SCHRODER INVESTMENT MANAGEMENT GROUP

Add to watchlist

$57.7 Billion is the total value of SCHRODER INVESTMENT MANAGEMENT GROUP's 2272 reported holdings in Q1 2018. The portfolio turnover from Q4 2017 to Q1 2018 was 15.6% .

All

			Value		Shares		↓ Weighting
BABA	Sell	ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025)adr	$4,080,215,000	+1.9%	22,230,658	-4.3%	7.07%	+7.9%
INTC	Sell	INTEL CORPORATION COMMON STOCK USD0.001	$752,801,000	-15.6%	14,454,701	-25.2%	1.30%	-10.6%
GOOGL	Buy	ALPHABET INCORPORATED CL A NPV	$708,392,000	+6.8%	683,024	+8.5%	1.23%	+13.1%
JPM	Sell	JPMORGAN CHASE AND COMPANY COMMON STOCK USD1	$700,353,000	-5.3%	6,368,583	-7.9%	1.21%	+0.3%
UBS	Sell	UBS GROUP AG CHF0.10 (REGISTERED)	$679,738,000	-6.9%	40,472,616	-0.5%	1.18%	-1.3%
TSM	Sell	TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARESadr	$665,274,000	+1.5%	15,202,764	-8.1%	1.15%	+7.5%
MSFT	Sell	MICROSOFT CORPORATION COMMON STOCK USD0.0000125	$647,120,000	+5.9%	7,090,176	-0.8%	1.12%	+12.1%
CSCO	Sell	CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING)	$644,323,000	-11.1%	15,022,707	-20.6%	1.12%	-5.8%
AAPL	Sell	APPLE INCORPORATED COMMON STOCK NPV	$644,512,000	-37.5%	3,841,418	-37.0%	1.12%	-33.8%
AMZN	Buy	AMAZON.COM INCORPORATED USD0.01	$643,048,000	+27.1%	444,296	+2.7%	1.11%	+34.5%
JNJ	Buy	JOHNSON AND JOHNSON COMMON STOCK USD1	$630,914,000	+5.0%	4,923,256	+14.5%	1.09%	+11.2%
TD	Buy	TORONTO-DOMINION BANK (THE) COMMON NPV (US LISTING)	$616,719,000	+2.9%	8,435,618	+3.7%	1.07%	+9.0%
BAC	Buy	BANK OF AMERICA CORPORATION COMMON STOCK USD0.01	$555,274,000	+49.7%	18,515,313	+47.3%	0.96%	+58.5%
V	Buy	VISA INCORPORATED CLASS A COMMON STOCK USD0.0001	$523,763,000	+39.2%	4,378,564	+32.7%	0.91%	+47.4%
EDU	Sell	NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES)adr	$519,824,000	-50.4%	5,930,678	-46.8%	0.90%	-47.5%
PFE	Sell	PFIZER INCORPORATED COMMON STOCK USD0.05	$450,767,000	-7.8%	12,701,261	-5.9%	0.78%	-2.4%
HTHT	Sell	CHINA LODGING GROUP LIMITED SPONSORED ADS (EACH REPRESENTS 4 SHARES)adr	$447,430,000	-10.3%	3,397,082	-1.6%	0.78%	-5.0%
UNH	Sell	UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01	$435,069,000	-4.7%	2,033,032	-1.8%	0.75%	+0.9%
HDB	Sell	HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY)adr	$417,729,000	-3.3%	4,229,305	-0.5%	0.72%	+2.4%
FB	Sell	FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006	$396,056,000	-10.7%	2,478,607	-1.3%	0.69%	-5.5%
PG	Buy	PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV	$390,712,000	+13.6%	4,928,265	+31.6%	0.68%	+20.2%
LLY	Buy	ELI LILLY AND COMPANY COMMON STOCK NPV	$362,806,000	+86.7%	4,689,223	+103.8%	0.63%	+97.8%
CHKP	Sell	CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1	$357,060,000	-14.9%	3,594,318	-11.3%	0.62%	-9.9%
MRK	Sell	MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01	$356,855,000	-4.8%	6,551,414	-1.7%	0.62%	+0.7%
PM	Buy	PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV	$352,988,000	+18.7%	3,551,190	+26.2%	0.61%	+25.7%
BBD	Sell	BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV)adr	$329,415,000	-24.9%	27,728,556	-35.3%	0.57%	-20.5%
INFY	Buy	INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5)adr	$327,946,000	+20.7%	18,372,322	+9.7%	0.57%	+27.6%
VIPS	Buy	VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001)adr	$323,379,000	+100.3%	19,457,202	+41.3%	0.56%	+112.1%
WFC	Sell	WELLS FARGO AND COMPANY COMMON STOCK USD1.6667	$322,586,000	-20.4%	6,155,042	-7.9%	0.56%	-15.7%
XOM	Buy	EXXON MOBIL CORPORATION COMMON STOCK NPV	$316,950,000	-2.9%	4,248,094	+8.8%	0.55%	+2.8%
ORCL	Buy	ORACLE CORPORATION COMMON STOCK USD0.01	$313,123,000	-1.8%	6,844,233	+1.4%	0.54%	+4.0%
VALE	Sell	VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV)adr	$309,383,000	-1.6%	24,322,565	-5.4%	0.54%	+4.1%
CTSH	Buy	COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01	$305,727,000	+14.0%	3,797,853	+0.6%	0.53%	+20.7%
NTR	New	NUTRIEN LIMITED NPV	$303,788,000	–	6,432,248	+100.0%	0.53%	–
AMGN	Sell	AMGEN INCORPORATED COMMON STOCK USD0.0001	$303,210,000	-32.0%	1,778,561	-30.7%	0.52%	-28.1%
HD	Buy	HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05	$294,924,000	+19.8%	1,654,641	+27.4%	0.51%	+26.8%
ITUB	Sell	ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE)adr	$281,707,000	-13.1%	18,058,114	-27.6%	0.49%	-8.1%
VOO	Buy	VANGUARD INDEX FUNDS S&P 500 ETFetf	$275,799,000	+26.3%	1,139,289	+28.0%	0.48%	+33.9%
HPE	Sell	HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01	$272,911,000	+18.2%	15,559,384	-3.2%	0.47%	+25.1%
DHR	Buy	DANAHER CORPORATION COMMON STOCK USD0.01	$269,865,000	+185.2%	2,756,247	+170.4%	0.47%	+201.9%
BKNG	New	BOOKING HOLDINGS INCORPORATED COMMON STOCK USD0.008	$269,391,000	–	129,491	+100.0%	0.47%	–
EL	Sell	ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01	$268,973,000	+16.5%	1,796,512	-1.0%	0.47%	+23.3%
XLF	Buy	FINANCIAL SELECT SECTOR SPDR FUNDetf	$254,667,000	+49.1%	9,237,081	+50.9%	0.44%	+57.5%
KMB	Buy	KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25	$253,064,000	-4.3%	2,297,865	+4.9%	0.44%	+1.4%
TMO	Buy	THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1	$250,839,000	+19.7%	1,214,949	+10.1%	0.44%	+26.8%
BIIB	Buy	BIOGEN INCORPORATED COMMON STOCK USD0.0005	$247,606,000	-2.4%	904,266	+13.6%	0.43%	+3.4%
ENIA	Buy	ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV)adr	$246,311,000	+5.3%	21,197,082	+1.2%	0.43%	+11.5%
BAP	Sell	CREDICORP LIMITED COMMON STOCK USD5 (US LISTING)	$245,920,000	-2.9%	1,083,155	-11.3%	0.43%	+2.9%
TXN	Buy	TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1	$244,889,000	+17.1%	2,357,197	+17.7%	0.42%	+24.0%
PAGS	New	PAGSEGURO DIGITAL LIMITED COMMON STOCK NPV	$243,013,000	–	6,341,662	+100.0%	0.42%	–
BCE	Buy	BCE INCORPORATED COMMON NPV	$239,856,000	+54.7%	4,326,397	+68.5%	0.42%	+63.8%
GOOG	Buy	ALPHABET INCORPORATED-CL C NPV	$237,818,000	+15.2%	230,491	+16.8%	0.41%	+21.9%
OMC	Buy	OMNICOM GROUP INC COMMON STOCK USD0.15	$236,371,000	+29.9%	3,252,664	+30.2%	0.41%	+37.6%
HPQ	Sell	HP INCORPORATED COMMON STOCK USD0.01	$234,658,000	-29.9%	10,705,163	-32.8%	0.41%	-25.7%
IBM	Sell	INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20	$229,262,000	-46.2%	1,494,241	-46.2%	0.40%	-43.0%
GIS	Buy	GENERAL MILLS INC COMMON STOCK USD0.10	$221,504,000	+3.6%	4,915,769	+36.4%	0.38%	+9.7%
IVV	Sell	ISHARES TRUST CORE S&P 500 ETFetf	$219,499,000	-1.7%	827,138	-0.4%	0.38%	+3.8%
DIS	Buy	WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01	$218,434,000	+62.3%	2,174,764	+73.7%	0.38%	+72.3%
GILD	Sell	GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001	$215,672,000	-4.2%	2,860,751	-9.0%	0.37%	+1.6%
ADBE	Buy	ADOBE SYSTEMS INCORPORATED NPV	$213,887,000	+71.6%	989,850	+39.2%	0.37%	+81.9%
HSY	Buy	HERSHEY COMPANY (THE) COMMON STOCK USD1	$211,187,000	+292.2%	2,134,067	+349.9%	0.37%	+315.9%
SINA	Sell	SINA CORPORATION COMMON STOCK USD0.133	$205,987,000	-38.6%	1,975,513	-41.0%	0.36%	-35.0%
AIG	Buy	AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50	$203,566,000	+0.7%	3,740,642	+10.2%	0.35%	+6.6%
ETN	Buy	EATON CORPORATION PLC COMMON STOCK USD0.50	$195,777,000	+68.6%	2,449,977	+66.7%	0.34%	+78.4%
PEP	Buy	PEPSICO INCORPORATED CAPITAL STOCK USD0.016666	$195,159,000	+134.3%	1,787,994	+157.4%	0.34%	+148.5%
PNC	Buy	PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5	$194,169,000	+1108.0%	1,283,845	+1052.5%	0.34%	+1192.3%
SLB	Sell	SCHLUMBERGER LIMITED COMMON STOCK USD0.01	$192,984,000	-9.1%	2,979,064	-5.4%	0.33%	-3.7%
ABBV	Sell	ABBVIE INCORPORATED COMMON STOCK USD0.01	$191,955,000	-2.9%	2,028,057	-0.8%	0.33%	+3.1%
CPB	Sell	CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375	$189,979,000	-14.5%	4,386,493	-5.0%	0.33%	-9.6%
IMO	Buy	IMPERIAL OIL COMMON STOCK NPV	$189,857,000	+190.7%	5,564,374	+234.2%	0.33%	+207.5%
MMM	Buy	3M COMPANY COMMON STOCK USD0.01	$189,355,000	+8.3%	862,590	+16.2%	0.33%	+14.7%
VIV	Buy	TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE)adr	$188,888,000	+9.1%	12,297,408	+5.3%	0.33%	+15.5%
VZ	Buy	VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10	$188,148,000	+29.1%	3,934,507	+42.9%	0.33%	+37.0%
GS	Sell	GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01	$188,400,000	-10.9%	748,032	-9.8%	0.33%	-5.8%
BIDU	Buy	BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES)adr	$184,917,000	+45.9%	828,520	+53.1%	0.32%	+54.6%
AFL	Buy	AFLAC INCORPORATED COMMON STOCK USD0.10	$182,667,000	+20.1%	4,174,292	+141.0%	0.32%	+27.3%
AXP	Sell	AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20	$181,192,000	-11.9%	1,942,459	-6.2%	0.31%	-6.8%
DWDP	Sell	DOWDUPONT INCORPORATED COMMON STOCK USD0.01	$178,088,000	-17.7%	2,795,299	-8.0%	0.31%	-12.7%
CAT	Buy	CATERPILLAR INCORPORATED COMMON STOCK USD1	$177,717,000	+46.4%	1,205,842	+56.5%	0.31%	+54.8%
AAP	Buy	ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001	$174,677,000	+22.8%	1,473,447	+3.3%	0.30%	+30.0%
PBR	Sell	PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES)adr	$175,088,000	+32.3%	12,382,425	-3.7%	0.30%	+39.6%
NTES	Sell	NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001)adr	$174,325,000	-31.2%	621,725	-15.3%	0.30%	-27.2%
AMG	Buy	AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV	$172,066,000	+2.2%	907,622	+10.6%	0.30%	+8.0%
ESRX	Sell	EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01	$172,026,000	-21.9%	2,490,247	-15.6%	0.30%	-17.5%
BBAR	Buy	BBVA BANCO FRANCES SA ADRadr	$170,825,000	-1.9%	7,489,027	+8.4%	0.30%	+3.9%
MO	Buy	ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333	$169,264,000	-9.9%	2,716,049	+3.3%	0.29%	-4.6%
KAR	Buy	KAR AUCTION SERVICES INCORPORATED COMMON STOCK USD0.01	$165,203,000	+14.1%	3,048,032	+6.4%	0.29%	+20.7%
ROK	Buy	ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1	$161,952,000	-11.0%	929,686	+0.3%	0.28%	-5.7%
DFS	Sell	DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01	$156,117,000	-15.9%	2,170,406	-10.1%	0.27%	-10.9%
FTV	Buy	FORTIVE CORPORATION COMMON STOCK USD0.01	$154,355,000	+56.4%	1,991,151	+45.9%	0.27%	+64.8%
CMCSA	Buy	COMCAST CORPORATION CLASS A COMMON STOCK USD1	$154,126,000	-12.2%	4,510,571	+2.9%	0.27%	-7.0%
PBRA	Sell	PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV)adr	$150,397,000	+10.0%	11,577,910	-16.8%	0.26%	+16.5%
OXY	Sell	OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20	$148,931,000	-17.8%	2,292,649	-6.8%	0.26%	-13.1%
CVX	Sell	CHEVRON CORPORATION COMMON STOCK USD0.75	$148,191,000	-18.5%	1,299,458	-10.5%	0.26%	-13.8%
BLK	Buy	BLACKROCK INCORPORATED COMMON STOCK USD0.01	$148,297,000	+43.6%	273,753	+36.1%	0.26%	+52.1%
C	Sell	CITIGROUP INCORPORATED COMMON STOCK USD0.01	$146,801,000	-70.6%	2,174,829	-67.6%	0.25%	-68.9%
ATVI	Sell	ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001	$144,995,000	-13.9%	2,149,350	-19.2%	0.25%	-9.1%
WMT	Sell	WALMART INCORPORATED COMMON STOCK USD0.10	$143,878,000	-11.3%	1,617,148	-1.5%	0.25%	-6.0%
HXL	Sell	HEXCEL CORPORATION COMMON STOCK USD0.01	$143,976,000	+4.0%	2,229,074	-0.4%	0.25%	+9.7%
MDT	Buy	MEDTRONIC PLC USD0.10	$142,351,000	+8.5%	1,774,500	+9.2%	0.25%	+14.9%
LVS	Buy	LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001	$142,172,000	+22.2%	1,977,364	+18.1%	0.25%	+29.5%
CX	Buy	CEMEX SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 CPO)adr	$141,153,000	-7.5%	21,322,245	+4.7%	0.24%	-2.0%
HCA	Buy	HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01	$139,344,000	+30.8%	1,436,537	+18.4%	0.24%	+38.5%
CL	Buy	COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1	$137,133,000	+4.6%	1,913,108	+10.1%	0.24%	+10.7%
ELS	Buy	EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01reit	$136,369,000	+25.2%	1,553,700	+27.0%	0.24%	+32.6%
IEX	Sell	IDEX CORPORATION COMMON STOCK USD0.01	$134,561,000	-0.8%	944,222	-8.2%	0.23%	+5.0%
CNI	Buy	CANADIAN NATIONAL RAILWAY COMMON STOCK NPV	$132,988,000	+15.0%	1,412,364	+26.6%	0.23%	+21.7%
UNP	Sell	UNION PACIFIC CORPORATION COMMON STOCK USD2.50	$130,935,000	-58.8%	973,999	-58.9%	0.23%	-56.3%
CTLT	Sell	CATALENT INCORPORATED COMMON STOCK USD0.01	$129,626,000	-15.0%	3,156,975	-15.0%	0.22%	-10.0%
ARMK	Buy	ARAMARK COMMON STOCK USD0.01	$128,844,000	+0.5%	3,256,935	+8.6%	0.22%	+6.2%
CLX	Buy	CLOROX COMPANY COMMON STOCK USD1	$127,691,000	+85.9%	959,288	+107.7%	0.22%	+97.3%
HON	Buy	HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1	$124,464,000	+6.7%	861,283	+13.2%	0.22%	+13.1%
RGA	Sell	REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01	$123,884,000	-2.6%	804,441	-1.4%	0.22%	+3.4%
LOGI	Buy	LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED)	$123,066,000	+12.9%	3,520,180	+6.2%	0.21%	+19.7%
WAL	Sell	WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001	$122,516,000	+2.1%	2,108,352	-0.6%	0.21%	+8.2%
MGA	Buy	MAGNA INTERNATIONAL INCORPORATED SUB-VOTING COMMON NPV	$120,593,000	+104.8%	1,661,752	+101.0%	0.21%	+117.7%
QCOM	Buy	QUALCOMM INCORPORATED COMMON STOCK USD0.0001	$120,137,000	-8.0%	2,168,144	+6.3%	0.21%	-2.8%
IQ	New	IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES)adr	$116,625,000	–	7,500,000	+100.0%	0.20%	–
AGG	Buy	ISHARES CORE US AGGREGATE BOND ETFetf	$113,839,000	+2.6%	1,061,435	+4.6%	0.20%	+8.2%
WB	Sell	WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE)adr	$112,938,000	-44.2%	944,778	-51.7%	0.20%	-40.8%
CVS	Sell	CVS HEALTH CORPORATION COMMON STOCK USD0.01	$112,246,000	-33.2%	1,804,320	-22.1%	0.20%	-29.1%
T	Sell	AT AND T INCORPORATED COMMON STOCK USD1	$111,832,000	-59.6%	3,136,969	-56.0%	0.19%	-57.2%
TMUS	Buy	T-MOBILE US INCORPORATED COMMON STOCK USD0.0001	$112,237,000	-3.8%	1,838,728	+0.1%	0.19%	+1.6%
PX	Buy	PRAXAIR INCORPORATED COMMON STOCK USD0.01	$111,478,000	-3.1%	772,540	+3.9%	0.19%	+2.7%
VSH	Sell	VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$110,696,000	-19.4%	5,951,395	-10.1%	0.19%	-14.7%
WDC	Buy	WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01	$110,563,000	+24.2%	1,198,261	+7.1%	0.19%	+31.5%
MU	Buy	MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$110,391,000	+76.3%	2,117,195	+39.0%	0.19%	+87.3%
GPS	Sell	GAP INCORPORATED (THE) COMMON STOCK USD0.05	$108,223,000	-48.6%	3,468,688	-43.9%	0.19%	-45.3%
CHFC	Sell	CHEMICAL FINANCIAL CORPORATION COMMON STOCK USD1	$106,805,000	+0.8%	1,953,270	-1.4%	0.18%	+6.9%
K	Sell	KELLOGG COMPANY COMMON STOCK USD0.25	$106,629,000	-12.5%	1,640,196	-8.5%	0.18%	-7.0%
LDOS	Buy	LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$107,039,000	+4.2%	1,636,685	+2.9%	0.18%	+10.1%
AA	Buy	ALCOA CORPORATION COMMON STOCK NPV	$105,960,000	+44.1%	2,356,780	+72.6%	0.18%	+53.3%
ARW	Buy	ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1	$106,164,000	+30.2%	1,378,400	+36.0%	0.18%	+38.3%
IWB	Buy	ISHARES TRUST RUSSELL 1000 ETFetf	$106,344,000	+81.6%	724,117	+83.8%	0.18%	+91.7%
NSC	Buy	NORFOLK SOUTHERN CORP COMMON STOCK USD1	$105,866,000	+2005.9%	779,690	+2147.6%	0.18%	+2187.5%
TX	Sell	TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV)adr	$104,896,000	+2.5%	3,228,579	-0.3%	0.18%	+9.0%
ARE	Buy	ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01reit	$103,692,000	+12.8%	830,266	+18.0%	0.18%	+20.0%
CB	Buy	CHUBB LIMITED COMMON STOCK CHF24.77	$103,352,000	-4.4%	755,663	+2.1%	0.18%	+1.1%
SERV	Buy	SERVICEMASTER GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01	$102,718,000	+6.6%	2,020,028	+7.5%	0.18%	+12.7%
PAYX	Buy	PAYCHEX INCORPORATED COMMON STOCK USD0.01	$102,177,000	+98.4%	1,658,995	+119.3%	0.18%	+110.7%
LII	Sell	LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$102,366,000	-19.6%	500,884	-18.1%	0.18%	-14.9%
AJG	Buy	GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1	$101,970,000	+9.5%	1,483,635	+0.9%	0.18%	+16.4%
FHN	Sell	FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625	$101,278,000	-6.7%	5,378,557	-0.9%	0.18%	-1.1%
ASH	Buy	ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV	$101,224,000	-1.9%	1,450,415	+0.1%	0.18%	+3.6%
XRAY	Sell	DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01	$100,821,000	-24.5%	2,004,001	-1.2%	0.18%	-20.1%
VMI	Sell	VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1	$100,917,000	-12.9%	689,795	-1.3%	0.18%	-7.9%
BEN	Buy	FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10	$100,964,000	+45.5%	2,911,317	+81.7%	0.18%	+53.5%
CTRP	Sell	CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01)adr	$100,309,000	-14.7%	2,151,615	-19.3%	0.17%	-9.4%
FBHS	Buy	FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01	$99,869,000	+4.6%	1,695,850	+21.6%	0.17%	+10.9%
HFC	Sell	HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01	$98,651,000	-51.6%	2,019,047	-49.3%	0.17%	-48.8%
EBAY	Sell	EBAY INCORPORATED COMMON STOCK USD0.001	$97,902,000	+1.3%	2,432,952	-5.0%	0.17%	+7.6%
ON	Sell	ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01	$97,285,000	-11.2%	3,977,275	-24.0%	0.17%	-5.6%
NTAP	Sell	NETAPP INCORPORATED COMMON STOCK USD0.001	$97,791,000	-36.3%	1,585,194	-42.9%	0.17%	-32.7%
CLGX	Sell	CORELOGIC INCORPORATED COMMON STOCK USD1	$97,371,000	-3.8%	2,152,790	-1.8%	0.17%	+1.8%
BC	Sell	BRUNSWICK CORPORATION COMMON STOCK USD0.75	$97,044,000	-2.9%	1,634,010	-9.8%	0.17%	+2.4%
ALSN	Buy	ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01	$97,132,000	+8.3%	2,486,738	+19.5%	0.17%	+14.3%
IDA	Sell	IDACORP INCORPORATED COMMON STOCK NPV	$95,080,000	-5.0%	1,077,145	-1.7%	0.16%	+0.6%
VRSN	Buy	VERISIGN INCORPORATED COMMON STOCK USD0.001	$95,012,000	+5.4%	801,385	+1.7%	0.16%	+11.5%
PTC	Sell	PTC INCORPORATED COMMON STOCK USD0.01	$94,375,000	+25.9%	1,209,782	-2.0%	0.16%	+33.3%
CIEN	Sell	CIENA CORPORATION COMMON STOCK USD0.01	$93,832,000	+23.1%	3,622,839	-0.5%	0.16%	+30.4%
TGT	Sell	TARGET CORPORATION COMMON STOCK USD0.167	$93,389,000	+6.4%	1,345,085	-0.0%	0.16%	+12.5%
