125	42	Q3 2023	5.7%
JPMorganChaseNCo CommonStkUSD1	42	Q3 2023	1.6%
TaiwanSemiManuADS Rep.5 ComShs	42	Q3 2023	1.9%
Intel Cp.Common Stk USD0.001	42	Q3 2023	1.6%
UnitedHealthGrp ComStkUSD0.01	42	Q3 2023	2.0%
ITAU UNIBANCO HOLDING SA SPONSORED ADR	42	Q3 2023	1.4%
JOHNSON & JOHNSON EUR1	42	Q3 2023	1.2%
PFIZER INCORPORATED COMMON STOCK USD0.05	42	Q3 2023	1.7%
VISA INCORPORATED COMMON STOCK CLASS 'A' USD0.0001	42	Q3 2023	1.8%
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING)	42	Q3 2023	1.4%

View SCHRODER INVESTMENT MANAGEMENT GROUP's complete holdings history.

Latest significant ownerships (13-D/G)

SCHRODER INVESTMENT MANAGEMENT GROUP Q2 2017 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
Jones Energy, Inc.	August 02, 2013	1,250,000	10.0%
IONA TECHNOLOGIES PLC	February 14, 2007	3,074,962	8.8%
DE RIGO SPA	February 15, 2005	3,731,530	8.4%

View SCHRODER INVESTMENT MANAGEMENT GROUP's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-02-14
13F-HR	2023-11-14
13F-HR	2023-08-11
13F-HR	2023-05-11
13F-HR	2023-02-10
13F-HR	2022-11-14
13F-HR	2022-08-11
13F-HR	2022-05-16
13F-HR	2022-02-14
13F-HR	2021-11-12

View SCHRODER INVESTMENT MANAGEMENT GROUP's complete filings history.

All filings

View complete filings history.

Compare quarters

Export SCHRODER INVESTMENT MANAGEMENT GROUP's holdings

SCHRODER INVESTMENT MANAGEMENT GROUP - Q2 2017 holdings