O'SHAUGHNESSY ASSET MANAGEMENT, LLC

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$4.9 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 2810 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 15.5% .

All

		Value		Shares		↓ Weighting
VTV	VANGUARD VALUE ETF	$1,996,000	-1.5%	14,745	0.0%	0.04%	+2.5%
HE	HAWAIIAN ELECTRIC INDS COM NPV	$1,548,000	-3.2%	37,855	0.0%	0.03%	0.0%
ITOT	ISHARES CORE S&P TOTAL U.S.	$1,145,000	-0.4%	11,641	0.0%	0.02%	0.0%
XLK	TECHNOLOGY SELECT SECT SPDR	$994,000	+1.1%	6,655	0.0%	0.02%	0.0%
VO	VANGUARD MID-CAP ETF	$793,000	-0.3%	3,349	0.0%	0.02%	0.0%
VNO	VORNADO REALTY TRUST SH BEN INT USD.04	$715,000	-9.9%	17,012	0.0%	0.02%	-6.2%
VGT	VANGUARD INFO TECH ETF	$679,000	+0.7%	1,691	0.0%	0.01%	+7.7%
VEU	VANGUARD INTL EQUITY INDEX F ALLWRLD EX US	$644,000	-3.9%	10,570	0.0%	0.01%	0.0%
VB	VANGUARD SMALL-CAP ETF	$571,000	-3.1%	2,613	0.0%	0.01%	0.0%
IWR	ISHARES RUSSELL MID-CAP ETF	$570,000	-1.4%	7,293	0.0%	0.01%	0.0%
VBR	VANGUARD INDEX FDS SM CP VAL ETF	$515,000	-2.6%	3,045	0.0%	0.01%	0.0%
MGC	VANGUARD MEGA CAP ETF	$469,000	+0.2%	3,075	0.0%	0.01%	+11.1%
VUG	VANGUARD GROWTH ETF	$366,000	+1.1%	1,261	0.0%	0.01%	0.0%
FDN	FIRST TRUST DJ INTERNET IND	$323,000	-3.6%	1,369	0.0%	0.01%	0.0%
VYM	VANGUARD HIGH DVD YIELD ETF	$310,000	-1.3%	3,000	0.0%	0.01%	0.0%
DVY	ISHARES SELECT DIVIDEND ETF	$272,000	-1.8%	2,374	0.0%	0.01%	0.0%
DFAC	DIMENSIONAL ETF TRUST US CORE EQUITY 2	$281,000	-1.7%	10,593	0.0%	0.01%	0.0%
IJS	ISHARES TR SP SMCP600VL ETF	$302,000	-4.4%	3,000	0.0%	0.01%	0.0%
VOE	VANGUARD MID-CAP VALUE ETF	$221,000	-0.5%	1,581	0.0%	0.01%	+25.0%
RHP	RYMAN HOSPITALITY PPTYS INC COM USD.01	$224,000	+6.2%	2,668	0.0%	0.01%	+25.0%
NFRA	FLEXSHARES STOXX GLOBAL BROA	$239,000	-2.8%	4,276	0.0%	0.01%	0.0%
PRF	INVESCO FTSE RAFI US 1000 ET	$249,000	-1.2%	1,573	0.0%	0.01%	0.0%
IJK	ISHARES S&P MID-CAP 400 GROW	$258,000	-2.3%	3,260	0.0%	0.01%	0.0%
VTEB	VANGUARD TAX-EXEMPT BOND ETF	$189,000	-0.5%	3,444	0.0%	0.00%	0.0%
VHT	VANGUARD HEALTH CARE ETF	$207,000	0.0%	839	0.0%	0.00%	0.0%
VIGI	VANGUARD INT DIV APP INDX FD	$220,000	0.0%	2,519	0.0%	0.00%	0.0%
XHR	XENIA HOTELS & RESORTS INC COM USD.01	$211,000	-5.4%	11,887	0.0%	0.00%	0.0%
INN	SUMMIT HOTEL PROPERTIES INC COM USD.01	$184,000	+2.8%	19,145	0.0%	0.00%	0.0%
ESTA	ESTABLISHMNT LBS HLDNG COM	$174,000	-17.9%	2,430	0.0%	0.00%	0.0%
RYT	INVESCO S&P 500 EQUAL WEIGHT	$218,000	-0.5%	756	0.0%	0.00%	0.0%
PRFZ	INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500	$183,000	-2.1%	1,003	0.0%	0.00%	0.0%
EFA	ISHARES MSCI EAFE ETF	$143,000	-0.7%	1,828	0.0%	0.00%	0.0%
DVAX	DYNAVAX TECHNOLOGIES CORP COM USD.001	$149,000	+96.1%	7,747	0.0%	0.00%	+50.0%
GMS	GMS INC COM USD.01	$155,000	-8.8%	3,535	0.0%	0.00%	0.0%
ONEQ	FIDELITY NASDAQ COMP INDX TS	$134,000	-0.7%	2,390	0.0%	0.00%	0.0%
XLI	INDUSTRIAL SELECT SECT SPDR	$137,000	-4.2%	1,401	0.0%	0.00%	0.0%
PAVE	GLOBAL X FDS US INFR DEV ETF	$82,000	-1.2%	3,220	0.0%	0.00%	0.0%
GPRO	GOPRO INC CL A COM USD.0001	$85,000	-19.8%	9,098	0.0%	0.00%	0.0%
ARVN	ARVINAS INC COM	$94,000	+6.8%	1,139	0.0%	0.00%	0.0%
SHOO	MADDEN STEVEN LTD COM USD.0001	$92,000	-8.0%	2,289	0.0%	0.00%	0.0%
FXO	FIRST TRUST FINANCIAL ALPHAD	$76,000	+1.3%	1,728	0.0%	0.00%	+100.0%
ICHR	ICHOR HOLDINGS LTD COM USD.0001	$95,000	-23.4%	2,305	0.0%	0.00%	0.0%
XLY	CONSUMER DISCRETIONARY SELT	$101,000	0.0%	563	0.0%	0.00%	0.0%
XLE	SELECT SECTOR SPDR TR ENERGY	$88,000	-3.3%	1,682	0.0%	0.00%	0.0%
ARAY	ACCURAY INC COM USD.001	$92,000	-12.4%	23,182	0.0%	0.00%	0.0%
ZNTL	ZENTALIS PHARMACEUTICALS INC COM	$78,000	+25.8%	1,170	0.0%	0.00%	+100.0%
FOE	FERRO CORP COM USD1	$77,000	-6.1%	3,781	0.0%	0.00%	0.0%
XPEL	XPEL INC COM	$76,000	-9.5%	1,000	0.0%	0.00%	0.0%
DGRW	WISDOMTREE U.S. QUALITY DIVI	$121,000	-0.8%	2,049	0.0%	0.00%	0.0%
DGRS	WISDOMTREE TR US S CAP QTY DIV	$90,000	-4.3%	2,026	0.0%	0.00%	0.0%