OC	Buy	OWENS CORNING INCORPORATED COMMON STOCK USD0.01	$92,992,000	-3.0%	1,156,618	+10.9%	0.16%	+2.5%
NVDA	Buy	NVIDIA CORPORATION COMMON STOCK USD0.001	$92,850,000	+22.2%	400,927	+2.1%	0.16%	+29.8%
EMR	Sell	EMERSON ELECTRIC COMPANY COMMON STOCK USD1	$92,197,000	-9.8%	1,349,872	-8.0%	0.16%	-4.2%
BWA	Buy	BORGWARNER INCORPORATED COMMON STOCK USD0.01	$91,880,000	+7.0%	1,829,183	+8.8%	0.16%	+12.8%
MA	Sell	MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001	$91,560,000	-9.1%	522,720	-21.5%	0.16%	-3.6%
MYL	Sell	MYLAN NV EUR0.01	$91,698,000	-7.4%	2,227,291	-4.9%	0.16%	-1.9%
SEE	Buy	SEALED AIR CORPORATION COMMON STOCK USD0.01	$91,181,000	-12.6%	2,130,895	+0.7%	0.16%	-7.6%
DE	Buy	DEERE & COMPANY COMMON STOCK USD1	$89,862,000	+1626.1%	578,557	+1639.2%	0.16%	+1633.3%
HRB	Sell	BLOCK(H & R) INC COM STK NPV	$89,229,000	-25.9%	3,511,556	-23.6%	0.16%	-21.3%
BSAC	Buy	BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES)adr	$88,873,000	+7.5%	2,652,140	+0.4%	0.15%	+14.1%
VVV	Sell	VALVOLINE INCORPORATED COMMON STOCK USD0.01	$88,083,000	-21.2%	3,980,270	-10.7%	0.15%	-16.4%
LUK	Buy	LEUCADIA NATIONAL CORPORATION COMMON STOCK USD1	$87,433,000	-8.4%	3,846,587	+6.7%	0.15%	-2.6%
LEA	Buy	LEAR CORP COMMON STOCK USD0.01	$87,475,000	+80.2%	470,071	+71.1%	0.15%	+92.4%
CMI	Sell	CUMMINS INCORPORATED COMMON STOCK USD2.50	$87,068,000	-34.1%	537,156	-28.2%	0.15%	-30.1%
BLL	Buy	BALL CORPORATION COMMON STOCK NPV	$86,346,000	+5.1%	2,174,418	+0.2%	0.15%	+11.9%
LYB	Sell	LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01	$86,037,000	-29.9%	814,128	-26.8%	0.15%	-25.9%
MCD	Sell	MCDONALD'S CORPORATION COMMON STOCK USD0.01	$85,323,000	-51.4%	545,616	-46.5%	0.15%	-48.4%
NFLX	Buy	NETFLIX INCORPORATED COMMON STOCK USD0.001	$84,559,000	+61.2%	286,301	+4.8%	0.15%	+70.9%
MSM	Sell	MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$84,133,000	-17.0%	917,372	-12.5%	0.15%	-12.0%
CFG	Buy	CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01	$83,551,000	+28.5%	1,990,264	+28.5%	0.14%	+36.8%
PFG	Buy	PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01	$83,835,000	-4.7%	1,376,376	+10.4%	0.14%	+0.7%
IDTI	Buy	INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001	$83,527,000	+22.9%	2,733,203	+19.6%	0.14%	+30.6%
CSL	Sell	CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1	$81,704,000	-44.3%	782,527	-39.4%	0.14%	-40.8%
WST	Buy	WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25	$81,193,000	+1.1%	919,624	+13.0%	0.14%	+7.6%
GNTX	Sell	GENTEX CORPORATION COMMON STOCK USD0.06	$81,422,000	-22.8%	3,537,022	-29.7%	0.14%	-18.5%
ITW	Buy	ILLINOIS TOOL WORKS INC COMMON STOCK NPV	$81,322,000	-2.7%	519,102	+3.7%	0.14%	+2.9%
AMAT	Buy	APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01	$80,038,000	+97.4%	1,439,274	+81.5%	0.14%	+110.6%
TGNA	Sell	TEGNA INCORPORATED COMMON STOCK USD1	$79,365,000	-27.8%	6,967,922	-10.7%	0.14%	-23.3%
COO	Sell	COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10	$79,801,000	-11.7%	348,764	-15.9%	0.14%	-6.8%
GHC	Sell	GRAHAM HOLDINGS COMPANY COMMON STOCK USD1	$79,308,000	-20.7%	131,687	-26.5%	0.14%	-16.5%
VLO	Buy	VALERO ENERGY CORPORATION COMMON STOCK USD0.01	$79,220,000	+1.2%	853,944	+0.3%	0.14%	+7.0%
DLX	Sell	DELUXE CORPORATION COMMON STOCK USD1	$79,155,000	-17.1%	1,069,519	-13.9%	0.14%	-12.2%
GGAL		GRUPO FINANCIERO GALICIA-ADRadr	$78,693,000	-0.1%	1,196,656	0.0%	0.14%	+5.4%
SPB	Sell	SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD0.01	$78,544,000	-27.3%	757,413	-21.2%	0.14%	-23.2%
ATH	Sell	ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001	$78,223,000	-36.8%	1,636,122	-31.6%	0.14%	-32.7%
BRO	Buy	BROWN & BROWN INCORPORATED COMMON STOCK USD0.10	$78,382,000	-3.2%	3,081,053	+95.8%	0.14%	+2.3%
CELG	Buy	CELGENE CORPORATION COMMON STOCK USD0.01	$78,709,000	+205.6%	882,289	+257.5%	0.14%	+223.8%
PFGC	Sell	PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000	$78,252,000	-26.2%	2,621,507	-18.1%	0.14%	-21.4%
WP	New	WORLDPAY INCORPORATED CLASS A COMMON STOCK USD0.00001	$78,005,000	–	948,509	+100.0%	0.14%	–
CCL	Sell	CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK)	$77,961,000	-5.4%	1,188,800	-4.3%	0.14%	0.0%
SBAC	Sell	SBA COMMUNICATIONS CORPORATION REIT USD0.01reit	$77,228,000	-18.0%	451,836	-21.6%	0.13%	-13.0%
UCBI	Sell	UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1	$75,827,000	+10.8%	2,395,784	-1.5%	0.13%	+17.0%
HAS	Sell	HASBRO INC COMMON STOCK USD0.50	$75,001,000	-22.2%	889,700	-16.1%	0.13%	-17.7%
SYF	Buy	SYNCHRONY FINANCIAL COMMON STOCK USD0.001	$74,437,000	+5.0%	2,220,005	+21.0%	0.13%	+11.2%
YPF	Sell	YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D')adr	$73,972,000	-19.2%	3,421,447	-14.4%	0.13%	-14.7%
VIAB	Sell	VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001	$73,960,000	-3.1%	2,381,191	-3.9%	0.13%	+2.4%
GRMN	Sell	GARMIN LIMITED COMMON STOCK USD0.005	$73,789,000	-15.2%	1,252,148	-14.3%	0.13%	-9.9%
SABR	Buy	SABRE CORPORATION COMMON STOCK USD0.01	$73,250,000	+16.1%	3,414,906	+11.0%	0.13%	+23.3%
CBSH	Sell	COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5	$72,433,000	+2.4%	1,209,043	-4.5%	0.13%	+8.6%
MCK	Sell	MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01	$72,413,000	-43.5%	514,044	-37.5%	0.12%	-40.5%
R	Sell	RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50	$72,374,000	-20.6%	994,286	-8.2%	0.12%	-16.1%
SRCL	Buy	STERICYCLE INCORPORATED COMMON STOCK USD0.01	$72,222,000	+14.3%	1,233,948	+32.8%	0.12%	+21.4%
COF	Sell	CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01	$72,190,000	-13.6%	753,394	-10.2%	0.12%	-8.8%
LAMR	Buy	LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001reit	$71,442,000	-0.4%	1,122,251	+16.2%	0.12%	+6.0%
BMA		BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1)adr	$71,825,000	-6.8%	665,235	0.0%	0.12%	-1.6%
TRNO	Buy	TERRENO REALTY CORPORATION REIT USD0.01reit	$70,888,000	+29.8%	2,054,124	+31.9%	0.12%	+38.2%
AGCO	Sell	AGCO CORP COMMON STOCK USD0.01	$71,200,000	-13.3%	1,097,911	-4.5%	0.12%	-8.2%
ROP	Buy	ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$70,703,000	+62.9%	251,889	+50.3%	0.12%	+73.2%
MTCH	Sell	MATCH GROUP INC COMMON USD0.001000	$70,505,000	+12.9%	1,586,526	-20.4%	0.12%	+19.6%
COG	Sell	CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10	$69,924,000	-27.8%	2,915,907	-13.9%	0.12%	-23.9%
SAVE	Buy	SPIRIT AIRLINES INC COMMON STOCK USD0.01	$69,065,000	+0.9%	1,828,093	+19.8%	0.12%	+7.1%
FHI	Sell	FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV	$69,475,000	-15.3%	2,080,093	-8.5%	0.12%	-10.4%
MAA	Sell	MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01reit	$68,562,000	-16.7%	751,448	-8.1%	0.12%	-11.9%
SNA	Sell	SNAP-ON INCORPORATED COMMON STOCK USD1	$68,613,000	-59.5%	465,048	-52.1%	0.12%	-57.0%
HAIN	Buy	HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01	$68,955,000	-11.3%	2,150,126	+17.2%	0.12%	-6.3%
LNT	Sell	ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01	$68,313,000	-4.7%	1,671,869	-0.6%	0.12%	+0.9%
KLAC	Sell	KLA-TENCOR CORPORATION COMMON STOCK USD0.001	$67,246,000	-11.7%	616,879	-14.9%	0.12%	-6.4%
UNM	New	UNUM GROUP COMMON STOCK USD0.10	$67,630,000	–	1,420,499	+100.0%	0.12%	–
HSIC	Buy	HENRY SCHEIN CORP COMMON STOCK NPV	$67,281,000	+1.4%	1,001,060	+5.4%	0.12%	+7.3%
GIB	Sell	CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV	$66,717,000	-28.4%	897,938	-34.2%	0.12%	-24.2%
GPK	Buy	GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01	$66,646,000	+3.4%	4,341,767	+4.0%	0.12%	+8.5%
SNPS	Buy	SYNOPSYS INCORPORATED COMMON STOCK USD0.01	$66,381,000	+2.3%	797,475	+4.8%	0.12%	+8.5%
DDS	Buy	DILLARDS INCORPORATED CLASS A COMMON STOCK NPV	$65,958,000	+50.2%	820,985	+12.2%	0.11%	+58.3%
KORS	Sell	MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV	$65,282,000	-28.2%	1,051,579	-27.2%	0.11%	-24.2%
CVE	Buy	CENOVUS ENERGY INCORPORATED COMMON NPV	$65,261,000	-2.7%	6,067,189	+2.3%	0.11%	+2.7%
UHS	Buy	UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01	$64,667,000	+63.9%	546,125	+56.9%	0.11%	+72.3%
PVH	Buy	PVH CORPORATION COMMON STOCK USD1	$64,683,000	+10.8%	427,150	+0.4%	0.11%	+16.7%
NDSN	Sell	NORDSON CORPORATION COMMON STOCK NPV	$64,126,000	-9.6%	470,339	-2.9%	0.11%	-4.3%
FITB	Buy	FIFTH THIRD BANCORP COM STK NPV	$64,132,000	+255.1%	2,019,906	+239.3%	0.11%	+270.0%
IXC	Buy	ISHARES TRUST GLOBAL ENERGY ETFetf	$63,656,000	+101.0%	1,873,333	+110.3%	0.11%	+111.5%
BURL	Buy	BURLINGTON STORES INC COMMON STOCK USD0.0001	$62,926,000	+56.3%	472,595	+44.4%	0.11%	+65.2%
ZION	Buy	ZIONS BANCORPORATION COMMON STOCK NPV	$62,825,000	+16.5%	1,191,447	+12.3%	0.11%	+23.9%
BKE	Sell	BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01	$62,509,000	-9.6%	2,822,089	-3.0%	0.11%	-4.4%
DB	Buy	DEUTSCHE BANK AG NPV (REGISTERED)	$62,163,000	-10.2%	5,488,470	+25.9%	0.11%	-4.4%
EFA	Sell	ISHARES TRUST MSCI EAFE ETFetf	$61,671,000	-14.9%	885,058	-14.1%	0.11%	-10.1%
RJF	Buy	RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01	$61,566,000	+0.2%	688,583	+0.1%	0.11%	+5.9%
PE	Buy	PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01	$61,515,000	+35.1%	2,121,923	+37.2%	0.11%	+42.7%
DXCM	Sell	DEXCOM INCORPORATED COMMON STOCK USD0.001	$60,884,000	+27.2%	820,976	-1.5%	0.11%	+35.9%
TMK	Buy	TORCHMARK CORPORATION COMMON STOCK USD1	$60,668,000	-4.8%	720,783	+2.6%	0.10%	+1.0%
KEX	Sell	KIRBY CORPORATION COMMON STOCK USD0.10	$60,474,000	+13.2%	785,889	-1.8%	0.10%	+20.7%
LNC	Buy	LINCOLN NATIONAL CORPORATION COMMON STOCK NPV	$59,220,000	+977.1%	810,566	+1033.3%	0.10%	+1044.4%
IYF	Buy	ISHARES TRUST US FINANCIALS ETFetf	$59,418,000	+45.0%	504,350	+47.0%	0.10%	+53.7%
DY	Buy	DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333	$59,041,000	+6.8%	548,559	+10.6%	0.10%	+13.3%
IVZ	Buy	INVESCO LIMITED ORDINARY USD0.10	$58,728,000	+5006.8%	1,834,669	+5726.2%	0.10%	+5000.0%
DEI	Sell	DOUGLAS EMMETT INCORPORATED REIT USD0.01reit	$58,233,000	-22.9%	1,584,141	-13.9%	0.10%	-18.5%
TJX	Buy	TJX COS INCORPORATED COMMON STOCK USD1	$56,496,000	+10.5%	692,683	+3.6%	0.10%	+16.7%
CDNS	Sell	CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01	$56,297,000	-18.7%	1,531,043	-7.5%	0.10%	-13.3%
WCN	Sell	WASTE CONNECTIONS INCORPORATED NPV	$55,696,000	-1.5%	776,359	-2.4%	0.10%	+4.3%
WBA	Sell	WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01	$55,922,000	-38.0%	854,154	-31.2%	0.10%	-34.5%
DOX	Buy	AMDOCS LIMITED ORDINARY 1P (US LISTING)	$56,187,000	+291.7%	842,127	+284.4%	0.10%	+321.7%
IT	Sell	GARTNER INCORPORATED COMMON STOCK USD0.0005	$55,179,000	-11.9%	469,131	-7.8%	0.10%	-6.8%
MXIM	Sell	MAXIM INTEGRATED PRODUCTS INCORPORATED COMMON STOCK USD0.001	$55,388,000	+13.6%	919,762	-1.4%	0.10%	+20.0%
PKI	Buy	PERKINELMER INC	$55,388,000	+7.8%	731,492	+4.1%	0.10%	+14.3%
NI	Sell	NISOURCE INC	$55,675,000	-7.5%	2,328,540	-0.7%	0.10%	-2.0%
CTXS	Sell	CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001	$55,107,000	-47.3%	593,831	-50.0%	0.10%	-44.4%
TECK	Sell	TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV	$53,789,000	-34.1%	1,621,113	-34.7%	0.09%	-30.6%
DNB	Sell	DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW)	$52,287,000	-33.8%	446,898	-33.0%	0.09%	-29.5%
NFX	Buy	NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01	$52,726,000	-20.4%	2,159,130	+2.8%	0.09%	-15.7%
LOW	Buy	LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50	$52,544,000	+173.1%	598,791	+189.2%	0.09%	+193.5%
MAXR	Sell	MAXAR TECHNOLOGIES LIMITED COMMON NPV	$52,527,000	-30.1%	1,135,724	-2.8%	0.09%	-26.0%
MBT	Sell	MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES)adr	$52,788,000	+11.6%	4,634,669	-0.1%	0.09%	+18.2%
COST	Buy	COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01	$52,407,000	+15.4%	278,127	+14.0%	0.09%	+23.0%
DGX	Sell	QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01	$52,064,000	-1.3%	519,085	-3.1%	0.09%	+4.7%
AMCX	Sell	AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$51,813,000	-21.1%	1,002,190	-17.5%	0.09%	-15.9%
RE	Sell	EVEREST RE GROUP LIMITED COMMON STOCK USD0.01	$50,799,000	-39.4%	197,801	-47.8%	0.09%	-35.8%
CSFL	Buy	CENTERSTATE BANK CORPORATION COMMON STOCK USD0.01	$50,392,000	+123.4%	1,899,425	+116.6%	0.09%	+135.1%
HUBB	Buy	HUBBELL INCORPORATED COMMON STOCK USD0.01	$49,954,000	+24.2%	410,200	+38.0%	0.09%	+31.8%
GPORQ	Buy	GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01	$50,343,000	-7.8%	5,216,960	+21.9%	0.09%	-2.2%
BRKB	Buy	BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033	$50,015,000	+17.4%	250,728	+16.7%	0.09%	+24.3%
HOLI	Sell	HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001	$49,510,000	+7.5%	2,002,833	-3.2%	0.09%	+14.7%
GPT	Sell	GRAMERCY PROPERTY TRUST REIT USD0.01reit	$48,796,000	-24.3%	2,245,544	-7.1%	0.08%	-19.0%
IEMG	Buy	ISHARES CORE MSCI EMERGING ETFetf	$49,062,000	+4.1%	840,101	+1.4%	0.08%	+10.4%
CM	Buy	CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV	$49,224,000	-5.8%	432,847	+1.5%	0.08%	-1.2%
IP	Buy	INTERNATIONAL PAPER COMPANY COMMON STOCK USD1	$48,715,000	+95.5%	911,747	+112.0%	0.08%	+104.9%
PRA	Sell	PROASSURANCE CORPORATION COMMON STOCK USD0.01	$48,308,000	-22.8%	995,021	-9.1%	0.08%	-17.6%
INTU	Sell	INTUIT INC COMMON STOCK USD0.01	$48,192,000	-13.7%	278,006	-21.5%	0.08%	-7.7%
ADP	Buy	AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10	$47,731,000	+0.2%	420,619	+3.5%	0.08%	+6.4%
WABC	Sell	WESTAMERICA BANCORP COM STK NPV	$47,789,000	-11.0%	822,818	-8.8%	0.08%	-5.7%
TUP	Sell	TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01	$46,921,000	-24.1%	969,842	-1.6%	0.08%	-19.8%
BMY	Buy	BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10	$46,937,000	+17.1%	742,084	+13.5%	0.08%	+22.7%
FFIV	Buy	F5 NETWORKS INCORPORATED COMMON STOCK NPV	$45,885,000	+45.0%	317,301	+31.6%	0.08%	+53.8%
RTN	Sell	RAYTHEON COMPANY COMMON STOCK USD0.01	$45,612,000	-49.1%	211,344	-55.7%	0.08%	-46.3%
SWKS	Sell	SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25	$45,476,000	-15.2%	453,577	-19.7%	0.08%	-10.2%
SC	Buy	SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01	$44,993,000	+44.7%	2,760,302	+65.3%	0.08%	+52.9%
BRX	Buy	BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01reit	$44,952,000	+1327.5%	2,947,702	+1646.5%	0.08%	+1460.0%
HST	Buy	HOST HOTELS & RESORTS INCORPORATED REIT USD0.01reit	$44,169,000	+46.6%	2,369,579	+56.1%	0.08%	+57.1%
REXR	Buy	REXFORD INDUSTRIAL REALTY IN REIT USD0.01reit	$43,868,000	+32.5%	1,523,708	+34.2%	0.08%	+40.7%
AXS	Buy	AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125	$43,649,000	+1060.9%	758,181	+913.6%	0.08%	+1166.7%
KSS	Sell	KOHLS CORPORATION COMMON STOCK USD0.01	$43,527,000	-64.2%	664,446	-70.3%	0.08%	-62.3%
ACN	Sell	ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225	$42,718,000	-13.4%	278,302	-13.7%	0.07%	-8.6%
GD	Sell	GENERAL DYNAMICS CORPORATION COMMON STOCK USD1	$42,652,000	+2.4%	193,085	-5.7%	0.07%	+8.8%
DLB	Sell	DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$42,484,000	-18.2%	668,411	-20.2%	0.07%	-12.9%
UTHR	Sell	UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01	$42,773,000	-66.3%	380,677	-55.6%	0.07%	-64.4%
PAM	Sell	PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1)adr	$42,874,000	-23.4%	719,374	-13.5%	0.07%	-19.6%
MD	Sell	MEDNAX INCORPORATED COMMON STOCK USD0.01	$42,225,000	-29.3%	759,046	-32.1%	0.07%	-25.5%
WR	Sell	WESTAR ENERGY INCORPORATED COMMON STOCK USD5	$41,954,000	-2.1%	797,752	-1.7%	0.07%	+4.3%
WBS	Sell	WEBSTER FINANCIAL CORP COM STK US$0.01	$40,751,000	-2.2%	735,584	-0.8%	0.07%	+4.4%
GLIBA	New	GCI LIBERTY INCORPORATED - CLASS A COMMON STOCK NPV	$40,845,000	–	772,699	+100.0%	0.07%	–
MRO	Sell	MARATHON OIL CORPORATION COMMON STOCK USD1	$40,535,000	-23.5%	2,512,981	-19.7%	0.07%	-19.5%
MASI	Sell	MASIMO CORPORATION COMMON STOCK USD0.001	$39,689,000	+0.0%	451,266	-3.6%	0.07%	+6.2%
HHC	Buy	HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01	$39,584,000	+12.2%	284,515	+5.9%	0.07%	+19.0%
ROL	Sell	ROLLINS INCORPORATED COMMON STOCK USD1	$39,865,000	-17.0%	781,203	-24.3%	0.07%	-12.7%
ENTG	Sell	ENTEGRIS INCORPORATED COMMON STOCK USD0.01	$39,371,000	+8.8%	1,131,348	-4.8%	0.07%	+15.3%
RS	Sell	RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV	$39,066,000	-6.2%	455,637	-6.1%	0.07%	0.0%
VRSK	Sell	VERISK ANALYTICS INC COMMON STOCK USD0.001	$38,957,000	+0.8%	374,594	-6.9%	0.07%	+7.9%
AZO	Buy	AUTOZONE INCORPORATED COMMON STOCK USD0.01	$39,398,000	+821.6%	60,734	+910.5%	0.07%	+871.4%
EWBC	Buy	EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001	$38,772,000	+22.4%	619,959	+19.1%	0.07%	+28.8%
TTC	Buy	TORO COMPANY COMMON STOCK USD1	$38,719,000	+25.4%	620,011	+31.0%	0.07%	+31.4%
ASX	Buy	ADVANCED SEMICONDUCTOR ENGINEERING INCORPORATED ADS (EACH REPRESENTING 5 TWD10 SHARES)adr	$38,749,000	+37.9%	5,337,406	+23.1%	0.07%	+45.7%
LMT	Sell	LOCKHEED MARTIN CORP COMMON STOCK USD0.01	$38,379,000	+1.7%	113,567	-3.4%	0.07%	+8.1%
F	Buy	FORD MOTOR COMPANY COMMON STOCK USD0.01	$38,737,000	+62.8%	3,496,116	+83.5%	0.07%	+71.8%
ENR	Buy	ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV	$38,445,000	+129.2%	645,273	+84.6%	0.07%	+148.1%
PCRX	Buy	PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV	$38,184,000	-14.7%	1,225,807	+25.1%	0.07%	-9.6%
GG	Sell	GOLDCORP INCORPORATED COMMON NPV (US LISTING)	$38,264,000	+2.6%	2,437,838	-4.7%	0.07%	+8.2%
DOV	Buy	DOVER CORPORATION COMMON STOCK USD1	$38,140,000	+4445.9%	388,311	+4572.3%	0.07%	+6500.0%
HCM	Buy	HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY)adr	$37,879,000	-16.7%	1,281,443	+11.0%	0.07%	-10.8%
JCOM	Sell	J2 GLOBAL INCORPORATED COMMON STOCK USD0.01	$37,440,000	-8.0%	474,402	-12.5%	0.06%	-3.0%
USB	Sell	US BANCORP COMMON STOCK USD0.01	$37,280,000	-61.8%	738,210	-59.4%	0.06%	-59.4%
SBS	Buy	COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE)adr	$37,640,000	+16.4%	3,554,242	+14.8%	0.06%	+22.6%
