$3.95 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 937 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 33.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMP | Sell | AMERIPRISE FINANCIAL INC COM | $151,573,000 | +18.0% | 1,185,623 | -3.6% | 3.61% | +11.1% |
| C | Sell | CITIGROUP INC COM USD.01 | $121,385,000 | +18.2% | 1,955,534 | -0.8% | 2.89% | +11.4% |
| CTXS | Sell | CITRIX SYSTEMS INC COM USD.001 | $116,822,000 | -3.6% | 1,174,634 | -0.6% | 2.78% | -9.1% |
| FITB | Sell | FIFTH THIRD BANCORP COM USD6.67 | $104,657,000 | +3.4% | 4,158,675 | -3.3% | 2.49% | -2.6% |
| VOYA | Sell | VOYA FINANCIAL INC COM USD.01 | $84,283,000 | +7.5% | 1,691,161 | -13.4% | 2.01% | +1.2% |
| MPC | Sell | MARATHON PETROLEUM CORP COM USD0.01 | $74,753,000 | -33.5% | 1,251,688 | -34.2% | 1.78% | -37.3% |
| STX | Sell | SEAGATE TECHNOLOGY PLC COM USD.00001 | $74,270,000 | +4.3% | 1,553,636 | -15.7% | 1.77% | -1.8% |
| UNP | Sell | UNION PACIFIC CORP COM USD2.5 | $71,867,000 | +17.0% | 431,025 | -2.9% | 1.71% | +10.2% |
| COP | Sell | CONOCOPHILLIPS COM USD1.25 | $71,599,000 | +5.1% | 1,075,754 | -1.5% | 1.71% | -1.0% |
| RF | Sell | REGIONS FINANCIAL CORP COM USD.625 | $70,241,000 | +0.5% | 4,973,464 | -4.7% | 1.67% | -5.4% |
| JNPR | Sell | JUNIPER NETWORKS INC COM USD.00001 | $68,922,000 | -8.8% | 2,610,007 | -7.0% | 1.64% | -14.1% |
| ALLY | Sell | ALLY FINANCIAL INC COM USD.01 | $68,270,000 | +13.4% | 2,489,600 | -6.2% | 1.63% | +6.9% |
| BBY | Sell | BEST BUY CO INC COM USD.1 | $67,414,000 | +0.4% | 950,349 | -25.0% | 1.61% | -5.4% |
| SEE | Sell | SEALED AIR CORP COM USD.01 | $58,670,000 | +10.1% | 1,276,865 | -16.5% | 1.40% | +3.7% |
| CAG | Sell | CONAGRA BRANDS INC COM USD5 | $58,485,000 | +2.6% | 2,112,951 | -20.8% | 1.39% | -3.3% |
| GLW | Sell | CORNING INC COM USD5 | $57,511,000 | -17.8% | 1,741,534 | -24.8% | 1.37% | -22.6% |
| WU | Sell | WESTERN UNION CO COM USD.01 | $50,936,000 | -34.5% | 2,763,651 | -39.4% | 1.21% | -38.3% |
| KSS | Sell | KOHL'S CORP COM USD.01 | $45,743,000 | -7.7% | 666,690 | -10.7% | 1.09% | -13.1% |
| MAR | Sell | MARRIOTT INTL INC CL A COM NPV | $44,892,000 | +5.5% | 359,681 | -8.2% | 1.07% | -0.6% |
| UAL | Sell | UNITED CONTINENTAL HLDGS INC COM NEW | $43,939,000 | -10.1% | 552,096 | -5.4% | 1.05% | -15.3% |
| HDS | Sell | HD SUPPLY HOLDINGS INC COM USD.01 | $41,231,000 | +10.2% | 953,590 | -4.3% | 0.98% | +3.8% |
| VLO | Sell | VALERO ENERGY CORP COM USD1 | $40,586,000 | -30.4% | 479,609 | -38.3% | 0.97% | -34.4% |
| CDK | Sell | CDK GLOBAL INC COM USD0.01 | $39,502,000 | +18.4% | 673,184 | -3.3% | 0.94% | +11.5% |
| DAL | Sell | DELTA AIR LINES INC COM USD.0001 | $34,424,000 | -1.7% | 667,788 | -4.8% | 0.82% | -7.4% |
| PHM | Sell | PULTEGROUP INC COM USD.01 | $32,952,000 | -10.3% | 1,181,045 | -16.4% | 0.78% | -15.6% |
| MEOH | Sell | METHANEX CORP COM NPV | $32,339,000 | +12.5% | 572,614 | -4.0% | 0.77% | +5.9% |
| OSB | Sell | NORBORD INC COM NPV | $18,049,000 | -6.6% | 658,827 | -9.2% | 0.43% | -12.1% |
| CHTR | Sell | CHARTER COMMUNICATIONS INC CL A NEW | $17,734,000 | +20.2% | 51,262 | -0.9% | 0.42% | +13.4% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | $14,391,000 | -12.7% | 171,177 | -13.6% | 0.34% | -17.7% |
| CAE | Sell | CAE INC COM NPV | $13,999,000 | +18.3% | 635,426 | -1.2% | 0.33% | +11.7% |
| SU | Sell | SUNCOR ENERGY INC COM NPV | $11,820,000 | +13.5% | 366,818 | -1.5% | 0.28% | +7.2% |
| Sell | BRP INC SUB VTG NPV | $11,500,000 | -28.1% | 416,842 | -32.5% | 0.27% | -32.3% | |
| CIGI | Sell | COLLIERS INTL GROUP INC COM NPV SVTG | $10,459,000 | -0.5% | 157,453 | -17.3% | 0.25% | -6.4% |
| SAM | Sell | BOSTON BEER INC -CL A CL A COM USD.01 | $10,136,000 | -12.3% | 34,495 | -28.0% | 0.24% | -17.5% |
| AAL | Sell | AMERICAN AIRLINES GROUP INC COM USD.01 | $9,827,000 | -51.2% | 309,447 | -50.7% | 0.23% | -54.1% |
| RIO | Sell | RIO TINTO GROUP SPON ADR | $8,709,000 | -1.4% | 147,978 | -18.8% | 0.21% | -7.2% |
| HCA | Sell | HCA HEALTHCARE INC COM USD0.01 | $8,264,000 | +2.9% | 63,416 | -1.8% | 0.20% | -3.0% |
| AFL | Sell | AFLAC INC COM USD.1 | $8,191,000 | -3.4% | 163,876 | -11.9% | 0.20% | -8.9% |
| PG | Sell | PROCTER & GAMBLE CO COM NPV | $8,094,000 | -84.5% | 77,816 | -86.3% | 0.19% | -85.4% |
| HAE | Sell | HAEMONETICS CORP COM USD.01 | $8,070,000 | -22.0% | 92,396 | -10.6% | 0.19% | -26.7% |
| BJRI | Sell | BJ'S RESTAURANTS INC COM NPV | $7,502,000 | -7.4% | 159,204 | -0.5% | 0.18% | -12.7% |
| SNP | Sell | CHINA PETROLEUM & CHEM CORP SPON ADR | $7,428,000 | -6.5% | 93,431 | -17.0% | 0.18% | -11.9% |
| ARCB | Sell | ARCBEST CORP COM USD.01 | $6,539,000 | -23.4% | 212,472 | -14.8% | 0.16% | -27.8% |
| BHC | Sell | BAUSCH HEALTH COMPANIES INC COM NPV | $6,542,000 | -59.5% | 266,700 | -69.4% | 0.16% | -61.9% |
| TMUS | Sell | T-MOBILE US INC COM | $4,887,000 | +2.5% | 70,729 | -5.6% | 0.12% | -4.1% |
| HFC | Sell | HOLLYFRONTIER CORP COM USD.01 | $4,403,000 | -5.5% | 89,505 | -1.7% | 0.10% | -11.0% |
| CP | Sell | CANADIAN PACIFIC RAILWAY LTD COM CAD5 | $4,381,000 | -27.0% | 21,386 | -36.7% | 0.10% | -31.6% |
| M | Sell | MACY'S INC COM NPV | $4,249,000 | -40.8% | 177,315 | -26.4% | 0.10% | -44.5% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC COM USD.01 | $4,159,000 | -17.0% | 45,263 | -26.3% | 0.10% | -22.0% |
| SKM | Sell | SK TELECOM CO LTD SPON ADR | $4,137,000 | -40.4% | 168,920 | -34.8% | 0.10% | -43.8% |
| IDXX | Sell | IDEXX LABS INC COM USD.1 | $4,063,000 | +19.6% | 18,171 | -0.5% | 0.10% | +12.8% |
| BA | Sell | BOEING CO COM USD5 | $4,023,000 | -54.8% | 10,554 | -61.8% | 0.10% | -57.3% |
| HUM | Sell | HUMANA INC COM NPV | $3,973,000 | -56.0% | 14,946 | -52.5% | 0.10% | -58.3% |
| CDNS | Sell | CADENCE DESIGN SYSTEMS INC COM USD.01 | $3,987,000 | +16.8% | 62,801 | -20.0% | 0.10% | +10.5% |
| CHL | Sell | CHINA MOBILE LTD SPON ADR | $3,871,000 | -0.6% | 75,911 | -6.4% | 0.09% | -6.1% |
| HI | Sell | HILLENBRAND INC COM NPV | $3,785,000 | -8.9% | 91,438 | -16.5% | 0.09% | -14.3% |
| IX | Sell | ORIX CORP SPONSORED ADR | $3,597,000 | -8.0% | 50,046 | -8.4% | 0.09% | -13.1% |
