O'SHAUGHNESSY ASSET MANAGEMENT, LLC

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$5.03 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 2713 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was 17.8% .

All

		Value		Shares		↓ Weighting
CLR	CONTINENTAL RESOURCES INC COM USD.01	$4,323,000	+47.0%	113,724	0.0%	0.09%	+32.3%
DSGX	DESCARTES SYSTEMS GROUP INC COM NPV	$3,194,000	+13.5%	46,158	0.0%	0.06%	+3.2%
AQN	ALGONQUIN POWER & UTIL CORP COM	$2,520,000	-5.8%	169,038	0.0%	0.05%	-15.3%
FL	FOOT LOCKER INC COM USD3	$1,439,000	+9.6%	23,362	0.0%	0.03%	0.0%
CIXX	CI FINANCIAL CORP COM	$998,000	+27.3%	54,327	0.0%	0.02%	+17.6%
MEOH	METHANEX CORP COM NPV	$743,000	-10.0%	22,407	0.0%	0.02%	-16.7%
VGT	VANGUARD INFO TECH ETF	$674,000	+11.2%	1,691	0.0%	0.01%	0.0%
IWR	ISHARES RUSSELL MID-CAP ETF	$578,000	+7.2%	7,293	0.0%	0.01%	0.0%
VB	VANGUARD SMALL-CAP ETF	$589,000	+5.4%	2,613	0.0%	0.01%	0.0%
VT	VANGUARD TOT WORLD STK ETF	$606,000	+6.5%	5,850	0.0%	0.01%	-7.7%
ARWR	ARROWHEAD PHARMACEUTICALS COM USD.001	$544,000	+25.1%	6,572	0.0%	0.01%	+10.0%
HBM	HUDBAY MINERALS INC COM NPV	$507,000	-2.5%	76,072	0.0%	0.01%	-16.7%
AUY	YAMANA GOLD INC COM	$452,000	-3.0%	107,321	0.0%	0.01%	-10.0%
MGC	VANGUARD MEGA CAP ETF	$468,000	+8.6%	3,075	0.0%	0.01%	-10.0%
TRU	TRANSUNION COM USD0.01	$446,000	+22.2%	4,058	0.0%	0.01%	+12.5%
KT	KT CORP SPON ADR	$407,000	+12.1%	29,153	0.0%	0.01%	0.0%
FRPT	FRESHPET INC COM USD0.001	$386,000	+2.7%	2,371	0.0%	0.01%	0.0%
FDN	FIRST TRUST DJ INTERNET IND	$335,000	+12.0%	1,369	0.0%	0.01%	0.0%
MED	MEDIFAST INC COM USD.001	$334,000	+33.6%	1,181	0.0%	0.01%	+16.7%
SAIA	SAIA INC COM USD.001	$342,000	-9.0%	1,634	0.0%	0.01%	-12.5%
BEAM	BEAM THERAPEUTICS INC COM	$311,000	+61.1%	2,416	0.0%	0.01%	+50.0%
DVY	ISHARES SELECT DIVIDEND ETF	$277,000	+2.2%	2,374	0.0%	0.01%	0.0%
HP	HELMERICH & PAYNE COM USD.1	$289,000	+20.9%	8,855	0.0%	0.01%	+20.0%
LAD	LITHIA MOTORS INC -CL A CL A COM NPV	$291,000	-11.8%	847	0.0%	0.01%	-14.3%
IJS	ISHARES TR SP SMCP600VL ETF	$316,000	+4.6%	3,000	0.0%	0.01%	-14.3%
APPN	APPIAN CORP CL A COM	$312,000	+3.7%	2,264	0.0%	0.01%	-14.3%
VCRA	VOCERA COMMUNICATIONS INC COM USD0.0003	$257,000	+3.6%	6,446	0.0%	0.01%	0.0%
PRF	INVESCO FTSE RAFI US 1000 ET	$252,000	+5.4%	1,573	0.0%	0.01%	0.0%
EQX	EQUINOX GOLD CORP COM CL A	$272,000	-12.5%	39,095	0.0%	0.01%	-28.6%
BBIO	BRIDGEBIO PHARMA INC COM	$275,000	-1.1%	4,512	0.0%	0.01%	-16.7%
BOOT	BOOT BARN HOLDINGS INC COM USD.001	$273,000	+34.5%	3,254	0.0%	0.01%	+25.0%
HNGR	HANGER INC COM NPV	$253,000	+10.5%	10,023	0.0%	0.01%	0.0%
NFRA	FLEXSHARES STOXX GLOBAL BROA	$246,000	+2.5%	4,276	0.0%	0.01%	0.0%
TRUP	TRUPANION INC COM USD.00001	$251,000	+51.2%	2,182	0.0%	0.01%	+25.0%
ESTA	ESTABLISHMNT LBS HLDNG COM	$212,000	+39.5%	2,430	0.0%	0.00%	+33.3%
EDIT	EDITAS MEDICINE INC COM USD.0001	$221,000	+34.8%	3,900	0.0%	0.00%	0.0%
ITRI	ITRON INC COM USD.01	$194,000	+12.8%	1,940	0.0%	0.00%	0.0%
TENB	TENABLE HOLDINGS INC COM	$198,000	+13.8%	4,801	0.0%	0.00%	0.0%
FARO	FARO TECHNOLOGIES INC COM USD.001	$189,000	-10.0%	2,430	0.0%	0.00%	-20.0%
UMH	UMH PROPERTIES INC COM USD.1	$208,000	+13.7%	9,539	0.0%	0.00%	0.0%
CALX	CALIX INC COM USD.025	$207,000	+37.1%	4,363	0.0%	0.00%	+33.3%
LIVN	LIVANOVA PLC ORD GBP1	$186,000	+14.1%	2,207	0.0%	0.00%	0.0%
GKOS	GLAUKOS CORP COM USD0.001	$221,000	+1.4%	2,603	0.0%	0.00%	-20.0%
VHT	VANGUARD HEALTH CARE ETF	$207,000	+7.8%	839	0.0%	0.00%	0.0%
VTEB	VANGUARD TAX-EXEMPT BOND ETF	$190,000	+1.1%	3,444	0.0%	0.00%	0.0%
NRZ	NEW RESIDENTIAL INV CP COM USD0.01	$226,000	-5.8%	21,386	0.0%	0.00%	-20.0%
ASGN	ASGN INC COM USD.01	$182,000	+1.7%	1,876	0.0%	0.00%	0.0%
FN	FABRINET ORD USD.01	$190,000	+6.1%	1,984	0.0%	0.00%	0.0%
AVXL	ANAVEX LIFE SCIENCES CORP COM USD.001	$178,000	+52.1%	7,800	0.0%	0.00%	+33.3%
ALTR	ALTAIR ENGINEERING INC CL A COM USD.0001	$181,000	+10.4%	2,624	0.0%	0.00%	0.0%
KNSL	KINSALE CAPITAL GROUP INC COM USD0.01	$219,000	0.0%	1,327	0.0%	0.00%	-20.0%
RYT	INVESCO S&P 500 EQUAL WEIGHT	$219,000	+7.4%	756	0.0%	0.00%	-20.0%
PRFZ	INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500	$187,000	+5.6%	1,003	0.0%	0.00%	0.0%
LPSN	LIVEPERSON INC COM USD.001	$194,000	+19.8%	3,073	0.0%	0.00%	0.0%
ONEW	ONEWATER MARINE INC COM CL A	$126,000	+5.0%	2,997	0.0%	0.00%	0.0%
THRM	GENTHERM INC COM NPV	$154,000	-4.3%	2,169	0.0%	0.00%	-25.0%
SPT	SPROUT SOCIAL INC COM CL A	$150,000	+54.6%	1,677	0.0%	0.00%	+50.0%
UTMD	UTAH MEDICAL PRODUCTS INC COM USD.01	$164,000	-1.8%	1,927	0.0%	0.00%	-25.0%
EGHT	8X8 INC COM USD.001	$156,000	-14.3%	5,612	0.0%	0.00%	-25.0%
MC	MOELIS & CO CL A COM USD.01	$168,000	+3.7%	2,960	0.0%	0.00%	-25.0%
FOLD	AMICUS THERAPEUTICS INC COM USD.01	$150,000	-2.6%	15,605	0.0%	0.00%	0.0%
DRNA	DICERNA PHARMACEUTICALS INC COM USD.0001	$173,000	+45.4%	4,650	0.0%	0.00%	0.0%
TPTX	TURNING POINT THERAPE INC COM	$157,000	-17.8%	2,017	0.0%	0.00%	-25.0%
CTT	CATCHMARK TIMBER TRUST CL A COM USD.01	$174,000	+15.2%	14,865	0.0%	0.00%	0.0%
CELH	CELSIUS HOLDINGS INC COM USD.001	$151,000	+57.3%	1,990	0.0%	0.00%	+50.0%
DIA	SPDR DJIA TRUST	$172,000	+4.2%	500	0.0%	0.00%	-25.0%