VMW	Sell	VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$37,134,000	-8.6%	306,207	-5.5%	0.06%	-3.0%
CI	Buy	CIGNA CORPORATION COMMON STOCK USD0.25	$36,970,000	+3854.0%	220,398	+4684.0%	0.06%	+3100.0%
LEG	Buy	LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01	$37,110,000	+394.3%	836,564	+431.9%	0.06%	+433.3%
TEVA	Sell	TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10)adr	$36,181,000	-56.6%	2,117,095	-51.9%	0.06%	-53.7%
MCHP	Sell	MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$36,493,000	+2.0%	399,443	-1.9%	0.06%	+6.8%
SBUX	Sell	STARBUCKS CORPORATION COMMON STOCK USD0.001	$36,272,000	-15.8%	626,579	-16.5%	0.06%	-10.0%
M	Buy	MACY'S INCORPORATED COMMON STOCK USD0.01	$36,008,000	+50.2%	1,210,744	+27.2%	0.06%	+59.0%
WIT	Buy	WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2)adr	$35,014,000	+307.0%	6,785,589	+331.4%	0.06%	+335.7%
STLD	Sell	STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01	$35,422,000	-12.9%	801,034	-15.0%	0.06%	-9.0%
JWN	Sell	NORDSTROM INCORPORATED COMMON STOCK NPV	$34,579,000	-29.6%	714,295	-31.1%	0.06%	-25.0%
DRE	Buy	DUKE REALTY CORPORATION REIT USD0.01reit	$34,867,000	+5.7%	1,316,731	+8.6%	0.06%	+11.1%
CVCO	Buy	CAVCO INDUSTRIES INC COMMON STOCK USD0.01	$34,776,000	+29.8%	200,150	+14.0%	0.06%	+36.4%
HR	Buy	HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01reit	$34,477,000	-6.0%	1,244,195	+8.9%	0.06%	0.0%
SAFM	Buy	SANDERSON FARMS INCORPORATED COMMON STOCK USD1	$34,826,000	+24.4%	292,601	+45.1%	0.06%	+30.4%
AYI	Buy	ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01	$34,661,000	+253.2%	249,020	+346.6%	0.06%	+275.0%
GGG	Buy	GRACO INCORPORATED COMMON STOCK USD1	$34,291,000	+14.3%	750,016	+13.0%	0.06%	+20.4%
G	Sell	GENPACT LIMITED COMMON STOCK USD0.01	$33,295,000	-29.7%	1,040,795	-30.2%	0.06%	-24.7%
JAZZ	Sell	JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING)	$33,414,000	-2.3%	221,300	-12.8%	0.06%	+3.6%
WDR	Sell	WADDELL & REED FINANCIAL-A	$33,709,000	-27.3%	1,667,899	-19.7%	0.06%	-23.7%
NBL	Buy	NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01	$32,926,000	+25.1%	1,086,660	+20.3%	0.06%	+32.6%
RNR	Sell	RENAISSANCE HOLDINGS COMMON STOCK NPV	$32,933,000	+8.9%	237,763	-1.2%	0.06%	+16.3%
SHOO	Sell	STEVEN MADDEN LIMITED COMMON STOCK USD0.0001	$32,827,000	-11.0%	747,781	-5.3%	0.06%	-5.0%
LH	Buy	LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01	$32,832,000	+69.8%	202,983	+67.4%	0.06%	+78.1%
NGHC	Sell	NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01	$33,126,000	+11.9%	1,362,644	-9.6%	0.06%	+18.8%
XLNX	Buy	XILINX INCORPORATED COMMON STOCK USD0.01	$32,952,000	+13.8%	456,149	+6.2%	0.06%	+21.3%
FMBI	Sell	FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01	$32,248,000	-16.2%	1,311,429	-18.2%	0.06%	-11.1%
FDS	Sell	FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01	$32,214,000	-14.7%	161,535	-17.5%	0.06%	-9.7%
SIG	Buy	SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING)	$32,127,000	-31.7%	834,032	+0.3%	0.06%	-27.3%
KTWO	Buy	K2M GROUP HOLDINGS INCORPORATED COMMON STOCK USD0.001	$32,264,000	+8.3%	1,702,573	+2.9%	0.06%	+14.3%
JNPR	Sell	JUNIPER NETWORKS INCORPORATED COMMON STOCK USD0.00001	$32,473,000	-23.3%	1,334,697	-10.2%	0.06%	-18.8%
QTS	Buy	QTS REALTY TRUST INC-CL A REIT USD0.01reit	$31,561,000	-15.7%	871,396	+26.1%	0.06%	-9.8%
CLB	Buy	CORE LABORATORIES NV EUR0.02	$31,903,000	+8.1%	294,802	+9.4%	0.06%	+14.6%
BBBY	Sell	BED BATH AND BEYOND COMMON STOCK USD0.01	$30,948,000	-29.4%	1,474,415	-26.0%	0.05%	-25.0%
TECH	Sell	BIO-TECHNE CORPORATION COMMON STOCK USD0.01	$31,068,000	-11.7%	205,698	-24.3%	0.05%	-6.9%
IWM	Sell	ISHARES TRUST RUSSELL 2000 ETFetf	$30,944,000	-78.4%	203,804	-78.4%	0.05%	-77.0%
HCP	Buy	HCP INCORPORATED REIT USD1reit	$31,168,000	-7.6%	1,341,703	+3.8%	0.05%	-1.8%
COP	Sell	CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01	$30,797,000	-8.4%	519,419	-15.2%	0.05%	-3.6%
BSMX	New	BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B)adr	$30,696,000	–	4,281,117	+100.0%	0.05%	–
OXM	Buy	OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1	$30,537,000	-0.7%	409,561	+0.2%	0.05%	+6.0%
CAKE	Sell	CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01	$30,452,000	-0.2%	631,529	-0.2%	0.05%	+6.0%
FELE	Sell	FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10	$30,152,000	-20.2%	739,925	-10.1%	0.05%	-16.1%
EAT	Sell	BRINKER INTERNATIONAL INC	$30,013,000	-24.1%	831,393	-18.3%	0.05%	-20.0%
EPAM	Sell	EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001	$29,793,000	+6.0%	260,159	-0.6%	0.05%	+13.0%
UVE	Sell	UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01	$29,787,000	-4.0%	933,744	-17.7%	0.05%	+2.0%
CERN	Buy	CERNER CORPORATION COMMON STOCK USD0.01	$29,249,000	-5.2%	504,288	+10.2%	0.05%	+2.0%
KO	Sell	COCA-COLA COMPANY (THE) COMMON STOCK USD0.25	$29,513,000	-76.4%	679,547	-75.1%	0.05%	-75.1%
SUI	Buy	SUN COMMUNITIES INC REIT USD0.01reit	$29,224,000	+7.0%	319,842	+8.7%	0.05%	+13.3%
USNA	Sell	USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001	$28,610,000	-22.0%	333,058	-32.8%	0.05%	-16.7%
SQM	Buy	SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B)adr	$28,232,000	+1100.9%	574,400	+1350.5%	0.05%	+1125.0%
WSM	Sell	WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01	$28,243,000	-11.6%	535,304	-13.4%	0.05%	-5.8%
FCNCA	Sell	FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1	$28,303,000	-2.8%	68,490	-5.2%	0.05%	+2.1%
HPP	Buy	HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01reit	$28,101,000	+3.2%	863,853	+8.7%	0.05%	+8.9%
DSW	Sell	DSW INCORPORATED CLASS 'A' COMMON STOCK NPV	$27,644,000	-16.4%	1,230,800	-20.3%	0.05%	-11.1%
VAR	Buy	VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1	$27,500,000	+55.0%	224,220	+40.5%	0.05%	+65.5%
CP		CANADIAN PACIFIC RAILWAY LTD	$27,710,000	-1.1%	121,961	0.0%	0.05%	+4.3%
FCAU	Buy	FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING)	$27,981,000	+57.3%	1,695,599	+42.1%	0.05%	+65.5%
TEO	Buy	TELECOM ARGENTINA SA-SP ADRadr	$27,165,000	-4.3%	867,054	+11.9%	0.05%	+2.2%
FL	Buy	FOOT LOCKER INCORPORATED COMMON STOCK USD0.01	$27,198,000	+5.2%	597,238	+8.2%	0.05%	+11.9%
AR	Sell	ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01	$27,309,000	-6.1%	1,375,737	-10.1%	0.05%	-2.1%
CHTR	Buy	CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001	$27,365,000	-4.7%	87,926	+2.8%	0.05%	0.0%
EFX	Sell	EQUIFAX INC COMMON STOCK USD2.50	$26,958,000	-13.9%	228,823	-13.8%	0.05%	-7.8%
SYNT	Buy	SYNTEL INCORPORATED COMMON STOCK NPV	$27,235,000	+442.4%	1,066,785	+388.4%	0.05%	+487.5%
FISV	Buy	FISERV INCORPORATED COMMON STOCK USD0.01	$26,522,000	+52.1%	371,925	+179.7%	0.05%	+58.6%
WU	Buy	WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01	$26,556,000	+7.9%	1,380,944	+6.7%	0.05%	+15.0%
VWO	Buy	VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETFetf	$26,604,000	+3.7%	566,279	+1.4%	0.05%	+9.5%
RIG	Sell	TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED)	$26,030,000	-13.0%	2,629,300	-6.2%	0.04%	-8.2%
NEE	Sell	NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01	$26,171,000	-72.3%	160,237	-73.6%	0.04%	-71.0%
ARCC	Buy	ARES CAPITAL CORPORATION COMMON STOCK USD0.001	$26,042,000	+1.6%	1,640,982	+0.7%	0.04%	+7.1%
OSB	Buy	NORBORD INCORPORATED COMMON NPV	$26,014,000	+339.4%	556,927	+300.2%	0.04%	+350.0%
PBI	Sell	PITNEY BOWES INCORPORATED COMMON STOCK USD2	$25,777,000	-59.1%	2,367,053	-58.0%	0.04%	-56.3%
UE	Buy	URBAN EDGE PROPERTIES REIT USD0.01reit	$25,717,000	-8.8%	1,204,552	+8.8%	0.04%	-2.2%
BNS	Buy	BANK OF NOVA SCOTIA CAPITAL STOCK	$25,502,000	+8.8%	321,346	+11.3%	0.04%	+15.8%
LOMA	Sell	LOMA NEGRA CIA INDUSTRIAL ARGE-ADR (EACH REPRESENTS 5 ORDINARY)adr	$25,304,000	-25.8%	1,186,862	-19.8%	0.04%	-21.4%
TARO	Sell	TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001	$25,467,000	-43.0%	257,920	-39.5%	0.04%	-39.7%
WAT	Sell	WATERS CORPORATION COMMON STOCK USD0.01	$25,190,000	-39.3%	126,808	-40.9%	0.04%	-35.3%
ENIC	Sell	ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES)adr	$25,345,000	-22.9%	3,960,142	-31.6%	0.04%	-18.5%
DUK	Buy	DUKE ENERGY CORPORATION COMMON STOCK USD0.001	$25,664,000	+2.5%	331,275	+11.3%	0.04%	+7.3%
CBRL	Sell	CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01	$24,669,000	-15.7%	154,956	-15.9%	0.04%	-10.4%
TAHO	Sell	TAHOE RESOURCES INCORPORATED COMMON NPV (CANADIAN LISTING)	$24,835,000	-3.5%	4,104,944	-3.8%	0.04%	+2.4%
MGM	Sell	MGM RESORTS INTERNATIONAL COMMON STOCK USD0.01	$24,740,000	-6.0%	706,452	-10.4%	0.04%	0.0%
CHT	Sell	CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10)adr	$24,737,000	-16.0%	636,565	-23.4%	0.04%	-10.4%
STX	Sell	SEAGATE TECHNOLOGY PLC COMMON STOCK USD0.00001	$24,939,000	-54.2%	426,175	-67.2%	0.04%	-51.7%
YRD	Sell	YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001)adr	$24,774,000	-17.2%	615,805	-9.5%	0.04%	-12.2%
MIK	Buy	MICHAELS COS INC/THE COMMON STOCK USD0.06775	$24,511,000	-1.7%	1,243,610	+20.7%	0.04%	+2.4%
ROST	Sell	ROSS STORES INCORPORATE COMMON STOCK USD0.01	$24,078,000	-7.6%	308,775	-4.9%	0.04%	-2.3%
FCB	Sell	FCB FINANCIAL HOLDINGS-CL A COMMON STOCK USD0.001	$24,203,000	-1.2%	473,644	-1.8%	0.04%	+5.0%
HYG	Buy	ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETFetf	$24,465,000	+58.3%	285,676	+61.3%	0.04%	+68.0%
EA	Sell	ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01	$23,953,000	+13.7%	197,563	-1.5%	0.04%	+23.5%
UDR	Buy	UDR INCORPORATED REIT USD0.01reit	$24,170,000	+0.1%	678,543	+8.3%	0.04%	+5.0%
XYL	Sell	XYLEM INCORPORATED COMMON STOCK NPV	$24,116,000	+9.4%	313,527	-3.0%	0.04%	+16.7%
SBH	Sell	SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01	$23,709,000	-32.1%	1,441,275	-22.6%	0.04%	-28.1%
RY	Sell	ROYAL BANK OF CANADA COMMON NPV	$23,384,000	-28.3%	234,971	-26.0%	0.04%	-22.6%
ASGN	Sell	ON ASSIGNMENT COMMON STOCK USD0.01	$23,492,000	+22.2%	286,905	-4.1%	0.04%	+32.3%
BPI	Buy	BRIDGEPOINT EDUCATION INCORPORATED COMMON STOCK USD0.01	$23,371,000	-11.9%	3,467,557	+8.5%	0.04%	-4.7%
PBYI	Buy	PUMA BIOTECHNOLOGY INCORPORATED COMMON STOCK USD0.0001	$23,475,000	-30.5%	344,965	+0.9%	0.04%	-25.5%
FRC	Sell	FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01	$23,763,000	-43.3%	256,593	-47.0%	0.04%	-40.6%
SRCI	Buy	SRC Energy Incorporated COMMON STOCK USD0.001	$23,855,000	+18.3%	2,529,692	+7.0%	0.04%	+24.2%
GE	Sell	GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06	$23,373,000	-42.4%	1,733,830	-25.4%	0.04%	-37.9%
FN	Sell	FABRINET COMMON STOCK USD0.01	$23,631,000	-17.7%	753,068	-24.7%	0.04%	-12.8%
ESRT	Sell	EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01reit	$22,990,000	-30.4%	1,369,249	-14.9%	0.04%	-25.9%
GTE	Sell	GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING)	$22,820,000	-0.9%	6,588,839	-7.2%	0.04%	+5.3%
ABG	Buy	ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01	$22,858,000	+15.1%	338,640	+9.1%	0.04%	+21.2%
BA	Sell	BOEING COMPANY (THE) COMMON STOCK USD5	$22,716,000	-73.3%	69,284	-76.0%	0.04%	-71.9%
RRC	Buy	RANGE RESOURCES CORPORATION COMMON STOCK USD0.01	$22,462,000	-9.3%	1,544,888	+6.5%	0.04%	-4.9%
TIER	Buy	TIER REIT INCORPORATED REIT USD 0.0001reit	$22,331,000	+81.8%	1,208,359	+100.6%	0.04%	+95.0%
FLT	Buy	FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$21,790,000	+77.8%	107,600	+68.9%	0.04%	+90.0%
NKE	Sell	NIKE INCORPORATED CLASS B COMMON STOCK NPV	$21,790,000	+5.8%	327,961	-0.4%	0.04%	+11.8%
AEL	Sell	AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1	$21,676,000	-16.7%	738,289	-12.8%	0.04%	-11.6%
FRT	Sell	FEDERAL REALTY INVESTMENT TRUST REIT USD0.01reit	$21,890,000	-33.3%	188,521	-23.7%	0.04%	-29.6%
GM	Buy	GENERAL MOTORS COMPANY COMMON STOCK USD0.01	$22,022,000	+26.7%	606,011	+42.9%	0.04%	+35.7%
EWS	Sell	ISHARES MSCI SINGAPORE ETFetf	$21,081,000	+1.9%	790,429	-0.9%	0.04%	+8.8%
INVH	Buy	INVITATION HOMES INCORPORATED REIT USD0.01reit	$21,500,000	+5.3%	941,751	+8.7%	0.04%	+12.1%
GBDC	Buy	GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001	$21,123,000	-0.7%	1,180,726	+1.0%	0.04%	+5.7%
AMSF	Sell	AMERISAFE INCORPORATED COMMON STOCK USD0.01	$21,093,000	-14.7%	381,765	-4.9%	0.04%	-7.5%
CRUS	Buy	CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001	$21,417,000	-16.9%	527,105	+6.1%	0.04%	-11.9%
ALLE	Buy	ALLEGION PLC COMMON STOCK USD0.01	$21,391,000	+74.6%	250,800	+62.9%	0.04%	+85.0%
BBT	Buy	BB&T CORPORATION COMMON STOCK USD5	$21,098,000	+385.8%	405,411	+364.1%	0.04%	+428.6%
MUR	Sell	MURPHY OIL CORPORATION COMMON STOCK USD1	$21,477,000	-26.4%	831,172	-11.5%	0.04%	-22.9%
CSGS	Sell	CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$20,714,000	-31.1%	457,370	-33.3%	0.04%	-26.5%
SYNH	New	SYNEOS HEALTH INCORPORATED COMMON STOCK USD0.01	$20,807,000	–	586,108	+100.0%	0.04%	–
BWP	Sell	BOARDWALK PIPELINE PARTNERS LIMITED PARTNERSHIP USD0.01part	$20,797,000	-22.0%	2,048,900	-0.8%	0.04%	-18.2%
	Buy	TARENA INTERNATIONAL INCORPORATION-ADR USD0.001adr	$20,903,000	-19.1%	1,862,993	+8.1%	0.04%	-14.3%
CPG	Sell	CRESCENT POINT ENERGY CORPORATION COMMON NPV	$20,249,000	-17.2%	2,311,481	-9.4%	0.04%	-12.5%
YUMC	Buy	YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01	$19,497,000	+3.7%	469,806	+0.0%	0.03%	+9.7%
DOFSQ	Sell	DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01	$19,778,000	-37.1%	1,349,100	-20.2%	0.03%	-33.3%
RDC	Sell	ROWAN COMPANIES PLC COMMON STOCK USD0.125	$19,764,000	-46.1%	1,712,591	-26.9%	0.03%	-43.3%
ADSW	Sell	ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01	$19,833,000	-7.4%	890,167	-0.5%	0.03%	-2.9%
TEL	Buy	TE CONNECTIVITY LIMITED CHF0.77 (US LISTING)	$19,469,000	+135.8%	194,881	+124.3%	0.03%	+142.9%
MON	Buy	MONSANTO COMPANY COMMON STOCK USD0.01	$19,592,000	+5.1%	167,894	+5.2%	0.03%	+9.7%
MDCA	Buy	MDC PARTNERS INCORPORATED - A COMMON STOCK NPV	$18,876,000	-6.5%	2,621,720	+26.6%	0.03%	0.0%
GBX	Sell	GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV	$19,134,000	-30.8%	380,774	-26.6%	0.03%	-26.7%
ARD	Sell	ARDAGH FINANCE HOLDINGS SA EUR0.01	$19,250,000	-12.6%	1,030,531	-1.3%	0.03%	-8.3%
CARB	Buy	CARBONITE INC COMMON STOCK USD0.01	$18,931,000	+19.6%	657,319	+4.2%	0.03%	+26.9%
DLPH	Buy	DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01	$19,285,000	+129.2%	404,724	+152.4%	0.03%	+135.7%
WNS	Sell	WNS HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY)adr	$18,742,000	+8.3%	413,450	-4.1%	0.03%	+14.3%
CPE	Sell	CALLON PETROLEUM COMPANY COMMON STOCK USD0.01	$18,554,000	-21.4%	1,401,388	-27.9%	0.03%	-17.9%
AGN	Sell	ALLERGAN PLC COMMON STOCK USD0.0001	$18,355,000	-63.5%	109,064	-64.5%	0.03%	-61.0%
HFWA	Sell	HERITAGE FINANCIAL CORP COMMON STOCK NPV	$18,622,000	-5.1%	608,574	-4.5%	0.03%	0.0%
PK	Sell	PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01reit	$18,717,000	-49.2%	692,710	-45.9%	0.03%	-46.7%
RGEN	Buy	REPLIGEN CORPORATION COMMON STOCK USD0.01	$18,450,000	+6.3%	509,958	+6.6%	0.03%	+14.3%
ALGT	Sell	ALLEGIANT TRAVEL CO COMMON STOCK USD0.01	$18,200,000	-48.6%	105,473	-53.9%	0.03%	-44.8%
IWD		ISHARES TRUST RUSSELL 1000 VALUE ETFetf	$18,263,000	-3.5%	152,240	0.0%	0.03%	+3.2%
REVG	Buy	REV GROUP INCORPORATED COMMON STOCK USD0.001	$18,409,000	-13.0%	886,736	+36.4%	0.03%	-8.6%
WELL	Sell	WELLTOWER INCORPORATED REIT USD1reit	$18,686,000	-16.4%	343,302	-2.1%	0.03%	-13.5%
AGS	New	PLAYAGS INCORPRATED COMMON STOCK USD 0.010	$17,852,000	–	767,500	+100.0%	0.03%	–
CODI	Buy	COMPASS DIVERSIFIED HOLDINGS LP NPVpart	$18,000,000	-0.2%	1,097,576	+3.2%	0.03%	+3.3%
ESE	Buy	ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$17,641,000	+3.1%	301,303	+6.1%	0.03%	+10.7%
PUMP	Sell	PROPETRO HOLDING CORPORATION COMMON STOCK NPV	$17,739,000	-22.5%	1,116,391	-1.6%	0.03%	-16.2%
TGS		TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1)adr	$18,066,000	-8.5%	888,244	0.0%	0.03%	-3.1%
SFNC	Buy	SIMMONS FIRST NATIONAL CORPORATION CLASS A COMMON STOCK USD0.10	$18,044,000	+0.1%	634,245	+100.9%	0.03%	+3.3%
SON	Sell	SONOCO PRODUCTS COMPANY COMMON STOCK NPV	$18,177,000	-26.3%	374,773	-19.3%	0.03%	-22.5%
CA	Sell	CA INCORPORATED COMMON STOCK USD0.10	$18,000,000	-70.1%	530,971	-70.7%	0.03%	-68.7%
NWLI	Sell	NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01	$18,128,000	-12.5%	59,461	-5.0%	0.03%	-8.8%
CRM	Sell	SALESFORCE.COM INCORPORATED COMMON STOCK USD0.001	$17,127,000	-48.1%	147,260	-54.4%	0.03%	-44.4%
PAC	Sell	GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES)adr	$17,561,000	-14.8%	176,248	-12.1%	0.03%	-11.8%
YELP	Buy	YELP INCORPORATED COMMON STOCK USD0.000001	$17,461,000	+35.6%	418,239	+36.3%	0.03%	+42.9%
KW	Sell	KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$17,137,000	-12.5%	984,882	-12.8%	0.03%	-6.2%
FAST	Buy	FASTENAL COMPANY USD 0.01	$16,694,000	+118.4%	305,821	+118.8%	0.03%	+123.1%
UTX	Sell	UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1	$16,636,000	-76.7%	132,222	-76.3%	0.03%	-75.2%
QCP	Sell	QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01reit	$16,891,000	+34.8%	869,310	-4.2%	0.03%	+38.1%
APA	Buy	APACHE CORPORATION COMMON STOCK USD0.625	$16,770,000	+101.7%	435,798	+121.3%	0.03%	+107.1%
GNRC	Sell	GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01	$16,633,000	-42.4%	362,297	-37.9%	0.03%	-38.3%
DVN	Buy	DEVON ENERGY CORPORATION COMMON STOCK USD0.10	$16,957,000	+23.0%	533,405	+60.2%	0.03%	+26.1%
CABO	Sell	CABLE ONE INCORPORATED COMMON STOCK NPV	$16,465,000	-2.5%	23,962	-0.2%	0.03%	+3.6%
PPL	Buy	PPL CORPORATION COMMON STOCK USD0.01	$16,744,000	+216.9%	591,887	+246.7%	0.03%	+222.2%
SUPV		GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES)adr	$16,997,000	+3.5%	560,231	0.0%	0.03%	+7.4%
AKRXQ	Sell	AKORN INC NPV USD COMMON STOCK	$16,217,000	-42.6%	866,733	-1.0%	0.03%	-39.1%
