$4.73 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 894 reported holdings in Q2 2018. The portfolio turnover from Q1 2018 to Q2 2018 was 33.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VLO | Sell | VALERO ENERGY CORP COM USD1 | $177,840,000 | +3.0% | 1,608,872 | -13.6% | 3.76% | -0.5% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | $121,826,000 | -20.3% | 1,111,927 | -23.1% | 2.58% | -23.0% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING CO COM USD.01 | $107,132,000 | +8.4% | 1,392,205 | -2.7% | 2.27% | +4.8% |
| TGT | Sell | TARGET CORP COM USD1 | $85,861,000 | -22.4% | 1,130,522 | -29.1% | 1.82% | -25.0% |
| GLW | Sell | CORNING INC COM USD5 | $76,007,000 | -11.8% | 2,771,428 | -10.3% | 1.61% | -14.7% |
| BA | Sell | BOEING CO COM USD5 | $73,851,000 | -45.7% | 220,661 | -46.8% | 1.56% | -47.5% |
| MCK | Sell | MCKESSON CORP COM USD2 | $51,260,000 | -15.5% | 385,419 | -10.5% | 1.08% | -18.4% |
| CDNS | Sell | CADENCE DESIGN SYSTEMS INC COM USD.01 | $44,318,000 | -29.9% | 1,025,203 | -40.4% | 0.94% | -32.2% |
| MSCI | Sell | MSCI INC CL A COM USD.01 | $42,764,000 | -3.8% | 259,409 | -12.8% | 0.90% | -7.1% |
| SLF | Sell | SUN LIFE FINANCIAL INC COM NPV | $41,676,000 | -3.4% | 1,044,927 | -0.6% | 0.88% | -6.7% |
| MSI | Sell | MOTOROLA SOLUTIONS INC COM USD.01 | $34,525,000 | -25.9% | 297,430 | -32.8% | 0.73% | -28.4% |
| RY | Sell | ROYAL BANK OF CANADA COM NPV | $32,884,000 | -20.4% | 439,497 | -17.8% | 0.70% | -23.0% |
| MFC | Sell | MANULIFE FINANCIAL CORP COM NPV | $26,313,000 | -20.6% | 1,475,018 | -17.4% | 0.56% | -23.3% |
| AAPL | Sell | APPLE INC COM NPV | $23,766,000 | +2.1% | 128,635 | -7.3% | 0.50% | -1.2% |
| UAL | Sell | UNITED CONTINENTAL HLDGS INC COM NEW | $23,219,000 | -35.7% | 333,863 | -35.8% | 0.49% | -37.8% |
| UTX | Sell | UNITED TECHNOLOGIES CORP COM USD5 | $22,303,000 | -10.4% | 178,960 | -9.5% | 0.47% | -13.2% |
| TD | Sell | TORONTO DOMINION BANK COM NPV | $19,887,000 | -19.4% | 346,295 | -20.4% | 0.42% | -22.0% |
| LUMN | Sell | CENTURYLINK INC COM USD1 | $19,838,000 | -13.5% | 1,066,349 | -23.6% | 0.42% | -16.3% |
| MED | Sell | MEDIFAST INC COM USD.001 | $17,306,000 | +68.4% | 108,299 | -1.5% | 0.37% | +62.7% |
| GILD | Sell | GILEAD SCIENCES INC COM USD.001 | $17,311,000 | -61.9% | 244,409 | -59.4% | 0.37% | -63.2% |
| AET | Sell | AETNA INC COM USD.01 | $16,758,000 | +5.1% | 91,711 | -2.8% | 0.35% | +1.4% |
| MGA | Sell | MAGNA INTERNATIONAL INC COM NPV | $16,696,000 | -2.6% | 289,168 | -5.0% | 0.35% | -5.9% |
| IBM | Sell | INTL BUSINESS MACHINES CORP COM USD.2 | $16,664,000 | -17.0% | 119,532 | -8.6% | 0.35% | -19.8% |
| WMT | Sell | WALMART INC COM USD.1 | $16,548,000 | -6.4% | 193,746 | -2.5% | 0.35% | -9.6% |
| GRPU | Sell | GRANITE REAL ESTATE INVEST STPLD UNIT | $15,099,000 | -17.9% | 373,094 | -20.0% | 0.32% | -20.6% |
| GS | Sell | GOLDMAN SACHS GROUP INC COM USD.01 | $13,864,000 | -45.5% | 63,045 | -37.6% | 0.29% | -47.4% |
| ISRG | Sell | INTUITIVE SURGICAL INC COM USD.001 | $12,445,000 | +11.7% | 26,026 | -3.5% | 0.26% | +7.8% |
| CIT | Sell | CIT GROUP INC COM USD.01 | $11,724,000 | -3.1% | 233,275 | -0.7% | 0.25% | -6.4% |
| MAN | Sell | MANPOWERGROUP COM NPV | $10,984,000 | -28.4% | 128,074 | -4.0% | 0.23% | -31.0% |
| SP | Sell | SP PLUS CORP CL A USD.001 | $9,685,000 | +1.7% | 260,871 | -2.5% | 0.20% | -1.4% |
| MBT | Sell | MOBILE TELESYSTEMS PJSC SPONSORED ADR | $8,815,000 | -27.3% | 998,271 | -6.2% | 0.19% | -29.8% |
| CNI | Sell | CANADIAN NATIONAL RAILWAY CO COM NPV | $8,583,000 | +2.2% | 105,753 | -8.1% | 0.18% | -1.1% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO COM NPV | $8,327,000 | +4.2% | 181,695 | -1.4% | 0.18% | +0.6% |
| SKM | Sell | SK TELECOM CO LTD SPON ADR | $7,822,000 | -3.9% | 335,418 | -0.4% | 0.16% | -7.3% |
| CLS | Sell | CELESTICA INC SUB VTG SHS | $7,789,000 | +2.6% | 660,293 | -10.1% | 0.16% | -0.6% |
| ARCH | Sell | ARCH COAL INC COM USD.01 | $7,587,000 | -15.4% | 96,747 | -0.9% | 0.16% | -18.4% |
| INTC | Sell | INTEL CORP COM NPV | $7,507,000 | -23.1% | 151,621 | -19.1% | 0.16% | -25.7% |
| AEG | Sell | AEGON NV NY SHR ADR | $7,368,000 | -78.7% | 1,244,545 | -75.7% | 0.16% | -79.4% |
| JE | Sell | JUST ENERGY GROUP INC COM | $7,176,000 | -31.6% | 2,005,758 | -15.6% | 0.15% | -33.9% |
| LRCX | Sell | LAM RESEARCH CORP COM NPV | $6,829,000 | -39.6% | 39,513 | -29.0% | 0.14% | -41.7% |
| DOFSQ | Sell | DIAMOND OFFSHRE DRILLING INC COM USD.01 | $6,762,000 | +40.5% | 324,149 | -1.2% | 0.14% | +36.2% |
| ADBE | Sell | ADOBE SYSTEMS INC COM NPV | $6,704,000 | +11.3% | 27,495 | -1.3% | 0.14% | +7.6% |
| LEA | Sell | LEAR CORP COM NPV | $6,149,000 | -79.2% | 33,129 | -79.1% | 0.13% | -79.9% |
| LPX | Sell | LOUISIANA-PACIFIC CORP COM USD1 | $5,792,000 | -19.0% | 212,829 | -14.3% | 0.12% | -21.8% |
| DFS | Sell | DISCOVER FINANCIAL SVCS COM USD.01 | $5,788,000 | -81.9% | 82,382 | -81.5% | 0.12% | -82.6% |
| WDC | Sell | WESTERN DIGITAL CORP COM USD.1 | $5,773,000 | -16.8% | 74,571 | -0.9% | 0.12% | -19.7% |
| CNC | Sell | CENTENE CORP COM USD.003 | $5,407,000 | -27.7% | 44,069 | -37.0% | 0.11% | -30.5% |
| TTEC | Sell | TTEC HOLDINGS INC COM USD.01 | $5,202,000 | -11.7% | 150,817 | -21.4% | 0.11% | -14.7% |
| ANSS | Sell | ANSYS INC COM USD.01 | $4,905,000 | -1.9% | 28,191 | -11.6% | 0.10% | -4.6% |
| COO | Sell | COOPER COMPANIES INC COM USD.1 | $4,865,000 | -0.6% | 20,672 | -3.3% | 0.10% | -3.7% |
| EVR | Sell | EVERCORE INC CL A COM USD.01 | $4,461,000 | +20.8% | 42,347 | -0.0% | 0.09% | +16.0% |
| A | Sell | AGILENT TECHNOLOGIES INC COM USD.01 | $4,337,000 | -7.7% | 70,163 | -0.1% | 0.09% | -10.7% |
| CTSH | Sell | COGNIZANT TECH SOLUTIONS CL A COM USD.01 | $4,256,000 | -2.6% | 53,882 | -0.8% | 0.09% | -6.2% |
| ATVI | Sell | ACTIVISION BLIZZARD INC COM | $3,959,000 | -12.5% | 51,870 | -22.6% | 0.08% | -15.2% |
| FSV | Sell | FIRSTSERVICE CORP SUB VTG | $3,844,000 | -75.6% | 50,933 | -76.4% | 0.08% | -76.5% |
| GE | Sell | GENERAL ELECTRIC CO COM USD.63 | $3,658,000 | -12.1% | 268,790 | -12.9% | 0.08% | -15.4% |
| EA | Sell | ELECTRONIC ARTS INC COM USD.01 | $3,531,000 | +16.2% | 25,041 | -0.1% | 0.08% | +13.6% |