RCM	R1 RCM INC COM USD.01	$159,000	-10.2%	7,164	0.0%	0.00%	-25.0%
RAMP	LIVERAMP HOLDINGS INC COM USD.1	$157,000	-9.2%	3,347	0.0%	0.00%	-25.0%
XT	ISHARES EXPONENTIAL TECH ETF	$169,000	+7.0%	2,667	0.0%	0.00%	-25.0%
IRWD	IRONWOOD PHARMACEUTICALS INC CL A COM USD.001	$171,000	+15.5%	13,289	0.0%	0.00%	0.0%
BCRX	BIOCRYST PHARMACEUTICALS INC COM USD.01	$137,000	+55.7%	8,663	0.0%	0.00%	+50.0%
ARAY	ACCURAY INC COM USD.001	$105,000	-8.7%	23,182	0.0%	0.00%	-33.3%
SAM	BOSTON BEER INC -CL A CL A COM USD.01	$100,000	-15.3%	98	0.0%	0.00%	-33.3%
BCOV	BRIGHTCOVE INC COM USD0.001	$89,000	-28.8%	6,218	0.0%	0.00%	-33.3%
BHF	BRIGHTHOUSE FINANL INC COM	$96,000	+2.1%	2,118	0.0%	0.00%	0.0%
CAL	CALERES INC COM USD3.75	$109,000	+25.3%	4,000	0.0%	0.00%	0.0%
CDLX	CARDLYTICS INC COM	$109,000	+16.0%	856	0.0%	0.00%	0.0%
XRAY	DENTSPLY SIRONA INC COM USD1	$78,000	0.0%	1,230	0.0%	0.00%	0.0%
FC	FRANKLIN COVEY CO COM USD.05	$91,000	+13.8%	2,818	0.0%	0.00%	0.0%
GPRO	GOPRO INC CL A COM USD.0001	$106,000	0.0%	9,098	0.0%	0.00%	0.0%
IPGP	IPG PHOTONICS CORP COM USD.0001	$110,000	0.0%	521	0.0%	0.00%	0.0%
IRTC	IRHYTHM TECHNOLOGIES INC COM USD.001	$125,000	-52.5%	1,892	0.0%	0.00%	-66.7%
IDYA	IDEAYA BIOSCIENCES INC COM USD0.0001	$99,000	-10.8%	4,722	0.0%	0.00%	0.0%
INGR	INGREDION INC COM USD.01	$111,000	0.0%	1,231	0.0%	0.00%	0.0%
IIPR	INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001	$104,000	+6.1%	545	0.0%	0.00%	0.0%
INSG	INSEEGO CORP COM USD.001	$101,000	+1.0%	10,000	0.0%	0.00%	0.0%
OEF	ISHARES S&P 100 ETF	$103,000	+8.4%	527	0.0%	0.00%	0.0%
IYJ	ISHARES U.S. INDUSTRIALS ETF	$102,000	+5.2%	918	0.0%	0.00%	0.0%
MORF	MORPHIC HOLDING INC COM	$77,000	-9.4%	1,349	0.0%	0.00%	0.0%
PJT	PJT PARTNERS INC CL A COM USD0.01	$107,000	+4.9%	1,506	0.0%	0.00%	0.0%
PHR	PHREESIA INC COM USD0.01	$110,000	+18.3%	1,789	0.0%	0.00%	0.0%
PBI	PITNEY BOWES INC COM USD2	$92,000	+7.0%	10,488	0.0%	0.00%	0.0%
QUOT	QUOTIENT TECHNOLOGY INC COM USD.00001	$115,000	-33.9%	10,645	0.0%	0.00%	-50.0%
SKY	SKYLINE CHAMPION CORP COM USD.0277	$98,000	+18.1%	1,839	0.0%	0.00%	0.0%
SRNE	SORRENTO THERAPEUTICS INC COM USD0.0001	$106,000	+17.8%	10,901	0.0%	0.00%	0.0%
STRA	STRATEGIC EDUCATION INC COM USD.01	$99,000	-17.5%	1,306	0.0%	0.00%	-33.3%
TBIO	TRANSLATE BIO INC COM	$125,000	+66.7%	4,525	0.0%	0.00%	0.0%
VMD	VIEMED HEALTHCARE COM	$122,000	-29.1%	17,054	0.0%	0.00%	-50.0%
DDLS	WISDOMTREE TR DYNAMIC INT EQ	$100,000	+2.0%	2,906	0.0%	0.00%	0.0%
DGRS	WISDOMTREE TR US S CAP QTY DIV	$94,000	+1.1%	2,026	0.0%	0.00%	0.0%
DGRW	WISDOMTREE U.S. QUALITY DIVI	$122,000	+4.3%	2,049	0.0%	0.00%	-33.3%
TEL	TE CONNECTIVITY LTD COM	$77,000	+4.1%	570	0.0%	0.00%	0.0%
GLDD	GREAT LAKES DREDGE & DOCK CP COM USD.01	$52,000	0.0%	3,573	0.0%	0.00%	0.0%
IWP	ISHARES RUSSELL MID-CAP GROW	$43,000	+10.3%	378	0.0%	0.00%	0.0%
REPL	REPLIMUNE GROUP INC COM	$46,000	+24.3%	1,202	0.0%	0.00%	0.0%
OCUL	OCULAR THERAPEUTIX INC COM USD0.0001	$58,000	-13.4%	4,058	0.0%	0.00%	0.0%
PHO	INVESCO WATER RESOURCES ETF	$27,000	+8.0%	500	0.0%	0.00%	0.0%
CRVL	CORVEL CORP COM USD.0001	$54,000	+31.7%	400	0.0%	0.00%	0.0%
MNR	MONMOUTH RE INVESTMENT CP COM USD.01	$51,000	+6.2%	2,725	0.0%	0.00%	0.0%
BE	BLOOM ENERGY CORP COM	$36,000	0.0%	1,322	0.0%	0.00%	0.0%
BLKB	BLACKBAUD INC COM	$38,000	+8.6%	497	0.0%	0.00%	0.0%
BLFS	BIOLIFE SOLUTIONS INC COM USD.001	$41,000	+24.2%	929	0.0%	0.00%	0.0%
PFF	ISHARES PREFERRED & INCOME S	$27,000	+3.8%	686	0.0%	0.00%	0.0%
RVMD	REVOLUTION MEDICINES INC COM	$64,000	-30.4%	2,010	0.0%	0.00%	-50.0%
PSTH	PERSHING SQ TN HOL LTD COM CL A	$46,000	-4.2%	2,000	0.0%	0.00%	0.0%
KL	KIRKLAND LAKE GOLD LTD COM	$34,000	+17.2%	872	0.0%	0.00%	0.0%
PETQ	PETIQ INC COM CL A	$35,000	+9.4%	900	0.0%	0.00%	0.0%
OLN	OLIN CORP COM USD1	$41,000	+20.6%	893	0.0%	0.00%	0.0%
SPCE	VIRGIN GALACTIC HOLDINGS INC COM	$31,000	+47.6%	680	0.0%	0.00%	–
BAND	BANDWIDTH INC CL A COM USD.001	$45,000	+9.8%	326	0.0%	0.00%	0.0%
FFIC	FLUSHING FINANCIAL CORP COM USD.01	$64,000	0.0%	3,000	0.0%	0.00%	0.0%
GSLC	GOLDMAN ACTIVEBETA US LC ETF	$73,000	+9.0%	849	0.0%	0.00%	0.0%
BRP	BRP GROUP INC COM CL A	$57,000	-1.7%	2,124	0.0%	0.00%	0.0%
POLY	PLANTRONICS INC COM USD.01	$70,000	+7.7%	1,671	0.0%	0.00%	0.0%
MASI	MASIMO CORP COM USD.001	$31,000	+3.3%	129	0.0%	0.00%	0.0%
COLL	COLLEGIUM PHARMACEUTICAL INC COM USD0.001	$39,000	0.0%	1,652	0.0%	0.00%	0.0%
OPRX	OPTIMIZERX CORP COM	$44,000	+25.7%	711	0.0%	0.00%	0.0%
COHR	COHERENT INC COM USD.22	$47,000	+4.4%	177	0.0%	0.00%	0.0%
TTMI	TTM TECHNOLOGIES INC COM NPV	$46,000	-2.1%	3,246	0.0%	0.00%	0.0%
FCFS	FIRSTCASH INC COM USD.01	$37,000	+15.6%	486	0.0%	0.00%	0.0%
SKYY	FIRST TRUST CLOUD COMPUTING	$27,000	+12.5%	251	0.0%	0.00%	0.0%
WLDN	WILLDAN GROUP INC COM USD.01	$42,000	-6.7%	1,109	0.0%	0.00%	0.0%
WSC	WILLSCOT MOBILE MINI HOLDING COM USD.01	$69,000	0.0%	2,480	0.0%	0.00%	-50.0%
DHS	WISDOMTREE US HIGH DIVIDEND	$47,000	+2.2%	606	0.0%	0.00%	0.0%
DGS	WISDOMTREE TR EMG MKTS SMCAP	$72,000	+5.9%	1,320	0.0%	0.00%	-50.0%
DEM	WISDOMTREE TR EMER MKT HIGH FD	$44,000	+4.8%	954	0.0%	0.00%	0.0%
