SCHRODER INVESTMENT MANAGEMENT GROUP

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$46.7 Billion is the total value of SCHRODER INVESTMENT MANAGEMENT GROUP's 2737 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 20.7% .

All

			Value		Shares		↓ Weighting
BABA	Sell	ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025)adr	$4,721,813,000	-9.7%	24,035,703	-2.5%	10.10%	+18.6%
AAPL	Sell	APPLE INCORPORATED COMMON STOCK NPV	$833,675,000	-12.0%	3,176,268	-1.5%	1.78%	+15.6%
GOOGL	Sell	ALPHABET INCORPORATED CL A NPV	$768,871,000	-18.5%	649,829	-7.7%	1.64%	+7.1%
JNJ	Sell	JOHNSON & JOHNSON	$569,415,000	-10.0%	4,074,357	-6.1%	1.22%	+18.1%
V	Sell	VISA INCORPORATED CLASS A COMMON STOCK USD0.0001	$560,400,000	-12.3%	3,307,376	-2.8%	1.20%	+15.2%
INTC	Sell	INTEL CORPORATION COMMON STOCK USD0.001	$555,670,000	-25.3%	9,510,036	-23.4%	1.19%	-1.8%
MRK	Sell	MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01	$496,359,000	-22.7%	6,180,536	-12.5%	1.06%	+1.5%
FB	Sell	FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006	$488,997,000	-23.6%	2,953,783	-5.2%	1.05%	+0.4%
UNH	Sell	UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01	$426,121,000	-18.2%	1,715,910	-3.2%	0.91%	+7.5%
JPM	Sell	JPMORGAN CHASE AND COMPANY COMMON STOCK USD1	$425,368,000	-42.2%	4,754,855	-9.9%	0.91%	-24.0%
CSCO	Sell	CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING)	$382,519,000	-26.9%	9,233,066	-15.4%	0.82%	-4.1%
ADBE	Sell	ADOBE INCORPORATED NPV	$371,164,000	-6.1%	1,163,051	-3.0%	0.79%	+23.3%
CMCSA	Sell	COMCAST CORPORATION CLASS A COMMON STOCK USD1	$301,061,000	-24.8%	8,309,732	-6.6%	0.64%	-1.2%
PM	Sell	PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV	$300,473,000	-24.9%	3,970,311	-15.6%	0.64%	-1.4%
ORCL	Sell	ORACLE CORPORATION COMMON STOCK USD0.01	$296,031,000	-20.3%	5,749,265	-18.0%	0.63%	+4.6%
UNP	Sell	UNION PACIFIC CORPORATION COMMON STOCK USD2.50	$283,441,000	-21.6%	1,917,082	-4.1%	0.61%	+2.9%
AMGN	Sell	AMGEN INCORPORATED COMMON STOCK USD0.0001	$282,919,000	-18.9%	1,337,166	-7.6%	0.60%	+6.3%
LLY	Sell	ELI LILLY AND COMPANY COMMON STOCK NPV	$265,553,000	+2.5%	1,875,236	-4.8%	0.57%	+34.6%
DHR	Sell	DANAHER CORPORATION COMMON STOCK USD0.01	$247,999,000	-11.9%	1,747,209	-4.7%	0.53%	+15.5%
HD	Sell	HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05	$240,918,000	-50.4%	1,259,166	-43.4%	0.52%	-35.0%
PFE	Sell	PFIZER INCORPORATED COMMON STOCK USD0.05	$220,221,000	-37.6%	6,370,447	-29.3%	0.47%	-18.1%
IQ	Sell	IQIYI INCORPORATED ADR (EACH REPRESENTS 7 ORDINARY SHARES)adr	$216,250,000	-28.3%	12,902,775	-9.7%	0.46%	-5.7%
NTR	Sell	NUTRIEN LIMITED NPV	$213,575,000	-43.9%	4,396,424	-30.1%	0.46%	-26.3%
CHKP	Sell	CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1	$198,092,000	-26.2%	1,912,463	-20.9%	0.42%	-3.0%
MDT	Sell	MEDTRONIC PLC USD0.10	$189,401,000	-33.1%	2,012,970	-19.4%	0.40%	-12.3%
HTHT	Sell	HUAZHU GROUP LIMITED ADR NPV (EACH REPRESENTS 1 ORDINARY SHARE)adr	$187,763,000	-36.8%	6,412,677	-13.5%	0.40%	-16.9%
HDB	Sell	HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY)adr	$186,623,000	-45.6%	5,050,708	-6.6%	0.40%	-28.5%
IBM	Sell	INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20	$182,173,000	-55.7%	1,586,592	-48.3%	0.39%	-41.9%
IVV	Sell	ISHARES TRUST CORE SnP 500 ETFetf	$181,589,000	-55.3%	683,180	-45.6%	0.39%	-41.3%
ABBV	Sell	ABBVIE INCORPORATED COMMON STOCK USD0.01	$173,724,000	-29.2%	2,293,996	-17.2%	0.37%	-7.0%
MMM	Sell	3M COMPANY COMMON STOCK USD0.01	$170,562,000	-38.4%	1,212,237	-22.7%	0.36%	-19.1%
GOOG	Sell	ALPHABET INCORPORATED-CL C NPV	$170,770,000	-26.3%	143,877	-17.0%	0.36%	-3.4%
ROK	Sell	ROCKWELL AUTOMATION INCORPORATED COMMON STOCK USD1	$169,741,000	-30.7%	1,078,337	-10.8%	0.36%	-9.0%
KMB	Sell	KIMBERLY-CLARK CORPORATION COMMON STOCK USD1.25	$169,455,000	-17.4%	1,272,658	-14.7%	0.36%	+8.4%
ACN	Sell	ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225	$163,270,000	-30.7%	983,263	-12.1%	0.35%	-9.1%
CL	Sell	COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1	$146,941,000	-9.3%	2,084,270	-11.4%	0.31%	+18.9%
EBAY	Sell	EBAY INCORPORATED COMMON STOCK USD0.001	$146,604,000	-23.9%	4,701,884	-11.9%	0.31%	0.0%
NTES	Sell	NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001)adr	$143,978,000	-72.2%	426,475	-74.7%	0.31%	-63.5%
VIPS	Sell	VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001)adr	$143,459,000	-6.5%	9,091,128	-16.1%	0.31%	+22.8%
ANTM	Sell	ANTHEM INCORPORATED COMMON STOCK USD0.01	$138,182,000	-32.1%	612,185	-9.1%	0.30%	-10.6%
NDAQ	Sell	NASDAQ INCORPORATED COMMON STOCK USD0.01	$138,021,000	-8.8%	1,358,609	-3.8%	0.30%	+19.9%
HSY	Sell	HERSHEY COMPANY (THE) COMMON STOCK USD1	$137,101,000	-16.6%	966,459	-13.6%	0.29%	+9.3%
GILD	Sell	GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001	$130,602,000	-29.6%	1,680,201	-41.1%	0.28%	-7.6%
VZ	Sell	VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10	$128,238,000	-19.2%	2,261,675	-12.6%	0.27%	+5.8%
NKE	Sell	NIKE INCORPORATED CLASS B COMMON STOCK NPV	$114,234,000	-34.4%	1,349,806	-21.5%	0.24%	-14.1%
SINA	Sell	SINA CORPORATION COMMON STOCK USD0.133	$113,633,000	-19.9%	3,430,933	-3.4%	0.24%	+5.2%
OMC	Sell	OMNICOM GROUP INC COMMON STOCK USD0.15	$107,866,000	-40.7%	2,008,680	-10.6%	0.23%	-22.2%
CLX	Sell	CLOROX COMPANY COMMON STOCK USD1	$107,515,000	-7.2%	592,764	-21.5%	0.23%	+21.7%
IBN	Sell	ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10)adr	$106,309,000	-47.5%	13,238,976	-1.3%	0.23%	-31.2%
BAC	Sell	BANK OF AMERICA CORPORATION COMMON STOCK USD0.01	$99,717,000	-74.0%	4,661,880	-57.1%	0.21%	-65.9%
BAP	Sell	CREDICORP LIMITED COMMON STOCK USD5 (US LISTING)	$96,594,000	-60.3%	721,717	-36.8%	0.21%	-47.7%
CTLT	Sell	CATALENT INCORPORATED COMMON STOCK USD0.01	$94,326,000	-18.4%	1,800,469	-12.3%	0.20%	+7.4%
UBS	Sell	UBS GROUP AG CHF0.10 (REGISTERED)	$93,457,000	-38.0%	10,120,991	-17.9%	0.20%	-18.7%
AZO	Sell	AUTOZONE INCORPORATED COMMON STOCK USD0.01	$91,158,000	-42.8%	104,168	-22.2%	0.20%	-25.0%
ABT	Sell	ABBOTT LABORATORIES COMMON STOCK NPV	$88,345,000	-7.2%	1,067,872	-2.6%	0.19%	+21.9%
CTXS	Sell	CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001	$88,306,000	-6.0%	600,154	-29.1%	0.19%	+23.5%
LOGI	Sell	LOGITECH INTERNATIONAL SA CHF0.25 (REGISTERED)	$88,476,000	-8.5%	2,021,386	-4.2%	0.19%	+19.6%
MCD	Sell	MCDONALD'S CORPORATION COMMON STOCK USD0.01	$88,093,000	-40.9%	497,599	-34.1%	0.19%	-22.6%
ELS	Sell	EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01reit	$86,157,000	-23.4%	1,470,997	-7.9%	0.18%	+0.5%
AIZ	Sell	ASSURANT INCORPORATED COMMON STOCK USD0.01	$84,545,000	-23.4%	813,481	-3.4%	0.18%	+0.6%
MU	Sell	MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10	$82,650,000	-35.4%	1,782,385	-25.1%	0.18%	-14.9%
ENTG	Sell	ENTEGRIS INCORPORATED COMMON STOCK USD0.01	$82,132,000	-25.7%	1,693,457	-23.2%	0.18%	-2.2%
PBRA	Sell	PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV)adr	$82,139,000	-61.6%	13,712,740	-4.4%	0.18%	-49.6%
ARE	Sell	ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01reit	$82,033,000	-22.9%	595,826	-9.5%	0.18%	+1.2%
MFC	Sell	MANULIFE FINANCIAL CORPORATION COMMON NPV (CANADIAN LISTING)	$79,976,000	-50.5%	4,829,499	-21.2%	0.17%	-35.0%
EHC	Sell	ENCOMPASS HEALTH CORPORATION COMMON STOCK USD0.01	$78,838,000	-11.6%	1,232,419	-4.3%	0.17%	+16.6%
FDS	Sell	FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01	$78,207,000	-5.1%	293,019	-4.6%	0.17%	+24.6%
SYK	Sell	STRYKER CORP COM STK USD0.10	$77,499,000	-33.1%	467,823	-15.2%	0.17%	-12.2%
DIS	Sell	WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01	$76,773,000	-47.5%	770,970	-23.8%	0.16%	-31.1%
TMUS	Sell	T-MOBILE US INCORPORATED COMMON STOCK USD0.0001	$73,687,000	-47.3%	855,933	-52.0%	0.16%	-30.7%
HON	Sell	HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1	$73,707,000	-33.2%	550,062	-11.8%	0.16%	-12.2%
CMI	Sell	CUMMINS INCORPORATED COMMON STOCK USD2.50	$73,619,000	-37.8%	518,004	-21.7%	0.16%	-18.7%
VRSK	Sell	VERISK ANALYTICS INC COMMON STOCK USD0.001	$73,303,000	-19.1%	496,163	-18.2%	0.16%	+6.1%
AFL	Sell	AFLAC INCORPORATED COMMON STOCK USD0.10	$72,903,000	-42.6%	2,069,914	-13.8%	0.16%	-24.6%
T	Sell	AT AND T INCORPORATED COMMON STOCK USD1	$72,166,000	-54.5%	2,451,284	-39.6%	0.15%	-40.5%
CIEN	Sell	CIENA CORPORATION COMMON STOCK USD0.01	$70,534,000	-1.1%	1,566,384	-6.3%	0.15%	+30.2%
CSIQ	Sell	CANADIAN SOLAR INCORPORATED COMMON NPV (US LISTING)	$70,484,000	-27.1%	4,305,676	-1.6%	0.15%	-4.4%
BRO	Sell	BROWN & BROWN INCORPORATED COMMON STOCK USD0.10	$70,322,000	-23.7%	1,955,020	-16.2%	0.15%	0.0%
FIS	Sell	FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01	$69,699,000	-45.9%	566,564	-38.9%	0.15%	-29.0%
WU	Sell	WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01	$69,075,000	-32.4%	3,593,920	-5.8%	0.15%	-10.8%
BRKB	Sell	BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033	$67,185,000	-31.4%	362,692	-16.1%	0.14%	-9.4%
CHRW	Sell	C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10	$66,285,000	-37.5%	915,660	-32.5%	0.14%	-17.9%
HCA	Sell	HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01	$64,650,000	-73.0%	690,851	-57.4%	0.14%	-64.6%
GPK	Sell	GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01	$63,555,000	-30.3%	5,248,122	-4.2%	0.14%	-8.7%
PGR	Sell	PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1	$60,955,000	+4.5%	802,147	-0.5%	0.13%	+36.8%
LDOS	Sell	LEIDOS HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$60,819,000	-3.2%	640,939	-0.1%	0.13%	+27.5%
VMI	Sell	VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1	$60,203,000	-28.9%	552,270	-2.3%	0.13%	-6.5%
DLB	Sell	DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001	$58,723,000	-29.6%	1,065,547	-12.2%	0.13%	-7.4%
