$4.28 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 1227 reported holdings in Q2 2019. The portfolio turnover from Q1 2019 to Q2 2019 was 18.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMP | Sell | AMERIPRISE FINANCIAL INC COM | $159,247,000 | +5.1% | 1,098,316 | -7.4% | 3.72% | +3.1% |
| C | Sell | CITIGROUP INC COM USD.01 | $133,639,000 | +10.1% | 1,911,003 | -2.3% | 3.12% | +8.0% |
| YUM | Sell | YUM BRANDS INC COM NPV | $118,191,000 | +6.5% | 1,069,314 | -4.0% | 2.76% | +4.5% |
| AMGN | Sell | AMGEN INC COM NPV | $113,126,000 | -3.5% | 614,585 | -0.5% | 2.64% | -5.3% |
| CTXS | Sell | CITRIX SYSTEMS INC COM USD.001 | $103,284,000 | -11.6% | 1,053,676 | -10.3% | 2.41% | -13.3% |
| FITB | Sell | FIFTH THIRD BANCORP COM USD6.67 | $100,263,000 | -4.2% | 3,598,445 | -13.5% | 2.34% | -6.0% |
| VOYA | Sell | VOYA FINANCIAL INC COM USD.01 | $86,559,000 | +2.7% | 1,567,458 | -7.3% | 2.02% | +0.7% |
| ALLY | Sell | ALLY FINANCIAL INC COM USD.01 | $69,714,000 | +2.1% | 2,252,697 | -9.5% | 1.63% | +0.2% |
| JNPR | Sell | JUNIPER NETWORKS INC COM USD.00001 | $66,491,000 | -3.5% | 2,500,415 | -4.2% | 1.55% | -5.4% |
| RF | Sell | REGIONS FINANCIAL CORP COM USD.625 | $59,489,000 | -15.3% | 3,986,731 | -19.8% | 1.39% | -16.9% |
| MPC | Sell | MARATHON PETROLEUM CORP COM USD0.01 | $54,169,000 | -27.5% | 970,666 | -22.5% | 1.27% | -28.9% |
| DIS | Sell | DISNEY (WALT) CO COM NPV | $54,090,000 | +5.9% | 387,804 | -15.9% | 1.26% | +3.9% |
| GLW | Sell | CORNING INC COM USD5 | $53,123,000 | -7.6% | 1,600,873 | -8.1% | 1.24% | -9.3% |
| WU | Sell | WESTERN UNION CO COM USD.01 | $51,745,000 | +1.6% | 2,604,856 | -5.7% | 1.21% | -0.4% |
| MAR | Sell | MARRIOTT INTL INC CL A COM NPV | $42,389,000 | -5.6% | 302,582 | -15.9% | 0.99% | -7.4% |
| STX | Sell | SEAGATE TECHNOLOGY PLC COM USD.00001 | $41,392,000 | -44.3% | 879,088 | -43.4% | 0.97% | -45.3% |
| UAL | Sell | UNITED CONTINENTAL HLDGS INC COM NEW | $40,711,000 | -7.3% | 465,609 | -15.7% | 0.95% | -9.1% |
| CAG | Sell | CONAGRA BRANDS INC COM USD5 | $39,790,000 | -32.0% | 1,502,117 | -28.9% | 0.93% | -33.2% |
| HDS | Sell | HD SUPPLY HOLDINGS INC COM USD.01 | $37,560,000 | -8.9% | 933,925 | -2.1% | 0.88% | -10.6% |
| TECK | Sell | TECK RESOURCES LTD CL B COM NPV SVTG | $36,805,000 | -0.4% | 1,597,492 | -0.5% | 0.86% | -2.3% |
| COP | Sell | CONOCOPHILLIPS COM USD1.25 | $36,486,000 | -49.0% | 599,108 | -44.3% | 0.85% | -50.0% |
| KL | Sell | KIRKLAND LAKE GOLD LTD COM | $35,102,000 | +36.3% | 816,093 | -4.2% | 0.82% | +33.6% |
| DAL | Sell | DELTA AIR LINES INC COM USD.0001 | $32,168,000 | -6.6% | 567,632 | -15.0% | 0.75% | -8.3% |
| WBA | Sell | WALGREENS BOOTS ALLIANCE INC COM USD1.25 | $31,065,000 | -15.5% | 569,031 | -2.2% | 0.73% | -17.0% |
| SYF | Sell | SYNCHRONY FINANCIAL COM USD.001 | $28,054,000 | -3.0% | 810,073 | -10.8% | 0.66% | -4.8% |
| GIB | Sell | CGI INC CL A COM NPV SVTG | $27,535,000 | +7.1% | 358,738 | -4.6% | 0.64% | +5.2% |
| PHM | Sell | PULTEGROUP INC COM USD.01 | $25,855,000 | -21.5% | 818,618 | -30.7% | 0.60% | -23.1% |
| MEOH | Sell | METHANEX CORP COM NPV | $24,929,000 | -22.9% | 550,013 | -3.9% | 0.58% | -24.3% |
| CDK | Sell | CDK GLOBAL INC COM USD0.01 | $24,195,000 | -38.7% | 490,026 | -27.2% | 0.57% | -39.9% |
| DECK | Sell | DECKERS OUTDOOR CORP COM USD.01 | $20,539,000 | +17.8% | 116,918 | -1.7% | 0.48% | +15.7% |
| MO | Sell | ALTRIA GROUP INC COM USD1 | $19,928,000 | -21.0% | 421,320 | -4.2% | 0.47% | -22.5% |
| SEE | Sell | SEALED AIR CORP COM USD.01 | $18,988,000 | -67.6% | 444,342 | -65.2% | 0.44% | -68.2% |
| DFS | Sell | DISCOVER FINANCIAL SVCS COM USD.01 | $18,168,000 | +9.0% | 234,261 | -0.1% | 0.42% | +7.1% |
| AON | Sell | AON PLC CL A ORD | $15,108,000 | -18.1% | 78,345 | -27.6% | 0.35% | -19.8% |
| OSB | Sell | NORBORD INC COM NPV | $15,058,000 | -16.6% | 608,477 | -7.6% | 0.35% | -18.1% |
| MRK | Sell | MERCK & CO COM NPV | $13,325,000 | -1.2% | 158,999 | -2.0% | 0.31% | -3.1% |
| OMC | Sell | OMNICOM GROUP COM USD.5 | $13,190,000 | -4.8% | 160,952 | -15.2% | 0.31% | -6.7% |
| CAE | Sell | CAE INC COM NPV | $12,720,000 | -9.1% | 473,855 | -25.4% | 0.30% | -11.1% |
| Sell | BRP INC SUB VTG NPV | $12,665,000 | +10.1% | 354,957 | -14.8% | 0.30% | +8.0% | |
| INTU | Sell | INTUIT INC COM NPV | $11,691,000 | -16.3% | 44,748 | -16.3% | 0.27% | -18.0% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | $10,984,000 | -23.7% | 127,523 | -25.5% | 0.26% | -25.1% |
| KSS | Sell | KOHL'S CORP COM USD.01 | $10,850,000 | -76.3% | 228,517 | -65.7% | 0.25% | -76.7% |
| PFE | Sell | PFIZER INC COM USD.1 | $10,100,000 | -4.4% | 233,152 | -6.2% | 0.24% | -6.3% |
| HAE | Sell | HAEMONETICS CORP COM USD.01 | $9,309,000 | +15.4% | 77,420 | -16.2% | 0.22% | +13.5% |
| LRN | Sell | K12 INC COM USD.0001 | $8,336,000 | -12.6% | 274,407 | -2.0% | 0.20% | -14.1% |
| HCA | Sell | HCA HEALTHCARE INC COM USD0.01 | $8,087,000 | -2.1% | 59,853 | -5.6% | 0.19% | -4.1% |
| CNMD | Sell | CONMED CORP COM USD.01 | $8,011,000 | -27.4% | 93,717 | -29.5% | 0.19% | -28.9% |
| RCI | Sell | ROGERS COMMUNICATIONS -CL B CL B COM NPV | $7,858,000 | -5.1% | 147,033 | -5.1% | 0.18% | -6.6% |
| EAT | Sell | BRINKER INTL INC COM USD.1 | $7,749,000 | -11.6% | 197,074 | -0.3% | 0.18% | -13.4% |
| BBT | Sell | BB&T CORP COM USD5 | $6,764,000 | -7.2% | 137,687 | -12.1% | 0.16% | -9.2% |
| RIO | Sell | RIO TINTO GROUP SPON ADR | $6,370,000 | -26.9% | 102,174 | -31.0% | 0.15% | -28.0% |
| REGI | Sell | RENEWABLE ENERGY GROUP INC COM USD.0001 | $6,317,000 | -28.9% | 398,927 | -1.6% | 0.15% | -30.2% |
| SNP | Sell | CHINA PETROLEUM & CHEM CORP SPON ADR | $5,706,000 | -23.2% | 83,673 | -10.4% | 0.13% | -24.9% |
| CIGI | Sell | COLLIERS INTL GROUP INC COM NPV SVTG | $5,176,000 | -50.5% | 72,505 | -54.0% | 0.12% | -51.4% |
| MU | Sell | MICRON TECHNOLOGY INC COM USD.1 | $4,844,000 | -52.8% | 125,656 | -49.5% | 0.11% | -53.9% |
| BR | Sell | BROADRIDGE FINANCIAL SOLUTNS COM USD.01 | $4,506,000 | +18.2% | 35,291 | -4.1% | 0.10% | +15.4% |
| ARCB | Sell | ARCBEST CORP COM USD.01 | $4,355,000 | -33.4% | 154,977 | -27.1% | 0.10% | -34.6% |
| FF | Sell | FUTUREFUEL CORP COM USD.0001 | $4,029,000 | -22.1% | 345,132 | -10.7% | 0.09% | -23.6% |