| ADBE | Sell | ADOBE INC COM NPV | $3,475,000 | -5.6% | 13,040 | -19.9% | 0.08% | -10.8% |
| HIG | Sell | HARTFORD FINANCIAL SERVICES COM NPV | $3,358,000 | -90.8% | 67,548 | -91.8% | 0.08% | -91.3% |
| V | Sell | VISA INC CL A COM USD.0001 | $3,220,000 | +18.2% | 20,619 | -0.1% | 0.08% | +11.6% |
| FCFS | Sell | FIRSTCASH INC COM USD.01 | $3,234,000 | -38.2% | 37,453 | -48.2% | 0.08% | -41.7% |
| FTNT | Sell | FORTINET INC COM USD.001 | $3,184,000 | +4.9% | 38,010 | -11.7% | 0.08% | -1.3% |
| TD | Sell | TORONTO DOMINION BANK COM NPV | $3,144,000 | -63.3% | 58,262 | -66.1% | 0.08% | -65.4% |
| RHI | Sell | ROBERT HALF INTL INC COM USD1 | $3,040,000 | +11.8% | 46,919 | -1.1% | 0.07% | +4.3% |
| GOLD | Sell | BARRICK GOLD CORP COM NPV | $2,921,000 | -35.0% | 214,300 | -35.5% | 0.07% | -38.6% |
| ANTM | Sell | ANTHEM INC COM USD.01 | $2,746,000 | -30.6% | 9,568 | -36.5% | 0.06% | -35.0% |
| JPM | Sell | JPMORGAN CHASE & CO COM USD12 | $2,741,000 | -70.8% | 27,237 | -71.7% | 0.06% | -72.6% |
| BSMX | Sell | BANCO SANTANDER MEXICO -ADR ADR | $2,691,000 | +8.1% | 397,460 | -1.7% | 0.06% | +1.6% |
| TGT | Sell | TARGET CORP COM USD1 | $2,702,000 | -71.0% | 33,728 | -76.0% | 0.06% | -72.8% |
| BCC | Sell | BOISE CASCADE CO COM USD.01 | $2,627,000 | +1.1% | 98,167 | -9.9% | 0.06% | -4.5% |
| RFP | Sell | RESOLUTE FOREST PRODUCTS INC COM USD.001 | $2,642,000 | -1.6% | 333,433 | -1.5% | 0.06% | -7.4% |
| GRPU | Sell | GRANITE REAL ESTATE INVEST STPLD UNIT | $2,610,000 | -4.2% | 54,948 | -21.3% | 0.06% | -10.1% |
| STLD | Sell | STEEL DYNAMICS INC COM USD.01 | $2,478,000 | -48.3% | 70,507 | -55.8% | 0.06% | -51.2% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES INC COM USD.01 | $2,425,000 | +30.1% | 27,826 | -7.3% | 0.06% | +23.4% |
| HELE | Sell | HELEN OF TROY LTD COM USD.1 | $2,370,000 | -17.6% | 20,514 | -6.3% | 0.06% | -23.3% |
| EME | Sell | EMCOR GROUP INC COM USD.1 | $2,173,000 | -44.1% | 29,740 | -54.4% | 0.05% | -46.9% |
| RY | Sell | ROYAL BANK OF CANADA COM NPV | $2,155,000 | -64.4% | 28,730 | -67.5% | 0.05% | -66.7% |
| NPK | Sell | NATIONAL PRESTO INDS INC COM USD1 | $2,091,000 | -8.1% | 19,331 | -0.6% | 0.05% | -13.8% |
| AEG | Sell | AEGON NV NY SHR ADR | $2,021,000 | -29.4% | 421,973 | -31.5% | 0.05% | -33.3% |
| AZPN | Sell | ASPEN TECHNOLOGY INC COM USD.1 | $1,984,000 | +5.1% | 19,115 | -16.7% | 0.05% | -2.1% |
| ERF | Sell | ENERPLUS CORP COM NPV | $1,900,000 | -26.5% | 228,034 | -31.3% | 0.04% | -30.8% |
| WLK | Sell | WESTLAKE CHEMICAL CORP COM USD.01 | $1,872,000 | -2.9% | 27,594 | -5.3% | 0.04% | -8.2% |
| LLY | Sell | LILLY (ELI) & CO COM USD.625 | $1,835,000 | +1.6% | 14,138 | -9.4% | 0.04% | -4.3% |
| RMR | Sell | RMR GROUP INC CL A COM USD0.001 | $1,794,000 | -45.9% | 29,503 | -52.7% | 0.04% | -48.8% |
| WWE | Sell | WORLD WRESTLING ENTMT INC CL A COM USD.01 | $1,657,000 | +1.4% | 19,189 | -12.1% | 0.04% | -4.9% |
| CAJ | Sell | CANON INC ADR | $1,621,000 | -15.3% | 55,803 | -19.5% | 0.04% | -18.8% |
| FFIV | Sell | F5 NETWORKS INC COM NPV | $1,499,000 | -7.9% | 9,579 | -4.5% | 0.04% | -12.2% |
| LULU | Sell | LULULEMON ATHLETICA INC COM USD.01 | $1,504,000 | +10.1% | 9,179 | -18.3% | 0.04% | +2.9% |
| IBM | Sell | INTL BUSINESS MACHINES CORP COM USD.2 | $1,477,000 | +0.8% | 10,465 | -18.8% | 0.04% | -5.4% |
| UHS | Sell | UNIVERSAL HEALTH SVCS INC CL B COM USD.01 | $1,473,000 | +3.9% | 11,014 | -9.4% | 0.04% | -2.8% |
| MNKKQ | Sell | MALLINCKRODT PLC ORD USD.2 | $1,459,000 | +13.7% | 67,104 | -17.4% | 0.04% | +9.4% |
| MMI | Sell | MARCUS & MILLICHAP INC COM USD.0001 | $1,447,000 | +16.9% | 35,716 | -0.8% | 0.03% | +9.7% |
| IPG | Sell | INTERPUBLIC GROUP OF COS COM USD.1 | $1,416,000 | -34.3% | 67,381 | -35.5% | 0.03% | -37.0% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP COM USD.01 | $1,419,000 | -2.2% | 17,365 | -9.6% | 0.03% | -8.1% |
| APPF | Sell | APPFOLIO INC CL A COM USD.0001 | $1,389,000 | -4.8% | 17,575 | -28.6% | 0.03% | -10.8% |
| BTTGY | Sell | BT GROUP PLC ADR | $1,393,000 | -47.8% | 94,153 | -46.4% | 0.03% | -51.5% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC COM USD.01 | $1,276,000 | -2.1% | 20,047 | -30.6% | 0.03% | -9.1% |
| AMED | Sell | AMEDISYS INC COM USD.001 | $1,226,000 | +3.2% | 9,987 | -1.4% | 0.03% | -3.3% |
| PGR | Sell | PROGRESSIVE CORP-OHIO COM USD1 | $1,155,000 | -11.8% | 16,028 | -26.1% | 0.03% | -15.2% |
| EPAY | Sell | BOTTOMLINE TECHNOLOGIES INC COM USD.001 | $1,180,000 | -34.5% | 23,669 | -36.8% | 0.03% | -39.1% |
| ASGN | Sell | ASGN INC COM USD.01 | $1,127,000 | -61.6% | 17,750 | -67.0% | 0.03% | -63.5% |
| ETSY | Sell | ETSY INC COM USD.001 | $1,088,000 | -0.9% | 16,256 | -29.4% | 0.03% | -7.1% |
| ZTS | Sell | ZOETIS INC CL A COM USD.01 | $1,082,000 | +5.4% | 10,748 | -10.5% | 0.03% | 0.0% |
| ENTA | Sell | ENANTA PHARMACEUTICALS INC COM USD0.01 | $1,058,000 | -42.9% | 11,130 | -57.4% | 0.02% | -46.8% |
| NMR | Sell | NOMURA HOLDINGS INC SPONSORED ADR | $993,000 | -10.7% | 276,514 | -7.5% | 0.02% | -14.3% |
| CMCSA | Sell | COMCAST CORP CL A COM USD1 | $984,000 | +13.6% | 24,624 | -3.2% | 0.02% | +4.5% |
| CRMT | Sell | AMERICA'S CAR-MART INC COM USD.01 | $973,000 | +23.9% | 10,700 | -1.1% | 0.02% | +15.0% |
| RGA | Sell | REINSURANCE GROUP AMER INC COM USD.01 | $880,000 | -16.7% | 6,200 | -17.7% | 0.02% | -22.2% |
| ECOL | Sell | US ECOLOGY INC COM NPV | $887,000 | -11.7% | 15,926 | -0.1% | 0.02% | -16.0% |
| CHE | Sell | CHEMED CORP COM USD1 | $819,000 | -48.2% | 2,571 | -53.9% | 0.02% | -50.0% |
| IQV | Sell | IQVIA HOLDINGS INC COM USD.01 | $787,000 | +22.0% | 5,474 | -1.4% | 0.02% | +18.8% |
| LMNX | Sell | LUMINEX CORP COM USD.001 | $759,000 | -1.8% | 33,121 | -0.9% | 0.02% | -10.0% |
| GTE | Sell | GRAN TIERRA ENERGY INC COM USD.001 | $726,000 | -36.3% | 320,827 | -38.5% | 0.02% | -41.4% |
| ASPS | Sell | ALTISOURCE PORTFOLIO SOLTNS COM USD1 | $728,000 | -7.8% | 30,746 | -12.4% | 0.02% | -15.0% |
| WTI | Sell | W&T OFFSHORE INC COM USD.00001 | $729,000 | +63.5% | 105,595 | -2.4% | 0.02% | +54.5% |
| VPG | Sell | VISHAY PRECISION GROUP INC COM USD.01 | $719,000 | +2.4% | 21,111 | -9.0% | 0.02% | -5.6% |