FTV	Sell	FORTIVE CORPORATION COMMON STOCK USD0.01	$58,433,000	-35.6%	1,020,659	-14.1%	0.12%	-15.5%
PYPL	Sell	PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001	$58,487,000	-16.9%	575,263	-11.6%	0.12%	+8.7%
ROP	Sell	ROPER TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$57,868,000	-45.7%	185,107	-38.5%	0.12%	-28.7%
MASI	Sell	MASIMO CORPORATION COMMON STOCK USD0.001	$58,005,000	-21.8%	313,320	-33.3%	0.12%	+2.5%
TAL	Sell	TAL EDUCATION GROUP ADR (EACH REPRESENTS 2 CLASS A ORDINARY SHARES)adr	$57,267,000	-13.9%	1,065,226	-22.8%	0.12%	+13.0%
COG	Sell	CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10	$56,153,000	-47.3%	3,071,780	-49.8%	0.12%	-30.6%
JKS	Sell	JINKOSOLAR HOLDING COMPANY LIMITED ADR (EACH REP 2 ORDINARY)adr	$55,474,000	-53.4%	3,723,077	-29.6%	0.12%	-38.7%
TRNO	Sell	TERRENO REALTY CORPORATION REIT USD0.01reit	$54,935,000	-28.9%	1,097,818	-23.1%	0.12%	-6.3%
ALLE	Sell	ALLEGION PLC COMMON STOCK USD0.01	$55,245,000	-33.9%	584,666	-12.8%	0.12%	-13.2%
AMX	Sell	AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES)adr	$55,280,000	-35.9%	4,836,375	-10.2%	0.12%	-15.7%
RGA	Sell	REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01	$54,741,000	-48.3%	613,624	-5.5%	0.12%	-32.4%
IDA	Sell	IDACORP INCORPORATED COMMON STOCK NPV	$54,696,000	-16.6%	588,446	-4.1%	0.12%	+9.3%
WST	Sell	WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25	$54,792,000	-2.0%	339,690	-8.7%	0.12%	+28.6%
DEO	Sell	DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28)adr	$54,593,000	-38.6%	431,871	-18.1%	0.12%	-19.3%
HUBB	Sell	HUBBELL INCORPORATED COMMON STOCK USD0.01	$53,894,000	-35.3%	465,165	-17.4%	0.12%	-15.4%
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01	$53,574,000	-68.5%	1,105,780	-59.6%	0.12%	-58.5%
LNT	Sell	ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01	$52,462,000	-12.6%	1,096,852	-0.1%	0.11%	+14.3%
CNI	Sell	CANADIAN NATIONAL RAILWAY COMMON STOCK NPV	$52,269,000	-55.6%	462,270	-53.9%	0.11%	-41.7%
EXPD	Sell	EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01	$50,753,000	-27.9%	733,311	-18.7%	0.11%	-5.2%
PNR	Sell	PENTAIR PLC COMMON STOCK USD0.167	$50,735,000	-37.2%	1,645,090	-6.6%	0.11%	-17.4%
AFG	Sell	AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV	$49,516,000	-46.5%	716,994	-15.1%	0.11%	-29.8%
MCK	Sell	MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01	$49,243,000	-22.7%	364,232	-20.9%	0.10%	+1.0%
ZBH	Sell	ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01	$49,157,000	-36.4%	501,916	-2.7%	0.10%	-16.7%
PTC	Sell	PTC INCORPORATED COMMON STOCK USD0.01	$48,711,000	-29.9%	817,427	-11.9%	0.10%	-8.0%
ON	Sell	ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01	$47,587,000	-51.4%	3,697,532	-7.9%	0.10%	-35.8%
BSAC	Sell	BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES)adr	$47,074,000	-47.1%	2,772,356	-28.1%	0.10%	-30.3%
AJG	Sell	GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1	$47,294,000	-15.7%	575,274	-2.4%	0.10%	+11.0%
HRB	Sell	BLOCK(H & R) INC COM STK NPV	$46,547,000	-58.9%	3,432,623	-28.9%	0.10%	-45.9%
LMT	Sell	LOCKHEED MARTIN CORP COMMON STOCK USD0.01	$44,803,000	-29.3%	121,765	-25.2%	0.10%	-6.8%
TDC	Sell	TERADATA CORPORATION COMMON STOCK USD0.01	$44,266,000	-25.2%	2,020,336	-8.7%	0.10%	-1.0%
RJF	Sell	RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01	$44,466,000	-37.0%	692,500	-12.3%	0.10%	-17.4%
BC	Sell	BRUNSWICK CORPORATION COMMON STOCK USD0.75	$42,949,000	-61.4%	1,463,825	-21.0%	0.09%	-49.2%
LYB	Sell	LYONDELLBASELL INDUSTRIES NV CLASS A COMMON STOCK USD0.01	$42,652,000	-55.5%	855,087	-15.8%	0.09%	-41.7%
GIB	Sell	CGI INC COM NPV SUBORD VOTING SHARES CLASS A	$42,049,000	-57.0%	534,293	-40.6%	0.09%	-43.4%
FBHS	Sell	FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01	$41,785,000	-62.1%	1,028,692	-39.0%	0.09%	-50.6%
LSTR	Sell	LANDSTAR COMMON STOCK NPV	$41,681,000	-28.3%	419,118	-17.9%	0.09%	-6.3%
CM	Sell	CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV	$41,574,000	-45.2%	508,653	-27.6%	0.09%	-28.2%
COO	Sell	COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10	$41,022,000	-19.1%	138,270	-12.4%	0.09%	+6.0%
NSC	Sell	NORFOLK SOUTHERN CORP COMMON STOCK USD1	$40,751,000	-39.5%	263,338	-24.0%	0.09%	-20.9%
RY	Sell	ROYAL BANK OF CANADA COMMON NPV	$40,710,000	-30.4%	473,912	-16.7%	0.09%	-8.4%
BKI	Sell	BLACK KNIGHT INCORPRATED-COMMON STOCK USD 0.0001	$39,205,000	-32.2%	627,993	-29.9%	0.08%	-10.6%
QTS	Sell	QTS REALTY TRUST INC-CL A REIT USD0.01reit	$38,946,000	-7.8%	662,021	-14.9%	0.08%	+20.3%
UCBI	Sell	UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1	$38,408,000	-41.0%	2,052,797	-2.7%	0.08%	-22.6%
C	Sell	CITIGROUP INCORPORATED COMMON STOCK USD0.01	$37,718,000	-60.6%	917,260	-23.4%	0.08%	-48.1%
AVGO	Sell	BROADCOM INCORPORATED COMMON STOCK NPV	$38,028,000	-71.4%	150,641	-64.2%	0.08%	-62.7%
RHI	Sell	ROBERT HALF INTERNATIONAL INCORPORATE COMMON STOCK USD1	$37,977,000	-44.2%	995,464	-7.6%	0.08%	-27.0%
CVX	Sell	CHEVRON CORPORATION COMMON STOCK USD0.75	$37,871,000	-79.1%	471,106	-68.7%	0.08%	-72.6%
HPE	Sell	HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01	$37,342,000	-50.5%	3,798,739	-20.1%	0.08%	-35.0%
SBAC	Sell	SBA COMMUNICATIONS CORPORATION REIT USD0.01reit	$37,061,000	-1.8%	133,573	-14.7%	0.08%	+27.4%
TGT	Sell	TARGET CORPORATION COMMON STOCK USD0.167	$36,088,000	-40.8%	370,095	-22.1%	0.08%	-22.2%
DGX	Sell	QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01	$35,980,000	-65.0%	457,235	-52.5%	0.08%	-54.2%
LITE	Sell	LUMENTUM HOLDINGS INCORPORATED COMMON STOCK USD0.001	$35,609,000	-12.1%	476,051	-6.8%	0.08%	+15.2%
NEM	Sell	NEWMONT CORP COMMON STOCK USD1.60	$35,584,000	-21.5%	710,121	-31.9%	0.08%	+2.7%
LRCX	Sell	LAM RESEARCH CORP COMMON STOCK NPV	$34,920,000	-48.6%	139,263	-40.1%	0.08%	-32.4%
PNC	Sell	PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5	$34,603,000	-56.9%	363,062	-27.8%	0.07%	-43.5%
WM	Sell	WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01	$34,370,000	-54.6%	376,496	-43.4%	0.07%	-39.8%
BR	Sell	BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$34,735,000	-54.4%	352,249	-42.9%	0.07%	-40.3%
ARW	Sell	ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1	$33,593,000	-45.7%	604,951	-17.2%	0.07%	-28.7%
REXR	Sell	REXFORD INDUSTRIAL REALTY IN REIT USD0.01reit	$33,590,000	-41.9%	879,551	-30.5%	0.07%	-23.4%
AME	Sell	AMETEK INC COMMON STOCK USD0.01	$33,161,000	-63.1%	439,624	-51.2%	0.07%	-51.4%
FTNT	Sell	FORTINET INCORPORATED COMMON STOCK USD0.001	$32,785,000	-50.1%	303,900	-50.7%	0.07%	-34.6%
GWW	Sell	GRAINGER(W.W.) INC COMMON STOCK USD0.50	$32,607,000	-31.2%	129,814	-7.3%	0.07%	-9.1%
SRCL	Sell	STERICYCLE INCORPORATED COMMON STOCK USD0.01	$31,726,000	-48.2%	724,174	-24.6%	0.07%	-32.0%
TFC	Sell	TRUIST FINANCIAL CORPORATION USD5	$31,697,000	-52.1%	1,064,729	-9.5%	0.07%	-37.0%
PFG	Sell	PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01	$31,927,000	-53.5%	1,129,759	-9.5%	0.07%	-39.3%
FSLR	Sell	FIRST SOLAR INCORPORATED COMMON STOCK USD0.001	$31,452,000	-43.8%	855,824	-14.4%	0.07%	-26.4%
AMP	Sell	AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01	$31,522,000	-47.3%	307,285	-14.5%	0.07%	-30.9%
GS	Sell	GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01	$31,211,000	-38.7%	197,248	-11.0%	0.07%	-19.3%
INVH	Sell	INVITATION HOMES INCORPORATED REIT USD0.01reit	$30,700,000	-31.7%	1,431,234	-4.6%	0.07%	-9.6%
DLX	Sell	DELUXE CORPORATION COMMON STOCK USD1	$30,941,000	-52.2%	1,270,148	-2.1%	0.07%	-37.1%
CHD	Sell	CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1	$30,334,000	-60.7%	440,511	-59.8%	0.06%	-48.4%
VNET	Sell	21VIANET GROUP INCORPORATED SPONSORED ADR (EACH REPRESENTS 6 ORDINARY SHARES)adr	$29,772,000	+105.5%	1,950,959	-2.4%	0.06%	+166.7%
NI	Sell	NISOURCE INC	$30,081,000	-12.8%	1,225,306	-1.1%	0.06%	+14.3%
XOM	Sell	EXXON MOBIL CORPORATION COMMON STOCK NPV	$29,682,000	-69.6%	733,441	-47.5%	0.06%	-60.4%
SUI	Sell	SUN COMMUNITIES INC REIT USD0.01reit	$29,103,000	-26.1%	245,370	-6.5%	0.06%	-3.1%
PRU	Sell	PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01	$28,633,000	-62.2%	582,692	-27.9%	0.06%	-50.4%
PSA	Sell	PUBLIC STORAGE REIT USD0.10reit	$28,099,000	-17.3%	137,921	-13.6%	0.06%	+9.1%
CUBE	Sell	CUBESMART REIT USD0.01reit	$28,065,000	-33.1%	1,061,057	-20.4%	0.06%	-11.8%
CE	Sell	CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING)	$27,866,000	-59.7%	384,515	-31.5%	0.06%	-46.9%
SPY	Sell	SPDR SnP 500 ETF TRUSTetf	$27,508,000	-70.4%	103,857	-64.0%	0.06%	-60.9%
ZION	Sell	ZIONS BANCORPORATION COMMON STOCK NPV	$27,619,000	-55.6%	1,025,598	-14.5%	0.06%	-41.6%
WRE	Sell	WASHINGTON REIT USD0.01reit	$27,540,000	-32.5%	1,237,185	-11.5%	0.06%	-10.6%
PCRX	Sell	PACIRA BIOSCIENCES INCORPORATED COMMON STOCK NPV	$26,213,000	-36.4%	819,168	-10.0%	0.06%	-16.4%
FIBK	Sell	FIRST INTERSTATE BANCSYSTEM INCORPORATED CLASS A COMMON STOCK NPV	$25,769,000	-36.2%	900,379	-6.5%	0.06%	-16.7%
HAIN	Sell	HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01	$25,049,000	-11.7%	958,626	-12.2%	0.05%	+17.4%
SYF	Sell	SYNCHRONY FINANCIAL COMMON STOCK USD0.001	$24,597,000	-59.2%	1,587,928	-5.2%	0.05%	-45.9%
SLB	Sell	SCHLUMBERGER LTD EUR0.010000	$24,240,000	-68.8%	1,546,970	-20.0%	0.05%	-59.1%
EW	Sell	EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1	$24,402,000	-29.1%	124,869	-15.4%	0.05%	-7.1%
ALXN	Sell	ALEXION PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	$23,679,000	-32.0%	246,890	-23.3%	0.05%	-10.5%
KEX	Sell	KIRBY CORPORATION COMMON STOCK USD0.10	$23,160,000	-58.1%	509,916	-17.3%	0.05%	-44.4%
RRR	Sell	RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01	$23,533,000	-69.3%	2,519,612	-21.3%	0.05%	-60.0%