DDLS	WISDOMTREE TR DYNAMIC INT EQ	$101,000	+1.0%	2,906	0.0%	0.00%	0.0%
INSM	INSMED INC COM USD.01	$83,000	-2.4%	2,995	0.0%	0.00%	0.0%
CDXS	CODEXIS INC COM USD.0001	$80,000	+2.6%	3,433	0.0%	0.00%	0.0%
WSC	WILLSCOT MOBILE MINI HOLDING COM USD.01	$79,000	+14.5%	2,480	0.0%	0.00%	+100.0%
OEF	ISHARES S&P 100 ETF	$104,000	+1.0%	527	0.0%	0.00%	0.0%
IVW	ISHARES S&P 500 GROWTH ETF	$93,000	+2.2%	1,252	0.0%	0.00%	0.0%
PFSW	PFSWEB INC COM USD.001	$81,000	+76.1%	6,259	0.0%	0.00%	+100.0%
MORF	MORPHIC HOLDING INC COM	$77,000	0.0%	1,349	0.0%	0.00%	0.0%
IYJ	ISHARES U.S. INDUSTRIALS ETF	$98,000	-3.9%	918	0.0%	0.00%	0.0%
SILK	SILK ROAD MEDICAL INC COM CL A	$81,000	+14.1%	1,474	0.0%	0.00%	+100.0%
ULTA	ULTA BEAUTY INC COM USD.0158	$87,000	+4.8%	241	0.0%	0.00%	0.0%
VNQ	VANGUARD REAL ESTATE ETF	$103,000	0.0%	1,016	0.0%	0.00%	0.0%
GDV	GABELLI DIVIDEND & INCOME TR	$75,000	-2.6%	2,914	0.0%	0.00%	0.0%
QTRX	QUANTERIX CORP COM	$67,000	-14.1%	1,335	0.0%	0.00%	-50.0%
AEIS	ADVANCED ENERGY INDS INC COM USD.001	$46,000	-22.0%	527	0.0%	0.00%	0.0%
CW	CURTISS-WRIGHT CORP COM USD1	$33,000	+6.5%	262	0.0%	0.00%	0.0%
REPL	REPLIMUNE GROUP INC COM	$36,000	-21.7%	1,202	0.0%	0.00%	0.0%
RUTH	RUTHS HOSPITALITY GROUP INC COM USD.01	$41,000	-10.9%	1,995	0.0%	0.00%	0.0%
KRE	SPDR SERIES TRUST S&P REGL BKG	$27,000	+3.8%	400	0.0%	0.00%	0.0%
XHB	SPDR S&P HOMEBUILDERS ETF	$29,000	0.0%	400	0.0%	0.00%	0.0%
JOE	ST JOE CO COM USD100	$35,000	-5.4%	828	0.0%	0.00%	0.0%
SCHB	SCHWAB US BROAD MARKET ETF	$28,000	-3.4%	274	0.0%	0.00%	0.0%
SEAS	SEAWORLD ENTERTAINMENT INC COM USD.01	$69,000	+11.3%	1,244	0.0%	0.00%	0.0%
ABNB	AIRBNB INC COM CL A	$28,000	+12.0%	165	0.0%	0.00%	–
SWTX	SPRINGWORKS THERAPEUTICS INC COM	$51,000	-22.7%	797	0.0%	0.00%	0.0%
LRN	STRIDE INC COM USD.0001	$28,000	+12.0%	788	0.0%	0.00%	–
AXSM	AXSOME THERAPEUTICS INC COM USD.0001	$44,000	-51.1%	1,336	0.0%	0.00%	-50.0%
TDY	TELEDYNE TECHNOLOGIES INC COM USD.01	$49,000	+4.3%	113	0.0%	0.00%	0.0%
TRNS	TRANSCAT INC COM USD.5	$56,000	+14.3%	869	0.0%	0.00%	0.0%
TMDX	TRANSMEDICS GROUP INC COM	$44,000	0.0%	1,318	0.0%	0.00%	0.0%
BRP	BRP GROUP INC COM CL A	$71,000	+24.6%	2,124	0.0%	0.00%	0.0%
TPB	TURNING POINT BRANDS INC COM USD.01	$36,000	+5.9%	750	0.0%	0.00%	0.0%
ERII	ENERGY RECOVERY INC COM USD.001	$46,000	-16.4%	2,402	0.0%	0.00%	0.0%
ALEX	ALEXANDER & BALDWIN INC COM NPV	$41,000	+28.1%	1,764	0.0%	0.00%	0.0%
BAND	BANDWIDTH INC CL A COM USD.001	$29,000	-35.6%	326	0.0%	0.00%	0.0%
EB	EVENTBRITE INC COM CL A USD 0.00001	$65,000	0.0%	3,428	0.0%	0.00%	0.0%
VOT	VANGUARD MID-CAP GROWTH ETF	$28,000	0.0%	118	0.0%	0.00%	0.0%
VERI	VERITONE INC COM USD0.001	$32,000	+18.5%	1,349	0.0%	0.00%	0.0%
VWTR	VIDLER WATER RESOURCES INC COM USD.1	$44,000	-13.7%	3,847	0.0%	0.00%	0.0%
MMU	WESTERN ASSET MANAGED MUNICI	$52,000	-1.9%	3,890	0.0%	0.00%	0.0%
WLDN	WILLDAN GROUP INC COM USD.01	$40,000	-4.8%	1,109	0.0%	0.00%	0.0%
DHS	WISDOMTREE US HIGH DIVIDEND	$47,000	0.0%	606	0.0%	0.00%	0.0%
DGS	WISDOMTREE TR EMG MKTS SMCAP	$71,000	-1.4%	1,320	0.0%	0.00%	0.0%
DEM	WISDOMTREE TR EMER MKT HIGH FD	$42,000	-4.5%	954	0.0%	0.00%	0.0%
DES	WISDOMTREE TR US SMALLCAP DIVD	$52,000	-1.9%	1,671	0.0%	0.00%	0.0%
IHDG	WISDOMTREE INTERNATIONAL HED	$73,000	-2.7%	1,691	0.0%	0.00%	0.0%
SKYY	FIRST TRUST CLOUD COMPUTING	$26,000	-3.7%	251	0.0%	0.00%	0.0%
TSEM	TOWER SEMICONDUCTOR LTD ORD NIS1	$63,000	+1.6%	2,110	0.0%	0.00%	0.0%
FFIC	FLUSHING FINANCIAL CORP COM USD.01	$68,000	+6.2%	3,000	0.0%	0.00%	0.0%
FOCS	FOCUS FINANCL PRTNR INC COM	$27,000	+8.0%	512	0.0%	0.00%	–
AFMD	AFFIMED NV COM EUR.01	$29,000	-27.5%	4,713	0.0%	0.00%	0.0%
ATCO	ATLAS CORP COM	$58,000	+5.5%	3,837	0.0%	0.00%	0.0%
BLFS	BIOLIFE SOLUTIONS INC COM USD.001	$39,000	-4.9%	929	0.0%	0.00%	0.0%
BLKB	BLACKBAUD INC COM	$35,000	-7.9%	497	0.0%	0.00%	0.0%
BDJ	BLACKROCK ENHANCED EQT DIV T COM	$42,000	-4.5%	4,326	0.0%	0.00%	0.0%
GBCI	GLACIER BANCORP INC COM USD.01	$38,000	0.0%	688	0.0%	0.00%	0.0%