SMP	Buy	STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2	$16,372,000	+52.7%	344,158	+44.1%	0.03%	+55.6%
ABEV	Sell	AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV)adr	$16,426,000	+11.5%	2,259,373	-0.9%	0.03%	+16.7%
ADM	Sell	ARCHER-DANIELS-MIDLAND CO COM STK NPV	$16,255,000	-87.2%	374,800	-88.2%	0.03%	-86.6%
THRM	Sell	GENTHERM INCORPORATED COMMON STOCK NPV	$16,114,000	+2.4%	474,651	-4.2%	0.03%	+7.7%
LRCX	Sell	LAM RESEARCH CORP COMMON STOCK NPV	$15,981,000	-80.3%	78,661	-82.1%	0.03%	-78.9%
CPRT	Buy	COPART INCORPORATED COMMON STOCK NPV	$16,156,000	+42.5%	317,216	+20.9%	0.03%	+47.4%
CUBE	Sell	CUBESMART REIT USD0.01reit	$16,133,000	-44.7%	572,103	-43.2%	0.03%	-41.7%
MPC	Buy	MARATHON PETROLEUM CORPORATION COMMON STOCK NPV	$15,862,000	+179.5%	216,953	+152.2%	0.03%	+200.0%
HUD	New	HUDSON LIMITED CLASS A COMMON STOCK USD0.001	$15,654,000	–	983,938	+100.0%	0.03%	–
PPC	Buy	PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01	$15,640,000	+1.9%	635,500	+28.6%	0.03%	+8.0%
CAL	Buy	CALERES INC USD0.01	$15,628,000	+42.9%	465,118	+42.4%	0.03%	+50.0%
SOGO	Sell	SOGOU INCORPORATED ADR USD0.001 (EACH REPRESENTS 1 ORDINARY SHARE)adr	$15,662,000	-59.2%	1,898,428	-42.7%	0.03%	-57.1%
DAR	Sell	DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01	$15,818,000	-9.5%	914,332	-5.1%	0.03%	-6.9%
GCI	Sell	GANNETT COMPANY INCORPORATED COMMON STOCK NPV	$15,614,000	-23.1%	1,564,555	-10.7%	0.03%	-18.2%
CNHI	Buy	CNH INDUSTRIAL NV EUR0.01 (ITALIAN LISTING)	$14,811,000	-3.4%	1,476,661	+7.6%	0.03%	+4.0%
LB	Buy	L BRANDS INCORPORATED COMMON STOCK USD0.50	$15,073,000	+8227.6%	394,486	+12997.1%	0.03%	–
EXR	Buy	EXTRA SPACE STORAGE INCORPORATED REIT USD0.01reit	$15,284,000	+5.3%	174,950	+5.4%	0.03%	+8.3%
CBLAQ	Sell	CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01reit	$15,012,000	-29.8%	3,600,123	-4.6%	0.03%	-25.7%
CYOU	Sell	CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES)adr	$14,976,000	-44.2%	536,946	-27.2%	0.03%	-40.9%
TSS	Sell	TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10	$14,966,000	-67.4%	173,500	-70.1%	0.03%	-65.3%
BMO	Buy	BANK OF MONTREAL COMMON NPV	$15,062,000	+4.6%	154,764	+8.1%	0.03%	+8.3%
SHO	Buy	SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01reit	$14,866,000	-5.1%	976,717	+3.1%	0.03%	0.0%
UNVR	Buy	UNIVAR INC COMMON STOCK USD0.01	$14,895,000	+3.4%	536,739	+15.3%	0.03%	+8.3%
VVC	Sell	VECTREN CORPORATION COMMON STOCK NPV	$14,635,000	-8.5%	228,957	-6.9%	0.02%	-3.8%
EPC	Sell	EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01	$14,168,000	-73.0%	290,200	-67.2%	0.02%	-70.9%
GOLD	Buy	BARRICK GOLD CORPORATION COMMON NPV (US LISTING)	$14,269,000	+38.7%	1,146,122	+61.3%	0.02%	+47.1%
FRME	Sell	FIRST MERCHANTS CORPORATION COMMON STOCK NPV	$14,262,000	-2.1%	342,014	-1.3%	0.02%	+4.2%
FTNT	Sell	FORTINET INCORPORATED COMMON STOCK USD0.001	$14,374,000	-11.3%	268,279	-27.7%	0.02%	-7.4%
GDS	Buy	GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES)adr	$14,412,000	+52.4%	525,027	+25.1%	0.02%	+66.7%
HES	Sell	HESS CORPORATION COMMON STOCK USD1	$14,581,000	-66.0%	288,046	-68.1%	0.02%	-64.3%
SPNV	Buy	SUPERIOR ENERGY SERVICES INCORPORATED COMMON STOCK USD0.001	$14,258,000	+0.5%	1,691,262	+14.8%	0.02%	+8.7%
ACXM	Buy	ACXIOM CORPORATION COMMON STOCK USD0.10	$14,580,000	-4.9%	641,998	+15.4%	0.02%	0.0%
NPO	New	ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$13,603,000	–	175,798	+100.0%	0.02%	–
DRH	Buy	DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01reit	$13,765,000	-3.4%	1,318,505	+4.4%	0.02%	+4.3%
RMD	Sell	RESMED INCORPORATED COMMON STOCK USD0.004	$13,667,000	+7.4%	138,800	-7.6%	0.02%	+14.3%
AIV	Buy	APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01reit	$13,670,000	+1133.8%	335,459	+1223.0%	0.02%	+1100.0%
NDAQ	Buy	NASDAQ INCORPORATED COMMON STOCK USD0.01	$13,811,000	+13.8%	160,182	+1.4%	0.02%	+20.0%
CGNX	Buy	COGNEX CORPORATION COMMON STOCK USD0.002	$13,804,000	-3.3%	265,493	+13.7%	0.02%	+4.3%
XEC	Sell	CIMAREX ENERGY COMPANY COMMON STOCK USD0.01	$14,097,000	-70.0%	150,768	-60.8%	0.02%	-68.8%
TECD	Sell	TECH DATA CORPORATION COMMON STOCK USD0.0015	$13,987,000	-26.7%	164,300	-15.6%	0.02%	-22.6%
VSM	Sell	VERSUM MATERIALS INCORPORATED COMMON STOCK USD1	$13,915,000	-5.4%	369,798	-4.9%	0.02%	0.0%
ALV	Sell	AUTOLIV INCORPORATED COMMON STOCK USD1	$13,958,000	-21.6%	95,645	-31.8%	0.02%	-17.2%
AMP	Buy	AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01	$12,998,000	+24.8%	87,860	+43.0%	0.02%	+35.3%
MFC	Sell	MANULIFE FINANCIAL CORPORATION COMMON NPV (HONG KONG LISTING)	$13,483,000	-30.8%	513,605	-25.6%	0.02%	-28.1%
AMX	Buy	AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES)adr	$13,107,000	+17.7%	686,592	+5.7%	0.02%	+27.8%
SYNA	Sell	SYNAPTICS INCORPORATED COMMON STOCK NPV	$13,197,000	-7.4%	288,600	-19.1%	0.02%	0.0%
AFG	Sell	AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV	$13,455,000	-80.4%	119,898	-81.1%	0.02%	-79.5%
ESV	Sell	ENSCO PLC CLASS A COMMON STOCK USD0.10	$13,353,000	-40.7%	3,041,600	-20.2%	0.02%	-37.8%
APH	Sell	AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001	$13,552,000	-4.0%	157,344	-2.1%	0.02%	0.0%
LKQ	Buy	LKQ CORPORATION COMMON STOCK USD0.01	$13,402,000	+6.1%	353,137	+13.7%	0.02%	+9.5%
KHC	Sell	KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01	$13,019,000	-76.0%	209,005	-70.0%	0.02%	-74.2%
BR	Buy	BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$13,433,000	+66.3%	122,456	+37.3%	0.02%	+76.9%
DISCA	Sell	DISCOVERY COMMUNICATIONS INCORPORATED CLASS A COMMON STOCK USD0.01	$13,413,000	-31.8%	625,900	-28.8%	0.02%	-28.1%
JBHT	Buy	JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01	$12,892,000	+163.6%	110,044	+158.7%	0.02%	+175.0%
NEBLQ	Sell	NOBLE CORPORATION PLC COMMON STOCK CHF3.15	$12,981,000	-35.5%	3,498,846	-21.5%	0.02%	-33.3%
MMC	Sell	MARSH & MCLENNAN COS INC COMMON STOCK USD1	$12,635,000	-3.8%	152,983	-5.2%	0.02%	+4.8%
GWW	Sell	GRAINGER(W.W.) INC COMMON STOCK USD0.50	$12,695,000	-57.6%	44,973	-64.5%	0.02%	-55.1%
SOI	Sell	SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A	$12,762,000	-23.4%	770,626	-1.0%	0.02%	-18.5%
TROW	Buy	PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20	$12,889,000	+9.9%	119,381	+6.8%	0.02%	+15.8%
LKFN	Buy	LAKELAND FINANCIAL CORPORATION COMMON STOCK NPV	$12,721,000	+4.4%	275,169	+9.5%	0.02%	+10.0%
CRI	Sell	CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01	$12,929,000	-55.4%	124,200	-49.7%	0.02%	-53.2%
DRQ	Buy	DRIL-QUIP COMMON STOCK USD0.01	$12,880,000	-3.5%	287,500	+2.7%	0.02%	0.0%
AER	Buy	AERCAP HOLDINGS NV EUR0.01	$12,034,000	+31.5%	237,254	+36.4%	0.02%	+40.0%
VRX	Sell	VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING)	$11,994,000	-58.9%	584,800	-47.5%	0.02%	-56.2%
CRTO	New	CRITEO SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE)adr	$11,908,000	–	460,847	+100.0%	0.02%	–
MHK	Sell	MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$11,966,000	-32.0%	51,526	-19.2%	0.02%	-27.6%
SSD	Sell	SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01	$12,102,000	-44.1%	210,147	-44.3%	0.02%	-40.0%
ATHM	Sell	AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE)adr	$11,962,000	-64.9%	139,195	-73.6%	0.02%	-62.5%
LEMB		ISHARES JP MORGAN EM LOCAL CURRENCY ETFetf	$12,204,000	+4.5%	242,383	0.0%	0.02%	+10.5%
MET	Buy	METLIFE INCORPORATED COMMON STOCK USD0.01	$12,101,000	-6.9%	263,688	+2.6%	0.02%	0.0%
FSLR	Sell	FIRST SOLAR INCORPORATED COMMON STOCK USD0.001	$11,839,000	-39.4%	166,796	-42.4%	0.02%	-34.4%
WLL	Buy	WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001	$11,905,000	+34.9%	351,789	+5.6%	0.02%	+50.0%
CHS	Sell	CHICO'S FAS INCORPORATED COMMON STOCK USD0.01	$12,405,000	-0.6%	1,372,200	-3.0%	0.02%	+5.0%
PEB	Sell	PEBBLEBROOK HOTEL TRUST REIT USD0.01reit	$12,092,000	-11.6%	352,013	-4.4%	0.02%	-4.5%
SPY	Sell	SPDR S&P 500 ETF TRUSTetf	$12,195,000	-15.2%	46,346	-14.0%	0.02%	-12.5%
FMX	Sell	FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT)adr	$11,561,000	-41.2%	126,441	-39.6%	0.02%	-37.5%
HF	Buy	HFF INCORPORATED CLASS A COMMON STOCK USD0.01	$11,317,000	+12.0%	227,718	+9.6%	0.02%	+17.6%
RACE	Buy	FERRARI NV EUR0.01	$11,758,000	+13.1%	120,547	+1.4%	0.02%	+17.6%
EV	Buy	EATON VANCE CORPORATION COMMON STOCK USD0.00781	$11,439,000	+12.7%	205,487	+14.1%	0.02%	+17.6%
KEY	Buy	KEYCORP COMMON STOCK USD1	$11,647,000	+527.2%	595,752	+547.0%	0.02%	+566.7%
FLXN	Sell	Flexion Therapeutics Inc COMMON STOCKUSD0.001000	$11,485,000	-11.3%	512,477	-0.9%	0.02%	-4.8%
RRR	Sell	RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01	$11,316,000	-47.0%	386,484	-38.9%	0.02%	-42.9%
CDK	Sell	CDK GLOBAL INCORPORATED COMMON STOCK USD0.001	$11,604,000	-49.4%	183,200	-43.1%	0.02%	-47.4%
HUM	Sell	HUMANA INC COMMON STOCK USD0.166	$11,758,000	-49.2%	43,737	-53.1%	0.02%	-47.4%
ANAT	Buy	AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1	$11,431,000	+75.3%	97,738	+92.2%	0.02%	+81.8%
	Sell	GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES)adr	$10,763,000	-4.2%	1,295,150	-2.1%	0.02%	+5.6%
CXP	Sell	COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01reit	$11,081,000	-14.2%	541,623	-3.8%	0.02%	-9.5%
CVG	Buy	CONVERGYS CORPORATION COMMON STOCK NPV	$10,871,000	+1758.3%	480,572	+1830.0%	0.02%	+1800.0%
3106PS	Sell	APTIV PLC COMMON STOCK USD0.01 (US LISTING)	$11,073,000	-61.9%	130,328	-62.0%	0.02%	-60.4%
AGO	Sell	ASSURED GUARANTY LIMITED COMMON STOCK USD0.01	$11,048,000	-66.8%	305,200	-69.0%	0.02%	-65.5%
KRE	Buy	SPDR SERIES TRUST S&P REGIONAL BANKING ETFetf	$10,996,000	+65.4%	182,084	+61.2%	0.02%	+72.7%
EWJ	Buy	ISHARES INCORPORATED MSCI JAPAN ETFetf	$11,086,000	+1.3%	182,699	+0.1%	0.02%	+5.6%
ACIA	Sell	ACACIA COMMUNICATIONS INC	$11,132,000	+0.4%	289,443	-5.4%	0.02%	+5.6%
DKS	Sell	DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001	$11,240,000	-67.3%	320,672	-73.2%	0.02%	-66.1%
LANC	Sell	LANCASTER COLONY CORPORATION COMMON STOCK NPV	$10,783,000	-8.6%	87,565	-4.1%	0.02%	0.0%
FEDU	Sell	FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES)adr	$11,130,000	-28.0%	1,678,710	-2.3%	0.02%	-24.0%
CNA	Buy	CNA FINANCIAL CORPORATION COMMON STOCK USD2.50	$10,264,000	+77.9%	207,980	+91.2%	0.02%	+100.0%
CVA	Buy	COVANTA HOLDING CORPORATION COMMON STOCK USD0.10	$10,517,000	+317.3%	725,319	+386.5%	0.02%	+350.0%
JOBS	Sell	51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001)adr	$10,565,000	-75.9%	122,800	-83.0%	0.02%	-75.0%
GT	Buy	GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV	$10,180,000	+16.3%	382,987	+41.3%	0.02%	+28.6%
IDXX	Buy	IDEXX LABORATORIES CORP	$10,664,000	+36.9%	55,721	+11.9%	0.02%	+38.5%
JBL	Sell	JABIL INCORPORATED COMMON STOCK USD0.001	$10,472,000	-64.6%	364,482	-67.7%	0.02%	-62.5%
NEM	Sell	NEWMONT MINING CORPORATION COMMON STOCK USD1.60	$10,295,000	-6.5%	263,490	-10.2%	0.02%	0.0%
OII	Buy	OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25	$10,674,000	+19.1%	575,737	+35.8%	0.02%	+20.0%
PGR	Buy	PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1	$10,466,000	+13.5%	171,779	+4.9%	0.02%	+20.0%
PSA	Sell	PUBLIC STORAGE REIT USD0.10reit	$10,671,000	-53.9%	53,252	-51.9%	0.02%	-52.6%
CBPO	Sell	CHINA BIOLOGIC PRODUCTS HOLDINGS INCORPORATED COMMON STOCK NPV	$10,402,000	-30.5%	128,420	-32.4%	0.02%	-25.0%
MNKKQ	Sell	MALLINCKRODT PLC ORDINARY USD (US LISTING)	$10,321,000	-59.2%	712,793	-36.4%	0.02%	-56.1%
CDEV	Sell	CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV	$9,747,000	-34.4%	531,152	-29.3%	0.02%	-29.2%
FPH	New	FIVE POINT HOLDINGS LLC COMMON STOCK NPV	$9,886,000	–	693,234	+100.0%	0.02%	–
NOVT	Buy	NOVANTA INCORPORATED COMMON STOCK NPV	$9,833,000	+19.0%	188,552	+14.1%	0.02%	+21.4%
SBGI	Buy	SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$9,991,000	+23.7%	319,200	+49.6%	0.02%	+30.8%
MOS	Sell	MOSAIC COMPANY (THE) COMMON STOCK USD0.01	$9,899,000	-61.9%	407,700	-59.8%	0.02%	-60.5%
MSCI	Sell	MSCI INCORPORATED COMMON STOCK USD0.01	$9,956,000	-48.6%	66,612	-56.5%	0.02%	-46.9%
EEM	Buy	ISHARES TRUST MSCI EMERGING MARKETS ETFetf	$9,612,000	+53.5%	199,091	+49.9%	0.02%	+70.0%
ATGE	Buy	ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01	$9,703,000	+42.6%	204,063	+26.1%	0.02%	+54.5%
LUV	Sell	SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1	$9,372,000	-78.4%	163,628	-75.3%	0.02%	-77.5%
STRA	Buy	STRAYER EDUCATION INCORPORATED COMMON STOCK USD0.01	$9,038,000	+36.9%	89,438	+21.4%	0.02%	+45.5%
TTM	Buy	TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2)adr	$9,185,000	+116.9%	357,378	+179.1%	0.02%	+128.6%
BDX	Buy	BECTON DICKINSON & COMPANY COMMON STOCK USD1	$9,098,000	+2.5%	41,985	+1.3%	0.02%	+6.7%
WM	Sell	WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01	$8,984,000	-7.2%	106,797	-4.8%	0.02%	0.0%
HMY	Sell	HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY))adr	$9,004,000	-21.5%	3,767,370	-38.5%	0.02%	-15.8%
TVPT	Buy	TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025	$9,197,000	+36.0%	562,851	+8.8%	0.02%	+45.5%
GME	Sell	GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001	$9,256,000	-79.2%	733,462	-70.4%	0.02%	-78.1%
JKHY	Sell	JACK HENRY AND ASSOCIATE INCORPORATED COMMON STOCK USD0.01	$9,463,000	-61.9%	78,235	-63.2%	0.02%	-61.0%
JACK	Sell	JACK IN THE BOX INCORPORATED COMMON STOCK USD0.01	$9,520,000	-16.1%	111,571	-3.5%	0.02%	-15.8%
APLE	Buy	APPLE HOSPITALITY REIT INCORPORATED NPVreit	$8,803,000	+1101.0%	501,022	+1241.1%	0.02%	+1400.0%
ZTS	Sell	ZOETIS INCORPORATED COMMON STOCK USD0.01	$8,909,000	-15.2%	106,678	-26.8%	0.02%	-11.8%
RL	Sell	RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01	$8,536,000	-22.7%	76,354	-28.3%	0.02%	-16.7%
AUY	Sell	YAMANA GOLD INCORPORATED COMMON NPV (US LISTING)	$8,433,000	-33.6%	2,599,335	-26.7%	0.02%	-28.6%
BIG	Sell	BIG LOTS INCORPORATED COMMON STOCK USD0.01	$8,793,000	-55.7%	202,000	-42.8%	0.02%	-53.1%
NCR	Sell	NCR CORPORATION COMMON STOCK USD0.01	$8,763,000	-34.2%	278,000	-29.0%	0.02%	-31.8%
HAL	Sell	HALLIBURTON COMPANY COMMON STOCK USD2.50	$8,420,000	-52.9%	179,370	-51.0%	0.02%	-48.3%
LW	Buy	LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00	$8,878,000	+6476.3%	152,500	+6254.2%	0.02%	–
AEO	Sell	AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01	$8,767,000	+2.1%	439,890	-3.7%	0.02%	+7.1%
SYK	Sell	STRYKER CORP COM STK USD0.10	$8,378,000	-37.1%	52,064	-39.4%	0.02%	-31.8%
MSI	Sell	MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$8,561,000	+7.0%	81,297	-8.2%	0.02%	+15.4%
INT	Sell	WORLD FUEL SERVICES CORPORATION COMMON STOCK USD0.01	$8,370,000	-17.1%	340,946	-5.0%	0.02%	-11.8%
SIRI	Sell	SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001	$8,891,000	-9.5%	1,424,783	-22.3%	0.02%	-6.2%
HI	Sell	HILLENBRAND INCORPORATED COMMON STOCK NPV	$8,694,000	-50.0%	189,418	-51.3%	0.02%	-46.4%
DVA	Sell	DAVITA INCORPORATED	$8,646,000	-32.4%	131,105	-26.0%	0.02%	-28.6%
WPX	Sell	WPX ENERGY INCORPORATED COMMON STOCK USD1	$8,769,000	-43.8%	593,333	-46.5%	0.02%	-42.3%
EHC	New	ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01	$8,627,000	–	150,900	+100.0%	0.02%	–
AET		AETNA INCORPORATED COMMON STOCK NPV	$8,197,000	-6.3%	48,500	0.0%	0.01%	0.0%
SPG	Sell	SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001reit	$8,152,000	-69.7%	52,814	-66.3%	0.01%	-68.2%
AVY	Buy	AVERY DENNISON CORPORATION COMMON STOCK USD1	$7,959,000	+1230.9%	74,910	+1339.2%	0.01%	+1300.0%
SJW		SJW Group COMMON STOCK USD1.042	$8,154,000	-17.4%	154,694	0.0%	0.01%	-12.5%
ECL	Sell	ECOLAB INC COMMON STOCK USD1	$8,107,000	-26.6%	59,142	-28.2%	0.01%	-22.2%
VDE	New	VANGUARD ENERGY ETFetf	$8,069,000	–	87,350	+100.0%	0.01%	–
IWR	Sell	ISHARES TRUST RUSSELL MID-CAP ETFetf	$8,322,000	-26.0%	40,313	-25.4%	0.01%	-22.2%
EW	Sell	EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1	$8,087,000	-54.9%	57,959	-63.5%	0.01%	-51.7%
XRX	Sell	XEROX CORPORATION COMMON STOCK USD1(POST REV SPLIT)	$7,856,000	-72.4%	272,950	-72.1%	0.01%	-70.2%
AES	Sell	AES CORPORATION COMMON STOCK USD0.01	$7,935,000	-39.0%	697,872	-41.9%	0.01%	-33.3%
ISRG	Sell	INTUITIVE SURGICAL COMMON STOCK USD0.001	$8,286,000	-5.2%	20,072	-16.2%	0.01%	0.0%
FNF	Sell	FNF GROUP COMMON STOCK USD0.0001	$7,858,000	+0.4%	196,364	-1.6%	0.01%	+7.7%
UBSH	New	UNION BANKSHARES CORP COMMON STOCK USD1.33	$8,222,000	–	223,969	+100.0%	0.01%	–
UVV	Sell	UNIVERSAL CORPORATION COMMON STOCK NPV	$7,811,000	-64.5%	161,047	-61.5%	0.01%	-61.1%
MIDD	Buy	MIDDLEBY CORPORATION COMMON STOCK USD0.01	$8,297,000	+2.3%	67,023	+11.5%	0.01%	+7.7%
UVSP	Sell	UNIVEST CORPORATION OF PENNSYLVANIA COMMON STOCK USD5	$8,196,000	-5.4%	295,867	-4.2%	0.01%	0.0%
ARRS	New	ARRIS INTERNATIONAL PLC COMMON STOCK 1P	$7,676,000	–	288,900	+100.0%	0.01%	–
PANW	New	PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001	$7,647,000	–	42,125	+100.0%	0.01%	–
PDCO	Sell	PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01	$7,477,000	-40.9%	336,333	-3.9%	0.01%	-38.1%
PVG	Buy	PRETIUM RESOURCES INCORPORATED COMMON NPV	$7,515,000	-3.9%	1,062,436	+62.6%	0.01%	0.0%
TDOC	Sell	TELADOC INC COMMON STOCK USD0.001	$7,650,000	+13.2%	189,830	-2.1%	0.01%	+18.2%
CME	Sell	CME GROUP INCORPORATED COMMON STOCK USD0.01	$7,244,000	-17.7%	44,785	-25.7%	0.01%	-7.1%
DRI	Sell	DARDEN RESTAURANTS INC COM STK USD0.01	$7,714,000	-57.1%	90,481	-51.6%	0.01%	-55.2%
BTEGF		BAYTEX ENERGY CORPORATION COMMON NPV	$7,429,000	-6.4%	2,104,500	0.0%	0.01%	0.0%
IJH	Sell	ISHARES TRUST CORE S&P MID-CAP ETFetf	$7,310,000	-3.2%	38,970	-2.0%	0.01%	+8.3%
ST	New	SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01	$7,237,000	–	139,626	+100.0%	0.01%	–
ADS	Sell	ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01	$7,428,000	-25.9%	34,898	-11.7%	0.01%	-18.8%
AVGO	Sell	BROADCOM LIMITED COMMON STOCK NPV	$7,726,000	-33.7%	32,787	-27.7%	0.01%	-31.6%
MTD	Sell	METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01	$7,275,000	-14.0%	12,650	-7.3%	0.01%	-7.1%
