SCHRODER INVESTMENT MANAGEMENT GROUP

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$56.2 Billion is the total value of SCHRODER INVESTMENT MANAGEMENT GROUP's 2256 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 22.6% .

All

			Value		Shares		↓ Weighting
MSFT	Sell	MICROSOFT CORPORATION COMMON STOCK USD0.0000125	$796,477,000	+14.1%	6,753,366	-1.7%	1.42%	+12.3%
CSCO	Sell	CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING)	$670,155,000	+11.1%	12,412,561	-10.8%	1.19%	+9.3%
AAPL	Sell	APPLE INCORPORATED COMMON STOCK NPV	$595,452,000	+5.6%	3,134,780	-12.3%	1.06%	+3.9%
HDB	Sell	HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY)adr	$440,350,000	+8.0%	3,799,069	-3.5%	0.78%	+6.4%
LLY	Sell	ELI LILLY AND COMPANY COMMON STOCK NPV	$424,910,000	+1.6%	3,274,574	-9.4%	0.76%	+0.1%
VALE	Sell	VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV)adr	$420,376,000	-6.9%	32,188,092	-6.0%	0.75%	-8.4%
UBS	Sell	UBS GROUP AG CHF0.10 (REGISTERED)	$418,449,000	-15.1%	34,668,595	-14.0%	0.74%	-16.5%
PG	Sell	PROCTER & GAMBLE CO/THE	$372,183,000	+8.6%	3,577,160	-4.1%	0.66%	+6.9%
INFY	Sell	INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5)adr	$320,202,000	+5.2%	29,295,571	-8.4%	0.57%	+3.4%
TD	Sell	TORONTO-DOMINION BANK (THE) COMMON NPV	$278,493,000	+1.8%	3,840,222	-4.7%	0.50%	+0.2%
BAP	Sell	CREDICORP LIMITED COMMON STOCK USD5 (US LISTING)	$277,450,000	+7.1%	1,156,282	-1.1%	0.49%	+5.3%
TMO	Sell	THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1	$261,829,000	+17.2%	956,557	-4.1%	0.47%	+15.3%
WFC	Sell	WELLS FARGO AND COMPANY COMMON STOCK USD1.6667	$249,791,000	+2.3%	5,169,512	-2.4%	0.44%	+0.7%
GOOG	Sell	ALPHABET INCORPORATED-CL C NPV	$221,434,000	+11.4%	188,726	-1.7%	0.39%	+9.4%
VIPS	Sell	VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001)adr	$216,081,000	+46.1%	26,909,216	-0.7%	0.38%	+43.7%
KMB	Sell	KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25	$203,459,000	-6.3%	1,642,123	-13.9%	0.36%	-7.9%
CMCSA	Sell	COMCAST CORPORATION CLASS A COMMON STOCK USD1	$197,344,000	+11.2%	4,936,067	-5.3%	0.35%	+9.3%
VZ	Sell	VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10	$192,597,000	+1.1%	3,257,288	-3.8%	0.34%	-0.6%
GILD	Sell	GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001	$179,576,000	+2.0%	2,762,281	-1.9%	0.32%	+0.3%
FB	Sell	FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006	$177,308,000	+9.0%	1,063,701	-14.3%	0.32%	+7.5%
EMR	Sell	EMERSON ELECTRIC COMPANY COMMON STOCK USD1	$167,428,000	+7.7%	2,445,307	-6.0%	0.30%	+6.0%
PEP	Sell	PEPSICO INCORPORATED CAPITAL STOCK USD0.016666	$165,061,000	+6.1%	1,346,888	-4.4%	0.29%	+4.6%
EBAY	Sell	EBAY INCORPORATED COMMON STOCK USD0.001	$152,276,000	-7.6%	4,100,072	-30.2%	0.27%	-9.1%
MA	Sell	MASTERCARD INCORPORATED CLASS A COMMON STOCK USD0.0001	$146,761,000	+0.5%	623,321	-19.4%	0.26%	-1.1%
PNC	Sell	PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5	$140,941,000	-16.4%	1,149,038	-20.4%	0.25%	-17.7%
XOM	Sell	EXXON MOBIL CORPORATION COMMON STOCK NPV	$132,198,000	-28.0%	1,636,112	-39.3%	0.24%	-29.2%
PFG	Sell	PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01	$126,978,000	+2.3%	2,529,930	-10.0%	0.23%	+0.4%
ELS	Sell	EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01reit	$125,746,000	-7.8%	1,100,136	-21.7%	0.22%	-9.3%
IEX	Sell	IDEX CORPORATION COMMON STOCK USD0.01	$125,388,000	+10.7%	826,340	-7.9%	0.22%	+8.8%
INTU	Sell	INTUIT INC COMMON STOCK USD0.01	$120,631,000	+29.8%	461,467	-2.2%	0.22%	+28.0%
HXL	Sell	HEXCEL CORPORATION COMMON STOCK NPV	$115,395,000	+6.0%	1,668,527	-12.1%	0.20%	+4.1%
C	Sell	CITIGROUP INCORPORATED COMMON STOCK USD0.01	$114,956,000	+12.2%	1,847,580	-6.1%	0.20%	+10.8%
AFL	Sell	AFLAC INCORPORATED COMMON STOCK USD0.10	$112,978,000	-18.4%	2,259,540	-25.6%	0.20%	-19.6%
CL	Sell	COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1	$111,740,000	-11.6%	1,630,297	-23.2%	0.20%	-13.1%
HSY	Sell	HERSHEY COMPANY (THE) COMMON STOCK USD1	$109,717,000	-5.4%	955,478	-11.7%	0.20%	-7.1%
ARE	Sell	ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01reit	$107,729,000	+8.6%	755,669	-12.2%	0.19%	+7.3%
CTLT	Sell	CATALENT INCORPORATED COMMON STOCK USD0.01	$104,444,000	+19.9%	2,573,147	-7.9%	0.19%	+17.7%
MO	Sell	ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333	$99,231,000	-25.5%	1,727,865	-35.9%	0.18%	-26.6%
GS	Sell	GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01	$98,609,000	-24.0%	513,615	-33.8%	0.18%	-25.1%
BC	Sell	BRUNSWICK CORPORATION COMMON STOCK USD0.75	$98,270,000	+3.2%	1,952,508	-4.8%	0.18%	+1.7%
CI	Sell	CIGNA CORP COMMON STOCK USD0.010000	$98,111,000	-18.9%	610,064	-4.2%	0.18%	-20.1%
FBHS	Sell	FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01	$98,128,000	+20.3%	2,061,090	-4.0%	0.18%	+18.2%
AAP	Sell	ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001	$97,946,000	+6.8%	574,360	-1.4%	0.17%	+4.8%
RGA	Sell	REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01	$97,014,000	-10.5%	683,291	-11.6%	0.17%	-11.7%
XRAY	Sell	DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01	$95,374,000	-5.2%	1,923,251	-28.8%	0.17%	-6.6%
BIIB	Sell	BIOGEN INCORPORATED COMMON STOCK USD0.0005	$93,120,000	-25.7%	393,945	-5.4%	0.17%	-26.9%
CLX	Sell	CLOROX COMPANY COMMON STOCK USD1	$93,003,000	-6.2%	579,604	-9.9%	0.17%	-7.3%
SERV	Sell	SERVICEMASTER GLOBAL HOLDINGS INCORPORATED COMMON STOCK USD0.01	$90,318,000	+14.1%	1,933,999	-10.3%	0.16%	+12.6%
PAYX	Sell	PAYCHEX INCORPORATED COMMON STOCK USD0.01	$88,545,000	-41.7%	1,104,053	-52.6%	0.16%	-42.5%
CNI	Sell	CANADIAN NATIONAL RAILWAY COMMON STOCK NPV	$87,338,000	+11.4%	730,071	-5.9%	0.16%	+9.9%
MU	Sell	MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$87,744,000	+26.1%	2,123,013	-3.2%	0.16%	+23.8%
NSC	Sell	NORFOLK SOUTHERN CORP COMMON STOCK USD1	$86,690,000	-1.0%	463,859	-20.8%	0.15%	-2.5%
BEN	Sell	FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10	$84,605,000	-14.7%	2,552,939	-23.7%	0.15%	-16.1%
PFGC	Sell	PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000	$84,819,000	-14.2%	2,139,729	-30.1%	0.15%	-15.6%
CIEN	Sell	CIENA CORPORATION COMMON STOCK USD0.01	$82,411,000	-13.9%	2,207,032	-21.8%	0.15%	-15.0%
GPK	Sell	GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01	$82,513,000	+15.0%	6,533,094	-3.1%	0.15%	+13.1%
BCE	Sell	BCE INCORPORATED COMMON NPV	$81,664,000	-0.1%	1,376,212	-9.2%	0.14%	-2.0%
SLB	Sell	SCHLUMBERGER LTD	$81,378,000	-44.3%	1,867,762	-53.9%	0.14%	-45.1%
ON	Sell	ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01	$80,651,000	+6.3%	3,920,803	-14.7%	0.14%	+5.1%
EL	Sell	ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01	$78,547,000	+3.5%	474,467	-18.7%	0.14%	+2.2%
ARMK	Sell	ARAMARK COMMON STOCK USD0.01	$77,985,000	-24.0%	2,639,096	-25.5%	0.14%	-25.3%
STAY	Sell	EXTENDED STAY AMERICA INC COMMON STOCK NPV	$77,013,000	+4.5%	4,290,419	-9.8%	0.14%	+3.0%
BBAR	Sell	BBVA BANCO FRANCES SA ADRadr	$75,557,000	-20.2%	7,944,970	-4.9%	0.14%	-21.1%
VMI	Sell	VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1	$75,389,000	+11.2%	579,467	-5.2%	0.13%	+8.9%
TEL	Sell	TE CONNECTIVITY LIMITED CHF0.77 (US LISTING)	$74,947,000	-36.8%	928,134	-40.8%	0.13%	-38.1%
PTC	Sell	PTC INCORPORATED COMMON STOCK USD0.01	$74,460,000	-5.3%	807,774	-14.8%	0.13%	-6.3%
COO	Sell	COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10	$73,989,000	+10.7%	249,820	-4.9%	0.13%	+9.1%
TRNO	Sell	TERRENO REALTY CORPORATION REIT USD0.01reit	$73,515,000	+6.6%	1,748,710	-10.8%	0.13%	+4.8%
NTES	Sell	NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001)adr	$72,906,000	-9.6%	301,952	-11.8%	0.13%	-11.0%
CCK	Sell	CROWN HOLDINGS INCORPORATED COMMON STOCK USD5	$72,090,000	+16.4%	1,321,064	-11.4%	0.13%	+14.3%
ASH	Sell	ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV	$71,186,000	+1.1%	911,117	-8.1%	0.13%	0.0%
IDA	Sell	IDACORP INCORPORATED COMMON STOCK NPV	$71,550,000	-7.5%	718,802	-13.5%	0.13%	-9.3%
DFS	Sell	DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01	$71,072,000	+5.6%	998,748	-12.5%	0.13%	+4.1%
CM	Sell	CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV	$69,777,000	+1.9%	660,769	-1.9%	0.12%	0.0%
PKI	Sell	PERKINELMER INC	$69,458,000	+12.8%	720,821	-8.0%	0.12%	+11.7%
VVV	Sell	VALVOLINE INCORPORATED COMMON STOCK USD0.01	$68,892,000	-9.7%	3,711,815	-5.8%	0.12%	-10.9%
ARW	Sell	ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1	$69,301,000	-3.0%	899,310	-13.2%	0.12%	-4.7%
LAMR	Sell	LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001reit	$68,393,000	-4.7%	862,898	-16.8%	0.12%	-6.2%
VRSN	Sell	VERISIGN INCORPORATED COMMON STOCK USD0.001	$67,469,000	+9.0%	371,608	-11.0%	0.12%	+7.1%
DLB	Sell	DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$67,517,000	-10.1%	1,072,206	-11.7%	0.12%	-11.8%
LNT	Sell	ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01	$66,737,000	+6.7%	1,416,014	-4.3%	0.12%	+5.3%