| KFRC | Sell | KFORCE INC COM USD.01 | $4,025,000 | -6.0% | 114,983 | -6.0% | 0.09% | -7.8% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC COM USD.01 | $4,019,000 | -3.4% | 39,796 | -12.1% | 0.09% | -5.1% |
| HFC | Sell | HOLLYFRONTIER CORP COM USD.01 | $3,754,000 | -14.7% | 81,214 | -9.3% | 0.09% | -16.2% |
| TMUS | Sell | T-MOBILE US INC COM | $3,690,000 | -24.5% | 49,770 | -29.6% | 0.09% | -25.9% |
| SKM | Sell | SK TELECOM CO LTD SPON ADR | $3,636,000 | -12.1% | 146,920 | -13.0% | 0.08% | -14.1% |
| TDS | Sell | TELEPHONE & DATA SYSTEMS INC COM USD1 | $3,589,000 | -3.8% | 118,093 | -2.8% | 0.08% | -5.6% |
| VRS | Sell | VERSO CORP CL A COM USD.01 | $3,559,000 | -19.3% | 186,895 | -9.3% | 0.08% | -21.0% |
| INVA | Sell | INNOVIVA INC COM USD.01 | $3,546,000 | -5.0% | 244,250 | -8.6% | 0.08% | -6.7% |
| HMC | Sell | HONDA MOTOR CO LTD ADR | $3,505,000 | -10.9% | 135,640 | -6.3% | 0.08% | -12.8% |
| SCVL | Sell | SHOE CARNIVAL INC COM USD.1 | $3,280,000 | -22.2% | 118,841 | -4.1% | 0.08% | -23.0% |
| NOA | Sell | NORTH AMERICAN CONST GRP LTD COM NPV | $3,196,000 | -6.9% | 297,086 | -0.1% | 0.08% | -8.5% |
| SAM | Sell | BOSTON BEER INC -CL A CL A COM USD.01 | $3,167,000 | -68.8% | 8,394 | -75.7% | 0.07% | -69.3% |
| CBPX | Sell | CONTINENTAL BUILDING PRODS COM USD.001 | $3,114,000 | -0.5% | 117,518 | -7.3% | 0.07% | -2.7% |
| PRFT | Sell | PERFICIENT INC COM USD.001 | $3,065,000 | +23.9% | 89,456 | -1.2% | 0.07% | +22.0% |
| NUE | Sell | NUCOR CORP COM USD.4 | $3,074,000 | -8.3% | 55,785 | -2.9% | 0.07% | -10.0% |
| CHL | Sell | CHINA MOBILE LTD SPON ADR | $2,992,000 | -22.7% | 66,069 | -13.0% | 0.07% | -23.9% |
| FCN | Sell | FTI CONSULTING INC CL A COM USD.01 | $2,884,000 | -7.4% | 34,474 | -15.2% | 0.07% | -9.5% |
| WDR | Sell | WADDELL&REED FINL INC -CL A CL A | $2,810,000 | -15.7% | 168,558 | -12.6% | 0.07% | -16.5% |
| NHC | Sell | NATIONAL HEALTHCARE CORP COM USD.01 | $2,757,000 | -11.7% | 34,103 | -17.6% | 0.06% | -13.5% |
| IDXX | Sell | IDEXX LABS INC COM USD.1 | $2,738,000 | -32.6% | 9,945 | -45.3% | 0.06% | -34.0% |
| BJRI | Sell | BJ'S RESTAURANTS INC COM NPV | $2,748,000 | -63.4% | 62,751 | -60.6% | 0.06% | -64.2% |
| HELE | Sell | HELEN OF TROY LTD COM USD.1 | $2,582,000 | +8.9% | 19,819 | -3.4% | 0.06% | +7.1% |
| VLO | Sell | VALERO ENERGY CORP COM USD1 | $2,468,000 | -93.9% | 28,894 | -94.0% | 0.06% | -94.0% |
| BSMX | Sell | BANCO SANTANDER MEXICO -ADR ADR | $2,424,000 | -9.9% | 316,920 | -20.3% | 0.06% | -10.9% |
| RFP | Sell | RESOLUTE FOREST PRODUCTS INC COM USD.001 | $2,409,000 | -8.8% | 333,420 | -0.0% | 0.06% | -11.1% |
| TSN | Sell | TYSON FOODS INC -CL A CL A COM USD.1 | $2,403,000 | +12.8% | 29,760 | -3.0% | 0.06% | +9.8% |
| GOLD | Sell | BARRICK GOLD CORP COM NPV | $2,390,000 | -18.2% | 151,691 | -29.2% | 0.06% | -20.0% |
| HMSY | Sell | HMS HOLDINGS CORP COM USD.01 | $2,301,000 | -4.9% | 71,248 | -13.2% | 0.05% | -6.9% |
| RBA | Sell | RITCHIE BROS AUCTIONEERS INC COM NPV | $2,316,000 | -1.7% | 69,765 | -0.0% | 0.05% | -3.6% |
| SCL | Sell | STEPAN CO COM USD1 | $2,266,000 | -0.7% | 24,657 | -5.5% | 0.05% | -1.9% |
| RHI | Sell | ROBERT HALF INTL INC COM USD1 | $2,253,000 | -25.9% | 39,665 | -15.5% | 0.05% | -26.4% |
| HLF | Sell | HERBALIFE NUTRITION LTD COM USD.001 | $2,274,000 | -26.0% | 53,224 | -8.3% | 0.05% | -27.4% |
| STRL | Sell | STERLING CONSTRUCTION CO INC COM NPV | $2,265,000 | -11.0% | 168,808 | -16.9% | 0.05% | -13.1% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES INC COM USD.01 | $2,226,000 | -8.2% | 24,789 | -10.9% | 0.05% | -10.3% |
| M | Sell | MACY'S INC COM NPV | $2,169,000 | -49.0% | 101,308 | -42.9% | 0.05% | -49.5% |
| LEA | Sell | LEAR CORP COM NPV | $2,047,000 | -43.8% | 14,697 | -45.2% | 0.05% | -44.8% |
| LII | Sell | LENNOX INTERNATIONAL INC COM USD.01 | $2,003,000 | +1.8% | 7,286 | -2.1% | 0.05% | 0.0% |
| FL | Sell | FOOT LOCKER INC COM USD3 | $1,994,000 | -31.5% | 47,579 | -1.0% | 0.05% | -31.9% |
| PKX | Sell | POSCO SPON ADR | $1,982,000 | -18.0% | 37,352 | -14.6% | 0.05% | -20.7% |
| CRUS | Sell | CIRRUS LOGIC INC COM NPV | $1,981,000 | -4.1% | 45,330 | -7.6% | 0.05% | -6.1% |
| VZ | Sell | VERIZON COMMUNICATIONS INC COM USD1 | $1,876,000 | -6.9% | 32,838 | -3.6% | 0.04% | -8.3% |
| FCX | Sell | FREEPORT-MCMORAN INC COM NPV | $1,852,000 | -52.6% | 159,477 | -47.4% | 0.04% | -53.8% |
| EVTC | Sell | EVERTEC INC COM USD.01 | $1,810,000 | +14.3% | 55,516 | -3.0% | 0.04% | +10.5% |
| E | Sell | ENI SPA SPON ADR | $1,780,000 | -8.5% | 53,904 | -2.4% | 0.04% | -8.7% |
| NPK | Sell | NATIONAL PRESTO INDS INC COM USD1 | $1,721,000 | -17.7% | 18,486 | -4.4% | 0.04% | -20.0% |
| WF | Sell | WOORI FINANCIAL GROUP INC ADR | $1,683,000 | -20.3% | 45,846 | -22.0% | 0.04% | -22.0% |
| WLK | Sell | WESTLAKE CHEMICAL CORP COM USD.01 | $1,666,000 | -11.0% | 23,983 | -13.1% | 0.04% | -13.3% |
| LULU | Sell | LULULEMON ATHLETICA INC COM USD.01 | $1,590,000 | +5.7% | 8,824 | -3.9% | 0.04% | +2.8% |
| KWR | Sell | QUAKER CHEMICAL CORP COM USD1 | $1,538,000 | +1.2% | 7,602 | -0.3% | 0.04% | 0.0% |
| BCOR | Sell | BLUCORA INC COM USD.0001 | $1,531,000 | -63.0% | 50,426 | -59.3% | 0.04% | -63.6% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP COM USD.01 | $1,503,000 | +5.9% | 16,563 | -4.6% | 0.04% | +2.9% |
| PINC | Sell | PREMIER INC CL A COM USD0.01 | $1,485,000 | +5.6% | 38,017 | -6.9% | 0.04% | +6.1% |
| NCI | Sell | NAVIGANT CONSULTING INC COM USD.001 | $1,500,000 | +19.3% | 64,926 | -0.0% | 0.04% | +16.7% |
| UHS | Sell | UNIVERSAL HEALTH SVCS INC CL B COM USD.01 | $1,393,000 | -5.4% | 10,686 | -3.0% | 0.03% | -5.7% |
| WOR | Sell | WORTHINGTON INDUSTRIES COM NPV | $1,364,000 | +7.5% | 33,891 | -0.4% | 0.03% | +6.7% |
| APPF | Sell | APPFOLIO INC CL A COM USD.0001 | $1,342,000 | -3.4% | 13,157 | -25.1% | 0.03% | -6.1% |
| AEG | Sell | AEGON NV NY SHR ADR | $1,271,000 | -37.1% | 256,715 | -39.2% | 0.03% | -37.5% |
| PDCO | Sell | PATTERSON COS INC COM USD.01 | $1,263,000 | -4.2% | 55,155 | -8.7% | 0.03% | -3.2% |
| WM | Sell | WASTE MANAGEMENT INC COM NPV | $1,273,000 | +8.2% | 11,037 | -2.6% | 0.03% | +7.1% |
| UIS | Sell | UNISYS CORP COM USD.01 | $1,238,000 | -17.0% | 127,527 | -0.4% | 0.03% | -19.4% |
| ZIXI | Sell | ZIX CORP COM USD.01 | $1,256,000 | +32.1% | 138,633 | -0.2% | 0.03% | +26.1% |