| IDXX | Sell | IDEXX LABS INC COM USD.1 | $3,503,000 | -55.5% | 16,077 | -60.9% | 0.07% | -57.0% |
| CRL | Sell | CHARLES RIVER LABS INTL INC COM USD.01 | $3,375,000 | +2.8% | 30,071 | -2.3% | 0.07% | -1.4% |
| NVR | Sell | NVR INC COM USD.01 | $3,327,000 | -12.6% | 1,121 | -17.6% | 0.07% | -15.7% |
| CEO | Sell | CNOOC LTD SPONSORED ADR | $3,069,000 | +13.2% | 17,925 | -2.3% | 0.06% | +10.2% |
| BAX | Sell | BAXTER INTERNATIONAL INC COM USD1 | $3,043,000 | +3.4% | 41,245 | -8.9% | 0.06% | 0.0% |
| CHE | Sell | CHEMED CORP COM USD1 | $2,795,000 | -55.3% | 8,733 | -61.9% | 0.06% | -56.9% |
| CP | Sell | CANADIAN PACIFIC RAILWAY LTD COM CAD5 | $2,491,000 | +2.4% | 13,691 | -0.8% | 0.05% | 0.0% |
| SAFM | Sell | SANDERSON FARMS INC COM USD1 | $2,501,000 | -14.4% | 23,887 | -2.7% | 0.05% | -17.2% |
| ROK | Sell | ROCKWELL AUTOMATION COM USD1 | $2,410,000 | -53.2% | 14,497 | -50.9% | 0.05% | -54.9% |
| VRSN | Sell | VERISIGN INC COM USD.01 | $2,427,000 | +15.4% | 17,683 | -0.3% | 0.05% | +10.9% |
| CCMP | Sell | CABOT MICROELECTRONICS CORP COM USD.001 | $2,410,000 | -49.0% | 22,547 | -48.9% | 0.05% | -50.5% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC COM USD.01 | $2,399,000 | -43.9% | 25,660 | -37.8% | 0.05% | -45.7% |
| CVI | Sell | CVR ENERGY INC COM USD.01 | $2,295,000 | +12.9% | 62,309 | -7.4% | 0.05% | +11.4% |
| VMW | Sell | VMWARE INC -CL A CL A COM USD.01 | $2,338,000 | +18.9% | 15,936 | -1.7% | 0.05% | +14.0% |
| PENN | Sell | PENN NATIONAL GAMING INC COM USD.01 | $2,293,000 | +26.8% | 68,662 | -0.3% | 0.05% | +20.0% |
| NYT | Sell | NEW YORK TIMES CO -CL A CL A COM USD.1 | $2,263,000 | -18.9% | 87,855 | -24.1% | 0.05% | -21.3% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP COM USD.01 | $2,204,000 | -4.8% | 24,004 | -0.6% | 0.05% | -7.8% |
| TRI | Sell | THOMSON-REUTERS CORP COM NPV | $2,147,000 | -72.0% | 53,288 | -73.1% | 0.04% | -73.2% |
| INGN | Sell | INOGEN INC COM USD.001 | $2,088,000 | +4.2% | 11,273 | -30.8% | 0.04% | 0.0% |
| JKHY | Sell | HENRY (JACK) & ASSOCIATES COM USD.01 | $1,978,000 | +6.9% | 15,186 | -0.8% | 0.04% | +5.0% |
| PAHC | Sell | PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 | $1,774,000 | -9.7% | 38,762 | -21.7% | 0.04% | -11.6% |
| WERN | Sell | WERNER ENTERPRISES INC COM USD.01 | $1,722,000 | +2.2% | 46,128 | -0.1% | 0.04% | -2.7% |
| EBF | Sell | ENNIS INC COM USD2.5 | $1,651,000 | +1.2% | 81,124 | -2.0% | 0.04% | -2.8% |
| STMP | Sell | STAMPS.COM INC COM USD.001 | $1,553,000 | -3.2% | 6,170 | -22.7% | 0.03% | -5.7% |
| ALG | Sell | ALAMO GROUP INC COM USD.1 | $1,569,000 | -18.8% | 17,467 | -0.6% | 0.03% | -21.4% |
| AAN | Sell | AARON'S INC COM USD.5 | $1,515,000 | -25.3% | 34,991 | -19.6% | 0.03% | -27.3% |
| APPF | Sell | APPFOLIO INC CL A COM USD.0001 | $1,445,000 | +40.8% | 23,766 | -5.4% | 0.03% | +40.9% |
| MKSI | Sell | MKS INSTRUMENTS INC COM NPV | $1,467,000 | -22.1% | 15,357 | -5.6% | 0.03% | -24.4% |
| IDCC | Sell | INTERDIGITAL INC COM USD.01 | $1,397,000 | +4.6% | 17,268 | -4.8% | 0.03% | +3.4% |
| RUSHA | Sell | RUSH ENTERPRISES INC CL A COM USD.01 | $1,354,000 | -5.3% | 31,368 | -6.8% | 0.03% | -6.5% |
| WOR | Sell | WORTHINGTON INDUSTRIES COM NPV | $1,255,000 | -9.0% | 29,895 | -7.0% | 0.03% | -10.0% |
| OXM | Sell | OXFORD INDUSTRIES INC COM USD1 | $1,299,000 | +2.1% | 15,741 | -7.7% | 0.03% | -3.6% |
| ENVA | Sell | ENOVA INTERNATIONAL INC COM USD0.00001 | $1,235,000 | +37.2% | 33,899 | -16.9% | 0.03% | +30.0% |
| JOUT | Sell | JOHNSON OUTDOORS INC -CL A CL A COM USD.05 | $1,211,000 | +8.6% | 14,408 | -19.8% | 0.03% | +8.3% |
| VAR | Sell | VARIAN MEDICAL SYSTEMS INC COM USD1 | $1,188,000 | -21.5% | 10,485 | -15.0% | 0.02% | -24.2% |
| PRAH | Sell | PRA HEALTH SCIENCES INC COM USD.01 | $1,168,000 | -19.2% | 12,585 | -27.8% | 0.02% | -21.9% |
| IO | Sell | ION GEOPHYSICAL CORP COM USD.01 | $1,179,000 | -23.7% | 48,687 | -14.7% | 0.02% | -26.5% |
| NRC | Sell | NATIONAL RESEARCH CORP COM USD.001 | $1,117,000 | +6.2% | 30,033 | -16.5% | 0.02% | +4.3% |
| TNET | Sell | TRINET GROUP INC COM USD.000025 | $1,136,000 | +9.5% | 20,411 | -8.8% | 0.02% | +4.3% |
| BLKB | Sell | BLACKBAUD INC COM | $1,097,000 | -1.1% | 10,764 | -1.2% | 0.02% | -4.2% |
| VRS | Sell | VERSO CORP CL A COM USD.01 | $1,077,000 | +14.9% | 49,734 | -10.6% | 0.02% | +9.5% |
| PGR | Sell | PROGRESSIVE CORP-OHIO COM USD1 | $1,058,000 | -84.8% | 17,886 | -84.3% | 0.02% | -85.5% |
| ATRI | Sell | ATRION CORP COM USD1 | $985,000 | -18.5% | 1,653 | -13.7% | 0.02% | -19.2% |
| NVO | Sell | NOVO NORDISK A/S ADR | $992,000 | -6.6% | 21,504 | -0.3% | 0.02% | -8.7% |
| TSN | Sell | TYSON FOODS INC -CL A CL A COM USD.1 | $989,000 | -13.5% | 14,397 | -7.8% | 0.02% | -16.0% |
| ING | Sell | ING GROEP NV SPON ADR | $953,000 | -20.1% | 66,558 | -5.5% | 0.02% | -23.1% |
| WTI | Sell | W&T OFFSHORE INC COM USD.00001 | $951,000 | +41.7% | 133,474 | -11.9% | 0.02% | +33.3% |
| CYD | Sell | CHINA YUCHAI INTERNATIONAL COM USD.1 | $894,000 | -40.6% | 41,186 | -42.1% | 0.02% | -42.4% |
| CMTL | Sell | COMTECH TELECOMMUN COM NPV | $919,000 | -8.3% | 28,981 | -13.6% | 0.02% | -13.6% |
| MC | Sell | MOELIS & CO CL A COM USD.01 | $881,000 | -57.5% | 15,035 | -63.1% | 0.02% | -57.8% |
| ENV | Sell | ENVESTNET INC COM USD.01 | $837,000 | -7.1% | 15,336 | -2.4% | 0.02% | -10.0% |
| CLUBQ | Sell | TOWN SPORTS INTL HOLDINGS COM USD.001 | $802,000 | +66.0% | 55,115 | -13.4% | 0.02% | +54.5% |
| QSII | Sell | QUALITY SYSTEMS INC COM USD.01 | $765,000 | +1.9% | 39,443 | -28.3% | 0.02% | 0.0% |
| MUFG | Sell | MITSUBISHI UFJ FINANCIAL GRP ADR | $764,000 | -35.7% | 135,286 | -24.4% | 0.02% | -38.5% |
| WW | Sell | WEIGHT WATCHERS INTL INC COM NVP | $763,000 | -29.3% | 7,588 | -55.2% | 0.02% | -33.3% |
| HCC | Sell | WARRIOR MET COAL INC COM USD0.01 | $759,000 | -17.9% | 27,567 | -16.6% | 0.02% | -20.0% |
| AMAT | Sell | APPLIED MATERIALS INC COM NPV | $732,000 | -89.4% | 15,852 | -87.2% | 0.02% | -90.1% |
| GNRC | Sell | GENERAC HOLDINGS INC COM USD0.01 | $729,000 | +10.8% | 14,181 | -1.0% | 0.02% | +7.1% |
| BIG | Sell | BIG LOTS INC COM USD.01 | $708,000 | -12.7% | 17,016 | -8.7% | 0.02% | -16.7% |