GSLC	GOLDMAN ACTIVEBETA US LC ETF	$73,000	0.0%	849	0.0%	0.00%	0.0%
GLDD	GREAT LAKES DREDGE & DOCK CP COM USD.01	$54,000	+3.8%	3,573	0.0%	0.00%	0.0%
GDYN	GRID DYNAMICS HOLDGS INC COM	$43,000	+95.5%	1,471	0.0%	0.00%	–
HTD	JOHN HANCOCK T/A DVD INCOME	$52,000	-7.1%	2,263	0.0%	0.00%	0.0%
CCCC	C4 THERAPEUTICS INC COM	$46,000	+17.9%	1,037	0.0%	0.00%	0.0%
PI	IMPINJ INC COM USD.001	$61,000	+10.9%	1,069	0.0%	0.00%	0.0%
INSG	INSEEGO CORP COM USD.001	$67,000	-33.7%	10,000	0.0%	0.00%	-50.0%
IDCC	INTERDIGITAL INC COM USD.01	$42,000	-6.7%	621	0.0%	0.00%	0.0%
PHO	INVESCO WATER RESOURCES ETF	$27,000	0.0%	500	0.0%	0.00%	0.0%
PKW	INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV	$36,000	0.0%	402	0.0%	0.00%	0.0%
PJP	INVESCO EXCHANGE TRADED FD T DYNMC PHRMCTLS	$70,000	-4.1%	909	0.0%	0.00%	0.0%
IWP	ISHARES RUSSELL MID-CAP GROW	$42,000	-2.3%	378	0.0%	0.00%	0.0%
IJT	ISHARES S&P SMALL-CAP 600 GR	$36,000	-2.7%	276	0.0%	0.00%	0.0%
SCZ	ISHARES TR EAFE SML CP ETF	$65,000	+1.6%	868	0.0%	0.00%	0.0%
CWH	CAMPING WORLD HOLDINGS INC CL A COM USD.01	$69,000	-4.2%	1,760	0.0%	0.00%	0.0%
USRT	ISHARES CORE US REIT ETF	$41,000	0.0%	696	0.0%	0.00%	0.0%
PFF	ISHARES PREFERRED & INCOME S	$27,000	0.0%	686	0.0%	0.00%	0.0%
KRTX	KARUNA THERPEUTICS INC COM	$67,000	+8.1%	546	0.0%	0.00%	0.0%
CASS	CASS INFORMATION SYSTEMS INC COM USD2.5	$29,000	+3.6%	688	0.0%	0.00%	0.0%
CSTL	CASTLE BIOSCIENCES INC COM	$40,000	-9.1%	606	0.0%	0.00%	0.0%
ATRS	ANTARES PHARMA INC COM USD.01	$36,000	-16.3%	9,792	0.0%	0.00%	0.0%
CDXC	CHROMADEX CORP COM USD.001	$44,000	-36.2%	7,019	0.0%	0.00%	0.0%
MODN	MODEL N INC COM USD.00015	$68,000	-2.9%	2,033	0.0%	0.00%	0.0%
RFI	COHEN & STEERS TOT RET RLTY	$36,000	0.0%	2,216	0.0%	0.00%	0.0%
COLL	COLLEGIUM PHARMACEUTICAL INC COM USD0.001	$33,000	-15.4%	1,652	0.0%	0.00%	0.0%
OLN	OLIN CORP COM USD1	$43,000	+4.9%	893	0.0%	0.00%	0.0%
ARCC	ARES CAPITAL CORP COM	$26,000	+4.0%	1,294	0.0%	0.00%	–
OPRX	OPTIMIZERX CORP COM	$61,000	+38.6%	711	0.0%	0.00%	0.0%
PNTG	PENNANT GROUP INC (THE) COM	$34,000	-32.0%	1,213	0.0%	0.00%	0.0%
AJRD	AEROJET ROCKETDYNE HOLDINGS COM USD.1	$69,000	-9.2%	1,576	0.0%	0.00%	-50.0%
CRSR	CORSAIR GAMING INC COM	$58,000	-21.6%	2,229	0.0%	0.00%	0.0%
PAHC	PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001	$36,000	-26.5%	1,682	0.0%	0.00%	0.0%
ICBK	COUNTY BANCORP INC COM USD.01	$27,000	+8.0%	746	0.0%	0.00%	–
	ABRAXAS PETROLEUM CORP/NV COM USD.01	$0	–	4	0.0%	0.00%	–
ACAD	ACADIA PHARMACEUTICALS INC COM USD.001	$4,000	-33.3%	261	0.0%	0.00%	–
ACER	ACER THERAPEUTICS INC COM	$1,000	0.0%	225	0.0%	0.00%	–
ACOR	ACORDA THERAPEUTICS INC COM USD.001	$0	–	1	0.0%	0.00%	–
ADUS	ADDUS HOMECARE CORP COM USD.001	$11,000	-8.3%	138	0.0%	0.00%	–
ACET	ADICET BIO INC COM	$0	-100.0%	50	0.0%	0.00%	–
AL	AIR LEASE CORP CL A COM USD.01	$2,000	0.0%	45	0.0%	0.00%	–
ATSG	AIR TRANSPORT SERVICES GROUP COM	$5,000	+25.0%	184	0.0%	0.00%	–
ALX	ALEXANDER'S INC COM USD1	$0	–	1	0.0%	0.00%	–
ALCO	ALICO INC COM USD1	$10,000	-9.1%	300	0.0%	0.00%	–
ALGT	ALLEGIANT TRAVEL CO COM USD.001	$1,000	0.0%	4	0.0%	0.00%	–
AYX	ALTERYX INC CL A COM USD0.0001	$1,000	-50.0%	18	0.0%	0.00%	–
UHAL	AMERCO COM USD.25	$1,000	0.0%	2	0.0%	0.00%	–
ANVS	ANNOVIS BIO INC COM	$1,000	-66.7%	32	0.0%	0.00%	–
ATEX	ANTERIX INC COM USD.0001	$8,000	0.0%	131	0.0%	0.00%	–
AIV	APARTMENT INVST & MGMT CO CL A COM USD.01	$1,000	0.0%	77	0.0%	0.00%	–
ASXC	ASENSUS SURGICAL INC COM USD.001	$0	–	1	0.0%	0.00%	–
ATO	ATMOS ENERGY CORP COM NPV	$5,000	-16.7%	60	0.0%	0.00%	–
ATOM	ATOMERA INC COM USD0.001	$1,000	0.0%	38	0.0%	0.00%	–
AVNT	AVIENT CORP COM USD.1	$1,000	0.0%	12	0.0%	0.00%	–
AVGR	AVINGER INC COM USD.001	$1,000	0.0%	1,007	0.0%	0.00%	–
AX	AXOS FINANCIAL INC COM USD.01	$13,000	+8.3%	257	0.0%	0.00%	–
BBQ	BBQ HOLDINGS INC COM USD.01	$1,000	0.0%	69	0.0%	0.00%	–
BTN	BALLANTYNE STRONG INC COM USD.01	$1,000	0.0%	204	0.0%	0.00%	–