| CROX | Sell | CROCS INC COM USD.001 | $696,000 | -39.6% | 27,135 | -38.7% | 0.02% | -41.4% |
| AMKR | Sell | AMKOR TECHNOLOGY INC COM USD.001 | $657,000 | +27.3% | 77,104 | -1.8% | 0.02% | +23.1% |
| AMAT | Sell | APPLIED MATERIALS INC COM NPV | $660,000 | -1.5% | 16,687 | -18.5% | 0.02% | -5.9% |
| PGTI | Sell | PGT INNOVATIONS INC COM USD | $661,000 | -19.0% | 47,952 | -6.7% | 0.02% | -23.8% |
| ON | Sell | ON SEMICONDUCTOR CORP COM USD.01 | $661,000 | -63.7% | 32,157 | -70.8% | 0.02% | -65.2% |
| GWW | Sell | GRAINGER (W W) INC COM USD1 | $679,000 | -89.3% | 2,266 | -89.9% | 0.02% | -90.0% |
| NTAP | Sell | NETAPP INC COM NPV | $671,000 | +6.8% | 9,674 | -8.1% | 0.02% | 0.0% |
| TGA | Sell | TRANSGLOBE ENERGY CORP COM NPV | $676,000 | -35.2% | 360,376 | -35.6% | 0.02% | -38.5% |
| MT | Sell | ARCELORMITTAL CL A ADR | $621,000 | -18.9% | 30,487 | -17.7% | 0.02% | -21.1% |
| USPH | Sell | U S PHYSICAL THERAPY INC COM USD.01 | $609,000 | +1.8% | 5,832 | -0.1% | 0.02% | 0.0% |
| EHC | Sell | ENCOMPASS HEALTH CORP COM USD.01 | $623,000 | -7.7% | 10,711 | -2.0% | 0.02% | -11.8% |
| ENDP | Sell | ENDO INTERNATIONAL PLC COM USD.01 | $627,000 | -3.5% | 78,401 | -11.8% | 0.02% | -6.2% |
| PKE | Sell | PARK ELECTROCHEMICAL CORP COM USD.1 | $588,000 | -23.9% | 37,641 | -11.9% | 0.01% | -30.0% |
| CATO | Sell | CATO CORP -CL A CL A COM USD.333 | $596,000 | -0.8% | 39,988 | -4.9% | 0.01% | -6.7% |
| LGND | Sell | LIGAND PHARMACEUTICAL INC COM USD.001 | $588,000 | -67.3% | 4,703 | -64.4% | 0.01% | -68.9% |
| TTGT | Sell | TECHTARGET INC COM USD.001 | $559,000 | -39.8% | 34,532 | -54.6% | 0.01% | -43.5% |
| INFY | Sell | INFOSYS LTD SPN ADR 1/4 SH | $540,000 | -10.7% | 49,372 | -22.4% | 0.01% | -13.3% |
| QADA | Sell | QAD INC CL A COM NPV | $566,000 | -30.8% | 13,220 | -36.3% | 0.01% | -38.1% |
| NKE | Sell | NIKE INC CL B COM NPV | $535,000 | +2.1% | 6,349 | -10.2% | 0.01% | 0.0% |
| NGHC | Sell | NATIONAL GENERAL HOLDINGS CP COM | $485,000 | -2.8% | 20,555 | -0.0% | 0.01% | -7.7% |
| DENN | Sell | DENNYS CORP COM USD.1 | $483,000 | +8.5% | 26,461 | -3.4% | 0.01% | +9.1% |
| TSS | Sell | TOTAL SYSTEM SERVICES INC COM USD.1 | $521,000 | -93.2% | 5,483 | -94.2% | 0.01% | -93.8% |
| CHA | Sell | CHINA TELECOM CORP LTD SPON ADR H SHS | $493,000 | +1.9% | 8,802 | -7.7% | 0.01% | 0.0% |
| FCAU | Sell | FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | $498,000 | -9.1% | 33,540 | -11.6% | 0.01% | -14.3% |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC COM USD.01 | $451,000 | -60.0% | 8,979 | -52.7% | 0.01% | -62.1% |
| CEO | Sell | CNOOC LTD SPONSORED ADR | $470,000 | -26.0% | 2,532 | -39.2% | 0.01% | -31.2% |
| FLWS | Sell | 1-800-FLOWERS.COM CL A COM USD.01 | $460,000 | -83.4% | 25,219 | -88.9% | 0.01% | -84.3% |
| IBN | Sell | ICICI BANK LTD SPONSORED ADR | $452,000 | +2.7% | 39,463 | -7.7% | 0.01% | 0.0% |
| EPM | Sell | EVOLUTION PETROLEUM CORP COM USD.01 | $481,000 | -1.8% | 71,550 | -0.3% | 0.01% | -8.3% |
| NGVC | Sell | NATURAL GROCERS VITAMIN CTGE COM USD.001 | $481,000 | -24.8% | 40,236 | -3.6% | 0.01% | -31.2% |
| JKHY | Sell | HENRY (JACK) & ASSOCIATES COM USD.01 | $416,000 | -7.8% | 3,012 | -15.4% | 0.01% | -9.1% |
| FLIR | Sell | FLIR SYSTEMS INC COM USD.01 | $421,000 | +2.7% | 8,871 | -5.7% | 0.01% | 0.0% |
| AXON | Sell | AXON ENTERPRISE INC COM USD.00001 | $435,000 | +1.2% | 8,031 | -18.2% | 0.01% | -9.1% |
| MORN | Sell | MORNINGSTAR INC COM | $402,000 | +10.4% | 3,201 | -3.4% | 0.01% | +11.1% |
| BSBR | Sell | BANCO SANTANDER BRASIL -ADR ADR | $415,000 | -16.2% | 36,995 | -16.9% | 0.01% | -23.1% |
| HLNE | Sell | HAMILTON LANE INC CL A COM USD.001 | $420,000 | -15.3% | 9,691 | -27.6% | 0.01% | -23.1% |
| AMOT | Sell | ALLIED MOTION TECHNOLOGIES COM NPV | $404,000 | -27.6% | 11,807 | -5.3% | 0.01% | -28.6% |
| ULH | Sell | UNIVERSAL LOGISTICS HLDGS COM | $417,000 | +5.0% | 21,302 | -2.8% | 0.01% | 0.0% |
| PRSC | Sell | PROVIDENCE SERVICE CORP CL A COM USD.001 | $418,000 | -53.2% | 6,313 | -57.5% | 0.01% | -56.5% |
| VRSK | Sell | VERISK ANALYTICS INC CL A COM USD.001 | $399,000 | +15.0% | 2,999 | -5.6% | 0.01% | +11.1% |
| VG | Sell | VONAGE HOLDINGS CORP COM USD.001 | $431,000 | -57.9% | 43,144 | -63.2% | 0.01% | -61.5% |
| MED | Sell | MEDIFAST INC COM USD.001 | $417,000 | -88.7% | 3,280 | -88.8% | 0.01% | -89.2% |
| NVS | Sell | NOVARTIS AG SPON ADR | $433,000 | +8.5% | 4,499 | -3.2% | 0.01% | 0.0% |
| KFY | Sell | KORN FERRY COM NPV | $368,000 | +7.0% | 8,271 | -4.8% | 0.01% | 0.0% |
| CACI | Sell | CACI INTL INC -CL A CL A COM USD.1 | $383,000 | +22.0% | 2,113 | -2.9% | 0.01% | +12.5% |
| ALL | Sell | ALLSTATE CORP COM USD.01 | $371,000 | +4.5% | 3,936 | -8.3% | 0.01% | 0.0% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP COM USD.01 | $368,000 | -0.3% | 8,552 | -8.7% | 0.01% | 0.0% |
| CW | Sell | CURTISS-WRIGHT CORP COM USD1 | $388,000 | -55.9% | 3,443 | -60.0% | 0.01% | -59.1% |
| RFIL | Sell | R F INDUSTRIES LTD COM USD.01 | $347,000 | -17.8% | 51,518 | -11.4% | 0.01% | -27.3% |
| JBL | Sell | JABIL INC COM USD.001 | $330,000 | +6.5% | 12,478 | -0.1% | 0.01% | 0.0% |
| AME | Sell | AMETEK INC COM USD1 | $349,000 | -44.8% | 4,205 | -55.0% | 0.01% | -50.0% |
| RCKY | Sell | ROCKY BRANDS INC COM NPV | $336,000 | -10.4% | 14,041 | -2.7% | 0.01% | -11.1% |
| CTS | Sell | CTS CORP COM NPV | $350,000 | +10.4% | 11,996 | -1.7% | 0.01% | 0.0% |
| PSO | Sell | PEARSON PLC SPON ADR | $320,000 | -14.0% | 29,168 | -6.4% | 0.01% | -11.1% |
| WDFC | Sell | WD-40 CO COM NPV | $315,000 | -11.5% | 1,867 | -3.7% | 0.01% | -11.1% |
| GNRC | Sell | GENERAC HOLDINGS INC COM USD0.01 | $323,000 | -7.2% | 6,331 | -9.4% | 0.01% | -11.1% |
| VSI | Sell | VITAMIN SHOPPE INC COM USD.001 | $335,000 | +35.6% | 47,834 | -8.2% | 0.01% | +33.3% |
| BGSF | Sell | BG STAFFING INC COM | $330,000 | -17.1% | 15,117 | -22.5% | 0.01% | -20.0% |
| WING | Sell | WINGSTOP INC COM USD.01 | $335,000 | -10.4% | 4,428 | -23.8% | 0.01% | -11.1% |
| NICE | Sell | NICE LTD SPON ADR | $327,000 | +4.8% | 2,667 | -7.4% | 0.01% | 0.0% |