| TRHC | Sell | TABULA RASA HEALTHCARE INC COM USD.0001 | $701,000 | +55.1% | 11,046 | -5.1% | 0.02% | +50.0% |
| HYH | Sell | HALYARD HEALTH INC COM USD.01 | $670,000 | +22.0% | 11,767 | -1.2% | 0.01% | +16.7% |
| NTAP | Sell | NETAPP INC COM NPV | $652,000 | -98.4% | 8,361 | -98.7% | 0.01% | -98.4% |
| RCKY | Sell | ROCKY BRANDS INC COM NPV | $620,000 | +21.8% | 20,681 | -12.9% | 0.01% | +18.2% |
| PHG | Sell | KONINKLIJKE PHILIPS NV NY SHS ADR | $612,000 | +9.9% | 14,471 | -0.4% | 0.01% | +8.3% |
| DEO | Sell | DIAGEO PLC SPON ADR | $598,000 | -0.2% | 4,153 | -6.1% | 0.01% | 0.0% |
| TTC | Sell | TORO CO COM USD1 | $617,000 | -36.3% | 10,252 | -33.9% | 0.01% | -38.1% |
| PKG | Sell | PACKAGING CORP OF AMERICA COM USD.01 | $597,000 | -1.3% | 5,337 | -0.6% | 0.01% | 0.0% |
| MMM | Sell | 3M CO COM NPV | $603,000 | -13.0% | 3,067 | -2.8% | 0.01% | -13.3% |
| SCHN | Sell | SCHNITZER STEEL INDS -CL A CL A COM USD.01 | $617,000 | -6.4% | 18,313 | -10.1% | 0.01% | -7.1% |
| RJF | Sell | RAYMOND JAMES FINANCIAL CORP COM USD.01 | $588,000 | -57.5% | 6,582 | -57.5% | 0.01% | -60.0% |
| OSUR | Sell | ORASURE TECHNOLOGIES INC COM NPV | $568,000 | -32.7% | 34,696 | -30.6% | 0.01% | -33.3% |
| HSC | Sell | HARSCO CORP COM USD1.25 | $535,000 | +5.3% | 24,360 | -1.0% | 0.01% | 0.0% |
| CORT | Sell | CORCEPT THERAPEUTICS INC COM USD.00001 | $530,000 | -24.9% | 33,922 | -21.0% | 0.01% | -26.7% |
| QUAD | Sell | QUAD/GRAPHICS INC CL A COM USD.025 | $515,000 | -28.6% | 24,840 | -12.6% | 0.01% | -31.2% |
| FOXF | Sell | FOX FACTORY HOLDING CP COM USD.001 | $539,000 | -30.6% | 11,646 | -47.7% | 0.01% | -35.3% |
| DDS | Sell | DILLARDS INC -CL A CL A COM NPV | $511,000 | -68.9% | 5,404 | -73.6% | 0.01% | -69.4% |
| MBUU | Sell | MALIBU BOATS INC CL A COM USD.01 | $468,000 | -58.7% | 11,199 | -67.1% | 0.01% | -60.0% |
| RAVN | Sell | RAVEN INDUSTRIES INC COM USD1 | $452,000 | -6.0% | 11,836 | -13.8% | 0.01% | -9.1% |
| VC | Sell | VISTEON CORP COM NEW | $465,000 | -1.5% | 3,614 | -15.7% | 0.01% | 0.0% |
| GOOGL | Sell | ALPHABET INC CL A COM USD.001 | $480,000 | +8.4% | 425 | -0.5% | 0.01% | 0.0% |
| HEI | Sell | HEICO CORP COM USD.166 | $404,000 | -55.3% | 5,558 | -46.5% | 0.01% | -55.0% |
| VAC | Sell | MARRIOTT VACATIONS WORLDWIDE COM USD.01 | $429,000 | -63.4% | 3,822 | -56.6% | 0.01% | -65.4% |
| MGLN | Sell | MAGELLAN HEALTH INC COM NEW | $442,000 | -26.0% | 4,622 | -17.1% | 0.01% | -30.8% |
| MSA | Sell | MSA SAFETY INC COM NPV | $430,000 | -40.2% | 4,490 | -48.0% | 0.01% | -43.8% |
| FIS | Sell | FIDELITY NATIONAL INFO SVCS COM | $432,000 | +9.4% | 4,071 | -0.8% | 0.01% | 0.0% |
| WYND | Sell | WYNDHAM DESTINATIONS INC COM USD | $392,000 | -99.2% | 8,857 | -98.0% | 0.01% | -99.3% |
| THO | Sell | THOR INDUSTRIES INC COM USD.01 | $379,000 | -28.9% | 3,909 | -15.5% | 0.01% | -33.3% |
| WAT | Sell | WATERS CORP COM USD.01 | $374,000 | -80.0% | 1,934 | -79.4% | 0.01% | -80.5% |
| TRST | Sell | TRUSTCO BANK CORP/NY COM NPV | $384,000 | -22.4% | 43,145 | -26.3% | 0.01% | -27.3% |
| FCNCA | Sell | FIRST CITIZENS BANCSH -CL A CL A COM USD1 | $368,000 | -10.9% | 913 | -8.7% | 0.01% | -11.1% |
| IAC | Sell | IAC/INTERACTIVECORP COM USD1 | $325,000 | -3.0% | 2,139 | -0.0% | 0.01% | 0.0% |
| HFC | Sell | HOLLYFRONTIER CORP COM USD.01 | $351,000 | +26.3% | 5,152 | -9.4% | 0.01% | +16.7% |
| EGRX | Sell | EAGLE PHARMACEUTICALS INC COM USD.001 | $339,000 | +40.7% | 4,484 | -1.9% | 0.01% | +40.0% |
| BTU | Sell | PEABODY ENERGY CORP WHEN ISSUED | $318,000 | +23.7% | 6,991 | -0.5% | 0.01% | +16.7% |
| VOD | Sell | VODAFONE GROUP PLC SPON ADR | $352,000 | -13.9% | 14,483 | -1.5% | 0.01% | -22.2% |
| PFE | Sell | PFIZER INC COM USD.1 | $338,000 | -91.7% | 9,379 | -91.8% | 0.01% | -92.1% |
| IIN | Sell | INTRICON CORP COM USD1 | $334,000 | +101.2% | 8,294 | -0.3% | 0.01% | +75.0% |
| UFS | Sell | DOMTAR CORP COM USD.01 | $351,000 | +2.6% | 7,362 | -8.4% | 0.01% | 0.0% |
| RACE | Sell | FERRARI NV COM EUR.01 | $332,000 | -70.3% | 2,459 | -73.4% | 0.01% | -70.8% |
| REX | Sell | REX AMERICAN RESOURCES CORP COM USD.01 | $351,000 | -3.0% | 4,333 | -12.7% | 0.01% | -12.5% |
| BSBR | Sell | BANCO SANTANDER BRASIL -ADR ADR | $309,000 | -38.7% | 41,174 | -1.7% | 0.01% | -36.4% |
| PRIM | Sell | PRIMORIS SERVICES CORP COM USD.0001 | $317,000 | +6.7% | 11,653 | -2.0% | 0.01% | +16.7% |
| AMED | Sell | AMEDISYS INC COM USD.001 | $316,000 | -46.3% | 3,729 | -61.7% | 0.01% | -46.2% |
| BCO | Sell | BRINKS CO COM SERVICES NPV | $332,000 | -54.3% | 4,197 | -58.8% | 0.01% | -56.2% |
| XOMA | Sell | XOMA CORP COM USD.0005 | $320,000 | -35.7% | 15,436 | -37.3% | 0.01% | -36.4% |
| ENTG | Sell | ENTEGRIS INC COM USD.01 | $319,000 | -56.7% | 9,459 | -55.4% | 0.01% | -56.2% |
| ULBI | Sell | ULTRALIFE CORP COM USD.1 | $309,000 | -12.0% | 32,218 | -8.2% | 0.01% | -12.5% |
| ATHM | Sell | AUTOHOME INC -ADR ADR | $290,000 | +16.9% | 2,867 | -0.6% | 0.01% | +20.0% |
| SAIC | Sell | SCIENCE APPLICATIONS INTL CP COM USD.0001 | $285,000 | -2.4% | 3,523 | -4.8% | 0.01% | 0.0% |
| POL | Sell | POLYONE CORP COM USD.1 | $277,000 | +0.7% | 6,441 | -0.2% | 0.01% | 0.0% |
| HP | Sell | HELMERICH & PAYNE COM USD.1 | $286,000 | -7.7% | 4,506 | -3.2% | 0.01% | -14.3% |
| CNTY | Sell | CENTURY CASINOS INC COM USD.01 | $262,000 | -14.4% | 29,918 | -27.1% | 0.01% | -14.3% |
| KBR | Sell | KBR INC COM USD.001 | $267,000 | +8.1% | 14,970 | -1.7% | 0.01% | +20.0% |
| KAI | Sell | KADANT INC COM USD.01 | $283,000 | -64.7% | 2,962 | -65.1% | 0.01% | -66.7% |
| CNA | Sell | CNA FINANCIAL CORP COM USD2.5 | $275,000 | -68.2% | 6,024 | -65.6% | 0.01% | -68.4% |
| FSBW | Sell | FS BANCORP INC COM USD.01 | $298,000 | -29.4% | 4,709 | -40.2% | 0.01% | -33.3% |
| STC | Sell | STEWART INFORMATION SERVICES COM USD1 | $304,000 | -7.3% | 7,061 | -5.3% | 0.01% | -14.3% |
| MLCO | Sell | MELCO RESORTS & ENTERTAINMEN ADR NPV | $298,000 | -66.9% | 10,658 | -65.6% | 0.01% | -70.0% |
| VEEV | Sell | VEEVA SYSTEMS INC CL A COM USD.00001 | $307,000 | -4.7% | 4,013 | -9.1% | 0.01% | -14.3% |
| EGAN | Sell | EGAIN CORP COM USD.001 | $253,000 | +90.2% | 16,743 | -0.3% | 0.01% | +66.7% |