ICL	Buy	ICL-ISRAEL CHEMICAL LIMITED ILS1	$6,742,000	+754.5%	455,532	+707.3%	0.01%	+1100.0%
PDS		PRECISION DRILLING CORPORATION COMMON NPV	$7,126,000	-6.0%	1,990,500	0.0%	0.01%	0.0%
RHT	Sell	RED HAT INCORPORATED COMMON STOCK USD0.0001	$6,732,000	+18.2%	45,026	-5.0%	0.01%	+33.3%
PKG	Sell	PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01	$6,911,000	-81.0%	61,317	-79.7%	0.01%	-80.0%
RCL	Sell	ROYAL CARIBBEAN CRUISES LIMITED COMMON STOCK USD0.01	$7,157,000	-29.1%	60,784	-28.2%	0.01%	-29.4%
RHI	Sell	ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1	$7,036,000	-45.4%	121,547	-47.6%	0.01%	-42.9%
OIS	Buy	OIL STATES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$7,194,000	+82.2%	274,600	+96.8%	0.01%	+100.0%
TGI	Sell	TRIUMPH GROUP INCORPORATED COMMON STOCK USD0.001	$6,736,000	-30.5%	267,300	-24.9%	0.01%	-25.0%
EXC	Buy	EXELON CORPORATION COMMON STOCK NPV	$7,018,000	+61.0%	179,927	+62.7%	0.01%	+71.4%
SCHW	Buy	SCHWAB(CHARLES) CORPORATION COMMON STOCK USD0.01	$7,044,000	+23.0%	134,889	+21.0%	0.01%	+33.3%
WY	Sell	WEYERHAEUSER COMPANY REIT USD1.25reit	$7,023,000	-10.8%	200,650	-10.1%	0.01%	-7.7%
NBR	Sell	NABORS INDUSTRIES LIMITED COMMON STOCK USD0.001	$6,900,000	-1.2%	987,170	-3.4%	0.01%	+9.1%
CNQ	Buy	CANADIAN NATURAL RESOURCES LIMITED COMMON NPV	$6,857,000	+338.7%	169,300	+386.5%	0.01%	+300.0%
URI	Sell	UNITED RENTALS INCORPORATED COMMON STOCK USD0.01	$7,054,000	-5.2%	40,839	-5.7%	0.01%	0.0%
MS	Sell	MORGAN STANLEY COMMON STOCK USD0.01	$6,961,000	-90.9%	129,005	-91.1%	0.01%	-90.4%
MNST	Sell	MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005	$7,150,000	-88.9%	124,978	-87.7%	0.01%	-88.7%
IEUR		ISHARES TRUST CORE MSCI EUROPEetf	$6,658,000	-1.0%	134,024	0.0%	0.01%	+9.1%
QEP	Sell	QEP RESOURCES INCORPORATED COMMON STOCK USD0.01	$6,992,000	-36.8%	714,225	-38.2%	0.01%	-33.3%
CNP	Sell	CENTERPOINT ENERGY INCORPORATED COMMON STOCK NPV	$6,429,000	-54.2%	234,639	-52.6%	0.01%	-52.2%
CIT	Sell	CIT GROUP INCORPORATED COMMON STOCK USD0.01	$6,483,000	-4.2%	125,881	-8.4%	0.01%	0.0%
MOMO	Sell	MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES)adr	$6,436,000	-48.0%	172,187	-66.0%	0.01%	-45.0%
PBA	Buy	PEMBINA PIPELINE CORPORATION COMMON NPV	$6,505,000	-6.7%	161,814	+5.6%	0.01%	0.0%
JBLU	Buy	JETBLUE AIRWAYS CORPORATION COMMON STOCK USD0.01	$6,467,000	+2234.7%	318,270	+2466.7%	0.01%	–
HMTV	Sell	HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001	$6,439,000	-24.3%	572,376	-22.3%	0.01%	-21.4%
INDA		ISHARES MSCI INDIA ETFetf	$6,253,000	-5.4%	183,212	0.0%	0.01%	0.0%
WTS	Sell	WATTS WATER TECHNOLOGIES INCORPORATED CLASS 'A' COMMON STOCK USD0.10	$6,246,000	-8.0%	80,387	-10.1%	0.01%	0.0%
HIBB	Sell	HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01	$6,345,000	+11.9%	264,900	-4.7%	0.01%	+22.2%
THO	New	THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10	$6,207,000	–	53,900	+100.0%	0.01%	–
CMS	Sell	CMS ENERGY CORPORATION COMMON STOCK USD0.01	$6,235,000	-88.8%	137,679	-88.3%	0.01%	-87.9%
ORLY	Sell	O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01	$6,504,000	-35.7%	26,293	-37.5%	0.01%	-35.3%
EQM	Sell	EQT MIDSTREAM PARTNERS LP COMMON STOCK NPVpart	$6,611,000	-24.9%	112,000	-7.0%	0.01%	-21.4%
PSX	Sell	PHILLIPS 66 COMMON STOCK USD0.01	$5,802,000	-7.9%	60,483	-2.9%	0.01%	0.0%
SHW	Sell	SHERWIN-WILLIAMS COMPANY (THE) COMMON STOCK USD1	$5,889,000	-37.4%	15,020	-34.5%	0.01%	-33.3%
TIP	Buy	ISHARES US TREASURY INFLATION PROTECTED SECURITIES BOND ETFetf	$5,658,000	+128.8%	50,047	+130.9%	0.01%	+150.0%
CHD	Sell	CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1	$5,625,000	-70.6%	111,713	-70.7%	0.01%	-67.7%
STAY	New	EXTENDED STAY AMERICA INC COMMON STOCK NPV	$5,494,000	–	277,873	+100.0%	0.01%	–
DXJF	New	WISDOMTREE TRUST JAPAN HEDGED FINANCIALS FUND ETFetf	$5,912,000	–	241,870	+100.0%	0.01%	–
KSU	Sell	KANSAS CITY SOUTHERN COMMON STOCK USD0.01	$5,591,000	-0.4%	50,896	-4.6%	0.01%	+11.1%
VNET	New	21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES)adr	$5,524,000	–	797,118	+100.0%	0.01%	–
HELE	Sell	HELEN OF TROY LIMITED COMMON STOCK USD0.10	$5,543,000	-41.5%	63,712	-35.2%	0.01%	-37.5%
CRRTQ	Sell	CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01	$5,549,000	-31.8%	765,477	-4.2%	0.01%	-23.1%
PCAR	Sell	PACCAR INCORPORATED COMMON STOCK USD1	$5,562,000	-10.5%	84,061	-3.8%	0.01%	0.0%
SJM	Sell	J.M. SMUCKER COMPANY (THE) COMMON STOCK USD0.001	$5,518,000	-92.4%	44,500	-92.4%	0.01%	-91.5%
EXPO	New	EXPONENT INCORPORATED COMMON STOCK USD0.001	$5,663,000	–	72,001	+100.0%	0.01%	–
VT	Sell	VANGUARD TOTAL WORLD STOCK ETFetf	$5,883,000	-26.2%	79,895	-25.6%	0.01%	-23.1%
PRU	Buy	PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01	$5,556,000	-6.0%	53,658	+4.4%	0.01%	0.0%
LPI	New	LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01	$5,574,000	–	640,000	+100.0%	0.01%	–
EXPD	Sell	EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01	$5,526,000	-49.1%	87,289	-48.0%	0.01%	-44.4%
INSW		INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV	$5,183,000	-4.7%	294,516	0.0%	0.01%	0.0%
KNL	Sell	KNOLL INCORPORATED COMMON STOCK USD0.01	$4,994,000	-55.3%	247,357	-48.9%	0.01%	-50.0%
BVN	Sell	COMPANIA DE MINAS BUENAVENTURA SA SPONSORED ADR (EACH REPRESENTING 1 COMMON PEN4 LEVEL 1)adr	$5,432,000	-4.8%	356,650	-12.0%	0.01%	0.0%
CRL	Sell	CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$5,138,000	-23.4%	48,130	-21.5%	0.01%	-18.2%
NOV	Sell	NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01	$5,341,000	-28.4%	145,090	-30.0%	0.01%	-25.0%
GMED	Sell	GLOBUS MEDICAL INC - A COMMON STOCK USD0.001	$5,226,000	-13.4%	104,900	-28.6%	0.01%	-10.0%
RSPP	Sell	RSP PERMIAN INCORPORATED COMMON STOCK USD0.01	$4,934,000	-74.0%	105,243	-77.4%	0.01%	-71.0%
WYND	Sell	WYNDHAM WORLDWIDE CORPORATION COMMON STOCK USD0.01	$5,378,000	-55.6%	47,000	-55.0%	0.01%	-55.0%
SIEN	Buy	SIENTRA INCORPORATED COMMON STOCK USD0.01	$5,009,000	-19.0%	518,503	+17.9%	0.01%	-10.0%
SEDG	Sell	SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001	$5,181,000	+26.0%	98,489	-10.1%	0.01%	+28.6%
DCP		DCP MIDSTREAM LP NPVpart	$4,977,000	-3.3%	141,700	0.0%	0.01%	+12.5%
PLD		PROLOGIS INCORPORATED REIT USD0.01reit	$4,366,000	-2.4%	69,319	0.0%	0.01%	+14.3%
DXJ	Sell	WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETFetf	$4,664,000	-51.5%	83,271	-48.6%	0.01%	-50.0%
ALGN	Buy	ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001	$4,500,000	+55.3%	17,919	+37.4%	0.01%	+60.0%
MMS	Buy	MAXIMUS INCORPORATED COMMON STOCK NPV	$4,847,000	+1108.7%	72,616	+1196.7%	0.01%	+700.0%
LNN	Sell	LINDSAY CORPORATION COMMON STOCK USD1	$4,903,000	-6.7%	53,618	-10.0%	0.01%	-11.1%
ABT	Buy	ABBOTT LABORATORIES COMMON STOCK NPV	$4,623,000	+5.7%	77,162	+0.7%	0.01%	+14.3%
PYPL	Sell	PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$4,475,000	-80.4%	58,985	-80.9%	0.01%	-78.4%
IYG		ISHARES TRUST U.S. FINANCIAL SERVICES ETFetf	$4,493,000	+0.4%	34,312	0.0%	0.01%	+14.3%
EVHC	Buy	ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV	$4,780,000	+609.2%	124,400	+537.9%	0.01%	+700.0%
ETR	Sell	ENTERGY CORPORATION COMMON STOCK USD0.01	$4,530,000	-23.8%	57,495	-21.3%	0.01%	-20.0%
VEDL	Buy	VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES)adr	$4,701,000	+3.3%	267,591	+22.4%	0.01%	+14.3%
MANH	Sell	MANHATTAN ASSOCS INC	$4,507,000	-34.4%	107,596	-22.4%	0.01%	-27.3%
WFTIQ	New	WEATHERFORD INTERNATIONAL PLC COMMON STOCK USD0.001 (US LISTING)	$4,513,000	–	1,970,945	+100.0%	0.01%	–
CNO	New	CNO FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01	$4,800,000	–	221,500	+100.0%	0.01%	–
GFI	Buy	GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY)adr	$4,608,000	+123.6%	1,146,200	+139.2%	0.01%	+166.7%
BK	Buy	BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01	$4,612,000	-0.7%	89,496	+3.8%	0.01%	0.0%
AME	Sell	AMETEK INC COMMON STOCK USD0.01	$4,785,000	-34.6%	62,977	-37.6%	0.01%	-33.3%
OKE	Buy	ONEOK INCORPORATED COMMON STOCK USD0.01	$4,667,000	+129.1%	81,994	+115.2%	0.01%	+166.7%
BBY	Sell	BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10	$4,508,000	-90.5%	64,407	-90.7%	0.01%	-89.7%
BSX		BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01	$4,560,000	+10.2%	166,922	0.0%	0.01%	+14.3%
EOLS	New	EVOLUS INCORPORATED COMMON STOCK USD0.00001	$4,515,000	–	500,000	+100.0%	0.01%	–
AU	Sell	ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY)adr	$4,875,000	-34.4%	513,718	-29.6%	0.01%	-33.3%
VRTX	Buy	VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$4,149,000	+14.6%	25,460	+5.4%	0.01%	+16.7%
SO	Sell	SOUTHERN COMPANY (THE) COMMON STOCK USD5	$3,956,000	-19.0%	88,579	-12.8%	0.01%	-12.5%
CCF	Sell	CHASE CORPORATION COMMON STOCK USD0.10	$3,814,000	-5.9%	32,748	-2.7%	0.01%	0.0%
ORA	New	ORMAT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$3,964,000	–	70,307	+100.0%	0.01%	–
GLPI	Sell	GAMING AND LEISURE PROPERTIES INC REIT NPVreit	$3,781,000	-23.8%	112,955	-15.8%	0.01%	-12.5%
BRKA	Sell	BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5	$4,187,000	-12.1%	14	-12.5%	0.01%	-12.5%
KIE		SPDR SERIES TRUST S&P INSURANCE ETFetf	$3,818,000	+1.1%	123,078	0.0%	0.01%	+16.7%
NVR	Sell	NVR INCORPORATED COMMON STOCK USD0.01	$4,214,000	-31.3%	1,505	-14.0%	0.01%	-30.0%
STE	Sell	STERIS PUBLIC LIMITED COMPANY NPV	$3,846,000	-7.3%	41,191	-13.1%	0.01%	0.0%
EGO	Sell	ELDORADO GOLD CORPORATION LIMITED COMMON NPV	$4,289,000	-44.4%	4,198,984	-5.9%	0.01%	-46.2%
ASR	Sell	GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPVadr	$4,196,000	-78.2%	24,600	-76.7%	0.01%	-78.1%
AEM	Sell	AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING)	$3,785,000	-14.2%	89,735	-5.8%	0.01%	0.0%
GTN	Sell	GRAY TELEVISION INCORPORATED COMMON STOCK NPV	$3,904,000	-34.6%	307,400	-13.7%	0.01%	-30.0%
NYCB	Sell	NEW YORK COMMUNITY BANCORP INCORPORATED COMMON STOCK USD0.01	$3,966,000	-23.8%	304,348	-23.9%	0.01%	-22.2%
PWR	Sell	QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001	$3,987,000	-14.7%	116,080	-2.8%	0.01%	-12.5%
APAM	Buy	ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01	$4,273,000	-11.0%	128,314	+5.6%	0.01%	-12.5%
ZBH	Sell	ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01	$4,133,000	-45.1%	37,900	-39.3%	0.01%	-41.7%
EMB	Buy	ISHARES TRUST JP MORGAN USD EMERGING MARKETS BOND ETFetf	$4,032,000	+18.9%	35,738	+22.3%	0.01%	+16.7%
FE	Sell	FIRSTENERGY CORPORATION COMMON STOCK USD0.10	$4,027,000	-20.2%	118,409	-28.2%	0.01%	-12.5%
TSN	Sell	TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10	$3,366,000	-11.7%	45,995	-2.2%	0.01%	0.0%
VTR	Sell	VENTAS INCORPORATED REIT USD0.25reit	$3,457,000	-41.8%	69,794	-29.4%	0.01%	-40.0%
OBE	Sell	OBSIDIAN ENERGY LIMITED COMMON NPV	$3,181,000	-20.0%	2,465,400	-3.2%	0.01%	-14.3%
MPW	Sell	MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001reit	$3,198,000	-6.9%	245,991	-1.3%	0.01%	0.0%
SLF	Sell	SUN LIFE FINANCIAL INCORPORATED COMMON NPV	$3,286,000	-64.9%	62,111	-65.5%	0.01%	-60.0%
VEU		VANGUARD FTSE ALL-WORLD EX-Uetf	$3,578,000	-0.6%	65,800	0.0%	0.01%	0.0%
CATM	Sell	CARDTRONICS PLC ORDINARY USD0.01 CLASS A	$3,661,000	-5.7%	164,100	-21.7%	0.01%	0.0%
TIVO	Sell	TIVO CORPORATION COMMON STOCK USD0.001	$3,663,000	-19.2%	270,300	-7.0%	0.01%	-14.3%
WDFC	Sell	WD-40 COMPANY COMMON STOCK USD0.001	$3,464,000	+6.7%	26,300	-4.4%	0.01%	+20.0%
HRC	Buy	HILL-ROM HOLDINGS INCORPORATED COMMON STOCK NPV	$3,665,000	+5.0%	42,129	+1.7%	0.01%	0.0%
EWQ		ISHARES INCORPORATED MSCI FRANCE ETFetf	$3,523,000	+0.6%	112,186	0.0%	0.01%	0.0%
TTMI	Buy	TTM TECHNOLOGIES	$3,338,000	+9.2%	218,300	+11.9%	0.01%	+20.0%
PINC	Buy	PREMIER INCORPORATED COMMON STOCK USD0.01	$3,713,000	+17.0%	118,574	+9.1%	0.01%	+20.0%
HEI	Buy	HEICO CORPORATION COMMON STOCK USD0.01	$3,507,000	+15.0%	40,397	+25.0%	0.01%	+20.0%
NSU	Sell	NEVSUN RESOURCES LIMITED COMMON NPV	$3,547,000	-49.0%	1,155,361	-49.2%	0.01%	-45.5%
EWY	Sell	ISHARES MSCI SOUTH KOREA ETFetf	$3,218,000	-94.5%	42,649	-94.5%	0.01%	-93.8%
SWK	Sell	STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50	$3,706,000	-10.3%	24,196	-0.6%	0.01%	-14.3%
CPS	Sell	COOPER-STANDARD HOLDING COMMON STOCK USD0.001	$3,488,000	-72.5%	28,400	-72.6%	0.01%	-71.4%
EMN	Sell	EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01	$2,618,000	-15.9%	24,796	-26.2%	0.01%	0.0%
CMRE	Sell	COSTAMARE INCORPORATED COMMON STOCK USD0.0001	$3,106,000	+1.3%	497,700	-6.3%	0.01%	0.0%
VER	Sell	VEREIT INCORPORATED REIT USD0.01reit	$2,821,000	-11.9%	405,291	-1.4%	0.01%	0.0%
MDLZ	Buy	MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$2,746,000	+2.3%	65,793	+4.9%	0.01%	+25.0%
BTG	Buy	B2GOLD CORPORATION COMMON NPV	$2,669,000	+99.3%	755,955	+119.0%	0.01%	+150.0%
LTC	Sell	LTC PROPERTIES INCORPORATED REIT USD0.01reit	$2,898,000	-28.8%	76,263	-18.4%	0.01%	-28.6%
HP	Sell	HELMERICH & PAYNE INCORPORATED COMMON STOCK USD0.10	$2,797,000	-51.2%	42,025	-52.6%	0.01%	-44.4%
EGOV	Buy	NIC INCORPORATED COMMON STOCK NPV	$3,015,000	-16.4%	226,665	+4.4%	0.01%	-16.7%
AEE	Buy	AMEREN CORPORATION COMMON STOCK USD0.01	$2,783,000	+108.8%	49,156	+117.5%	0.01%	+150.0%
GTS	Sell	TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1	$3,040,000	-19.8%	116,300	-23.8%	0.01%	-16.7%
TSCO	New	TRACTOR SUPPLY COMPANY COMMON STOCK USD0.008	$2,877,000	–	45,645	+100.0%	0.01%	–
WEC	Buy	WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01	$2,771,000	+6.8%	44,199	+13.1%	0.01%	+25.0%
FCX	Buy	FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10	$2,873,000	+857.7%	163,493	+932.6%	0.01%	–
ANTM	Buy	ANTHEM INCORPORATED COMMON STOCK USD0.01	$2,649,000	-0.1%	12,056	+2.3%	0.01%	+25.0%
PAAS	Sell	PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING)	$2,826,000	-66.9%	175,010	-68.1%	0.01%	-64.3%
AGX	Sell	ARGAN INCORPORATED COMMON STOCK USD0.15	$2,689,000	-50.5%	62,600	-48.1%	0.01%	-44.4%
PBCT	Sell	PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD0.01	$2,653,000	-18.9%	142,179	-18.7%	0.01%	0.0%
GNRT	Sell	GENER8 MARITIME INC USD0.01	$2,658,000	-21.1%	470,574	-7.5%	0.01%	-16.7%
MELI	Sell	MERCADOLIBRE INCORPORATED COMMON STOCK USD0.001	$2,871,000	-41.7%	8,056	-48.5%	0.01%	-37.5%
ESS	Sell	ESSEX PROPERTY TRUST INCORPORATED REIT NPVreit	$2,653,000	-31.2%	11,025	-31.0%	0.01%	-16.7%
INVA	Buy	INNOVIVA INCORPORATED COMMON STOCK USD0.01	$3,110,000	+241.0%	186,573	+190.2%	0.01%	+400.0%
EQR	Sell	EQUITY RESIDENTIAL SBI REIT USD0.01reit	$2,731,000	-31.3%	44,323	-28.9%	0.01%	-28.6%
KGC	Buy	KINROSS GOLD CORPORATION COMMON NPV (CANADIAN LISTING)	$2,917,000	+6.4%	573,180	+13.3%	0.01%	+25.0%
REGN	Sell	REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001	$3,149,000	-36.2%	9,145	-30.4%	0.01%	-37.5%
A	Buy	AGILENT TECHNOLOGIES INC	$2,985,000	+1.8%	44,623	+1.9%	0.01%	0.0%
REI	New	RING ENERGY INC COMMON STOCK USD0.001	$2,632,000	–	183,400	+100.0%	0.01%	–
EWT		ISHARES MSCI TAIWAN ETFetf	$2,995,000	+5.9%	78,107	0.0%	0.01%	0.0%
ABMD	Sell	ABIOMED INCORPORATED COMMON STOCK USD0.01	$3,114,000	+52.9%	10,703	-1.5%	0.01%	+66.7%
HRL	Buy	HORMEL FOODS CORPORATION COMMON STOCK USD0.0293	$3,000,000	-4.9%	87,422	+0.8%	0.01%	0.0%
AVB	Sell	AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01reit	$2,999,000	-53.5%	18,235	-49.6%	0.01%	-54.5%
IBN	Buy	ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10)adr	$3,023,000	+197.0%	341,591	+226.6%	0.01%	+150.0%
D	Buy	DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV	$2,601,000	-0.5%	38,569	+19.6%	0.01%	+25.0%
AAVVF	Buy	ADVANTAGE OIL AND GAS LIMITED COMMON NPV	$2,794,000	+55.2%	733,300	+120.1%	0.01%	+66.7%
MIC	Sell	MACQUARIE INFRASTRUCTURE CORPORATION COMMON STOCK USD1	$2,688,000	-56.6%	72,781	-24.6%	0.01%	-50.0%
KRNT	Sell	KORNIT DIGITAL LIMITED ILS0.01 (US LISTING)	$3,096,000	-77.6%	239,993	-72.0%	0.01%	-78.3%
SJR	Buy	SHAW COMMUNICATIONS INCORPORATED CLASS 'B' NPV	$2,941,000	-8.6%	118,485	+5.6%	0.01%	0.0%
ITRN	Buy	ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333	$2,923,000	-0.8%	94,000	+9.0%	0.01%	0.0%
HBM	Sell	HUDBAY MINERALS INCORPORATED COMMON NPV	$3,150,000	-40.8%	345,384	-27.7%	0.01%	-44.4%
LQD	Sell	ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETFetf	$2,706,000	-98.6%	23,057	-98.5%	0.01%	-98.4%
CSX	Sell	CSX CORPORATION COMMON STOCK USD1	$3,125,000	-53.7%	56,083	-54.2%	0.01%	-54.5%
VFC	Sell	VF CORPORATION COMMON STOCK USD1	$2,633,000	-14.9%	35,523	-15.1%	0.01%	0.0%
DLR		DIGITAL REALTY TRUST INCORPORATED REIT USD0.01reit	$2,580,000	-7.5%	24,485	0.0%	0.00%	-20.0%
NBIX	Sell	NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001	$2,032,000	-9.6%	24,499	-15.5%	0.00%	0.0%
AEP	Buy	AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50	$2,129,000	+11.6%	31,043	+19.7%	0.00%	+33.3%
GOLD	Buy	RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05)adr	$2,533,000	+38.0%	30,430	+64.0%	0.00%	+33.3%
CLS	Sell	CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV	$2,297,000	-40.3%	172,300	-41.0%	0.00%	-33.3%
HLI	Sell	HOULIHAN LOKEY INC COMMON STOCK USD0.001	$2,551,000	-62.8%	57,200	-62.1%	0.00%	-63.6%
TAT	Sell	TRANSATLANTIC PETROLEUM LIMITED COMMON NPV	$2,169,000	-54.3%	1,268,633	-54.2%	0.00%	-50.0%
EPR	Sell	EPR PROPERTIES REIT USD0.01reit	$2,079,000	-16.4%	37,521	-1.3%	0.00%	0.0%
EVTC	Buy	EVERTEC INCORPORATION COMMON STOCK USD 0.01	$2,091,000	+43.9%	127,889	+20.1%	0.00%	+100.0%
UPS	Buy	UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01	$2,397,000	+1.1%	22,903	+15.1%	0.00%	0.0%
WPM	Sell	WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING)	$2,057,000	-12.9%	97,800	-5.9%	0.00%	0.0%
PEG	Buy	PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV	$2,334,000	+2.6%	46,459	+5.2%	0.00%	0.0%
EWU	Sell	ISHARES MSCI UNITED KINGDOM ETFetf	$2,396,000	-27.1%	68,934	-24.9%	0.00%	-20.0%
VNO	Sell	VORNADO REALTY TRUST REIT USD0.04reit	$2,111,000	-91.0%	31,361	-89.5%	0.00%	-89.5%