| IBM | Sell | INTL BUSINESS MACHINES CORP COM USD.2 | $1,192,000 | -19.3% | 8,647 | -17.4% | 0.03% | -20.0% |
| ZTS | Sell | ZOETIS INC CL A COM USD.01 | $1,173,000 | +8.4% | 10,340 | -3.8% | 0.03% | +3.8% |
| FTNT | Sell | FORTINET INC COM USD.001 | $1,145,000 | -64.0% | 14,955 | -60.7% | 0.03% | -64.5% |
| FN | Sell | FABRINET ORD USD.01 | $1,115,000 | -35.7% | 22,511 | -32.2% | 0.03% | -36.6% |
| ESE | Sell | ESCO TECHNOLOGIES INC COM NPV | $1,118,000 | +23.1% | 13,571 | -0.2% | 0.03% | +18.2% |
| ITGR | Sell | INTEGER HOLDINGS CORP COM USD.001 | $1,079,000 | +5.4% | 12,906 | -5.5% | 0.02% | +4.2% |
| AMED | Sell | AMEDISYS INC COM USD.001 | $1,087,000 | -11.3% | 8,975 | -10.1% | 0.02% | -13.8% |
| PCMI | Sell | PCM INC COM USD.001 | $1,034,000 | -66.3% | 29,555 | -64.9% | 0.02% | -67.1% |
| TTEK | Sell | TETRA TECH INC COM USD.01 | $1,046,000 | +26.6% | 13,353 | -4.1% | 0.02% | +20.0% |
| CMCSA | Sell | COMCAST CORP CL A COM USD1 | $1,012,000 | +2.8% | 23,930 | -2.8% | 0.02% | +4.3% |
| GHDX | Sell | GENOMIC HEALTH INC COM USD.0001 | $964,000 | -24.3% | 16,621 | -9.1% | 0.02% | -23.3% |
| FIX | Sell | COMFORT SYSTEMS USA INC COM USD.01 | $1,003,000 | -7.0% | 19,726 | -4.6% | 0.02% | -11.5% |
| MCS | Sell | MARCUS CORP COM USD1 | $1,003,000 | -19.5% | 30,544 | -2.3% | 0.02% | -23.3% |
| DDS | Sell | DILLARDS INC -CL A CL A COM NPV | $973,000 | -15.2% | 15,621 | -1.9% | 0.02% | -14.8% |
| JPM | Sell | JPMORGAN CHASE & CO COM USD12 | $989,000 | -63.9% | 8,876 | -67.4% | 0.02% | -64.6% |
| WWE | Sell | WORLD WRESTLING ENTMT INC CL A COM USD.01 | $968,000 | -41.6% | 13,447 | -29.9% | 0.02% | -41.0% |
| ECOL | Sell | US ECOLOGY INC COM NPV | $934,000 | +5.3% | 15,736 | -1.2% | 0.02% | +4.8% |
| WABC | Sell | WESTAMERICA BANCORPORATION COM NPV | $951,000 | -0.9% | 15,482 | -0.7% | 0.02% | -4.3% |
| NNI | Sell | NELNET INC CL A COM USD.01 | $939,000 | +0.6% | 15,852 | -6.4% | 0.02% | 0.0% |
| NVEE | Sell | NV5 GLOBAL INC COM USD.01 | $923,000 | +26.4% | 11,381 | -8.0% | 0.02% | +29.4% |
| LANC | Sell | LANCASTER COLONY CORP COM USD1 | $932,000 | -5.3% | 6,288 | -0.4% | 0.02% | -4.3% |
| CRMT | Sell | AMERICA'S CAR-MART INC COM USD.01 | $902,000 | -7.3% | 10,514 | -1.7% | 0.02% | -8.7% |
| NXGN | Sell | NEXTGEN HEALTHCARE INC COM USD.01 | $881,000 | +14.1% | 44,414 | -3.7% | 0.02% | +16.7% |
| AZPN | Sell | ASPEN TECHNOLOGY INC COM USD.1 | $887,000 | -55.3% | 7,154 | -62.6% | 0.02% | -55.3% |
| TGT | Sell | TARGET CORP COM USD1 | $884,000 | -67.3% | 10,251 | -69.6% | 0.02% | -67.2% |
| RMR | Sell | RMR GROUP INC CL A COM USD0.001 | $918,000 | -48.8% | 19,560 | -33.7% | 0.02% | -51.2% |
| AGYS | Sell | AGILYSYS INC COM NPV | $869,000 | +1.4% | 40,604 | -0.2% | 0.02% | 0.0% |
| VRA | Sell | VERA BRADLEY INC COM NPV | $864,000 | -10.7% | 72,008 | -1.4% | 0.02% | -13.0% |
| NANO | Sell | NANOMETRICS INC COM NPV | $837,000 | +11.7% | 24,115 | -0.5% | 0.02% | +11.1% |
| SMP | Sell | STANDARD MOTOR PRODS CL A COM USD2 | $829,000 | -8.1% | 18,335 | -0.6% | 0.02% | -9.5% |
| STLD | Sell | STEEL DYNAMICS INC COM USD.01 | $803,000 | -67.6% | 26,598 | -62.3% | 0.02% | -67.8% |
| SAFM | Sell | SANDERSON FARMS INC COM USD1 | $752,000 | -21.3% | 5,510 | -24.0% | 0.02% | -21.7% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC COM USD.1 | $778,000 | -25.9% | 47,097 | -17.2% | 0.02% | -28.0% |
| BLL | Sell | BALL CORP COM NPV | $733,000 | +18.0% | 10,482 | -2.5% | 0.02% | +13.3% |
| BCPC | Sell | BALCHEM CORP -CL B CL B COM USD.06 | $718,000 | -26.4% | 7,205 | -31.8% | 0.02% | -26.1% |
| WRK | Sell | WESTROCK CO COM USD.01 | $679,000 | -18.4% | 18,630 | -14.2% | 0.02% | -20.0% |
| PTC | Sell | PTC INC COM USD.01 | $636,000 | -33.1% | 7,100 | -31.4% | 0.02% | -34.8% |
| USM | Sell | US CELLULAR CORP COM USD1 | $655,000 | -3.7% | 14,705 | -1.2% | 0.02% | -6.2% |
| GCO | Sell | GENESCO INC COM USD1 | $619,000 | -30.1% | 14,662 | -24.7% | 0.01% | -33.3% |
| NTAP | Sell | NETAPP INC COM NPV | $582,000 | -13.3% | 9,431 | -2.5% | 0.01% | -12.5% |
| SYKE | Sell | SYKES ENTERPRISES INC COM USD.01 | $617,000 | -5.2% | 22,465 | -2.4% | 0.01% | -12.5% |
| SHI | Sell | SINOPEC SHANGHAI PETROCHEM SPON ADR | $562,000 | -80.3% | 14,061 | -76.5% | 0.01% | -80.9% |
| PLAB | Sell | PHOTRONICS INC COM NPV | $559,000 | -13.6% | 68,379 | -0.5% | 0.01% | -13.3% |
| IMKTA | Sell | INGLES MARKETS INC -CL A CL A COM USD.05 | $575,000 | +6.7% | 18,482 | -5.3% | 0.01% | 0.0% |
| ASPS | Sell | ALTISOURCE PORTFOLIO SOLTNS COM USD1 | $548,000 | -24.7% | 27,861 | -9.4% | 0.01% | -23.5% |
| ACGL | Sell | ARCH CAPITAL GROUP LTD COM USD.01 | $560,000 | +10.9% | 15,106 | -3.4% | 0.01% | +8.3% |
| CHE | Sell | CHEMED CORP COM USD1 | $521,000 | -36.4% | 1,448 | -43.7% | 0.01% | -40.0% |
| LFVN | Sell | LIFEVANTAGE CORP COM USD0.001 | $512,000 | -30.4% | 39,480 | -23.3% | 0.01% | -33.3% |
| TECH | Sell | BIO-TECHNE CORP COM USD.01 | $511,000 | -30.8% | 2,456 | -34.2% | 0.01% | -33.3% |
| IDT | Sell | IDT CORP CL B COM USD.01 | $503,000 | +36.3% | 53,166 | -4.4% | 0.01% | +33.3% |
| NKE | Sell | NIKE INC -CL B CL B COM NPV | $517,000 | -3.4% | 6,156 | -3.0% | 0.01% | -7.7% |
| USPH | Sell | U S PHYSICAL THERAPY INC COM USD.01 | $502,000 | -17.6% | 4,109 | -29.5% | 0.01% | -20.0% |
| EHC | Sell | ENCOMPASS HEALTH CORP COM USD.01 | $465,000 | -25.4% | 7,365 | -31.2% | 0.01% | -26.7% |
| FLWS | Sell | 1-800-FLOWERS.COM CL A COM USD.01 | $470,000 | +2.2% | 24,977 | -1.0% | 0.01% | 0.0% |
| USB | Sell | U S BANCORP COM USD5 | $476,000 | +0.4% | 9,077 | -7.6% | 0.01% | 0.0% |
| EPM | Sell | EVOLUTION PETROLEUM CORP COM USD.01 | $487,000 | +1.2% | 68,323 | -4.5% | 0.01% | 0.0% |
| ANAT | Sell | AMERICAN NATIONAL INSURANCE COM USD1 | $479,000 | -11.6% | 4,115 | -8.2% | 0.01% | -15.4% |
| MT | Sell | ARCELORMITTAL CL A ADR | $450,000 | -27.5% | 24,934 | -18.2% | 0.01% | -26.7% |
| DLX | Sell | DELUXE CORP COM USD1 | $476,000 | -38.6% | 11,714 | -33.9% | 0.01% | -38.9% |
| FCFS | Sell | FIRSTCASH INC COM USD.01 | $414,000 | -87.2% | 4,153 | -88.9% | 0.01% | -87.0% |
| CEO | Sell | CNOOC LTD SPONSORED ADR | $429,000 | -8.7% | 2,519 | -0.5% | 0.01% | -9.1% |
| GNRC | Sell | GENERAC HOLDINGS INC COM USD0.01 | $437,000 | +35.3% | 6,313 | -0.3% | 0.01% | +25.0% |