| EVRI | Sell | EVERI HOLDINGS INC COM USD.001 | $213,000 | -60.0% | 29,816 | -63.2% | 0.01% | -58.3% |
| HSBC | Sell | HSBC HLDGS PLC SPON ADR | $258,000 | -91.1% | 5,477 | -91.0% | 0.01% | -92.2% |
| CERC | Sell | CERECOR INC COM USD.001 | $259,000 | -17.8% | 59,715 | -18.7% | 0.01% | -28.6% |
| USNA | Sell | USANA HEALTH SCIENCES INC COM NPV | $240,000 | +34.1% | 2,083 | -0.3% | 0.01% | +25.0% |
| WEYS | Sell | WEYCO GROUP INC COM USD1 | $231,000 | +6.9% | 6,354 | -1.3% | 0.01% | 0.0% |
| IRMD | Sell | IRADIMED CORP COM USD.0001 | $237,000 | +46.3% | 11,407 | -0.1% | 0.01% | +25.0% |
| KB | Sell | KB FINANCIAL GROUP SPON ADR | $238,000 | -63.4% | 5,125 | -54.3% | 0.01% | -64.3% |
| TLYS | Sell | TILLY'S INC CL A COM NPV | $230,000 | +10.6% | 15,198 | -17.4% | 0.01% | 0.0% |
| MDC | Sell | MDC HOLDINGS INC COM USD.01 | $237,000 | -40.9% | 7,689 | -46.5% | 0.01% | -44.4% |
| MRLN | Sell | MARLIN BUSINESS SERVICES INC COM USD.01 | $251,000 | -1.2% | 8,396 | -6.3% | 0.01% | -16.7% |
| MCD | Sell | MCDONALD'S CORP COM NPV | $255,000 | -99.5% | 1,626 | -99.5% | 0.01% | -99.6% |
| MOV | Sell | MOVADO GROUP INC COM USD.01 | $225,000 | -31.4% | 4,653 | -45.5% | 0.01% | -28.6% |
| NBN | Sell | NORTHEAST BANCORP/ME COM NPV | $251,000 | -16.3% | 11,521 | -21.3% | 0.01% | -28.6% |
| NRIM | Sell | NORTHRIM BANCORP INC COM USD1 | $230,000 | -11.2% | 5,809 | -22.6% | 0.01% | -16.7% |
| RUTH | Sell | RUTHS HOSPITALITY GROUP INC COM USD.01 | $249,000 | -60.6% | 8,901 | -65.6% | 0.01% | -64.3% |
| ROL | Sell | ROLLINS INC COM USD1 | $236,000 | -49.4% | 4,502 | -50.7% | 0.01% | -50.0% |
| STRL | Sell | STERLING CONSTRUCTION CO INC COM NPV | $253,000 | -20.4% | 19,578 | -29.4% | 0.01% | -28.6% |
| RVSB | Sell | RIVERVIEW BANCORP INC COM USD1 | $225,000 | -21.9% | 26,604 | -13.8% | 0.01% | -16.7% |
| PBF | Sell | PBF ENERGY INC CL A COM USD0.001 | $253,000 | +6.8% | 6,053 | -13.3% | 0.01% | 0.0% |
| LOGI | Sell | LOGITECH INTERNATIONAL SA ORD | $217,000 | -55.5% | 4,950 | -62.8% | 0.01% | -54.5% |
| SNBR | Sell | SLEEP NUMBER CORPORATION COM USD.01 | $240,000 | -33.9% | 8,284 | -19.8% | 0.01% | -37.5% |
| TROW | Sell | PRICE (T. ROWE) GROUP COM USD.2 | $214,000 | -1.4% | 1,840 | -8.4% | 0.01% | 0.0% |
| EIG | Sell | EMPLOYERS HOLDINGS INC COM USD.01 | $232,000 | -55.8% | 5,765 | -55.6% | 0.01% | -54.5% |
| TSEM | Sell | TOWER SEMICONDUCTOR LTD ORD NIS1 | $207,000 | -58.8% | 9,390 | -49.6% | 0.00% | -63.6% |
| LAKE | Sell | LAKELAND INDUSTRIES INC COM USD1 | $180,000 | -25.9% | 12,733 | -32.1% | 0.00% | -20.0% |
| PEBK | Sell | PEOPLES BANCORP NC INC COM NPV | $198,000 | -36.1% | 6,197 | -38.5% | 0.00% | -42.9% |
| CLGX | Sell | CORELOGIC INC COM USD1 | $170,000 | +13.3% | 3,290 | -0.9% | 0.00% | +33.3% |
| ATR | Sell | APTARGROUP INC COM USD.01 | $179,000 | +1.1% | 1,921 | -2.2% | 0.00% | 0.0% |
| FHI | Sell | FEDERATED INVESTORS INC CL B COM NPV | $206,000 | -31.8% | 8,860 | -2.1% | 0.00% | -42.9% |
| KEM | Sell | KEMET CORP COM USD.01 | $195,000 | -71.4% | 8,098 | -78.5% | 0.00% | -73.3% |
| DRI | Sell | DARDEN RESTAURANTS INC COM NPV | $182,000 | -89.5% | 1,706 | -91.6% | 0.00% | -89.5% |
| INTT | Sell | INTEST CORP COM USD.01 | $166,000 | -40.5% | 22,690 | -46.0% | 0.00% | -33.3% |
| DGICA | Sell | DONEGAL GROUP INC CL A | $184,000 | -14.0% | 13,541 | -0.1% | 0.00% | -20.0% |
| QDEL | Sell | QUIDEL CORP COM NPV | $200,000 | +11.7% | 3,020 | -12.7% | 0.00% | 0.0% |
| BOOT | Sell | BOOT BARN HOLDINGS INC COM USD.001 | $196,000 | -7.1% | 9,432 | -20.7% | 0.00% | -20.0% |
| TESS | Sell | TESSCO TECHNOLOGIES INC COM USD.01 | $190,000 | -49.1% | 10,988 | -31.8% | 0.00% | -50.0% |
| APAM | Sell | ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | $151,000 | -16.1% | 5,029 | -6.7% | 0.00% | -25.0% |
| NL | Sell | NL INDUSTRIES COM USD1.25 | $135,000 | -19.6% | 15,535 | -27.6% | 0.00% | -25.0% |
| NCS | Sell | NCI BUILDING SYSTEMS INC COM USD.01 | $136,000 | +16.2% | 6,492 | -1.7% | 0.00% | 0.0% |
| MYGN | Sell | MYRIAD GENETICS INC COM USD.01 | $121,000 | -14.8% | 3,269 | -31.8% | 0.00% | 0.0% |
| MOH | Sell | MOLINA HEALTHCARE INC COM USD.001 | $130,000 | +13.0% | 1,324 | -6.7% | 0.00% | 0.0% |
| ANIK | Sell | ANIKA THERAPEUTICS INC COM USD.01 | $164,000 | -74.1% | 5,177 | -59.4% | 0.00% | -78.6% |
| MTD | Sell | METTLER-TOLEDO INTL INC COM USD.01 | $164,000 | -1.8% | 284 | -2.4% | 0.00% | -25.0% |
| SGC | Sell | SUPERIOR GROUP OF COS INC COM USD1 | $127,000 | -21.1% | 6,121 | -0.2% | 0.00% | -25.0% |
| BWINB | Sell | BALDWIN & LYONS -CL B CL B COM NPV | $123,000 | -30.5% | 5,049 | -37.2% | 0.00% | -25.0% |
| PFG | Sell | PRINCIPAL FINANCIAL GRP INC COM USD.01 | $122,000 | -88.8% | 2,308 | -87.1% | 0.00% | -87.5% |
| HRB | Sell | BLOCK H & R INC COM NPV | $153,000 | -12.1% | 6,723 | -1.9% | 0.00% | -25.0% |
| VVI | Sell | VIAD CORP COM | $164,000 | -28.1% | 3,046 | -29.8% | 0.00% | -40.0% |
| CABO | Sell | CABLE ONE INC COM USD.01 | $146,000 | -55.2% | 200 | -57.9% | 0.00% | -57.1% |
| SCSC | Sell | SCANSOURCE INC COM NPV | $143,000 | -10.1% | 3,539 | -20.8% | 0.00% | 0.0% |
| TRNC | Sell | TRONC INC COM USD.01 | $146,000 | -12.6% | 8,469 | -16.9% | 0.00% | -25.0% |
| CHMG | Sell | CHEMUNG FINANCIAL CORP COM USD.01 | $145,000 | -19.9% | 2,890 | -26.3% | 0.00% | -25.0% |
| USLM | Sell | U S LIME & MINERALS COM USD.1 | $141,000 | -34.1% | 1,685 | -42.5% | 0.00% | -40.0% |
| SPTN | Sell | SPARTANNASH CO COM NPV | $131,000 | +23.6% | 5,120 | -16.5% | 0.00% | +50.0% |
| X | Sell | UNITED STATES STEEL CORP COM NPV | $126,000 | -2.3% | 3,637 | -0.5% | 0.00% | 0.0% |
| HOFT | Sell | HOOKER FURNITURE CORP COM NPV | $144,000 | -22.6% | 3,080 | -39.2% | 0.00% | -25.0% |
| RYAM | Sell | RAYONIER ADVANCED MATERIALS COM USD.01 | $157,000 | -49.5% | 9,190 | -36.6% | 0.00% | -57.1% |
| GLIBA | Sell | GCI LIBERTY INC CL A COM NPV | $120,000 | -76.5% | 2,685 | -72.2% | 0.00% | -72.7% |
| AEIS | Sell | ADVANCED ENERGY INDS INC COM USD.001 | $151,000 | -81.0% | 2,618 | -78.9% | 0.00% | -82.4% |
| FOR | Sell | FORESTAR GROUP INC COM USD1 | $148,000 | -19.1% | 7,204 | -16.8% | 0.00% | -25.0% |
| AEGN | Sell | AEGION CORP COM USD.01 | $93,000 | +8.1% | 3,601 | -3.6% | 0.00% | 0.0% |