GRMN	Sell	GARMIN LIMITED COMMON STOCK USD0.005	$65,599,000	-51.2%	759,687	-64.2%	0.12%	-51.9%
TGT	Sell	TARGET CORPORATION COMMON STOCK USD0.167	$64,281,000	+17.1%	800,907	-3.6%	0.11%	+15.2%
ADP	Sell	AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10	$64,195,000	+19.3%	401,868	-2.1%	0.11%	+17.5%
BRKB	Sell	BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033	$63,467,000	-3.8%	315,927	-2.3%	0.11%	-5.0%
TJX	Sell	TJX COS INCORPORATED COMMON STOCK USD1	$63,337,000	+12.4%	1,190,325	-5.5%	0.11%	+10.8%
SYK	Sell	STRYKER CORP COM STK USD0.10	$63,129,000	+4.4%	319,607	-17.2%	0.11%	+2.8%
LDOS	Sell	LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$62,688,000	-25.2%	978,121	-38.4%	0.11%	-26.3%
MTZ	Sell	MASTEC INCORPORATED COMMON STOCK USD0.10	$62,397,000	-5.6%	1,297,231	-20.4%	0.11%	-7.5%
CBSH	Sell	COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5	$60,418,000	-7.2%	1,040,615	-9.9%	0.11%	-8.5%
WMT	Sell	WALMART INCORPORATED COMMON STOCK USD0.10	$60,875,000	-2.1%	624,165	-6.5%	0.11%	-3.6%
WDC	Sell	WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01	$59,986,000	-6.7%	1,248,134	-28.2%	0.11%	-7.8%
FITB	Sell	FIFTH THIRD BANCORP COM STK NPV	$59,335,000	-33.7%	2,352,697	-38.2%	0.11%	-34.6%
FISV	Sell	FISERV INCORPORATED COMMON STOCK USD0.01	$59,271,000	-9.8%	671,408	-24.9%	0.11%	-10.9%
STX	Sell	SEAGATE TECHNOLOGY PLC COMMON STOCK USD0.00001	$58,780,000	-1.3%	1,227,390	-20.4%	0.10%	-2.8%
ENTG	Sell	ENTEGRIS INCORPORATED COMMON STOCK USD0.01	$58,316,000	-8.0%	1,633,972	-28.1%	0.10%	-9.6%
BWA	Sell	BORGWARNER INCORPORATED COMMON STOCK USD0.01	$57,299,000	-1.3%	1,491,776	-10.8%	0.10%	-2.9%
CHFC	Sell	CHEMICAL FINANCIAL CORPORATION COMMON STOCK USD1	$56,770,000	-1.3%	1,379,258	-12.2%	0.10%	-2.9%
MS	Sell	MORGAN STANLEY COMMON STOCK USD0.01	$56,401,000	-16.0%	1,336,516	-21.1%	0.10%	-17.4%
RY	Sell	ROYAL BANK OF CANADA COMMON NPV	$55,497,000	-1.5%	550,450	-8.7%	0.10%	-2.9%
ROST	Sell	ROSS STORES INCORPORATE COMMON STOCK USD0.01	$55,156,000	+5.0%	592,436	-6.2%	0.10%	+3.2%
MAA	Sell	MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01reit	$54,612,000	-18.5%	499,512	-28.7%	0.10%	-19.8%
UCBI	Sell	UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1	$54,623,000	+11.0%	2,191,040	-4.5%	0.10%	+9.0%
DEI	Sell	DOUGLAS EMMETT INCORPORATED REIT USD0.01reit	$54,647,000	-10.7%	1,351,986	-24.6%	0.10%	-12.6%
PE	Sell	PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01	$54,143,000	+2.8%	2,805,349	-14.9%	0.10%	+1.1%
AJG	Sell	GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1	$53,323,000	-34.0%	682,751	-37.7%	0.10%	-34.9%
BRX	Sell	BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01reit	$53,421,000	+1.0%	2,908,059	-19.3%	0.10%	-1.0%
SBAC	Sell	SBA COMMUNICATIONS CORPORATION REIT USD0.01reit	$52,974,000	+3.5%	265,321	-16.1%	0.09%	+1.1%
FHN	Sell	FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625	$52,078,000	-13.1%	3,725,179	-18.2%	0.09%	-13.9%
DWDP	Sell	DOWDUPONT INCORPORATED COMMON STOCK USD0.01	$52,286,000	-57.3%	980,794	-57.2%	0.09%	-58.1%
SRCL	Sell	STERICYCLE INCORPORATED COMMON STOCK USD0.01	$52,045,000	+37.3%	956,347	-7.4%	0.09%	+34.8%
SNA	Sell	SNAP-ON INCORPORATED COMMON STOCK USD1	$51,707,000	-21.2%	330,354	-26.9%	0.09%	-22.7%
HUBB	Sell	HUBBELL INCORPORATED COMMON STOCK USD0.01	$51,373,000	-33.2%	435,438	-43.8%	0.09%	-34.5%
FHI	Sell	FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV	$50,624,000	-18.1%	1,727,179	-25.8%	0.09%	-19.6%
CSFL	Sell	CENTERSTATE BANK CORPORATION COMMON STOCK USD0.01	$50,134,000	+4.2%	2,105,595	-7.9%	0.09%	+2.3%
SXT	Sell	SENSIENT TECHNOLOGIES CORPORATION COMMON STOCK USD0.10	$50,006,000	+7.4%	737,664	-11.5%	0.09%	+6.0%
CLGX	Sell	CORELOGIC INCORPORATED COMMON STOCK USD1	$50,131,000	-20.2%	1,345,443	-28.5%	0.09%	-21.9%
COF	Sell	CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01	$50,186,000	-10.8%	614,346	-17.4%	0.09%	-12.7%
LYB	Sell	LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01	$49,160,000	-28.5%	584,687	-29.3%	0.09%	-29.0%
TDC	Sell	TERADATA CORPORATION COMMON STOCK USD0.01	$49,685,000	+11.9%	1,138,266	-1.7%	0.09%	+10.0%
SABR	Sell	SABRE CORPORATION COMMON STOCK USD0.01	$49,331,000	-19.8%	2,306,285	-18.8%	0.09%	-20.7%
CDNS	Sell	CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01	$49,446,000	-1.5%	778,538	-32.5%	0.09%	-3.3%
UNM	Sell	UNUM GROUP COMMON STOCK USD0.10	$47,687,000	+1.7%	1,409,616	-11.7%	0.08%	0.0%
LVS	Sell	LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001	$47,815,000	-18.3%	784,370	-30.2%	0.08%	-19.8%
WAT	Sell	WATERS CORPORATION COMMON STOCK USD0.01	$46,471,000	-0.8%	184,621	-25.7%	0.08%	-2.4%
ZION	Sell	ZIONS BANCORPORATION COMMON STOCK NPV	$46,484,000	+0.3%	1,023,644	-10.0%	0.08%	-1.2%
TGNA	Sell	TEGNA INCORPORATED COMMON STOCK USD1	$46,602,000	-29.5%	3,305,126	-45.6%	0.08%	-30.8%
GGG	Sell	GRACO INCORPORATED COMMON STOCK USD1	$46,476,000	+17.5%	938,520	-0.7%	0.08%	+15.3%
TROW	Sell	PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20	$46,276,000	-0.7%	462,210	-8.4%	0.08%	-2.4%
CMI	Sell	CUMMINS INCORPORATED COMMON STOCK USD2.50	$44,489,000	-26.4%	281,807	-37.7%	0.08%	-27.5%
MPC	Sell	MARATHON PETROLEUM CORPORATION COMMON STOCK NPV	$43,734,000	-9.3%	730,725	-10.5%	0.08%	-10.3%
VAR	Sell	VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1	$43,758,000	-37.7%	308,765	-50.2%	0.08%	-38.6%
CCL	Sell	CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK)	$43,435,000	-8.7%	856,383	-11.3%	0.08%	-10.5%
AGCO	Sell	AGCO CORP COMMON STOCK USD0.01	$42,640,000	+7.8%	613,090	-13.7%	0.08%	+5.6%
MSCI	Sell	MSCI INCORPORATED COMMON STOCK USD0.01	$41,860,000	+18.6%	210,521	-12.1%	0.08%	+17.2%
DY	Sell	DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333	$41,943,000	-17.0%	912,988	-2.3%	0.08%	-17.6%
SAVE	Sell	SPIRIT AIRLINES INC COMMON STOCK USD0.01	$41,996,000	-34.0%	794,470	-27.7%	0.08%	-34.8%
PAC	Sell	GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES)adr	$40,194,000	-0.7%	451,774	-9.0%	0.07%	-1.4%
KSS	Sell	KOHLS CORPORATION COMMON STOCK USD0.01	$39,802,000	-4.3%	578,774	-7.7%	0.07%	-5.3%
UHS	Sell	UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01	$39,185,000	+10.9%	292,928	-3.4%	0.07%	+9.4%
SC	Sell	SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01	$38,656,000	+2.2%	1,829,434	-14.9%	0.07%	+1.5%
NI	Sell	NISOURCE INC	$39,003,000	-14.5%	1,360,895	-24.4%	0.07%	-16.9%
GG	Sell	GOLDCORP INCORPORATED COMMON NPV (US LISTING)	$38,142,000	+9.2%	3,147,989	-4.1%	0.07%	+7.9%
MCK	Sell	MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01	$37,440,000	-34.6%	319,836	-38.2%	0.07%	-35.0%
BLK	Sell	BLACKROCK INCORPORATED COMMON STOCK USD0.01	$37,841,000	-60.5%	88,547	-63.7%	0.07%	-61.3%
VMW	Sell	VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$37,504,000	-30.4%	207,770	-47.1%	0.07%	-30.9%
WM	Sell	WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01	$36,877,000	+6.3%	354,896	-9.0%	0.07%	+4.8%
BMO	Sell	BANK OF MONTREAL COMMON NPV	$37,159,000	+4.0%	371,631	-7.2%	0.07%	+1.5%
WBS	Sell	WEBSTER FINANCIAL CORP COM STK US$0.01	$36,778,000	+1.0%	725,832	-1.8%	0.06%	-1.5%
PGR	Sell	PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1	$36,617,000	+8.1%	507,925	-9.5%	0.06%	+6.6%
AMCX	Sell	AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$35,212,000	-9.7%	620,365	-12.7%	0.06%	-11.3%
GPS	Sell	GAP INCORPORATED (THE) COMMON STOCK USD0.05	$34,746,000	-7.6%	1,327,186	-9.1%	0.06%	-8.8%
LOW	Sell	LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50	$35,055,000	+0.8%	320,219	-15.0%	0.06%	-1.6%
AES	Sell	AES CORPORATION COMMON STOCK USD0.01	$35,103,000	+11.1%	1,941,493	-11.2%	0.06%	+8.8%
WCN	Sell	WASTE CONNECTIONS INCORPORATED NPV	$34,347,000	-24.0%	387,713	-36.3%	0.06%	-25.6%
PAM	Sell	PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1)adr	$34,091,000	-23.6%	1,236,510	-11.9%	0.06%	-24.7%
SUI	Sell	SUN COMMUNITIES INC REIT USD0.01reit	$33,648,000	-3.6%	283,897	-17.3%	0.06%	-4.8%
LMT	Sell	LOCKHEED MARTIN CORP COMMON STOCK USD0.01	$33,755,000	-14.4%	112,458	-25.3%	0.06%	-15.5%
SYF	Sell	SYNCHRONY FINANCIAL COMMON STOCK USD0.001	$33,442,000	-9.9%	1,048,360	-33.7%	0.06%	-10.4%
STT	Sell	STATE STREET CORPORATION COMMON STOCK USD1	$33,455,000	-32.6%	508,369	-35.4%	0.06%	-33.3%
LEA	Sell	LEAR CORP COMMON STOCK USD0.01	$33,251,000	-25.8%	245,010	-32.8%	0.06%	-27.2%
TIF	Sell	TIFFANY & COMPANY COMMON STOCK USD0.01	$33,073,000	+30.8%	313,338	-0.3%	0.06%	+28.3%
MMC	Sell	MARSH & MCLENNAN COS INC COMMON STOCK USD1	$32,822,000	+8.7%	349,540	-7.7%	0.06%	+5.5%
ETN	Sell	EATON CORPORATION PLC COMMON STOCK USD0.50	$32,625,000	-41.2%	404,972	-49.9%	0.06%	-42.0%
GHC	Sell	GRAHAM HOLDINGS COMPANY COMMON STOCK USD1	$32,533,000	-10.7%	47,620	-16.2%	0.06%	-12.1%
INVH	Sell	INVITATION HOMES INCORPORATED REIT USD0.01reit	$31,466,000	+20.8%	1,293,329	-0.3%	0.06%	+19.1%