| IEX | Sell | IDEX CORP COM USD.01 | $327,000 | -65.7% | 2,157 | -71.4% | 0.01% | -66.7% |
| TCS | Sell | CONTAINER STORE GROUP COM USD.01 | $344,000 | +55.0% | 39,041 | -15.9% | 0.01% | +33.3% |
| FTSI | Sell | FTS INTERNATIONAL INC COM | $300,000 | -74.4% | 29,997 | -81.8% | 0.01% | -76.7% |
| ANSS | Sell | ANSYS INC COM USD.01 | $283,000 | -11.3% | 1,551 | -30.6% | 0.01% | -12.5% |
| OFIX | Sell | ORTHOFIX MEDICAL INC COM USD.1 | $292,000 | -17.5% | 5,203 | -22.7% | 0.01% | -22.2% |
| ALOT | Sell | ASTRONOVA INC COM USD.05 | $293,000 | +1.4% | 14,376 | -6.7% | 0.01% | 0.0% |
| TPB | Sell | TURNING POINT BRANDS INC COM USD.01 | $280,000 | -37.4% | 6,075 | -63.0% | 0.01% | -36.4% |
| PTSI | Sell | P.A.M. TRANSPORTATION SVCS COM USD.01 | $299,000 | -31.7% | 6,111 | -44.9% | 0.01% | -36.4% |
| MSA | Sell | MSA SAFETY INC COM NPV | $291,000 | +7.0% | 2,832 | -1.8% | 0.01% | 0.0% |
| AUOTY | Sell | AU OPTRONICS CORP SPONSORED ADR | $243,000 | -35.0% | 66,693 | -29.7% | 0.01% | -33.3% |
| BXC | Sell | BLUELINX HOLDINGS INC COM USD.01 | $244,000 | -41.5% | 9,202 | -45.5% | 0.01% | -45.5% |
| TBI | Sell | TRUEBLUE INC COM NPV | $260,000 | -16.4% | 10,998 | -21.4% | 0.01% | -25.0% |
| MPX | Sell | MARINE PRODUCTS CORP COM USD.10 | $270,000 | -22.0% | 20,055 | -2.0% | 0.01% | -33.3% |
| NEPT | Sell | NEPTUNE WELLNESS SOLUTION IN COM | $252,000 | -85.4% | 80,000 | -88.2% | 0.01% | -86.4% |
| MTN | Sell | VAIL RESORTS INC COM USD.01 | $265,000 | 0.0% | 1,223 | -2.5% | 0.01% | -14.3% |
| INTEQ | Sell | INTELSAT SA COM USD.01 | $266,000 | -43.9% | 17,104 | -22.6% | 0.01% | -50.0% |
| PFSI | Sell | PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | $241,000 | -59.4% | 10,902 | -61.0% | 0.01% | -60.0% |
| PENN | Sell | PENN NATIONAL GAMING INC COM USD.01 | $247,000 | -51.7% | 12,355 | -54.4% | 0.01% | -53.8% |
| TXRH | Sell | TEXAS ROADHOUSE INC COM USD.001 | $265,000 | -16.9% | 4,281 | -19.8% | 0.01% | -25.0% |
| CPRT | Sell | COPART INC COM NPV | $246,000 | +21.8% | 4,078 | -3.4% | 0.01% | +20.0% |
| CCMP | Sell | CABOT MICROELECTRONICS CORP COM USD.001 | $256,000 | -78.2% | 2,300 | -81.3% | 0.01% | -80.0% |
| CME | Sell | CME GROUP INC CL A COM USD.01 | $223,000 | -18.0% | 1,355 | -6.2% | 0.01% | -28.6% |
| SID | Sell | COMPANHIA SIDERURGICA NACION SPON ADR | $205,000 | +69.4% | 49,797 | -10.1% | 0.01% | +66.7% |
| EC | Sell | ECOPETROL SA SPON ADS NPV | $229,000 | +27.9% | 10,699 | -5.2% | 0.01% | 0.0% |
| FNHC | Sell | FEDNAT HOLDING COMPANY COM USD.01 | $220,000 | -19.7% | 13,728 | -0.3% | 0.01% | -28.6% |
| HEI | Sell | HEICO CORP COM USD.166 | $192,000 | -14.3% | 2,026 | -29.7% | 0.01% | -16.7% |
| IRMD | Sell | IRADIMED CORP COM USD.0001 | $194,000 | -42.1% | 6,906 | -49.6% | 0.01% | -37.5% |
| JAX | Sell | J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 | $200,000 | +3.1% | 20,350 | -13.7% | 0.01% | 0.0% |
| MKSI | Sell | MKS INSTRUMENTS INC COM NPV | $221,000 | +10.5% | 2,384 | -22.7% | 0.01% | 0.0% |
| MOH | Sell | MOLINA HEALTHCARE INC COM USD.001 | $227,000 | +21.4% | 1,599 | -0.5% | 0.01% | 0.0% |
| RTWIQ | Sell | RTW RETAILWINDS INC COM USD.01 | $198,000 | -37.9% | 82,560 | -26.7% | 0.01% | -37.5% |
| SIVB | Sell | SVB FINANCIAL GROUP COM NPV | $216,000 | +9.1% | 976 | -6.3% | 0.01% | 0.0% |
| USAK | Sell | USA TRUCK INC COM USD.01 | $194,000 | -45.4% | 13,507 | -42.9% | 0.01% | -44.4% |
| AUDC | Sell | AUDIOCODES LTD ORD NIS.01 | $212,000 | +31.7% | 15,304 | -6.3% | 0.01% | +25.0% |
| AE | Sell | ADAMS RESOURCES & ENERGY INC COM USD.1 | $157,000 | -6.0% | 4,009 | -7.0% | 0.00% | 0.0% |
| USNA | Sell | USANA HEALTH SCIENCES INC COM NPV | $153,000 | -63.9% | 1,835 | -49.0% | 0.00% | -63.6% |
| FLOW | Sell | SPX FLOW INC COM USD.01 | $165,000 | -24.0% | 5,218 | -26.8% | 0.00% | -20.0% |
| SYNL | Sell | SYNALLOY CORP COM USD1 | $149,000 | -13.9% | 9,783 | -6.2% | 0.00% | 0.0% |
| H | Sell | HYATT HOTELS CORP CL A COM USD0.01 | $175,000 | +6.1% | 2,417 | -1.0% | 0.00% | 0.0% |
| PYXSQ | Sell | PYXUS INTERNATIONAL INC COM USD10 | $174,000 | +85.1% | 7,296 | -7.7% | 0.00% | +100.0% |
| EQNR | Sell | EQUINOR ASA SPONSORED ADR | $149,000 | -3.2% | 6,773 | -7.1% | 0.00% | 0.0% |
| CVI | Sell | CVR ENERGY INC COM USD.01 | $162,000 | -82.0% | 3,944 | -84.9% | 0.00% | -82.6% |
| RVSB | Sell | RIVERVIEW BANCORP INC COM USD1 | $159,000 | 0.0% | 21,790 | -0.3% | 0.00% | 0.0% |
| CTRA | Sell | CONTURA ENERGY INC COM | $188,000 | -21.7% | 3,242 | -11.2% | 0.00% | -33.3% |
| SAMG | Sell | SILVERCREST ASSET MGT CL A COM USD.01 | $162,000 | -1.8% | 11,336 | -9.0% | 0.00% | 0.0% |
| ODFL | Sell | OLD DOMINION FREIGHT COM USD.1 | $177,000 | -90.0% | 1,232 | -91.4% | 0.00% | -91.1% |
| RYI | Sell | RYERSON HOLDING CORP COM USD.01 | $167,000 | +9.2% | 19,523 | -19.2% | 0.00% | 0.0% |
| CMPR | Sell | CIMPRESS NV COM USD.001 | $155,000 | -53.5% | 1,943 | -39.6% | 0.00% | -50.0% |
| GFN | Sell | GENERAL FINANCE CORP/DE COM | $162,000 | -38.9% | 17,412 | -33.5% | 0.00% | -42.9% |
| ASML | Sell | ASML HOLDING NV ADR NY SHS | $140,000 | -0.7% | 743 | -18.2% | 0.00% | -25.0% |
| RUTH | Sell | RUTHS HOSPITALITY GROUP INC COM USD.01 | $105,000 | -18.6% | 4,142 | -27.1% | 0.00% | 0.0% |
| CLUBQ | Sell | TOWN SPORTS INTL HOLDINGS COM USD.001 | $134,000 | -34.6% | 28,130 | -12.2% | 0.00% | -40.0% |
| PLCE | Sell | CHILDRENS PLACE INC COM USD.1 | $146,000 | -55.2% | 1,500 | -58.5% | 0.00% | -62.5% |
| BLMN | Sell | BLOOMIN' BRANDS INC COM USD.01 | $123,000 | -10.2% | 6,008 | -21.7% | 0.00% | 0.0% |
| ATHM | Sell | AUTOHOME INC -ADR ADR | $132,000 | +9.1% | 1,255 | -19.2% | 0.00% | 0.0% |
| THG | Sell | HANOVER INSURANCE GROUP INC COM USD.01 | $114,000 | -17.4% | 1,002 | -15.3% | 0.00% | 0.0% |
| ORRF | Sell | ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | $119,000 | -16.8% | 6,401 | -18.5% | 0.00% | -25.0% |
| STND | Sell | STANDARD FINANCIAL CORP COM USD.01 | $109,000 | -16.2% | 4,033 | -7.2% | 0.00% | 0.0% |
| ZBRA | Sell | ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | $117,000 | +25.8% | 561 | -3.8% | 0.00% | +50.0% |
| PRGX | Sell | PRGX GLOBAL INC COM USD.01 | $121,000 | -37.9% | 15,215 | -26.0% | 0.00% | -40.0% |