TDY	TELEDYNE TECHNOLOGIES INC COM USD.01	$47,000	0.0%	113	0.0%	0.00%	0.0%
DES	WISDOMTREE TR US SMALLCAP DIVD	$53,000	+1.9%	1,671	0.0%	0.00%	0.0%
IHDG	WISDOMTREE INTERNATIONAL HED	$75,000	+7.1%	1,691	0.0%	0.00%	-50.0%
JOE	ST JOE CO COM USD100	$37,000	+5.7%	828	0.0%	0.00%	0.0%
CDXC	CHROMADEX CORP COM USD.001	$69,000	+4.5%	7,019	0.0%	0.00%	0.0%
SBH	SALLY BEAUTY HOLDINGS INC COM USD.01	$27,000	+12.5%	1,207	0.0%	0.00%	0.0%
FFNW	FIRST FINANCIAL NORTHWEST COM USD.01	$62,000	+6.9%	4,064	0.0%	0.00%	0.0%
CCXI	CHEMOCENTRYX INC COM USD.001	$36,000	-74.1%	2,708	0.0%	0.00%	-66.7%
USRT	ISHARES CORE US REIT ETF	$41,000	+13.9%	696	0.0%	0.00%	0.0%
ZTO	ZTO EXPRESS CAYMAN INC ADR	$37,000	+5.7%	1,203	0.0%	0.00%	0.0%
AMBA	AMBARELLA INC COM USD.00045	$62,000	+6.9%	582	0.0%	0.00%	0.0%
PTSI	P.A.M. TRANSPORTATION SVCS COM USD.01	$41,000	-14.6%	772	0.0%	0.00%	0.0%
NVEE	NV5 GLOBAL INC COM USD.01	$68,000	-2.9%	725	0.0%	0.00%	-50.0%
TMDX	TRANSMEDICS GROUP INC COM	$44,000	-20.0%	1,318	0.0%	0.00%	0.0%
CSTL	CASTLE BIOSCIENCES INC COM	$44,000	+7.3%	606	0.0%	0.00%	0.0%
MAT	MATTEL INC COM USD1	$40,000	0.0%	2,011	0.0%	0.00%	0.0%
LNT	ALLIANT ENERGY CORP COM NPV	$58,000	+3.6%	1,036	0.0%	0.00%	0.0%
IBEX	IBEX LTD COM	$73,000	-11.0%	3,743	0.0%	0.00%	-50.0%
UFS	DOMTAR CORP COM USD.01	$31,000	+47.6%	561	0.0%	0.00%	–
FNB	F N B CORP/FL COM USD.01	$42,000	-4.5%	3,433	0.0%	0.00%	0.0%
CCL	CARNIVAL CORPORATION & PLC COM USD.01	$40,000	0.0%	1,506	0.0%	0.00%	0.0%
AEIS	ADVANCED ENERGY INDS INC COM USD.001	$59,000	+1.7%	527	0.0%	0.00%	0.0%
IR	INGERSOLL RAND INC COM	$35,000	0.0%	709	0.0%	0.00%	0.0%
MCRB	SERES THERAPEUTICS INC COM USD0.001	$46,000	+17.9%	1,910	0.0%	0.00%	0.0%
GTHX	G1 THERAPEUTICS INC COM USD.0001	$30,000	-6.2%	1,347	0.0%	0.00%	0.0%
CWH	CAMPING WORLD HOLDINGS INC CL A COM USD.01	$72,000	+12.5%	1,760	0.0%	0.00%	0.0%
NLOK	NORTONLIFELOCK INC COM NPV	$59,000	+28.3%	2,151	0.0%	0.00%	0.0%
PJP	INVESCO EXCHANGE TRADED FD T DYNMC PHRMCTLS	$73,000	+1.4%	909	0.0%	0.00%	-50.0%
UI	UBIQUITI INC COM USD0.001	$38,000	+5.6%	122	0.0%	0.00%	0.0%
PAR	PAR TECHNOLOGY CORP COM USD.02	$71,000	+7.6%	1,012	0.0%	0.00%	0.0%
IBB	ISHARES TR NASDAQ BIOTECH	$45,000	+7.1%	277	0.0%	0.00%	0.0%
RPD	RAPID7 INC COM USD.01	$41,000	+28.1%	432	0.0%	0.00%	0.0%
AFMD	AFFIMED NV COM EUR.01	$40,000	+8.1%	4,713	0.0%	0.00%	0.0%
RCL	ROYAL CARIBBEAN GROUP COM USD.01	$29,000	0.0%	337	0.0%	0.00%	0.0%
KURA	KURA ONCOLOGY INC COM USD.0001	$66,000	-26.7%	3,178	0.0%	0.00%	-50.0%
CCCC	C4 THERAPEUTICS INC COM	$39,000	+2.6%	1,037	0.0%	0.00%	0.0%
EB	EVENTBRITE INC COM CL A USD 0.00001	$65,000	-14.5%	3,428	0.0%	0.00%	-50.0%
ECPG	ENCORE CAPITAL GROUP INC COM USD.01	$0	–	4	0.0%	0.00%	–
ECOR	ELECTROCORE INC COM	$0	–	1	0.0%	0.00%	–
ELAN	ELANCO ANIMAL HLTH INC COM	$3,000	+50.0%	77	0.0%	0.00%	–
EHTH	EHEALTH INC COM USD.001	$7,000	-22.2%	119	0.0%	0.00%	–
ECHO	ECHO GLOBAL LOGISTICS INC COM USD.01	$2,000	-33.3%	81	0.0%	0.00%	–
ETV	EATON VANCE T/M BUY-WRITE OP	$9,000	0.0%	552	0.0%	0.00%	–
FLOW	SPX FLOW INC COM USD.01	$1,000	0.0%	8	0.0%	0.00%	–
SBRA	SABRA HEALTH CARE REIT INC COM USD.01	$5,000	0.0%	282	0.0%	0.00%	–
SMTI	SANARA MEDTECH INC COM USD.01	$0	–	10	0.0%	0.00%	–
SGMO	SANGAMO THERAPEUTICS INC COM USD.01	$2,000	0.0%	158	0.0%	0.00%	–
EPR	EPR PROPERTIES COM USD.01 SBI	$1,000	0.0%	18	0.0%	0.00%	–
SC	SANTANDER CONSUMER USA HLDGS COM USD.01	$20,000	+33.3%	542	0.0%	0.00%	–
SVRA	SAVARA INC COM USD.001	$2,000	0.0%	937	0.0%	0.00%	–
LOCO	EL POLLO LOCO HOLDINGS INC COM USD0.01	$1,000	0.0%	67	0.0%	0.00%	–
DRRX	DURECT CORP COM USD.001	$6,000	-14.3%	3,506	0.0%	0.00%	–
SCHH	SCHWAB US REIT ETF	$6,000	+20.0%	131	0.0%	0.00%	–
SE	SEA LTD - ADR ADS	$2,000	+100.0%	6	0.0%	0.00%	–
XLP	CONSUMER STAPLES SPDR	$1,000	0.0%	14	0.0%	0.00%	–
XLC	COMM SERV SELECT SECTOR SPDR	$14,000	+7.7%	175	0.0%	0.00%	–
DISCK	DISCOVERY INC CL C COM	$5,000	-16.7%	163	0.0%	0.00%	–
SENS	SENSEONICS HLDGS INC COM USD.001	$1,000	0.0%	218	0.0%	0.00%	–
DGII	DIGI INTERNATIONAL INC COM USD.01	$6,000	0.0%	323	0.0%	0.00%	–
SESN	SESEN BIO INC COM USD0.001	$3,000	+50.0%	706	0.0%	0.00%	–
DAN	DANA INC COM USD.01	$1,000	0.0%	29	0.0%	0.00%	–
HAUZ	XTRACKERS INTL REAL ESTATE	$2,000	0.0%	88	0.0%	0.00%	–
SIMO	SILICON MOTION TECH -ADR ADR	$17,000	+13.3%	259	0.0%	0.00%	–
CYCN	CYCLERION THERAPEUTICS COM	$0	–	1	0.0%	0.00%	–
SKX	SKECHERS U S A INC CL A COM USD.001	$2,000	+100.0%	32	0.0%	0.00%	–
CUBI	CUSTOMERS BANCORP INC COM USD1	$2,000	+100.0%	45	0.0%	0.00%	–
CMLS	CUMULUS MEDIA INC COM CL A NEW	$2,000	+100.0%	120	0.0%	0.00%	–
CFR	CULLEN/FROST BANKERS INC COM USD5	$4,000	0.0%	36	0.0%	0.00%	–
SNOW	SNOWFLAKE INC COM CL A USD0.0001	$5,000	+25.0%	19	0.0%	0.00%	–
CR	CRANE CO COM USD6.25	$1,000	0.0%	10	0.0%	0.00%	–
SSB	SOUTH STATE CORP COM USD5	$1,000	0.0%	14	0.0%	0.00%	–
SCCO	SOUTHERN COPPER CORP COM USD.01	$4,000	0.0%	65	0.0%	0.00%	–
SWN	SOUTHWESTERN ENERGY CO COM USD2.5	$11,000	+22.2%	1,912	0.0%	0.00%	–
COTY	COTY INC CL A COM USD.01	$0	–	37	0.0%	0.00%	–
SR	SPIRE INC COM USD2	$1,000	0.0%	17	0.0%	0.00%	–
SRC	SPIRIT REALTY CAPITAL INC COM USD.01	$8,000	+14.3%	159	0.0%	0.00%	–