| ALSK | Sell | ALASKA COMMUNICATIONS SYS GP COM USD.01 | $101,000 | -29.4% | 57,295 | -27.7% | 0.00% | -33.3% |
| AEL | Sell | AMERICAN EQTY INVT LIFE HLDG COM USD1. | $92,000 | +13.6% | 2,557 | -7.7% | 0.00% | 0.0% |
| CNBKA | Sell | CENTURY BANCORP INC/MA CL A COM NPV | $83,000 | -66.1% | 1,084 | -64.9% | 0.00% | -60.0% |
| CMT | Sell | CORE MOLDING TECHNOLOGIES COM USD.01 | $87,000 | -54.2% | 6,076 | -43.0% | 0.00% | -50.0% |
| CRDB | Sell | CRAWFORD & CO CL B COM NPV | $109,000 | +4.8% | 12,599 | -0.2% | 0.00% | 0.0% |
| DAIO | Sell | DATA I/O CORP COM NPV | $75,000 | -24.2% | 11,815 | -11.0% | 0.00% | 0.0% |
| DLA | Sell | DELTA APPAREL INC COM USD.01 | $113,000 | -11.7% | 5,841 | -17.8% | 0.00% | -33.3% |
| EVTC | Sell | EVERTEC INC COM USD.01 | $95,000 | +30.1% | 4,335 | -2.9% | 0.00% | 0.0% |
| FSTR | Sell | FOSTER (LB) CO COM USD.01 | $78,000 | -7.1% | 3,394 | -4.9% | 0.00% | 0.0% |
| FF | Sell | FUTUREFUEL CORP COM USD.0001 | $105,000 | -30.9% | 7,514 | -40.7% | 0.00% | -33.3% |
| GBL | Sell | GAMCO INVESTORS INC CL A COM USD.001 | $115,000 | -17.3% | 4,302 | -23.3% | 0.00% | -33.3% |
| HALL | Sell | HALLMARK FINANCIAL SERVICES COM USD.03 | $77,000 | +10.0% | 7,763 | -0.6% | 0.00% | 0.0% |
| MPX | Sell | MARINE PRODUCTS CORP COM USD.10 | $113,000 | -6.6% | 6,329 | -26.8% | 0.00% | -33.3% |
| MHH | Sell | MASTECH DIGITAL INC COM USD.01 | $112,000 | +28.7% | 6,981 | -1.1% | 0.00% | 0.0% |
| MOGA | Sell | MOOG INC -CL A CL A COM USD1 | $106,000 | -50.5% | 1,365 | -47.5% | 0.00% | -60.0% |
| OMI | Sell | OWENS & MINOR INC COM USD2 | $89,000 | -11.0% | 5,344 | -16.6% | 0.00% | 0.0% |
| OI | Sell | OWENS-ILLINOIS INC COM USD.01 | $77,000 | -28.0% | 4,627 | -6.5% | 0.00% | 0.0% |
| PRCP | Sell | PERCEPTRON INC COM USD.01 | $83,000 | -27.2% | 7,881 | -40.4% | 0.00% | 0.0% |
| PZN | Sell | PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | $107,000 | -34.4% | 11,594 | -20.9% | 0.00% | -50.0% |
| ICHR | Sell | ICHOR HOLDINGS LTD COM USD.0001 | $107,000 | -25.2% | 5,020 | -14.9% | 0.00% | -33.3% |
| CPA | Sell | COPA HOLDINGS SA CL A COM USD | $113,000 | -43.5% | 1,202 | -22.7% | 0.00% | -50.0% |
| TLRA | Sell | TELARIA INC COM USD.0001 | $48,000 | -7.7% | 11,881 | -14.5% | 0.00% | 0.0% |
| IPHS | Sell | INNOPHOS HOLDINGS INC COM USD.001 | $34,000 | +17.2% | 709 | -1.5% | 0.00% | 0.0% |
| ODC | Sell | OIL DRI CORP AMERICA COM USD.1 | $37,000 | -39.3% | 878 | -42.4% | 0.00% | 0.0% |
| IESC | Sell | IES HOLDINGS INC COM USD.01 | $65,000 | +4.8% | 3,861 | -5.6% | 0.00% | 0.0% |
| DFODQ | Sell | DEAN FOODS CO COM USD.01 | $40,000 | +14.3% | 3,806 | -7.2% | 0.00% | 0.0% |
| HURC | Sell | HURCO COMPANIES INC COM USD.1 | $68,000 | -2.9% | 1,525 | -0.4% | 0.00% | -50.0% |
| MAMS | Sell | MAM SOFTWARE GROUP INC COM USD.0001 | $36,000 | +5.9% | 4,279 | -0.9% | 0.00% | 0.0% |
| SANM | Sell | SANMINA CORP COM USD.01 | $39,000 | -23.5% | 1,345 | -30.8% | 0.00% | 0.0% |
| HSON | Sell | HUDSON GLOBAL INC COM USD.001 | $30,000 | -37.5% | 18,578 | -24.4% | 0.00% | 0.0% |
| SRT | Sell | STARTEK INC COM USD.01 | $34,000 | -80.9% | 5,369 | -70.6% | 0.00% | -75.0% |
| WSTL | Sell | WESTELL TECH INC -CL A CL A COM USD.01 | $43,000 | -39.4% | 15,252 | -28.2% | 0.00% | -50.0% |
| PCTI | Sell | PCTEL INC COM USD.001 | $68,000 | -28.4% | 10,839 | -17.8% | 0.00% | -50.0% |
| WLFC | Sell | WILLIS LEASE FINANCE CORP COM NPV | $69,000 | -8.0% | 2,185 | -0.6% | 0.00% | -50.0% |
| RCMT | Sell | RCM TECHNOLOGIES INC COM USD.05 | $62,000 | -36.1% | 12,519 | -25.9% | 0.00% | -50.0% |
| RMCF | Sell | ROCKY MOUNTAIN CHOC FACT INC COM USD.001 | $45,000 | -75.8% | 3,926 | -74.6% | 0.00% | -75.0% |
| HBIO | Sell | HARVARD BIOSCIENCE INC COM USD.01 | $51,000 | 0.0% | 9,592 | -5.3% | 0.00% | 0.0% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC COM USD.001 | $32,000 | -30.4% | 17,808 | -13.9% | 0.00% | 0.0% |
| ALCO | Sell | ALICO INC COM USD1 | $47,000 | -46.6% | 1,487 | -53.9% | 0.00% | -50.0% |
| GV | Sell | GOLDFIELD CORP COM USD.1 | $42,000 | -47.5% | 9,895 | -52.1% | 0.00% | -50.0% |
| OSK | Sell | OSHKOSH CORP COM USD.01 | $69,000 | -15.9% | 986 | -6.5% | 0.00% | -50.0% |
| RAIL | Sell | FREIGHTCAR AMERICA INC COM USD.01 | $70,000 | -26.3% | 4,162 | -41.2% | 0.00% | -50.0% |
| CBS | Sell | CBS CORP CL B COM USD.01 NVTG | $26,000 | -99.9% | 470 | -99.9% | 0.00% | -99.8% |
| FCAP | Sell | FIRST CAPITAL INC COM USD.01 | $56,000 | +3.7% | 1,359 | -0.4% | 0.00% | 0.0% |
| FNJN | Sell | FINJAN HOLDINGS INC COM | $67,000 | -23.0% | 19,647 | -26.4% | 0.00% | -50.0% |
| OPNT | Sell | OPIANT PHARMACEUTICALS INC COM | $63,000 | -39.4% | 4,429 | -18.2% | 0.00% | -50.0% |
| OPHT | Sell | OPHTHOTECH CORP COM USD0.001 | $65,000 | -27.0% | 23,718 | -26.7% | 0.00% | -50.0% |
| FDP | Sell | FRESH DEL MONTE PRODUCE INC COM USD1 | $63,000 | -10.0% | 1,415 | -8.7% | 0.00% | -50.0% |
| AGX | Sell | ARGAN INC COM USD.06667 | $48,000 | -9.4% | 1,168 | -5.4% | 0.00% | 0.0% |
| TGB | Sell | TASEKO MINES LTD COM NPV | $25,000 | -93.8% | 23,400 | -93.2% | 0.00% | -88.9% |
| KELYA | Sell | KELLY SERVICES INC -CL A CL A COM USD1 NVTG | $58,000 | -76.9% | 2,599 | -69.9% | 0.00% | -80.0% |
| ASYS | Sell | AMTECH SYSTEMS INC COM USD.01 | $50,000 | -44.4% | 8,189 | -33.3% | 0.00% | -50.0% |
| APT | Sell | ALPHA PRO TECH LTD COM USD.01 | $28,000 | -30.0% | 8,340 | -30.7% | 0.00% | 0.0% |
| ENFC | Sell | ENTEGRA FINANCIAL CORP COM NPV | $50,000 | 0.0% | 1,723 | -0.4% | 0.00% | 0.0% |
| PLBC | Sell | PLUMAS BANCORP COM | $60,000 | -34.8% | 2,136 | -42.1% | 0.00% | -50.0% |
| EVOL | Sell | EVOLVING SYSTEMS INC COM USD.001 | $20,000 | -63.6% | 7,113 | -38.1% | 0.00% | -100.0% |
| VVUS | Sell | VIVUS INC COM NPV | $18,000 | 0.0% | 26,027 | -47.1% | 0.00% | – |
| WNC | Sell | WABASH NATIONAL CORP COM USD.01 | $2,000 | -99.7% | 109 | -99.6% | 0.00% | -100.0% |
| DVA | Sell | DAVITA INC CL A COM NPV VTG | $1,000 | -99.4% | 11 | -99.6% | 0.00% | -100.0% |
| CXW | Sell | CORECIVIC INC COM USD.01 | $2,000 | -33.3% | 98 | -35.5% | 0.00% | – |
| CORR | Sell | CORENERGY INFRASTRUCTURE TR COM | $3,000 | -25.0% | 78 | -17.9% | 0.00% | – |
| CUK | Sell | CARNIVAL CORP/PLC (GBR) ADR | $6,000 | -99.3% | 104 | -99.2% | 0.00% | -100.0% |