BBD	BRADESCO BANCO SPONS ADR PFD	$9,000	-25.0%	2,422	0.0%	0.00%	–
CIB	BANCOLOMBIA SA SPON ADR 4PREF	$3,000	+50.0%	82	0.0%	0.00%	–
BCV	BANCROFT FUND LTD	$21,000	-4.5%	701	0.0%	0.00%	–
TBBK	BANCORP INC COM	$9,000	+12.5%	345	0.0%	0.00%	–
DJP	BARCLAYS BK PLC DJUBS CMDT ETN36	$4,000	+33.3%	122	0.0%	0.00%	–
BBSI	BARRETT BUSINESS SVCS INC COM USD.01	$2,000	0.0%	21	0.0%	0.00%	–
BXRX	BAUDAX BIO INC COM	$0	–	132	0.0%	0.00%	–
BHC	BAUSCH HEALTH COMPANIES INC COM NPV	$3,000	0.0%	103	0.0%	0.00%	–
BKH	BLACK HILLS CORP COM USD1	$16,000	0.0%	249	0.0%	0.00%	–
CII	BLACKROCK ENH CAP AND INC	$22,000	0.0%	1,090	0.0%	0.00%	–
BCX	BLACKROCK RES & COMM STRAT T SHS	$1,000	0.0%	91	0.0%	0.00%	–
BIT	BLACKROCK MULTI-SECTOR INCOM	$9,000	0.0%	505	0.0%	0.00%	–
BHR	BRAEMAR HOTELS & RESORTS INC COM	$6,000	-25.0%	1,209	0.0%	0.00%	–
BBW	BUILD-A-BEAR WORKSHOP INC COM USD.001	$2,000	0.0%	101	0.0%	0.00%	–
CBFV	CB FINANCIAL SERVICES INC COM USD0.4167	$12,000	+9.1%	491	0.0%	0.00%	–
YCBD	CBDMD INC COM USD.001	$0	–	1	0.0%	0.00%	–
CIT	CIT GROUP INC COM USD.01	$8,000	0.0%	159	0.0%	0.00%	–
CNA	CNA FINANCIAL CORP COM USD2.5	$5,000	0.0%	119	0.0%	0.00%	–
CNX	CNX RESOURCES CORPORATION COM USD.01	$1,000	0.0%	106	0.0%	0.00%	–
CTLP	CANTALOUPE INC COM NPV	$1,000	0.0%	106	0.0%	0.00%	–
CBNK	CAPITAL BANCORP INC COM	$1,000	0.0%	54	0.0%	0.00%	–
CSU	CAPITAL SENIOR LIVING CORP COM USD.01	$1,000	-50.0%	32	0.0%	0.00%	–
CSII	CARDIOVASCULAR SYSTEMS INC COM NPV	$4,000	-20.0%	117	0.0%	0.00%	–
CUK	CARNIVAL CORPORATION & PLC ADR	$4,000	0.0%	182	0.0%	0.00%	–
CRS	CARPENTER TECHNOLOGY CORP COM USD5	$0	–	10	0.0%	0.00%	–
CSLT	CASTLIGHT HEALTH INC CL B COM USD.0001	$0	–	1	0.0%	0.00%	–
CATO	CATO CORP -CL A CL A COM USD.333	$5,000	0.0%	318	0.0%	0.00%	–
CVCO	CAVCO INDUSTRIES INC COM USD.01	$4,000	0.0%	18	0.0%	0.00%	–
CPF	CENTRAL PACIFIC FINANCIAL CP COM NPV	$11,000	0.0%	438	0.0%	0.00%	–
CKPT	CHECKPOINT THERAPEUTICS INC COM	$0	–	1	0.0%	0.00%	–
CAKE	CHEESECAKE FACTORY INC COM USD.01	$4,000	0.0%	75	0.0%	0.00%	–
CSSE	CHICKEN SOUP FOR SOUL ENTNT CL A COM	$1,000	-50.0%	56	0.0%	0.00%	–
CMRX	CHIMERIX INC COM USD.001	$2,000	0.0%	288	0.0%	0.00%	–
CDE	COEUR MINING INC COM USD1	$0	–	22	0.0%	0.00%	–
CHRS	COHERUS BIOSCIENCES INC COM USD.0001	$22,000	+15.8%	1,354	0.0%	0.00%	–
COHU	COHU INC COM USD1	$1,000	0.0%	25	0.0%	0.00%	–
CMCO	COLUMBUS MCKINNON CORP COM USD.01	$4,000	0.0%	77	0.0%	0.00%	–
TCFC	COMMUNITY FINANCIAL CORP COM USD0.01	$2,000	0.0%	52	0.0%	0.00%	–
CHCT	COMMUNITY HEALTHCARE TRUST COM USD0.01	$9,000	0.0%	198	0.0%	0.00%	–
JCS	COMMUNICATIONS SYSTEMS INC COM USD.05	$3,000	0.0%	398	0.0%	0.00%	–
SCOR	COMSCORE INC COM USD.001	$7,000	-22.2%	1,754	0.0%	0.00%	–
CMTL	COMTECH TELECOMMUN COM NPV	$1,000	0.0%	24	0.0%	0.00%	–
CFMS	CONFORMIS INC COM USD.00001	$0	–	2	0.0%	0.00%	–
ROAD	CONSTRUCTION PRTNR INC COM	$4,000	0.0%	117	0.0%	0.00%	–
COTY	COTY INC CL A COM USD.01	$0	–	37	0.0%	0.00%	–
CTO	CTO REALTY GROWTH INC COM USD1	$1,000	0.0%	12	0.0%	0.00%	–
CMLS	CUMULUS MEDIA INC COM CL A NEW	$1,000	-50.0%	120	0.0%	0.00%	–
CUBI	CUSTOMERS BANCORP INC COM USD1	$2,000	0.0%	45	0.0%	0.00%	–
CTOS	CUSTOM TRUCK ONE SOURCE INC COM	$1,000	0.0%	99	0.0%	0.00%	–
CYCN	CYCLERION THERAPEUTICS COM	$0	–	1	0.0%	0.00%	–
HYLB	XTRACKERS USD HIGH YIELD COR	$2,000	0.0%	43	0.0%	0.00%	–
HAUZ	XTRACKERS INTL REAL ESTATE	$2,000	0.0%	88	0.0%	0.00%	–
DQ	DAQO NEW ENERGY CORP ADR	$1,000	-50.0%	24	0.0%	0.00%	–
DAIO	DATA I/O CORP COM NPV	$1,000	0.0%	90	0.0%	0.00%	–
DHIL	DIAMOND HILL INVESTMENT GRP CL A COM NPV	$5,000	0.0%	28	0.0%	0.00%	–
DGII	DIGI INTERNATIONAL INC COM USD.01	$7,000	+16.7%	323	0.0%	0.00%	–
DRRX	DURECT CORP COM USD.001	$4,000	-33.3%	3,506	0.0%	0.00%	–
LOCO	EL POLLO LOCO HOLDINGS INC COM USD0.01	$1,000	0.0%	67	0.0%	0.00%	–
ETY	EATON VANCE TAX-MANAGED DIVE	$9,000	0.0%	638	0.0%	0.00%	–
ETV	EATON VANCE T/M BUY-WRITE OP	$9,000	0.0%	552	0.0%	0.00%	–