| GORO | Sell | GOLD RESOURCE CORP COM USD.001 | $145,000 | -38.0% | 37,300 | -36.2% | 0.00% | -50.0% |
| PFIE | Sell | PROFIRE ENERGY INC COM USD.001 | $106,000 | -0.9% | 59,118 | -20.1% | 0.00% | 0.0% |
| IIIN | Sell | INSTEEL INDUSTRIES COM USD2 | $139,000 | -20.6% | 6,702 | -7.1% | 0.00% | -25.0% |
| AMN | Sell | AMN HEALTHCARE SERVICES INC COM USD.01 | $125,000 | -77.7% | 2,674 | -72.9% | 0.00% | -78.6% |
| DAR | Sell | DARLING INGREDIENTS INC COM USD.01 | $140,000 | +7.7% | 6,472 | -4.2% | 0.00% | 0.0% |
| HNRG | Sell | HALLADOR ENERGY CO COM NPV | $125,000 | -26.5% | 23,782 | -29.0% | 0.00% | -25.0% |
| PTVCB | Sell | PROTECTIVE INSURANCE CORP CL B COM NPV | $109,000 | -0.9% | 5,877 | -10.8% | 0.00% | 0.0% |
| MIXT | Sell | MIX TELEMATICS LTD ADR | $82,000 | -67.1% | 4,905 | -69.2% | 0.00% | -66.7% |
| HEAR | Sell | TURTLE BEACH CORP COM USD.001 | $104,000 | -49.8% | 9,240 | -36.2% | 0.00% | -60.0% |
| ING | Sell | ING GROEP NV SPON ADR | $93,000 | 0.0% | 7,681 | -12.2% | 0.00% | 0.0% |
| OSG | Sell | OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 | $74,000 | +29.8% | 32,512 | -5.0% | 0.00% | +100.0% |
| JWA | Sell | WILEY (JOHN) & SONS -CL A CL A COM USD1 | $102,000 | -80.4% | 2,322 | -79.0% | 0.00% | -84.6% |
| SALM | Sell | SALEM MEDIA GROUP INC CL A COM USD.01 | $88,000 | +20.5% | 34,310 | -2.1% | 0.00% | 0.0% |
| GDDY | Sell | GODADDY INC CL A COM USD.001 | $81,000 | +9.5% | 1,087 | -2.9% | 0.00% | 0.0% |
| ICLR | Sell | ICON PLC COM EUR.06 | $95,000 | -28.0% | 696 | -32.0% | 0.00% | -33.3% |
| MDT | Sell | MEDTRONIC PLC COM USD.1 | $67,000 | -47.7% | 735 | -47.8% | 0.00% | -33.3% |
| NTIC | Sell | NORTHERN TECH INTL COM USD.02 | $100,000 | -42.2% | 3,755 | -35.8% | 0.00% | -50.0% |
| PLPC | Sell | PREFORMED LINE PRODUCTS CO CAP USD2 | $86,000 | -53.0% | 1,620 | -51.9% | 0.00% | -60.0% |
| KE | Sell | KIMBALL ELECTRONICS INC COM NPV | $78,000 | -28.4% | 5,008 | -28.8% | 0.00% | -33.3% |
| NOK | Sell | NOKIA CORP SPON ADR | $79,000 | -50.0% | 13,872 | -48.8% | 0.00% | -50.0% |
| RGR | Sell | STURM RUGER & CO INC COM USD1 | $97,000 | -15.7% | 1,838 | -14.6% | 0.00% | -33.3% |
| PMD | Sell | PSYCHEMEDICS CORP COM USD.005 | $75,000 | -16.7% | 5,333 | -6.3% | 0.00% | 0.0% |
| NATH | Sell | NATHAN'S FAMOUS INC COM USD.01 | $97,000 | -6.7% | 1,420 | -8.8% | 0.00% | -33.3% |
| LUNA | Sell | LUNA INNOVATIONS INC COM USD.001 | $70,000 | -71.7% | 16,898 | -77.0% | 0.00% | -66.7% |
| EMN | Sell | EASTMAN CHEMICAL CO COM USD.01 | $88,000 | -46.7% | 1,156 | -48.8% | 0.00% | -50.0% |
| PAR | Sell | PAR TECHNOLOGY CORP COM USD.02 | $89,000 | -7.3% | 3,638 | -17.4% | 0.00% | 0.0% |
| FBM | Sell | FOUNDATION BLDG MRL INC COM USD0.001 | $59,000 | +15.7% | 6,033 | -1.8% | 0.00% | 0.0% |
| SKY | Sell | SKYLINE CHAMPION CORP COM USD.0277 | $52,000 | -35.8% | 2,748 | -50.3% | 0.00% | -50.0% |
| FWRD | Sell | FORWARD AIR CORP COM USD.01 | $44,000 | +4.8% | 679 | -12.3% | 0.00% | 0.0% |
| CLR | Sell | CONTINENTAL RESOURCES INC COM USD.01 | $55,000 | -48.1% | 1,225 | -53.7% | 0.00% | -66.7% |
| TACT | Sell | TRANSACT TECHNOLOGIES INC COM USD.01 | $33,000 | -35.3% | 3,608 | -36.4% | 0.00% | 0.0% |
| FSFG | Sell | FIRST SAVINGS FINANCIAL GP COM USD.01 | $22,000 | -15.4% | 402 | -19.4% | 0.00% | 0.0% |
| CE | Sell | CELANESE CORP COM USD.01 | $60,000 | -99.8% | 604 | -99.8% | 0.00% | -99.9% |
| HURC | Sell | HURCO COMPANIES INC COM USD.1 | $59,000 | 0.0% | 1,471 | -11.3% | 0.00% | 0.0% |
| EDUC | Sell | EDUCATIONAL DEVELOPMENT CORP COM USD.2 | $58,000 | -61.8% | 7,671 | -56.9% | 0.00% | -75.0% |
| TSQ | Sell | TOWNSQUARE MEDIA INC CL A COM USD0.01 | $58,000 | +7.4% | 10,124 | -22.8% | 0.00% | 0.0% |
| USAP | Sell | UNVL STAINLESS & ALLOY PRODS COM USD.01 | $40,000 | -69.7% | 2,439 | -70.1% | 0.00% | -66.7% |
| AXL | Sell | AMERICAN AXLE & MFG HOLDINGS COM USD.01 | $57,000 | +26.7% | 3,977 | -2.1% | 0.00% | 0.0% |
| USFD | Sell | US FOODS HOLDING CORP COM USD0.01 | $24,000 | +9.1% | 693 | -0.6% | 0.00% | 0.0% |
| SGH | Sell | SMART GLOBAL HOLDINGS INC Ordinary Shares | $53,000 | -50.5% | 2,748 | -23.7% | 0.00% | -66.7% |
| SEIC | Sell | SEI INVESTMENTS CO COM USD.01 | $60,000 | -75.1% | 1,160 | -77.7% | 0.00% | -83.3% |
| MERC | Sell | MERCER INTL INC SHS BEN INT USD1 | $53,000 | +20.5% | 3,916 | -7.6% | 0.00% | 0.0% |
| CBSH | Sell | COMMERCE BANCSHARES INC COM USD5 | $50,000 | +4.2% | 857 | -0.1% | 0.00% | 0.0% |
| UFAB | Sell | UNIQUE FABRICATING INC COM USD.001 | $36,000 | -10.0% | 8,051 | -15.3% | 0.00% | 0.0% |
| TESS | Sell | TESSCO TECHNOLOGIES INC COM USD.01 | $52,000 | -50.5% | 3,362 | -61.5% | 0.00% | -66.7% |
| CTG | Sell | COMPUTER TASK GROUP INC COM USD.01 | $62,000 | -41.0% | 14,415 | -44.1% | 0.00% | -66.7% |
| CCRN | Sell | CROSS COUNTRY HEALTHCARE INC COM USD.01 | $34,000 | -19.0% | 4,800 | -17.1% | 0.00% | 0.0% |
| NDLS | Sell | NOODLES & CO CL A COM USD0.01 | $33,000 | -15.4% | 4,817 | -14.0% | 0.00% | 0.0% |
| KBR | Exit | KBR INC COM USD.001 | $0 | – | -40 | -100.0% | 0.00% | – |
| MSI | Sell | MOTOROLA SOLUTIONS INC COM USD.01 | $7,000 | +16.7% | 47 | -7.8% | 0.00% | – |
| OMCL | Sell | OMNICELL INC COM NPV | $1,000 | -50.0% | 16 | -55.6% | 0.00% | – |
| MKC | Sell | MCCORMICK & CO INC COM NPV NVTG | $19,000 | -26.9% | 127 | -33.2% | 0.00% | -100.0% |
| MA | Sell | MASTERCARD INC CL A COM USD.0001 | $18,000 | -95.3% | 76 | -96.3% | 0.00% | -100.0% |
| MRTN | Sell | MARTEN TRANSPORT LTD COM USD.01 | $1,000 | -100.0% | 64 | -100.0% | 0.00% | -100.0% |
| PBF | Sell | PBF ENERGY INC CL A COM USD0.001 | $2,000 | 0.0% | 51 | -16.4% | 0.00% | – |
| LOW | Sell | LOWE'S COMPANIES INC COM USD.5 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| LPX | Sell | LOUISIANA-PACIFIC CORP COM USD1 | $1,000 | -95.2% | 38 | -96.1% | 0.00% | -100.0% |
| LPT | Sell | LIBERTY PROPERTY TRUST COM USD.001 | $3,000 | -25.0% | 59 | -31.4% | 0.00% | – |
| LM | Sell | LEGG MASON INC COM USD.1 | $0 | -100.0% | 17 | -60.5% | 0.00% | – |
| LVS | Sell | LAS VEGAS SANDS CORP COM USD.001 | $6,000 | -70.0% | 106 | -73.0% | 0.00% | -100.0% |