UNTCQ	Buy	UNIT CORPORATION COMMON STOCK USD0.20	$2,398,000	-5.1%	121,380	+5.6%	0.00%	0.0%
FLIR	Sell	FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01	$2,142,000	-19.3%	42,826	-24.8%	0.00%	0.0%
O	Buy	REALTY INCOME CORPORATION REIT USD1reit	$2,176,000	-8.1%	42,058	+1.3%	0.00%	0.0%
ED	Buy	CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10	$2,095,000	+10.4%	26,884	+20.4%	0.00%	+33.3%
CAH	Sell	CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV	$2,333,000	-51.1%	37,222	-52.2%	0.00%	-50.0%
SU		SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING)	$2,438,000	-3.6%	54,800	0.0%	0.00%	0.0%
SBGL	Buy	SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY)adr	$2,094,000	+61.3%	524,710	+104.2%	0.00%	+100.0%
KEP	Sell	KOREA ELECTRIC POWER CORP-SP ADRadr	$2,549,000	-61.3%	165,611	-55.5%	0.00%	-63.6%
SPLK	Buy	SPLUNK INC COMMON STOCK USD0.01	$2,464,000	+20.8%	25,048	+1.7%	0.00%	+33.3%
CW	Sell	CURTISS-WRIGHT CORPORATION COMMON STOCK USD1	$2,256,000	-72.3%	16,700	-75.0%	0.00%	-69.2%
WEB	Sell	WEB.COM GROUP INC COMMON STOCK USD0.001	$2,561,000	-51.8%	141,500	-41.9%	0.00%	-55.6%
SSW	Buy	SEASPAN CORPORATION COMMON STOCK USD0.01	$2,239,000	+1.9%	335,200	+2.9%	0.00%	0.0%
BXP	Sell	BOSTON PROPERTIES INCORPORATED REIT USD0.01reit	$2,559,000	-42.3%	20,766	-39.2%	0.00%	-42.9%
MC	Sell	MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01	$2,173,000	-60.8%	42,734	-62.6%	0.00%	-55.6%
JWA	Sell	WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1	$2,283,000	-85.9%	35,841	-85.4%	0.00%	-84.6%
ENDP	Buy	ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001	$2,494,000	+382.4%	419,796	+529.4%	0.00%	+300.0%
PH	Sell	PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5	$2,143,000	-91.0%	12,532	-89.5%	0.00%	-89.7%
NGD	Buy	NEW GOLD INCORPORATED COMMON NPV (US LISTING)	$2,306,000	+21.4%	893,991	+58.8%	0.00%	+33.3%
CAG	Buy	CONAGRA BRANDS INCORPORATED COMMON STOCK USD5	$2,144,000	+3.5%	58,124	+5.7%	0.00%	+33.3%
HT	Sell	HERSHA HOSPITALITY TRUST REIT USD0.01reit	$1,902,000	-13.7%	106,238	-16.1%	0.00%	-25.0%
GGP	Sell	GGP INCORPORATED REIT USD0.01reit	$1,537,000	-36.6%	75,118	-27.6%	0.00%	-25.0%
KIM	Buy	KIMCO REALTY CORPORATION REIT USD0.01reit	$1,805,000	-20.6%	125,388	+0.2%	0.00%	-25.0%
POR	Sell	PORTLAND GENERAL ELECTRIC COMPANY COMMON STOCK NPV	$1,826,000	-84.8%	45,083	-82.9%	0.00%	-85.0%
MGP	Buy	MGM GROWTH PROPERTIES LLC REITS NPVreit	$1,556,000	-8.9%	58,620	+0.1%	0.00%	0.0%
EVR	Sell	EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$1,975,000	-88.2%	22,646	-87.8%	0.00%	-88.9%
TRQ	Sell	TURQUOISE HILL RESOURCES LIMITED COMMON NPV	$1,524,000	-30.5%	386,693	-24.4%	0.00%	-25.0%
LCII	Buy	LCI INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$1,927,000	+573.8%	18,500	+740.9%	0.00%	–
HALO	Sell	HALOZYME THERAPEUTICS INCORPORATED COMMON STOCK USD0.001	$1,514,000	-23.5%	77,268	-20.9%	0.00%	0.0%
TEN	Buy	TENNECO INCORPORATED COMMON STOCK USD0.01	$1,444,000	+187.1%	26,325	+206.1%	0.00%	+200.0%
UNIT	Sell	UNITI GROUP INCORPORATED REIT USD0.0001reit	$1,772,000	-19.3%	109,020	-11.7%	0.00%	-25.0%
TXRH		TEXAS ROADHOUSE INCORPORATED COMMON STOCK USD0.001	$1,878,000	+9.7%	32,500	0.0%	0.00%	0.0%
PGHEF	Sell	PENGROWTH ENERGY CORPORATION COMMON NPV	$1,569,000	-20.4%	1,889,900	-4.1%	0.00%	0.0%
PNW	Sell	PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50	$1,535,000	-65.8%	19,234	-63.5%	0.00%	-57.1%
CR	Sell	CRANE COMPANY COMMON STOCK USD1	$1,994,000	-59.9%	21,500	-61.4%	0.00%	-62.5%
LSI	Sell	SOVRAN SELF STORAGE INCORPORATED REIT USD0.01reit	$1,894,000	-38.2%	22,678	-34.1%	0.00%	-40.0%
SSTK	Sell	SHUTTERSTOCK INCORPORATED COMMON STOCK USD0.01	$1,950,000	-91.9%	40,500	-92.7%	0.00%	-92.3%
BWXT	Buy	BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$1,966,000	+87.6%	30,948	+78.7%	0.00%	+50.0%
RPT	Sell	RAMCO-GERSHENSON PROPERTIES TRUST REIT USD0.01reit	$1,752,000	-17.4%	141,780	-1.5%	0.00%	0.0%
WHR	Sell	WHIRLPOOL CORPORATION COMMON STOCK USD1	$1,864,000	-42.5%	12,176	-36.6%	0.00%	-40.0%
ALK	Sell	ALASKA AIRGROUP INC COMMON STOCK USD1	$1,467,000	-87.1%	23,671	-84.7%	0.00%	-84.2%
LIVN		LIVANOVA PLC COMMON STOCK GBP1	$1,950,000	+10.7%	22,035	0.0%	0.00%	0.0%
AGI	Buy	ALAMOS GOLD INCORPORATED COMMON NPV (US LISTING)	$1,988,000	+0.2%	333,425	+27.5%	0.00%	0.0%
ADI	Sell	ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166	$1,555,000	-37.0%	17,060	-38.5%	0.00%	-25.0%
LSTR	Sell	LANDSTAR COMMON STOCK NPV	$1,908,000	-60.2%	17,400	-62.2%	0.00%	-62.5%
HAE		HAEMONETICS CORPORATION COMMON STOCK USD0.01	$1,527,000	+26.0%	20,869	0.0%	0.00%	+50.0%
CHCT	Sell	COMMUNITY HEALTHCARE TRUST INCORPORATED I REIT USD0.01reit	$1,580,000	-9.8%	61,376	-1.5%	0.00%	0.0%
AB	Buy	ALLIANCEBERNSTEIN HOLDING LP UNITS LIMITED PARTNERSHIPpart	$1,890,000	+600.0%	70,389	+552.4%	0.00%	–
NOC	Sell	NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1	$1,919,000	-95.2%	5,496	-95.8%	0.00%	-95.5%
NKTR	Buy	NEKTAR THERAPEUTICS COMMON STOCK USD0.0001	$1,496,000	+78.7%	14,077	+0.4%	0.00%	+200.0%
BXMT	Sell	BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01reit	$1,461,000	-3.9%	46,488	-1.6%	0.00%	+50.0%
REGI		RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001	$1,530,000	+8.5%	119,500	0.0%	0.00%	+50.0%
FTI	Buy	TECHNIPFMC LTD USD1	$1,852,000	+3.0%	78,370	+12.6%	0.00%	0.0%
TLK	Buy	TELEKOMUNIKASI INDONESIA TBK PT ADR (EACH REPRESENTS 40 SERIES 'B' IDR50)adr	$1,702,000	-11.4%	64,417	+8.1%	0.00%	0.0%
IQV	Sell	IQVIA HOLDINGS INCORPORATED COMMON STOCK USD0.01	$936,000	-7.7%	9,545	-7.8%	0.00%	0.0%
BLMN		BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01	$973,000	+13.8%	40,088	0.0%	0.00%	+100.0%
IAG	Sell	IAMGOLD CORPORATION COMMON NPV	$1,206,000	-21.4%	204,210	-11.7%	0.00%	-33.3%
CHE	Sell	CHEMED CORPORATION COMMON STOCK USD1	$1,090,000	-26.8%	3,994	-34.8%	0.00%	0.0%
CHSP	Sell	CHESAPEAKE LODGING TRUST REIT USD0.01reit	$1,131,000	-29.5%	40,667	-31.4%	0.00%	-33.3%
AMT	Sell	AMERICAN TOWER CORPORATION REIT USD0.01reit	$1,042,000	-2.3%	7,168	-4.1%	0.00%	0.0%
AGNC	Buy	AGNC INVESTMENT CORPORATION REIT USD0.01reit	$1,119,000	+17.2%	59,137	+25.0%	0.00%	0.0%
CATO	Sell	CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333	$1,172,000	-66.2%	79,460	-63.5%	0.00%	-66.7%
AL	Buy	AIR LEASE CORP COMMON STOCK USD0.01	$1,090,000	-4.2%	25,586	+8.1%	0.00%	0.0%
CHH	New	CHOICE HOTELS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$1,033,000	–	12,889	+100.0%	0.00%	–
WPC	Buy	WP CAREY INCORPORATED REIT USD0.001reit	$1,060,000	-7.3%	17,107	+3.1%	0.00%	0.0%
WD	Sell	WALKER AND DUNLOP INC COMMON STOCK NPV	$953,000	+22.7%	16,042	-1.9%	0.00%	+100.0%
KEYS		KEYSIGHT TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$999,000	+26.0%	19,062	0.0%	0.00%	+100.0%
LPL	Buy	LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000)adr	$1,316,000	-12.1%	108,781	+0.0%	0.00%	0.0%
IJR	Sell	ISHARES TRUST CORE S&P SMALL-CAP ETFetf	$1,332,000	-65.8%	17,300	-65.9%	0.00%	-66.7%
EURN	Sell	EURONAV SA NPV	$1,207,000	-35.2%	179,118	-26.2%	0.00%	-33.3%
WPG	Sell	WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001reit	$1,198,000	-56.7%	179,633	-53.8%	0.00%	-60.0%
FICO		FAIR ISAAC CORPORATION COMMON STOCK USD0.01	$999,000	+10.5%	5,900	0.0%	0.00%	+100.0%
AIMT	Buy	AIMMUNE THERAPEUTICS INC COMMON STOCK USD0.0001	$935,000	+49.8%	29,376	+77.9%	0.00%	+100.0%
IDCC	Sell	INTERDIGITAL INCORPORATED COMMON STOCK USD0.01	$984,000	-44.7%	13,372	-42.8%	0.00%	-33.3%
BIO		BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001	$1,142,000	+4.8%	4,566	0.0%	0.00%	0.0%
LXP	Sell	LEXINGTON REALTY TRUST REIT USD0.0001reit	$1,287,000	-19.5%	163,518	-1.3%	0.00%	-33.3%
CIGI	Buy	COLLIERS INTERNATIONAL GROUP INCORPORATED SUB VOTING COMMON NPV	$963,000	+54.6%	10,762	+31.2%	0.00%	+100.0%
TDC	Buy	TERADATA CORPORATION COMMON STOCK USD0.01	$1,012,000	+19.5%	25,504	+15.8%	0.00%	+100.0%
DDR	Sell	DDR CORPORATION REIT USD0.10reit	$964,000	-40.3%	131,503	-27.0%	0.00%	-33.3%
CACC	Sell	CREDIT ACCEPTANCE CORPORATION COMMON STOCK USD0.01	$958,000	-98.6%	2,900	-98.6%	0.00%	-98.2%
MDP	Sell	MEREDITH CORP COM STK US$1	$1,388,000	-86.1%	25,800	-83.0%	0.00%	-87.5%
JASO	Buy	JA SOLAR HOLDINGS CO LTD ADR (EACH REPRESENTS 5 ORD)adr	$881,000	+50.3%	134,326	+71.0%	0.00%	+100.0%
PFPT	Buy	PROOFPOINT INCORPORATED COMMON STOCK USD0.0001	$940,000	+30.7%	8,267	+2.1%	0.00%	+100.0%
KRC	Buy	KILROY REALTY CORPORATION REIT USD0.01reit	$1,152,000	-2.4%	16,236	+2.7%	0.00%	0.0%
XHR		XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01reit	$926,000	-8.7%	46,954	0.0%	0.00%	0.0%
VGK	Buy	VANGUARD FTSE EUROPE ETFetf	$912,000	+1.6%	15,683	+3.3%	0.00%	+100.0%
NEU	Sell	NEWMARKET CORPORATION COMMON STOCK NPV	$1,026,000	-0.7%	2,554	-1.7%	0.00%	0.0%
ULTI	Buy	ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD0.01	$1,161,000	+28.6%	4,766	+15.2%	0.00%	+100.0%
RLJ		RLJ LODGING TRUST REIT NPVreit	$1,195,000	-11.5%	61,472	0.0%	0.00%	0.0%
RES	Sell	RPC INCORPORATED COMMON STOCK USD0.10	$1,200,000	-95.9%	66,540	-94.3%	0.00%	-95.8%
NSP	Sell	INSPERITY INCORPORATED COMMON STOCK USD0.01	$1,079,000	+10.2%	15,517	-9.1%	0.00%	0.0%
RPXC	Buy	RPX CORPORATION COMMON STOCK USD0.0001	$883,000	+22.8%	82,591	+54.5%	0.00%	+100.0%
CTMX	Sell	CYTOMX THERAPEUTICS INCORPORATED COMMON STOCK USD0.00001	$1,210,000	-27.8%	42,546	-46.4%	0.00%	-33.3%
ACWI	Sell	ISHARES MSCI ACWI ETFetf	$957,000	-77.3%	13,340	-77.2%	0.00%	-71.4%
RLGY	Buy	REALOGY HOLDINGS CORP COMMON STOCK USD0.01	$1,085,000	+9.9%	39,755	+6.8%	0.00%	0.0%
EBF	Sell	ENNIS INCORPORATED COMMON STOCK USD2.50	$947,000	-7.2%	48,080	-2.2%	0.00%	0.0%
REG		REGENCY CENTERS CORPORATION REIT USD0.01reit	$1,052,000	-14.7%	17,842	0.0%	0.00%	0.0%
RF	Buy	REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01	$900,000	+114.8%	48,437	+99.6%	0.00%	+100.0%
ROIC	Sell	RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001reit	$1,166,000	-95.6%	66,014	-95.0%	0.00%	-95.5%
CTB	Sell	COOPER TIRE & RUBBER COMPANY COMMON STOCK USD1	$1,298,000	-74.0%	44,300	-68.6%	0.00%	-75.0%
MNTA		MOMENTA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	$1,298,000	+30.1%	71,510	0.0%	0.00%	0.0%
CPT	Sell	CAMDEN PROPERTY TRUST REIT USD0.01reit	$929,000	-95.8%	11,031	-95.4%	0.00%	-94.4%
STNG		SCORPIO TANKERS INC USD0.01	$1,398,000	-35.7%	713,200	0.0%	0.00%	-50.0%
AAXJ	Sell	ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETFetf	$1,216,000	-0.7%	15,685	-2.3%	0.00%	0.0%
RUSHA	Buy	RUSH ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$921,000	-8.2%	21,670	+9.8%	0.00%	0.0%
RUTH	Buy	RUTHS HOSPITALITY GROUP INCORPORATED COMMON STOCK USD0.01	$1,011,000	+20.6%	41,337	+6.7%	0.00%	+100.0%
EXP	Sell	EAGLE MATERIALS INCORPORATED COMMON STOCK USD0.01	$969,000	-92.9%	9,400	-92.2%	0.00%	-90.9%
SPGI	New	S AND P GLOBAL INCORPORATED COMMON STOCK USD1	$999,000	–	5,231	+100.0%	0.00%	–
HBI	Buy	HANESBRANDS INCORPORATED COMMON STOCK USD0.01	$1,119,000	+36.3%	60,748	+54.8%	0.00%	+100.0%
SLG		SL GREEN REALTY CORPORATION REIT USD0.01reit	$1,152,000	-4.0%	11,892	0.0%	0.00%	0.0%
MAT	Sell	MATTEL INC COMMON STOCK USD1	$1,264,000	-22.6%	96,085	-9.5%	0.00%	-33.3%
INN		SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01reit	$1,308,000	-10.7%	96,096	0.0%	0.00%	0.0%
WCG	Buy	WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01	$1,239,000	+32.8%	6,400	+38.0%	0.00%	0.0%
EOG	Sell	EOG RESOURCES INCORPORATED COMMON STOCK USD0.01	$1,037,000	-8.1%	9,848	-5.8%	0.00%	0.0%
HEWJ	Buy	ISHA CURR HEDGED MSCI JAPANetf	$916,000	+0.8%	28,555	+4.8%	0.00%	+100.0%
DPS	Sell	DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01	$1,292,000	-99.0%	10,916	-99.2%	0.00%	-99.1%
SEP	Sell	SPECTRA ENERGY PARTNERS LP COMMON STOCK NPVpart	$1,208,000	-90.0%	35,900	-88.3%	0.00%	-90.0%
STT	Buy	STATE STREET CORPORATION COMMON STOCK USD1	$1,156,000	+194.9%	11,593	+189.0%	0.00%	+100.0%
CYD	Sell	CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10	$1,364,000	-28.6%	64,435	-19.0%	0.00%	-33.3%
TRV	Buy	TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV	$1,040,000	+314.3%	7,493	+305.2%	0.00%	–
OHI	Buy	OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10reit	$916,000	-0.4%	33,876	+1.5%	0.00%	0.0%
TRN	Buy	TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$992,000	+6.6%	30,415	+22.3%	0.00%	0.0%
IRM	Sell	IRON MOUNTAIN INCORPORATED REIT USD0.01reit	$1,143,000	-14.3%	34,787	-1.6%	0.00%	0.0%
LMRK	Sell	LANDMARK INFRASTRUCTURE PARTNERS LP COMMON STOCK NPVpart	$1,102,000	-9.4%	66,186	-1.6%	0.00%	0.0%
STWD	New	STARWOOD PROPERTY TRUST INCORPORATED REIT USD0.01reit	$1,001,000	–	47,792	+100.0%	0.00%	–
NLY	Buy	ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01reit	$1,350,000	+25.8%	129,476	+43.4%	0.00%	0.0%
LHO	Sell	LASALLE HOTEL PROPERTIES REIT USD0.01reit	$1,423,000	-54.1%	49,053	-55.6%	0.00%	-60.0%
EZU	Sell	ISHARES TRUST MSCI EUROZONE ETFetf	$1,184,000	-18.0%	27,320	-17.9%	0.00%	0.0%
PPG		PPG INDUSTRIES INC COMMON STOCK USD1.666	$972,000	-4.5%	8,711	0.0%	0.00%	0.0%
AON	Buy	AON PUBLIC LIMITED COMPANY COMMON STOCK USD1	$1,014,000	+129.4%	7,226	+119.3%	0.00%	+100.0%
AMKR	New	AMKOR TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$813,000	–	80,216	+100.0%	0.00%	–
JBGS		JBG SMITH PROPERTIES REIT USD0.01reit	$393,000	-3.0%	11,648	0.0%	0.00%	0.0%
JE	Buy	JUST ENERGY GROUP INCORPORATED COMMON NPV	$534,000	+69.0%	93,914	+60.6%	0.00%	0.0%
KB	Sell	KB FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 1 ORDINARY KRW5000)adr	$632,000	-24.5%	10,900	-23.8%	0.00%	0.0%
KREF	New	KKR REAL ESTATE FINANCE TRUST INCORPORATED COMMON STOCK USD0.01	$507,000	–	25,260	+100.0%	0.00%	–
IXN	Buy	ISHARES GLOBAL TECH ETFetf	$339,000	+19.4%	2,140	+16.0%	0.00%	–
KMI	Buy	KINDER MORGAN INCORPORATED COMMON STOCK USD0.01	$310,000	+32.5%	20,556	+58.7%	0.00%	–
KR	Buy	KROGER COMPANY (THE) COMMON STOCK USD1	$339,000	-11.3%	14,177	+1.8%	0.00%	0.0%
LPLA	New	LPL FINANCIAL HOLDINGS INC COMMON STOCK NPV	$787,000	–	12,880	+100.0%	0.00%	–
LKSDQ	New	LSC COMMUNICATIONS INC	$822,000	–	47,097	+100.0%	0.00%	–
EPP	Buy	ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETFetf	$797,000	+20.9%	17,155	+24.5%	0.00%	0.0%
TREE	New	LENDINGTREE INC COMMON STOCK USD0.01	$517,000	–	1,576	+100.0%	0.00%	–
IFF		INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125	$411,000	-10.3%	3,000	0.0%	0.00%	0.0%
LPT		LIBERTY PROPERTY TRUST REIT USD0.001reit	$688,000	-7.7%	17,323	0.0%	0.00%	0.0%
ICE	Sell	INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01	$858,000	-91.9%	11,825	-92.1%	0.00%	-94.1%
IPHS		INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001	$590,000	-14.0%	14,682	0.0%	0.00%	0.0%
LPX		LOUISIANA-PACIFIC CORP COMMON STOCK USD1	$498,000	+9.7%	17,300	0.0%	0.00%	0.0%
INGR	Sell	INGREDION INCORPORATED COMMON STOCK USD0.01	$740,000	-66.0%	5,740	-63.2%	0.00%	-75.0%
MTB	New	M & T BK CORPORATION COMMON STOCK USD0.50	$510,000	–	2,768	+100.0%	0.00%	–
NGVT		INGEVITY CORPORATION COMMON STOCK USD0.01	$782,000	+4.7%	10,606	0.0%	0.00%	0.0%
MTSC		MTS SYSTEMS CORPORATION COMMON STOCK USD0.25	$551,000	-3.8%	10,667	0.0%	0.00%	0.0%
MAC		MACERICH COMPANY (THE) REIT USD0.01reit	$741,000	-14.7%	13,229	0.0%	0.00%	0.0%
IPGP	New	IPG PHOTONICS CORPORATION COMMON STOCK USD0.0001	$313,000	–	1,340	+100.0%	0.00%	–
MAIN		MAIN STREET CAPITAL CORPORATION COMMON STOCK USD0.01	$716,000	-7.1%	19,400	0.0%	0.00%	0.0%
HUN		HUNTSMAN CORPORATION COMMON STOCK USD0.01	$738,000	-12.1%	25,229	0.0%	0.00%	0.0%
HII	Sell	HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$412,000	-92.5%	1,600	-93.2%	0.00%	-88.9%
HBAN	Buy	HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV	$671,000	+101.5%	44,442	+94.2%	0.00%	0.0%
MMI	Sell	MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001	$742,000	-24.4%	20,565	-31.7%	0.00%	-50.0%
MKL	New	MARKEL CORPORATION COMMON STOCK NPV	$334,000	–	285	+100.0%	0.00%	–
MAR	Sell	MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1	$358,000	-45.4%	2,632	-45.5%	0.00%	0.0%
HPT	Sell	HOSPITALITY PROPERTIES TRUST REIT USD0.01reit	$760,000	-45.9%	29,995	-36.2%	0.00%	-50.0%
HGV		HILTON GRAND VACATIONS INCORPORATED COMMON STOCK USD0.01	$809,000	+2.5%	18,800	0.0%	0.00%	0.0%
MED	Sell	MEDIFAST INCORPORATED COMMON STOCK USD0.001	$860,000	-3.7%	9,200	-28.1%	0.00%	0.0%
MDSO	Buy	MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$769,000	+22.8%	12,245	+23.9%	0.00%	0.0%
HIW		HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01reit	$542,000	-14.0%	12,380	0.0%	0.00%	0.0%
VIVO	Buy	MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV	$755,000	+10.2%	53,176	+8.6%	0.00%	0.0%
HTZGQ	New	HERTZ GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01	$572,000	–	28,833	+100.0%	0.00%	–
HTA		HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01reit	$644,000	-11.9%	24,341	0.0%	0.00%	0.0%
HIG	New	HARTFORD FINANCIAL SERVICES GROUP INCORPORATE COMMON STOCK USD1	$369,000	–	7,159	+100.0%	0.00%	–
MPWR	Buy	MONOLITHIC POWER SYSTEMS INCORPORATED COMMON STOCK USD0.001	$508,000	+5.4%	4,391	+2.4%	0.00%	0.0%
MCO	Sell	MOODY'S CORPORATION COMMON STOCK USD0.01	$631,000	-97.5%	3,910	-97.7%	0.00%	-97.6%
NHI	Sell	NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01reit	$343,000	-74.2%	5,095	-71.0%	0.00%	-50.0%
NNN	Sell	NATIONAL RETAIL PROPERTIES REIT USD0.01reit	$793,000	-10.9%	20,197	-2.1%	0.00%	0.0%
NHTC	Sell	NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001	$805,000	+1.8%	42,349	-18.6%	0.00%	0.0%
UEPS		NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$444,000	-20.4%	46,900	0.0%	0.00%	0.0%
GDDY	New	GODADDY INC COMMON STOCK USD0.001	$734,000	–	11,943	+100.0%	0.00%	–
NTRS	New	NORTHERN TRUST CORP COM STK USD1.666	$450,000	–	4,360	+100.0%	0.00%	–
NUS	Sell	NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$790,000	-87.6%	10,723	-88.5%	0.00%	-90.0%