EGAN	EGAIN CORP COM USD.001	$1,000	0.0%	63	0.0%	0.00%	–
EHTH	EHEALTH INC COM USD.001	$5,000	-28.6%	119	0.0%	0.00%	–
ELAN	ELANCO ANIMAL HLTH INC COM	$2,000	-33.3%	77	0.0%	0.00%	–
ECOR	ELECTROCORE INC COM	$0	–	1	0.0%	0.00%	–
EFC	ELLINGTON FINANCIAL INC COM NPV	$0	–	21	0.0%	0.00%	–
WATT	ENERGOUS CORP COM USD0.00001	$0	–	2	0.0%	0.00%	–
NPO	ENPRO INDUSTRIES INC COM USD.01	$0	–	5	0.0%	0.00%	–
ENZ	ENZO BIOCHEM INC COM USD.01	$0	–	1	0.0%	0.00%	–
NVST	ENVISTA HOLDINGS CORP COM	$1,000	0.0%	21	0.0%	0.00%	–
PLUS	EPLUS INC COM USD.01	$0	–	3	0.0%	0.00%	–
ETRN	EQUITRANS MID CORP COM	$1,000	0.0%	72	0.0%	0.00%	–
EQC	EQUITY COMMONWEALTH COM USD.01	$3,000	0.0%	128	0.0%	0.00%	–
ESSA	ESSA BANCORP INC COM USD.01	$14,000	0.0%	844	0.0%	0.00%	–
EVRG	EVERGY INC COM USD5	$5,000	0.0%	85	0.0%	0.00%	–
EVFM	EVOFEM BIOSCIENCES INC COM	$0	–	182	0.0%	0.00%	–
EXPR	EXPRESS INC COM USD.01	$1,000	0.0%	176	0.0%	0.00%	–
FTEC	FIDELITY MSCI INFO TECH ETF	$22,000	0.0%	186	0.0%	0.00%	–
FAF	FIRST AMERICAN FINANCIAL CP COM USD.00001	$8,000	0.0%	122	0.0%	0.00%	–
FNWB	FIRST NORTHWEST BANCRP COM	$1,000	0.0%	42	0.0%	0.00%	–
FTK	FLOTEK INDUSTRIES INC COM	$0	–	1	0.0%	0.00%	–
FLDM	FLUIDIGM CORP COM USD.001	$1,000	0.0%	156	0.0%	0.00%	–
FOR	FORESTAR GROUP INC COM USD1	$18,000	-10.0%	958	0.0%	0.00%	–
FBIO	FORTRESS BIOTECH INC COM USD.001	$6,000	-14.3%	1,905	0.0%	0.00%	–
FCPT	FOUR CORNERS PROPERTY TR INC COM USD.0001	$0	–	2	0.0%	0.00%	–
FOX	FOX CORP COM CL B	$8,000	0.0%	226	0.0%	0.00%	–
FLKR	FRANKLIN TEMPLETON ETF TR FTSE SOUTH KOREA	$9,000	-10.0%	300	0.0%	0.00%	–
GTHX	G1 THERAPEUTICS INC COM USD.0001	$18,000	-40.0%	1,347	0.0%	0.00%	-100.0%
GTX	GARRETT MOTION INC COM	$2,000	0.0%	223	0.0%	0.00%	–
GCO	GENESCO INC COM USD1	$1,000	0.0%	21	0.0%	0.00%	–
GNW	GENWORTH FINANCIAL INC CL A USD.001	$0	-100.0%	133	0.0%	0.00%	–
GEVO	GEVO INC COM USD.01	$11,000	-8.3%	1,700	0.0%	0.00%	–
GBT	GLOBAL BLOOD THERAPEUTICS COM USD0.001	$0	–	6	0.0%	0.00%	–
GWRS	GLOBAL WATER RESOURCES INC COM USD.01	$2,000	0.0%	98	0.0%	0.00%	–
CHIX	GLOBAL X FDS CHINA FINL ETF	$2,000	0.0%	107	0.0%	0.00%	–
LOPE	GRAND CANYON EDUCATION INC COM USD.01	$1,000	0.0%	6	0.0%	0.00%	–
GRBK	GREEN BRICK PARTNERS INC COM NPV	$2,000	0.0%	92	0.0%	0.00%	–
GDOT	GREEN DOT CORP CL A COM USD.001	$0	–	6	0.0%	0.00%	–
HCI	HCI GROUP INC COM NPV	$18,000	+12.5%	162	0.0%	0.00%	–
HASI	HANNON ARMSTRONG SUST INFR COM USD0.01	$11,000	-8.3%	209	0.0%	0.00%	–
HLIT	HARMONIC INC COM USD.001	$4,000	0.0%	470	0.0%	0.00%	–
HAS	HASBRO INC COM USD.5	$15,000	-6.2%	165	0.0%	0.00%	–
HNNA	HENNESSY ADVISORS INC COM NPV	$3,000	0.0%	291	0.0%	0.00%	–
HBNC	HORIZON BANCORP INC COM NPV	$3,000	0.0%	190	0.0%	0.00%	–
TWNK	HOSTESS BRANDS INC CL A COM USD.0001	$5,000	+25.0%	277	0.0%	0.00%	–
HHC	HOWARD HUGHES CORP COM USD0.01	$0	–	4	0.0%	0.00%	–
HPP	HUDSON PACIFIC PPTYS INC COM USD.01	$0	–	1	0.0%	0.00%	–
STAR	ISTAR INC COM USD.001	$9,000	+28.6%	343	0.0%	0.00%	–
IMAX	IMAX CORP COM NPV	$1,000	0.0%	40	0.0%	0.00%	–
IMH	IMPAC MORTGAGE HOLDINGS INC COM USD.01 SBI	$0	–	94	0.0%	0.00%	–
IBRX	IMMUNITYBIO INC COM	$14,000	-30.0%	1,396	0.0%	0.00%	–
IRT	INDEPENDENCE REALTY TRUST COM USD0.01	$7,000	0.0%	359	0.0%	0.00%	–
ILPT	INDSTRL LGST PRPT TRST COM	$3,000	0.0%	121	0.0%	0.00%	–
INFI	INFINITY PHARMACEUTICALS INC COM USD	$3,000	+50.0%	797	0.0%	0.00%	–
PODD	INSULET CORP COM USD.001	$3,000	+50.0%	9	0.0%	0.00%	–
IBKR	INTERACTIVE BROKERS GROUP CL A COM USD.01	$5,000	0.0%	77	0.0%	0.00%	–
PXH	Invesco FTSE RAFI Emerging Market	$9,000	-10.0%	412	0.0%	0.00%	–
IOVA	IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166	$3,000	0.0%	106	0.0%	0.00%	–
IRIX	IRIDEX CORP COM USD.01	$3,000	0.0%	400	0.0%	0.00%	–
IVE	ISHARES S&P 500 VALUE ETF	$24,000	0.0%	165	0.0%	0.00%	–
IWS	ISHARES RUSSELL MID-CAP VALU	$15,000	0.0%	133	0.0%	0.00%	–
SOXX	ISHARES TR PHLX SEMICND ETF	$16,000	0.0%	35	0.0%	0.00%	–