| VG | Sell | VONAGE HOLDINGS CORP COM USD.001 | $431,000 | 0.0% | 38,132 | -11.6% | 0.01% | 0.0% |
| FFIV | Sell | F5 NETWORKS INC COM NPV | $419,000 | -72.0% | 2,885 | -69.9% | 0.01% | -72.2% |
| IDCC | Sell | INTERDIGITAL INC COM USD.01 | $419,000 | -23.1% | 6,511 | -21.2% | 0.01% | -23.1% |
| CYD | Sell | CHINA YUCHAI INTERNATIONAL COM USD.1 | $424,000 | -8.2% | 28,283 | -2.9% | 0.01% | -9.1% |
| AEO | Sell | AMERN EAGLE OUTFITTERS INC COM NPV | $437,000 | -48.5% | 25,917 | -32.6% | 0.01% | -50.0% |
| CTB | Sell | COOPER TIRE & RUBBER CO COM USD1 | $381,000 | +5.5% | 12,112 | -0.2% | 0.01% | 0.0% |
| JBL | Sell | JABIL INC COM USD.001 | $391,000 | +18.5% | 12,433 | -0.4% | 0.01% | +12.5% |
| BSBR | Sell | BANCO SANTANDER BRASIL -ADR ADR | $366,000 | -11.8% | 30,817 | -16.7% | 0.01% | -10.0% |
| CEIX | Sell | CONSOL ENERGY INC COM | $377,000 | -63.3% | 14,183 | -52.8% | 0.01% | -62.5% |
| HA | Sell | HAWAIIAN HOLDINGS INC COM USD.01 | $377,000 | -12.9% | 13,739 | -16.7% | 0.01% | -10.0% |
| PGTI | Sell | PGT INNOVATIONS INC COM USD | $397,000 | -39.9% | 23,851 | -50.3% | 0.01% | -43.8% |
| ROLL | Sell | RBC BEARINGS INC COM USD.01 | $370,000 | +30.7% | 2,222 | -0.5% | 0.01% | +28.6% |
| EPAY | Sell | BOTTOMLINE TECHNOLOGIES INC COM USD.001 | $388,000 | -67.1% | 8,805 | -62.8% | 0.01% | -67.9% |
| LMNX | Sell | LUMINEX CORP COM USD.001 | $405,000 | -46.6% | 19,697 | -40.5% | 0.01% | -50.0% |
| UVV | Sell | UNIVERSAL CORP/VA COM NPV | $395,000 | -51.2% | 6,503 | -53.8% | 0.01% | -52.6% |
| BURL | Sell | BURLINGTON STORES INC COM USD0.0001 | $380,000 | -36.2% | 2,240 | -41.3% | 0.01% | -35.7% |
| SANM | Sell | SANMINA CORP COM USD.01 | $339,000 | +5.0% | 11,198 | -0.1% | 0.01% | 0.0% |
| CATO | Sell | CATO CORP -CL A CL A COM USD.333 | $352,000 | -40.9% | 28,657 | -28.3% | 0.01% | -42.9% |
| COLM | Sell | COLUMBIA SPORTSWEAR CO COM NPV | $357,000 | -16.6% | 3,571 | -13.5% | 0.01% | -20.0% |
| DCI | Sell | DONALDSON CO INC COM USD5 | $329,000 | -0.3% | 6,478 | -2.1% | 0.01% | 0.0% |
| OPB | Sell | OPUS BANK COM | $344,000 | +6.2% | 16,315 | -0.4% | 0.01% | 0.0% |
| ENTA | Sell | ENANTA PHARMACEUTICALS INC COM USD0.01 | $341,000 | -67.8% | 4,059 | -63.5% | 0.01% | -68.0% |
| ENS | Sell | ENERSYS COM USD.01 | $329,000 | +4.1% | 4,808 | -1.0% | 0.01% | 0.0% |
| EBF | Sell | ENNIS INC COM USD2.5 | $361,000 | -18.5% | 17,590 | -17.6% | 0.01% | -27.3% |
| TG | Sell | TREDEGAR CORP COM NPV | $321,000 | +2.6% | 19,328 | -0.4% | 0.01% | +14.3% |
| FFIC | Sell | FLUSHING FINANCIAL CORP COM USD.01 | $337,000 | -1.2% | 15,179 | -2.3% | 0.01% | 0.0% |
| RAMP | Sell | LIVERAMP HOLDINGS INC COM USD.1 | $334,000 | -35.4% | 6,899 | -27.5% | 0.01% | -33.3% |
| WIT | Sell | WIPRO LTD SPON ADR | $352,000 | +4.1% | 81,206 | -4.3% | 0.01% | 0.0% |
| INFY | Sell | INFOSYS LTD SPN ADR 1/4 SH | $351,000 | -35.0% | 32,817 | -33.5% | 0.01% | -38.5% |
| MSA | Sell | MSA SAFETY INC COM NPV | $286,000 | -1.7% | 2,724 | -3.8% | 0.01% | 0.0% |
| FLIR | Sell | FLIR SYSTEMS INC COM USD.01 | $300,000 | -28.7% | 5,563 | -37.3% | 0.01% | -30.0% |
| JKHY | Sell | HENRY (JACK) & ASSOCIATES COM USD.01 | $316,000 | -24.0% | 2,361 | -21.6% | 0.01% | -30.0% |
| NUVA | Sell | NUVASIVE INC COM USD.001 | $292,000 | +3.2% | 5,001 | -0.2% | 0.01% | 0.0% |
| AFI | Sell | ARMSTRONG FLOORING INC COM USD.01 | $289,000 | -32.6% | 29,347 | -6.9% | 0.01% | -30.0% |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC COM USD.01 | $297,000 | -34.1% | 6,170 | -31.3% | 0.01% | -36.4% |
| MPX | Sell | MARINE PRODUCTS CORP COM USD.10 | $279,000 | +3.3% | 18,101 | -9.7% | 0.01% | +16.7% |
| SHEN | Sell | SHENANDOAH TELECOMMUN CO COM USD10 | $309,000 | -19.9% | 8,062 | -7.8% | 0.01% | -22.2% |
| ZAGG | Sell | ZAGG INC COM USD.001 | $285,000 | -27.5% | 40,880 | -5.7% | 0.01% | -22.2% |
| ROCK | Sell | GIBRALTAR INDUSTRIES INC COM USD.01 | $305,000 | -4.4% | 7,583 | -4.2% | 0.01% | -12.5% |
| ANSS | Sell | ANSYS INC COM USD.01 | $315,000 | +11.3% | 1,537 | -0.9% | 0.01% | 0.0% |
| WLDN | Sell | WILLDAN GROUP INC COM USD.01 | $302,000 | -10.1% | 8,147 | -10.6% | 0.01% | -12.5% |
| MTN | Sell | VAIL RESORTS INC COM USD.01 | $270,000 | +1.9% | 1,213 | -0.8% | 0.01% | 0.0% |
| EGY | Sell | VAALCO ENERGY INC COM USD.1 | $251,000 | -50.5% | 150,313 | -33.6% | 0.01% | -50.0% |
| AMAT | Sell | APPLIED MATERIALS INC COM NPV | $245,000 | -62.9% | 5,487 | -67.1% | 0.01% | -62.5% |
| NICE | Sell | NICE LTD SPON ADR | $264,000 | -19.3% | 1,925 | -27.8% | 0.01% | -25.0% |
| LGND | Sell | LIGAND PHARMACEUTICAL INC COM USD.001 | $249,000 | -57.7% | 2,183 | -53.6% | 0.01% | -57.1% |
| EFSC | Sell | ENTERPRISE FINL SERVICES CP COM USD.01 | $252,000 | -53.1% | 6,085 | -54.1% | 0.01% | -53.8% |
| TGA | Sell | TRANSGLOBE ENERGY CORP COM NPV | $262,000 | -61.2% | 188,100 | -47.8% | 0.01% | -62.5% |
| PTSI | Sell | P.A.M. TRANSPORTATION SVCS COM USD.01 | $252,000 | -15.7% | 4,063 | -33.5% | 0.01% | -14.3% |
| VOD | Sell | VODAFONE GROUP PLC SPON ADR | $259,000 | -11.6% | 15,876 | -1.4% | 0.01% | -14.3% |
| PSO | Sell | PEARSON PLC SPON ADR | $266,000 | -16.9% | 25,721 | -11.8% | 0.01% | -25.0% |
| SRI | Sell | STONERIDGE INC COM NPV | $248,000 | -7.8% | 7,903 | -15.6% | 0.01% | 0.0% |
| RFIL | Sell | R F INDUSTRIES LTD COM USD.01 | $244,000 | -29.7% | 28,858 | -44.0% | 0.01% | -25.0% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC COM USD.001 | $254,000 | -27.8% | 124,601 | -21.0% | 0.01% | -25.0% |
| TXRH | Sell | TEXAS ROADHOUSE INC COM USD.001 | $226,000 | -14.7% | 4,220 | -1.4% | 0.01% | -16.7% |
| MORN | Sell | MORNINGSTAR INC COM | $212,000 | -47.3% | 1,466 | -54.2% | 0.01% | -50.0% |
| PAYX | Sell | PAYCHEX INC COM USD.01 | $214,000 | -0.9% | 2,600 | -3.3% | 0.01% | 0.0% |
| VLGEA | Sell | VILLAGE SUPER MARKET -CL A CL A COM NPV | $210,000 | -4.1% | 7,940 | -1.2% | 0.01% | 0.0% |
| CFFI | Sell | C&F FINANCIAL CORP COM USD1 | $221,000 | -10.2% | 4,042 | -17.0% | 0.01% | -16.7% |
| CTS | Sell | CTS CORP COM NPV | $227,000 | -35.1% | 8,257 | -31.2% | 0.01% | -37.5% |
| AUOTY | Sell | AU OPTRONICS CORP SPONSORED ADR | $195,000 | -19.8% | 66,034 | -1.0% | 0.01% | -16.7% |
| AXON | Sell | AXON ENTERPRISE INC COM USD.00001 | $207,000 | -52.4% | 3,240 | -59.7% | 0.01% | -50.0% |