ANSS	Sell	ANSYS INCORPORATED COMMON STOCK USD0.01	$31,730,000	+5.1%	173,664	-17.8%	0.06%	+1.8%
QCOM	Sell	QUALCOMM INCORPORATED COMMON STOCK USD0.0001	$31,574,000	-73.8%	553,652	-73.9%	0.06%	-74.3%
GGAL	Sell	GRUPO FINANCIERO GALICIA-ADRadr	$30,922,000	-37.5%	1,211,655	-32.5%	0.06%	-38.9%
RHI	Sell	ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1	$30,547,000	+5.1%	468,806	-7.7%	0.05%	+1.9%
CAH	Sell	CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV	$30,133,000	+6.4%	625,824	-1.5%	0.05%	+5.9%
MYL	Sell	MYLAN NV EUR0.01	$29,669,000	-22.2%	1,046,914	-24.8%	0.05%	-23.2%
WABC	Sell	WESTAMERICA BANCORP COM STK NPV	$29,770,000	-21.5%	481,716	-29.3%	0.05%	-23.2%
HAIN	Sell	HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01	$29,245,000	+27.8%	1,264,920	-12.4%	0.05%	+26.8%
CE	Sell	CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING)	$28,592,000	-17.3%	289,950	-24.5%	0.05%	-19.0%
WU	Sell	WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01	$28,653,000	+1.4%	1,551,321	-6.3%	0.05%	0.0%
ADS	Sell	ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01	$28,396,000	+8.0%	162,280	-7.4%	0.05%	+6.2%
GWW	Sell	GRAINGER(W.W.) INC COMMON STOCK USD0.50	$28,461,000	-0.7%	94,577	-6.8%	0.05%	-1.9%
VWO	Sell	VANGUARD FTSE EMERGING MARKETS ETFetf	$28,163,000	+2.1%	662,664	-8.5%	0.05%	0.0%
QTS	Sell	QTS REALTY TRUST INC-CL A REIT USD0.01reit	$28,148,000	-2.0%	625,637	-19.3%	0.05%	-3.8%
OSB	Sell	NORBORD INCORPORATED COMMON NPV	$27,922,000	-6.7%	758,322	-8.0%	0.05%	-7.4%
RSG	Sell	REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01	$28,131,000	-4.0%	349,976	-13.9%	0.05%	-5.7%
MCHP	Sell	MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$28,027,000	+0.7%	337,834	-12.7%	0.05%	0.0%
TRI	Sell	THOMSON REUTERS CORPORATION COMMON NPV (US LISTING)	$28,062,000	-46.1%	354,917	-22.1%	0.05%	-46.8%
PCRX	Sell	PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV	$27,537,000	-34.8%	723,518	-26.3%	0.05%	-35.5%
ADSW	Sell	ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01	$27,427,000	+2.7%	979,529	-12.1%	0.05%	+2.1%
HHC	Sell	HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01	$27,269,000	-7.0%	247,901	-17.4%	0.05%	-7.5%
SYNH	Sell	SYNEOS HEALTH INCORPORATED COMMON STOCK USD0.01	$27,186,000	+13.5%	525,241	-13.7%	0.05%	+11.6%
AER	Sell	AERCAP HOLDINGS NV EUR0.01	$26,264,000	+11.5%	564,337	-5.1%	0.05%	+9.3%
RMD	Sell	RESMED INCORPORATED COMMON STOCK USD0.004	$26,395,000	-51.9%	253,873	-47.4%	0.05%	-52.5%
HPE	Sell	HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01	$26,174,000	-42.7%	1,696,335	-51.0%	0.05%	-43.4%
CVS	Sell	CVS HEALTH CORPORATION COMMON STOCK USD0.01	$26,125,000	-27.3%	484,437	-11.7%	0.05%	-27.7%
CAKE	Sell	CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01	$25,943,000	+0.2%	530,319	-10.9%	0.05%	-2.1%
URI	Sell	UNITED RENTALS INCORPORATED COMMON STOCK USD0.01	$25,753,000	-1.5%	225,410	-11.6%	0.05%	-2.1%
XLNX	Sell	XILINX INCORPORATED COMMON STOCK USD0.01	$25,640,000	-26.6%	202,227	-50.7%	0.05%	-27.0%
NOVT	Sell	NOVANTA INCORPORATED COMMON STOCK NPV	$25,764,000	+32.3%	304,066	-1.6%	0.05%	+31.4%
DRE	Sell	DUKE REALTY CORPORATION REIT USD0.01reit	$25,266,000	+14.6%	826,243	-2.9%	0.04%	+12.5%
SIRI	Sell	SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001	$25,526,000	-9.0%	4,502,005	-8.4%	0.04%	-11.8%
FICO	Sell	FAIR ISAAC CORPORATION COMMON STOCK USD0.01	$24,812,000	-11.3%	91,343	-38.9%	0.04%	-13.7%
SHOO	Sell	STEVEN MADDEN LIMITED COMMON STOCK USD0.0001	$24,536,000	-5.4%	725,055	-15.4%	0.04%	-6.4%
BMA	Sell	BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1)adr	$24,971,000	-14.6%	545,686	-17.5%	0.04%	-17.0%
DOV	Sell	DOVER CORPORATION COMMON STOCK USD1	$23,934,000	+8.0%	255,163	-18.3%	0.04%	+7.5%
VSM	Sell	VERSUM MATERIALS INCORPORATED COMMON STOCK USD1	$23,442,000	+24.9%	465,961	-31.2%	0.04%	+23.5%
KLAC	Sell	KLA-TENCOR CORPORATION COMMON STOCK USD0.001	$23,416,000	-36.1%	196,099	-52.1%	0.04%	-36.4%
IVZ	Sell	INVESCO LIMITED ORDINARY USD0.10	$22,341,000	-60.4%	1,156,972	-65.7%	0.04%	-60.8%
FMBI	Sell	FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01	$22,439,000	-6.5%	1,096,742	-9.5%	0.04%	-7.0%
KEY	Sell	KEYCORP COMMON STOCK USD1	$22,526,000	-54.4%	1,430,259	-57.2%	0.04%	-55.1%
NPO	Sell	ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$22,098,000	-8.3%	342,868	-14.5%	0.04%	-11.4%
EC	Sell	ECOPETROL SA SPONSORED ADR (EACH REPRESENTS 20 ORDINARY COP250)adr	$21,877,000	+17.3%	1,020,353	-13.1%	0.04%	+14.7%
HPP	Sell	HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01reit	$22,124,000	+17.8%	642,763	-0.6%	0.04%	+14.7%
WWE	Sell	WORLD WRESTLING ENTERTAINMENT INCORPORATED COMMON STOCK USD0.01	$21,877,000	-7.4%	252,101	-20.3%	0.04%	-9.3%
THO	Sell	THOR INDUSTRIES INCORPORATED COMMON STOCK USD0.10	$21,594,000	+10.7%	346,215	-7.7%	0.04%	+8.6%
UE	Sell	URBAN EDGE PROPERTIES REIT USD0.01reit	$21,372,000	-9.3%	1,124,861	-20.6%	0.04%	-11.6%
ARCC	Sell	ARES CAPITAL CORPORATION COMMON STOCK USD0.001	$21,262,000	+7.5%	1,240,519	-2.3%	0.04%	+5.6%
UNVR	Sell	UNIVAR INC COMMON STOCK USD0.01	$20,981,000	+18.0%	946,777	-5.5%	0.04%	+15.6%
EWBC	Sell	EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001	$20,993,000	+7.2%	437,638	-2.7%	0.04%	+5.7%
FCNCA	Sell	FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1	$20,484,000	-10.4%	50,305	-17.1%	0.04%	-12.2%
AMSF	Sell	AMERISAFE INCORPORATED COMMON STOCK USD0.01	$20,325,000	-0.5%	342,180	-5.0%	0.04%	-2.7%
AGS	Sell	PLAYAGS INCORPRATED COMMON STOCK USD 0.010	$19,569,000	-8.9%	817,760	-12.4%	0.04%	-10.3%
FNF	Sell	FNF GROUP COMMON STOCK USD0.0001	$19,684,000	+11.1%	538,544	-4.5%	0.04%	+9.4%
OCFC	Sell	OCEANFIRST FINANCIAL CORPORATION COMMON STOCK USD0.01	$19,907,000	+2.5%	827,380	-4.1%	0.04%	0.0%
MBT	Sell	MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES)adr	$19,799,000	-10.1%	2,618,874	-16.7%	0.04%	-12.5%
ESE	Sell	ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$19,561,000	-6.7%	291,820	-8.2%	0.04%	-7.9%
TUP	Sell	TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01	$19,137,000	-23.4%	748,117	-5.5%	0.03%	-24.4%
GBDC	Sell	GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001	$18,383,000	-1.6%	1,028,114	-9.2%	0.03%	-2.9%
HAS	Sell	HASBRO INC COMMON STOCK USD0.50	$18,484,000	-11.9%	217,400	-15.8%	0.03%	-13.2%
CVCO	Sell	CAVCO INDUSTRIES INC COMMON STOCK USD0.01	$18,052,000	-19.3%	153,596	-10.5%	0.03%	-20.0%
SQM	Sell	SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B)adr	$17,852,000	-40.9%	464,405	-41.1%	0.03%	-41.8%
APD	Sell	AIR PRODUCTS & CHEMICALS INC COM STK US$1	$17,872,000	-34.3%	93,592	-45.0%	0.03%	-34.7%
FIBK	Sell	FIRST INTERSTATE BANCSYSTEM INCORPORATED CLASS A COMMON STOCK NPV	$18,225,000	-3.6%	457,693	-11.5%	0.03%	-5.9%
LRCX	Sell	LAM RESEARCH CORP COMMON STOCK NPV	$17,773,000	-45.6%	99,283	-58.6%	0.03%	-45.8%
THRM	Sell	GENTHERM INCORPORATED COMMON STOCK NPV	$18,198,000	-13.5%	493,695	-6.2%	0.03%	-15.8%
CUBE	Sell	CUBESMART REIT USD0.01reit	$17,298,000	+9.7%	539,889	-1.7%	0.03%	+6.9%
EPAM	Sell	EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001	$17,327,000	-1.0%	102,447	-32.1%	0.03%	-3.1%
RRC	Sell	RANGE RESOURCES CORPORATION COMMON STOCK USD0.01	$17,333,000	-0.6%	1,542,048	-15.4%	0.03%	-3.1%
SOI	Sell	SOLARIS OILFIELD INFRASTRUCTURE INCORPORATED COMMON STOCK USD0.01 CL A	$17,408,000	-5.7%	1,058,894	-30.6%	0.03%	-6.1%
CRL	Sell	CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$16,604,000	+11.2%	114,317	-13.4%	0.03%	+11.1%
IFF	Sell	INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125	$16,731,000	-66.8%	129,905	-65.4%	0.03%	-67.0%
OXM	Sell	OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1	$16,612,000	-10.7%	220,727	-15.7%	0.03%	-11.8%
AMAT	Sell	APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01	$16,892,000	-29.1%	425,906	-41.5%	0.03%	-30.2%
FRT	Sell	FEDERAL REALTY INVESTMENT TRUST REIT USD0.01reit	$16,964,000	+11.6%	123,066	-4.4%	0.03%	+11.1%
CELG	Sell	CELGENE CORPORATION COMMON STOCK USD0.01	$16,496,000	-30.4%	174,854	-52.7%	0.03%	-32.6%
ATVI	Sell	ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001	$16,455,000	-30.6%	361,408	-29.1%	0.03%	-32.6%
RE	Sell	EVEREST RE GROUP LIMITED COMMON STOCK USD0.01	$15,521,000	-29.8%	71,866	-29.2%	0.03%	-30.0%
EAT	Sell	BRINKER INTERNATIONAL INC	$15,851,000	-18.2%	357,165	-18.9%	0.03%	-20.0%
CAL	Sell	CALERES INC USD0.01	$15,478,000	-20.0%	626,902	-9.8%	0.03%	-20.0%
CVE	Sell	CENOVUS ENERGY INCORPORATED COMMON NPV	$15,213,000	-42.0%	1,311,475	-52.0%	0.03%	-42.6%
CODI	Sell	COMPASS DIVERSIFIED HOLDINGS LP NPVpart	$15,145,000	+12.9%	965,296	-10.4%	0.03%	+12.5%
WBA	Sell	WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01	$15,232,000	-50.3%	240,730	-46.4%	0.03%	-50.9%
EHC	Sell	ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01	$14,053,000	-14.3%	240,627	-9.4%	0.02%	-16.7%