IWN	ISHARES TR RUS 2000 VAL ETF	$24,000	-4.0%	150	0.0%	0.00%	–
IJJ	ISHARES TR S&P MC 400VL ETF	$8,000	0.0%	74	0.0%	0.00%	–
IGOV	ISHARES INTERNATIONAL TREASU	$1,000	0.0%	18	0.0%	0.00%	–
EMB	ISHARES JP MORGAN USD EMERGI	$4,000	0.0%	37	0.0%	0.00%	–
ISCV	ISHARES TR MRNING SM CP ETF	$15,000	-6.2%	270	0.0%	0.00%	–
IEUR	ISHARES CORE MSCI EUROPE	$17,000	0.0%	305	0.0%	0.00%	–
ITMR	ITAMAR MEDICAL LTD ADR	$17,000	+30.8%	550	0.0%	0.00%	–
ITUB	ITAU UNIBANCO HLDG SA SP ADR REP PFD	$1,000	0.0%	133	0.0%	0.00%	–
JBGS	JBG SMITH PPTYS When Issued	$1,000	0.0%	20	0.0%	0.00%	–
JNCE	JOUNCE THERAPEUTICS INC COM USD0.001	$0	–	1	0.0%	0.00%	–
KALU	KAISER ALUMINUM CORP COM PAR $0.01	$0	–	3	0.0%	0.00%	–
KPTI	KARYOPHARM THERAPEUTICS INC COM USD.0001	$4,000	-50.0%	753	0.0%	0.00%	–
KMPR	KEMPER CORP/DE COM USD.1	$8,000	-11.1%	124	0.0%	0.00%	–
KFS	KINGSWAY FINANCIAL SVCS INC COM NPV	$1,000	0.0%	117	0.0%	0.00%	–
KOS	KOSMOS ENERGY LTD COM USD.01	$0	–	130	0.0%	0.00%	–
KWEB	KRANESHARES CSI CHINA INTERN	$2,000	0.0%	35	0.0%	0.00%	–
LXU	LSB INDUSTRIES INC COM USD.1	$1,000	0.0%	123	0.0%	0.00%	–
LADR	LADDER CAPITAL CORP CL A COM USD.001	$0	–	30	0.0%	0.00%	–
LMND	LEMONADE INC COM	$4,000	-42.9%	62	0.0%	0.00%	–
LENB	LENNAR CORP CL B COM USD.1	$3,000	0.0%	42	0.0%	0.00%	–
LBRDA	LIBERTY BROADBAND CORP SR A COM USD.01	$21,000	0.0%	122	0.0%	0.00%	–
LSXMA	LIBERTY MEDIA SIRIUSXM GROUP SR A COM USD0.01	$0	–	7	0.0%	0.00%	–
FWONA	LIBERTY MEDIA FORMULA ONE MEDIA COM SER A	$0	–	2	0.0%	0.00%	–
LGFB	LIONS GATE ENTERTAINMENT CP CL B NON VTG	$0	-100.0%	36	0.0%	0.00%	–
LQDA	LIQUIDIA CORP COM	$0	–	1	0.0%	0.00%	–
LTHM	LIVENT CORP COM	$3,000	+50.0%	126	0.0%	0.00%	–
LIVX	LIVEXLIVE MEDIA COM USD0.001	$0	–	1	0.0%	0.00%	–
LUNA	LUNA INNOVATIONS INC COM USD.001	$2,000	-33.3%	256	0.0%	0.00%	–
MBI	MBIA INC COM USD1	$1,000	–	40	0.0%	0.00%	–
MGEE	MGE ENERGY INC COM USD8	$2,000	0.0%	21	0.0%	0.00%	–
MAC	MACERICH CO COM USD.01	$0	–	2	0.0%	0.00%	–
MGNX	MACROGENICS INC COM USD0.01	$1,000	-50.0%	58	0.0%	0.00%	–
MSGS	MADISON SQUARE GARDEN SPORTS CL A COM USD.01	$2,000	0.0%	10	0.0%	0.00%	–
TUSK	MAMMOTH ENERGY SERVICES INC COM USD0.01	$1,000	0.0%	286	0.0%	0.00%	–
MRLN	MARLIN BUSINESS SERVICES INC COM USD.01	$6,000	-14.3%	286	0.0%	0.00%	–
MBII	MARRONE BIO INNOVTIONS COM USD0.00001	$0	–	1	0.0%	0.00%	–
MAXR	MAXAR TECHNOLOGIES INC COM NPV	$15,000	-28.6%	534	0.0%	0.00%	–
MFIN	MEDALLION FINANCIAL CORP COM USD.01	$1,000	0.0%	118	0.0%	0.00%	–
MDIA	MEDIACO HOLDING INC COM CL A	$0	–	1	0.0%	0.00%	–
MAX	MEDIAALPHA INC COM CL A USD.01	$24,000	-55.6%	1,281	0.0%	0.00%	-100.0%
MLCO	MELCO RESORTS & ENTERTAINMEN ADR NPV	$2,000	-50.0%	218	0.0%	0.00%	–
MBWM	MERCANTILE BANK CORP COM NPV	$5,000	0.0%	149	0.0%	0.00%	–
VIVO	MERIDIAN BIOSCIENCE INC COM NPV	$1,000	0.0%	61	0.0%	0.00%	–
MTOR	MERITOR INC COM USD1	$4,000	0.0%	169	0.0%	0.00%	–
MRSN	MERSANA THRPEUTIC INC COM 0.0001USD	$6,000	-33.3%	651	0.0%	0.00%	–
	MICRO FOCUS INTL PLC SPON ADR NEW	$0	–	21	0.0%	0.00%	–
MBCN	MIDDLEFIELD BANC CORP COM NPV	$5,000	+25.0%	189	0.0%	0.00%	–
MSEX	MIDDLESEX WATER CO COM NPV	$7,000	+16.7%	72	0.0%	0.00%	–
MOSY	MOSYS INC COM USD.01	$0	-100.0%	82	0.0%	0.00%	–
MBIO	MUSTANG BIO INC COM	$0	–	2	0.0%	0.00%	–
NSSC	NAPCO SECURITY TECH INC COM USD.01	$15,000	+25.0%	343	0.0%	0.00%	–
NFG	NATIONAL FUEL GAS CO COM NPV	$3,000	0.0%	66	0.0%	0.00%	–
NATI	NATIONAL INSTRUMENTS CORP COM USD.01	$2,000	0.0%	42	0.0%	0.00%	–
NRC	NATIONAL RESEARCH CORP COM USD.001	$2,000	0.0%	53	0.0%	0.00%	–
NKTR	NEKTAR THERAPEUTICS COM NPV	$1,000	0.0%	35	0.0%	0.00%	–
STIM	NEURONETICS INC COM	$1,000	-50.0%	124	0.0%	0.00%	–
NYCB	NEW YORK CMNTY BANCORP INC COM USD.01	$1,000	0.0%	103	0.0%	0.00%	–
NWS	NEWS CORP CL B COM USD0.01	$8,000	0.0%	325	0.0%	0.00%	–
NEP	NEXTERA ENERGY PARTNERS LP COM LP UNIT	$15,000	-6.2%	203	0.0%	0.00%	–
NXRT	NEXPOINT RESIDENTIAL TR INC COM USD.01	$11,000	+10.0%	177	0.0%	0.00%	–
JWN	NORDSTROM INC COM NPV	$2,000	0.0%	60	0.0%	0.00%	–