NTRI	New	NUTRISYSTEM INCORPORATED COMMON STOCK USD0.001	$645,000	–	23,949	+100.0%	0.00%	–
OGE	Buy	OGE ENERGY CORPORATION COMMON STOCK USD0.01	$326,000	+7.6%	9,947	+8.1%	0.00%	–
GEO		GEO GROUP INCORPORATED/THE REIT USD0.01reit	$321,000	-13.2%	15,684	0.0%	0.00%	0.0%
ORIT	Sell	ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01	$371,000	-7.9%	24,140	-1.9%	0.00%	0.0%
PCG	Sell	PG & E CORPORATION COMMON STOCK USD5	$817,000	-72.7%	18,600	-72.2%	0.00%	-80.0%
PSB	Buy	PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01reit	$593,000	-5.3%	5,243	+4.7%	0.00%	0.0%
FCEA		FOREST CITY REALTY TRUST- A REIT USD0.01reit	$651,000	-15.9%	32,116	0.0%	0.00%	0.0%
FPRX		FIVE PRIME THERAPEUTICS INC COMMON STOCK USD0.001	$435,000	-21.6%	25,305	0.0%	0.00%	0.0%
FIS	Sell	FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01	$315,000	-6.2%	3,269	-8.4%	0.00%	0.0%
FDX		FEDEX CORPORATION COMMON STOCK USD0.10	$410,000	-3.8%	1,707	0.0%	0.00%	0.0%
FFG	Sell	FBL FINANCIAL GROUP INC COMMON STOCK NPV	$850,000	-46.0%	12,260	-45.8%	0.00%	-66.7%
PDM		PIEDMONT OFFICE REALTY TRUST INCORPORATED CLASS A REIT USD0.01reit	$313,000	-10.3%	17,812	0.0%	0.00%	0.0%
PXD		PIONEER NATURAL RESOURCES COMPANY USD0.01	$339,000	-0.6%	1,973	0.0%	0.00%	0.0%
EXEL	Buy	EXELIXIS INCORPORATED COMMON STOCK USD0.001	$616,000	-3.8%	27,814	+32.1%	0.00%	0.0%
PRI	Sell	PRIMERICA INCORPORATED COMMON STOCK USD0.01	$565,000	-96.5%	5,848	-96.4%	0.00%	-96.3%
EVH		EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01	$777,000	+16.0%	54,501	0.0%	0.00%	0.0%
ES	Sell	EVERSOURCE ENERGY COMMON STOCK USD5	$324,000	-51.8%	5,495	-48.4%	0.00%	0.0%
ESND	Buy	ESSENDANT INCORPORATED COMMON STOCK USD0.10	$580,000	+25.5%	74,296	+49.1%	0.00%	0.0%
ERIE	Sell	ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV	$532,000	-8.3%	4,522	-5.1%	0.00%	0.0%
RMR	Buy	RMR GROUP INCORPORATED (THE) A NPV	$486,000	+39.7%	6,944	+18.4%	0.00%	0.0%
RDN	Sell	RADIAN GROUP INC	$757,000	-8.7%	39,750	-1.2%	0.00%	0.0%
EQC		EQUITY COMMONWEALTH REIT USD0.01reit	$451,000	+0.4%	14,707	0.0%	0.00%	0.0%
RYAM	Sell	RAYONIER ADVANCED MATERIALS INCORPORATED COMMON STOCK USD0.01	$545,000	-88.8%	25,384	-89.3%	0.00%	-87.5%
RPAI		RETAIL PROPERTIES OF AMERICA INCORPORATED REIT USD0.001reit	$334,000	-13.2%	28,671	0.0%	0.00%	0.0%
EDR		EDUCATION REALTY TRUST INCORPORATED REIT USD0.01reit	$293,000	-6.4%	8,959	0.0%	0.00%	0.0%
EIX	Buy	EDISON INTERNATIONAL COMMON STOCK NPV	$679,000	+100.9%	10,669	+99.5%	0.00%	0.0%
COL	Sell	ROCKWELL COLLINS INCORPORATED COMMON STOCK USD0.01	$307,000	-28.6%	2,274	-28.4%	0.00%	0.0%
EGP		EASTGROUP PROPERTIES INCORPORATED REIT USD0.0001reit	$375,000	-6.5%	4,540	0.0%	0.00%	0.0%
RHP	Sell	RYMAN HOSPITALITY PROPERTIES INCORPORATED REIT USD0.01reit	$715,000	+10.9%	9,231	-1.3%	0.00%	0.0%
SM	New	SM ENERGY COMPANY COMMON STOCK USD0.01	$616,000	–	34,139	+100.0%	0.00%	–
FEZ		SPDR EURO STOXX 50 ETFetf	$393,000	-1.0%	9,750	0.0%	0.00%	0.0%
SBRA	Sell	SABRA HEALTHCARE INCORPORATED REIT USD0.01reit	$354,000	-70.1%	20,062	-68.2%	0.00%	-50.0%
RDY	Sell	DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE)adr	$487,000	-15.7%	14,906	-3.2%	0.00%	0.0%
SANM	Sell	SANMINA CORPORATION COMMON STOCK USD0.01	$728,000	-91.1%	27,836	-88.7%	0.00%	-92.3%
DCOM	Sell	DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01	$365,000	-13.7%	19,818	-1.9%	0.00%	0.0%
XLI		INDUSTRIAL SELECT SECTOR SPDR FUNDetf	$799,000	-1.7%	10,750	0.0%	0.00%	0.0%
SNH	Buy	SENIOR HOUSING PROPERTIES TRUST REIT USD0.01reit	$688,000	-13.9%	43,936	+5.3%	0.00%	0.0%
MCRB		SERES THERAPEUTICS INC COMMON STOCK USD0.001	$484,000	-27.7%	65,961	0.0%	0.00%	0.0%
DAL	Sell	DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001	$630,000	-4.8%	11,501	-2.8%	0.00%	0.0%
SHPG		SHIRE PLC ADR (EACH REPRESENTS 3 ORDINARY)adr	$855,000	-3.7%	5,723	0.0%	0.00%	0.0%
DFODQ	Buy	DEAN FOODS COMPANY COMMON STOCK USD0.01	$453,000	-23.2%	52,539	+3.0%	0.00%	0.0%
SNBR	Buy	SLEEP NUMBER CORPORATION COMMON STOCK USD0.01	$824,000	+12.0%	23,429	+19.7%	0.00%	0.0%
DTE	Buy	DTE ENERGY COMPANY NPV	$695,000	-1.4%	6,654	+3.3%	0.00%	0.0%
DCT		DCT INDUSTRIAL TRUST INCORPORATED REIT USD0.01reit	$662,000	-4.2%	11,750	0.0%	0.00%	0.0%
SWX		SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV	$691,000	-15.9%	10,215	0.0%	0.00%	0.0%
CONE		CYRUSONE INC REIT USD0.01reit	$580,000	-14.1%	11,335	0.0%	0.00%	0.0%
SRC		SPIRIT REALTY CAPITAL INCORPORATED REIT USD0.01reit	$436,000	-9.5%	56,213	0.0%	0.00%	0.0%
STAG		STAG INDUSTRIAL INCORPORATED REIT USD0.01reit	$296,000	-12.7%	12,389	0.0%	0.00%	0.0%
STMP	Buy	STAMPS.COM INCORPORATED COMMON STOCK USD0.001	$664,000	+20.9%	3,305	+13.2%	0.00%	0.0%
CUZ		COUSINS PROPERTIES INC REIT USD1reit	$441,000	-6.2%	50,762	0.0%	0.00%	0.0%
STOR		STORE CAPITAL CORP REIT USD0.01reit	$503,000	-4.7%	20,286	0.0%	0.00%	0.0%
CRVL	New	CORVEL CORPORATION COMMON STOCK USD0.0001	$326,000	–	6,445	+100.0%	0.00%	–
OFC		CORPORATE OFFICE PROPERTIES REIT USD0.01reit	$317,000	-11.5%	12,270	0.0%	0.00%	0.0%
STI	Sell	SUNTRUST BANKS INCORPORATED COMMON STOCK USD1	$653,000	-99.0%	9,596	-99.1%	0.00%	-99.1%
CXW		CORECIVIC INCORPORATED REIT USD0.01reit	$417,000	-13.1%	21,354	0.0%	0.00%	0.0%
SUPN	Buy	SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD0.001	$699,000	+28.7%	15,267	+12.1%	0.00%	0.0%
COR		CORESITE REALTY CORPORATION REIT USD0.01reit	$381,000	-12.0%	3,800	0.0%	0.00%	0.0%
CORT	Buy	CORCEPT THERAPEUTICS INC COMMON STOCK USD0.001	$480,000	-3.2%	29,153	+6.1%	0.00%	0.0%
STZ		CONSTELLATION BRANDS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$421,000	-0.5%	1,849	0.0%	0.00%	0.0%
CNSL	Sell	CONSOLIDATED COMMUNICATIONS HLDGS INC COMMON STOCK USD0.01	$434,000	-11.8%	39,584	-1.9%	0.00%	0.0%
CNCE	New	CONCERT PHARMACEUTICALS INC COMMON STOCK USD0.001	$511,000	–	22,318	+100.0%	0.00%	–
TPR		TAPESTRY INCORPORATED COMMON STOCK USD0.01	$655,000	+18.9%	12,452	0.0%	0.00%	0.0%
TCO		TAUBMAN CENTERS INCORPORATED REIT USD0.01reit	$434,000	-13.0%	7,633	0.0%	0.00%	0.0%
TMHC	Sell	TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001	$862,000	-7.4%	37,046	-2.6%	0.00%	-50.0%
ELP		CIA PARANAENSE ENER-SP ADR Padr	$318,000	+2.9%	40,500	0.0%	0.00%	0.0%
CYH	New	COMMUNITY HEALTH SYSTEMS INCORPORATED COMMON STOCK USD0.01	$364,000	–	91,828	+100.0%	0.00%	–
CMA	New	COMERICA INC COMMON STOCK USD5	$337,000	–	3,518	+100.0%	0.00%	–
CLNS	Buy	COLONY NORTHSTAR INCORPORATED A REIT USD0.01reit	$460,000	-47.0%	81,795	+7.6%	0.00%	0.0%
TSLA		TESLA INCORPORATED COMMON STOCK USD0.001	$301,000	-14.5%	1,132	0.0%	0.00%	0.0%
CHCO	Sell	CITY HOLDING COMPANY COMMON STOCK USD2.50	$518,000	+0.4%	7,551	-1.3%	0.00%	0.0%
TRI	Buy	THOMSON REUTERS CORPORATION COMMON NPV (US LISTING)	$697,000	+53.9%	15,115	+63.0%	0.00%	0.0%
TWX		TIME WARNER INCORPORATED COMMON STOCK USD0.01	$415,000	+3.2%	4,394	0.0%	0.00%	0.0%
FOXA	Sell	TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01	$413,000	-65.6%	11,268	-67.6%	0.00%	-50.0%
CE	Sell	CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING)	$461,000	-79.3%	4,600	-77.9%	0.00%	-75.0%
X	New	UNITED STATES STEEL CORPORATION COMMON STOCK USD1	$375,000	–	10,657	+100.0%	0.00%	–
CBT		CABOT CORPORATION COMMON STOCK USD1	$835,000	-9.5%	14,981	0.0%	0.00%	-50.0%
VPL	Buy	VANGUARD FTSE PACIFIC ETFetf	$865,000	+46.1%	11,852	+45.9%	0.00%	0.0%
VMBS	Buy	VANGUARD MORTGAGE-BACKED SECURITIES ETFetf	$409,000	+13.6%	7,923	+15.4%	0.00%	0.0%
VEC	Sell	VECTRUS INCORPORATED COMMON STOCK USD0.01	$683,000	-11.5%	18,325	-26.8%	0.00%	0.0%
BAM	New	BROOKFIELD ASSET MANAGEMENT INCORPORATED VOTING CLASS 'A' NPV	$854,000	–	17,007	+100.0%	0.00%	–
BRSWQ		BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01	$579,000	-3.3%	44,500	0.0%	0.00%	0.0%
BHF	Buy	BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01	$516,000	+53.1%	10,034	+74.4%	0.00%	0.0%
BDN		BRANDYWINE REALTY TRUST REIT USD0.01reit	$346,000	-12.8%	21,815	0.0%	0.00%	0.0%
VOYA	Sell	VOYA FINANCIAL INCORPORATED COMMON STOCK USD0.01	$592,000	-77.8%	11,715	-78.3%	0.00%	-75.0%
BKI	New	BLACK KNIGHT INCORPRATED-COMMON STOCK USD 0.0001	$711,000	–	15,095	+100.0%	0.00%	–
WRI		WEINGARTEN REALTY INVESTORS REIT USD0.03reit	$418,000	-14.5%	14,888	0.0%	0.00%	0.0%
BGNE	New	BEIGENE LTD-ADR USD0.0001 (EACH REPRESENTS 13 ORDINARY SHARES)adr	$470,000	–	2,800	+100.0%	0.00%	–
BOH		BANK OF HAWAII CORPORATION COMMON STOCK USD0.01	$748,000	-3.0%	9,001	0.0%	0.00%	0.0%
XEL	Buy	XCEL ENERGY INCORPORATED COMMON STOCK USD2.50	$602,000	-5.3%	13,227	+0.1%	0.00%	0.0%
ATRI	Buy	ATRION CORPORATION COMMON STOCK USD0.10	$584,000	+6.8%	925	+6.7%	0.00%	0.0%
ANSS	Sell	ANSYS INCORPORATED COMMON STOCK USD0.01	$486,000	-96.6%	3,100	-96.8%	0.00%	-95.8%
APC	Sell	ANADARKO PETROLEUM CORPORATION COMMON STOCK USD0.10	$322,000	-96.4%	5,331	-96.8%	0.00%	-92.9%
CZZ	New	COSAN LIMITED CLASS A SHARES USD0.01	$825,000	–	79,400	+100.0%	0.00%	–
ARA	Sell	AMERICAN RENAL ASSOCIATES HO	$412,000	-22.4%	21,867	-28.3%	0.00%	0.0%
AMH		AMERICAN HOMES 4 RENT CLASS A REIT USD0.01reit	$556,000	-7.9%	27,667	0.0%	0.00%	0.0%
ACC		AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01reit	$633,000	-5.8%	16,387	0.0%	0.00%	0.0%
AAL	Sell	AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1	$318,000	-97.7%	6,112	-97.7%	0.00%	-95.5%
JRVR	Buy	JAMES RIVER GROUP HOLDINGS LTD USD0.0002	$793,000	-10.1%	22,366	+1.5%	0.00%	0.0%
ALLY	Sell	ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10	$398,000	-91.4%	14,671	-90.8%	0.00%	-87.5%
ALL	New	ALLSTATE CORP	$694,000	–	7,322	+100.0%	0.00%	–
WLTW	Buy	WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY ORDINARY USD0.0003	$392,000	+856.1%	2,578	+837.5%	0.00%	–
APD		AIR PRODUCTS & CHEMICALS INC COM STK US$1	$342,000	-2.8%	2,149	0.0%	0.00%	0.0%
TSE	Sell	TRINSEO SA COMMON STOCK USD0.01	$737,000	+0.8%	9,956	-1.1%	0.00%	0.0%
AUOTY	Buy	AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES)adr	$847,000	+16.2%	185,243	+5.7%	0.00%	0.0%
FSP		FRANKLIN STREET PROPERTIES CORPORATION REIT USD0.0001reit	$124,000	-21.5%	14,700	0.0%	0.00%	–
CNC	Sell	CENTENE CORPORATION COMMON STOCK USD0.001	$125,000	-98.6%	1,166	-98.7%	0.00%	-100.0%
BRG		BLUEROCK RESIDENTIAL GROWTH REIT USD0.01reit	$41,000	-16.3%	4,821	0.0%	0.00%	–
TBI		TRUEBLUE INCORPORATED COMMON STOCK NPV	$140,000	-6.0%	5,400	0.0%	0.00%	–
TM		TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III)adr	$21,000	+5.0%	161	0.0%	0.00%	–
TTE	New	TOTAL SA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY SHARE EUR2.5)adr	$46,000	–	796	+100.0%	0.00%	–
CLDT		CHATHAM LODGING TRUST REIT NPVreit	$109,000	-15.5%	5,678	0.0%	0.00%	–
ALEX	Buy	ALEXANDER AND BALDWIN INCORPORATED REIT NPVreit	$187,000	+18.4%	8,091	+42.0%	0.00%	–
GIFI		GULF ISLAND FABRICATION INCORPORATED COMMON STOCK NPV	$13,000	-50.0%	1,900	0.0%	0.00%	–
NSA		NATIONAL STORAGE AFFILIATES TRUST REIT USD0.01reit	$154,000	-7.8%	6,123	0.0%	0.00%	–
NPK		NATIONAL PRESTO INDUSTRIES INCORPORATED COMMON STOCK USD1	$113,000	-5.0%	1,200	0.0%	0.00%	–
HOG	Sell	HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01	$110,000	-76.1%	2,571	-71.6%	0.00%	-100.0%
LILA	New	LIBERTY LATIN AMERICA LIMITED CLASS A NPV	$0	–	24	+100.0%	0.00%	–
LILAK	New	LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV	$1,000	–	58	+100.0%	0.00%	–
MOV	Sell	MOVADO GROUP INCORPORATED COMMON STOCK USD0.01	$136,000	-37.3%	3,530	-47.5%	0.00%	–
RING		ISHARES MSCI GLOBAL GOLD MINERS ETFetf	$88,000	-6.4%	5,000	0.0%	0.00%	–
MNR		MONMOUTH REAL ESTATE INVESTMENT CORPORATION CLASS 'A' REIT USD0.01reit	$169,000	-15.5%	11,244	0.0%	0.00%	–
XT		ISHARES EXPONENTIAL TECH ETFetf	$66,000	+3.1%	1,800	0.0%	0.00%	–
MOH	Sell	MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001	$138,000	-93.6%	1,700	-93.9%	0.00%	-100.0%
MTOR		MERITOR INCORPORATED COMMON STOCK USD1	$119,000	-12.5%	5,800	0.0%	0.00%	–
ADC		AGREE REALTY CORPORATION REIT USD0.0001reit	$180,000	-6.7%	3,744	0.0%	0.00%	–
MRT		MEDEQUITIES REALTY TRUST INCORPORATED REITreit	$57,000	-6.6%	5,424	0.0%	0.00%	–
MDR		MCDERMOTT INTERNATIONAL INC COM STK US$1	$18,000	-5.3%	2,900	0.0%	0.00%	–
JAG	New	JAGGED PEAK ENERGY INCORPORATED COMMON STOCK USD0.01	$225,000	–	15,923	+100.0%	0.00%	–
MKC	Sell	MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV	$106,000	-78.8%	1,000	-79.6%	0.00%	-100.0%
HOSSQ		HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01	$213,000	-6.6%	73,121	0.0%	0.00%	–
MAN		MANPOWER GROUP COMMON STOCK USD0.01	$104,000	-8.0%	900	0.0%	0.00%	–
STAR		ISTAR INCORPORATED REIT USD0.001reit	$99,000	-10.8%	9,780	0.0%	0.00%	–
CLI		MACK-CALI REALTY CORPORATION REIT USD0.01reit	$193,000	-22.5%	11,554	0.0%	0.00%	–
MSGN	Sell	MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$285,000	-27.1%	12,600	-34.7%	0.00%	-100.0%
HIFR	New	INFRAREIT INCORPORATED USD0.01reit	$174,000	–	8,965	+100.0%	0.00%	–
L	New	LOEWS CORPORATION COMMON STOCK USD0.01	$285,000	–	5,724	+100.0%	0.00%	–
SNBC	Exit	SUN BANCORP INC COMMON STOCK USD5	$0	–	-10,145	-100.0%	0.00%	–
LECO	Sell	LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV	$171,000	-95.2%	1,900	-95.2%	0.00%	-100.0%
IVR	Buy	INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01reit	$192,000	+8.5%	11,696	+17.8%	0.00%	–
MITT		AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01reit	$45,000	-8.2%	2,600	0.0%	0.00%	–
IRET		INVESTORS REAL ESTATE TRUST REIT NPVreit	$86,000	-9.5%	16,638	0.0%	0.00%	–
THD	New	ISHARES MSCI THAILAND ETFetf	$189,000	–	1,900	+100.0%	0.00%	–
EWH	New	ISHARES INCORPORATED MSCI HONG KONG ETFetf	$116,000	–	4,600	+100.0%	0.00%	–
OEF		ISHARES S&P 100 ETFetf	$127,000	-2.3%	1,095	0.0%	0.00%	–
ILCB	Buy	ISHARES MORNINGSTAR LARGE-CAetf	$282,000	+8.9%	1,835	+12.2%	0.00%	–
KRG		KITE REALTY GROUP TRUST REIT USD0.01reit	$167,000	-22.3%	10,951	0.0%	0.00%	–
IXP		ISHARES GLOBAL TELECOM ETFetf	$22,000	-8.3%	390	0.0%	0.00%	–
TNK	Sell	TEEKAY TANKERS LIMITED CLASS 'A' COMMON STOCK USD0.01	$124,000	-93.3%	104,400	-92.1%	0.00%	-100.0%
FOSL	Exit	FOSSIL GROUP INCORPORATED COMMON STOCK USD0.01	$0	–	-5,000	-100.0%	0.00%	–
RIO	Exit	RIO TINTO PLC SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) (BNY)adr	$0	–	-1,440	-100.0%	0.00%	–
CCJ	Exit	CAMECO CORPORATION COMMON NPV	$0	–	-15,300	-100.0%	0.00%	–
BIVV	Exit	BIOVERATIV INCORPORATED COMMON STOCK USD0.001	$0	–	-750	-100.0%	0.00%	–
FINL	Exit	FINISH LINE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$0	–	-1,400	-100.0%	0.00%	–
RH	Exit	RH HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$0	–	-435	-100.0%	0.00%	–
BG	Exit	BUNGE LIMITED COMMON STOCK USD0.01	$0	–	-2,060	-100.0%	0.00%	–
PPPMF	Exit	PRIMERO MINING CORPORATION COMMON NPV	$0	–	-56,000	-100.0%	0.00%	–
NWN	Exit	NORTHWEST NATURAL GAS COMPANY COMMON STOCK USD3.167	$0	–	-2,900	-100.0%	0.00%	–
VSTO	Exit	VISTA OUTDOOR INC COMMON STOCK USD0.01	$0	–	-19,000	-100.0%	0.00%	–
MFIN	Exit	MEDALLION FINANCIAL CORPORATION COMMON STOCK USD0.01	$0	–	-62,705	-100.0%	0.00%	–
IX	Exit	ORIX CORPORATION SPONSORED ADR (EACH REPRESENTING 1/2 ORDINARY JPY50) (CIT)adr	$0	–	-260	-100.0%	0.00%	–
RGC	Exit	REGAL ENTERTAINMENT GROUP CLASS 'A' COMMON STOCK USD0.001	$0	–	-2,100	-100.0%	0.00%	–
JMEI	Exit	JUMEI INTERNATIONAL HOLDING LTD ADR (EACH REPR 1 ORD)adr	$0	–	-29,773	-100.0%	0.00%	–
GNCIQ	Exit	GNC HOLDINGS INCORPORATED CLASS A COMMON STOCK USD0.001	$0	–	-9,300	-100.0%	0.00%	–
NAVI	Exit	NAVIENT CORPORATION COMMON STOCK USD0.01	$0	–	-9,752	-100.0%	0.00%	–
XL	Exit	XL GROUP LIMITED COMMON STOCK USD0.01	$0	–	-164	-100.0%	0.00%	–
SCS	Exit	STEELCASE INCORPORATED CLASS 'A' COMMON STOCK NPV	$0	–	-11,400	-100.0%	0.00%	–
EWUS	Exit	ISHARES MSCI UNITED KINGDOMetf	$0	–	-990	-100.0%	0.00%	–
RSG	Exit	REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01	$0	–	-3,104	-100.0%	0.00%	–
QRTEA	Exit	LIBERTY INTERACTIVE CORPORATION QVC GROUP A COMMON STOCK USD0.01	$0	–	-1,441	-100.0%	0.00%	–
CCI	Exit	CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01reit	$0	–	-909	-100.0%	0.00%	–
MLHR	Exit	MILLER (HERMAN) INCORPORATED COMMON STOCK USD0.20	$0	–	-6,900	-100.0%	0.00%	–
DHX	Exit	DHI GROUP INCORPORATED COMMON STOCK USD.01	$0	–	-3,000	-100.0%	0.00%	–
FF	Exit	FUTUREFUEL CORPORATION COMMON STOCK USD0.0001	$0	–	-2,100	-100.0%	0.00%	–
ODP	Exit	OFFICE DEPOT INCORPORATED COMMON STOCK USD0.01	$0	–	-13,300	-100.0%	0.00%	–
ARLP	Exit	ALLIANCE RESOURCE PARTNERS LP NPVpart	$0	–	-8,500	-100.0%	0.00%	–
PTEN	Exit	PATTERSON-UTI ENERGY INCORPORATED COMMON STOCK USD0.01	$0	–	-9,500	-100.0%	0.00%	–
NVEC	Exit	NVE CORPORATION COMMON STOCK USD0.01	$0	–	-1,500	-100.0%	0.00%	–
GLW	Exit	CORNING INCORPORATED COMMON STOCK USD0.50	$0	–	-700	-100.0%	0.00%	–
CDTI	Exit	CLEAN DIESEL TECHNOLOGIES	$0	–	-1,466	-100.0%	0.00%	–
VYM		VANGUARD HIGH DVD YIELD ETFetf	$284,000	-4.1%	3,450	0.0%	0.00%	–
VIG	Sell	VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETFetf	$265,000	-6.0%	2,625	-5.1%	0.00%	–
CF	Buy	CF INDUSTRIES HOLDINGS INCORPORATED COMMON STOCK USD0.01	$64,000	+14.3%	1,709	+28.7%	0.00%	–
VNM		VANECK VECTORS VIETNAM ETFetf	$25,000	+8.7%	1,300	0.0%	0.00%	–
GDXJ		VANECK VECTORS JUNIOR GOLD Metf	$24,000	-7.7%	760	0.0%	0.00%	–
VTWO	Sell	VANGUARD RUSSELL 2000 ETFetf	$129,000	-91.4%	1,061	-91.4%	0.00%	-100.0%
CDTI	New	CDTI ADVANCED MATERIALS INC	$1,000	–	1,466	+100.0%	0.00%	–
CBOE	New	CBOE GLOBAL MARKETS INCORPORATED COMMON STOCK USD0.01	$218,000	–	1,908	+100.0%	0.00%	–
UBA	Sell	URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01reit	$84,000	-83.4%	4,371	-81.2%	0.00%	-100.0%
CCMP		CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001	$225,000	+13.6%	2,100	0.0%	0.00%	–
CBS		CBS CORPORATION CLASS B COMMON STOCK USD0.001	$66,000	-13.2%	1,280	0.0%	0.00%	–
UHT		UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD0.01reit	$102,000	-20.3%	1,699	0.0%	0.00%	–
UEIC		UNIVERSAL ELECTRS INC USD0.01	$76,000	+10.1%	1,467	0.0%	0.00%	–