SU	Sell	SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING)	$14,066,000	-76.4%	324,776	-79.2%	0.02%	-76.9%
CSGS	Sell	CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$13,925,000	-8.3%	329,198	-31.2%	0.02%	-7.4%
NGHC	Sell	NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01	$13,305,000	-13.9%	560,671	-12.1%	0.02%	-14.3%
CP	Sell	CANADIAN PACIFIC RAILWAY LTD	$13,289,000	-61.8%	48,263	-66.4%	0.02%	-61.9%
CHE	Sell	CHEMED CORPORATION COMMON STOCK USD1	$13,210,000	-22.6%	41,273	-31.5%	0.02%	-22.6%
CXP	Sell	COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01reit	$13,515,000	-15.1%	600,379	-27.0%	0.02%	-17.2%
HFWA	Sell	HERITAGE FINANCIAL CORP COMMON STOCK NPV	$13,160,000	-14.7%	436,625	-15.9%	0.02%	-17.9%
EEM	Sell	ISHARES TRUST MSCI EMERGING MARKETS ETFetf	$12,861,000	-44.9%	299,674	-49.8%	0.02%	-45.2%
ABG	Sell	ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01	$12,826,000	-44.2%	184,921	-46.4%	0.02%	-45.2%
LEG	Sell	LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01	$12,663,000	-47.2%	299,925	-55.2%	0.02%	-46.5%
FRME	Sell	FIRST MERCHANTS CORPORATION COMMON STOCK NPV	$12,972,000	-6.9%	352,013	-13.4%	0.02%	-8.0%
AU	Sell	ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY)adr	$13,033,000	-5.6%	994,865	-9.5%	0.02%	-8.0%
AR	Sell	ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01	$12,467,000	-25.6%	1,411,845	-20.9%	0.02%	-26.7%
HAL	Sell	HALLIBURTON COMPANY COMMON STOCK USD2.50	$12,208,000	-14.3%	416,672	-22.3%	0.02%	-15.4%
ARD	Sell	ARDAGH FINANCE HOLDINGS SA EUR0.01	$12,297,000	+10.9%	945,939	-5.5%	0.02%	+10.0%
AUY	Sell	YAMANA GOLD INCORPORATED COMMON NPV (US LISTING)	$12,633,000	-4.1%	4,692,384	-6.7%	0.02%	-8.3%
CC	Sell	CHEMOURS COMPANY (THE) COMMON STOCK USD0.30	$11,757,000	+0.4%	316,390	-23.8%	0.02%	0.0%
DVN	Sell	DEVON ENERGY CORPORATION COMMON STOCK USD0.10	$11,801,000	+10.7%	373,910	-20.9%	0.02%	+10.5%
KW	Sell	KENNEDY-WILSON HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$11,526,000	-23.9%	538,869	-35.3%	0.02%	-22.2%
LPX	Sell	LOUISIANA-PACIFIC CORP COMMON STOCK USD1	$11,682,000	-34.2%	479,179	-40.1%	0.02%	-34.4%
CNQ	Sell	CANADIAN NATURAL RESOURCES LIMITED COMMON NPV	$11,125,000	-81.0%	303,209	-82.9%	0.02%	-81.1%
GDS	Sell	GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES)adr	$10,557,000	-12.7%	295,797	-43.5%	0.02%	-13.6%
PEB	Sell	PEBBLEBROOK HOTEL TRUST REIT USD0.01reit	$10,863,000	+7.1%	349,747	-2.4%	0.02%	+5.6%
BDX	Sell	BECTON DICKINSON & COMPANY COMMON STOCK USD1	$10,685,000	-5.8%	42,788	-15.0%	0.02%	-9.5%
IT	Sell	GARTNER INCORPORATED COMMON STOCK USD0.0005	$10,685,000	-42.6%	70,445	-51.7%	0.02%	-44.1%
INT	Sell	WORLD FUEL SERVICES CORPORATION COMMON STOCK USD0.01	$10,031,000	+14.0%	347,207	-15.5%	0.02%	+12.5%
MD	Sell	MEDNAX INCORPORATED COMMON STOCK USD0.01	$9,901,000	-40.7%	364,395	-28.0%	0.02%	-40.0%
AMED	Sell	AMEDISYS INCORPORATED COMMON STOCK USD0.001	$9,928,000	-5.8%	80,538	-10.5%	0.02%	-5.3%
DVA	Sell	DAVITA INCORPORATED	$9,940,000	-1.4%	183,095	-6.5%	0.02%	0.0%
TOL	Sell	TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01	$9,945,000	+0.8%	274,750	-8.3%	0.02%	0.0%
MTB	Sell	M & T BK CORPORATION COMMON STOCK USD0.50	$9,830,000	-8.1%	62,600	-16.2%	0.02%	-5.3%
RIG	Sell	TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED)	$9,755,000	+23.4%	1,119,950	-1.7%	0.02%	+21.4%
LKFN	Sell	LAKELAND FINANCIAL CORPORATION COMMON STOCK NPV	$9,595,000	-6.2%	212,185	-16.7%	0.02%	-10.5%
MANH	Sell	MANHATTAN ASSOCS INC	$9,382,000	+2.7%	170,249	-21.1%	0.02%	0.0%
DXC	Sell	DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01	$9,600,000	-63.9%	149,276	-70.2%	0.02%	-64.6%
GE	Sell	GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06	$9,490,000	+19.7%	949,935	-9.3%	0.02%	+21.4%
SMP	Sell	STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2	$9,806,000	-26.4%	199,709	-27.4%	0.02%	-29.2%
PSA	Sell	PUBLIC STORAGE REIT USD0.10reit	$8,782,000	-21.8%	40,325	-27.3%	0.02%	-20.0%
ZTS	Sell	ZOETIS INCORPORATED COMMON STOCK USD0.01	$9,120,000	-0.4%	90,595	-15.4%	0.02%	-5.9%
SJW	Sell	SJW Group COMMON STOCK USD1.042	$9,259,000	-4.8%	149,971	-14.2%	0.02%	-11.1%
SSD	Sell	SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01	$9,017,000	-7.8%	152,135	-15.8%	0.02%	-11.1%
PRFT	Sell	PERFICIENT INCORPORATED COMMON STOCK USD0.001	$9,037,000	-3.0%	329,922	-21.2%	0.02%	-5.9%
NWLI	Sell	NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01	$8,233,000	-15.9%	31,369	-3.7%	0.02%	-16.7%
REGI	Sell	RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001	$8,678,000	-29.2%	395,168	-17.1%	0.02%	-31.8%
VNET	Sell	21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES)adr	$8,290,000	-31.8%	1,044,071	-25.8%	0.02%	-31.8%
SBH	Sell	SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01	$8,687,000	-44.5%	471,827	-48.6%	0.02%	-46.4%
PDCO	Sell	PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01	$8,380,000	-4.1%	383,504	-13.7%	0.02%	-6.2%
CPLG	Sell	COREPOINT LODGING INC USD0.010000reit	$7,774,000	-20.5%	695,996	-12.8%	0.01%	-22.2%
ENIA	Sell	ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV)adr	$7,893,000	-69.9%	883,913	-70.0%	0.01%	-70.2%
VLO	Sell	VALERO ENERGY CORPORATION COMMON STOCK USD0.01	$7,230,000	-80.2%	85,226	-82.5%	0.01%	-80.3%
CRI	Sell	CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01	$7,377,000	-32.8%	73,200	-45.6%	0.01%	-35.0%
RAMP	Sell	LIVERAMP HOLDINGS INCORPORATED COMMON STOCK USD0.10	$7,121,000	+19.3%	130,498	-15.5%	0.01%	+18.2%
MKSI	Sell	MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV	$7,235,000	-14.9%	77,750	-40.9%	0.01%	-13.3%
MC	Sell	MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01	$7,054,000	+18.9%	169,533	-1.7%	0.01%	+18.2%
PBI	Sell	PITNEY BOWES INCORPORATED COMMON STOCK USD2	$7,390,000	-23.6%	1,075,601	-34.3%	0.01%	-27.8%
OC	Sell	OWENS CORNING INCORPORATED COMMON STOCK USD0.01	$6,661,000	-88.4%	141,359	-89.2%	0.01%	-88.5%
UBSH	Sell	UNION BANKSHARES CORP COMMON STOCK USD1.33	$6,877,000	-9.3%	212,708	-20.8%	0.01%	-14.3%
MDCA	Sell	MDC PARTNERS INCORPORATED - A COMMON STOCK NPV	$6,701,000	-15.5%	2,978,080	-2.0%	0.01%	-14.3%
HCSG	Sell	HEALTHCARE SVCS GROUP INC	$6,955,000	-26.8%	210,812	-10.8%	0.01%	-29.4%
UTHR	Sell	UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01	$6,521,000	-67.9%	55,559	-70.2%	0.01%	-67.6%
ENIC	Sell	ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES)adr	$6,891,000	-41.7%	1,330,188	-44.3%	0.01%	-42.9%
AXS	Sell	AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125	$6,153,000	-22.5%	112,319	-26.9%	0.01%	-21.4%
MET	Sell	METLIFE INCORPORATED COMMON STOCK USD0.01	$5,967,000	+0.4%	140,186	-3.1%	0.01%	0.0%
HEI	Sell	HEICO CORPORATION COMMON STOCK USD0.01	$6,293,000	-33.7%	66,326	-45.8%	0.01%	-35.3%
GM	Sell	GENERAL MOTORS COMPANY COMMON STOCK USD0.01	$5,921,000	+9.7%	159,620	-1.1%	0.01%	+10.0%
PPG	Sell	PPG INDUSTRIES INC COMMON STOCK USD1.666	$6,283,000	-13.3%	55,663	-21.5%	0.01%	-15.4%
SBGL	Sell	SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY)adr	$6,120,000	-2.1%	1,481,747	-32.9%	0.01%	0.0%
FLXN	Sell	Flexion Therapeutics Inc COMMON STOCKUSD0.001000	$6,220,000	-1.2%	498,408	-10.4%	0.01%	0.0%
VRTX	Sell	VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$6,314,000	+10.8%	34,322	-0.1%	0.01%	+10.0%
TEN	Sell	TENNECO INCORPORATED COMMON STOCK USD0.01	$5,823,000	-20.8%	262,790	-2.1%	0.01%	-23.1%
PVG	Sell	PRETIUM RESOURCES INC COMMON STOCK USD0.01	$5,464,000	-44.2%	638,360	-39.1%	0.01%	-44.4%
CNA	Sell	CNA FINANCIAL CORPORATION COMMON STOCK USD2.50	$5,551,000	-52.4%	128,050	-51.5%	0.01%	-52.4%
BBY	Sell	BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10	$5,784,000	-79.3%	81,402	-84.6%	0.01%	-80.4%
CYOU	Sell	CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES)adr	$5,434,000	-25.9%	317,746	-20.8%	0.01%	-23.1%
IDCC	Sell	INTERDIGITAL INCORPORATED COMMON STOCK USD0.01	$4,959,000	-29.9%	75,163	-29.4%	0.01%	-30.8%
	Sell	TARENA INTERNATIONAL INCORPORATION-ADR USD0.001adr	$4,844,000	-35.6%	892,165	-25.2%	0.01%	-35.7%
WSO	Sell	WATSCO INCORPORATED COMMON STOCK USD0.50	$5,328,000	-18.0%	37,200	-20.3%	0.01%	-25.0%
NVDA	Sell	NVIDIA CORPORATION COMMON STOCK USD0.001	$5,256,000	-49.4%	29,269	-62.4%	0.01%	-52.6%
FLDM	Sell	FLUIDIGM CORPORATION COMMON STOCK USD0.001	$5,326,000	+23.3%	400,727	-20.1%	0.01%	+12.5%
FL	Sell	FOOT LOCKER INCORPORATED COMMON STOCK USD0.01	$5,297,000	-76.3%	87,410	-79.2%	0.01%	-77.5%
KNL	Sell	KNOLL INCORPORATED COMMON STOCK USD0.01	$5,291,000	-7.2%	279,814	-19.2%	0.01%	-10.0%
MIK	Sell	MICHAELS COS INC/THE COMMON STOCK USD0.06775	$5,201,000	-39.4%	455,414	-28.1%	0.01%	-43.8%
BSMX	Sell	BANCO SANTANDER MEXICO SA ADR (EACH REPRESENTS 5 ORDINARY SERIES B)adr	$4,401,000	-78.5%	650,100	-80.4%	0.01%	-78.4%
IWR	Sell	ISHARES TRUST RUSSELL MID-CAP ETFetf	$4,342,000	+5.7%	80,477	-8.9%	0.01%	+14.3%