LAMR	Sell	LAMAR ADVERTISING COMPANY CLASS A REIT USD0.001reit	$23,454,000	-60.0%	539,921	-17.8%	0.05%	-47.9%
DAR	Sell	DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01	$22,885,000	-36.5%	1,212,792	-5.5%	0.05%	-16.9%
LUV	Sell	SOUTHWEST AIRLINES COMPANY COMMON STOCK USD1	$22,837,000	-46.4%	743,866	-5.7%	0.05%	-29.0%
CERN	Sell	CERNER CORPORATION COMMON STOCK USD0.01	$22,493,000	-22.8%	351,681	-11.4%	0.05%	+2.1%
ST	Sell	SENSATA TECHNOLOGIES HOLDING PLC COMMON STOCK EUR0.01	$22,279,000	-49.2%	708,599	-13.0%	0.05%	-32.4%
BCE	Sell	BCE INCORPORATED COMMON NPV	$22,208,000	-42.1%	386,028	-39.4%	0.05%	-22.6%
AMAT	Sell	APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01	$22,225,000	-41.3%	481,584	-22.3%	0.05%	-22.6%
HR	Sell	HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01reit	$22,458,000	-45.1%	819,918	-33.1%	0.05%	-28.4%
VWO	Sell	VANGUARD FTSE EMERGING MARKETS ETFetf	$22,289,000	-24.1%	650,220	-1.5%	0.05%	0.0%
HYG	Sell	ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETFetf	$21,984,000	-77.4%	291,803	-73.7%	0.05%	-70.4%
IP	Sell	INTERNATIONAL PAPER COMPANY COMMON STOCK USD1	$21,984,000	-35.1%	697,233	-5.2%	0.05%	-14.5%
BK	Sell	BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01	$21,986,000	-33.9%	623,880	-5.6%	0.05%	-13.0%
STAY	Sell	EXTENDED STAY AMERICA INC COMMON STOCK NPV	$22,167,000	-70.5%	3,144,204	-37.8%	0.05%	-61.5%
TECH	Sell	BIO-TECHNE CORPORATION COMMON STOCK USD0.01	$21,608,000	-33.4%	111,068	-24.9%	0.05%	-13.2%
MET	Sell	METLIFE INCORPORATED COMMON STOCK USD0.01	$21,473,000	-46.1%	701,019	-10.3%	0.05%	-29.2%
ALSN	Sell	ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01	$21,659,000	-68.2%	649,248	-54.0%	0.05%	-58.6%
PKG	Sell	PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01	$21,667,000	-51.5%	253,622	-36.4%	0.05%	-37.0%
RGEN	Sell	REPLIGEN CORPORATION COMMON STOCK USD0.01	$21,523,000	-3.0%	213,710	-10.9%	0.05%	+27.8%
NLSN	Sell	NIELSEN HOLDINGS PUBLIC LIMITED COMPANY ORDINARY EUR0.07	$21,129,000	-44.4%	1,604,310	-14.3%	0.04%	-27.4%
CMA	Sell	COMERICA INC COMMON STOCK USD5	$20,879,000	-67.7%	720,207	-20.0%	0.04%	-57.1%
YUM	Sell	YUM BRANDS INCORPORATED COMMON STOCK NPV	$20,679,000	-52.3%	293,313	-31.8%	0.04%	-38.0%
BSX	Sell	BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01	$20,452,000	-36.2%	622,027	-12.2%	0.04%	-15.4%
IEMG	Sell	ISHARES CORE MSCI EMERGING ETFetf	$20,638,000	-43.7%	498,622	-26.8%	0.04%	-26.7%
BWA	Sell	BORGWARNER INCORPORATED COMMON STOCK USD0.01	$20,161,000	-65.6%	815,279	-39.6%	0.04%	-54.7%
AMT	Sell	AMERICAN TOWER CORPORATION REIT USD0.01reit	$20,181,000	-33.1%	85,807	-34.6%	0.04%	-12.2%
TJX	Sell	TJX COS INCORPORATED COMMON STOCK USD1	$20,210,000	-52.5%	438,305	-37.1%	0.04%	-37.7%
GIS	Sell	GENERAL MILLS INC COMMON STOCK USD0.10	$19,182,000	-20.7%	332,436	-26.4%	0.04%	+5.1%
ANSS	Sell	ANSYS INCORPORATED COMMON STOCK USD0.01	$19,111,000	-35.9%	78,822	-32.0%	0.04%	-16.3%
DB	Sell	DEUTSCHE BANK AG NPV (REGISTERED)	$19,014,000	-33.3%	3,229,871	-21.6%	0.04%	-10.9%
TDOC	Sell	TELADOC HEALTH INCORPORATED COMMON STOCK USD0.001	$18,920,000	-10.0%	126,024	-49.8%	0.04%	+17.6%
MCO	Sell	MOODY'S CORPORATION COMMON STOCK USD0.01	$18,109,000	-41.1%	79,022	-38.9%	0.04%	-22.0%
NOVT	Sell	NOVANTA INCORPORATED COMMON STOCK NPV	$18,296,000	-22.6%	244,371	-8.5%	0.04%	+2.6%
LBTYA	Sell	LIBERTY GLOBAL PLC CLASS A COMMON STOCK USD0.01	$18,175,000	-36.2%	1,064,082	-15.1%	0.04%	-15.2%
IDXX	Sell	IDEXX LABORATORIES CORP	$17,830,000	-28.7%	70,076	-26.9%	0.04%	-7.3%
FE	Sell	FIRSTENERGY CORPORATION COMMON STOCK USD0.10	$17,532,000	-17.3%	423,894	-2.8%	0.04%	+8.6%
URI	Sell	UNITED RENTALS INCORPORATED COMMON STOCK USD0.01	$17,615,000	-41.9%	170,720	-6.0%	0.04%	-22.4%
APD	Sell	AIR PRODUCTS & CHEMICALS INC COM STK US$1	$17,175,000	-26.8%	88,597	-11.3%	0.04%	-2.6%
HRL	Sell	HORMEL FOODS CORPORATION COMMON STOCK USD0.0293	$17,505,000	-63.2%	360,555	-65.8%	0.04%	-51.9%
BFB	Sell	BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15	$17,392,000	-16.3%	303,043	-1.4%	0.04%	+8.8%
BIDU	Sell	BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES)adr	$17,331,000	-30.7%	168,359	-14.9%	0.04%	-9.8%
ROST	Sell	ROSS STORES INCORPORATE COMMON STOCK USD0.01	$16,979,000	-64.9%	194,764	-53.2%	0.04%	-54.4%
SABR	Sell	SABRE CORPORATION COMMON STOCK USD0.01	$17,039,000	-79.9%	3,081,116	-18.3%	0.04%	-73.9%
DCI	Sell	DONALDSON COMPANY INC COMMON STOCK USD5	$16,864,000	-57.7%	442,391	-36.1%	0.04%	-44.6%
BEN	Sell	FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10	$16,932,000	-59.9%	1,010,881	-37.9%	0.04%	-47.8%
SPG	Sell	SIMON PROPERTY GROUP INCORPORATED REIT USD0.0001reit	$16,193,000	-77.7%	299,553	-38.5%	0.04%	-70.3%
EVFM	Sell	EVOFEM BIOSCIENCES INC USD0.000100	$16,587,000	-19.9%	3,189,833	-5.0%	0.04%	+2.9%
FHI	Sell	FEDERATED HERMES INCORPORATED CLASS B COMMON STOCK NPV	$16,267,000	-60.1%	852,571	-31.8%	0.04%	-47.0%
SYNH	Sell	SYNEOS HEALTH INCORPORATED COMMON STOCK USD0.01	$15,745,000	-47.4%	383,846	-23.8%	0.03%	-30.6%
CVCO	Sell	CAVCO INDUSTRIES INC COMMON STOCK USD0.01	$15,981,000	-48.2%	132,721	-15.9%	0.03%	-32.0%
ESE	Sell	ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$16,065,000	-29.8%	211,965	-14.3%	0.03%	-8.1%
CDNS	Sell	CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01	$15,835,000	-67.2%	228,095	-67.2%	0.03%	-57.0%
BAX	Sell	BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1	$15,992,000	-50.8%	188,295	-51.6%	0.03%	-35.8%
LIVN	Sell	LIVANOVA PLC COMMON STOCK GBP1	$16,077,000	-53.7%	349,734	-24.1%	0.03%	-40.4%
GPS	Sell	GAP INCORPORATED (THE) COMMON STOCK USD0.05	$15,302,000	-68.6%	2,322,117	-15.9%	0.03%	-58.8%
TTC	Sell	TORO COMPANY COMMON STOCK USD1	$15,130,000	-66.2%	230,951	-58.9%	0.03%	-56.2%
MYL	Sell	MYLAN NV EUR0.01	$15,081,000	-46.9%	1,074,112	-24.0%	0.03%	-30.4%
CW	Sell	CURTISS-WRIGHT CORPORATION COMMON STOCK USD1	$14,920,000	-70.6%	163,077	-54.8%	0.03%	-61.4%
LEA	Sell	LEAR CORP COMMON STOCK USD0.01	$15,005,000	-46.1%	187,635	-7.5%	0.03%	-28.9%
WNS	Sell	WNS HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY)adr	$14,890,000	-50.9%	390,710	-14.9%	0.03%	-34.7%
DD	Sell	DUPONT DE NEMOURS INCORPORATED COMMON USD0.010000	$15,134,000	-48.2%	427,628	-5.5%	0.03%	-33.3%
FOXA	Sell	FOX CORPORATION - CLASS A USD0.01	$14,505,000	-65.3%	578,819	-48.6%	0.03%	-54.4%
AGN	Sell	ALLERGAN PLC COMMON STOCK USD0.0001	$14,672,000	-25.1%	82,358	-19.6%	0.03%	-3.1%
WBS	Sell	WEBSTER FINANCIAL CORP COM STK US$0.01	$14,714,000	-59.8%	642,816	-6.4%	0.03%	-48.3%
ZBRA	Sell	ZEBRA TECHNOLOGIES CLASS 'A' COMMON STOCK USD0.01	$14,354,000	-41.0%	74,816	-21.4%	0.03%	-22.5%
ABC	Sell	AMERISOURCE BERGEN CORPORATION CLASS 'A' COMMON STOCK USD0.01	$13,985,000	-66.9%	162,068	-67.4%	0.03%	-56.5%
LNC	Sell	LINCOLN NATIONAL CORPORATION COMMON STOCK NPV	$14,183,000	-55.9%	525,488	-3.7%	0.03%	-42.3%
APLE	Sell	APPLE HOSPITALITY REIT INCORPORATED NPVreit	$13,864,000	-68.2%	1,763,877	-34.3%	0.03%	-57.7%
WABC	Sell	WESTAMERICA BANCORP COM STK NPV	$13,956,000	-22.3%	235,550	-11.1%	0.03%	+3.4%
FCNCA	Sell	FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1	$13,460,000	-67.7%	43,035	-45.0%	0.03%	-57.4%
VICI	Sell	VICI PROPERTIES INCORPRATED REIT USD0.01reit	$13,326,000	-59.1%	934,476	-26.7%	0.03%	-45.3%
WELL	Sell	WELLTOWER INCORPORATED REIT USD1reit	$13,488,000	-58.9%	317,288	-20.9%	0.03%	-45.3%
JAZZ	Sell	JAZZ PHARMACEUTICALS PLC USD0.0001 (US LISTING)	$13,639,000	-52.0%	128,951	-32.3%	0.03%	-37.0%
APH	Sell	AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001	$13,466,000	-61.7%	178,729	-45.0%	0.03%	-49.1%
UNM	Sell	UNUM GROUP COMMON STOCK USD0.10	$13,681,000	-59.8%	961,393	-17.6%	0.03%	-47.3%
ALK	Sell	ALASKA AIRGROUP INC COMMON STOCK USD1	$13,391,000	-79.2%	502,108	-47.1%	0.03%	-72.4%
MKTX	Sell	MARKETAXESS HOLDINGS INCORPORATED COMMON STOCK USD0.003	$12,962,000	-53.4%	32,484	-55.7%	0.03%	-37.8%
SU	Sell	SUNCOR ENERGY INCORPORATED NEW COMMON NPV (CANADA LISTING)	$12,952,000	-70.6%	540,978	-47.8%	0.03%	-61.1%
DISCA	Sell	DISCOVERY INCORPORATED CLASS A COMMON STOCK USD0.01	$13,318,000	-56.2%	677,741	-27.1%	0.03%	-44.0%
RSG	Sell	REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01	$13,127,000	-60.1%	177,139	-51.8%	0.03%	-48.1%
UPS	Sell	UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01	$12,972,000	-28.4%	135,581	-12.4%	0.03%	-6.7%
EXC	Sell	EXELON CORPORATION COMMON STOCK NPV	$12,832,000	-78.9%	353,304	-73.6%	0.03%	-72.7%
COF	Sell	CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01	$12,603,000	-69.8%	255,020	-37.0%	0.03%	-60.3%
CP	Sell	CANADIAN PACIFIC RAILWAY LTD	$12,761,000	-65.6%	40,619	-63.8%	0.03%	-55.0%
CSX	Sell	CSX CORPORATION COMMON STOCK USD1	$12,523,000	-68.3%	204,389	-62.6%	0.03%	-57.8%
QGEN	Sell	QIAGEN NV USD0.01	$12,645,000	-9.9%	342,516	-25.7%	0.03%	+17.4%
SBUX	Sell	STARBUCKS CORPORATION COMMON STOCK USD0.001	$12,409,000	-88.0%	183,037	-84.5%	0.03%	-84.0%
KLAC	Sell	KLA CORPORATION COMMON STOCK USD0.001	$12,725,000	-20.1%	85,687	-4.1%	0.03%	+3.8%
BBD	Sell	BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV)adr	$12,766,000	-58.5%	3,223,694	-6.2%	0.03%	-46.0%
OC	Sell	OWENS CORNING INCORPORATED COMMON STOCK USD0.01	$12,707,000	-46.2%	331,768	-8.6%	0.03%	-28.9%
LVS	Sell	LAS VEGAS SANDS CORPORATION COMMON STOCK USD0.001	$12,381,000	-48.2%	304,197	-12.2%	0.03%	-33.3%
PHM	Sell	PULTE GROUP INCORPORATED COMMON STOCK USD0.01	$12,062,000	-65.3%	555,863	-37.9%	0.03%	-54.4%
NPO	Sell	ENPRO INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$11,966,000	-47.0%	292,716	-13.4%	0.03%	-29.7%
MTSI	Sell	MACOM TECHNOLOGY SOLUTIONS HOLDINGS INCORPORATED COMMON STOCK USD0.01	$12,335,000	-28.4%	569,727	-12.0%	0.03%	-7.1%