| LAMR | Sell | LAMAR ADVERTISING CO -CL A CL A COM NPV | $3,000 | -25.0% | 38 | -26.9% | 0.00% | – |
| PLD | Sell | PROLOGIS INC COM USD.01 | $4,000 | -42.9% | 61 | -45.0% | 0.00% | – |
| CHRW | Exit | C H ROBINSON WORLDWIDE INC COM USD.1 | $0 | – | -38 | -100.0% | 0.00% | – |
| INTC | Sell | INTEL CORP COM NPV | $7,000 | -36.4% | 139 | -39.8% | 0.00% | – |
| RPT | Sell | RPT REALTY SHS BEN INT USD.01 | $5,000 | -16.7% | 414 | -19.1% | 0.00% | – |
| HST | Sell | HOST HOTELS & RESORTS INC COM USD1 | $3,000 | 0.0% | 140 | -31.4% | 0.00% | – |
| HPT | Sell | HOSPITALITY PROPERTIES TRUST COM USD.01 | $1,000 | -50.0% | 27 | -64.0% | 0.00% | – |
| HMN | Sell | HORACE MANN EDUCATORS CORP COM USD.001 | $13,000 | -50.0% | 366 | -46.4% | 0.00% | -100.0% |
| HNNA | Sell | HENNESSY ADVISORS INC COM NPV | $18,000 | -77.2% | 1,947 | -75.3% | 0.00% | -100.0% |
| HRS | Sell | HARRIS CORP COM USD1 | $7,000 | -98.7% | 46 | -98.9% | 0.00% | -100.0% |
| RHP | Sell | RYMAN HOSPITALITY PPTYS INC COM USD.01 | $1,000 | -66.7% | 11 | -73.2% | 0.00% | – |
| SBAC | Sell | SBA COMMUNICATIONS CORP COM USD.01 | $2,000 | -33.3% | 8 | -50.0% | 0.00% | – |
| SC | Sell | SANTANDER CONSUMER USA HLDGS COM USD.01 | $2,000 | 0.0% | 72 | -47.8% | 0.00% | – |
| GBL | Sell | GAMCO INVESTORS INC CL A COM USD.001 | $8,000 | -74.2% | 403 | -78.1% | 0.00% | -100.0% |
| FAF | Sell | FIRST AMERICAN FINANCIAL CP COM USD.00001 | $2,000 | 0.0% | 45 | -19.6% | 0.00% | – |
| FNF | Sell | FIDELITY NATL FINL FNF GROUP COM USD.0001 | $1,000 | -99.9% | 38 | -99.9% | 0.00% | -100.0% |
| FBSS | Sell | FAUQUIER BANKSHARES INC COM USD3.13 | $4,000 | -20.0% | 188 | -28.2% | 0.00% | – |
| SDPI | Sell | SUPERIOR DRILLING PRODUCTS COM USD.001 | $20,000 | -20.0% | 15,165 | -27.9% | 0.00% | -100.0% |
| EXR | Sell | EXTRA SPACE STORAGE INC COM USD.01 | $8,000 | 0.0% | 75 | -14.8% | 0.00% | – |
| SYY | Sell | SYSCO CORP COM USD1 | $10,000 | -100.0% | 144 | -100.0% | 0.00% | -100.0% |
| TVPT | Exit | TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | $0 | – | -993 | -100.0% | 0.00% | – |
| TXN | Sell | TEXAS INSTRUMENTS INC COM USD1 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| CXW | Sell | CORECIVIC INC COM USD.01 | $5,000 | 0.0% | 253 | -3.4% | 0.00% | – |
| CXP | Sell | COLUMBIA PROPERTY TRUST INC COM USD.01 | $2,000 | -33.3% | 97 | -37.0% | 0.00% | – |
| VEC | Sell | VECTRUS INC COM USD.01 | $5,000 | -92.5% | 188 | -93.9% | 0.00% | -100.0% |
| CELG | Sell | CELGENE CORP COM USD1 | $18,000 | +50.0% | 187 | -3.1% | 0.00% | – |
| BGNE | Exit | BEIGENE LTD ADR | $0 | – | -46 | -100.0% | 0.00% | – |
| CVS | Sell | CVS HEALTH CORP COM USD1 | $13,000 | -99.7% | 238 | -99.7% | 0.00% | -100.0% |
| CNO | Sell | CNO FINANCIAL GROUP INC COM NEW | $15,000 | -96.0% | 948 | -96.2% | 0.00% | -100.0% |
| VMW | Sell | VMWARE INC -CL A CL A COM USD.01 | $3,000 | -99.8% | 17 | -99.8% | 0.00% | -100.0% |
| ACCO | Sell | ACCO BRANDS CORP COM | $11,000 | -87.5% | 1,329 | -89.8% | 0.00% | -100.0% |
| BKE | Sell | BUCKLE INC COM USD.05 | $1,000 | -99.2% | 46 | -99.3% | 0.00% | -100.0% |
| CBLAQ | Exit | CBL & ASSOCIATES PPTYS INC COM USD.01 | $0 | – | -328 | -100.0% | 0.00% | – |
| WERN | Sell | WERNER ENTERPRISES INC COM USD.01 | $8,000 | -98.4% | 226 | -98.7% | 0.00% | -100.0% |
| XHR | Sell | XENIA HOTELS & RESORTS INC COM USD.01 | $3,000 | -25.0% | 131 | -48.0% | 0.00% | – |
| XYL | Sell | XYLEM INC COM USD.01 | $7,000 | -97.7% | 93 | -97.9% | 0.00% | -100.0% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO COM NPV | $3,000 | -62.5% | 62 | -66.7% | 0.00% | – |
| CMCL | Sell | CALEDONIA MINING CORP PLC COM NPV | $5,000 | -54.5% | 885 | -57.1% | 0.00% | – |
| CPA | Sell | COPA HOLDINGS SA CL A COM USD | $1,000 | -50.0% | 11 | -47.6% | 0.00% | – |
| DFODQ | Exit | DEAN FOODS CO COM USD.01 | $0 | – | -87 | -100.0% | 0.00% | – |
| ALK | Exit | ALASKA AIR GROUP INC COM USD1 | $0 | – | -133 | -100.0% | 0.00% | – |
| AXTA | Exit | AXALTA COATING SYSTEMS LTD COM USD1 | $0 | – | -195 | -100.0% | 0.00% | – |
| ACN | Exit | ACCENTURE PLC CLA USD.0000225 | $0 | – | -3 | -100.0% | 0.00% | – |
| TSEM | Exit | TOWER SEMICONDUCTOR LTD ORD NIS1 | $0 | – | -899 | -100.0% | 0.00% | – |
| TPCO | Exit | TRIBUNE PUBLISHING CO COM USD.01 | $0 | – | -31 | -100.0% | 0.00% | – |
| HD | Exit | HOME DEPOT INC COM USD.05 | $0 | – | -57 | -100.0% | 0.00% | – |
| BIG | Exit | BIG LOTS INC COM USD.01 | $0 | – | -570 | -100.0% | 0.00% | – |
| LXFR | Exit | LUXFER HOLDINGS PLC ORD GBP0.50 | $0 | – | -1,038 | -100.0% | 0.00% | – |
| SNH | Exit | SENIOR HOUSING PPTYS TRUST COM USD.01 | $0 | – | -40 | -100.0% | 0.00% | – |
| CORR | Exit | CORENERGY INFRASTRUCTURE TR COM | $0 | – | -68 | -100.0% | 0.00% | – |
| BERY | Exit | BERRY GLOBAL GROUP INC COM USD.001 | $0 | – | -178 | -100.0% | 0.00% | – |
| TEL | Exit | TE CONNECTIVITY LTD COM | $0 | – | -25 | -100.0% | 0.00% | – |
| SHO | Exit | SUNSTONE HOTEL INVESTORS INC COM USD.01 | $0 | – | -73 | -100.0% | 0.00% | – |
| AIV | Exit | APARTMENT INVST & MGMT CO CL A COM USD.01 | $0 | – | -84 | -100.0% | 0.00% | – |
| HBIO | Exit | HARVARD BIOSCIENCE INC COM USD.01 | $0 | – | -4,986 | -100.0% | 0.00% | – |
| WGO | Exit | WINNEBAGO INDUSTRIES COM USD.5 | $0 | – | -15 | -100.0% | 0.00% | – |
| WRI | Exit | WEINGARTEN REALTY INVST COM SHS INT USD.03 | $0 | – | -75 | -100.0% | 0.00% | – |
| TIER | Exit | TIER REIT INC COM USD.0001 | $0 | – | -194 | -100.0% | 0.00% | – |
| JBHT | Exit | HUNT (JB) TRANSPRT SVCS INC COM USD.01 | $0 | – | -50 | -100.0% | 0.00% | – |
| CLDT | Exit | CHATHAM LODGING TRUST COM USD.01 SBI | $0 | – | -26 | -100.0% | 0.00% | – |
| APY | Exit | APERGY CORP COM | $0 | – | -116 | -100.0% | 0.00% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 | $0 | – | -93 | -100.0% | 0.00% | – |
| DRH | Exit | DIAMONDROCK HOSPITALITY CO COM USD.01 | $0 | – | -89 | -100.0% | 0.00% | – |
| BGS | Exit | B&G FOODS INC CL A COM.01 | $0 | – | -514 | -100.0% | 0.00% | – |
| NL | Exit | NL INDUSTRIES COM USD1.25 | $0 | – | -5,270 | -100.0% | 0.00% | – |
| PCH | Exit | POTLATCHDELTIC CORP COM USD1 | $0 | – | -66 | -100.0% | 0.00% | – |