WPM	Sell	WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING)	$4,604,000	-45.6%	193,079	-55.4%	0.01%	-46.7%
TPRE	Sell	THIRD POINT REINSURANCE LTD USD0.1	$4,531,000	-56.0%	436,528	-59.1%	0.01%	-57.9%
PEG	Sell	PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV	$4,395,000	+13.1%	73,979	-0.9%	0.01%	+14.3%
BOH	Sell	BANK OF HAWAII CORPORATION COMMON STOCK USD0.01	$4,698,000	-6.7%	59,572	-20.4%	0.01%	-11.1%
GD	Sell	GENERAL DYNAMICS CORPORATION COMMON STOCK USD1	$4,550,000	-79.8%	26,878	-81.3%	0.01%	-80.5%
WD	Sell	WALKER AND DUNLOP INC COMMON STOCK NPV	$4,459,000	+8.5%	87,575	-7.8%	0.01%	+14.3%
OII	Sell	OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25	$4,755,000	-19.6%	301,515	-38.3%	0.01%	-27.3%
HI	Sell	HILLENBRAND INCORPORATED COMMON STOCK NPV	$4,351,000	-22.1%	104,759	-28.9%	0.01%	-20.0%
HMY	Sell	HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY))adr	$4,091,000	-22.8%	2,152,841	-27.3%	0.01%	-30.0%
INSW	Sell	INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV	$4,095,000	-1.1%	238,866	-2.9%	0.01%	0.0%
HST	Sell	HOST HOTELS & RESORTS INCORPORATED REIT USD0.01reit	$3,707,000	-18.5%	196,149	-28.2%	0.01%	-12.5%
YY	Sell	YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES)adr	$3,973,000	-8.7%	47,292	-34.9%	0.01%	-12.5%
BOKF	Sell	BOK FINANCIAL CORPORATION COMMON STOCK USD0.00006	$4,045,000	-40.2%	49,599	-46.2%	0.01%	-41.7%
IJH	Sell	ISHARES TRUST CORE S&P MID-CAP ETFetf	$4,092,000	-13.0%	21,605	-23.8%	0.01%	-22.2%
SYNA	Sell	SYNAPTICS INCORPORATED COMMON STOCK NPV	$3,583,000	+0.2%	90,126	-6.2%	0.01%	0.0%
MSI	Sell	MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$3,178,000	+17.8%	22,632	-3.5%	0.01%	+20.0%
EW	Sell	EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1	$3,444,000	+20.9%	17,998	-3.2%	0.01%	+20.0%
SBGI	Sell	SINCLAIR BROADCAST GROUP INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$3,134,000	+14.1%	81,450	-21.9%	0.01%	+20.0%
SECO	Sell	SECOO HOLDING LIMITED NPV (EACH REPRESENTS .50 ORDINARY SHARES)adr	$3,094,000	-62.9%	353,100	-61.6%	0.01%	-60.0%
ACOR	Sell	ACORDA THERAPEUTICS INCORPORATED COMMON STOCK USD0.001	$3,608,000	-18.1%	271,466	-4.0%	0.01%	-25.0%
ATHM	Sell	AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE)adr	$3,552,000	-59.0%	33,797	-69.5%	0.01%	-62.5%
LB	Sell	L BRANDS INCORPORATED COMMON STOCK USD0.50	$3,607,000	+6.2%	130,785	-1.1%	0.01%	0.0%
UVE	Sell	UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01	$2,855,000	-64.8%	92,100	-56.9%	0.01%	-66.7%
HMTV	Sell	HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001	$2,699,000	-32.5%	191,411	-41.9%	0.01%	-28.6%
HIBB	Sell	HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01	$2,676,000	-5.9%	117,300	-41.0%	0.01%	0.0%
FE	Sell	FIRSTENERGY CORPORATION COMMON STOCK USD0.10	$2,919,000	+8.3%	70,156	-2.3%	0.01%	0.0%
ESNT	Sell	ESSENT GROUP LIMITED USD0.015	$2,680,000	-87.5%	61,680	-90.2%	0.01%	-87.2%
LITE	Sell	LUMENTUM HOLDINGS INCORPORATED COMMON STOCK USD0.001	$2,685,000	+32.9%	47,500	-1.2%	0.01%	+25.0%
WELL	Sell	WELLTOWER INCORPORATED REIT USD1reit	$2,915,000	-43.1%	37,560	-49.1%	0.01%	-44.4%
AYR	Sell	AIRCASTLE LIMITED COMMON STOCK USD0.01	$2,869,000	+7.6%	141,734	-8.4%	0.01%	0.0%
IMO	Sell	IMPERIAL OIL COMMON STOCK NPV	$2,681,000	-94.4%	73,500	-94.7%	0.01%	-94.3%
GLPI	Sell	GAMING AND LEISURE PROPERTIES INC REIT NPVreit	$2,773,000	-10.7%	71,905	-25.2%	0.01%	-16.7%
EPC	Sell	EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01	$2,910,000	-28.7%	66,300	-39.3%	0.01%	-28.6%
VER	Sell	VEREIT INCORPORATED REIT USD0.01reit	$2,805,000	-8.7%	335,170	-22.0%	0.01%	-16.7%
EOG	Sell	EOG RESOURCES INCORPORATED COMMON STOCK USD0.01	$2,352,000	-26.5%	24,703	-32.7%	0.00%	-33.3%
WMB	Sell	WILLIAMS COMPANIES INCORPORATED COMMON STOCK USD1	$2,501,000	+10.7%	87,078	-15.0%	0.00%	0.0%
LMNX	Sell	LUMINEX CORPORATION COMMON STOCK USD0.001	$2,387,000	-11.3%	103,763	-10.9%	0.00%	-20.0%
JBL	Sell	JABIL INCORPORATED COMMON STOCK USD0.001	$2,174,000	+1.8%	81,750	-5.1%	0.00%	0.0%
EWJ	Sell	ISHARES INCORPORATED MSCI JAPAN ETFetf	$2,386,000	+7.8%	43,611	-0.1%	0.00%	0.0%
VEDL	Sell	VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES)adr	$1,995,000	-14.1%	188,892	-6.1%	0.00%	0.0%
NUS	Sell	NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$2,339,000	-61.3%	48,887	-50.4%	0.00%	-63.6%
LPI	Sell	LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01	$2,198,000	-76.1%	711,359	-71.9%	0.00%	-76.5%
MPW	Sell	MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001reit	$1,988,000	-11.8%	107,382	-23.4%	0.00%	0.0%
DLPH	Sell	DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01	$2,232,000	-64.4%	115,875	-73.5%	0.00%	-63.6%
LPL	Sell	LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000)adr	$2,207,000	-12.9%	255,103	-17.6%	0.00%	-20.0%
YUM	Sell	YUM BRANDS INCORPORATED COMMON STOCK NPV	$2,252,000	+8.1%	22,563	-0.5%	0.00%	0.0%
BHC	Sell	BAUSCH HEALTH COS INCORPORATED NPV	$2,055,000	-76.7%	62,330	-82.2%	0.00%	-75.0%
SYY	Sell	SYSCO CORPORATION COMMON STOCK USD1	$2,201,000	-24.7%	32,962	-29.3%	0.00%	-20.0%
TMHC	Sell	TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001	$2,136,000	+9.5%	120,324	-1.9%	0.00%	0.0%
EPR	Sell	EPR PROPERTIES REIT USD0.01reit	$2,055,000	-7.8%	26,725	-23.2%	0.00%	0.0%
XEL	Sell	XCEL ENERGY INCORPORATED COMMON STOCK USD2.50	$1,964,000	+12.8%	34,932	-1.2%	0.00%	0.0%
GTN	Sell	GRAY TELEVISION INCORPORATED COMMON STOCK NPV	$1,587,000	-41.1%	74,300	-59.3%	0.00%	-40.0%
MKC	Sell	MCCORMICK & COMPANY INCORPORATED COMMON STOCK NON VOTING NPV	$1,594,000	+5.5%	10,583	-2.5%	0.00%	0.0%
FCX	Sell	FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10	$1,695,000	-94.6%	131,527	-95.7%	0.00%	-94.7%
FET	Sell	FORUM ENERGY TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$1,682,000	-43.0%	329,191	-53.9%	0.00%	-40.0%
NOW	Sell	SERVICENOW INCORPORATED COMMON STOCK USD0.001	$1,895,000	+38.3%	7,687	-0.1%	0.00%	+50.0%
AEE	Sell	AMEREN CORPORATION COMMON STOCK USD0.01	$1,595,000	-9.5%	21,688	-19.7%	0.00%	0.0%
CX	Sell	CEMEX SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 CPO)adr	$1,540,000	-25.5%	331,928	-22.6%	0.00%	-25.0%
SEDG	Sell	SOLAREDGE TECHNOLOGIES INCORPORATED COMMON STOCK USD0.0001	$1,808,000	-55.5%	47,985	-58.5%	0.00%	-57.1%
FIS	Sell	FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01	$1,540,000	+9.6%	13,615	-0.7%	0.00%	0.0%
CHS	Sell	CHICO'S FAS INCORPORATED COMMON STOCK USD0.01	$1,611,000	-51.5%	377,300	-36.2%	0.00%	-50.0%
STAG	Sell	STAG INDUSTRIAL INCORPORATED REIT USD0.01reit	$1,638,000	-2.7%	55,255	-18.3%	0.00%	0.0%
MUR	Sell	MURPHY OIL CORPORATION COMMON STOCK USD1	$1,497,000	-43.8%	51,094	-55.2%	0.00%	-40.0%
EFX	Sell	EQUIFAX INC COMMON STOCK USD2.50	$1,565,000	-91.3%	13,200	-93.2%	0.00%	-90.9%
BBBY	Sell	BED BATH AND BEYOND COMMON STOCK USD0.01	$1,706,000	-80.1%	100,440	-86.7%	0.00%	-81.2%
CHCT	Sell	COMMUNITY HEALTHCARE TRUST INCORPORATED I REIT USD0.01reit	$1,490,000	+16.8%	41,525	-6.2%	0.00%	+50.0%
CBLAQ	Sell	CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01reit	$1,723,000	-19.7%	1,111,648	-0.5%	0.00%	-25.0%
TSN	Sell	TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10	$1,598,000	-58.9%	23,013	-68.4%	0.00%	-57.1%
MKL	Sell	MARKEL CORPORATION COMMON STOCK NPV	$1,478,000	-6.2%	1,484	-2.2%	0.00%	0.0%
TECD	Sell	TECH DATA CORPORATION COMMON STOCK USD0.0015	$1,608,000	-78.0%	15,700	-82.4%	0.00%	-76.9%
NEU	Sell	NEWMARKET CORPORATION COMMON STOCK NPV	$979,000	+0.5%	2,257	-4.5%	0.00%	0.0%
AMKR	Sell	AMKOR TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$914,000	+19.3%	107,029	-8.3%	0.00%	+100.0%
RNR	Sell	RENAISSANCE HOLDINGS COMMON STOCK NPV	$1,023,000	-94.6%	7,128	-95.0%	0.00%	-94.1%
ZBRA	Sell	ZEBRA TECHNOLOGIES CLASS 'A' COMMON STOCK USD0.01	$1,091,000	+29.0%	5,209	-1.9%	0.00%	0.0%
LXP	Sell	LEXINGTON REALTY TRUST REIT USD0.0001reit	$1,096,000	-21.0%	120,964	-28.4%	0.00%	-33.3%
WRB	Sell	BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20	$1,078,000	+13.8%	12,724	-0.7%	0.00%	0.0%
WSM	Sell	WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01	$856,000	-80.9%	15,207	-82.9%	0.00%	-75.0%
AAL	Sell	AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1	$893,000	-2.4%	28,104	-1.4%	0.00%	0.0%
SWKS	Sell	SKYWORKS SOLUTIONS INCORPORATED COMMON STOCK USD0.25	$1,058,000	+13.0%	12,827	-8.2%	0.00%	0.0%
ALLY	Sell	ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10	$1,086,000	+2.4%	39,504	-15.6%	0.00%	0.0%
WPG	Sell	WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001reit	$915,000	+4.6%	161,990	-10.1%	0.00%	0.0%
PRGS	Sell	PROGRESS SOFTWARE CORPORATION COMMON STOCK USD0.01	$1,125,000	+22.1%	25,354	-2.3%	0.00%	0.0%
UBNT	Sell	UBIQUITI NETWORKS INCORPORATED COMMON STOCK USD0.001	$1,031,000	+31.0%	6,887	-13.1%	0.00%	+100.0%
WPC	Sell	WP CAREY INCORPORATED REIT USD0.001reit	$1,011,000	-35.1%	12,911	-45.8%	0.00%	-33.3%