SII	SPROTT INC COM	$1,000	0.0%	23	0.0%	0.00%	–
CEF	SPROTT PHYSICAL GOLD & SILVE TR UNIT	$3,000	+50.0%	139	0.0%	0.00%	–
COR	CORESITE REALTY CORP COM USD.01	$3,000	0.0%	21	0.0%	0.00%	–
STAG	STAG INDUSTRIAL INC COM USD.01	$1,000	0.0%	19	0.0%	0.00%	–
COO	COOPER COS INC (THE) COM USD.1	$20,000	0.0%	51	0.0%	0.00%	–
SRCL	STERICYCLE INC COM USD.01	$13,000	+8.3%	185	0.0%	0.00%	–
STRL	STERLING CONSTRUCTION CO INC COM NPV	$14,000	0.0%	595	0.0%	0.00%	–
CFMS	CONFORMIS INC COM USD.00001	$0	–	2	0.0%	0.00%	–
STOK	STOKE THERAPEUTICS INC COM	$22,000	-12.0%	640	0.0%	0.00%	-100.0%
CMTL	COMTECH TELECOMMUN COM NPV	$1,000	0.0%	24	0.0%	0.00%	–
SCOR	COMSCORE INC COM USD.001	$9,000	+50.0%	1,754	0.0%	0.00%	–
SUI	SUN COMMUNITIES INC COM USD.01	$21,000	+16.7%	123	0.0%	0.00%	–
JCS	COMMUNICATIONS SYSTEMS INC COM USD.05	$3,000	+50.0%	398	0.0%	0.00%	–
CHCT	COMMUNITY HEALTHCARE TRUST COM USD0.01	$9,000	0.0%	198	0.0%	0.00%	–
SUNW	SUNWORKS INC COM USD.001	$1,000	-50.0%	129	0.0%	0.00%	–
SNV	SYNOVUS FINANCIAL CORP COM USD2.5	$3,000	0.0%	60	0.0%	0.00%	–
CCOI	COGENT COMMUNICATIONS HLDGS COM USD.001	$0	–	5	0.0%	0.00%	–
CDE	COEUR MINING INC COM USD1	$0	–	22	0.0%	0.00%	–
CWEN	CLEARWAY ENERGY INC CL C COM NPV	$7,000	0.0%	254	0.0%	0.00%	–
TISI	TEAM INC COM USD.3	$1,000	-50.0%	184	0.0%	0.00%	–
CLAR	CLARUS CORP COM USD.0001	$1,000	0.0%	39	0.0%	0.00%	–
HQL	TEKLA LIFE SCIENCES INVS SH BEN INT	$7,000	+16.7%	329	0.0%	0.00%	–
CIH	CHINA INDEX HLD LTD -ADR ADR	$0	–	49	0.0%	0.00%	–
TEX	TEREX CORP COM USD.01	$1,000	0.0%	26	0.0%	0.00%	–
CSSE	CHICKEN SOUP FOR SOUL ENTNT CL A COM	$2,000	+100.0%	56	0.0%	0.00%	–
CHEF	CHEFS' WAREHOUSE INC COM USD.01	$2,000	0.0%	68	0.0%	0.00%	–
CAKE	CHEESECAKE FACTORY INC COM USD.01	$4,000	0.0%	75	0.0%	0.00%	–
CKPT	CHECKPOINT THERAPEUTICS INC COM	$0	–	1	0.0%	0.00%	–
TWI	TITAN INTERNATIONAL INC COM NPV	$1,000	0.0%	116	0.0%	0.00%	–
TMP	TOMPKINS FINANCIAL CORP COM NPV	$0	–	6	0.0%	0.00%	–
CNP	CENTERPOINT ENERGY INC COM NPV	$24,000	+9.1%	989	0.0%	0.00%	–
CLDX	CELLDEX THERAPEUTICS INC COM	$2,000	+100.0%	65	0.0%	0.00%	–
CVCO	CAVCO INDUSTRIES INC COM USD.01	$4,000	0.0%	18	0.0%	0.00%	–
TCON	TRACON PHARMACEUTICALS INC COM USD.001	$1,000	0.0%	182	0.0%	0.00%	–
CATO	CATO CORP -CL A CL A COM USD.333	$5,000	+25.0%	318	0.0%	0.00%	–
CSLT	CASTLIGHT HEALTH INC CL B COM USD.0001	$0	–	1	0.0%	0.00%	–
THS	TREEHOUSE FOODS INC COM	$11,000	-15.4%	244	0.0%	0.00%	–
CRS	CARPENTER TECHNOLOGY CORP COM USD5	$0	–	10	0.0%	0.00%	–
CG	CARLYLE GROUP INC COM	$1,000	0.0%	15	0.0%	0.00%	–
XXII	22ND CENTURY GROUP INC COM	$0	–	2	0.0%	0.00%	–
CSII	CARDIOVASCULAR SYSTEMS INC COM NPV	$5,000	+25.0%	117	0.0%	0.00%	–
TYME	TYME TECHNOLOGIES INC COM	$0	–	2	0.0%	0.00%	–
CADE	CADENCE BANCORPORATION CL A COM	$1,000	0.0%	50	0.0%	0.00%	–
USCR	U S CONCRETE INC COM NEW USD.001	$1,000	0.0%	9	0.0%	0.00%	–
USPH	U S PHYSICAL THERAPY INC COM USD.01	$4,000	0.0%	35	0.0%	0.00%	–
USX	US XPRESS ENTRPRS INC COM CL A	$0	-100.0%	56	0.0%	0.00%	–
CVI	CVR ENERGY INC COM USD.01	$2,000	-33.3%	132	0.0%	0.00%	–
UA	UNDER ARMOUR INC CL C COM USD0.000333	$4,000	0.0%	223	0.0%	0.00%	–
CNX	CNX RESOURCES CORPORATION COM USD.01	$1,000	-50.0%	106	0.0%	0.00%	–
UAL	UNITED AIRLINES HOLDINGS INC COM NEW	$18,000	-10.0%	344	0.0%	0.00%	–
CTIC	CTI BIOPHARMA CORP COM NPV	$1,000	0.0%	406	0.0%	0.00%	–
X	UNITED STATES STEEL CORP COM NPV	$2,000	0.0%	87	0.0%	0.00%	–
CIT	CIT GROUP INC COM USD.01	$8,000	0.0%	159	0.0%	0.00%	–
U	UNITY SOFTWARE INC COM USD.000005	$8,000	0.0%	75	0.0%	0.00%	–
UVV	UNIVERSAL CORP/VA COM NPV	$7,000	0.0%	125	0.0%	0.00%	–
UEIC	UNIVERSAL ELECTRONICS INC COM USD.01	$1,000	0.0%	18	0.0%	0.00%	–
UHT	UNIVERSAL HEALTH RLTY INCOME COM USD.01	$5,000	0.0%	74	0.0%	0.00%	–
UVE	UNIVERSAL INSURANCE HLDGS COM USD.01	$0	–	12	0.0%	0.00%	–
URBN	URBAN OUTFITTERS INC COM USD.0001	$4,000	+33.3%	85	0.0%	0.00%	–
YCBD	CBDMD INC COM USD.001	$0	–	1	0.0%	0.00%	–
VLY	VALLEY NATIONAL BANCORP COM USD2.5	$0	–	25	0.0%	0.00%	–
VVV	VALVOLINE INC COM USD.01	$1,000	0.0%	24	0.0%	0.00%	–
PFXF	VANECK PRFD SEC EX FINANCIAL	$6,000	0.0%	275	0.0%	0.00%	–
MGK	VANGUARD MEGA CAP GROWTH ETF	$23,000	+9.5%	100	0.0%	0.00%	–
BYD	BOYD GAMING CORP COM USD.01	$1,000	0.0%	10	0.0%	0.00%	–
BPFH	BOSTON PRIVATE FINL HOLDINGS COM USD1	$4,000	0.0%	296	0.0%	0.00%	–
VGK	VANGUARD FTSE EUROPE ETF	$16,000	+6.7%	239	0.0%	0.00%	–
BLBD	BLUE BIRD CORP COM USD0.0001	$2,000	0.0%	99	0.0%	0.00%	–
VREX	VAREX IMAGING CORP COM USD0.01	$0	–	12	0.0%	0.00%	–
BXMT	BLACKSTONE MORTGAGE TR INC CL A COM USD.01	$1,000	0.0%	44	0.0%	0.00%	–
BCX	BLACKROCK RES & COMM STRAT T SHS	$1,000	0.0%	91	0.0%	0.00%	–
BKH	BLACK HILLS CORP COM USD1	$16,000	-5.9%	249	0.0%	0.00%	–
BMRN	BIOMARIN PHARMACEUTICAL INC COM USD.001	$1,000	–	6	0.0%	0.00%	–
BXRX	BAUDAX BIO INC COM	$0	–	132	0.0%	0.00%	–
BBSI	BARRETT BUSINESS SVCS INC COM USD.01	$2,000	+100.0%	21	0.0%	0.00%	–
VNCE	VINCE HOLDING CORP COM USD.01	$0	–	6	0.0%	0.00%	–
VRTS	VIRTUS INVESTMENT PTNRS INC COM USD.01	$20,000	+17.6%	73	0.0%	0.00%	–
VMW	VMWARE INC -CL A CL A COM USD.01	$18,000	+5.9%	115	0.0%	0.00%	–
TBBK	BANCORP INC COM	$8,000	+14.3%	345	0.0%	0.00%	–