| CHDN | Sell | CHURCHILL DOWNS INC COM NPV | $204,000 | -27.1% | 1,774 | -42.9% | 0.01% | -28.6% |
| NGVC | Sell | NATURAL GROCERS VITAMIN CTGE COM USD.001 | $223,000 | -53.6% | 22,177 | -44.9% | 0.01% | -54.5% |
| DENN | Sell | DENNYS CORP COM USD.1 | $219,000 | -54.7% | 10,696 | -59.6% | 0.01% | -58.3% |
| APYX | Sell | APYX MEDICAL CORP COM USD.001 | $205,000 | +2.5% | 30,692 | -3.8% | 0.01% | 0.0% |
| KFY | Sell | KORN FERRY COM NPV | $207,000 | -43.8% | 5,191 | -37.2% | 0.01% | -44.4% |
| WNC | Sell | WABASH NATIONAL CORP COM USD.01 | $209,000 | +20.1% | 12,841 | -0.3% | 0.01% | +25.0% |
| CBZ | Sell | CBIZ INC COM | $161,000 | -21.1% | 8,255 | -18.4% | 0.00% | -20.0% |
| CRDB | Sell | CRAWFORD & CO CL B COM NPV | $187,000 | -22.4% | 20,050 | -23.9% | 0.00% | -33.3% |
| FFNW | Sell | FIRST FINANCIAL NORTHWEST COM USD.01 | $167,000 | -42.0% | 11,771 | -35.5% | 0.00% | -42.9% |
| MTL | Sell | MECHEL PAO ADR NPV | $151,000 | +4.9% | 72,118 | -0.9% | 0.00% | +33.3% |
| MED | Sell | MEDIFAST INC COM USD.001 | $162,000 | -61.2% | 1,271 | -61.2% | 0.00% | -60.0% |
| PBI | Sell | PITNEY BOWES INC COM USD2 | $170,000 | -52.6% | 39,856 | -24.1% | 0.00% | -55.6% |
| SBH | Sell | SALLY BEAUTY HOLDINGS INC COM USD.01 | $155,000 | -80.1% | 11,627 | -72.5% | 0.00% | -78.9% |
| TDC | Sell | TERADATA CORP COM USD.01 | $171,000 | -18.2% | 4,790 | -0.5% | 0.00% | -20.0% |
| RVSB | Sell | RIVERVIEW BANCORP INC COM USD1 | $127,000 | -20.1% | 14,869 | -31.8% | 0.00% | -25.0% |
| SAMG | Sell | SILVERCREST ASSET MGT CL A COM USD.01 | $130,000 | -19.8% | 9,236 | -18.5% | 0.00% | -25.0% |
| VEDL | Sell | VEDANTA LTD SPON ADR | $107,000 | -8.5% | 10,521 | -5.0% | 0.00% | 0.0% |
| NMR | Sell | NOMURA HOLDINGS INC SPONSORED ADR | $135,000 | -86.4% | 37,942 | -86.3% | 0.00% | -87.5% |
| SYNL | Sell | SYNALLOY CORP COM USD1 | $113,000 | -24.2% | 7,227 | -26.1% | 0.00% | -25.0% |
| BGSF | Sell | BG STAFFING INC COM | $144,000 | -56.4% | 7,640 | -49.5% | 0.00% | -62.5% |
| DAR | Sell | DARLING INGREDIENTS INC COM USD.01 | $128,000 | -8.6% | 6,429 | -0.7% | 0.00% | 0.0% |
| GCAP | Sell | GAIN CAPITAL HOLDINGS INC COM USD.00001 | $120,000 | -67.6% | 29,024 | -50.7% | 0.00% | -66.7% |
| OPBK | Sell | OP BANCORP COM | $108,000 | +21.3% | 10,105 | -1.7% | 0.00% | +50.0% |
| GRC | Sell | GORMAN-RUPP CO COM NPV | $147,000 | -5.2% | 4,497 | -1.8% | 0.00% | -25.0% |
| WING | Sell | WINGSTOP INC COM USD.01 | $110,000 | -67.2% | 1,165 | -73.7% | 0.00% | -62.5% |
| FRD | Sell | FRIEDMAN INDUSTRIES INC COM USD1 | $125,000 | -17.2% | 17,958 | -8.6% | 0.00% | -25.0% |
| MCBC | Sell | MACATAWA BANK CORP COM NPV | $136,000 | -13.4% | 13,343 | -15.9% | 0.00% | -25.0% |
| TTGT | Sell | TECHTARGET INC COM USD.001 | $119,000 | -78.7% | 5,594 | -83.8% | 0.00% | -76.9% |
| CASS | Sell | CASS INFORMATION SYSTEMS INC COM USD2.5 | $129,000 | -35.5% | 2,674 | -37.2% | 0.00% | -40.0% |
| SPWH | Sell | SPORTSMANS WAREHOUSE HLDGS COM USD.01 | $143,000 | -26.7% | 37,760 | -6.8% | 0.00% | -40.0% |
| CYBE | Sell | CYBEROPTICS CORP COM NPV | $112,000 | -23.3% | 6,895 | -19.2% | 0.00% | 0.0% |
| LOCO | Sell | EL POLLO LOCO HOLDINGS INC COM USD0.01 | $137,000 | -31.5% | 12,943 | -16.3% | 0.00% | -40.0% |
| FNJN | Sell | FINJAN HOLDINGS INC COM | $133,000 | -24.4% | 59,954 | -0.1% | 0.00% | -25.0% |
| NWFL | Sell | NORWOOD FINANCIAL CORP COM USD.1 | $127,000 | -10.6% | 3,649 | -20.5% | 0.00% | 0.0% |
| IRMD | Sell | IRADIMED CORP COM USD.0001 | $96,000 | -50.5% | 4,673 | -32.3% | 0.00% | -60.0% |
| BCC | Sell | BOISE CASCADE CO COM USD.01 | $74,000 | -97.2% | 2,619 | -97.3% | 0.00% | -96.8% |
| KE | Sell | KIMBALL ELECTRONICS INC COM NPV | $79,000 | +1.3% | 4,861 | -2.9% | 0.00% | 0.0% |
| KB | Sell | KB FINANCIAL GROUP SPON ADR | $90,000 | -61.4% | 2,274 | -63.8% | 0.00% | -66.7% |
| BTTGY | Sell | BT GROUP PLC ADR | $89,000 | -93.6% | 6,986 | -92.6% | 0.00% | -93.9% |
| ATHM | Sell | AUTOHOME INC -ADR ADR | $103,000 | -22.0% | 1,201 | -4.3% | 0.00% | -33.3% |
| MIXT | Sell | MIX TELEMATICS LTD ADR | $68,000 | -17.1% | 4,502 | -8.2% | 0.00% | 0.0% |
| PLBC | Sell | PLUMAS BANCORP COM | $89,000 | +7.2% | 3,645 | -0.5% | 0.00% | 0.0% |
| DXLG | Sell | DESTINATION XL GROUP INC COM USD.01 | $102,000 | -42.0% | 58,102 | -18.9% | 0.00% | -50.0% |
| ASRV | Sell | AMERISERV FINANCIAL INC/PA COM NPV | $68,000 | -2.9% | 16,393 | -5.8% | 0.00% | 0.0% |
| STND | Sell | STANDARD FINANCIAL CORP COM USD.01 | $80,000 | -26.6% | 2,911 | -27.8% | 0.00% | -33.3% |
| LARK | Sell | LANDMARK BANCORP INC/KS COM USD.1 | $72,000 | +4.3% | 2,999 | -0.4% | 0.00% | 0.0% |
| RGR | Sell | STURM RUGER & CO INC COM USD1 | $93,000 | -4.1% | 1,705 | -7.2% | 0.00% | 0.0% |
| AMOT | Sell | ALLIED MOTION TECHNOLOGIES COM NPV | $100,000 | -75.2% | 2,659 | -77.5% | 0.00% | -80.0% |
| DZSI | Sell | DASAN ZHONE SOLUTIONS INC COM | $87,000 | +19.2% | 6,703 | -2.1% | 0.00% | 0.0% |
| ICLR | Sell | ICON PLC COM EUR.06 | $103,000 | +8.4% | 672 | -3.4% | 0.00% | 0.0% |
| HI | Sell | HILLENBRAND INC COM NPV | $97,000 | -97.4% | 2,464 | -97.3% | 0.00% | -97.8% |
| NATH | Sell | NATHAN'S FAMOUS INC COM USD.01 | $99,000 | +2.1% | 1,267 | -10.8% | 0.00% | 0.0% |
| IX | Sell | ORIX CORP SPONSORED ADR | $68,000 | -98.1% | 902 | -98.2% | 0.00% | -97.7% |
| ORRF | Sell | ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | $99,000 | -16.8% | 4,521 | -29.4% | 0.00% | -33.3% |
| FNHC | Sell | FEDNAT HOLDING COMPANY COM USD.01 | $102,000 | -53.6% | 7,135 | -48.0% | 0.00% | -60.0% |
| PTVCB | Sell | PROTECTIVE INSURANCE CORP CL B COM NPV | $52,000 | -52.3% | 2,989 | -49.1% | 0.00% | -66.7% |
| KEQU | Sell | KEWAUNEE SCIENTIFIC CORP COM USD2.5 | $48,000 | -56.8% | 2,489 | -52.8% | 0.00% | -66.7% |
| CTRA | Sell | CONTURA ENERGY INC COM | $37,000 | -80.3% | 708 | -78.2% | 0.00% | -75.0% |
| HY | Sell | HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 | $62,000 | -79.2% | 1,114 | -76.7% | 0.00% | -85.7% |
| PMD | Sell | PSYCHEMEDICS CORP COM USD.005 | $52,000 | -30.7% | 5,141 | -3.6% | 0.00% | -50.0% |
| BBW | Sell | BUILD-A-BEAR WORKSHOP INC COM USD.001 | $64,000 | -19.0% | 11,406 | -11.4% | 0.00% | -50.0% |
| AUBN | Sell | AUBURN NATIONAL BANCORP COM USD.01 | $57,000 | -27.8% | 1,700 | -14.6% | 0.00% | -50.0% |