DRI	Sell	DARDEN RESTAURANTS INC COM STK USD0.01	$1,244,000	+11.1%	10,241	-8.7%	0.00%	0.0%
LPLA	Sell	LPL FINANCIAL HOLDINGS INC COMMON STOCK NPV	$903,000	+11.1%	12,969	-2.6%	0.00%	+100.0%
CRUS	Sell	CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001	$975,000	-77.1%	23,178	-81.9%	0.00%	-75.0%
ALL	Sell	ALLSTATE CORP	$1,194,000	+13.2%	12,682	-0.7%	0.00%	0.0%
ALGT	Sell	ALLEGIANT TRAVEL CO COMMON STOCK USD0.01	$847,000	+23.6%	6,544	-4.2%	0.00%	+100.0%
PFPT	Sell	PROOFPOINT INCORPORATED COMMON STOCK USD0.0001	$1,142,000	+39.3%	9,404	-3.9%	0.00%	+100.0%
JBHT	Sell	JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01	$1,186,000	-2.7%	11,711	-10.6%	0.00%	0.0%
K	Sell	KELLOGG COMPANY COMMON STOCK USD0.25	$1,086,000	-96.7%	18,919	-96.7%	0.00%	-96.6%
NCR	Sell	NCR CORPORATION COMMON STOCK USD0.01	$927,000	+16.0%	33,951	-1.9%	0.00%	+100.0%
EGOV	Sell	NIC INCORPORATED COMMON STOCK NPV	$919,000	+25.5%	53,771	-8.3%	0.00%	+100.0%
MMI	Sell	MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001	$1,206,000	+18.2%	29,613	-0.3%	0.00%	0.0%
HF	Sell	HFF INCORPORATED CLASS A COMMON STOCK USD0.01	$942,000	+36.1%	19,720	-5.6%	0.00%	+100.0%
SUPV	Sell	GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES)adr	$1,321,000	-76.6%	217,310	-66.5%	0.00%	-80.0%
EQR	Sell	EQUITY RESIDENTIAL SBI REIT USD0.01reit	$877,000	-69.9%	11,642	-73.6%	0.00%	-60.0%
ATRI	Sell	ATRION CORPORATION COMMON STOCK USD0.10	$976,000	+16.3%	1,111	-1.9%	0.00%	0.0%
HUM	Sell	HUMANA INC COMMON STOCK USD0.166	$1,219,000	-25.2%	4,582	-19.4%	0.00%	-33.3%
CMS	Sell	CMS ENERGY CORPORATION COMMON STOCK USD0.01	$1,130,000	+3.2%	20,346	-7.7%	0.00%	0.0%
ROL	Sell	ROLLINS INCORPORATED COMMON STOCK USD1	$1,044,000	+14.1%	25,085	-1.0%	0.00%	0.0%
NSP	Sell	INSPERITY INCORPORATED COMMON STOCK USD0.01	$935,000	+13.7%	7,559	-14.2%	0.00%	+100.0%
CIGI	Sell	COLLIERS INTERNATIONAL GROUP INCORPORATED SUB VOTING COMMON NPV	$974,000	+17.3%	10,906	-1.0%	0.00%	0.0%
RUSHA	Sell	RUSH ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$857,000	+18.0%	20,494	-2.6%	0.00%	+100.0%
R	Sell	RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50	$1,008,000	-95.2%	16,259	-96.3%	0.00%	-94.7%
ISRG	Sell	INTUITIVE SURGICAL COMMON STOCK USD0.001	$1,068,000	+17.2%	1,873	-1.5%	0.00%	0.0%
SEIC	Sell	SEI INVESTMENTS COMPANY COMMON STOCK USD0.01	$853,000	+11.9%	16,329	-1.0%	0.00%	+100.0%
ACGL	Sell	ARCH CAPITAL GROUP LIMITED COMMON STOCK USD0.01	$1,376,000	+19.5%	42,580	-1.2%	0.00%	0.0%
KEP	Sell	KOREA ELECTRIC POWER CORP-SP ADRadr	$930,000	-44.5%	71,455	-37.1%	0.00%	-33.3%
IONS	Sell	IONIS PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001	$930,000	+43.5%	11,460	-4.4%	0.00%	+100.0%
GME	Sell	GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001	$1,053,000	-87.1%	103,662	-83.9%	0.00%	-86.7%
SAFM	Sell	SANDERSON FARMS INCORPORATED COMMON STOCK USD1	$1,030,000	+17.7%	7,809	-11.4%	0.00%	0.0%
IRM	Sell	IRON MOUNTAIN INCORPORATED REIT USD0.01reit	$1,255,000	-42.6%	35,396	-47.6%	0.00%	-50.0%
O	Sell	REALTY INCOME CORPORATION REIT USD1reit	$653,000	-75.3%	8,871	-78.8%	0.00%	-80.0%
MAR	Sell	MARRIOTT INTERNATIONAL INCORPORATED CLASS A COMMON STOCK USD1	$389,000	+11.8%	3,113	-2.8%	0.00%	0.0%
LNTH	Sell	LANTHEUS HOLDINGS INCORPORATED COMMON STOCK USD0.01	$442,000	+35.6%	18,057	-13.3%	0.00%	0.0%
MDSO	Sell	MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$827,000	+4.4%	11,287	-3.9%	0.00%	0.0%
LH	Sell	LABORATORY CORPORATION OF AMERICA HOLDINGS COMMON STOCK USD0.01	$838,000	-45.4%	5,476	-54.9%	0.00%	-66.7%
KRC	Sell	KILROY REALTY CORPORATION REIT USD0.01reit	$296,000	-70.2%	3,903	-75.3%	0.00%	-50.0%
JCOM	Sell	J2 GLOBAL INCORPORATED COMMON STOCK USD0.01	$649,000	-79.6%	7,500	-83.6%	0.00%	-83.3%
NOC	Sell	NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1	$733,000	-23.2%	2,719	-30.2%	0.00%	-50.0%
OBE	Sell	OBSIDIAN ENERGY LIMITED COMMON NPV	$583,000	-36.4%	1,597,000	-11.1%	0.00%	-50.0%
ODFL	Sell	OLD DOMINION FREIGHT LINE	$598,000	+15.7%	4,142	-1.0%	0.00%	0.0%
OHI	Sell	OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10reit	$300,000	-73.0%	7,876	-75.1%	0.00%	-50.0%
ILCB	Sell	ISHARES MORNINGSTAR LARGE-CAetf	$339,000	+9.0%	2,115	-3.2%	0.00%	0.0%
EPP	Sell	ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETFetf	$716,000	+7.8%	15,600	-4.3%	0.00%	0.0%
HII	Sell	HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$736,000	-24.9%	3,551	-31.1%	0.00%	-50.0%
PLD	Sell	PROLOGIS INCORPORATED REIT USD0.01reit	$741,000	-84.5%	10,298	-87.3%	0.00%	-88.9%
QLYS	Sell	QUALYS INCORPORATED COMMON STOCK USD0.001	$794,000	+9.8%	9,596	-0.8%	0.00%	0.0%
RDNT	Sell	RADNET INC COMMON STOCK USD0.0001	$431,000	-1.1%	34,784	-18.8%	0.00%	0.0%
RLGY	Sell	REALOGY HOLDINGS CORP COMMON STOCK USD0.01	$542,000	-26.1%	47,501	-4.9%	0.00%	0.0%
RHT	Sell	RED HAT INCORPORATED COMMON STOCK USD0.0001	$587,000	+1.2%	3,213	-2.8%	0.00%	0.0%
HRS	Sell	HARRIS CORP COMMON STOCK USD1	$742,000	-12.5%	4,648	-26.2%	0.00%	-50.0%
REGN	Sell	REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001	$331,000	+7.1%	805	-2.8%	0.00%	0.0%
HAE	Sell	HAEMONETICS CORPORATION COMMON STOCK USD0.01	$828,000	-95.4%	9,465	-94.7%	0.00%	-97.0%
SAGE	Sell	SAGE THERAPEUTICS INC COMMON STOCK USD0.0001	$321,000	+26.4%	2,020	-23.8%	0.00%	–
SANM	Sell	SANMINA CORPORATION COMMON STOCK USD0.01	$834,000	+17.6%	28,899	-1.9%	0.00%	0.0%
SITC	Sell	SITE CENTERS CORPORATION REIT USD0.10reit	$460,000	-21.6%	33,799	-36.2%	0.00%	0.0%
SWX	Sell	SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV	$782,000	+5.5%	9,507	-1.9%	0.00%	0.0%
EXAS	Sell	EXACT SCIENCES CORP COMMON USD0.010000	$453,000	+21.1%	5,228	-11.8%	0.00%	0.0%
ES	Sell	EVERSOURCE ENERGY COMMON STOCK USD5	$367,000	+6.1%	5,176	-2.8%	0.00%	0.0%
ESS	Sell	ESSEX PROPERTY TRUST INCORPORATED REIT NPVreit	$734,000	-61.8%	2,538	-67.6%	0.00%	-66.7%
ENB	Sell	ENBRIDGE INCORPORATED COMMON NPV	$830,000	-91.3%	17,135	-92.4%	0.00%	-94.1%
EBS	Sell	EMERGENT BIOSOLUTIONS INCORPORATED COMMON STOCK USD0.001	$482,000	-94.8%	9,539	-93.9%	0.00%	-94.1%
RDY	Sell	DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE)adr	$554,000	+5.5%	13,686	-1.7%	0.00%	0.0%
DCOM	Sell	DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01	$545,000	-1.1%	29,085	-10.4%	0.00%	0.0%
DTE	Sell	DTE ENERGY COMPANY NPV	$421,000	+9.9%	3,374	-2.8%	0.00%	0.0%
GTS	Sell	TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1	$514,000	+3.6%	22,542	-21.0%	0.00%	0.0%
STZ	Sell	CONSTELLATION BRANDS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$305,000	-62.6%	1,742	-65.6%	0.00%	0.0%
SBS	Sell	COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE)adr	$530,000	-96.4%	50,100	-97.3%	0.00%	-96.3%
CTAS	Sell	CINTAS CORPORATION COMMON STOCK NPV	$705,000	-30.3%	3,486	-42.1%	0.00%	-50.0%
CHK	Sell	CHESAPEAKE ENERGY CORPORATE COMMON STOCK USD0.01	$491,000	+47.0%	158,475	-0.4%	0.00%	0.0%
CBT	Sell	CABOT CORPORATION COMMON STOCK USD1	$694,000	-4.9%	16,668	-1.9%	0.00%	0.0%
BURL	Sell	BURLINGTON STORES INC COMMON STOCK USD0.0001	$363,000	-99.6%	2,317	-99.6%	0.00%	-99.4%
BXP	Sell	BOSTON PROPERTIES INCORPORATED REIT USD0.01reit	$408,000	-83.1%	3,044	-85.8%	0.00%	-75.0%
BLMN	Sell	BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01	$818,000	+7.6%	40,014	-5.8%	0.00%	0.0%
WLK	Sell	WESTLAKE CHEMICAL CORPORATION COMMON STOCK USD0.01	$464,000	-89.5%	6,837	-89.8%	0.00%	-87.5%
BBSI	Sell	BARRETT BUSINESS SERVICES INCORPORATED COMMON STOCK USD0.01	$495,000	+25.3%	6,396	-7.2%	0.00%	0.0%
BCPC	Sell	BALCHEM CORPORATION COMMON STOCK USD0.0667	$343,000	-4.7%	3,700	-19.6%	0.00%	0.0%
EURN	Sell	EURONAV SA NPV	$644,000	-38.6%	88,741	-47.4%	0.00%	-50.0%
AVB	Sell	AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01reit	$507,000	-84.4%	2,526	-86.5%	0.00%	-83.3%
HELE	Sell	HELEN OF TROY LIMITED COMMON STOCK USD0.10	$811,000	-31.3%	7,000	-22.2%	0.00%	-50.0%
ATR	Sell	APTARGROUP INCORPORATED COMMON STOCK USD0.01	$351,000	-9.1%	3,300	-19.5%	0.00%	0.0%
AA	Sell	ALCOA CORPORATION COMMON STOCK NPV	$426,000	-99.2%	15,116	-99.3%	0.00%	-99.0%
TSE	Sell	TRINSEO SA COMMON STOCK USD0.01	$705,000	-2.9%	15,556	-1.9%	0.00%	0.0%
AUOTY	Sell	AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES)adr	$413,000	-26.8%	113,463	-20.8%	0.00%	0.0%
NXPI	Sell	NXP SEMICONDUCTORS NV COMMON STOCK USD0.01	$707,000	-86.9%	8,000	-89.1%	0.00%	-90.0%
MAC	Sell	MACERICH COMPANY (THE) REIT USD0.01reit	$621,000	-47.9%	14,336	-48.0%	0.00%	-50.0%
JCI	Sell	JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5	$272,000	+20.9%	7,367	-2.8%	0.00%	–
FCPT	Exit	FOUR CORNERS PROPERTY TRUST INC REIT USD0.0001reit	$0	–	-8,066	-100.0%	0.00%	–
APY	Exit	APERGY CORPORATION COMMON STOCK USD0.01	$0	–	-1,123	-100.0%	0.00%	–
OFC	Exit	CORPORATE OFFICE PROPERTIES REIT USD0.01reit	$0	–	-12,270	-100.0%	0.00%	–
DEA	Exit	EASTERLY GOVERNMENT PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-5,563	-100.0%	0.00%	–