VNT	VONTIER CORP When Issued	$14,000	+7.7%	426	0.0%	0.00%	–
BCV	BANCROFT FUND LTD	$22,000	+4.8%	701	0.0%	0.00%	–
CIB	BANCOLOMBIA SA SPON ADR 4PREF	$2,000	-33.3%	82	0.0%	0.00%	–
VUZI	VUZIX CORP COM NPV	$2,000	0.0%	87	0.0%	0.00%	–
BKR	BAKER HUGHES CO COM A	$20,000	+5.3%	862	0.0%	0.00%	–
WTRH	WAITR HOLDINGS INC COM	$5,000	-37.5%	2,684	0.0%	0.00%	–
BWXT	BWX TECHNOLOGIES INC COM USD.01	$2,000	0.0%	32	0.0%	0.00%	–
WRE	WASHINGTON REIT COM SHS INT .01	$1,000	0.0%	54	0.0%	0.00%	–
BBL	BHP GROUP LTD ADR	$24,000	+4.3%	404	0.0%	0.00%	-100.0%
WSTG	WAYSIDE TECHNOLOGY GROUP INC COM USD.01	$4,000	0.0%	163	0.0%	0.00%	–
WBS	WEBSTER FINANCIAL CORP COM NPV	$0	–	6	0.0%	0.00%	–
WB	WEIBO CORP ADR	$0	–	2	0.0%	0.00%	–
AX	AXOS FINANCIAL INC COM USD.01	$12,000	0.0%	257	0.0%	0.00%	–
AVNT	AVIENT CORP COM USD.1	$1,000	0.0%	12	0.0%	0.00%	–
AVNS	AVANOS MEDICAL INC COM USD.01	$4,000	-20.0%	113	0.0%	0.00%	–
ATO	ATMOS ENERGY CORP COM NPV	$6,000	0.0%	60	0.0%	0.00%	–
AAWW	ATLAS AIR WORLDWIDE HLDG INC COM NEW	$11,000	+10.0%	167	0.0%	0.00%	–
ASTE	ASTEC INDUSTRIES INC COM USD.2	$2,000	0.0%	26	0.0%	0.00%	–
ASXC	ASENSUS SURGICAL INC COM USD.001	$0	–	1	0.0%	0.00%	–
WLFC	WILLIS LEASE FINANCE CORP COM NPV	$2,000	0.0%	50	0.0%	0.00%	–
WTFC	WINTRUST FINANCIAL CORP COM NPV	$1,000	0.0%	7	0.0%	0.00%	–
DGRE	WISDOMTREE TR EM MKTS QTLY DIV	$4,000	0.0%	134	0.0%	0.00%	–
DXJ	WISDOMTREE TR JAPN HEDGE EQT	$7,000	0.0%	115	0.0%	0.00%	–
ARCC	ARES CAPITAL CORP COM	$25,000	+4.2%	1,294	0.0%	0.00%	-100.0%
WF	WOORI FINANCIAL GROUP INC ADR	$3,000	0.0%	112	0.0%	0.00%	–
AGX	ARGAN INC COM USD.06667	$2,000	0.0%	40	0.0%	0.00%	–
ARES	ARES MANAGEMENT CORP COM	$1,000	0.0%	13	0.0%	0.00%	–
ABR	ARBOR REALTY TRUST INC COM USD.01	$1,000	0.0%	32	0.0%	0.00%	–
WH	WYNDHAM HOTELS & RESRTS When Issued	$13,000	0.0%	186	0.0%	0.00%	–
AQB	AQUABOUNTY TECHNOLOGIES INC COM USA0.001	$3,000	0.0%	483	0.0%	0.00%	–
XPER	XPERI HOLDING CORP COM USD.001	$2,000	0.0%	91	0.0%	0.00%	–
ARI	APOLLO COMMERCIAL RE FIN INC COM USD.01	$1,000	0.0%	64	0.0%	0.00%	–
AIV	APARTMENT INVST & MGMT CO CL A COM USD.01	$1,000	–	77	0.0%	0.00%	–
ATEX	ANTERIX INC COM USD.0001	$8,000	+33.3%	131	0.0%	0.00%	–
AR	ANTERO RESOURCES CORP COM USD1.	$5,000	+66.7%	327	0.0%	0.00%	–
ZDGE	ZEDGE INC CL B COM USD.01	$6,000	+50.0%	310	0.0%	0.00%	–
ZIOP	ZIOPHARM ONCOLOGY INC COM	$7,000	-22.2%	2,583	0.0%	0.00%	–
ZIXI	ZIX CORP COM USD.01	$4,000	0.0%	510	0.0%	0.00%	–
ZUO	ZUORA INC COM CL A	$21,000	+16.7%	1,192	0.0%	0.00%	–
ARGO	ARGO GROUP INTL HOLDINGS LTD COM USD.1	$15,000	+7.1%	286	0.0%	0.00%	–
AEO	AMERN EAGLE OUTFITTERS INC COM NPV	$3,000	+50.0%	75	0.0%	0.00%	–
AXS	AXIS CAPITAL HOLDINGS LTD COM USD.1	$2,000	0.0%	31	0.0%	0.00%	–
BEP	BROOKFIELD RENEWABLE PRTS LP TR UNIT	$0	–	1	0.0%	0.00%	–
UHAL	AMERCO COM USD.25	$1,000	0.0%	2	0.0%	0.00%	–
AYX	ALTERYX INC CL A COM USD0.0001	$2,000	+100.0%	18	0.0%	0.00%	–
ALTO	ALTO INGREDIENTS INC COM	$1,000	–	87	0.0%	0.00%	–
ESGR	ENSTAR GROUP LTD ORD	$1,000	0.0%	3	0.0%	0.00%	–
ESNT	ESSENT GROUP LTD COM USD.01	$1,000	0.0%	22	0.0%	0.00%	–
ALNY	ALNYLAM PHARMACEUTICALS INC COM USD.0001	$22,000	+22.2%	128	0.0%	0.00%	–
GPRK	GEOPARK LTD COM USD.001	$1,000	0.0%	64	0.0%	0.00%	–
GTES	GATES INDUSTRIAL CORP PLC COM	$0	–	21	0.0%	0.00%	–
HOLI	HOLLYSYS AUTOMATION TECH LTD COM	$5,000	+25.0%	317	0.0%	0.00%	–
ALGT	ALLEGIANT TRAVEL CO COM USD.001	$1,000	0.0%	4	0.0%	0.00%	–
ATI	ALLEGHENY TECHNOLOGIES INC COM USD1	$4,000	0.0%	190	0.0%	0.00%	–
JRVR	JAMES RIVER GROUP HLDGS LTD COM USD0.0002	$2,000	-33.3%	65	0.0%	0.00%	–
ALX	ALEXANDER'S INC COM USD1	$0	–	1	0.0%	0.00%	–
KNSA	KINIKSA PHRMCETCLS LTD COM CL A	$0	–	19	0.0%	0.00%	–
AL	AIR LEASE CORP CL A COM USD.01	$2,000	0.0%	45	0.0%	0.00%	–
PAGS	PAGSEGURO DIGITAL LTD CL A COM NPV	$22,000	+22.2%	388	0.0%	0.00%	–
OSMT	OSMOTICA PHARMACEUTIC COM	$4,000	0.0%	1,299	0.0%	0.00%	–
QTNT	QUOTIENT LTD ORD SHS	$1,000	0.0%	141	0.0%	0.00%	–
AGLE	AEGLEA BIOTHERAPEUTICS INC COM USD.0001	$12,000	-7.7%	1,654	0.0%	0.00%	–
ACET	ADICET BIO INC COM	$1,000	0.0%	50	0.0%	0.00%	–
ADUS	ADDUS HOMECARE CORP COM USD.001	$12,000	-14.3%	138	0.0%	0.00%	–
TRTN	TRITON INTERNATIONAL LTD COM USD0.01	$1,000	0.0%	17	0.0%	0.00%	–
WTM	WHITE MTNS INS GROUP LTD COM USD1	$21,000	+5.0%	18	0.0%	0.00%	–
XP	XP INC COM CL A	$7,000	+16.7%	158	0.0%	0.00%	–
ACOR	ACORDA THERAPEUTICS INC COM USD.001	$0	–	1	0.0%	0.00%	–
ACIW	ACI WORLDWIDE INC CL A COM USD.005	$1,000	0.0%	14	0.0%	0.00%	–
RIG	TRANSOCEAN LTD COM USD.01	$1,000	0.0%	195	0.0%	0.00%	–
ACER	ACER THERAPEUTICS INC COM	$1,000	0.0%	225	0.0%	0.00%	–
AKR	ACADIA REALTY TRUST SHS BEN INT USD.001	$1,000	0.0%	28	0.0%	0.00%	–
ACAD	ACADIA PHARMACEUTICALS INC COM USD.001	$6,000	-14.3%	261	0.0%	0.00%	–
CGNT	COGNYTE SOFTWARE LTD -SPN COM USD0.001	$0	–	1	0.0%	0.00%	–
ABST	ABSOLUTE SOFTWARE CORP COM NPV	$1,000	0.0%	82	0.0%	0.00%	–
	ABRAXAS PETROLEUM CORP/NV COM USD.01	$0	–	4	0.0%	0.00%	–
ABMD	ABIOMED INC COM USD.01	$6,000	0.0%	19	0.0%	0.00%	–
FLEX	FLEX LTD ORD USD.01	$4,000	0.0%	245	0.0%	0.00%	–
GNK	GENCO SHIPPING & TRADING COM NPV	$17,000	+88.9%	881	0.0%	0.00%	–