| CTRE | Sell | CARETRUST REIT INC COM USD.01 | $2,000 | +100.0% | 98 | -10.1% | 0.00% | – |
| CRCM | Sell | CARE.COM INC COM USD.001 | $22,000 | +4.8% | 1,048 | -17.6% | 0.00% | – |
| CDW | Sell | CDW CORP COM USD.01 | $17,000 | -89.5% | 209 | -90.9% | 0.00% | -100.0% |
| VIAV | Exit | VIAVI SOLUTIONS INC COM USD.001 | $0 | – | -2,197 | -100.0% | 0.00% | – |
| AMX | Sell | AMERICA MOVIL SA DE CV SPON ADR L SHS | $0 | -100.0% | 22 | -96.1% | 0.00% | – |
| ABEV | Sell | AMBEV SA SPON ADR COM | $20,000 | -65.5% | 4,381 | -45.6% | 0.00% | -100.0% |
| PLXS | Sell | PLEXUS CORP COM USD.01 | $23,000 | -11.5% | 391 | -8.6% | 0.00% | -100.0% |
| SIRI | Sell | SIRIUS XM HOLDINGS INC COM USD.001 | $0 | -100.0% | 62 | -100.0% | 0.00% | -100.0% |
| OC | Sell | OWENS CORNING COM NEW USD.01 | $5,000 | -28.6% | 79 | -9.2% | 0.00% | – |
| SNPS | Sell | SYNOPSYS INC COM USD.01 | $7,000 | -99.5% | 79 | -99.5% | 0.00% | -100.0% |
| TAL | Exit | TAL EDUCATION GROUP ADS | $0 | – | -120 | -100.0% | 0.00% | – |
| NCR | Sell | NCR CORP COM USD5 | $1,000 | -50.0% | 48 | -29.4% | 0.00% | – |
| TDC | Sell | TERADATA CORP COM USD.01 | $5,000 | -99.8% | 117 | -99.9% | 0.00% | -100.0% |
| FLEX | Exit | FLEX LTD ORD USD.01 | $0 | – | -320 | -100.0% | 0.00% | – |
| TIER | Sell | TIER REIT INC COM USD.0001 | $5,000 | +25.0% | 191 | -11.2% | 0.00% | – |
| LPNT | Sell | LIFEPOINT HEALTH INC COM USD.01 | $1,000 | -66.7% | 19 | -66.7% | 0.00% | – |
| LKQ | Sell | LKQ CORP COM | $0 | -100.0% | 10 | -77.8% | 0.00% | – |
| JBL | Sell | JABIL INC COM USD.001 | $2,000 | -99.5% | 89 | -99.3% | 0.00% | -100.0% |
| ITUB | Sell | ITAU UNIBANCO HLDG SA SP ADR REP PFD | $22,000 | -87.1% | 2,080 | -81.0% | 0.00% | -100.0% |
| IHG | Sell | INTERCONTINENTAL HOTELS GRP SPON ADR | $10,000 | -9.1% | 160 | -13.0% | 0.00% | – |
| ISSC | Sell | INNOVATIVE SOLTNS & SUPP INC COM USD.001 | $23,000 | -41.0% | 7,999 | -28.1% | 0.00% | -100.0% |
| HIFR | Sell | INFRAREIT INC COM USD.01 | $4,000 | -20.0% | 189 | -24.4% | 0.00% | – |
| URI | Sell | UNITED RENTALS INC COM USD.01 | $1,000 | -90.0% | 4 | -93.3% | 0.00% | – |
| FLL | Sell | FULL HOUSE RESORTS INC COM USD.001 | $0 | -100.0% | 41 | -99.2% | 0.00% | – |
| ALL | Sell | ALLSTATE CORP COM USD.01 | $9,000 | -98.6% | 94 | -98.6% | 0.00% | -100.0% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS COM USD.01 | $3,000 | -97.4% | 83 | -97.2% | 0.00% | -100.0% |
| ALB | Sell | ALBEMARLE CORP COM USD1 | $2,000 | -33.3% | 23 | -17.9% | 0.00% | – |
| ABBV | Sell | ABBVIE INC COM USD.01 | $19,000 | -99.2% | 204 | -99.2% | 0.00% | -100.0% |
| D | Exit | DOMINION ENERGY INC COM NPV | $0 | – | -198 | -100.0% | 0.00% | – |
| ZNH | Exit | CHINA SOUTHERN AIRLINES SPON ADR | $0 | – | -22 | -100.0% | 0.00% | – |
| EGP | Exit | EASTGROUP PROPERTIES COM USD.0001 | $0 | – | -24 | -100.0% | 0.00% | – |
| KO | Exit | COCA-COLA CO COM USD.5 | $0 | – | -469 | -100.0% | 0.00% | – |
| IR | Exit | INGERSOLL-RAND PLC COM USD2 | $0 | – | -55 | -100.0% | 0.00% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC COM USD.01 | $0 | – | -123 | -100.0% | 0.00% | – |
| CRAI | Exit | CRA INTERNATIONAL INC COM NPV | $0 | – | -29 | -100.0% | 0.00% | – |
| CMCSA | Exit | COMCAST CORP CL A COM USD1 | $0 | – | -114 | -100.0% | 0.00% | – |
| KMI | Exit | KINDER MORGAN INC CL P COM USD.01 | $0 | – | -1,061 | -100.0% | 0.00% | – |
| STO | Exit | STATOIL ASA SPONSORED ADR | $0 | – | -283 | -100.0% | 0.00% | – |
| IMKTA | Exit | INGLES MARKETS INC -CL A CL A COM USD.05 | $0 | – | -363 | -100.0% | 0.00% | – |
| PCMI | Exit | PCM INC COM USD.001 | $0 | – | -55 | -100.0% | 0.00% | – |
| ANDV | Exit | ANDEAVOR COM USD.1666 | $0 | – | -12 | -100.0% | 0.00% | – |
| STM | Exit | STMICROELECTRONICS NV ADR | $0 | – | -243 | -100.0% | 0.00% | – |
| ADI | Exit | ANALOG DEVICES COM USD.16 | $0 | – | -1 | -100.0% | 0.00% | – |
| DUK | Exit | DUKE ENERGY CORP COM NPV | $0 | – | -256 | -100.0% | 0.00% | – |
| INN | Exit | SUMMIT HOTEL PROPERTIES INC COM USD.01 | $0 | – | -106 | -100.0% | 0.00% | – |
| ACU | Exit | ACME UNITED CORP COM USD2.5 | $0 | – | -5 | -100.0% | 0.00% | – |
| TIF | Exit | TIFFANY & CO COM USD.01 | $0 | – | -87 | -100.0% | 0.00% | – |
| HAS | Exit | HASBRO INC COM USD.5 | $0 | – | -111 | -100.0% | 0.00% | – |
| FCEA | Exit | FOREST CITY REALTY TRUST INC CL A COM USD.33 | $0 | – | -40 | -100.0% | 0.00% | – |
| CRWS | Exit | CROWN CRAFTS INC COM USD1 | $0 | – | -18 | -100.0% | 0.00% | – |
| OFG | Exit | OFG BANCORP COM USD1 | $0 | – | -1,997 | -100.0% | 0.00% | – |
| GRFS | Exit | GRIFOLS SA SPON ADR RP .5 CL B | $0 | – | -721 | -100.0% | 0.00% | – |
| LHO | Exit | LASALLE HOTEL PROPERTIES COM USD.01 | $0 | – | -138 | -100.0% | 0.00% | – |
| RE | Exit | EVEREST RE GROUP LTD COM USD.01 | $0 | – | -30 | -100.0% | 0.00% | – |
| CPS | Exit | COOPER-STANDARD HOLDINGS INC COM USD0.001 | $0 | – | -100 | -100.0% | 0.00% | – |
| NUS | Exit | NU SKIN ENTERPRISES -CL A CL A COM USD.001 | $0 | – | -14 | -100.0% | 0.00% | – |
| AFG | Exit | AMERICAN FINANCIAL GROUP INC COM USD1 | $0 | – | -165 | -100.0% | 0.00% | – |
| TEF | Exit | TELEFONICA SA ADR | $0 | – | -794 | -100.0% | 0.00% | – |
| GGAL | Exit | GRUPO FINANCIERO GALICIA SA SP ADR 10 SH B | $0 | – | -9 | -100.0% | 0.00% | – |
| HLT | Exit | HILTON WORLDWIDE HOLDINGS COM USD.01 | $0 | – | -90 | -100.0% | 0.00% | – |
| DORM | Exit | DORMAN PRODUCTS INC COM USD.01 | $0 | – | -288 | -100.0% | 0.00% | – |
| MERC | Exit | MERCER INTL INC SHS BEN INT USD1 | $0 | – | -108 | -100.0% | 0.00% | – |
| SBAC | Sell | SBA COMMUNICATIONS CORP COM USD.01 | $11,000 | -15.4% | 64 | -16.9% | 0.00% | – |
| RLGY | Sell | REALOGY HOLDINGS CORP CL A COM USD.01 | $1,000 | 0.0% | 52 | -1.9% | 0.00% | – |
| DGX | Sell | QUEST DIAGNOSTICS INC COM NPV | $8,000 | -99.7% | 71 | -99.7% | 0.00% | -100.0% |
| SCVL | Exit | SHOE CARNIVAL INC COM USD.1 | $0 | – | -1,022 | -100.0% | -0.00% | – |
| AY | Exit | ATLANTICA YIELD PLC ORD USD0.1 | $0 | – | -2,076 | -100.0% | -0.00% | – |
| BHE | Exit | BENCHMARK ELECTRONICS INC COM USD.01 | $0 | – | -1,838 | -100.0% | -0.00% | – |
| CVX | Exit | CHEVRON CORP COM USD3 | $0 | – | -245 | -100.0% | -0.00% | – |