SRG	Exit	SERITAGE GROWTH PROPERTIES REIT USD0.01reit	$0	–	-3,276	-100.0%	0.00%	–
TSU	Exit	TIM PARTICIPACOES SA SPONSORED ADR (EACH REPRESENTS 5 ORDINARY SHARES)adr	$0	–	-7,017	-100.0%	0.00%	–
ADC	Exit	AGREE REALTY CORPORATION REIT USD0.0001reit	$0	–	-3,744	-100.0%	0.00%	–
ALEX	Exit	ALEXANDER AND BALDWIN INCORPORATED REIT NPVreit	$0	–	-8,091	-100.0%	0.00%	–
CDR	Exit	CEDAR REALTY TRUST INCORPORATED REIT USD0.06reit	$0	–	-13,398	-100.0%	0.00%	–
ALX	Exit	ALEXANDER'S INCORPORATED REIT USD1reit	$0	–	-489	-100.0%	0.00%	–
AAT	Exit	AMERICAN ASSETS TRUST INCORPORATED REIT USD0.01reit	$0	–	-4,718	-100.0%	0.00%	–
SNR	Exit	NEW SENIOR INVESTMENT GROUP INC REIT NPVreit	$0	–	-11,281	-100.0%	0.00%	–
UHT	Exit	UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD0.01reit	$0	–	-1,699	-100.0%	0.00%	–
QEP	Exit	QEP RESOURCES INCORPORATED COMMON STOCK USD0.01	$0	–	-17,300	-100.0%	0.00%	–
OLP	Exit	ONE LIBERTY PROPERTIES INCORPORATED REIT USD1reit	$0	–	-2,052	-100.0%	0.00%	–
VOD	Exit	VODAFONE GROUP PLC SPONSORED ADR (EACH REPRESENTS 10 ORDINARY USD0.2095238)adr	$0	–	-1,253	-100.0%	0.00%	–
CHSP	Exit	CHESAPEAKE LODGING TRUST REIT USD0.01reit	$0	–	-7,693	-100.0%	0.00%	–
ZUMZ	Exit	ZUMIEZ INCORPORATED COMMON STOCK NPV	$0	–	-4,000	-100.0%	0.00%	–
X	Exit	UNITED STATES STEEL CORPORATION COMMON STOCK USD1	$0	–	-14,665	-100.0%	0.00%	–
GNL	Exit	GLOBAL NET LEASE INC REIT USD0.01reit	$0	–	-8,779	-100.0%	0.00%	–
CTRE	Exit	CARETRUST REIT INC COMMON STOCK USD0.01reit	$0	–	-10,255	-100.0%	0.00%	–
UMH	Exit	UMH PROPERTIES INC REIT USD0.1reit	$0	–	-4,880	-100.0%	0.00%	–
GTX	Exit	GARRETT MOTION INCORPORATED USD0.001	$0	–	-171	-100.0%	0.00%	–
GOOD	Exit	GLADSTONE COMMERCIAL CORPORATION REIT USD0.001reit	$0	–	-3,717	-100.0%	0.00%	–
STE	Exit	STERIS PUBLIC LIMITED COMPANY NPV	$0	–	-1,053	-100.0%	0.00%	–
CCF	Exit	CHASE CORPORATION COMMON STOCK USD0.10	$0	–	-1,709	-100.0%	0.00%	–
VNTR	Exit	VENATOR MATERIALS PLC	$0	–	-7,515	-100.0%	0.00%	–
MNR	Exit	MONMOUTH REAL ESTATE INVESTMENT CORPORATION CLASS 'A' REIT USD0.01reit	$0	–	-11,244	-100.0%	0.00%	–
LTC	Exit	LTC PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-5,002	-100.0%	0.00%	–
KLIC	Exit	KULICKE AND SOFFA INDUSTRIES INCORPORATED COMMON STOCK NPV	$0	–	-1,000	-100.0%	0.00%	–
GTY	Exit	GETTY REALTY CORPORATION REIT USD0.01reit	$0	–	-4,315	-100.0%	0.00%	–
MRT	Exit	MEDEQUITIES REALTY TRUST INCORPORATED REITreit	$0	–	-5,424	-100.0%	0.00%	–
VXUS	Exit	VANGUARD TOTAL INTL STOCKetf	$0	–	-306	-100.0%	0.00%	–
MCF	Exit	CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04	$0	–	-2,900	-100.0%	0.00%	–
DOCU	Exit	DOCUSIGN INCORPORATED COMMON STOCK USD0.0001	$0	–	-789	-100.0%	0.00%	–
ADUS	Exit	ADDUS HOMECARE CORP COMMON STOCK USD0.001	$0	–	-820	-100.0%	0.00%	–
SNX	Exit	SYNNEX CORPORATION COMMON STOCK USD0.001	$0	–	-1,900	-100.0%	0.00%	–
NCS	Exit	NCI BUILDING SYSTEMS INC COMMON STOCK USD0.01	$0	–	-31,300	-100.0%	0.00%	–
RPT	Exit	RPT REALTY REIT USD0.01reit	$0	–	-10,781	-100.0%	0.00%	–
WSR	Exit	WHITESTONE REIT COMMON STOCK USD0.001reit	$0	–	-6,217	-100.0%	0.00%	–
FPI	Exit	FARMLAND PARTNERS INCORPORATED REIT USD0.01reit	$0	–	-7,292	-100.0%	0.00%	–
CXO	Exit	CONCHO RESOURCES INCORPORATED COMMON STOCK USD0.001	$0	–	-288	-100.0%	0.00%	–
KRG	Exit	KITE REALTY GROUP TRUST REIT USD0.01reit	$0	–	-10,951	-100.0%	0.00%	–
CLF	Exit	CLEVELAND-CLIFFS INCORPORATED COMMON STOCK USD0.125	$0	–	-3,490	-100.0%	0.00%	–
UBA	Exit	URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01reit	$0	–	-4,371	-100.0%	0.00%	–
SMTA	Exit	SPIRIT MTA REIT USD0.01reit	$0	–	-5,621	-100.0%	0.00%	–
NXRT	Exit	NEXPOINT RESIDENTIAL TRUST INC REIT USD0.01reit	$0	–	-3,088	-100.0%	0.00%	–
INN	Exit	SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-13,796	-100.0%	0.00%	–
WW	Exit	WEIGHT WATCHERS INTERNATIONAL INCORPORATED COMMON STOCK NPV	$0	–	-4,328	-100.0%	0.00%	–
AHH	Exit	ARMADA HOFFLER PROPERTIES IN REIT USD0.01reit	$0	–	-5,811	-100.0%	0.00%	–
GOV	Exit	OFFICE PROPERTIES INCOME TRUST REIT USD0.01reit	$0	–	-12,676	-100.0%	0.00%	–
MCRN	Exit	MILACRON HOLDINGS CORP COMMON STOCK USD0.01	$0	–	-13,500	-100.0%	0.00%	–
CNC	Sell	CENTENE CORPORATION COMMON STOCK USD0.001	$12,000	-97.9%	232	-95.3%	0.00%	-100.0%
VTWO	Sell	VANGUARD RUSSELL 2000 ETFetf	$147,000	0.0%	1,194	-12.8%	0.00%	–
VMC	Sell	VULCAN MATERIALS CO COM STK US$1	$278,000	+16.8%	2,345	-2.8%	0.00%	–
FSP	Exit	FRANKLIN STREET PROPERTIES CORPORATION REIT USD0.0001reit	$0	–	-14,700	-100.0%	0.00%	–
VIG	Sell	VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETFetf	$255,000	-0.8%	2,325	-11.4%	0.00%	–
WDR	Sell	WADDELL & REED FINANCIAL-A	$275,000	-93.9%	15,900	-93.6%	0.00%	-100.0%
ELP	Sell	CIA PARANAENSE ENER-SP ADR Padr	$65,000	-79.5%	7,000	-82.7%	0.00%	-100.0%
ULTI	Sell	ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD0.01	$272,000	-69.8%	825	-77.6%	0.00%	-100.0%
CLPR	Exit	CLIPPER REALTY INCORPORATED REIT USD0.01reit	$0	–	-3,550	-100.0%	0.00%	–
WHG	Sell	WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01	$86,000	-6.5%	2,438	-9.7%	0.00%	–
DLR	Sell	DIGITAL REALTY TRUST INCORPORATED REIT USD0.01reit	$77,000	-97.1%	645	-97.4%	0.00%	-100.0%
TS	Sell	TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES)adr	$20,000	-54.5%	710	-65.0%	0.00%	–
DATA	Sell	TABLEAU SOFTWARE INCORPORATED CLASS A COMMON STOCK USD0.0001	$36,000	-94.4%	285	-94.7%	0.00%	-100.0%
EVC	Sell	ENTRAVISION COMMUNICATIONS-A COMMON STOCK USD0.0001	$245,000	+6.1%	75,729	-4.6%	0.00%	–
ETRN	Sell	EQUITRANS MIDSTREAM CORP-W/I	$4,000	-89.2%	165	-91.2%	0.00%	–
SRC	Sell	SPIRIT REALTY CAPITAL INC REITreit	$208,000	-65.8%	5,223	-69.8%	0.00%	-100.0%
EXR	Sell	EXTRA SPACE STORAGE INCORPORATED REIT USD0.01reit	$55,000	-96.2%	539	-96.6%	0.00%	-100.0%
CIBR	Sell	FIRST TRUST NASDAQ CYBERSECUetf	$139,000	+11.2%	4,950	-7.3%	0.00%	–
SNH	Sell	SENIOR HOUSING PROPERTIES TRUST REIT USD0.01reit	$189,000	-63.0%	16,011	-63.3%	0.00%	-100.0%
HSIC	Sell	HENRY SCHEIN CORP COMMON STOCK NPV	$271,000	-98.7%	4,506	-98.3%	0.00%	-100.0%
AAVVF	Exit	ADVANTAGE OIL AND GAS LIMITED COMMON NPV	$0	–	-54,200	-100.0%	0.00%	–
GSK	Sell	GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P)adr	$166,000	-1.2%	3,980	-9.5%	0.00%	–
RHP	Sell	RYMAN HOSPITALITY PROPERTIES INCORPORATED REIT USD0.01reit	$214,000	-64.5%	2,606	-71.2%	0.00%	-100.0%
RVI	Sell	RETAIL VALUE INCORPORATED NPVreit	$2,000	-95.9%	51	-97.3%	0.00%	–
ATKR	Sell	ATKORE INTERNATIONAL GROUP I	$197,000	-88.1%	9,151	-89.0%	0.00%	-100.0%
HPT	Sell	HOSPITALITY PROPERTIES TRUST REIT USD0.01reit	$222,000	-67.5%	8,441	-70.5%	0.00%	-100.0%
ANET	Sell	ARISTA NETWORKS INCORPORATED COMMON STOCK USD0.0001	$84,000	-60.7%	267	-73.7%	0.00%	–
PXD	Sell	PIONEER NATURAL RESOURCES COMPANY USD0.01	$275,000	+13.2%	1,804	-2.3%	0.00%	–
CHL	Exit	CHINA MOBILE LIMITED SPONSORED ADR (REPRESENTING 5 ORDINARY HKD0.10)adr	$0	–	-637	-100.0%	0.00%	–
SOHU	Exit	SOHU.COM LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE)adr	$0	–	-11,526	-100.0%	0.00%	–
PRSP	Sell	PERSPECTA INCORPORATED COMMON STOCK USD0.01	$129,000	-95.7%	6,400	-96.3%	0.00%	-100.0%
LBTYK	Sell	LIBERTY GLOBAL PLC CLASS C COMMON STOCK USD0.01	$30,000	+11.1%	1,253	-2.7%	0.00%	–
SLF	Exit	SUN LIFE FINANCIAL INCORPORATED COMMON NPV	$0	–	-4,300	-100.0%	0.00%	–
OEF	Sell	ISHARES S&P 100 ETFetf	$63,000	+1.6%	500	-10.7%	0.00%	–
PSB	Sell	PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01reit	$204,000	-55.4%	1,301	-62.7%	0.00%	-100.0%
OSG	Sell	OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV	$118,000	-28.5%	51,350	-48.4%	0.00%	–
LILA	Sell	LIBERTY LATIN AMERICA LIMITED CLASS A NPV	$0	–	5	-28.6%	0.00%	–
LILAK	Sell	LIBERTY LATIN AMERICA LIMITED CLASS C SHARES NPV	$0	–	13	-23.5%	0.00%	–
IGF	Sell	ISHARES GLOBAL INFRASTRUCTURE ETFetf	$148,000	-40.3%	3,300	-47.6%	0.00%	–
HEWJ	Sell	ISHA CURR HEDGED MSCI JAPANetf	$123,000	-21.2%	3,995	-28.1%	0.00%	–
NEP	Sell	NEXTERA ENERGY PARTNERS LP NPVpart	$165,000	-40.9%	3,547	-45.3%	0.00%	-100.0%
UEPS	Sell	NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$150,000	-71.4%	41,700	-62.7%	0.00%	-100.0%
DHI	Exit	D.R. HORTON INCORPORATED COMMON STOCK USD0.01	$0	–	-1,300	-100.0%	0.00%	–
AVY	Exit	AVERY DENNISON CORPORATION COMMON STOCK USD1	$0	–	-970	-100.0%	0.00%	–
NNN	Sell	NATIONAL RETAIL PROPERTIES REIT USD0.01reit	$100,000	-89.7%	1,811	-90.9%	0.00%	-100.0%
NSA	Exit	NATIONAL STORAGE AFFILIATES TRUST REIT USD0.01reit	$0	–	-6,123	-100.0%	0.00%	–
KIM	Sell	KIMCO REALTY CORPORATION REIT USD0.01reit	$96,000	-94.7%	5,172	-95.8%	0.00%	-100.0%
STAR	Exit	ISTAR INCORPORATED REIT USD0.001reit	$0	–	-9,780	-100.0%	0.00%	–
CLI	Exit	MACK-CALI REALTY CORPORATION REIT USD0.01reit	$0	–	-11,554	-100.0%	0.00%	–
RCL	Exit	ROYAL CARIBBEAN CRUISES LIMITED COMMON STOCK USD0.01	$0	–	-1,000	-100.0%	0.00%	–
KHC	Sell	KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01	$242,000	-85.7%	7,415	-81.2%	0.00%	-100.0%