SB	SAFE BULKERS INC COM USD.001	$0	–	2	0.0%	0.00%	–
MGNX	MACROGENICS INC COM USD0.01	$2,000	0.0%	58	0.0%	0.00%	–
MSGS	MADISON SQUARE GARDEN SPORTS CL A COM USD.01	$2,000	0.0%	10	0.0%	0.00%	–
MSGE	MADISON SQUARE GARD ENT COM CL A	$7,000	0.0%	85	0.0%	0.00%	–
TUSK	MAMMOTH ENERGY SERVICES INC COM USD0.01	$1,000	-50.0%	286	0.0%	0.00%	–
MBII	MARRONE BIO INNOVTIONS COM USD0.00001	$0	–	1	0.0%	0.00%	–
MAXR	MAXAR TECHNOLOGIES INC COM NPV	$21,000	+5.0%	534	0.0%	0.00%	–
MDIA	MEDIACO HOLDING INC COM CL A	$0	–	1	0.0%	0.00%	–
MD	MEDNAX INC COM USD.01	$1,000	0.0%	20	0.0%	0.00%	–
IOVA	IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166	$3,000	0.0%	106	0.0%	0.00%	–
PXH	Invesco FTSE RAFI Emerging Market	$10,000	+11.1%	412	0.0%	0.00%	–
MTOR	MERITOR INC COM USD1	$4,000	-20.0%	169	0.0%	0.00%	–
MACK	MERRIMACK PHARMACEUTICALS COM USD0.01	$1,000	0.0%	141	0.0%	0.00%	–
	MICRO FOCUS INTL PLC SPON ADR NEW	$0	–	21	0.0%	0.00%	–
IART	INTEGRA LIFESCIENCES HOLDNGS COM USD.01	$1,000	0.0%	14	0.0%	0.00%	–
MBCN	MIDDLEFIELD BANC CORP COM NPV	$4,000	0.0%	189	0.0%	0.00%	–
MSEX	MIDDLESEX WATER CO COM NPV	$6,000	0.0%	72	0.0%	0.00%	–
MLHR	MILLER (HERMAN) INC COM USD.2	$1,000	0.0%	25	0.0%	0.00%	–
PODD	INSULET CORP COM USD.001	$2,000	0.0%	9	0.0%	0.00%	–
NGVT	INGEVITY CORP COM USD.01	$2,000	0.0%	25	0.0%	0.00%	–
INFI	INFINITY PHARMACEUTICALS INC COM USD	$2,000	-33.3%	797	0.0%	0.00%	–
INDT	INDUS REALTY TRUST INC COM USD.01	$1,000	0.0%	15	0.0%	0.00%	–
IRT	INDEPENDENCE REALTY TRUST COM USD0.01	$7,000	+40.0%	359	0.0%	0.00%	–
IBRX	IMMUNITYBIO INC COM	$20,000	-39.4%	1,396	0.0%	0.00%	-100.0%
IMH	IMPAC MORTGAGE HOLDINGS INC COM USD.01 SBI	$0	–	94	0.0%	0.00%	–
IMAX	IMAX CORP COM NPV	$1,000	0.0%	40	0.0%	0.00%	–
ITT	ITT INC COM USD1	$5,000	0.0%	50	0.0%	0.00%	–
STAR	ISTAR INC COM USD.001	$7,000	+16.7%	343	0.0%	0.00%	–
ICUI	ICU MEDICAL INC COM USD.1	$0	–	1	0.0%	0.00%	–
MBIO	MUSTANG BIO INC COM	$0	–	2	0.0%	0.00%	–
NSTG	NANOSTRING TECHNOLOGIES INC COM USD0.0001	$19,000	-5.0%	301	0.0%	0.00%	–
NSSC	NAPCO SECURITY TECH INC COM USD.01	$12,000	0.0%	343	0.0%	0.00%	–
HPP	HUDSON PACIFIC PPTYS INC COM USD.01	$0	–	1	0.0%	0.00%	–
NFG	NATIONAL FUEL GAS CO COM NPV	$3,000	0.0%	66	0.0%	0.00%	–
NRC	NATIONAL RESEARCH CORP COM USD.001	$2,000	0.0%	53	0.0%	0.00%	–
HHC	HOWARD HUGHES CORP COM USD0.01	$0	–	4	0.0%	0.00%	–
NTCO	NATURA &CO HOLDING SA ADS	$0	–	9	0.0%	0.00%	–
TWNK	HOSTESS BRANDS INC CL A COM USD.0001	$4,000	0.0%	277	0.0%	0.00%	–
NNI	NELNET INC CL A COM USD.01	$0	–	5	0.0%	0.00%	–
SNR	NEW SENIOR INVESTMENT GROUP COM USD.01	$6,000	+20.0%	736	0.0%	0.00%	–
NWS	NEWS CORP CL B COM USD0.01	$8,000	0.0%	325	0.0%	0.00%	–
NXRT	NEXPOINT RESIDENTIAL TR INC COM USD.01	$10,000	+25.0%	177	0.0%	0.00%	–
HAS	HASBRO INC COM USD.5	$16,000	0.0%	165	0.0%	0.00%	–
HLIT	HARMONIC INC COM USD.001	$4,000	0.0%	470	0.0%	0.00%	–
HASI	HANNON ARMSTRONG SUST INFR COM USD0.01	$12,000	0.0%	209	0.0%	0.00%	–
NWPX	NORTHWEST PIPE CO COM USD.01	$3,000	-25.0%	106	0.0%	0.00%	–
NWE	NORTHWESTERN CORP COM NEW	$15,000	-6.2%	247	0.0%	0.00%	–
NUVA	NUVASIVE INC COM USD.001	$9,000	0.0%	131	0.0%	0.00%	–
GDOT	GREEN DOT CORP CL A COM USD.001	$0	–	6	0.0%	0.00%	–
OFG	OFG BANCORP COM USD1	$13,000	0.0%	583	0.0%	0.00%	–
OII	OCEANEERING INTERNATIONAL COM USD.25	$0	–	29	0.0%	0.00%	–
AJX	GREAT AJAX CORP COM USD0.01	$1,000	0.0%	80	0.0%	0.00%	–
OIS	OIL STATES INTL INC COM USD.01	$1,000	0.0%	184	0.0%	0.00%	–
GTN	GRAY TELEVISION INC CL B COM NPV	$16,000	+23.1%	697	0.0%	0.00%	–
ONB	OLD NATIONAL BANCORP COM NPV	$0	–	15	0.0%	0.00%	–
LOPE	GRAND CANYON EDUCATION INC COM USD.01	$1,000	0.0%	6	0.0%	0.00%	–
OLLI	OLLIE'S BARGAIN OUTLET HLDGS COM USD.001	$1,000	0.0%	11	0.0%	0.00%	–
OMER	OMEROS CORP COM USD.01	$1,000	0.0%	41	0.0%	0.00%	–
OGS	ONE GAS INC COM	$13,000	-7.1%	178	0.0%	0.00%	–
GOGO	GOGO INC COM USD0.0001	$1,000	0.0%	119	0.0%	0.00%	–
GMED	GLOBUS MEDICAL INC CL A COM USD.001	$2,000	0.0%	26	0.0%	0.00%	–
OPTN	OPTINOSE INC COM USD0.001	$1,000	0.0%	239	0.0%	0.00%	–
CHIX	GLOBAL X FDS CHINA FINL ETF	$2,000	0.0%	107	0.0%	0.00%	–
GWRS	GLOBAL WATER RESOURCES INC COM USD.01	$2,000	0.0%	98	0.0%	0.00%	–
GBT	GLOBAL BLOOD THERAPEUTICS COM USD0.001	$0	–	6	0.0%	0.00%	–
ORA	ORMAT TECHNOLOGIES INC COM USD.001	$0	–	4	0.0%	0.00%	–
KIDS	ORTHOPEDIATRICS CORP COM USD0.00025	$10,000	+25.0%	163	0.0%	0.00%	–
OVID	OVID THRPUTCS INC COM	$7,000	0.0%	1,728	0.0%	0.00%	–
CNXN	PC CONNECTION INC COM USD.01	$4,000	0.0%	87	0.0%	0.00%	–
GNW	GENWORTH FINANCIAL INC CL A USD.001	$1,000	–	133	0.0%	0.00%	–
PDFS	PDF SOLUTIONS INC COM USD.00015	$0	–	3	0.0%	0.00%	–
GCO	GENESCO INC COM USD1	$1,000	0.0%	21	0.0%	0.00%	–
GATX	GATX CORP COM USD.625	$13,000	-7.1%	150	0.0%	0.00%	–
PACW	PACWEST BANCORP COM NPV	$1,000	0.0%	15	0.0%	0.00%	–
PK	PARK HOTELS & RESORTS COM USD.01	$1,000	0.0%	61	0.0%	0.00%	–
PRTY	PARTY CITY HOLDCO INC COM USD.01	$0	–	1	0.0%	0.00%	–
PATK	PATRICK INDUSTRIES INC COM NPV	$8,000	-11.1%	103	0.0%	0.00%	–
PEGA	PEGASYSTEMS INC COM USD.01	$1,000	0.0%	6	0.0%	0.00%	–
PMT	PENNYMAC MORTGAGE INVEST TR COM SHS BEN	$0	–	21	0.0%	0.00%	–