CWK	Sell	CUSHMAN & WAKEFIELD PLC USD0.010000	$12,021,000	-51.2%	1,156,911	-4.0%	0.03%	-35.0%
GNRC	Sell	GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01	$12,330,000	-64.0%	134,018	-60.7%	0.03%	-53.6%
ETN	Sell	EATON CORPORATION PLC COMMON STOCK USD0.50	$11,829,000	-42.0%	152,839	-29.0%	0.02%	-24.2%
SSD	Sell	SIMPSON MANUFACTURING COMPANY INCORPORATED COMMON STOCK USD0.01	$11,176,000	-28.9%	178,722	-8.7%	0.02%	-7.7%
AMG	Sell	AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV	$11,217,000	-41.5%	181,985	-19.5%	0.02%	-22.6%
PCAR	Sell	PACCAR INCORPORATED COMMON STOCK USD1	$11,090,000	-35.8%	170,778	-21.8%	0.02%	-14.3%
GBDC	Sell	GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001	$11,169,000	-47.5%	1,118,036	-3.0%	0.02%	-31.4%
VIV	Sell	TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE)adr	$10,532,000	-52.9%	1,062,766	-31.9%	0.02%	-36.1%
LANC	Sell	LANCASTER COLONY CORPORATION COMMON STOCK NPV	$10,911,000	-19.6%	82,518	-2.7%	0.02%	+4.5%
GDS	Sell	GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES)adr	$10,583,000	+0.5%	196,709	-3.7%	0.02%	+35.3%
TECK	Sell	TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV	$10,914,000	-74.4%	1,015,199	-46.3%	0.02%	-66.7%
APOG	Sell	APOGEE ENTERPRISESINC COM STK USD0.33 1/3	$10,085,000	-49.3%	564,651	-7.8%	0.02%	-31.2%
PRGS	Sell	PROGRESS SOFTWARE CORPORATION COMMON STOCK USD0.01	$10,339,000	-39.9%	298,892	-27.8%	0.02%	-21.4%
DAL	Sell	DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001	$10,157,000	-80.5%	455,049	-49.0%	0.02%	-74.1%
EVR	Sell	EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$10,236,000	-38.0%	207,792	-5.9%	0.02%	-18.5%
LII	Sell	LENNOX INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$10,408,000	-68.3%	58,336	-56.7%	0.02%	-59.3%
KSU	Sell	KANSAS CITY SOUTHERN COMMON STOCK USD0.01	$10,501,000	-25.3%	78,074	-14.9%	0.02%	-4.3%
AGI	Sell	ALAMOS GOLD INCORPORATED CLASS A COMMON NPV	$10,451,000	-25.5%	1,273,039	-28.9%	0.02%	-4.3%
STE	Sell	STERIS PLC USD75.000000	$9,800,000	-66.5%	65,930	-65.6%	0.02%	-56.2%
PAAS	Sell	PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING)	$9,607,000	-47.6%	540,257	-25.4%	0.02%	-30.0%
RF	Sell	REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01	$9,713,000	-49.3%	1,093,796	-2.0%	0.02%	-32.3%
BRX	Sell	BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01reit	$9,562,000	-81.3%	1,087,834	-53.9%	0.02%	-75.9%
AEE	Sell	AMEREN CORPORATION COMMON STOCK USD0.01	$9,128,000	-21.2%	122,875	-18.5%	0.02%	+5.3%
CSWI	Sell	CSW INDUSTRIALS INCORPORATED COMMON STOCK USD0.01	$9,572,000	-35.5%	151,765	-21.3%	0.02%	-16.7%
FMBI	Sell	FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01	$9,225,000	-67.3%	698,876	-42.8%	0.02%	-56.5%
OXM	Sell	OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1	$9,410,000	-51.6%	257,732	-0.0%	0.02%	-37.5%
CCEP	Sell	COCA-COLA EUROPEAN PARTNERS PLC COMMON STOCK EUR 0.01	$8,866,000	-51.8%	211,755	-41.4%	0.02%	-36.7%
FRT	Sell	FEDERAL REALTY INVESTMENT TRUST REIT USD0.01reit	$8,890,000	-73.7%	122,348	-53.4%	0.02%	-65.5%
CCL	Sell	CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK)	$8,982,000	-85.2%	879,668	-26.3%	0.02%	-80.8%
LECO	Sell	LINCOLN ELECTRIC HOLDINGS INCORPORATED COMMON STOCK NPV	$8,261,000	-51.0%	114,675	-34.2%	0.02%	-33.3%
DRH	Sell	DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01reit	$8,253,000	-58.4%	1,741,134	-2.8%	0.02%	-43.8%
ALEX	Sell	ALEXANDER AND BALDWIN INCORPORATED REIT NPVreit	$8,632,000	-49.3%	794,135	-2.3%	0.02%	-35.7%
THRM	Sell	GENTHERM INCORPORATED COMMON STOCK NPV	$7,863,000	-63.3%	259,232	-46.3%	0.02%	-51.4%
CHH	Sell	CHOICE HOTELS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$7,942,000	-78.7%	126,587	-64.9%	0.02%	-72.1%
CRI	Sell	CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01	$8,120,000	-56.2%	114,370	-32.5%	0.02%	-43.3%
IAG	Sell	IAMGOLD CORPORATION COMMON NPV	$8,081,000	-43.4%	2,327,847	-24.0%	0.02%	-26.1%
EFA	Sell	ISHARES TRUST MSCI EAFE ETFetf	$7,810,000	-55.0%	145,706	-41.7%	0.02%	-39.3%
ADS	Sell	ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01	$8,030,000	-74.2%	257,701	-7.1%	0.02%	-66.7%
MSI	Sell	MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01	$7,995,000	-21.3%	56,742	-10.0%	0.02%	0.0%
EV	Sell	EATON VANCE CORPORATION COMMON STOCK USD0.00781	$7,863,000	-56.1%	245,471	-36.0%	0.02%	-41.4%
AEL	Sell	AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1	$7,588,000	-46.7%	422,263	-11.2%	0.02%	-30.4%
YY	Sell	JOYY Inc-ADR (EACH REPRESENTS 20 ORDINARY)adr	$7,440,000	-36.8%	124,666	-44.1%	0.02%	-15.8%
ESS	Sell	ESSEX PROPERTY TRUST INCORPORATED REIT NPVreit	$7,520,000	-71.5%	35,368	-59.6%	0.02%	-62.8%
MCHP	Sell	MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001	$7,485,000	-42.5%	101,174	-18.6%	0.02%	-23.8%
SYY	Sell	SYSCO CORPORATION COMMON STOCK USD1	$7,479,000	-51.4%	166,183	-7.6%	0.02%	-36.0%
HPP	Sell	HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01reit	$7,278,000	-83.7%	296,347	-75.0%	0.02%	-78.1%
FAF	Sell	FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001	$7,689,000	-79.8%	183,125	-71.9%	0.02%	-74.2%
CCK	Sell	CROWN HOLDINGS INCORPORATED COMMON STOCK USD5	$7,233,000	-85.2%	126,558	-81.2%	0.02%	-81.2%
EXPE	Sell	EXPEDIA GROUP INCORPORATED COMMON STOCK USD0.001	$6,917,000	-55.2%	130,941	-8.4%	0.02%	-40.0%
IVZ	Sell	INVESCO LIMITED ORDINARY USD0.10	$6,885,000	-68.8%	768,343	-37.4%	0.02%	-58.3%
HST	Sell	HOST HOTELS & RESORTS INCORPORATED REIT USD0.01reit	$7,057,000	-47.0%	677,246	-5.6%	0.02%	-31.8%
DHI	Sell	D.R. HORTON INCORPORATED COMMON STOCK USD0.01	$6,850,000	-35.2%	185,891	-7.2%	0.02%	-11.8%
UTX	Sell	UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1	$6,646,000	-95.5%	77,271	-92.1%	0.01%	-94.1%
ODFL	Sell	OLD DOMINION FREIGHT LINE	$6,661,000	-39.9%	48,206	-17.4%	0.01%	-22.2%
HOLX	Sell	HOLOGIC INCORPORATED COMMON STOCK USD0.01	$6,464,000	-33.7%	180,267	-3.5%	0.01%	-12.5%
CFG	Sell	CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01	$6,450,000	-90.0%	343,247	-78.4%	0.01%	-86.7%
ERIE	Sell	ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV	$6,470,000	-42.0%	37,973	-43.5%	0.01%	-22.2%
NUE	Sell	NUCOR CORPORATION COMMON STOCK USD0.40	$6,347,000	-38.8%	169,201	-8.2%	0.01%	-17.6%
VAR	Sell	VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1	$6,778,000	-88.4%	65,063	-84.2%	0.01%	-85.3%
CHE	Sell	CHEMED CORPORATION COMMON STOCK USD1	$5,850,000	-13.6%	13,360	-13.3%	0.01%	+18.2%
MBT	Sell	MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES)adr	$6,005,000	-77.5%	750,646	-71.4%	0.01%	-69.8%
TER	Sell	TERADYNE INCORPORATE COMMON STOCK USD0.125	$5,979,000	-36.1%	100,991	-26.4%	0.01%	-13.3%
FPH	Sell	FIVE POINT HOLDINGS LLC COMMON STOCK NPV	$6,091,000	-27.9%	1,189,690	-2.1%	0.01%	-7.1%
VLO	Sell	VALERO ENERGY CORPORATION COMMON STOCK USD0.01	$6,057,000	-76.0%	131,412	-51.3%	0.01%	-68.3%
DUK	Sell	DUKE ENERGY CORPORATION COMMON STOCK USD0.001	$5,983,000	-24.0%	73,634	-14.7%	0.01%	0.0%
BRC	Sell	BRADY CORPORATION CLASS 'A' COMMON STOCK USD0.01	$5,859,000	-40.3%	132,950	-22.4%	0.01%	-18.8%
ED	Sell	CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10	$6,136,000	-61.5%	75,716	-57.0%	0.01%	-50.0%
WEC	Sell	WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01	$6,025,000	-20.8%	66,011	-20.0%	0.01%	+8.3%
KSS	Sell	KOHLS CORPORATION COMMON STOCK USD0.01	$5,391,000	-74.6%	380,969	-8.6%	0.01%	-65.7%
XRX	Sell	XEROX HOLDINGS CORP USD1.000000	$5,445,000	-87.3%	291,010	-74.9%	0.01%	-82.9%
CCI	Sell	CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01reit	$5,629,000	-23.4%	37,838	-26.8%	0.01%	0.0%
D	Sell	DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV	$5,637,000	-25.9%	76,056	-17.2%	0.01%	0.0%
SO	Sell	SOUTHERN COMPANY (THE) COMMON STOCK USD5	$5,473,000	-38.6%	98,780	-29.4%	0.01%	-20.0%
BBBY	Sell	BED BATH AND BEYOND COMMON STOCK USD0.01	$5,651,000	-77.0%	1,281,478	-9.6%	0.01%	-70.0%
FICO	Sell	FAIR ISAAC CORPORATION COMMON STOCK USD0.01	$5,405,000	-69.1%	17,919	-61.6%	0.01%	-57.1%
ETR	Sell	ENTERGY CORPORATION COMMON STOCK USD0.01	$5,517,000	-56.3%	59,322	-43.7%	0.01%	-42.9%
STLD	Sell	STEEL DYNAMICS INCORPORATED COMMON STOCK USD0.01	$5,003,000	-87.6%	221,390	-81.3%	0.01%	-83.3%
JWN	Sell	NORDSTROM INCORPORATED COMMON STOCK NPV	$5,000,000	-94.6%	308,646	-86.4%	0.01%	-92.8%
RRC	Sell	RANGE RESOURCES CORPORATION COMMON STOCK USD0.01	$5,084,000	-63.6%	1,747,097	-39.4%	0.01%	-52.2%
AER	Sell	AERCAP HOLDINGS NV EUR0.01	$5,300,000	-73.8%	245,950	-25.3%	0.01%	-66.7%
UAL	Sell	UNITED AIRLINES HOLDINGS INCORPORATED COMMON STOCK USD0.01	$5,152,000	-86.3%	214,477	-49.6%	0.01%	-82.0%
VTR	Sell	VENTAS INCORPORATED REIT USD0.25reit	$5,222,000	-59.9%	199,801	-11.5%	0.01%	-47.6%
COP	Sell	CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01	$5,067,000	-78.4%	154,486	-57.2%	0.01%	-71.1%
MSA	Sell	MSA SAFETY INC COMMON STOCK NPV	$5,374,000	-50.8%	54,300	-37.2%	0.01%	-38.9%
AMED	Sell	AMEDISYS INCORPORATED COMMON STOCK USD0.001	$5,372,000	-17.1%	29,143	-24.9%	0.01%	0.0%
EPAM	Sell	EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001	$4,711,000	-55.9%	25,542	-49.3%	0.01%	-41.2%
ITRN	Sell	ITURAN LOCATION AND CONTROL LIMITED COMMON STOCK ILS 0.333	$4,455,000	-67.9%	332,009	-39.9%	0.01%	-56.5%
EMN	Sell	EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01	$4,717,000	-76.2%	93,987	-62.4%	0.01%	-68.8%
MANH	Sell	MANHATTAN ASSOCS INC	$4,778,000	-48.9%	94,421	-19.5%	0.01%	-33.3%
TEL	Sell	TE CONNECTIVITY LIMITED CHF0.77 (US LISTING)	$4,057,000	-77.7%	61,820	-67.4%	0.01%	-70.0%
MNST	Sell	MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005	$4,231,000	-56.9%	72,855	-52.9%	0.01%	-43.8%