| VSI | Sell | VITAMIN SHOPPE INC COM USD.001 | $53,000 | -84.2% | 13,365 | -72.1% | 0.00% | -87.5% |
| NDLS | Sell | NOODLES & CO CL A COM USD0.01 | $25,000 | -24.2% | 3,203 | -33.5% | 0.00% | 0.0% |
| SCWX | Sell | SECUREWORKS CORP CL A COM USD.01 | $22,000 | -66.2% | 1,639 | -53.7% | 0.00% | -50.0% |
| NTIC | Sell | NORTHERN TECH INTL COM USD.02 | $64,000 | -36.0% | 3,477 | -7.4% | 0.00% | -50.0% |
| ARTX | Sell | AROTECH CORP COM USD.01 | $52,000 | -33.3% | 26,238 | -0.9% | 0.00% | -50.0% |
| EVBN | Sell | EVANS BANCORP INC COM USD.50 | $38,000 | +2.7% | 1,017 | -1.4% | 0.00% | 0.0% |
| MERC | Sell | MERCER INTL INC SHS BEN INT USD1 | $60,000 | +13.2% | 3,870 | -1.2% | 0.00% | 0.0% |
| BMRC | Sell | BANK OF MARIN BANCORP COM NPV | $58,000 | 0.0% | 1,403 | -1.0% | 0.00% | 0.0% |
| TRMK | Sell | TRUSTMARK CORP COM NPV | $45,000 | -22.4% | 1,359 | -21.2% | 0.00% | 0.0% |
| SALM | Sell | SALEM MEDIA GROUP INC CL A COM USD.01 | $57,000 | -35.2% | 23,553 | -31.4% | 0.00% | -50.0% |
| OPY | Sell | OPPENHEIMER HOLDINGS INC CL A COM NPV | $45,000 | -83.0% | 1,658 | -83.6% | 0.00% | -83.3% |
| CLUBQ | Sell | TOWN SPORTS INTL HOLDINGS COM USD.001 | $24,000 | -82.1% | 11,046 | -60.7% | 0.00% | -66.7% |
| RTWIQ | Sell | RTW RETAILWINDS INC COM USD.01 | $60,000 | -69.7% | 35,437 | -57.1% | 0.00% | -80.0% |
| HWKN | Sell | HAWKINS INC COM USD.1 | $31,000 | -67.0% | 722 | -71.8% | 0.00% | -50.0% |
| PFIE | Sell | PROFIRE ENERGY INC COM USD.001 | $24,000 | -77.4% | 15,720 | -73.4% | 0.00% | -66.7% |
| AXL | Sell | AMERICAN AXLE & MFG HOLDINGS COM USD.01 | $32,000 | -43.9% | 2,525 | -36.5% | 0.00% | 0.0% |
| FWRD | Sell | FORWARD AIR CORP COM USD.01 | $33,000 | -25.0% | 559 | -17.7% | 0.00% | 0.0% |
| TBI | Sell | TRUEBLUE INC COM NPV | $54,000 | -79.2% | 2,436 | -77.9% | 0.00% | -83.3% |
| KIRK | Sell | KIRKLAND'S INC COM NPV | $28,000 | -76.1% | 12,208 | -26.4% | 0.00% | -66.7% |
| MDT | Sell | MEDTRONIC PLC COM USD.1 | $61,000 | -9.0% | 627 | -14.7% | 0.00% | -50.0% |
| TROW | Sell | PRICE (T. ROWE) GROUP COM USD.2 | $0 | -100.0% | 1 | -97.7% | 0.00% | – |
| PRI | Sell | PRIMERICA INC COM USD.01 | $1,000 | -99.3% | 12 | -99.0% | 0.00% | -100.0% |
| PGR | Sell | PROGRESSIVE CORP-OHIO COM USD1 | $0 | -100.0% | 3 | -100.0% | 0.00% | -100.0% |
| PLD | Sell | PROLOGIS INC COM USD.01 | $0 | -100.0% | 2 | -96.7% | 0.00% | – |
| PRSC | Sell | PROVIDENCE SERVICE CORP CL A COM USD.001 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| PYXSQ | Sell | PYXUS INTERNATIONAL INC COM USD10 | $1,000 | -99.4% | 54 | -99.3% | 0.00% | -100.0% |
| DXC | Sell | DXC TECHNOLOGY CO COM USD1 | $0 | -100.0% | 6 | -100.0% | 0.00% | -100.0% |
| DNBF | Sell | DNB FINANCIAL CORP COM USD1. | $2,000 | -97.9% | 44 | -98.3% | 0.00% | -100.0% |
| RPT | Sell | RPT REALTY SHS BEN INT USD.01 | $4,000 | -20.0% | 343 | -17.1% | 0.00% | – |
| RBC | Sell | REGAL BELOIT CORP COM NPV | $2,000 | -33.3% | 29 | -17.1% | 0.00% | – |
| RGA | Sell | REINSURANCE GROUP AMER INC COM USD.01 | $5,000 | -99.4% | 35 | -99.4% | 0.00% | -100.0% |
| RPAI | Sell | RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | $4,000 | -20.0% | 316 | -25.1% | 0.00% | – |
| RY | Sell | ROYAL BANK OF CANADA COM NPV | $0 | -100.0% | 3 | -100.0% | 0.00% | -100.0% |
| SPGI | Sell | S&P GLOBAL INC COM USD1 | $6,000 | 0.0% | 26 | -13.3% | 0.00% | – |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC COM USD.01 | $0 | -100.0% | 2 | -100.0% | 0.00% | -100.0% |
| IEMG | Exit | ISHARES INC CORE MSCI EMKT | $0 | – | -111 | -100.0% | 0.00% | – |
| CHA | Sell | CHINA TELECOM CORP LTD SPON ADR H SHS | $0 | -100.0% | 9 | -99.9% | 0.00% | -100.0% |
| CNC | Sell | CENTENE CORP COM USD.003 | $3,000 | -99.6% | 49 | -99.7% | 0.00% | -100.0% |
| CELG | Sell | CELGENE CORP COM USD1 | $0 | -100.0% | 2 | -98.9% | 0.00% | – |
| SRC | Sell | SPIRIT REALTY CAPITAL INC COM USD.01 | $8,000 | -11.1% | 186 | -21.8% | 0.00% | – |
| CAJ | Sell | CANON INC ADR | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| CVS | Sell | CVS HEALTH CORP COM USD1 | $0 | -100.0% | 3 | -98.7% | 0.00% | – |
| CNO | Sell | CNO FINANCIAL GROUP INC COM NEW | $11,000 | -26.7% | 688 | -27.4% | 0.00% | – |
| SDPI | Sell | SUPERIOR DRILLING PRODUCTS COM USD.001 | $0 | -100.0% | 297 | -98.0% | 0.00% | – |
| CME | Sell | CME GROUP INC CL A COM USD.01 | $0 | -100.0% | 1 | -99.9% | 0.00% | -100.0% |
| RRD | Exit | DONNELLEY (R R) & SONS CO COM USD1.25 | $0 | – | -86 | -100.0% | 0.00% | – |
| BKE | Sell | BUCKLE INC COM USD.05 | $0 | -100.0% | 2 | -95.7% | 0.00% | – |
| TD | Sell | TORONTO DOMINION BANK COM NPV | $0 | -100.0% | 3 | -100.0% | 0.00% | -100.0% |
| TSS | Sell | TOTAL SYSTEM SERVICES INC COM USD.1 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| TSQ | Sell | TOWNSQUARE MEDIA INC CL A COM USD0.01 | $5,000 | -91.4% | 992 | -90.2% | 0.00% | -100.0% |
| BA | Sell | BOEING CO COM USD5 | $1,000 | -100.0% | 2 | -100.0% | 0.00% | -100.0% |
| TRU | Sell | TRANSUNION COM USD0.01 | $0 | -100.0% | 1 | -98.2% | 0.00% | – |
| BXC | Sell | BLUELINX HOLDINGS INC COM USD.01 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| BLMN | Sell | BLOOMIN' BRANDS INC COM USD.01 | $0 | -100.0% | 2 | -100.0% | 0.00% | -100.0% |
| TPB | Sell | TURNING POINT BRANDS INC COM USD.01 | $1,000 | -99.6% | 21 | -99.7% | 0.00% | -100.0% |
| USAK | Sell | USA TRUCK INC COM USD.01 | $0 | -100.0% | 2 | -100.0% | 0.00% | -100.0% |
| USFD | Sell | US FOODS HOLDING CORP COM USD0.01 | $5,000 | -79.2% | 132 | -81.0% | 0.00% | -100.0% |
| BP | Sell | BP PLC ADR | $1,000 | -95.5% | 13 | -97.4% | 0.00% | -100.0% |
| VPG | Sell | VISHAY PRECISION GROUP INC COM USD.01 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO COM NPV | $2,000 | -33.3% | 52 | -16.1% | 0.00% | – |
| WPG | Sell | WASHINGTON PRIME GROUP INC COM | $1,000 | -50.0% | 316 | -19.2% | 0.00% | – |
| ANTM | Sell | ANTHEM INC COM USD.01 | $7,000 | -99.7% | 26 | -99.7% | 0.00% | -100.0% |
| WCG | Sell | WELLCARE HEALTH PLANS INC COM USD.01 | $11,000 | -99.8% | 38 | -99.8% | 0.00% | -100.0% |
| AME | Sell | AMETEK INC COM USD1 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| AIG | Sell | AMERICAN INTERNATIONAL GROUP COM USD.01 | $0 | -100.0% | 2 | -100.0% | 0.00% | -100.0% |