FLKR	FRANKLIN TEMPLETON ETF TR FTSE SOUTH KOREA	$10,000	0.0%	300	0.0%	0.00%	–
FOX	FOX CORP COM CL B	$8,000	0.0%	226	0.0%	0.00%	–
FCPT	FOUR CORNERS PROPERTY TR INC COM USD.0001	$0	–	2	0.0%	0.00%	–
FSM	FORTUNA SILVER MINES INC COM NPV	$0	–	40	0.0%	0.00%	–
FBIO	FORTRESS BIOTECH INC COM USD.001	$7,000	0.0%	1,905	0.0%	0.00%	–
PHAS	PHASEBIO PHARMACEUTIC COM	$0	–	122	0.0%	0.00%	–
PHAT	PHATHOM PHARMA INC COM	$0	-100.0%	14	0.0%	0.00%	–
FOCS	FOCUS FINANCL PRTNR INC COM	$25,000	+19.0%	512	0.0%	0.00%	–
PLAB	PHOTRONICS INC COM NPV	$25,000	0.0%	1,923	0.0%	0.00%	-100.0%
FLDM	FLUIDIGM CORP COM USD.001	$1,000	0.0%	156	0.0%	0.00%	–
PIPR	PIPER SANDLER COS COM	$1,000	–	4	0.0%	0.00%	–
FLR	FLUOR CORP COM USD.625	$1,000	0.0%	58	0.0%	0.00%	–
FTK	FLOTEK INDUSTRIES INC COM	$0	–	1	0.0%	0.00%	–
FBC	FLAGSTAR BANCORP INC COM USD.01	$0	–	10	0.0%	0.00%	–
POR	PORTLAND GENERAL ELECTRIC CO COM USD	$0	–	9	0.0%	0.00%	–
PDS	PRECISION DRILLING CORP COM NPV	$1,000	0.0%	25	0.0%	0.00%	–
FNWB	FIRST NORTHWEST BANCRP COM	$1,000	0.0%	42	0.0%	0.00%	–
PFIE	PROFIRE ENERGY INC COM USD.001	$0	–	70	0.0%	0.00%	–
FBP	FIRST BANCORP P R COM NPV	$17,000	0.0%	1,468	0.0%	0.00%	–
ONLN	PROSHARES TR ONLINE RTL ETF	$1,000	0.0%	16	0.0%	0.00%	–
EUO	PROSHARES ULTRASHORT EURO	$5,000	0.0%	201	0.0%	0.00%	–
PAWZ	PROSHARES TR PET CARE ETF	$24,000	+9.1%	300	0.0%	0.00%	–
FEYE	FIREEYE INC COM USD.0001	$1,000	0.0%	53	0.0%	0.00%	–
PFS	PROVIDENT FINANCIAL SVCS INC COM USD.01	$4,000	0.0%	196	0.0%	0.00%	–
FNF	FIDELITY NATL FINL FNF GROUP COM USD.0001	$13,000	0.0%	310	0.0%	0.00%	–
FTEC	FIDELITY MSCI INFO TECH ETF	$22,000	+10.0%	186	0.0%	0.00%	–
PYR	PYROGENESIS CANADA INC COM NPV	$1,000	0.0%	157	0.0%	0.00%	–
FCN	FTI CONSULTING INC CL A COM USD.01	$2,000	0.0%	16	0.0%	0.00%	–
EXPR	EXPRESS INC COM USD.01	$1,000	0.0%	176	0.0%	0.00%	–
RLGT	RADIANT LOGISTICS INC COM	$12,000	0.0%	1,754	0.0%	0.00%	–
RFL	RAFAEL HOLDINGS INC COM CL B USD0.01	$8,000	+33.3%	147	0.0%	0.00%	–
RMBS	RAMBUS INC COM USD.001	$4,000	+33.3%	159	0.0%	0.00%	–
EVH	EVOLENT HEALTH INC CL A COM USD.01	$12,000	0.0%	592	0.0%	0.00%	–
RAPT	RAPT THERAPEUTICS INC COM	$19,000	+46.2%	598	0.0%	0.00%	–
EVFM	EVOFEM BIOSCIENCES INC COM	$0	–	182	0.0%	0.00%	–
EVTC	EVERTEC INC COM USD.01	$1,000	0.0%	20	0.0%	0.00%	–
EVRG	EVERGY INC COM USD5	$5,000	0.0%	85	0.0%	0.00%	–
RETA	REATA PHARMACEUTICALS INC CL A COM NPV	$1,000	0.0%	10	0.0%	0.00%	–
REPH	RECRO PHARMA INC COM USD.01	$1,000	0.0%	239	0.0%	0.00%	–
EVBN	EVANS BANCORP INC COM USD.50	$1,000	0.0%	34	0.0%	0.00%	–
EPRT	ESSENTIAL PPT RLTY TST COM USD0.01	$1,000	0.0%	38	0.0%	0.00%	–
SOL	RENESOLA LTD ADS NPV	$3,000	-25.0%	307	0.0%	0.00%	–
ETRN	EQUITRANS MID CORP COM	$1,000	0.0%	72	0.0%	0.00%	–
PLUS	EPLUS INC COM USD.01	$0	–	3	0.0%	0.00%	–
NVST	ENVISTA HOLDINGS CORP COM	$1,000	0.0%	21	0.0%	0.00%	–
ENZ	ENZO BIOCHEM INC COM USD.01	$0	–	1	0.0%	0.00%	–
ROIC	RETAIL OPPORTUNITY INVTS CP COM USD.0001	$0	–	22	0.0%	0.00%	–
RVI	RETAIL VALUE INC COM	$5,000	+25.0%	211	0.0%	0.00%	–
NPO	ENPRO INDUSTRIES INC COM USD.01	$0	–	5	0.0%	0.00%	–
REI	RING ENERGY INC COM USD.001	$1,000	0.0%	385	0.0%	0.00%	–
RAD	RITE AID CORP COM USD1	$8,000	-20.0%	496	0.0%	0.00%	–
WATT	ENERGOUS CORP COM USD0.00001	$0	–	2	0.0%	0.00%	–
ROG	ROGERS CORP COM USD1	$2,000	0.0%	9	0.0%	0.00%	–
KALU	KAISER ALUMINUM CORP COM PAR $0.01	$0	–	3	0.0%	0.00%	–
LTHM	LIVENT CORP COM	$2,000	0.0%	126	0.0%	0.00%	–
LIVX	LIVEXLIVE MEDIA COM USD0.001	$0	–	1	0.0%	0.00%	–
JNCE	JOUNCE THERAPEUTICS INC COM USD0.001	$0	–	1	0.0%	0.00%	–
MBI	MBIA INC COM USD1	$0	–	40	0.0%	0.00%	–
MGEE	MGE ENERGY INC COM USD8	$2,000	+100.0%	21	0.0%	0.00%	–
MSM	MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001	$1,000	0.0%	16	0.0%	0.00%	–
ITUB	ITAU UNIBANCO HLDG SA SP ADR REP PFD	$1,000	0.0%	133	0.0%	0.00%	–
ITMR	ITAMAR MEDICAL LTD ADR	$13,000	0.0%	550	0.0%	0.00%	–
MAC	MACERICH CO COM USD.01	$0	–	2	0.0%	0.00%	–
MIC	MACQUARIE INFRASTRUCTURE CP SHS BEN INT	$0	–	7	0.0%	0.00%	–
KLIC	KULICKE & SOFFA INDUSTRIES COM NPV	$13,000	+30.0%	212	0.0%	0.00%	–
KWEB	KRANESHARES CSI CHINA INTERN	$2,000	-33.3%	35	0.0%	0.00%	–
KOS	KOSMOS ENERGY LTD COM USD.01	$0	–	130	0.0%	0.00%	–
LADR	LADDER CAPITAL CORP CL A COM USD.001	$0	–	30	0.0%	0.00%	–
LMND	LEMONADE INC COM	$7,000	+16.7%	62	0.0%	0.00%	–
LENB	LENNAR CORP CL B COM USD.1	$3,000	0.0%	42	0.0%	0.00%	–
LNSR	LENSAR INC COM	$1,000	0.0%	119	0.0%	0.00%	–
LBRDA	LIBERTY BROADBAND CORP SR A COM USD.01	$21,000	+16.7%	122	0.0%	0.00%	–
LSXMA	LIBERTY MEDIA SIRIUSXM GROUP SR A COM USD0.01	$0	–	7	0.0%	0.00%	–
LSXMK	LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01	$4,000	0.0%	93	0.0%	0.00%	–
FWONA	LIBERTY MEDIA FORMULA ONE MEDIA COM SER A	$0	–	2	0.0%	0.00%	–
KELYA	KELLY SERVICES INC -CL A CL A COM USD1 NVTG	$1,000	0.0%	25	0.0%	0.00%	–
LCTX	LINEAGE CELL THERAPEUTICS IN COM NPV	$2,000	+100.0%	540	0.0%	0.00%	–
KPTI	KARYOPHARM THERAPEUTICS INC COM USD.0001	$8,000	0.0%	753	0.0%	0.00%	–
LGFB	LIONS GATE ENTERTAINMENT CP CL B NON VTG	$1,000	–	36	0.0%	0.00%	–
LQDA	LIQUIDIA CORP COM	$0	–	1	0.0%	0.00%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Mercer Investments LLC #1