| UNFI | Exit | UNITED NATURAL FOODS INC COM USD.01 | $0 | – | -47 | -100.0% | 0.00% | – |
| ABB | Exit | ABB LTD SPONSORED ADR | $0 | – | -405 | -100.0% | 0.00% | – |
| UNIT | Exit | UNITI GROUP INC COM USD.0001 | $0 | – | -109 | -100.0% | 0.00% | – |
| CDR | Exit | CEDAR REALTY TRUST INC COM USD.06 | $0 | – | -217 | -100.0% | 0.00% | – |
| SHLOQ | Exit | SHILOH INDUSTRIES INC COM USD.01 | $0 | – | -2,242 | -100.0% | 0.00% | – |
| WY | Exit | WEYERHAEUSER CO COM USD1.875 | $0 | – | -315 | -100.0% | 0.00% | – |
| CPB | Exit | CAMPBELL SOUP CO COM USD.3 | $0 | – | -35 | -100.0% | 0.00% | – |
| BLK | Exit | BLACKROCK INC COM USD.01 | $0 | – | -11 | -100.0% | 0.00% | – |
| DLTR | Exit | DOLLAR TREE INC COM USD.01 | $0 | – | -101 | -100.0% | 0.00% | – |
| BDN | Exit | BRANDYWINE REALTY TRUST SHS BEN INT USD.01 | $0 | – | -130 | -100.0% | 0.00% | – |
| AEIS | Exit | ADVANCED ENERGY INDS INC COM USD.001 | $0 | – | -73 | -100.0% | 0.00% | – |
| MSBF | Exit | MSB FINANCIAL CORP COM USD.01 | $0 | – | -523 | -100.0% | 0.00% | – |
| BLUE | Exit | BLUEBIRD BIO INC COM USD0.01 | $0 | – | -61 | -100.0% | 0.00% | – |
| EL | Exit | LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | $0 | – | -139 | -100.0% | 0.00% | – |
| ALV | Exit | AUTOLIV INC COM USD1 | $0 | – | -43 | -100.0% | 0.00% | – |
| AVY | Exit | AVERY DENNISON CORP COM USD1 | $0 | – | -81 | -100.0% | 0.00% | – |
| CS | Exit | CREDIT SUISSE GROUP SPON ADR | $0 | – | -763 | -100.0% | 0.00% | – |
| JASN | Exit | JASON INDUSTRIES INC COM USD.0001 | $0 | – | -10,708 | -100.0% | 0.00% | – |
| ARWR | Exit | ARROWHEAD PHARMACEUTICALS COM USD.001 | $0 | – | -242 | -100.0% | 0.00% | – |
| NCR | Sell | NCR CORP COM USD5 | $3,000 | +50.0% | 97 | -8.5% | 0.00% | – |
| TCF | Exit | TCF FINANCIAL CORP COM USD.01 | $0 | – | -1,190 | -100.0% | -0.00% | – |
| ZION | Exit | ZIONS BANCORPORATION NA COM NPV | $0 | – | -993 | -100.0% | -0.00% | – |
| UBFO | Exit | UNITED SECURITY BANCSHARS CA COM NPV | $0 | – | -6,183 | -100.0% | -0.00% | – |
| VHI | Exit | VALHI INC COM USD1 | $0 | – | -23,867 | -100.0% | -0.00% | – |
| NAII | Exit | NATURAL ALTERNATIVES COM NPV | $0 | – | -5,476 | -100.0% | -0.00% | – |
| XPO | Exit | XPO LOGISTICS INC COM USD.001 | $0 | – | -590 | -100.0% | -0.00% | – |
| RELL | Exit | RICHARDSON ELECTRONICS LTD COM USD.05 | $0 | – | -5,399 | -100.0% | -0.00% | – |
| ZEUS | Exit | OLYMPIC STEEL INC COM NPV | $0 | – | -1,674 | -100.0% | -0.00% | – |
| PRCP | Exit | PERCEPTRON INC COM USD.01 | $0 | – | -4,319 | -100.0% | -0.00% | – |
| EGRX | Exit | EAGLE PHARMACEUTICALS INC COM USD.001 | $0 | – | -1,264 | -100.0% | -0.00% | – |
| PTR | Exit | PETROCHINA CO LTD SPONSORED ADR | $0 | – | -358 | -100.0% | -0.00% | – |
| CRI | Exit | CARTER'S INC COM USD.01 | $0 | – | -338 | -100.0% | -0.00% | – |
| CMT | Exit | CORE MOLDING TECHNOLOGIES COM USD.01 | $0 | – | -2,890 | -100.0% | -0.00% | – |
| MNDO | Exit | MIND CTI LTD ORD NIS.01 | $0 | – | -17,683 | -100.0% | -0.00% | – |
| CSPI | Exit | CSP INC COM USD.01 | $0 | – | -3,545 | -100.0% | -0.00% | – |
| PRAA | Exit | PRA GROUP INC COM USD.001 | $0 | – | -1,050 | -100.0% | -0.00% | – |
| LMST | Exit | LIMESTONE BANCORP INC COM USD | $0 | – | -4,174 | -100.0% | -0.00% | – |
| HFBC | Exit | HOPFED BANCORP INC COM USD.01 | $0 | – | -1,530 | -100.0% | -0.00% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLC ADR CL A | $0 | – | -447 | -100.0% | -0.00% | – |
| OVLY | Exit | OAK VALLEY BANCORP COM | $0 | – | -1,537 | -100.0% | -0.00% | – |
| RCMT | Exit | RCM TECHNOLOGIES INC COM USD.05 | $0 | – | -6,796 | -100.0% | -0.00% | – |
| CVU | Exit | CPI AEROSTRUCTURES INC COM USD.001 | $0 | – | -7,632 | -100.0% | -0.00% | – |
| CPHC | Exit | CANTERBURY PARK HOLDING CORP COM USD.01 | $0 | – | -1,962 | -100.0% | -0.00% | – |
| HSON | Exit | HUDSON GLOBAL INC COM USD.001 | $0 | – | -15,352 | -100.0% | -0.00% | – |
| BBL | Exit | BHP BILLITON GROUP (GBR) ADR | $0 | – | -1,008 | -100.0% | -0.00% | – |
| BOOT | Exit | BOOT BARN HOLDINGS INC COM USD.001 | $0 | – | -3,323 | -100.0% | -0.00% | – |
| CAR | Exit | AVIS BUDGET GROUP INC COM USD.01 | $0 | – | -1,585 | -100.0% | -0.00% | – |
| FLR | Exit | FLUOR CORP COM USD.625 | $0 | – | -1,970 | -100.0% | -0.00% | – |
| J | Exit | JACOBS ENGINEERING GROUP INC COM NPV | $0 | – | -1,605 | -100.0% | -0.00% | – |
| INGN | Exit | INOGEN INC COM USD.001 | $0 | – | -570 | -100.0% | -0.00% | – |
| KALU | Exit | KAISER ALUMINUM CORP COM PAR $0.01 | $0 | – | -743 | -100.0% | -0.00% | – |
| RHT | Exit | RED HAT INC COM USD.0001 | $0 | – | -501 | -100.0% | -0.00% | – |
| MLCO | Exit | MELCO RESORTS & ENTERTAINMEN ADR NPV | $0 | – | -4,536 | -100.0% | -0.00% | – |
| YY | Exit | YY INC -ADR ADR | $0 | – | -1,030 | -100.0% | -0.00% | – |
| SFLY | Exit | SHUTTERFLY INC COM USD.0001 | $0 | – | -2,300 | -100.0% | -0.00% | – |
| GGG | Exit | GRACO INC COM USD1 | $0 | – | -2,010 | -100.0% | -0.00% | – |
| LB | Exit | L BRANDS INC COM USD.5 | $0 | – | -2,655 | -100.0% | -0.00% | – |
| CNTY | Exit | CENTURY CASINOS INC COM USD.01 | $0 | – | -8,100 | -100.0% | -0.00% | – |
| NEOG | Exit | NEOGEN CORP COM USD.16 | $0 | – | -1,242 | -100.0% | -0.00% | – |
| DOFSQ | Exit | DIAMOND OFFSHRE DRILLING INC COM USD.01 | $0 | – | -8,146 | -100.0% | -0.00% | – |
| ENV | Exit | ENVESTNET INC COM USD.01 | $0 | – | -1,896 | -100.0% | -0.00% | – |
| TLYS | Exit | TILLY'S INC CL A COM NPV | $0 | – | -8,582 | -100.0% | -0.00% | – |
| PNC | Exit | PNC FINANCIAL SVCS GROUP INC COM USD5 | $0 | – | -805 | -100.0% | -0.00% | – |
| OEC | Exit | ORION ENGINEERED CARBONS SA ORD | $0 | – | -2,440 | -100.0% | -0.00% | – |
| SIFI | Exit | SI FINANCIAL GROUP INC COM USD.01 | $0 | – | -9,425 | -100.0% | -0.00% | – |
| SQM | Exit | SOC QUIMICA Y MINERA DE CHI SPON ADR SER B | $0 | – | -2,852 | -100.0% | -0.00% | – |
| NLS | Exit | NAUTILUS INC COM NPV | $0 | – | -10,287 | -100.0% | -0.00% | – |
| PRIM | Exit | PRIMORIS SERVICES CORP COM USD.0001 | $0 | – | -7,094 | -100.0% | -0.00% | – |
| POL | Exit | POLYONE CORP COM USD.1 | $0 | – | -3,459 | -100.0% | -0.00% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC COM USD.001 | $0 | – | -7,908 | -100.0% | -0.00% | – |