| AAL | Sell | AMERICAN AIRLINES GROUP INC COM USD.01 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| CMCL | Sell | CALEDONIA MINING CORP PLC COM NPV | $1,000 | -80.0% | 124 | -86.0% | 0.00% | – |
| ADBE | Sell | ADOBE INC COM NPV | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| MNKKQ | Sell | MALLINCKRODT PLC ORD USD.2 | $0 | -100.0% | 52 | -99.9% | 0.00% | -100.0% |
| ASGN | Sell | ASGN INC COM USD.01 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| AFL | Sell | AFLAC INC COM USD.1 | $0 | -100.0% | 5 | -100.0% | 0.00% | -100.0% |
| AU | Sell | ANGLOGOLD ASHANTI LTD SPON ADR | $9,000 | -71.0% | 500 | -78.7% | 0.00% | -100.0% |
| IBN | Sell | ICICI BANK LTD SPONSORED ADR | $0 | -100.0% | 3 | -100.0% | 0.00% | -100.0% |
| H | Sell | HYATT HOTELS CORP CL A COM USD0.01 | $3,000 | -98.3% | 36 | -98.5% | 0.00% | -100.0% |
| HUM | Sell | HUMANA INC COM NPV | $3,000 | -99.9% | 13 | -99.9% | 0.00% | -100.0% |
| HST | Sell | HOST HOTELS & RESORTS INC COM USD1 | $1,000 | -66.7% | 49 | -65.0% | 0.00% | – |
| LAMR | Sell | LAMAR ADVERTISING CO -CL A CL A COM NPV | $2,000 | -33.3% | 27 | -28.9% | 0.00% | – |
| LW | Sell | LAMB WESTON HOLDINGS INC COM USD1 | $7,000 | -69.6% | 113 | -62.7% | 0.00% | -100.0% |
| LVS | Sell | LAS VEGAS SANDS CORP COM USD.001 | $0 | -100.0% | 2 | -98.1% | 0.00% | – |
| HEI | Sell | HEICO CORP COM USD.166 | $14,000 | -92.7% | 103 | -94.9% | 0.00% | -100.0% |
| THG | Sell | HANOVER INSURANCE GROUP INC COM USD.01 | $1,000 | -99.1% | 5 | -99.5% | 0.00% | -100.0% |
| MKSI | Sell | MKS INSTRUMENTS INC COM NPV | $1,000 | -99.5% | 13 | -99.5% | 0.00% | -100.0% |
| TUSK | Sell | MAMMOTH ENERGY SERVICES INC COM USD0.01 | $0 | -100.0% | 62 | -99.9% | 0.00% | -100.0% |
| MKC | Sell | MCCORMICK & CO INC COM NPV NVTG | $16,000 | -15.8% | 101 | -20.5% | 0.00% | – |
| MUFG | Sell | MITSUBISHI UFJ FINANCIAL GRP ADR | $0 | -100.0% | 85 | -98.0% | 0.00% | -100.0% |
| MSI | Sell | MOTOROLA SOLUTIONS INC COM USD.01 | $3,000 | -57.1% | 15 | -68.1% | 0.00% | – |
| NCR | Sell | NCR CORP COM USD5 | $2,000 | -33.3% | 62 | -36.1% | 0.00% | – |
| FAF | Sell | FIRST AMERICAN FINANCIAL CP COM USD.00001 | $2,000 | 0.0% | 31 | -31.1% | 0.00% | – |
| FNF | Sell | FIDELITY NATL FINL FNF GROUP COM USD.0001 | $1,000 | 0.0% | 32 | -15.8% | 0.00% | – |
| NGHC | Sell | NATIONAL GENERAL HOLDINGS CP COM | $1,000 | -99.8% | 31 | -99.8% | 0.00% | -100.0% |
| FBSS | Sell | FAUQUIER BANKSHARES INC COM USD3.13 | $2,000 | -50.0% | 94 | -50.0% | 0.00% | – |
| NAVI | Sell | NAVIENT CORP COM0.01 | $3,000 | 0.0% | 238 | -6.3% | 0.00% | – |
| FTSI | Sell | FTS INTERNATIONAL INC COM | $1,000 | -99.7% | 164 | -99.5% | 0.00% | -100.0% |
| NXRT | Sell | NEXPOINT RESIDENTIAL TR INC COM USD.01 | $2,000 | -33.3% | 49 | -30.0% | 0.00% | – |
| EXR | Sell | EXTRA SPACE STORAGE INC COM USD.01 | $6,000 | -25.0% | 54 | -28.0% | 0.00% | – |
| NOK | Sell | NOKIA CORP SPON ADR | $0 | -100.0% | 11 | -99.9% | 0.00% | -100.0% |
| ETSY | Sell | ETSY INC COM USD.001 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| EQC | Sell | EQUITY COMMONWEALTH COM USD.01 | $3,000 | -40.0% | 77 | -48.0% | 0.00% | – |
| EQNR | Sell | EQUINOR ASA SPONSORED ADR | $0 | -100.0% | 4 | -99.9% | 0.00% | -100.0% |
| PBF | Sell | PBF ENERGY INC CL A COM USD0.001 | $1,000 | -50.0% | 28 | -45.1% | 0.00% | – |
| EMN | Sell | EASTMAN CHEMICAL CO COM USD.01 | $12,000 | -86.4% | 155 | -86.6% | 0.00% | -100.0% |
| PRGX | Sell | PRGX GLOBAL INC COM USD.01 | $14,000 | -88.4% | 2,107 | -86.2% | 0.00% | -100.0% |
| PEI | Sell | PENNSYLVANIA RE INVS TRUST COM USD1 | $1,000 | -50.0% | 176 | -29.3% | 0.00% | – |
| TLK | Sell | TELEKOMUNIKASI INDONESIA SPON ADR | $0 | -100.0% | 1 | -99.9% | 0.00% | -100.0% |
| XYL | Exit | XYLEM INC COM USD.01 | $0 | – | -93 | -100.0% | 0.00% | – |
| POLY | Sell | PLANTRONICS INC COM USD.01 | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| ACCO | Sell | ACCO BRANDS CORP COM | $1,000 | -90.9% | 144 | -89.2% | 0.00% | – |
| LSI | Exit | LIFE STORAGE INC COM USD.01 | $0 | – | -12 | -100.0% | 0.00% | – |
| HNNA | Exit | HENNESSY ADVISORS INC COM NPV | $0 | – | -1,947 | -100.0% | 0.00% | – |
| CUZ | Exit | COUSINS PROPERTIES INC COM USD1 | $0 | – | -649 | -100.0% | 0.00% | – |
| IEFA | Exit | ISHARES TR CORE MSCI EAFE | $0 | – | -50 | -100.0% | 0.00% | – |
| PVH | Exit | PVH CORP COM USD1 | $0 | – | -26 | -100.0% | 0.00% | – |
| CPA | Exit | COPA HOLDINGS SA CL A COM USD | $0 | – | -11 | -100.0% | 0.00% | – |
| LPX | Exit | LOUISIANA-PACIFIC CORP COM USD1 | $0 | – | -38 | -100.0% | 0.00% | – |
| CXP | Exit | COLUMBIA PROPERTY TRUST INC COM USD.01 | $0 | – | -97 | -100.0% | 0.00% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP COM USD.001 | $0 | – | -366 | -100.0% | 0.00% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF | $0 | – | -200 | -100.0% | 0.00% | – |
| RLGY | Exit | REALOGY HOLDINGS CORP CL A COM USD.01 | $0 | – | -65 | -100.0% | 0.00% | – |
| VEC | Exit | VECTRUS INC COM USD.01 | $0 | – | -188 | -100.0% | 0.00% | – |
| IUSV | Exit | ISHARES TR CORE S&P US VLU | $0 | – | -72 | -100.0% | 0.00% | – |
| CHSP | Exit | CHESAPEAKE LODGING TRUST COM USD.01 | $0 | – | -40 | -100.0% | 0.00% | – |
| VLUE | Exit | ISHARES TR EDGE MSCI USA VL | $0 | – | -100 | -100.0% | 0.00% | – |
| LM | Exit | LEGG MASON INC COM USD.1 | $0 | – | -17 | -100.0% | 0.00% | – |
| INTC | Sell | INTEL CORP COM NPV | $0 | -100.0% | 9 | -93.5% | 0.00% | – |
| ING | Sell | ING GROEP NV SPON ADR | $1,000 | -98.9% | 73 | -99.0% | 0.00% | -100.0% |
| CCRN | Exit | CROSS COUNTRY HEALTHCARE INC COM USD.01 | $0 | – | -4,800 | -100.0% | -0.00% | – |
| SGH | Exit | SMART GLOBAL HOLDINGS INC Ordinary Shares | $0 | – | -2,748 | -100.0% | -0.00% | – |
| TACT | Exit | TRANSACT TECHNOLOGIES INC COM USD.01 | $0 | – | -3,608 | -100.0% | -0.00% | – |
| CTG | Exit | COMPUTER TASK GROUP INC COM USD.01 | $0 | – | -14,415 | -100.0% | -0.00% | – |
| UFAB | Exit | UNIQUE FABRICATING INC COM USD.001 | $0 | – | -8,051 | -100.0% | -0.00% | – |
| FLO | Exit | FLOWERS FOODS INC COM USD.625 | $0 | – | -1,351 | -100.0% | -0.00% | – |
| SKY | Exit | SKYLINE CHAMPION CORP COM USD.0277 | $0 | – | -2,748 | -100.0% | -0.00% | – |
| SEIC | Exit | SEI INVESTMENTS CO COM USD.01 | $0 | – | -1,160 | -100.0% | -0.00% | – |