Original filings

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

View 13F-HR filed 2021-08-09

Signatures

The EDGAR filing(s) were signed by:

RAYMOND AMOROSO III ESQ. — Chief Compliance Officer

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)

O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2021 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
COTT CORP /CN/	February 01, 2010	3,841,065	4.7%
APPLIED SIGNAL TECHNOLOGY INC	June 08, 2009	594,058	4.6%
CRAWFORD & CO	May 01, 2009	979,322	4.0%
TREX CO INC	April 01, 2009	721,599	4.7%
UNIFI INC	March 24, 2009	1,463,028	2.4%
METALICO INC	October 02, 2008	1,584,233	5.0%
1 800 FLOWERS COM INC	July 08, 2008	781,222	3.0%
CAL MAINE FOODS INC	July 08, 2008	1,001,475	4.7%
Emergency Medical Services CORP	July 08, 2008	265,967	2.9%
LSB INDUSTRIES INC	July 08, 2008	686,846	3.2%

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-02-09
13F-HR	2023-11-13
13F-HR	2023-08-11
13F-HR	2023-05-12
13F-HR	2023-02-10
13F-HR	2022-11-14
13F-HR	2022-08-11
13F-HR	2022-05-13
13F-HR	2022-02-11
13F-HR	2021-11-10

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (5025812000.0 != 5025818000.0)
The reported number of holdings is incorrect (2713 != 2712)

Export O'SHAUGHNESSY ASSET MANAGEMENT, LLC's holdings

O'SHAUGHNESSY ASSET MANAGEMENT, LLC - Q2 2021 holdings