| VBTX | Exit | VERITEX HOLDINGS INC COM USD.01 | $0 | – | -974 | -100.0% | -0.00% | – |
| CCL | Exit | CARNIVAL CORP/PLC (USA) COM USD.01 | $0 | – | -778 | -100.0% | -0.00% | – |
| MRK | Exit | MERCK & CO COM NPV | $0 | – | -607 | -100.0% | -0.00% | – |
| MSFT | Exit | MICROSOFT CORP COM USD.00000625 | $0 | – | -529 | -100.0% | -0.00% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP COM USD2 | $0 | – | -515 | -100.0% | -0.00% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC COM USD1 | $0 | – | -609 | -100.0% | -0.00% | – |
| PAYX | Exit | PAYCHEX INC COM USD.01 | $0 | – | -453 | -100.0% | -0.00% | – |
| UPS | Exit | UNITED PARCEL SERVICE INC CL B COM USD.01 | $0 | – | -355 | -100.0% | -0.00% | – |
| DIT | Exit | AMCON DISTRIBUTING CO COM USD.01 | $0 | – | -629 | -100.0% | -0.00% | – |
| CCI | Exit | CROWN CASTLE INTL CORP COM USD.01 | $0 | – | -324 | -100.0% | -0.00% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY CL B COM USD.0033 | $0 | – | -143 | -100.0% | -0.00% | – |
| PCOM | Exit | POINTS INTERNATIONAL LTD COM | $0 | – | -5,635 | -100.0% | -0.00% | – |
| SALM | Exit | SALEM MEDIA GROUP INC CL A COM USD.01 | $0 | – | -9,536 | -100.0% | -0.00% | – |
| TLFA | Exit | TANDY LEATHER FACTORY INC COM USD.0024 | $0 | – | -5,374 | -100.0% | -0.00% | – |
| EBMT | Exit | EAGLE BANCORP MONTANA INC COM USD.01 | $0 | – | -2,214 | -100.0% | -0.00% | – |
| BCRHF | Exit | BLUE CAP REINSURANCE COM USD 1. | $0 | – | -4,608 | -100.0% | -0.00% | – |
| GSIT | Exit | GSI TECHNOLOGY INC COM USD.001 | $0 | – | -4,688 | -100.0% | -0.00% | – |
| PCAR | Exit | PACCAR INC COM USD12 | $0 | – | -514 | -100.0% | -0.00% | – |
| NTIP | Exit | NETWORK-1 TECHNOLOGIES INC COM USD.01 | $0 | – | -19,048 | -100.0% | -0.00% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL COM NPV | $0 | – | -247 | -100.0% | -0.00% | – |
| WFC | Exit | WELLS FARGO & CO COM USD1.67 | $0 | – | -1,010 | -100.0% | -0.00% | – |
| ARGO | Exit | ARGO GROUP INTL HOLDINGS LTD COM USD.1 | $0 | – | -1,055 | -100.0% | -0.00% | – |
| TSQ | Exit | TOWNSQUARE MEDIA INC CL A COM USD0.01 | $0 | – | -3,678 | -100.0% | -0.00% | – |
| AUDC | Exit | AUDIOCODES LTD ORD NIS.01 | $0 | – | -4,815 | -100.0% | -0.00% | – |
| NOA | Exit | NORTH AMERICAN ENERGY PRTNRS COM NPV | $0 | – | -7,333 | -100.0% | -0.00% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP COM USD1 | $0 | – | -402 | -100.0% | -0.00% | – |
| SAUC | Exit | DIVERSIFIED RESTAURANT HLDGS COM | $0 | – | -25,766 | -100.0% | -0.00% | – |
| NEU | Exit | NEWMARKET CORP COM USD1 | $0 | – | -60 | -100.0% | -0.00% | – |
| AMRB | Exit | AMERICAN RIVER BANKSHARES COM NPV | $0 | – | -7,256 | -100.0% | -0.00% | – |
| KINS | Exit | KINGSTONE COS INC COM USD1 | $0 | – | -6,204 | -100.0% | -0.00% | – |
| MSM | Exit | MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 | $0 | – | -1,027 | -100.0% | -0.00% | – |
| GBX | Exit | GREENBRIER COMPANIES INC COM USD.001 | $0 | – | -1,811 | -100.0% | -0.00% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC COM NPV | $0 | – | -2,877 | -100.0% | -0.00% | – |
| UNVR | Exit | UNIVAR INC COM USD.01 | $0 | – | -2,908 | -100.0% | -0.00% | – |
| BSET | Exit | BASSETT FURNITURE INDS COM USD5 | $0 | – | -3,576 | -100.0% | -0.00% | – |
| AT | Exit | ATLANTIC POWER CORP COM | $0 | – | -34,783 | -100.0% | -0.00% | – |
| GHL | Exit | GREENHILL & CO INC COM USD.01 | $0 | – | -5,045 | -100.0% | -0.00% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC COM USD.0001 | $0 | – | -7,956 | -100.0% | -0.00% | – |
| DCI | Exit | DONALDSON CO INC COM USD5 | $0 | – | -1,913 | -100.0% | -0.00% | – |
| PBIB | Exit | PORTER BANCORP INC COM USD | $0 | – | -5,416 | -100.0% | -0.00% | – |
| UTL | Exit | UNITIL CORP COM NPV | $0 | – | -1,501 | -100.0% | -0.00% | – |
| FCBC | Exit | FIRST CMNTY BANCSHARES INC COM USD1 | $0 | – | -3,016 | -100.0% | -0.00% | – |
| FMC | Exit | FMC CORP COM USD.1 | $0 | – | -1,113 | -100.0% | -0.00% | – |
| WIX | Exit | WIX.COM LTD ORD ILS.01 | $0 | – | -1,258 | -100.0% | -0.00% | – |
| HCI | Exit | HCI GROUP INC COM NPV | $0 | – | -3,637 | -100.0% | -0.00% | – |
| ENZ | Exit | ENZO BIOCHEM INC COM USD.01 | $0 | – | -24,942 | -100.0% | -0.00% | – |
| RDC | Exit | ROWAN COMPANIES PLC COM USD.12 | $0 | – | -11,062 | -100.0% | -0.00% | – |
| MYRG | Exit | MYR GROUP INC COM USD.01 | $0 | – | -4,238 | -100.0% | -0.00% | – |
| TTEK | Exit | TETRA TECH INC COM USD.01 | $0 | – | -3,227 | -100.0% | -0.00% | – |
| SYX | Exit | SYSTEMAX INC COM USD.01 | $0 | – | -4,351 | -100.0% | -0.00% | – |
| HII | Exit | HUNTINGTON INGALLS IND INC COM USD1 | $0 | – | -481 | -100.0% | -0.00% | – |
| BWXT | Exit | BWX TECHNOLOGIES INC COM USD.01 | $0 | – | -2,057 | -100.0% | -0.00% | – |
| BOCH | Exit | BANK OF COMMERCE HOLDINGS COM NPV | $0 | – | -10,136 | -100.0% | -0.00% | – |
| LECO | Exit | LINCOLN ELECTRIC HLDGS INC COM NPV | $0 | – | -1,468 | -100.0% | -0.00% | – |
| TGS | Exit | TRANSPORTADORA DE GAS SUR SPON ADR B | $0 | – | -7,406 | -100.0% | -0.00% | – |
| LZB | Exit | LA-Z-BOY INC COM USD1 | $0 | – | -4,089 | -100.0% | -0.00% | – |
| NTRI | Exit | NUTRISYSTEM INC COM USD.001 | $0 | – | -5,206 | -100.0% | -0.00% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES COM USD1.0 | $0 | – | -4,013 | -100.0% | -0.00% | – |
| SSP | Exit | EW SCRIPPS -CL A CL A COM USD.01 | $0 | – | -10,317 | -100.0% | -0.00% | – |
| NWLI | Exit | NATIONAL WESTERN LIFE GROUP CL A COM USD0.01 | $0 | – | -463 | -100.0% | -0.00% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC COM NPV | $0 | – | -5,193 | -100.0% | -0.00% | – |
| MTN | Exit | VAIL RESORTS INC COM USD.01 | $0 | – | -574 | -100.0% | -0.00% | – |
| CCBG | Exit | CAPITAL CITY BK GROUP INC COM USD.01 | $0 | – | -8,213 | -100.0% | -0.00% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP COM NPV | $0 | – | -5,988 | -100.0% | -0.00% | – |
| MLP | Exit | MAUI LAND & PINEAPPLE CO COM NPV | $0 | – | -15,956 | -100.0% | -0.00% | – |
| WLDN | Exit | WILLDAN GROUP INC COM USD.01 | $0 | – | -6,833 | -100.0% | -0.00% | – |
| KE | Exit | KIMBALL ELECTRONICS INC COM NPV | $0 | – | -10,980 | -100.0% | -0.00% | – |