CRL	Sell	CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$4,122,000	-15.1%	31,039	-2.3%	0.01%	+12.5%
BPOP	Sell	POPULAR INCORPORATED COMMON STOCK USD0.01	$4,199,000	-58.2%	120,366	-29.6%	0.01%	-43.8%
EWY	Sell	ISHARES MSCI SOUTH KOREA ETFetf	$3,859,000	-72.7%	79,904	-64.8%	0.01%	-65.2%
RACE	Sell	FERRARI NV EUR0.01	$3,674,000	-24.8%	27,734	-16.1%	0.01%	0.0%
SIG	Sell	SIGNET JEWELERS LIMITED ORDINARY USD0.18 (US LISTING)	$3,571,000	-73.6%	557,898	-10.4%	0.01%	-63.6%
DOFSQ	Sell	DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01	$3,524,000	-79.2%	2,188,779	-7.3%	0.01%	-71.4%
CPB	Sell	CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375	$3,729,000	-10.1%	78,319	-6.6%	0.01%	+14.3%
FTI	Sell	TECHNIPFMC PLC COMMON STOCK USD1	$3,835,000	-97.7%	553,910	-93.8%	0.01%	-97.1%
NUAN	Sell	NUANCE COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001	$3,761,000	-5.0%	220,437	-0.7%	0.01%	+33.3%
REG	Sell	REGENCY CENTERS CORPORATION REIT USD0.01reit	$3,859,000	-72.6%	109,788	-50.8%	0.01%	-65.2%
RLJ	Sell	RLJ LODGING TRUST REIT NPVreit	$3,435,000	-67.4%	468,677	-21.3%	0.01%	-58.8%
FTSV	Sell	FORTY SEVEN INC USD0.000100	$3,328,000	+83.6%	34,844	-24.3%	0.01%	+133.3%
GPN	Sell	GLOBAL PAYMENTS INCORPORATED COMMON STOCK USD0.001	$3,234,000	-44.6%	22,503	-29.7%	0.01%	-30.0%
ZVO	Sell	ZOVIO INC	$3,476,000	-29.9%	2,332,634	-3.2%	0.01%	-12.5%
SATS	Sell	ECHOSTAR CORPORATION CLASS A COMMON STOCK USD0.001	$3,172,000	-30.1%	100,264	-4.3%	0.01%	0.0%
AEP	Sell	AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50	$3,456,000	-82.1%	43,975	-78.5%	0.01%	-78.1%
AXP	Sell	AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20	$3,353,000	-43.2%	39,977	-15.8%	0.01%	-30.0%
MOH	Sell	MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001	$3,067,000	-64.9%	21,754	-66.2%	0.01%	-50.0%
THD	Sell	ISHARES MSCI THAILAND ETFetf	$3,350,000	-59.7%	55,357	-41.7%	0.01%	-50.0%
LOW	Sell	LOWE'S COMPANIES INCORPORATED COMMON STOCK USD0.50	$3,318,000	-77.5%	37,373	-69.7%	0.01%	-70.8%
BNTX	Sell	BIONTECH SE 1 ORDadr	$2,988,000	-5.0%	56,674	-38.9%	0.01%	+20.0%
BNS	Sell	BANK OF NOVA SCOTIA CAPITAL STOCK	$2,673,000	-56.3%	48,333	-42.0%	0.01%	-40.0%
VRTX	Sell	VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01	$2,704,000	+2.5%	10,593	-12.1%	0.01%	+50.0%
BA	Sell	BOEING COMPANY (THE) COMMON STOCK USD5	$2,782,000	-89.1%	18,698	-76.1%	0.01%	-85.7%
CPRI	Sell	CAPRI HOLDINGS LTD NPV	$3,000,000	-76.2%	279,269	-15.6%	0.01%	-71.4%
IBOC	Sell	INTERNATIONAL BANCSHARES CORPORATION COMMON STOCK USD1	$2,669,000	-53.3%	105,988	-20.2%	0.01%	-33.3%
HCC	Sell	WARRIOR MET COAL INCORPORATED COMMON STOCK USD0.01	$3,019,000	-49.2%	258,883	-8.0%	0.01%	-40.0%
JNK	Sell	SPDR BBG BARC HIGH YIELD BND ETFetf	$2,734,000	-92.0%	29,456	-90.6%	0.01%	-89.3%
IRM	Sell	IRON MOUNTAIN INCORPORATED REIT USD0.01reit	$2,119,000	-39.8%	90,923	-17.6%	0.01%	-16.7%
L	Sell	LOEWS CORPORATION COMMON STOCK USD0.01	$2,421,000	-71.5%	67,806	-58.1%	0.01%	-64.3%
EQR	Sell	EQUITY RESIDENTIAL SBI REIT USD0.01reit	$2,247,000	-55.9%	37,376	-40.6%	0.01%	-37.5%
BMO	Sell	BANK OF MONTREAL COMMON NPV	$2,125,000	-46.5%	30,059	-23.8%	0.01%	-16.7%
WBA	Sell	WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01	$2,493,000	-47.1%	58,470	-26.9%	0.01%	-37.5%
GM	Sell	GENERAL MOTORS COMPANY COMMON STOCK USD0.01	$2,104,000	-77.2%	107,571	-57.4%	0.01%	-66.7%
PNW	Sell	PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50	$2,265,000	-77.0%	30,475	-72.2%	0.01%	-68.8%
STOR	Sell	STORE CAPITAL CORP REIT USD0.01reit	$2,071,000	-90.4%	138,316	-76.1%	0.00%	-88.6%
DPZ	Sell	DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01	$1,788,000	-61.9%	5,281	-66.9%	0.00%	-50.0%
WRB	Sell	BERKLEY (W.R.) CORPORATION COMMON STOCK USD0.20	$1,742,000	-28.7%	32,429	-8.3%	0.00%	0.0%
JHG	Sell	JANUS HENDERSON GROUP PLC NPV	$1,892,000	-57.9%	120,847	-34.3%	0.00%	-42.9%
BHC	Sell	BAUSCH HEALTH COS INCORPORATED NPV	$1,781,000	-70.3%	86,470	-44.0%	0.00%	-60.0%
MD	Sell	MEDNAX INCORPORATED COMMON STOCK USD0.01	$1,835,000	-76.0%	168,389	-38.8%	0.00%	-66.7%
FCAU	Sell	FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING)	$1,944,000	-88.3%	293,812	-76.7%	0.00%	-85.2%
ARCB	Sell	ARCBEST CORPORATION COMMON STOCK USD0.01	$1,685,000	-43.0%	91,122	-15.0%	0.00%	-20.0%
PPL	Sell	PPL CORPORATION COMMON STOCK USD0.01	$1,879,000	-78.2%	78,517	-67.3%	0.00%	-71.4%
PUMP	Sell	PROPETRO HOLDING CORPORATION COMMON STOCK NPV	$1,874,000	-88.8%	522,151	-64.8%	0.00%	-85.2%
EVRG	Sell	EVERGY INCORPORATED COMMON STOCK NPV	$1,929,000	-94.6%	33,313	-93.9%	0.00%	-93.1%
CATM	Sell	CARDTRONICS PLC ORDINARY USD0.01 CLASS A	$1,964,000	-59.4%	96,407	-11.1%	0.00%	-50.0%
LEG	Sell	LEGGETT & PLATT INCORPORATED COMMON STOCK USD0.01	$1,656,000	-75.1%	65,398	-50.0%	0.00%	-63.6%
CNS	Sell	COHEN & STEERS INCORPORATED COMMON STOCK USD0.01	$1,743,000	-34.4%	40,549	-4.2%	0.00%	0.0%
MKL	Sell	MARKEL CORPORATION COMMON STOCK NPV	$2,026,000	-20.1%	2,190	-1.3%	0.00%	0.0%
TRTN	Sell	TRITON INTERNATIONAL LTD/BER	$1,921,000	-46.4%	70,471	-20.9%	0.00%	-33.3%
GLPI	Sell	GAMING AND LEISURE PROPERTIES INC REIT NPVreit	$1,885,000	-46.8%	73,408	-10.8%	0.00%	-33.3%
NMRK	Sell	NEWMARK GROUP INCORPORATED CLASS A COMMON STOCK USD0.01	$1,979,000	-83.3%	634,298	-28.2%	0.00%	-78.9%
AGO	Sell	ASSURED GUARANTY LIMITED COMMON STOCK USD0.01	$1,840,000	-78.6%	76,687	-56.3%	0.00%	-71.4%
VFC	Sell	VF CORPORATION COMMON STOCK USD1	$1,640,000	-94.1%	30,008	-89.2%	0.00%	-91.1%
BKE	Sell	BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01	$1,624,000	-94.9%	109,193	-90.6%	0.00%	-94.1%
AVB	Sell	AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01reit	$1,220,000	-63.8%	8,407	-47.7%	0.00%	-40.0%
EAT	Sell	BRINKER INTERNATIONAL INC	$1,403,000	-72.9%	115,529	-6.4%	0.00%	-62.5%
CBOE	Sell	CBOE GLOBAL MARKETS INCORPORATED COMMON STOCK USD0.01	$1,346,000	-48.6%	14,187	-35.0%	0.00%	-25.0%
CBRL	Sell	CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01	$1,546,000	-80.4%	19,863	-61.4%	0.00%	-76.9%
DTE	Sell	DTE ENERGY COMPANY NPV	$1,282,000	-88.5%	13,352	-84.4%	0.00%	-83.3%
ERF	Sell	ENERPLUS CORPORATION COMMON NPV	$1,426,000	-71.8%	536,200	-1.8%	0.00%	-62.5%
GRVY	Sell	GRAVITY COMPANY LIMITED SPONSORED ADR (EACH REPRESENTS 1 SHARE)adr	$1,216,000	-52.5%	42,500	-38.0%	0.00%	-25.0%
HAS	Sell	HASBRO INC COMMON STOCK USD0.50	$1,244,000	-90.7%	17,471	-86.2%	0.00%	-86.4%
HFC	Sell	HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01	$1,199,000	-92.4%	46,182	-85.1%	0.00%	-88.5%
INGR	Sell	INGREDION INCORPORATED COMMON STOCK USD0.01	$1,183,000	-93.3%	14,687	-92.3%	0.00%	-89.7%
KREF	Sell	KKR REAL ESTATE FINANCE TRUST INCORPORATED REIT USD0.01reit	$1,535,000	-44.7%	108,264	-20.3%	0.00%	-40.0%
LMRK	Sell	LANDMARK INFRASTRUCTURE PARTNERS LP COMMON STOCK NPVpart	$1,355,000	-37.4%	130,274	-1.2%	0.00%	-25.0%
MBUU	Sell	MALIBU BOATS INCORPORATED COMMON STOCK A USD0.01	$1,205,000	-73.9%	59,462	-47.2%	0.00%	-62.5%
MPC	Sell	MARATHON PETROLEUM CORPORATION COMMON STOCK NPV	$1,503,000	-75.4%	65,064	-35.8%	0.00%	-70.0%
MCFT	Sell	MASTERCRAFT BOAT HOLDINGS IN EUR0.010000	$1,197,000	-67.4%	224,058	-3.9%	0.00%	-50.0%
NWLI	Sell	NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01	$1,519,000	-59.9%	8,825	-32.2%	0.00%	-50.0%
ORLY	Sell	O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01	$1,461,000	-70.3%	4,381	-61.0%	0.00%	-62.5%
OHI	Sell	OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10reit	$1,342,000	-51.5%	50,506	-22.7%	0.00%	-40.0%
AGS	Sell	PLAYAGS INCORPRATED COMMON STOCK USD 0.010	$1,255,000	-94.9%	742,638	-63.3%	0.00%	-92.5%
PEG	Sell	PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV	$1,399,000	-67.3%	29,872	-58.7%	0.00%	-57.1%
RLGY	Sell	REALOGY HOLDINGS CORP COMMON STOCK USD0.01	$1,406,000	-78.2%	493,183	-26.0%	0.00%	-72.7%
NOW	Sell	SERVICENOW INCORPORATED COMMON STOCK USD0.001	$1,474,000	-39.9%	5,461	-37.1%	0.00%	-25.0%
STAG	Sell	STAG INDUSTRIAL INCORPORATED REIT USD0.01reit	$1,485,000	-25.6%	62,466	-1.2%	0.00%	0.0%
VER	Sell	VEREIT INCORPORATED REIT USD0.01reit	$1,293,000	-84.4%	291,199	-67.5%	0.00%	-76.9%
ARCE	Sell	ARCO PLATFORM LTD - CLASS A USD0.000050	$1,182,000	-61.5%	30,935	-55.5%	0.00%	-40.0%
RNR	Sell	RENAISSANCE HOLDINGS COMMON STOCK NPV	$1,192,000	-48.6%	7,905	-33.1%	0.00%	-25.0%
PRGO	Sell	PERRIGO COMPANY PLC COMMON STOCK EUR0.001	$1,170,000	-29.9%	24,607	-23.8%	0.00%	0.0%
SWK	Sell	STANLEY BLACK AND DECKER INCORPORATED COMMON STOCK USD2.50	$878,000	-77.9%	8,222	-65.8%	0.00%	-66.7%
HELE	Sell	HELEN OF TROY LIMITED COMMON STOCK USD0.10	$1,131,000	-79.0%	8,202	-72.6%	0.00%	-77.8%
STWD	Sell	STARWOOD PROPERTY TRUST INCORPORATED REIT USD0.01reit	$1,102,000	-86.8%	103,251	-69.3%	0.00%	-85.7%
JCI	Sell	JOHNSON CONTROLS INTERNATIONAL PUBLIC LIMITED COMPANY CHF0.5	$804,000	-93.1%	29,319	-89.7%	0.00%	-89.5%
BXMT	Sell	BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01reit	$968,000	-81.7%	56,137	-60.4%	0.00%	-77.8%
BTEGF	Sell	BAYTEX ENERGY CORPORATION COMMON NPV	$769,000	-87.6%	1,787,669	-46.0%	0.00%	-80.0%
CPG	Sell	CRESCENT POINT ENERGY CORPORATION COMMON NPV	$1,079,000	-78.1%	765,300	-10.2%	0.00%	-75.0%
DOC	Sell	PHYSICIANS REALTY TRUST REIT USD0.01reit	$799,000	-28.1%	57,922	-1.2%	0.00%	0.0%
TAP	Sell	MOLSON COORS BEVERAGE COMPANY USD0.01	$989,000	-33.3%	23,064	-16.1%	0.00%	0.0%
VGK	Sell	VANGUARD FTSE EUROPE ETFetf	$969,000	-30.7%	22,355	-6.4%	0.00%	0.0%
CIO	Sell	CITY OFFICE REIT INCreit	$808,000	-57.7%	110,243	-21.9%	0.00%	-33.3%
WHR	Sell	WHIRLPOOL CORPORATION COMMON STOCK USD1	$874,000	-95.5%	9,443	-92.8%	0.00%	-93.8%
O	Sell	REALTY INCOME CORPORATION REIT USD1reit	$823,000	-67.0%	17,579	-48.1%	0.00%	-50.0%
ANAT	Sell	AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1	$804,000	-93.7%	11,965	-89.0%	0.00%	-90.5%