NWPX	NORTHWEST PIPE CO COM USD.01	$3,000	0.0%	106	0.0%	0.00%	–
NWE	NORTHWESTERN CORP COM NEW	$14,000	-6.7%	247	0.0%	0.00%	–
NUVA	NUVASIVE INC COM USD.001	$8,000	-11.1%	131	0.0%	0.00%	–
OFG	OFG BANCORP COM USD1	$15,000	+15.4%	583	0.0%	0.00%	–
OII	OCEANEERING INTERNATIONAL COM USD.25	$0	–	29	0.0%	0.00%	–
OIS	OIL STATES INTL INC COM USD.01	$1,000	0.0%	184	0.0%	0.00%	–
ONB	OLD NATIONAL BANCORP COM NPV	$0	–	15	0.0%	0.00%	–
OMER	OMEROS CORP COM USD.01	$1,000	0.0%	41	0.0%	0.00%	–
OGS	ONE GAS INC COM	$11,000	-15.4%	178	0.0%	0.00%	–
OPTN	OPTINOSE INC COM USD0.001	$1,000	0.0%	239	0.0%	0.00%	–
ORGO	ORGANOGENESIS HOLDINGS INC COM	$20,000	-13.0%	1,412	0.0%	0.00%	–
ORA	ORMAT TECHNOLOGIES INC COM USD.001	$0	–	4	0.0%	0.00%	–
KIDS	ORTHOPEDIATRICS CORP COM USD0.00025	$11,000	+10.0%	163	0.0%	0.00%	–
CNXN	PC CONNECTION INC COM USD.01	$4,000	0.0%	87	0.0%	0.00%	–
PDFS	PDF SOLUTIONS INC COM USD.00015	$0	–	3	0.0%	0.00%	–
PNM	PNM RESOURCES INC COM USD5	$11,000	0.0%	225	0.0%	0.00%	–
PTCT	PTC THERAPEUTICS INC COM USD.001	$7,000	-12.5%	197	0.0%	0.00%	–
PMBC	PACIFIC MERCANTILE BANCORP COM NPV	$1,000	0.0%	123	0.0%	0.00%	–
PATK	PATRICK INDUSTRIES INC COM NPV	$9,000	+12.5%	103	0.0%	0.00%	–
PMT	PENNYMAC MORTGAGE INVEST TR COM SHS BEN	$0	–	21	0.0%	0.00%	–
PFIS	PEOPLES FINANCIAL SERVICES COM	$1,000	0.0%	28	0.0%	0.00%	–
PSNL	PERSONALIS INC COM	$1,000	0.0%	59	0.0%	0.00%	–
PETQ	PETIQ INC COM CL A	$22,000	-37.1%	900	0.0%	0.00%	-100.0%
PHAT	PHATHOM PHARMA INC COM	$0	–	14	0.0%	0.00%	–
PLNT	PLANET FITNESS INC CL A COM USD0.0001	$8,000	0.0%	106	0.0%	0.00%	–
PFIE	PROFIRE ENERGY INC COM USD.001	$0	–	70	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	$23,000	-4.2%	300	0.0%	0.00%	–
PFS	PROVIDENT FINANCIAL SVCS INC COM USD.01	$5,000	+25.0%	196	0.0%	0.00%	–
PRPL	PURPLE INNOVATION INC COM CL A USD.0001	$6,000	-14.3%	274	0.0%	0.00%	–
RLGT	RADIANT LOGISTICS INC COM	$11,000	-8.3%	1,754	0.0%	0.00%	–
RMBS	RAMBUS INC COM USD.001	$4,000	0.0%	159	0.0%	0.00%	–
RAPT	RAPT THERAPEUTICS INC COM	$19,000	0.0%	598	0.0%	0.00%	–
ROLL	RBC BEARINGS INC COM USD.01	$1,000	0.0%	5	0.0%	0.00%	–
REZI	RESIDEO TECHNOLOGIES COM	$5,000	-16.7%	195	0.0%	0.00%	–
RVI	RETAIL VALUE INC COM	$6,000	+20.0%	211	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	$7,000	-12.5%	496	0.0%	0.00%	–
ROG	ROGERS CORP COM USD1	$2,000	0.0%	9	0.0%	0.00%	–
CWB	SPDR BBG BARC CONVERTIBLE	$17,000	0.0%	200	0.0%	0.00%	–
SSNC	SS&C TECHNOLOGIES HLDGS INC COM USD.01	$14,000	-6.7%	207	0.0%	0.00%	–
SGMO	SANGAMO THERAPEUTICS INC COM USD.01	$1,000	-50.0%	158	0.0%	0.00%	–
SVRA	SAVARA INC COM USD.001	$1,000	-50.0%	937	0.0%	0.00%	–
SCHH	SCHWAB US REIT ETF	$6,000	0.0%	131	0.0%	0.00%	–
XLB	SELECT SECTOR SPDR TR SBI MATERIALS	$6,000	0.0%	71	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	0.0%	175	0.0%	0.00%	–
XLRE	REAL ESTATE SELECT SECT SPDR	$18,000	0.0%	416	0.0%	0.00%	–
SIFY	SIFY TECHNOLOGIES LTD -ADR SPONSORED ADR	$3,000	-25.0%	1,033	0.0%	0.00%	–
SLAB	SILICON LABORATORIES INC COM USD.0001	$1,000	-50.0%	10	0.0%	0.00%	–
SIMO	SILICON MOTION TECH -ADR ADR	$18,000	+5.9%	259	0.0%	0.00%	–
SKX	SKECHERS U S A INC CL A COM USD.001	$1,000	-50.0%	32	0.0%	0.00%	–
SWN	SOUTHWESTERN ENERGY CO COM USD2.5	$11,000	0.0%	1,912	0.0%	0.00%	–
CEF	SPROTT PHYSICAL GOLD & SILVE TR UNIT	$2,000	-33.3%	139	0.0%	0.00%	–
SCX	STARRETT (L.S.) CO -CL A CL A COM USD1	$1,000	0.0%	108	0.0%	0.00%	–
SRCL	STERICYCLE INC COM USD.01	$13,000	0.0%	185	0.0%	0.00%	–
STRL	STERLING CONSTRUCTION CO INC COM NPV	$14,000	0.0%	595	0.0%	0.00%	–
STOK	STOKE THERAPEUTICS INC COM	$16,000	-27.3%	640	0.0%	0.00%	–
SUNW	SUNWORKS INC COM USD.001	$1,000	0.0%	129	0.0%	0.00%	–
SRDX	SURMODICS INC COM USD.05	$15,000	+7.1%	265	0.0%	0.00%	–
TESS	TESSCO TECHNOLOGIES INC COM USD.01	$1,000	0.0%	143	0.0%	0.00%	–
TISI	TEAM INC COM USD.3	$1,000	0.0%	184	0.0%	0.00%	–