KRO	Sell	KRONOS WORLDWIDE INCORPORATED COMMON STOCK USD0.01	$52,000	-94.7%	3,700	-95.7%	0.00%	-100.0%
MMS	Sell	MAXIMUS INCORPORATED COMMON STOCK NPV	$277,000	-35.6%	3,900	-40.9%	0.00%	-100.0%
APTS	Exit	PREFERRED APARTMENT COMMUN-A REIT USD0.01reit	$0	–	-4,942	-100.0%	0.00%	–
BRG	Exit	BLUEROCK RESIDENTIAL GROWTH REIT USD0.01reit	$0	–	-4,821	-100.0%	0.00%	–
DRQ	Exit	DRIL-QUIP COMMON STOCK USD0.01	$0	–	-2,800	-100.0%	0.00%	–
XT	Exit	ISHARES EXPONENTIAL TECH ETFetf	$0	–	-1,800	-100.0%	0.00%	–
WCG	Exit	WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01	$0	–	-600	-100.0%	0.00%	–
LAND	Exit	GLADSTONE LAND CORPORATION REIT USD0.001reit	$0	–	-3,535	-100.0%	0.00%	–
CXW	Exit	CORECIVIC INCORPORATED REIT USD0.01reit	$0	–	-14,954	-100.0%	0.00%	–
ROIC	Exit	RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001reit	$0	–	-14,020	-100.0%	0.00%	–
AZN	Exit	ASTRAZENECA PLC SPONSORED ADR (EACH REPRESENTING 0.5 ORDINARY USD0.25)(MGT)adr	$0	–	-800	-100.0%	0.00%	–
XHR	Exit	XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01reit	$0	–	-13,454	-100.0%	0.00%	–
IRET	Exit	INVESTORS REAL ESTATE TRUSTreit	$0	–	-1,663	-100.0%	0.00%	–
IXJ	Exit	ISHARES TRUST GLOBAL HEALTHCARE ETFetf	$0	–	-900	-100.0%	0.00%	–
AHL	Exit	ASPEN INSURANCE HOLDINGS LIMITED COMMON STOCK USD0.15144558	$0	–	-6,279	-100.0%	0.00%	–
DAN	Exit	DANA INC COMMON STOCK USD0.01	$0	–	-800	-100.0%	0.00%	–
WHLR	Exit	WHEELER REIT INCORPORATED US0.01(POST REV SPILT)reit	$0	–	-3,020	-100.0%	0.00%	–
NRE	Exit	NORTHSTAR REALTY EUROPE CORPORATIOIN REIT USD0.01reit	$0	–	-8,013	-100.0%	0.00%	–
CLDT	Exit	CHATHAM LODGING TRUST REIT NPVreit	$0	–	-5,678	-100.0%	0.00%	–
TCO	Exit	TAUBMAN CENTERS INCORPORATED REIT USD0.01reit	$0	–	-7,633	-100.0%	-0.00%	–
RL	Exit	RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01	$0	–	-5,005	-100.0%	-0.00%	–
NHI	Exit	NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01reit	$0	–	-5,095	-100.0%	-0.00%	–
HTA	Exit	HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01reit	$0	–	-24,341	-100.0%	-0.00%	–
SBRA	Exit	SABRA HEALTHCARE INCORPORATED REIT USD0.01reit	$0	–	-20,062	-100.0%	-0.00%	–
DQ	Exit	DAQO NEW ENERGY CORPORPORATION ADR(EACH REPRESENTS 25 ORDINARY SHARE)adr	$0	–	-16,772	-100.0%	-0.00%	–
RPAI	Exit	RETAIL PROPERTIES OF AMERICA INCORPORATED REIT USD0.001reit	$0	–	-28,671	-100.0%	-0.00%	–
PDM	Exit	PIEDMONT OFFICE REALTY TRUST INCORPORATED CLASS A REIT USD0.01reit	$0	–	-17,812	-100.0%	-0.00%	–
CUZ	Exit	COUSINS PROPERTIES INC REIT USD1reit	$0	–	-50,762	-100.0%	-0.00%	–
LOXO	Exit	LOXO ONCOLOGY INC COMMON STOCK USD0.0001	$0	–	-2,815	-100.0%	-0.00%	–
CSL	Exit	CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1	$0	–	-6,714	-100.0%	-0.00%	–
CLNY	Exit	COLONY CAPITAL INCORPORATED REIT USD0.01reit	$0	–	-66,601	-100.0%	-0.00%	–
EQC	Exit	EQUITY COMMONWEALTH REIT USD0.01reit	$0	–	-14,707	-100.0%	-0.00%	–
HIW	Exit	HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-12,380	-100.0%	-0.00%	–
ACC	Exit	AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01reit	$0	–	-16,387	-100.0%	-0.00%	–
AMH	Exit	AMERICAN HOMES 4 RENT CLASS A REIT USD0.01reit	$0	–	-27,667	-100.0%	-0.00%	–
BTU	Exit	PEABODY ENERGY CORPORATION COMMON STOCK NPV	$0	–	-20,299	-100.0%	-0.00%	–
JBGS	Exit	JBG SMITH PROPERTIES REIT USD0.01reit	$0	–	-11,648	-100.0%	-0.00%	–
CVA	Exit	COVANTA HOLDING CORPORATION COMMON STOCK USD0.10	$0	–	-43,732	-100.0%	-0.00%	–
CONE	Exit	CYRUSONE INC REIT USD0.01reit	$0	–	-11,335	-100.0%	-0.00%	–
WRI	Exit	WEINGARTEN REALTY INVESTORS REIT USD0.03reit	$0	–	-14,888	-100.0%	-0.00%	–
EGP	Exit	EASTGROUP PROPERTIES INCORPORATED REIT USD0.0001reit	$0	–	-4,540	-100.0%	-0.00%	–
BDN	Exit	BRANDYWINE REALTY TRUST REIT USD0.01reit	$0	–	-21,815	-100.0%	-0.00%	–
LSI	Exit	SOVRAN SELF STORAGE INCORPORATED REIT USD0.01reit	$0	–	-5,918	-100.0%	-0.00%	–
DKS	Exit	DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001	$0	–	-8,980	-100.0%	-0.00%	–
LPT	Exit	LIBERTY PROPERTY TRUST REIT USD0.001reit	$0	–	-17,323	-100.0%	-0.00%	–
GEO	Exit	GEO GROUP INCORPORATED/THE REIT USD0.01reit	$0	–	-15,684	-100.0%	-0.00%	–
RDC	Exit	ROWAN COMPANIES PLC COMMON STOCK USD0.125	$0	–	-69,200	-100.0%	-0.00%	–
SHO	Exit	SUNSTONE HOTEL INVESTORS INCORPORATED REIT USD0.01reit	$0	–	-28,025	-100.0%	-0.00%	–
FDC	Exit	FIRST DATA CORP- CLASS A COMMON STOCK USD0.01	$0	–	-26,587	-100.0%	-0.00%	–
BPY	Exit	BROOKFIELD PROPERTY PARTNERS LP UNIT (US LISTING)part	$0	–	-28,244	-100.0%	-0.00%	–
GCI	Exit	GANNETT COMPANY INCORPORATED COMMON STOCK NPV	$0	–	-151,862	-100.0%	-0.00%	–
VNO	Exit	VORNADO REALTY TRUST REIT USD0.04reit	$0	–	-20,580	-100.0%	-0.00%	–
DNB	Exit	DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW)	$0	–	-7,256	-100.0%	-0.00%	–
CPT	Exit	CAMDEN PROPERTY TRUST REIT USD0.01reit	$0	–	-11,031	-100.0%	-0.00%	–
HBM	Exit	HUDBAY MINERALS INCORPORATED COMMON NPV	$0	–	-164,300	-100.0%	-0.00%	–
SLG	Exit	SL GREEN REALTY CORPORATION REIT USD0.01reit	$0	–	-11,892	-100.0%	-0.00%	–
REG	Exit	REGENCY CENTERS CORPORATION REIT USD0.01reit	$0	–	-17,842	-100.0%	-0.00%	–
UNIT	Exit	UNITI GROUP INCORPORATED REIT USD0.0001reit	$0	–	-54,438	-100.0%	-0.00%	–
STNG	Exit	SCORPIO TANKERS INC USD0.01	$0	–	-515,450	-100.0%	-0.00%	–
EWT	Exit	ISHARES MSCI TAIWAN ETFetf	$0	–	-60,622	-100.0%	-0.00%	–
NGD	Exit	NEW GOLD INCORPORATED COMMON NPV (US LISTING)	$0	–	-2,145,842	-100.0%	-0.00%	–
CAG	Exit	CONAGRA BRANDS INCORPORATED COMMON STOCK USD5	$0	–	-69,885	-100.0%	-0.00%	–
PCG	Exit	PG & E CORPORATION COMMON STOCK USD5	$0	–	-66,202	-100.0%	-0.00%	–
PVH	Exit	PVH CORPORATION COMMON STOCK USD1	$0	–	-22,328	-100.0%	-0.00%	–
EGO	Exit	ELDORADO GOLD CORPORATION LIMITED COMMON NPV	$0	–	-2,980,527	-100.0%	-0.00%	–
NBR	Exit	NABORS INDUSTRIES LIMITED COMMON STOCK USD0.001	$0	–	-1,293,400	-100.0%	-0.01%	–
CPA	Exit	COPA HOLDINGS SA CLASS 'A' NPV	$0	–	-34,700	-100.0%	-0.01%	–
ALB	Exit	ALBEMARLE CORPORATION COMMON STOCK USD0.01	$0	–	-34,180	-100.0%	-0.01%	–
HES	Exit	HESS CORPORATION COMMON STOCK USD1	$0	–	-86,962	-100.0%	-0.01%	–
FG	Exit	FGL HOLDINGS COMMON STOCK USD0.0001	$0	–	-469,400	-100.0%	-0.01%	–
PWR	Exit	QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001	$0	–	-136,662	-100.0%	-0.01%	–
	Exit	GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES)adr	$0	–	-661,092	-100.0%	-0.01%	–
CCMP	Exit	CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001	$0	–	-38,100	-100.0%	-0.01%	–
GT	Exit	GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV	$0	–	-184,294	-100.0%	-0.01%	–
CARB	Exit	CARBONITE INC COMMON STOCK USD0.01	$0	–	-178,218	-100.0%	-0.01%	–
GLIBA	Exit	GCI LIBERTY INCORPORATED - CLASS A COMMON STOCK NPV	$0	–	-106,016	-100.0%	-0.01%	–
REVG	Exit	REV GROUP INCORPORATED COMMON STOCK USD0.001	$0	–	-687,965	-100.0%	-0.01%	–
DFRG	Exit	DEL FRISCO'S RESTAURANT GROUP INCORPORATED COMMON STOCK USD0.001	$0	–	-657,618	-100.0%	-0.01%	–
EOLS	Exit	EVOLUS INCORPORATED COMMON STOCK USD0.00001	$0	–	-468,678	-100.0%	-0.01%	–
FELE	Exit	FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10	$0	–	-163,978	-100.0%	-0.01%	–
NFX	Exit	NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01	$0	–	-573,480	-100.0%	-0.02%	–
BKU	Exit	BANKUNITED INCORPORATED COMMON STOCK USD0.01	$0	–	-368,770	-100.0%	-0.02%	–
GOLD	Exit	RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05)adr	$0	–	-176,082	-100.0%	-0.03%	–
CWB	Exit	SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETFetf	$0	–	-322,883	-100.0%	-0.03%	–
FOXA	Exit	TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01	$0	–	-331,563	-100.0%	-0.03%	–
KORS	Exit	CAPRI HOLDINGS LIMITED COMMON STOCK NPV	$0	–	-712,638	-100.0%	-0.05%	–
AIV	Exit	APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01reit	$0	–	-631,685	-100.0%	-0.05%	–
FLT	Exit	FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001	$0	–	-182,245	-100.0%	-0.06%	–
YELP	Exit	YELP INCORPORATED COMMON STOCK USD0.000001	$0	–	-1,008,803	-100.0%	-0.06%	–
GIB	Exit	CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV	$0	–	-573,946	-100.0%	-0.09%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001	$0	–	-1,590,114	-100.0%	-0.14%	–
XLV	Exit	HEALTH CARE SELECT SECTOR SPDR FD NPVetf	$0	–	-1,196,251	-100.0%	-0.19%	–
	Exit	WORKDAY INC 0.2500 CONV 01/10/2022conb	$0	–	-15,833,000	-100.0%	-3.52%	–
	Exit	HUAZHU GROUP LTD 0.3750 CONV 01/11/2022conb	$0	–	-51,120,000	-100.0%	-9.05%	–

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
Schroder & Co Bank AG #12

Original filings

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

View 13F-HR/A filed 2019-11-15

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 2019 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	2024-05-14
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

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SCHRODER INVESTMENT MANAGEMENT GROUP - Q1 2019 holdings