| NBN | Exit | NORTHEAST BANCORP/ME COM NPV | $0 | – | -2,944 | -100.0% | -0.00% | – |
| USAP | Exit | UNVL STAINLESS & ALLOY PRODS COM USD.01 | $0 | – | -2,439 | -100.0% | -0.00% | – |
| EDUC | Exit | EDUCATIONAL DEVELOPMENT CORP COM USD.2 | $0 | – | -7,671 | -100.0% | -0.00% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC COM USD.01 | $0 | – | -1,225 | -100.0% | -0.00% | – |
| OTEL | Exit | OTELCO INC CL A COM USD.01 | $0 | – | -4,516 | -100.0% | -0.00% | – |
| CMCM | Exit | CHEETAH MOBILE INC -ADR ADR | $0 | – | -11,453 | -100.0% | -0.00% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC COM USD.01 | $0 | – | -1,684 | -100.0% | -0.00% | – |
| PAR | Exit | PAR TECHNOLOGY CORP COM USD.02 | $0 | – | -3,638 | -100.0% | -0.00% | – |
| JWA | Exit | WILEY (JOHN) & SONS -CL A CL A COM USD1 | $0 | – | -2,322 | -100.0% | -0.00% | – |
| HEAR | Exit | TURTLE BEACH CORP COM USD.001 | $0 | – | -9,240 | -100.0% | -0.00% | – |
| HIVE | Exit | AEROHIVE NETWORKS INC COM USD.001 | $0 | – | -18,482 | -100.0% | -0.00% | – |
| LUNA | Exit | LUNA INNOVATIONS INC COM USD.001 | $0 | – | -16,898 | -100.0% | -0.00% | – |
| OSG | Exit | OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 | $0 | – | -32,512 | -100.0% | -0.00% | – |
| PLCE | Exit | CHILDRENS PLACE INC COM USD.1 | $0 | – | -1,500 | -100.0% | -0.00% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC COM USD.01 | $0 | – | -2,674 | -100.0% | -0.00% | – |
| KNSL | Exit | KINSALE CAPITAL GROUP INC COM USD0.01 | $0 | – | -1,719 | -100.0% | -0.00% | – |
| GORO | Exit | GOLD RESOURCE CORP COM USD.001 | $0 | – | -37,300 | -100.0% | -0.00% | – |
| IIIN | Exit | INSTEEL INDUSTRIES COM USD2 | $0 | – | -6,702 | -100.0% | -0.00% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | $0 | – | -561 | -100.0% | -0.00% | – |
| ASML | Exit | ASML HOLDING NV ADR NY SHS | $0 | – | -743 | -100.0% | -0.00% | – |
| RUTH | Exit | RUTHS HOSPITALITY GROUP INC COM USD.01 | $0 | – | -4,142 | -100.0% | -0.00% | – |
| ODFL | Exit | OLD DOMINION FREIGHT COM USD.1 | $0 | – | -1,232 | -100.0% | -0.00% | – |
| FLOW | Exit | SPX FLOW INC COM USD.01 | $0 | – | -5,218 | -100.0% | -0.00% | – |
| CMPR | Exit | CIMPRESS NV COM USD.001 | $0 | – | -1,943 | -100.0% | -0.00% | – |
| CKH | Exit | SEACOR HOLDINGS INC COM USD.01 | $0 | – | -3,733 | -100.0% | -0.00% | – |
| GFN | Exit | GENERAL FINANCE CORP/DE COM | $0 | – | -17,412 | -100.0% | -0.00% | – |
| SIVB | Exit | SVB FINANCIAL GROUP COM NPV | $0 | – | -976 | -100.0% | -0.01% | – |
| OSPN | Exit | ONESPAN INC COM USD.001 | $0 | – | -11,127 | -100.0% | -0.01% | – |
| LOPE | Exit | GRAND CANYON EDUCATION INC COM USD.01 | $0 | – | -1,916 | -100.0% | -0.01% | – |
| YRCW | Exit | YRC WORLDWIDE INC COM USD1 | $0 | – | -31,368 | -100.0% | -0.01% | – |
| JAX | Exit | J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 | $0 | – | -20,350 | -100.0% | -0.01% | – |
| INTEQ | Exit | INTELSAT SA COM USD.01 | $0 | – | -17,104 | -100.0% | -0.01% | – |
| NEPT | Exit | NEPTUNE WELLNESS SOLUTION IN COM | $0 | – | -80,000 | -100.0% | -0.01% | – |
| PENN | Exit | PENN NATIONAL GAMING INC COM USD.01 | $0 | – | -12,355 | -100.0% | -0.01% | – |
| PFSI | Exit | PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | $0 | – | -10,902 | -100.0% | -0.01% | – |
| CPRT | Exit | COPART INC COM NPV | $0 | – | -4,078 | -100.0% | -0.01% | – |
| CCMP | Exit | CABOT MICROELECTRONICS CORP COM USD.001 | $0 | – | -2,300 | -100.0% | -0.01% | – |
| BOOM | Exit | DMC GLOBAL INC COM USD.05 | $0 | – | -5,824 | -100.0% | -0.01% | – |
| OFIX | Exit | ORTHOFIX MEDICAL INC COM USD.1 | $0 | – | -5,203 | -100.0% | -0.01% | – |
| JYNT | Exit | JOINT CORP (THE) COM USD.001 | $0 | – | -19,170 | -100.0% | -0.01% | – |
| SXC | Exit | SUNCOKE ENERGY INC COM USD.01 | $0 | – | -40,681 | -100.0% | -0.01% | – |
| BRSS | Exit | GLOBAL BRASS & COPPER HLDGS COM USD.01 | $0 | – | -9,471 | -100.0% | -0.01% | – |
| IEX | Exit | IDEX CORP COM USD.01 | $0 | – | -2,157 | -100.0% | -0.01% | – |
| FFG | Exit | FBL FINANCIAL GROUP INC-CL A CL A COM NPV | $0 | – | -5,306 | -100.0% | -0.01% | – |
| CW | Exit | CURTISS-WRIGHT CORP COM USD1 | $0 | – | -3,443 | -100.0% | -0.01% | – |
| TRK | Exit | SPEEDWAY MOTORSPORTS INC COM USD.01 | $0 | – | -26,383 | -100.0% | -0.01% | – |
| HLNE | Exit | HAMILTON LANE INC CL A COM USD.001 | $0 | – | -9,691 | -100.0% | -0.01% | – |
| CAL | Exit | CALERES INC COM USD3.75 | $0 | – | -16,931 | -100.0% | -0.01% | – |
| TPNL | Exit | 3PEA INTERNATIONAL INC COM | $0 | – | -58,144 | -100.0% | -0.01% | – |
| QADA | Exit | QAD INC CL A COM NPV | $0 | – | -13,220 | -100.0% | -0.01% | – |
| PKE | Exit | PARK ELECTROCHEMICAL CORP COM USD.1 | $0 | – | -37,641 | -100.0% | -0.01% | – |
| ENDP | Exit | ENDO INTERNATIONAL PLC COM USD.01 | $0 | – | -78,401 | -100.0% | -0.02% | – |
| GWW | Exit | GRAINGER (W W) INC COM USD1 | $0 | – | -2,266 | -100.0% | -0.02% | – |
| CROX | Exit | CROCS INC COM USD.001 | $0 | – | -27,135 | -100.0% | -0.02% | – |
| GTE | Exit | GRAN TIERRA ENERGY INC COM USD.001 | $0 | – | -320,827 | -100.0% | -0.02% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC COM NPV | $0 | – | -62,064 | -100.0% | -0.02% | – |
| IQV | Exit | IQVIA HOLDINGS INC COM USD.01 | $0 | – | -5,474 | -100.0% | -0.02% | – |
| OSIR | Exit | OSIRIS THERAPEUTICS INC COM USD.001 | $0 | – | -44,348 | -100.0% | -0.02% | – |
| FSM | Exit | FORTUNA SILVER MINES INC COM NPV | $0 | – | -345,033 | -100.0% | -0.03% | – |
| IPG | Exit | INTERPUBLIC GROUP OF COS COM USD.1 | $0 | – | -67,381 | -100.0% | -0.03% | – |
| HZNP | Exit | HORIZON PHARMA PLC ORD USD.01 | $0 | – | -80,854 | -100.0% | -0.05% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVEST STPLD UNIT | $0 | – | -54,948 | -100.0% | -0.06% | – |
| BHC | Exit | BAUSCH HEALTH COMPANIES INC COM NPV | $0 | – | -266,700 | -100.0% | -0.16% | – |
| ICFI | Exit | ICF INTERNATIONAL INC COM USD.001 | $0 | – | -110,911 | -100.0% | -0.20% | – |
| FSV | Exit | FIRSTSERVICE CORP SUB VTG | $0 | – | -105,891 | -100.0% | -0.22% | – |
| APC | Exit | ANADARKO PETROLEUM CORP COM USD.1 | $0 | – | -831,290 | -100.0% | -0.90% | – |
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 2019-08-07
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.