| TNET | Exit | TRINET GROUP INC COM USD.000025 | $0 | – | -2,904 | -100.0% | -0.00% | – |
| SBFG | Exit | SB FINANCIAL GROUP INC COM USD2.5 | $0 | – | -6,209 | -100.0% | -0.00% | – |
| CZZ | Exit | COSAN LTD CL A COM USD.01 | $0 | – | -12,880 | -100.0% | -0.00% | – |
| RL | Exit | RALPH LAUREN CORP CL A COM USD.01 | $0 | – | -989 | -100.0% | -0.00% | – |
| MAN | Exit | MANPOWERGROUP COM NPV | $0 | – | -2,116 | -100.0% | -0.00% | – |
| CERC | Exit | CERECOR INC COM USD.001 | $0 | – | -36,654 | -100.0% | -0.00% | – |
| BLBD | Exit | BLUE BIRD CORP COM USD0.0001 | $0 | – | -6,985 | -100.0% | -0.00% | – |
| EGAN | Exit | EGAIN CORP COM USD.001 | $0 | – | -15,546 | -100.0% | -0.00% | – |
| FOR | Exit | FORESTAR GROUP INC COM USD1 | $0 | – | -7,204 | -100.0% | -0.00% | – |
| QLYS | Exit | QUALYS INC COM USD0.001 | $0 | – | -1,326 | -100.0% | -0.00% | – |
| MGLN | Exit | MAGELLAN HEALTH INC COM NEW | $0 | – | -1,770 | -100.0% | -0.00% | – |
| HSBC | Exit | HSBC HLDGS PLC SPON ADR | $0 | – | -4,288 | -100.0% | -0.00% | – |
| HP | Exit | HELMERICH & PAYNE COM USD.1 | $0 | – | -2,997 | -100.0% | -0.00% | – |
| NHTC | Exit | NATURAL HEALTH TRENDS CORP COM USD.001 | $0 | – | -8,420 | -100.0% | -0.00% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC COM NVP | $0 | – | -4,490 | -100.0% | -0.00% | – |
| ALG | Exit | ALAMO GROUP INC COM USD.1 | $0 | – | -2,146 | -100.0% | -0.00% | – |
| NTGR | Exit | NETGEAR INC COM USD.001 | $0 | – | -3,346 | -100.0% | -0.00% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECHN ORD NIS.01 | $0 | – | -2,097 | -100.0% | -0.01% | – |
| VFC | Exit | VF CORP COM NPV | $0 | – | -2,539 | -100.0% | -0.01% | – |
| KMPR | Exit | KEMPER CORP/DE COM USD.1 | $0 | – | -2,752 | -100.0% | -0.01% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTD COM USD.002 | $0 | – | -11,887 | -100.0% | -0.01% | – |
| DEO | Exit | DIAGEO PLC SPON ADR | $0 | – | -1,523 | -100.0% | -0.01% | – |
| STC | Exit | STEWART INFORMATION SERVICES COM USD1 | $0 | – | -5,667 | -100.0% | -0.01% | – |
| GPS | Exit | GAP INC COM USD.05 | $0 | – | -9,050 | -100.0% | -0.01% | – |
| IIN | Exit | INTRICON CORP COM USD1 | $0 | – | -8,287 | -100.0% | -0.01% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC COM USD.01 | $0 | – | -2,405 | -100.0% | -0.01% | – |
| IWN | Exit | ISHARES TR RUS 2000 VAL ETF | $0 | – | -2,620 | -100.0% | -0.01% | – |
| TILE | Exit | INTERFACE INC COM USD.01 | $0 | – | -20,118 | -100.0% | -0.01% | – |
| QRTEA | Exit | QURATE RETAIL INC INT COM SER A | $0 | – | -14,798 | -100.0% | -0.01% | – |
| TYPE | Exit | MONOTYPE IMAGING HOLDINGS COM USD.01 | $0 | – | -17,066 | -100.0% | -0.01% | – |
| MGPI | Exit | MGP INGREDIENTS INC COM NPV | $0 | – | -5,574 | -100.0% | -0.01% | – |
| NVO | Exit | NOVO NORDISK A/S ADR | $0 | – | -6,735 | -100.0% | -0.01% | – |
| MFG | Exit | MIZUHO FINANCIAL GROUP INC ADR | $0 | – | -111,645 | -100.0% | -0.01% | – |
| CNNE | Exit | CANNAE HOLDINGS INC COM | $0 | – | -19,957 | -100.0% | -0.01% | – |
| ARCH | Exit | ARCH COAL INC COM USD.01 | $0 | – | -4,326 | -100.0% | -0.01% | – |
| SP | Exit | SP PLUS CORP CL A USD.001 | $0 | – | -13,843 | -100.0% | -0.01% | – |
| RUSHA | Exit | RUSH ENTERPRISES INC CL A COM USD.01 | $0 | – | -12,878 | -100.0% | -0.01% | – |
| QNST | Exit | QUINSTREET INC COM USD.001 | $0 | – | -28,668 | -100.0% | -0.01% | – |
| TLRDQ | Exit | TAILORED BRANDS INC COM USD.01 | $0 | – | -36,338 | -100.0% | -0.01% | – |
| EVR | Exit | EVERCORE INC CL A COM USD.01 | $0 | – | -7,357 | -100.0% | -0.01% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD & SON COM BMD0.01 | $0 | – | -19,390 | -100.0% | -0.02% | – |
| MTRN | Exit | MATERION CORP COM USD1 | $0 | – | -13,088 | -100.0% | -0.02% | – |
| CWST | Exit | CASELLA WASTE SYS INC -CL A CL A COM USD.01 | $0 | – | -21,496 | -100.0% | -0.02% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC COM USD.001 | $0 | – | -1,999 | -100.0% | -0.02% | – |
| OXM | Exit | OXFORD INDUSTRIES INC COM USD1 | $0 | – | -14,302 | -100.0% | -0.03% | – |
| JPST | Exit | JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC | $0 | – | -20,313 | -100.0% | -0.03% | – |
| HLI | Exit | HOULIHAN LOKEY INC CL A COM USD.001 | $0 | – | -30,394 | -100.0% | -0.03% | – |
| ACWX | Exit | ISHARES TR MSCI ACWI EX US | $0 | – | -29,575 | -100.0% | -0.03% | – |
| CLS | Exit | CELESTICA INC SUB VTG SHS | $0 | – | -144,973 | -100.0% | -0.03% | – |
| PRGS | Exit | PROGRESS SOFTWARE CORP COM USD.01 | $0 | – | -37,017 | -100.0% | -0.03% | – |
| STE | Exit | STERIS PLC COM NPV | $0 | – | -13,398 | -100.0% | -0.04% | – |
| WF | Exit | WOORI BANK ADR | $0 | – | -37,478 | -100.0% | -0.04% | – |
| MBT | Exit | MOBILE TELESYSTEMS PJSC SPONSORED ADR | $0 | – | -251,274 | -100.0% | -0.04% | – |
| CM | Exit | CANADIAN IMPERIAL BANK COM NPV | $0 | – | -35,466 | -100.0% | -0.07% | – |
| GILD | Exit | GILEAD SCIENCES INC COM USD.001 | $0 | – | -52,650 | -100.0% | -0.08% | – |
| MLNX | Exit | MELLANOX TECHNOLOGIES LTD ORD USD.01 | $0 | – | -45,168 | -100.0% | -0.11% | – |
| TSG | Exit | STARS GROUP INC COM NPV | $0 | – | -386,176 | -100.0% | -0.16% | – |
| GCI | Exit | GANNETT CO INC COM USD.01 | $0 | – | -761,095 | -100.0% | -0.16% | – |
| MCK | Exit | MCKESSON CORP COM USD2 | $0 | – | -76,460 | -100.0% | -0.21% | – |
| ACWI | Exit | ISHARES TR MSCI ACWI ETF | $0 | – | -170,145 | -100.0% | -0.28% | – |
| STI | Exit | SUNTRUST BANKS INC COM USD1 | $0 | – | -224,401 | -100.0% | -0.29% | – |
| IWV | Exit | ISHARES TR RUSSELL 3000 ETF | $0 | – | -97,996 | -100.0% | -0.36% | – |
| GIS | Exit | GENERAL MILLS INC COM USD.75 | $0 | – | -516,681 | -100.0% | -0.51% | – |
| GIB | Exit | CGI GROUP INC -CL A CL A COM NPV SVTG | $0 | – | -381,102 | -100.0% | -0.59% | – |
| IWD | Exit | ISHARES TR RUS 1000 VAL ETF | $0 | – | -430,770 | -100.0% | -1.21% | – |
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 2019-05-10
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 | 2024-05-13 |
| 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 |
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.