OEC	Sell	ORION ENGINEERED CARBONS SA	$1,131,000	-67.3%	167,507	-6.5%	0.00%	-66.7%
BHVN	Sell	BIOHAVEN PHARMACEUTICAL HOLD USD0.000000	$770,000	-53.5%	24,010	-21.1%	0.00%	-33.3%
MEET	Sell	MEET GROUP INCORPORATED/THE COMMON STOCK USD0.001	$754,000	+9.0%	126,423	-8.5%	0.00%	+100.0%
EWU	Sell	ISHARES MSCI UNITED KINGDOM ETFetf	$923,000	-42.7%	39,149	-17.2%	0.00%	-33.3%
TTMI	Sell	TTM TECHNOLOGIES	$260,000	-46.5%	24,763	-23.3%	0.00%	0.0%
EQT	Sell	EQT CORPORATION COMMON STOCK NPV	$235,000	-26.8%	24,055	-18.4%	0.00%	0.0%
LSI	Sell	SOVRAN SELF STORAGE INCORPORATED REIT USD0.01reit	$495,000	-86.8%	5,189	-85.0%	0.00%	-83.3%
DFS	Sell	DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01	$407,000	-99.8%	12,165	-99.4%	0.00%	-99.7%
WDC	Sell	WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01	$245,000	-98.0%	5,660	-97.0%	0.00%	-95.0%
DECK	Sell	DECKERS OUTDOOR CORPORATION COMMON STOCK USD0.01	$236,000	-97.1%	1,707	-96.5%	0.00%	-92.3%
WSM	Sell	WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01	$596,000	-94.0%	12,869	-90.6%	0.00%	-93.8%
DRI	Sell	DARDEN RESTAURANTS INC COM STK USD0.01	$569,000	-66.7%	10,869	-30.8%	0.00%	-66.7%
NEU	Sell	NEWMARKET CORPORATION COMMON STOCK NPV	$281,000	-36.6%	739	-18.8%	0.00%	0.0%
LBRT	Sell	LIBERTY OILFIELD SERVICES INCORPORATED-A COMMON STOCK NPV	$289,000	-82.2%	107,900	-26.2%	0.00%	-66.7%
RCL	Sell	ROYAL CARIBBEAN CRUISES LIMITED COMMON STOCK USD0.01	$366,000	-83.0%	12,354	-23.5%	0.00%	-75.0%
CRUS	Sell	CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001	$324,000	-36.1%	4,887	-20.6%	0.00%	0.0%
LEN	Sell	LENNAR CORPORATION COMMON STOCK USD0.10	$645,000	-93.9%	16,439	-91.4%	0.00%	-94.1%
CLS	Sell	CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV	$663,000	-57.7%	134,465	-7.5%	0.00%	-66.7%
PFPT	Sell	PROOFPOINT INCORPORATED COMMON STOCK USD0.0001	$335,000	-31.8%	3,045	-28.8%	0.00%	0.0%
NNN	Sell	NATIONAL RETAIL PROPERTIES REIT USD0.01reit	$331,000	-96.2%	11,925	-92.7%	0.00%	-92.9%
LW	Sell	LAMB WESTON HOLDINGS INCORPOARTED COMMON STOCK USD1.00	$477,000	-99.0%	9,202	-98.4%	0.00%	-98.8%
BPR	Sell	BROOKFIELD PROPERTY REIT I-Areit	$514,000	-54.4%	60,286	-1.2%	0.00%	-50.0%
TRI	Sell	THOMSON REUTERS CORPORATION COMMON NPV (US LISTING)	$553,000	-87.5%	5,722	-88.0%	0.00%	-85.7%
BHF	Sell	BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01	$544,000	-88.8%	24,000	-80.7%	0.00%	-87.5%
BXP	Sell	BOSTON PROPERTIES INCORPORATED REIT USD0.01reit	$452,000	-76.2%	4,978	-63.9%	0.00%	-66.7%
IDCC	Sell	INTERDIGITAL INCORPORATED COMMON STOCK USD0.01	$261,000	-32.2%	5,728	-19.0%	0.00%	0.0%
QLYS	Sell	QUALYS INCORPORATED COMMON STOCK USD0.001	$334,000	+4.4%	3,660	-4.7%	0.00%	0.0%
LPLA	Sell	LPL FINANCIAL HOLDINGS INC COMMON STOCK NPV	$248,000	-51.2%	4,655	-15.5%	0.00%	0.0%
AKAM	Sell	AKAMAI TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01	$236,000	-97.3%	2,408	-97.6%	0.00%	-92.9%
KHC	Sell	KRAFT HEINZ COMPANY (THE) COMMON STOCK USD0.01	$618,000	-96.8%	23,844	-96.0%	0.00%	-96.8%
BOH	Sell	BANK OF HAWAII CORPORATION COMMON STOCK USD0.01	$235,000	-51.2%	4,197	-17.1%	0.00%	0.0%
BRT	Sell	BRT APARTMENTS CORPORATION TRUST REIT USD3reit	$612,000	-46.8%	66,939	-1.2%	0.00%	-50.0%
ATRI	Sell	ATRION CORPORATION COMMON STOCK USD0.10	$297,000	-24.2%	424	-18.8%	0.00%	0.0%
HUN	Sell	HUNTSMAN CORPORATION COMMON STOCK USD0.01	$385,000	-82.6%	26,420	-71.1%	0.00%	-75.0%
KFY	Sell	KORN FERRY COMMON STOCK USD0.01	$293,000	-50.6%	11,600	-17.1%	0.00%	0.0%
TREX	Sell	TREX COMPANY INC COMMON STOCK USD0.01	$258,000	-96.0%	3,505	-95.1%	0.00%	-90.9%
PANW	Sell	PALO ALTO NETWORKS INCORPORATED COMMON STOCK USD0.0001	$306,000	-98.1%	1,787	-97.4%	0.00%	-96.2%
HIBB	Sell	HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01	$459,000	-81.8%	40,694	-54.7%	0.00%	-75.0%
EGOV	Sell	NIC INCORPORATED COMMON STOCK NPV	$346,000	-15.0%	14,739	-19.0%	0.00%	0.0%
SON	Sell	SONOCO PRODUCTS COMPANY COMMON STOCK NPV	$565,000	-30.9%	11,872	-10.5%	0.00%	0.0%
USPH	Sell	US PHYSICAL THERAPY INCORPORATED COMMON STOCK USD0.01	$478,000	-76.7%	7,611	-57.6%	0.00%	-66.7%
HSII	Sell	HEIDRICK & STRUGGLES INTERNATIONAL INC COMMON STOCK USD0.01	$345,000	-35.6%	16,173	-1.9%	0.00%	0.0%
KELYA	Sell	KELLY SERVICES INCORPORATED CLASS 'A' COMMON STOCK USD1	$447,000	-58.7%	35,433	-26.1%	0.00%	-50.0%
SWX	Sell	SOUTHWEST GAS HOLDINGS INCORPORATED COMMON STOCK NPV	$304,000	-20.0%	4,056	-19.0%	0.00%	0.0%
RIO	Sell	RIO TINTO PLC SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) (BNY)adr	$250,000	-52.3%	5,400	-38.8%	0.00%	0.0%
JBL	Sell	JABIL INCORPORATED COMMON STOCK USD0.001	$243,000	-52.1%	9,958	-18.8%	0.00%	0.0%
VPL	Sell	VANGUARD FTSE PACIFIC ETFetf	$350,000	-64.7%	6,288	-55.9%	0.00%	-50.0%
VEEV	Sell	VEEVA SYSTEMS INC NPV	$371,000	-69.4%	2,366	-72.5%	0.00%	-50.0%
MSGN	Sell	MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$367,000	-65.2%	36,759	-39.3%	0.00%	-50.0%
SAFM	Sell	SANDERSON FARMS INCORPORATED COMMON STOCK USD1	$253,000	-47.0%	2,194	-18.9%	0.00%	0.0%
AAXJ	Sell	ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETFetf	$345,000	-67.9%	5,655	-61.4%	0.00%	-50.0%
RBC	Sell	REGAL BELOIT CORPORATION COMMON STOCK USD0.01	$432,000	-80.6%	6,600	-74.6%	0.00%	-75.0%
EXEL	Sell	EXELIXIS INCORPORATED COMMON STOCK USD0.001	$295,000	-13.7%	16,716	-13.8%	0.00%	0.0%
IWM	Sell	ISHARES TRUST RUSSELL 2000 ETFetf	$384,000	-99.1%	3,415	-98.7%	0.00%	-98.6%
VMW	Sell	VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$468,000	-98.8%	3,805	-98.5%	0.00%	-98.4%
OSB	Sell	NORBORD INCORPORATED COMMON NPV	$326,000	-58.4%	19,751	-12.5%	0.00%	0.0%
ILF	Sell	ISHARES TRUST LATIN AMERICAN 40 ETFetf	$438,000	-74.1%	24,048	-51.7%	0.00%	-66.7%
QRTEA	Sell	QURATE RETAIL INCORPORATED COMMON STOCK USD0.01	$156,000	-41.8%	25,844	-18.8%	0.00%	–
OBELF	Sell	OBSIDIAN ENERGY LIMITED NPV	$10,000	-95.0%	41,157	-81.1%	0.00%	–
RMR	Sell	RMR GROUP INCORPORATED (THE) A NPV	$167,000	-54.1%	6,486	-18.8%	0.00%	-100.0%
RDNT	Sell	RADNET INC COMMON STOCK USD0.0001	$128,000	-62.2%	13,538	-18.9%	0.00%	-100.0%
NOG	Sell	NORTHERN OIL AND GAS INCORPORATED COMMON STOCK USD0.001	$141,000	-96.6%	170,300	-90.5%	0.00%	-100.0%
NHTC	Sell	NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001	$123,000	-47.0%	38,900	-9.8%	0.00%	–
NCR	Sell	NCR CORPORATION COMMON STOCK USD0.01	$218,000	-53.0%	10,959	-17.0%	0.00%	-100.0%
RUTH	Sell	RUTHS HOSPITALITY GROUP INCORPORATED COMMON STOCK USD0.01	$72,000	-75.8%	11,054	-18.9%	0.00%	–
R	Sell	RYDER SYSTEM INCORPORATE COMMON SOCTK USD0.50	$184,000	-61.3%	7,092	-18.9%	0.00%	-100.0%
RHP	Sell	RYMAN HOSPITALITY PROPERTIES INCORPORATED REIT USD0.01reit	$45,000	-67.9%	1,313	-18.8%	0.00%	–
MIK	Sell	MICHAELS COS INC/THE COMMON STOCK USD0.06775	$52,000	-93.7%	25,800	-74.6%	0.00%	-100.0%
SLM	Sell	SLM CORPORATION COMMON STOCK USD0.20	$189,000	-97.8%	28,262	-97.0%	0.00%	-100.0%
DGT	Sell	SPDR SERIES TRUST SPDR DJ GLOBAL TITANS ETFetf	$61,000	-43.0%	885	-25.9%	0.00%	–
MMI	Sell	MARCUS AND MILLICHAP INCORPORATED COMMON STOCK USD0.0001	$212,000	-40.3%	7,741	-18.9%	0.00%	-100.0%
TUSK	Sell	MAMMOTH ENERGY SERVICES INC	$4,000	-95.7%	6,500	-84.8%	0.00%	–
SC	Sell	SANTANDER CONSUMER USA HOLDI COMMON STOCK USD0.01	$101,000	-90.1%	7,654	-82.5%	0.00%	-100.0%
MDC	Sell	M.D.C. HOLDINGS INCORPORATED COMMON STOCK USD0.01	$132,000	-95.9%	5,600	-93.3%	0.00%	-100.0%
SVC	Sell	SERVICE PROPERTIES TRUST REITreit	$21,000	-84.6%	4,533	-18.8%	0.00%	–
SIRI	Sell	SIRIUS XM HOLDINGS INCORPORATED COMMON STOCK USD0.001	$176,000	-87.0%	36,743	-80.5%	0.00%	-100.0%
KIM	Sell	KIMCO REALTY CORPORATION REIT USD0.01reit	$21,000	-98.7%	2,449	-96.9%	0.00%	-100.0%
KRC	Sell	KILROY REALTY CORPORATION REIT USD0.01reit	$102,000	-42.7%	1,721	-18.9%	0.00%	–
SQM	Sell	SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SERIES B)adr	$109,000	-53.6%	4,901	-44.3%	0.00%	–
SWN	Sell	SOUTHWESTERN ENERGY COMPANY COMMON STOCK USD0.10	$174,000	-32.3%	89,368	-15.7%	0.00%	–
SRC	Sell	SPIRIT REALTY CAPITAL INC REITreit	$51,000	-89.0%	2,100	-77.8%	0.00%	-100.0%
ENSG	Exit	ENSIGN GROUP INCORPORATED (THE) COMMON STOCK USD0.001	$0	–	-247	-100.0%	0.00%	–
SYBT	Sell	STOCK YARDS BANCORP INCORPORATED COMMON STOCK NPV	$83,000	-39.4%	2,922	-12.5%	0.00%	–
SUPN	Sell	SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD0.001	$224,000	-28.2%	12,260	-6.7%	0.00%	-100.0%
IJR	Sell	ISHARES TRUST CORE S&P SMALL-CAP ETFetf	$19,000	-98.7%	340	-98.1%	0.00%	-100.0%
IWD	Sell	ISHARES TRUST RUSSELL 1000 VALUE ETFetf	$31,000	-32.6%	304	-10.6%	0.00%	–
SKT	Sell	TANGER FACTORY OUTLET CENTER REITreit	$30,000	-93.7%	5,679	-82.5%	0.00%	-100.0%
EZA	Sell	ISHARES MSCI SOUTH AFRICA ETFetf	$232,000	-80.4%	8,022	-66.7%	0.00%	-100.0%
TRGP	Sell	TARGA RESOURCES CORPORATION COMMON STOCK USD0.001	$18,000	-87.9%	2,497	-31.4%	0.00%	–
TMHC	Sell	TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001	$131,000	-97.7%	13,120	-95.1%	0.00%	-100.0%
EWQ	Sell	ISHARES INCORPORATED MSCI FRANCE ETFetf	$211,000	-89.3%	9,095	-84.9%	0.00%	-100.0%
TDS	Sell	TELEPHONE AND DATA SYSTEMS INCORPORATED COMMON STOCK USD0.01	$219,000	-45.1%	12,721	-18.9%	0.00%	-100.0%
IVR	Sell	INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01reit	$13,000	-99.5%	5,553	-96.2%	0.00%	-100.0%
TTD	Sell	TRADE DESK INC/THE -CLASS A	$161,000	-29.4%	845	-3.9%	0.00%	–
JBHT	Sell	JB HUNT TRANSPORT SERVICES INCORPORATED COMMON STOCK USD0.01	$131,000	-86.7%	1,350	-84.0%	0.00%	-100.0%
HT	Sell	HERSHA HOSPITALITY TRUST REIT USD0.01reit	$175,000	-76.9%	51,301	-1.2%	0.00%	-100.0%
UNTCQ	Sell	UNIT CORPORATION COMMON STOCK USD0.20	$2,000	-93.3%	8,300	-80.8%	0.00%	–
GSKY	Sell	GREENSKY INC-CLASS A	$167,000	-94.9%	49,960	-86.4%	0.00%	-100.0%