BTI		BRITISH AMERICAN TOBACCO ADR (EACH REPRESENTS 1 ORDINARY SHARES)adr	$118,000	-13.9%	2,051	0.0%	0.00%	–
CTRE		CARETRUST REIT INC COMMON STOCK USD0.01reit	$137,000	-20.3%	10,255	0.0%	0.00%	–
CTAS	Exit	CINTAS CORPORATION COMMON STOCK NPV	$0	–	-1,700	-100.0%	0.00%	–
POT	Exit	POTASH CORPORATION OF SASKATCHEWAN COMMON NPV (US LISTING)	$0	–	-1,178	-100.0%	0.00%	–
BOX		BOX INC COMMON STOCK USD0.0001	$13,000	0.0%	612	0.0%	0.00%	–
UAL	Sell	UNITED CONTINENTAL HOLDINGS INCORPORATED COMMON STOCK USD0.01	$56,000	-59.7%	800	-61.3%	0.00%	–
CDR		CEDAR REALTY TRUST INCORPORATED REIT USD0.06reit	$53,000	-34.6%	13,398	0.0%	0.00%	–
VOD	Sell	VODAFONE GROUP PLC SPONSORED ADR (EACH REPRESENTS 10 ORDINARY USD0.2095238)adr	$35,000	-97.1%	1,253	-96.7%	0.00%	-100.0%
UMH		UMH PROPERTIES INC REIT USD0.1reit	$65,000	-11.0%	4,880	0.0%	0.00%	–
CINF	New	CINCINNATI FINANCIAL CORPORATION COMMON STOCK USD2	$239,000	–	3,219	+100.0%	0.00%	–
CIO	Sell	CITY OFFICE REIT INCreit	$165,000	-12.2%	14,238	-1.6%	0.00%	–
WRE		WASHINGTON REIT USD0.01reit	$245,000	-12.2%	8,960	0.0%	0.00%	–
CLPR		CLIPPER REALTY INCORPORATED REIT USD0.01reit	$30,000	-14.3%	3,550	0.0%	0.00%	–
TS	Buy	TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES)adr	$137,000	+661.1%	3,931	+598.2%	0.00%	–
SKT		TANGER FACTORY OUTLET CENTER REITreit	$268,000	-17.0%	12,177	0.0%	0.00%	-100.0%
AMTD	Sell	TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01	$287,000	-75.8%	4,853	-79.1%	0.00%	-100.0%
MCF	Sell	CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04	$23,000	-25.8%	6,400	-1.8%	0.00%	–
BHP	Sell	BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV)adr	$21,000	-98.5%	474	-98.5%	0.00%	-100.0%
SMFG		SUMITOMO MITSUI FINANCIAL GROUP INCORPORATED ADR (EACH REPRESENTS 0.2 ORD NPV)adr	$28,000	-3.4%	3,328	0.0%	0.00%	–
SYBT	Sell	STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV	$283,000	-9.0%	8,058	-2.4%	0.00%	-100.0%
CCK		CROWN HOLDINGS INCORPORATED COMMON STOCK USD5	$116,000	-10.1%	2,294	0.0%	0.00%	–
WRB	New	BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20	$155,000	–	2,138	+100.0%	0.00%	–
CHL	Exit	CHINA MOBILE LIMITED SPONSORED ADR (REPRESENTING 5 ORDINARY HKD0.10)adr	$0	–	-5,825	-100.0%	0.00%	–
SBNY	New	SIGNATURE BANK COMMON STOCK USD0.01	$150,000	–	1,057	+100.0%	0.00%	–
SRG		SERITAGE GROWTH PROPERTIES REIT USD0.01reit	$116,000	-12.8%	3,276	0.0%	0.00%	–
BAX	Sell	BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1	$148,000	-8.1%	2,274	-8.3%	0.00%	–
WRN		WESTERN COPPER AND GOLD CORP	$187,000	-19.0%	183,510	0.0%	0.00%	–
SIR		SELECT INCOME REIT USD0.01reit	$147,000	-22.6%	7,548	0.0%	0.00%	–
SAP	Exit	SAP AG SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE)adr	$0	–	-322	-100.0%	0.00%	–
WHG		WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01	$260,000	-14.8%	4,600	0.0%	0.00%	–
DEO		DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28)adr	$93,000	-7.0%	685	0.0%	0.00%	–
FANG	Sell	DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01	$139,000	-98.6%	1,100	-98.6%	0.00%	-100.0%
WHLR		WHEELER REIT INCORPORATED US0.01(POST REV SPILT)reit	$11,000	-63.3%	3,020	0.0%	0.00%	–
SWM	Sell	SCHWEITZER-MAUDUIT INTERNATIONAL INCORPORATED COMMON STOCK USD0.10	$146,000	-43.8%	3,738	-34.9%	0.00%	–
WSR		WHITESTONE REIT COMMON STOCK USD0.001reit	$65,000	-27.8%	6,217	0.0%	0.00%	–
BBVA		BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49)adr	$27,000	-6.9%	3,356	0.0%	0.00%	–
DIN		DINE BRANDS GLOBAL INCORPORATED COMMON STOCK USD0.01	$282,000	+29.4%	4,300	0.0%	0.00%	–
DCI	Sell	DONALDSON COMPANY INC COMMON STOCK USD5	$140,000	-86.6%	3,100	-85.4%	0.00%	-100.0%
SIVB	New	SVB FINANCIAL GROUP COMMON STOCK USD0.001	$244,000	–	1,015	+100.0%	0.00%	–
DGT		SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETFetf	$143,000	-1.4%	1,695	0.0%	0.00%	–
DXJS		WISDOMTREE JAPAN HEDGED SMALetf	$22,000	-4.3%	500	0.0%	0.00%	–
SEIC	Sell	SEI INVESTMENTS COMPANY COMMON STOCK USD0.01	$190,000	-98.4%	2,530	-98.4%	0.00%	-100.0%
ETFC	New	E-TRADE FINANCIAL CORPORATION COMMON STOCK USD0.01	$279,000	–	5,037	+100.0%	0.00%	–
DEA		EASTERLY GOVERNMENT PROPERTIES INCORPORATED REIT USD0.01reit	$113,000	-5.0%	5,563	0.0%	0.00%	–
ECA		ENCANA CORPORATION COMMON NPV (CANADIAN LISTING)	$52,000	-16.1%	3,692	0.0%	0.00%	–
RAVN	Sell	RAVEN INDUSTRIES INCORPORATED COMMON STOCK USD1	$63,000	-44.2%	1,800	-45.5%	0.00%	–
SND	Exit	SMART SAND INCORPORATED USD0.001	$0	–	-13,100	-100.0%	0.00%	–
QUAD	Buy	QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025	$162,000	+174.6%	6,400	+146.2%	0.00%	–
AZN	New	ASTRAZENECA PLC SPONSORED ADR (EACH REPRESENTING 0.5 ORDINARY USD0.25)(MGT)adr	$34,000	–	968	+100.0%	0.00%	–
AIZ	New	ASSURANT INCORPORATED COMMON STOCK USD0.01	$160,000	–	1,745	+100.0%	0.00%	–
AHT	Buy	ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01reit	$165,000	+5.8%	25,561	+10.3%	0.00%	–
AHP	Buy	ASHFORD HOSPITALITY PRIME IN REIT USD0.01reit	$268,000	+145.9%	27,552	+146.0%	0.00%	–
ROBO		ROBO GLOBAL ROBOTICS AND AUTetf	$33,000	0.0%	800	0.0%	0.00%	–
APTS		PREFERRED APARTMENT COMMUN-A REIT USD0.01reit	$171,000	-29.9%	12,042	0.0%	0.00%	–
AHH		ARMADA HOFFLER PROPERTIES IN REIT USD0.01reit	$80,000	-11.1%	5,811	0.0%	0.00%	–
FPI		FARMLAND PARTNERS INCORPORATED REIT USD0.01reit	$61,000	-3.2%	7,292	0.0%	0.00%	–
FNHC		FEDERATED NATIONAL HOLDING COMPANY COMMON STOCK USD0.01	$63,000	-4.5%	4,000	0.0%	0.00%	–
SKYY		FIRST TRUST CLOUD COMPUTINGetf	$46,000	+4.5%	950	0.0%	0.00%	–
AREXQ		APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01	$199,000	-11.6%	76,000	0.0%	0.00%	–
CIBR		FIRST TRUST NASDAQ CYBERSECUetf	$134,000	+8.1%	5,340	0.0%	0.00%	–
FLR	Sell	FLUOR CORPORATION COMMON STOCK USD0.01	$114,000	-54.0%	2,000	-58.3%	0.00%	–
FCPT		FOUR CORNERS PROPERTY TRUST INC REIT USD0.0001reit	$186,000	-10.1%	8,066	0.0%	0.00%	–
ACGL	New	ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01	$242,000	–	2,831	+100.0%	0.00%	–
FRAN	Sell	FRANCESCAS HOLDINGS CORP COMMON STOCK USD0.01	$63,000	-67.4%	13,200	-50.0%	0.00%	–
CEF	Exit	CENTRAL FUND OF CANADA CLASS 'A' COMMON NPVutec	$0	–	-1,850	-100.0%	0.00%	–
VMC	Buy	VULCAN MATERIALS CO COM STK US$1	$284,000	+11.4%	2,489	+25.1%	0.00%	–
OSG		OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV	$283,000	+3.7%	99,550	0.0%	0.00%	–
OLP		ONE LIBERTY PROPERTIES INCORPORATED REIT USD1reit	$45,000	-15.1%	2,052	0.0%	0.00%	–
GEL		GENESIS ENERGY LP NPVpart	$240,000	-12.1%	12,200	0.0%	0.00%	–
GPC	Sell	GENUINE PARTS CO COM STK US$1	$261,000	-96.6%	2,900	-96.4%	0.00%	-100.0%
GTY	Sell	GETTY REALTY CORPORATION REIT USD0.01reit	$109,000	-75.5%	4,315	-73.6%	0.00%	-100.0%
NVS	Sell	NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED)adr	$67,000	-36.2%	830	-33.6%	0.00%	–
NWPX		NORTHWEST PIPE CO COMMON STOCK USD0.01	$216,000	-9.6%	12,500	0.0%	0.00%	–
NRE		NORTHSTAR REALTY EUROPE CORPORATIOIN REIT USD0.01reit	$104,000	-3.7%	8,013	0.0%	0.00%	–
GOOD		GLADSTONE COMMERCIAL CORPORATION REIT USD0.001reit	$64,000	-17.9%	3,717	0.0%	0.00%	–
LAND		GLADSTONE LAND CORPORATION REIT USD0.001reit	$43,000	-8.5%	3,535	0.0%	0.00%	–
JHG		JANUS HENDERSON GROUP PLC NPV	$63,000	-12.5%	1,890	0.0%	0.00%	–
AAT		AMERICAN ASSETS TRUST INCORPORATED REIT USD0.01reit	$158,000	-12.2%	4,718	0.0%	0.00%	–
ICLR		ICON PLC EUR0.06 (US LISTING)	$15,000	+7.1%	123	0.0%	0.00%	–
GSK		GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P)adr	$141,000	+10.2%	3,600	0.0%	0.00%	–
IXJ		ISHARES TRUST GLOBAL HEALTHCARE ETFetf	$50,000	-2.0%	450	0.0%	0.00%	–
GNL		GLOBAL NET LEASE INC REIT USD0.01reit	$148,000	-18.2%	8,779	0.0%	0.00%	–
JCI	Buy	JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5	$276,000	+6.2%	7,822	+14.7%	0.00%	–
LBTYA		LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01	$6,000	0.0%	192	0.0%	0.00%	–
LBTYK		LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01	$11,000	-15.4%	371	0.0%	0.00%	–
NXRT		NEXPOINT RESIDENTIAL TRUST INC REIT USD0.01reit	$77,000	-10.5%	3,088	0.0%	0.00%	–
IEV		ISHARES TRUST EUROPE ETFetf	$16,000	0.0%	340	0.0%	0.00%	–
IGF	Buy	ISHARES GLOBAL INFRASTRUCTURE ETFetf	$231,000	+55.0%	5,380	+63.0%	0.00%	–
NEP	Sell	NEXTERA ENERGY PARTNERS LP NPVpart	$278,000	-25.1%	6,961	-19.0%	0.00%	-100.0%
GORO		GOLD RESOURCE CORPORATION COMMON STOCK USD0.001	$45,000	+2.3%	10,000	0.0%	0.00%	–
NAT		NORDIC AMERICAN TANKERS LIMITED COMMON STOCK USD0.01	$3,000	0.0%	1,340	0.0%	0.00%	–
Y	New	ALLEGHANY CORPORATION COMMON STOCK USD1	$191,000	–	311	+100.0%	0.00%	–
GOV		GOVERNMENT PROPERTIES INCOME TRUST REIT USD0.01reit	$173,000	-26.4%	12,676	0.0%	0.00%	–
ALX		ALEXANDER'S INCORPORATED REIT USD1reit	$186,000	-4.1%	489	0.0%	0.00%	–
SNR		NEW SENIOR INVESTMENT GROUP INC REIT NPVreit	$92,000	+8.2%	11,281	0.0%	0.00%	–
XPER	Exit	XPERI CORPORATION COMMON STOCK USD0.001	$0	–	-28,465	-100.0%	-0.00%	–
CMC	Exit	COMMERCIAL METALS COMPANY COMMON STOCK USD5	$0	–	-38,171	-100.0%	-0.00%	–
KL	Exit	KIRKLAND LAKE GOLD LTD NPV	$0	–	-18,000	-100.0%	-0.00%	–
TOL	Exit	TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01	$0	–	-7,956	-100.0%	-0.00%	–
FFIC	Exit	FLUSHING FINANCIAL CORPORATION COMMON STOCK USD0.01	$0	–	-12,021	-100.0%	-0.00%	–
BFB	Exit	BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15	$0	–	-5,500	-100.0%	-0.00%	–
TITN	Exit	TITAN MACHINERY INCORPORATED COMMON STOCK USD0.00001	$0	–	-26,786	-100.0%	-0.00%	–
GIL	Exit	GILDAN ACTIVEWEAR INCORPORATED COMMON NPV	$0	–	-11,900	-100.0%	-0.00%	–
UMC	Exit	UNITED MICROELECTRONICS CORPORATION ADR (EACH REPRESENTS 5 ORDINARY TWD10)adr	$0	–	-215,083	-100.0%	-0.00%	–
UTL	Exit	UNITIL CORPORATION COMMON STOCK NPV	$0	–	-7,821	-100.0%	-0.00%	–
ADNT	Exit	ADIENT PLC USD0.001	$0	–	-5,874	-100.0%	-0.00%	–
CHUBK	Exit	COMMERCEHUB INCORPORATED SERIES C COMMON STOCK USD0.01	$0	–	-27,353	-100.0%	-0.00%	–
SAM	Exit	BOSTON BEER COMPANY INC CLASS 'A' COMMON STOCK USD0.01	$0	–	-2,300	-100.0%	-0.00%	–
AGU	Exit	AGRIUM INCORPORATED COMMON NPV (CANADIAN LISTING)	$0	–	-4,100	-100.0%	-0.00%	–
DPZ	Exit	DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01	$0	–	-2,600	-100.0%	-0.00%	–
FOXF	Exit	FOX FACTORY HOLDING CORPORATION COMMON STOCK USD0.001	$0	–	-11,100	-100.0%	-0.00%	–
IR	Exit	INGERSOLL-RAND PLC COMMON STOCK USD1	$0	–	-10,100	-100.0%	-0.00%	–
RGR	Exit	STURM RUGER AND COMPANY INCORPORATED COMMON STOCK USD1	$0	–	-13,506	-100.0%	-0.00%	–
CAR	Exit	AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01	$0	–	-19,331	-100.0%	-0.00%	–
NWL	Exit	NEWELL BRANDS INCORPORATED COMMON STOCK USD1	$0	–	-21,837	-100.0%	-0.00%	–
DNKN	Exit	DUNKIN' BRANDS GROUP INCORPORATED COMMON STOCK USD0.01	$0	–	-4,900	-100.0%	-0.00%	–
MDXG	Exit	MIMEDX GROUP INC COMMON STOCK USD0.001	$0	–	-51,575	-100.0%	-0.00%	–
FISI	Exit	FINANCIAL INSTITUTIONS INCORPORATED COMMON STOCK USD0.01	$0	–	-10,949	-100.0%	-0.00%	–
TV	Exit	GRUPO TELEVISA SAB SPONS ADR (REPRESENTING 5 ORDINARY PTG CERTS)adr	$0	–	-46,562	-100.0%	-0.00%	–
VNQ	Exit	VANGUARD INDEX FUNDS VANGUARD REIT ETFetf	$0	–	-9,175	-100.0%	-0.00%	–
DST	Exit	DST SYSTEMS INCORPORATED COMMON STOCK USD0.01	$0	–	-11,583	-100.0%	-0.00%	–
NCMI	Exit	NATIONAL CINEMEDIA INCORPORATED COMMON STOCK USD0.01	$0	–	-96,033	-100.0%	-0.00%	–
ALNY	Exit	ALNYLAM PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$0	–	-3,216	-100.0%	-0.00%	–
SASR	Exit	SANDY SPRING BANCORP INCORPORATED COMMON STOCK USD1	$0	–	-11,009	-100.0%	-0.00%	–
THC	Exit	TENET HEALTHCARE CORPORATION COMMON STOCK USD0.05	$0	–	-30,265	-100.0%	-0.00%	–
SWN	Exit	SOUTHWESTERN ENERGY COMPANY COMMON STOCK USD0.10	$0	–	-130,579	-100.0%	-0.00%	–
MGLN	Exit	MAGELLAN HEALTH INCORPORATED COMMON STOCK USD0.01	$0	–	-3,200	-100.0%	-0.00%	–
STN	Exit	STANTEC INCORPORATED COMMON NPV	$0	–	-16,400	-100.0%	-0.00%	–
PLCE	Exit	CHILDRENS PLACE INCORPORATED (THE) COMMON STOCK USD0.10	$0	–	-6,200	-100.0%	-0.00%	–
GRPU	Exit	GRANITE REAL ESTATE INVESTMENT TRUST REIT NPV (STAPLED UNIT)reit	$0	–	-7,300	-100.0%	-0.00%	–
QSR	Exit	RESTAURANT BRANDS INTERNATIONAL INCORPORATED COMMON NPV	$0	–	-11,900	-100.0%	-0.00%	–
UFS	Exit	DOMTAR CORPORATION COMMON STOCK USD0.01	$0	–	-29,861	-100.0%	-0.00%	–
SPR	Exit	SPIRIT AEROSYSTEMS HOLDINGS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$0	–	-14,202	-100.0%	-0.00%	–
INCY	Exit	INCYTE GENOMICS INCORPORATED COMMON STOCK USD0.001	$0	–	-15,456	-100.0%	-0.00%	–
RDSA	Exit	ROYAL DUTCH SHELL PLC ADR (EACH REPR 2 CLASS'A' EUR0.07)adr	$0	–	-17,690	-100.0%	-0.00%	–
FOX	Exit	TWENTY-FIRST CENTURY FOX INCORPORATED CLASS B USD0.01	$0	–	-43,771	-100.0%	-0.00%	–
KOF	Exit	COCA-COLA FEMSA SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 SERIES L NPV)adr	$0	–	-15,300	-100.0%	-0.00%	–
PETS	Exit	PETMED EXPRESS INC COMMON STOCK USD0.001	$0	–	-23,811	-100.0%	-0.00%	–
HCI	Exit	HCI GROUP INCORPORATED COMMON STOCK NPV	$0	–	-31,999	-100.0%	-0.00%	–
UGI	Exit	UGI CORPORATION COMMON STOCK NPV	$0	–	-38,600	-100.0%	-0.00%	–
LULU	Exit	LULULEMON ATHLETICA INCORPORATED COMMON STOCK USD0.01	$0	–	-24,108	-100.0%	-0.00%	–
NLSN	Exit	NIELSEN HOLDINGS PUBLIC LIMITED COMPANY ORDINARY EUR0.07	$0	–	-53,100	-100.0%	-0.00%	–
CSRA	Exit	CSRA INC COMMON STOCK USD 0.001	$0	–	-58,303	-100.0%	-0.00%	–
	Exit	OM ASSET MANAGEMENT PLC COMMON STOCK USD0.001	$0	–	-118,459	-100.0%	-0.00%	–
TRUE	Exit	TRUECAR INCORPORATED COMMON STOCK USD0.0001	$0	–	-175,090	-100.0%	-0.00%	–
AFSI	Exit	AMTRUST FINANCIAL SERVICES INCORPORATED COMMON STOCK USD0.01	$0	–	-207,200	-100.0%	-0.00%	–
BRFS	Exit	BRASIL FOODS SA SPONSORED ADR (EACH REPRESENTS 1 SHARE)adr	$0	–	-220,401	-100.0%	-0.00%	–
NOAH	Exit	NOAH HOLDINGS LIMITED ADR (2 REPRESENTS 1 ORDINARY SHARE)adr	$0	–	-63,000	-100.0%	-0.01%	–
BXEFF	Exit	BELLATRIX EXPLORATION LIMITED COMMON NPV	$0	–	-1,299,411	-100.0%	-0.01%	–
VC	Exit	VISTEON CORP COMMON STOCK USD0.01	$0	–	-29,661	-100.0%	-0.01%	–
LCI	Exit	LANNETT COMPANY INCORPORATED COMMON STOCK USD0.001	$0	–	-151,100	-100.0%	-0.01%	–
BBG	Exit	BILL BARRETT CORPORATION COMMON STOCK USD0.001	$0	–	-731,300	-100.0%	-0.01%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	$0	–	-33,939	-100.0%	-0.01%	–
UBNT	Exit	UBIQUITI NETWORKS INCORPORATED COMMON STOCK USD0.001	$0	–	-65,900	-100.0%	-0.01%	–
CHRW	Exit	C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10	$0	–	-57,907	-100.0%	-0.01%	–
ANF	Exit	ABERCROMBIE AND FITCH COMPANY CLASS A COMMON STOCK USD0.01	$0	–	-360,184	-100.0%	-0.01%	–
ALDR	Exit	ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD0.0001	$0	–	-586,979	-100.0%	-0.01%	–
VIAV	Exit	VIAVI SOLUTIONS INCORPORATED COMMON STOCK USD0.001	$0	–	-775,737	-100.0%	-0.01%	–
VRNT	Exit	VERINT SYSTEMS INCORPORATED COMMON STOCK USD0.001	$0	–	-172,736	-100.0%	-0.01%	–
PRLB	Exit	PROTO LABS INC COMMON STOCK USD0.001	$0	–	-71,372	-100.0%	-0.01%	–
TNH	Exit	TERRA NITROGEN COMPANY LP NPVpart	$0	–	-88,257	-100.0%	-0.01%	–
MKSI	Exit	MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV	$0	–	-94,300	-100.0%	-0.02%	–
URBN	Exit	URBAN OUTFITTERS INC	$0	–	-265,600	-100.0%	-0.02%	–
SNECQ	Exit	SANCHEZ ENERGY CORPORATION COMMON STOCK USD0.01	$0	–	-1,682,503	-100.0%	-0.02%	–
BGCP	Exit	BGC PARTNERS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$0	–	-629,900	-100.0%	-0.02%	–
WOW	Exit	WIDEOPENWEST INCORPORATED COMMON STOCK USD0.01	$0	–	-1,154,591	-100.0%	-0.02%	–
TRGP	Exit	TARGA RESOURCES CORPORATION COMMON STOCK USD0.001	$0	–	-270,871	-100.0%	-0.02%	–
TLT	Exit	ISHARES TRUST US TREASURY 20 YEAR BOND ETFetf	$0	–	-113,335	-100.0%	-0.02%	–
FAF	Exit	FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001	$0	–	-281,096	-100.0%	-0.03%	–
MTSI	Exit	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCORPORATED COMMON STOCK USD0.01	$0	–	-482,793	-100.0%	-0.03%	–
ILG	Exit	ILG INCORPORATED COMMON STOCK USD0.01	$0	–	-597,837	-100.0%	-0.03%	–
JD	Exit	JD.COM INCORPORATED ADR (EACH REPRESENTING 2 SHARES)adr	$0	–	-410,590	-100.0%	-0.03%	–
INCR	Exit	INC RESEARCH HOLDINGS INCORPORATED A COMMON STOCK USD0.01	$0	–	-536,520	-100.0%	-0.04%	–
ABC	Exit	AMERISOURCE BERGEN CORPORATION CLASS 'A' COMMON STOCK USD0.01	$0	–	-274,900	-100.0%	-0.04%	–
VR	Exit	VALIDUS HOLDINGS LIMITED USD0.175	$0	–	-538,659	-100.0%	-0.04%	–
LVNTA	Exit	LIBERTY VENTURES SER A COMMON STOCK USD0.01	$0	–	-542,915	-100.0%	-0.05%	–
BSMX	Exit	GRUPO FINANCIERO SANTANDER MEXICO SAB DE CV SPONSORED ADR (EACH REPRESENTS 5 ORDINARY SERIES B)adr	$0	–	-4,141,200	-100.0%	-0.05%	–
JNK	Exit	SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETFetf	$0	–	-849,165	-100.0%	-0.05%	–
LAZ	Exit	LAZARD LTD COMMON STOCK USD0.01	$0	–	-694,900	-100.0%	-0.06%	–
ST	Exit	SENSATA TECHNOLOGIES HOLDING NV USD0.01	$0	–	-745,647	-100.0%	-0.06%	–
OLED	Exit	UNIVERSAL DISPLAY CORPORATION COMMON STOCK USD0.01	$0	–	-230,000	-100.0%	-0.06%	–
YY	Exit	YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES)adr	$0	–	-380,560	-100.0%	-0.07%	–
TIME	Exit	TIME INCORPORATED COMMON STOCK USD0.01	$0	–	-4,253,750	-100.0%	-0.13%	–
VNTV	Exit	VANTIV INCORPORATED CLASS A COMMON STOCK USD0.00001	$0	–	-1,164,779	-100.0%	-0.14%	–
PCLN	Exit	PRICELINE GROUP INCORPORATED (THE) COMMON STOCK USD0.008	$0	–	-104,530	-100.0%	-0.30%	–

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 Ltd #2
Schroder Investment Management Limited #3
SCHRODER INVESTMENT MANAGEMENT HONG KONG LTD #4
SCHRODER INVESTMENT MANAGEMENT JAPAN LTD #5
SCHRODER INVESTMENT MANAGEMENT SINGAPORE LTD #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/A filed 2018-05-11

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 Q1 2018 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

Issues

The following issues were detected while analyzing the report:

The reported has been restated
The reported has been amended

Export SCHRODER INVESTMENT MANAGEMENT GROUP's holdings

SCHRODER INVESTMENT MANAGEMENT GROUP - Q1 2018 holdings