HQL	TEKLA LIFE SCIENCES INVS SH BEN INT	$7,000	0.0%	329	0.0%	0.00%	–
TDOC	TELADOC HEALTH INC COM USD.001	$11,000	-21.4%	87	0.0%	0.00%	–
TMX	TERMINIX GLOBAL HOLDINGS INC COM USD.01	$2,000	0.0%	44	0.0%	0.00%	–
TMP	TOMPKINS FINANCIAL CORP COM NPV	$0	–	6	0.0%	0.00%	–
TG	TREDEGAR CORP COM NPV	$0	–	26	0.0%	0.00%	–
XXII	22ND CENTURY GROUP INC COM	$0	–	2	0.0%	0.00%	–
TYME	TYME TECHNOLOGIES INC COM	$0	–	2	0.0%	0.00%	–
UDR	UDR INC COM USD.01	$6,000	0.0%	122	0.0%	0.00%	–
USX	US XPRESS ENTRPRS INC COM CL A	$0	–	56	0.0%	0.00%	–
UAA	UNDER ARMOUR INC CL A COM USD.000333	$3,000	0.0%	137	0.0%	0.00%	–
UA	UNDER ARMOUR INC CL C COM USD0.000333	$4,000	0.0%	223	0.0%	0.00%	–
X	UNITED STATES STEEL CORP COM NPV	$2,000	0.0%	87	0.0%	0.00%	–
U	UNITY SOFTWARE INC COM USD.000005	$9,000	+12.5%	75	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	$4,000	-20.0%	74	0.0%	0.00%	–
UVE	UNIVERSAL INSURANCE HLDGS COM USD.01	$0	–	12	0.0%	0.00%	–
UTI	UNIVERSAL TECHNICAL INST COM USD.0001	$7,000	0.0%	1,008	0.0%	0.00%	–
URBN	URBAN OUTFITTERS INC COM USD.0001	$3,000	-25.0%	85	0.0%	0.00%	–
VSEC	VSE CORP COM USD.05	$0	–	1	0.0%	0.00%	–
EGY	VAALCO ENERGY INC COM USD.1	$19,000	-9.5%	6,527	0.0%	0.00%	–
VVV	VALVOLINE INC COM USD.01	$1,000	0.0%	24	0.0%	0.00%	–
GDX	VANECK GOLD MINERS	$1,000	0.0%	25	0.0%	0.00%	–
PFXF	VANECK PRFD SEC EX FINANCIAL	$6,000	0.0%	275	0.0%	0.00%	–
HYD	VANECK HIGH-YIELD MUNICIPAL	$1,000	0.0%	9	0.0%	0.00%	–
MGK	VANGUARD MEGA CAP GROWTH ETF	$23,000	0.0%	100	0.0%	0.00%	–
VSS	VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF	$5,000	0.0%	34	0.0%	0.00%	–
VGK	VANGUARD FTSE EUROPE ETF	$16,000	0.0%	239	0.0%	0.00%	–
VBK	VANGUARD SMALL-CAP GRWTH ETF	$24,000	-4.0%	86	0.0%	0.00%	–
VNCE	VINCE HOLDING CORP COM USD.01	$0	–	6	0.0%	0.00%	–
SPCE	VIRGIN GALACTIC HOLDINGS INC COM	$17,000	-45.2%	680	0.0%	0.00%	-100.0%
VMW	VMWARE INC -CL A CL A COM USD.01	$17,000	-5.6%	115	0.0%	0.00%	–
WPC	W P CAREY INC COM USD.001	$24,000	0.0%	325	0.0%	0.00%	–
WTRH	WAITR HOLDINGS INC COM	$2,000	-60.0%	2,684	0.0%	0.00%	–
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%	–
EMD	WESTERN ASSET EMRG MRKT DBT	$1,000	0.0%	44	0.0%	0.00%	–
WLFC	WILLIS LEASE FINANCE CORP COM NPV	$2,000	0.0%	50	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%	–
DFE	WISDOMTREE TR EUROPE SMCP DV	$13,000	0.0%	182	0.0%	0.00%	–
WH	WYNDHAM HOTELS & RESRTS When Issued	$14,000	+7.7%	186	0.0%	0.00%	–
ZDGE	ZEDGE INC CL B COM USD.01	$4,000	-33.3%	310	0.0%	0.00%	–
ZIOP	ZIOPHARM ONCOLOGY INC COM	$5,000	-28.6%	2,583	0.0%	0.00%	–
ZIXI	ZIX CORP COM USD.01	$4,000	0.0%	510	0.0%	0.00%	–
ARGO	ARGO GROUP INTL HOLDINGS LTD COM USD.1	$15,000	0.0%	286	0.0%	0.00%	–
AXTA	AXALTA COATING SYSTEMS LTD COM USD1	$1,000	0.0%	31	0.0%	0.00%	–
BEP	BROOKFIELD RENEWABLE PRTS LP TR UNIT	$0	–	1	0.0%	0.00%	–
CLVT	CLARIVATE PLC COM	$10,000	-23.1%	462	0.0%	0.00%	–
ESGR	ENSTAR GROUP LTD ORD	$1,000	0.0%	3	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%	–
JRVR	JAMES RIVER GROUP HLDGS LTD COM USD0.0002	$2,000	0.0%	65	0.0%	0.00%	–
KNSA	KINIKSA PHRMCETCLS LTD COM CL A	$0	–	19	0.0%	0.00%	–
OSMT	OSMOTICA PHARMACEUTIC COM	$4,000	0.0%	1,299	0.0%	0.00%	–
QTNT	QUOTIENT LTD ORD SHS	$0	-100.0%	141	0.0%	0.00%	–
SBBP	STRONGBRIDGE BIOPHARMA PLC ORD USD.01	$0	-100.0%	186	0.0%	0.00%	–
CGNT	COGNYTE SOFTWARE LTD -SPN COM USD0.001	$0	–	1	0.0%	0.00%	–
ICL	ICL GROUP LTD ORD ILS1	$5,000	0.0%	756	0.0%	0.00%	–
CNHI	CNH INDUSTRIAL NV COM EUR.01	$2,000	0.0%	122	0.0%	0.00%	–
GNK	GENCO SHIPPING & TRADING COM NPV	$18,000	+5.9%	881	0.0%	0.00%	–
SB	SAFE BULKERS INC COM USD.001	$0	–	2	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 2021-11-10

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 Q3 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 (4896584000.0 != 4896572000.0)

Export O'SHAUGHNESSY ASSET MANAGEMENT, LLC's holdings

O'SHAUGHNESSY ASSET MANAGEMENT, LLC - Q3 2021 holdings