GLDD	Sell	GREAT LAKES DREDGE & DOCK CO COMMON STOCK USD0.01	$191,000	-47.7%	24,589	-23.6%	0.00%	-100.0%
UVE	Sell	UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01	$189,000	-48.9%	10,730	-18.8%	0.00%	-100.0%
GLT	Sell	GLATFELTER COMMON STOCK USD0.01	$167,000	-36.3%	13,491	-5.9%	0.00%	–
GNW	Sell	GENWORTH FINANCIAL INC CLASS 'A' COMMON STOCK USD0.001	$151,000	-90.6%	44,500	-87.8%	0.00%	-100.0%
VLY	Sell	VALLEY NATIONAL BANCORP COMMON STOCK NPV	$186,000	-50.9%	26,902	-18.8%	0.00%	-100.0%
GCO	Sell	GENESCO INC	$64,000	-79.7%	5,330	-18.9%	0.00%	-100.0%
VIG	Sell	VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETFetf	$95,000	-62.9%	885	-56.9%	0.00%	–
VYM	Sell	VANGUARD HIGH DVD YIELD ETFetf	$151,000	-63.8%	2,065	-53.6%	0.00%	-100.0%
VGR	Sell	VECTOR GROUP LIMITED COMMON STOCK USD0.10	$230,000	-44.7%	25,210	-18.8%	0.00%	-100.0%
BMYRT	Exit	BRISTOL-MYERS SQUIBB RTS 11/21/19 RIGHTS EX DATErts	$0	–	-5,368	-100.0%	0.00%	–
FHB	Sell	FIRST HAWAIIAN INCORPORATED USD0.01	$27,000	-93.5%	1,800	-87.4%	0.00%	-100.0%
VIAC	Sell	VIACOMCBS INCORPORATED USD0.001	$160,000	-99.4%	11,486	-98.3%	0.00%	-100.0%
FMC	Sell	FMC CORPORATION COMMON STOCK USD0.10	$166,000	-61.3%	2,128	-50.5%	0.00%	-100.0%
WPC	Sell	WP CAREY INCORPORATED REIT USD0.001reit	$35,000	-52.1%	630	-31.1%	0.00%	–
ENLC	Sell	ENLINK MIDSTREAM LLC COMMON UNIT REPRESENTING LIMITED LIABILITY COMPANY INTEREST	$53,000	-85.6%	48,819	-18.8%	0.00%	-100.0%
WPG	Sell	WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001reit	$16,000	-81.6%	21,530	-9.5%	0.00%	–
DRE	Sell	DUKE REALTY CORPORATION REIT USD0.01reit	$8,000	-99.0%	240	-99.0%	0.00%	-100.0%
DCOM	Sell	DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01	$154,000	-41.0%	11,353	-9.0%	0.00%	–
WRK	Sell	WESTROCK COMPANY COMMON STOCK USD0.01	$210,000	-78.5%	7,239	-68.3%	0.00%	-100.0%
DXJ	Sell	WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETFetf	$47,000	-45.3%	1,104	-30.7%	0.00%	–
DXC	Sell	DXC TECHNOLOGY COMPANY COMMON STOCK USD0.01	$32,000	-99.8%	2,400	-99.5%	0.00%	-100.0%
ASHR	Sell	XTRACKERS HARVEST CSI 300 CHetf	$169,000	-36.7%	6,300	-30.0%	0.00%	–
XYL	Sell	XYLEM INCORPORATED COMMON STOCK NPV	$203,000	-97.7%	3,116	-97.2%	0.00%	-100.0%
CONE	Sell	CYRUSONE INC REIT USD0.01reit	$139,000	-22.3%	2,227	-18.6%	0.00%	–
CRVL	Sell	CORVEL CORPORATION COMMON STOCK USD0.0001	$233,000	-49.0%	4,050	-22.6%	0.00%	-100.0%
CNSL	Sell	CONSOLIDATED COMMUNICATIONS HLDGS INC COMMON STOCK USD0.01	$223,000	+13.2%	46,524	-8.4%	0.00%	–
CBPO	Sell	CHINA BIOLOGIC PRODUCTS HOLDINGS INCORPORATED COMMON STOCK NPV	$97,000	-24.2%	981	-10.7%	0.00%	–
CVIAQ	Exit	COVIA HOLDINGS CORPORATION NPV	$0	–	-4,800	-100.0%	0.00%	–
CABO	Sell	CABLE ONE INCORPORATED COMMON STOCK NPV	$165,000	-82.4%	100	-84.1%	0.00%	-100.0%
BCEI	Sell	BONANZA CREEK ENERGY INCORPORATED COMMON STOCK NPV	$57,000	-97.2%	4,200	-95.2%	0.00%	-100.0%
BLMN	Sell	BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01	$94,000	-74.5%	13,543	-18.8%	0.00%	-100.0%
BBSI	Sell	BARRETT BUSINESS SERVICES INCORPORATED COMMON STOCK USD0.01	$84,000	-67.1%	2,382	-15.6%	0.00%	–
CAR	Sell	AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01	$88,000	-69.0%	7,122	-19.0%	0.00%	–
CBLAQ	Exit	CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-169,952	-100.0%	0.00%	–
AHT	Sell	ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01reit	$21,000	-76.7%	26,863	-17.1%	0.00%	–
ARCH	Sell	ARCH COAL INCORPORATED COMMON STOCK USD0.01	$163,000	-60.3%	4,967	-13.3%	0.00%	-100.0%
AIV	Sell	APARTMENT INVESTMENT AND MANAGEMENreit	$100,000	-99.8%	2,810	-99.7%	0.00%	-100.0%
APA	Sell	APACHE CORPORATION COMMON STOCK USD0.625	$105,000	-99.0%	17,870	-95.5%	0.00%	-100.0%
ASPS	Sell	ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 (US LISTING)	$41,000	-68.7%	6,007	-11.6%	0.00%	–
NLY	Sell	ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01reit	$68,000	-98.5%	15,963	-96.7%	0.00%	-100.0%
AMH	Sell	AMERICAN HOMES 4 RENT CLASS A REIT USD0.01reit	$119,000	-30.4%	5,329	-18.2%	0.00%	–
TSE	Sell	TRINSEO SA COMMON STOCK USD0.01	$116,000	-96.2%	5,704	-93.0%	0.00%	-100.0%
ACC	Sell	AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01reit	$78,000	-51.9%	2,802	-18.8%	0.00%	–
CNHI	Sell	CNH INDUSTRIAL NV EUR0.01 (ITALIAN LISTING)	$166,000	-97.6%	30,232	-95.8%	0.00%	-100.0%
AL	Sell	AIR LEASE CORP COMMON STOCK USD0.01	$186,000	-62.1%	8,562	-17.1%	0.00%	-100.0%
ABMD	Sell	ABIOMED INCORPORATED COMMON STOCK USD0.01	$106,000	-42.1%	707	-34.2%	0.00%	–
AGNC	Sell	AGNC INVESTMENT CORPORATION REIT USD0.01reit	$24,000	-99.5%	2,308	-99.2%	0.00%	-100.0%
FLEX	Sell	FLEX LIMITED COMMON STOCK USD0.01	$19,000	-98.0%	2,112	-97.2%	0.00%	-100.0%
UNF	Exit	UNIFIRST CORPORATION COMMON STOCK USD0.10	$0	–	-900	-100.0%	0.00%	–
PNTG	Exit	PENNANT GROUP INC/THE-WI USD0.001000	$0	–	-123	-100.0%	0.00%	–
CETV	Exit	CENTRAL EUROPEAN MEDIA ENTERPRISES LIMITED CLASS 'A' COMMON STOCK USD0.01	$0	–	-10,600	-100.0%	0.00%	–
RVLV	Exit	REVOLVE GROUP LLC - CLASS A USD0.001000	$0	–	-4,009	-100.0%	0.00%	–
WYND	Exit	WYNDHAM DESTINATIONS INCORPORATED COMMON STOCK USD0.01	$0	–	-4,629	-100.0%	0.00%	–
HHC	Exit	HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01	$0	–	-1,024	-100.0%	0.00%	–
BOKF	Exit	BOK FINANCIAL CORPORATION COMMON STOCK USD0.00006	$0	–	-200	-100.0%	0.00%	–
HSBC	Exit	HSBC HOLDINGS PLC SPONSORED ADR (EACH REPRESENTS 5 ORDINARY USD0.50)adr	$0	–	-5,247	-100.0%	0.00%	–
AMPY	Exit	AMPLIFY ENERGY CORP COMMON USD0.010000	$0	–	-15,700	-100.0%	0.00%	–
BRKR	Exit	BRUKER CORPORATION COMMON STOCK USD0.01	$0	–	-5,149	-100.0%	0.00%	–
CTRE	Exit	CARETRUST REIT INC COMMON STOCK USD0.01reit	$0	–	-12,700	-100.0%	0.00%	–
VET	Exit	VERMILION ENERGY INCORPORATED COMMON NPV	$0	–	-215	-100.0%	0.00%	–
M	Exit	MACY'S INCORPORATED COMMON STOCK USD0.01	$0	–	-14,900	-100.0%	0.00%	–
HEAR	Exit	TURTLE BEACH CORPORATION COMMON STOCK NPV	$0	–	-1,700	-100.0%	0.00%	–
SNH	Exit	SENIOR HOUSING PROPERTIES TRUST REIT USD0.01reit	$0	–	-13,894	-100.0%	0.00%	–
DK	Exit	DELEK US HOLDINGS INCORPORATED COMMON STOCK USD0.01	$0	–	-1,500	-100.0%	0.00%	–
SBH	Exit	SALLY BEAUTY HOLDINGS INCORPORATED COMMON STOCK USD0.01	$0	–	-5,800	-100.0%	0.00%	–
RPM	Exit	RPM INTERNATIONAL INCORPORATED COMMON STOCK NPV	$0	–	-675	-100.0%	0.00%	–
TNDM	Exit	TANDEM DIABETES CARE INCORPORATED COMMON STOCK NPV	$0	–	-2,371	-100.0%	0.00%	–
BOOM	Exit	DMC GLOBAL INCORPORATED COMMON STOCK USD0.05	$0	–	-5,500	-100.0%	0.00%	–
IPHS	Exit	INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001	$0	–	-4,869	-100.0%	0.00%	–
TTE	Exit	TOTAL SA SPONSORED ADR (EACH REPRESENTING 1 ORDINARY SHARE EUR2.5)adr	$0	–	-610	-100.0%	0.00%	–
BCRX	Exit	BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD0.01	$0	–	-55,420	-100.0%	0.00%	–
MDGL	Exit	MADRIGAL PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	$0	–	-981	-100.0%	0.00%	–
CRRTQ	Exit	CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01	$0	–	-17,600	-100.0%	0.00%	–
LYG	Exit	LLOYDS BANKING GROUP PLC ADR (EACH REPRESENTS 4 ORDINARY 25P)adr	$0	–	-6,208	-100.0%	0.00%	–
VHI	Exit	VALHI INCORPORATED COMMON STOCK USD0.01	$0	–	-26,400	-100.0%	0.00%	–
PEB	Sell	PEBBLEBROOK HOTEL TRUST REIT USD0.01reit	$183,000	-99.1%	18,290	-97.6%	0.00%	-100.0%
BTU	Sell	PEABODY ENERGY CORPORATION COMMON STOCK NPV	$82,000	-66.8%	25,226	-6.7%	0.00%	–
PK	Sell	PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01reit	$39,000	-99.8%	5,468	-99.2%	0.00%	-100.0%
INN	Exit	SUMMIT HOTEL PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-43,288	-100.0%	-0.00%	–
TDW	Exit	TIDEWATER INCORPORATED COMMON STOCK NPV	$0	–	-39,700	-100.0%	-0.00%	–
SGMO	Exit	SANGAMO THERAPEUTICS INC COMMON STOCK USD0.01	$0	–	-79,370	-100.0%	-0.00%	–
S	Exit	SPRINT CORPORATION COMMON STOCK USD0.01	$0	–	-146,856	-100.0%	-0.00%	–
SNX	Exit	SYNNEX CORPORATION COMMON STOCK USD0.001	$0	–	-3,000	-100.0%	-0.00%	–
CLR	Exit	CONTINENTAL RESOURCES INCORPORATED COMMON STOCK USD0.01	$0	–	-9,527	-100.0%	-0.00%	–
LB	Exit	L BRANDS INCORPORATED COMMON STOCK USD0.50	$0	–	-25,912	-100.0%	-0.00%	–
EDIT	Exit	EDITAS MEDICINE INCORPORATED COMMON STOCK USD0.0001	$0	–	-23,198	-100.0%	-0.00%	–
SRCI	Exit	SRC Energy Incorporated COMMON STOCK USD0.001	$0	–	-94,800	-100.0%	-0.00%	–
FEZ	Exit	SPDR EURO STOXX 50 ETFetf	$0	–	-9,750	-100.0%	-0.00%	–
MITT	Exit	AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01reit	$0	–	-34,432	-100.0%	-0.00%	–
UE	Exit	URBAN EDGE PROPERTIES REIT USD0.01reit	$0	–	-16,279	-100.0%	-0.00%	–
GPORQ	Exit	GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01	$0	–	-164,500	-100.0%	-0.00%	–
ROL	Exit	ROLLINS INCORPORATED COMMON STOCK USD1	$0	–	-26,568	-100.0%	-0.00%	–
WMC	Exit	WESTERN ASSET MORTGAGE CAPIT REIT USD0.01reit	$0	–	-56,033	-100.0%	-0.00%	–
MAC	Exit	MACERICH COMPANY (THE) REIT USD0.01reit	$0	–	-22,823	-100.0%	-0.00%	–
ANH	Exit	ANWORTH MORTGAGE ASSET CORPORATION REIT USD0.01reit	$0	–	-118,696	-100.0%	-0.00%	–
VNO	Exit	VORNADO REALTY TRUST REIT USD0.04reit	$0	–	-10,950	-100.0%	-0.00%	–
NHI	Exit	NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01reit	$0	–	-4,703	-100.0%	-0.00%	–
ARR	Exit	ARMOUR RESIDENTIAL REIT INCORPORATED REIT USD0.0001reit	$0	–	-51,373	-100.0%	-0.00%	–
CMO	Exit	CAPSTEAD MORTGAGE CORPORATION REIT USD0.01reit	$0	–	-113,617	-100.0%	-0.00%	–
SLG	Exit	SL GREEN REALTY CORPORATION REIT USD0.01reit	$0	–	-5,284	-100.0%	-0.00%	–
NWBI	Exit	NORTHWEST BANCSHARES INCORPORATED COMMON STOCK USD0.01	$0	–	-52,316	-100.0%	-0.00%	–
GME	Exit	GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001	$0	–	-64,831	-100.0%	-0.00%	–
LTC	Exit	LTC PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-17,140	-100.0%	-0.00%	–
LPL	Exit	LG DISPLAY COMPANY LIMITED ADR (EACH REPRESENTS 1/2 KRW5000)adr	$0	–	-44,245	-100.0%	-0.00%	–