| AVHI | Exit | A V HOMES INC COM USD1 | $0 | – | -9,782 | -100.0% | -0.00% | – |
| RLGT | Exit | RADIANT LOGISTICS INC UNIT | $0 | – | -53,135 | -100.0% | -0.00% | – |
| LKSDQ | Exit | LSC COMMUNICATIONS INC COM USD.01 | $0 | – | -9,432 | -100.0% | -0.00% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP COM USD.01 | $0 | – | -9,391 | -100.0% | -0.01% | – |
| MTOR | Exit | MERITOR INC COM USD1 | $0 | – | -11,113 | -100.0% | -0.01% | – |
| RPXC | Exit | RPX CORP COM USD.0001 | $0 | – | -23,189 | -100.0% | -0.01% | – |
| IRBT | Exit | IROBOT CORP COM USD.001 | $0 | – | -3,843 | -100.0% | -0.01% | – |
| ROG | Exit | ROGERS CORP COM USD1 | $0 | – | -2,027 | -100.0% | -0.01% | – |
| MNST | Exit | MONSTER BEVERAGE CORP COM USD.005 | $0 | – | -4,857 | -100.0% | -0.01% | – |
| IBP | Exit | INSTALLED BLDG PRODUCTS INC COM USD0.01 | $0 | – | -4,865 | -100.0% | -0.01% | – |
| OSBC | Exit | OLD SECOND BANCORP INC/IL COM NPV | $0 | – | -20,467 | -100.0% | -0.01% | – |
| NMIH | Exit | NMI HOLDINGS INC CL A COM USD.01 | $0 | – | -16,881 | -100.0% | -0.01% | – |
| BSRR | Exit | SIERRA BANCORP/CA COM NPV | $0 | – | -11,173 | -100.0% | -0.01% | – |
| PH | Exit | PARKER-HANNIFIN CORP COM USD.5 | $0 | – | -1,994 | -100.0% | -0.01% | – |
| BSAC | Exit | BANCO SANTANDER-CHILE SPON ADR | $0 | – | -9,325 | -100.0% | -0.01% | – |
| XL | Exit | XL GROUP LTD CL A COM USD.01 | $0 | – | -5,711 | -100.0% | -0.01% | – |
| FBNC | Exit | FIRST BANCORP/NC COM NPV | $0 | – | -8,945 | -100.0% | -0.01% | – |
| ITIC | Exit | INVESTORS TITLE CO COM USD1.25 | $0 | – | -1,836 | -100.0% | -0.01% | – |
| TER | Exit | TERADYNE INC COM USD.125 | $0 | – | -9,520 | -100.0% | -0.01% | – |
| SCZ | Exit | ISHARES TR EAFE SML CP ETF | $0 | – | -7,000 | -100.0% | -0.01% | – |
| KMG | Exit | KMG CHEMICALS INC COM USD.01 | $0 | – | -7,599 | -100.0% | -0.01% | – |
| BRKS | Exit | BROOKS AUTOMATION INC COM USD.01 | $0 | – | -18,010 | -100.0% | -0.01% | – |
| XLNX | Exit | XILINX INC COM USD.01 | $0 | – | -7,210 | -100.0% | -0.01% | – |
| LHCG | Exit | LHC GROUP INC COM USD.01 | $0 | – | -9,056 | -100.0% | -0.01% | – |
| MASI | Exit | MASIMO CORP COM USD.001 | $0 | – | -6,141 | -100.0% | -0.01% | – |
| FRME | Exit | FIRST MERCHANTS CORP COM NPV | $0 | – | -14,445 | -100.0% | -0.01% | – |
| KWR | Exit | QUAKER CHEMICAL CORP COM USD1 | $0 | – | -4,097 | -100.0% | -0.01% | – |
| CHH | Exit | CHOICE HOTELS INTL INC COM USD.01 | $0 | – | -7,805 | -100.0% | -0.01% | – |
| HTHT | Exit | CHINA LODGING GROUP LTD -ADR ADR | $0 | – | -5,363 | -100.0% | -0.02% | – |
| LUK | Exit | LEUCADIA NATIONAL CORP COM USD1 | $0 | – | -31,918 | -100.0% | -0.02% | – |
| WIFI | Exit | BOINGO WIRELESS INC COM USD.0001 | $0 | – | -30,245 | -100.0% | -0.02% | – |
| CCF | Exit | CHASE CORP COM USD.1 | $0 | – | -6,851 | -100.0% | -0.02% | – |
| CHFN | Exit | CHARTER FINANCIAL CORP/MD COM USD.01 | $0 | – | -38,661 | -100.0% | -0.02% | – |
| PLUS | Exit | EPLUS INC COM USD.01 | $0 | – | -11,137 | -100.0% | -0.02% | – |
| COHU | Exit | COHU INC COM USD1 | $0 | – | -57,475 | -100.0% | -0.03% | – |
| CMI | Exit | CUMMINS INC COM USD2.5 | $0 | – | -8,561 | -100.0% | -0.03% | – |
| WD | Exit | WALKER & DUNLOP INC COM USD 0.01 | $0 | – | -23,501 | -100.0% | -0.03% | – |
| KLIC | Exit | KULICKE & SOFFA INDUSTRIES COM NPV | $0 | – | -63,445 | -100.0% | -0.04% | – |
| GIL | Exit | GILDAN ACTIVEWEAR INC CL A SUBVTG NPV | $0 | – | -55,798 | -100.0% | -0.04% | – |
| KMB | Exit | KIMBERLY-CLARK CORP COM USD1.25 | $0 | – | -15,517 | -100.0% | -0.04% | – |
| GDOT | Exit | GREEN DOT CORP CL A COM USD.001 | $0 | – | -36,625 | -100.0% | -0.05% | – |
| GM | Exit | GENERAL MOTORS CO COM USD.01 | $0 | – | -64,198 | -100.0% | -0.05% | – |
| TSE | Exit | TRINSEO SA ORD NPV | $0 | – | -31,598 | -100.0% | -0.05% | – |
| ASGN | Exit | ASGN INC | $0 | – | -28,992 | -100.0% | -0.05% | – |
| SIG | Exit | SIGNET JEWELERS LTD COM USD.18 | $0 | – | -81,203 | -100.0% | -0.07% | – |
| WRK | Exit | WESTROCK CO COM USD.01 | $0 | – | -48,847 | -100.0% | -0.07% | – |
| CA | Exit | CA INC COM USD.1 | $0 | – | -92,634 | -100.0% | -0.07% | – |
| QRTEA | Exit | LIBERTY INTERACTV CP QVC GRP INT COM SER A | $0 | – | -142,081 | -100.0% | -0.08% | – |
| GD | Exit | GENERAL DYNAMICS CORP COM USD1 | $0 | – | -18,561 | -100.0% | -0.09% | – |
| TTE | Exit | TOTAL SA SPON ADR | $0 | – | -75,101 | -100.0% | -0.10% | – |
| NOVT | Exit | NOVANTA INC COM NPV | $0 | – | -90,761 | -100.0% | -0.10% | – |
| AIZ | Exit | ASSURANT INC COM USD.01 | $0 | – | -62,493 | -100.0% | -0.12% | – |
| AXP | Exit | AMERICAN EXPRESS CO COM USD.6 | $0 | – | -515,734 | -100.0% | -1.05% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2018-08-10
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 42 | Q3 2023 | 3.8% |
| MARATHON PETROLEUM CORP COM USD0.01 | 42 | Q3 2023 | 3.3% |
| WESTERN UNION CO COM USD.01 | 42 | Q3 2023 | 2.7% |
| VALERO ENERGY CORP NEW COM | 42 | Q3 2023 | 3.9% |
| BOEING CO/THE | 42 | Q3 2023 | 4.3% |
| ROYAL BK CDA SUSTAINABL | 42 | Q3 2023 | 1.6% |
| APPLE INC COM NPV | 42 | Q3 2023 | 2.3% |
| PFIZER INC COM USD.1 | 42 | Q3 2023 | 2.0% |
| MAGNA INTL INC COM | 42 | Q3 2023 | 1.5% |
| ALLSTATE CORP COM USD.01 | 42 | Q3 2023 | 1.7% |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| COTT CORP /CN/ | February 01, 2010 | 3,841,065 | 4.7% |
| APPLIED SIGNAL TECHNOLOGY INC | June 08, 2009 | 594,058 | 4.6% |
| CRAWFORD & CO | May 01, 2009 | 979,322 | 4.0% |
| TREX CO INC | April 01, 2009 | 721,599 | 4.7% |
| UNIFI INC | March 24, 2009 | 1,463,028 | 2.4% |
| METALICO INC | October 02, 2008 | 1,584,233 | 5.0% |
| 1 800 FLOWERS COM INC | July 08, 2008 | 781,222 | 3.0% |
| CAL MAINE FOODS INC | July 08, 2008 | 1,001,475 | 4.7% |
| Emergency Medical Services CORP | July 08, 2008 | 265,967 | 2.9% |
| LSB INDUSTRIES INC | July 08, 2008 | 686,846 | 3.2% |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-09 |
| 13F-HR | 2023-11-13 |
| 13F-HR | 2023-08-11 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-10 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-11 |
| 13F-HR | 2022-05-13 |
| 13F-HR | 2022-02-11 |
| 13F-HR | 2021-11-10 |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.