ENIC	Exit	ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES)adr	$0	–	-314,379	-100.0%	-0.00%	–
CC	Exit	CHEMOURS COMPANY (THE) COMMON STOCK USD0.30	$0	–	-61,190	-100.0%	-0.00%	–
NYMT	Exit	NEW YORK MORTGAGE TRUST INC REIT USD0.02reit	$0	–	-192,528	-100.0%	-0.00%	–
ALLY	Exit	ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10	$0	–	-31,376	-100.0%	-0.00%	–
GCI	Exit	GANNETT COMPANY INCORPORATED COMMON STOCK USD0.01	$0	–	-159,322	-100.0%	-0.00%	–
EURN	Exit	EURONAV SA NPV	$0	–	-88,741	-100.0%	-0.00%	–
NEBLQ	Exit	NOBLE CORPORATION PLC COMMON STOCK CHF3.15	$0	–	-1,176,600	-100.0%	-0.00%	–
SIX	Exit	SIX FLAGS ENTERTAINMENT CORPORATION COMMON STOCK USD0.01	$0	–	-27,270	-100.0%	-0.00%	–
EVRI	Exit	EVERI HOLDINGS INC COMMON STOCK USD0.001	$0	–	-106,328	-100.0%	-0.00%	–
MHO	Exit	M/I HOMES INCORPORATED COMMON STOCK USD0.01	$0	–	-28,373	-100.0%	-0.00%	–
ASIX	Exit	ADVANSIX INCORPORATED W/I COMMON STOCK USD0.01	$0	–	-63,728	-100.0%	-0.00%	–
TECD	Exit	TECH DATA CORPORATION COMMON STOCK USD0.0015	$0	–	-6,580	-100.0%	-0.00%	–
ABR	Exit	ARBOR REALTY TRUST INCORPORATED REIT USD0.01reit	$0	–	-83,324	-100.0%	-0.00%	–
GPMT	Exit	GRANITE POINT MORTGAGE TRUST USD0.010000reit	$0	–	-54,201	-100.0%	-0.00%	–
CCS	Exit	CENTURY COMMUNITIES INC COMMON STOCK USD0.01	$0	–	-49,170	-100.0%	-0.00%	–
UMH	Exit	UMH PROPERTIES INC REIT USD0.1reit	$0	–	-71,922	-100.0%	-0.00%	–
PETS	Exit	PETMED EXPRESS INC COMMON STOCK USD0.001	$0	–	-44,581	-100.0%	-0.00%	–
ZAGG	Exit	ZAGG INCORPORATED COMMON STOCK USD0.001	$0	–	-183,076	-100.0%	-0.00%	–
OUT	Exit	OUTFRONT MEDIA INCORPORATED REIT USD0.01reit	$0	–	-44,283	-100.0%	-0.00%	–
WRI	Exit	WEINGARTEN REALTY INVESTORS REIT USD0.03reit	$0	–	-35,081	-100.0%	-0.00%	–
AM	Exit	ANTERO MIDSTREAM CORPORATION NPV	$0	–	-165,200	-100.0%	-0.00%	–
WLH	Exit	WILLIAM LYON HOMES-CL A COMMON STOCK USD0.01	$0	–	-53,901	-100.0%	-0.00%	–
JAG	Exit	JAGGED PEAK ENERGY INCORPORATED COMMON STOCK USD0.01	$0	–	-135,935	-100.0%	-0.00%	–
MAG	Exit	MAG SILVER CORP COMMON NPV	$0	–	-63,201	-100.0%	-0.00%	–
EPAC	Exit	ACTUANT CORP CLASS A COMMONSTOCK USD0.20	$0	–	-51,920	-100.0%	-0.00%	–
JBSS	Exit	JOHN B. SANFILIPPO AND SON INCORPORATED COMMON STOCK USD0.01	$0	–	-22,041	-100.0%	-0.00%	–
JMEI	Exit	JUMEI INTERNATIONAL HOLDING LTD ADR (EACH REPR 1 ORD)adr	$0	–	-1,039,700	-100.0%	-0.00%	–
LADR	Exit	LADDER CAPITAL CORP-REIT COMMON STOCK USD0.001reit	$0	–	-116,576	-100.0%	-0.00%	–
PDS	Exit	PRECISION DRILLING CORPORATION COMMON NPV	$0	–	-1,109,650	-100.0%	-0.00%	–
RWT	Exit	REDWOOD TRUST INCORPORATED REIT USD0.01reit	$0	–	-104,516	-100.0%	-0.00%	–
CMRE	Exit	COSTAMARE INCORPORATED COMMON STOCK USD0.0001	$0	–	-197,416	-100.0%	-0.00%	–
TUP	Exit	TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01	$0	–	-206,820	-100.0%	-0.00%	–
AR	Exit	ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01	$0	–	-591,130	-100.0%	-0.00%	–
PMT	Exit	PENNYMAC MORTGAGE INVESTMENT TRUST REIT USD0.01reit	$0	–	-74,728	-100.0%	-0.00%	–
IBP	Exit	INSTALLED BUILDING PRODUCTS COMMON STOCK USD0.01	$0	–	-23,599	-100.0%	-0.00%	–
WLL	Exit	WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001	$0	–	-262,662	-100.0%	-0.00%	–
GBX	Exit	GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV	$0	–	-58,428	-100.0%	-0.00%	–
ADT	Exit	ADT INCORPORATED COMMON STOCK USD0.01	$0	–	-346,265	-100.0%	-0.00%	–
MEOH	Exit	METHANEX CORPORATION COMMON NPV	$0	–	-42,993	-100.0%	-0.00%	–
DAN	Exit	DANA INC COMMON STOCK USD0.01	$0	–	-145,174	-100.0%	-0.00%	–
HRI	Exit	HERC HOLDINGS INCORPORATED COMMON STOCK USD0.01	$0	–	-47,606	-100.0%	-0.00%	–
GTE	Exit	GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING)	$0	–	-1,421,302	-100.0%	-0.00%	–
KNSL	Exit	KINSALE CAPITAL GROUP INCORPORATED COMMON STOCK USD0.01	$0	–	-23,968	-100.0%	-0.00%	–
CYOU	Exit	CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES)adr	$0	–	-272,946	-100.0%	-0.00%	–
EWM	Exit	ISHARES INCORPORATED MSCI MALAYSIA ETFetf	$0	–	-85,767	-100.0%	-0.00%	–
HLNE	Exit	HAMILTON LANE INCORPORATED CLASS A COMMON STOCK USD0.001	$0	–	-42,214	-100.0%	-0.00%	–
PVAC	Exit	PENN VIRGINIA CORPORATION COMMON STOCK NPV	$0	–	-94,900	-100.0%	-0.01%	–
MFA	Exit	MFA FINANCIAL INCORPORATED REIT USD0.01reit	$0	–	-408,706	-100.0%	-0.01%	–
LGIH	Exit	LGI HOMES INC COMMON STOCK USD0.01	$0	–	-40,509	-100.0%	-0.01%	–
CIM	Exit	CHIMERA INVESTMENT CORPORATION REIT USD0.01reit	$0	–	-154,705	-100.0%	-0.01%	–
TRTX	Exit	TPG RE FINANCE TRUST INCORPORATED REIT USD0.001reit	$0	–	-156,828	-100.0%	-0.01%	–
TWO	Exit	TWO HARBORS INVESTMENT CORPORATION REIT NPVreit	$0	–	-202,968	-100.0%	-0.01%	–
ARI	Exit	APOLLO COMMERCIAL REAL ESTATE FINANCE INCORPORATED REIT USD0.01reit	$0	–	-154,632	-100.0%	-0.01%	–
MTDR	Exit	MATADOR RESOURCES COMPANY COMMON STOCK USD0.01	$0	–	-206,720	-100.0%	-0.01%	–
BLD	Exit	TOPBUILD CORPORATION COMMON STOCK USD0.01	$0	–	-33,122	-100.0%	-0.01%	–
TPH	Exit	TRI POINTE GROUP INC COMMON STOCK USD0.01	$0	–	-230,869	-100.0%	-0.01%	–
EPC	Exit	EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01	$0	–	-123,661	-100.0%	-0.01%	–
MTOR	Exit	MERITOR INCORPORATED COMMON STOCK USD1	$0	–	-153,204	-100.0%	-0.01%	–
AWI	Exit	ARMSTRONG WORLD INDUSTRIES INCORPORATED COMMON STOCK USD0.01	$0	–	-49,647	-100.0%	-0.01%	–
NRZ	Exit	NEW RESIDENTIAL INVESTMENT CORPORATION REIT USD0.01reit	$0	–	-302,239	-100.0%	-0.01%	–
QQQ	Exit	INVESCO QQQ TRUST SERIES 1 NPVetf	$0	–	-26,000	-100.0%	-0.01%	–
QEP	Exit	QEP RESOURCES INCORPORATED COMMON STOCK USD0.01	$0	–	-1,191,032	-100.0%	-0.01%	–
SPR	Exit	SPIRIT AEROSYSTEMS HOLDINGS INCORPORATED CLASS 'A' COMMON STOCK USD0.01	$0	–	-83,079	-100.0%	-0.01%	–
AAN	Exit	AARON'S INCORPORATED COMMON STOCK USD0.50	$0	–	-111,526	-100.0%	-0.01%	–
SBGL	Exit	SIBANYE GOLD LIMITED SPONSORED ADR (EACH REPRESENT 4 ORDINARY)adr	$0	–	-658,854	-100.0%	-0.01%	–
FND	Exit	FLOOR AND DECOR HOLDINGS INC-A COMMON STOCK USD0.001	$0	–	-138,339	-100.0%	-0.01%	–
RIG	Exit	TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED)	$0	–	-1,009,750	-100.0%	-0.01%	–
TPX	Exit	TEMPUR SEALY INTERNATIONAL INCORPORATED COMMON STOCK USD0.01	$0	–	-82,778	-100.0%	-0.01%	–
PAGP	Exit	PLAINS GP HOLDINGS LP COMMON STOCK NPV	$0	–	-414,856	-100.0%	-0.01%	–
LPI	Exit	LAREDO PETROLEUM INCORPORATED COMMON STOCK USD0.01	$0	–	-2,771,600	-100.0%	-0.01%	–
AOS	Exit	SMITH(A.O.)INCORPORATE COMMON STOCK USD1	$0	–	-171,667	-100.0%	-0.01%	–
TOL	Exit	TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01	$0	–	-224,344	-100.0%	-0.01%	–
CDEV	Exit	CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV	$0	–	-1,896,187	-100.0%	-0.01%	–
IMO	Exit	IMPERIAL OIL COMMON STOCK NPV	$0	–	-286,500	-100.0%	-0.02%	–
AMCX	Exit	AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01	$0	–	-255,740	-100.0%	-0.02%	–
NFE	Exit	NEW FORTRESS ENERGY LLC	$0	–	-635,798	-100.0%	-0.02%	–
CF	Exit	CF INDUSTRIES HOLDINGS INCORPORATED COMMON STOCK USD0.01	$0	–	-214,174	-100.0%	-0.02%	–
AUB	Exit	ATLANTIC UNION BANKSHARES CO USD1.33	$0	–	-272,373	-100.0%	-0.02%	–
GHC	Exit	GRAHAM HOLDINGS COMPANY COMMON STOCK USD1	$0	–	-16,810	-100.0%	-0.02%	–
HIW	Exit	HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01reit	$0	–	-222,732	-100.0%	-0.02%	–
CADE	Exit	CADENCE BANCORPORATION COMMON STOCK USD0.01	$0	–	-644,525	-100.0%	-0.02%	–
BZUN	Exit	BAOZUN INC-SPN ADRadr	$0	–	-343,540	-100.0%	-0.02%	–
TTM	Exit	TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2)adr	$0	–	-1,018,766	-100.0%	-0.02%	–
IR	Exit	INGERSOLL-RAND PLC COMMON STOCK USD1	$0	–	-99,647	-100.0%	-0.02%	–
AON	Exit	AON PUBLIC LIMITED COMPANY COMMON STOCK USD1	$0	–	-65,942	-100.0%	-0.02%	–
EXTR	Exit	EXTREME NETWORKS INCORPORATED COMMON STOCK USD0.001	$0	–	-1,948,445	-100.0%	-0.02%	–
ECA	Exit	ENCANA CORPORATION COMMON NPV (US LISTING)	$0	–	-3,310,635	-100.0%	-0.03%	–
RTN	Exit	RAYTHEON COMPANY COMMON STOCK USD0.01	$0	–	-72,949	-100.0%	-0.03%	–
CAL	Exit	CALERES INC USD0.01	$0	–	-884,220	-100.0%	-0.03%	–
INXN	Exit	INTERXION HOLDING NV COMMON STOCK EUR0.10	$0	–	-352,962	-100.0%	-0.05%	–
HUD	Exit	HUDSON LIMITED CLASS A COMMON STOCK USD0.001	$0	–	-1,948,615	-100.0%	-0.05%	–
CLGX	Exit	CORELOGIC INCORPORATED COMMON STOCK USD1	$0	–	-689,561	-100.0%	-0.05%	–
TGNA	Exit	TEGNA INCORPORATED COMMON STOCK USD1	$0	–	-1,862,770	-100.0%	-0.05%	–
SAVE	Exit	SPIRIT AIRLINES INC COMMON STOCK USD0.01	$0	–	-777,735	-100.0%	-0.05%	–
NCLH	Exit	NORWEGIAN CRUISE LINE HOLDINGS LIMITED COMMON STOCK USD0.001	$0	–	-553,831	-100.0%	-0.05%	–
PB	Exit	PROSPERITY BANCSHARES INCORPORATED COMMON STOCK USD1	$0	–	-473,026	-100.0%	-0.06%	–
TCF	Exit	TCF FINANCIAL CORP COMMON USD1.000000	$0	–	-1,248,194	-100.0%	-0.10%	–
XHB	Exit	SPDR S&P HOMEBUILDERS ETFetf	$0	–	-1,447,126	-100.0%	-0.11%	–
WAL	Exit	WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001	$0	–	-1,582,629	-100.0%	-0.15%	–
DKS	Exit	DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001	$0	–	-2,008,436	-100.0%	-0.16%	–
BORR	Exit	BORR DRILLING LIMITED AED0.01	$0	–	-8,311,424	-100.0%	-1.03%	–

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 filed 2020-05-15

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 2020 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
Jones Energy, Inc.	August 02, 2013	1,250,000	10.0%
IONA TECHNOLOGIES PLC	February 14, 2007	3,074,962	8.8%
DE RIGO SPA	February 15, 2005	3,731,530	8.4%

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

Latest filings

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

View SCHRODER INVESTMENT MANAGEMENT GROUP's complete filings history.

All filings

View complete filings history.

Compare quarters

Export SCHRODER INVESTMENT MANAGEMENT GROUP's holdings

SCHRODER INVESTMENT MANAGEMENT GROUP - Q1 2020 holdings