Connor, Clark & Lunn Investment Management Ltd.

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$11.2 Billion is the total value of Connor, Clark & Lunn Investment Management Ltd.'s 995 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 44.0% .

All

			Value		Shares		↓ Weighting
RY	Sell	ROYAL BK CDA	$784,826,000	-27.1%	12,662,275	-6.8%	7.04%	-5.2%
CNI	Sell	CANADIAN NATL RY CO	$486,637,000	-19.3%	6,220,129	-6.5%	4.36%	+5.0%
TD	Sell	TORONTO DOMINION BK ONT	$446,170,000	-38.4%	10,487,859	-18.6%	4.00%	-19.9%
CP	Sell	CANADIAN PAC RY LTD	$303,644,000	-19.7%	1,375,114	-7.2%	2.72%	+4.3%
BNS	Sell	BANK NOVA SCOTIA B C	$260,150,000	-33.2%	6,366,314	-7.5%	2.33%	-13.2%
MSFT	Sell	MICROSOFT CORP	$194,333,000	-8.8%	1,232,216	-8.8%	1.74%	+18.5%
AAPL	Sell	APPLE INC	$166,387,000	-20.4%	654,320	-8.0%	1.49%	+3.5%
SU	Sell	SUNCOR ENERGY INC NEW	$148,697,000	-64.0%	9,311,045	-26.1%	1.33%	-53.2%
WCN	Sell	WASTE CONNECTIONS INC	$144,949,000	-17.2%	1,866,805	-3.0%	1.30%	+7.6%
GRPU	Sell	GRANITE REAL ESTATE INVT TRunit 99/99/9999	$141,128,000	-19.3%	3,414,437	-0.7%	1.26%	+4.9%
SLF	Sell	SUN LIFE FINL INC	$132,430,000	-37.6%	4,114,151	-11.5%	1.19%	-18.9%
GOOG	Sell	ALPHABET INCcap stk cl c	$130,143,000	-21.6%	111,921	-9.8%	1.17%	+2.0%
CAE	Sell	CAE INC	$106,241,000	-53.2%	8,398,909	-1.9%	0.95%	-39.2%
MFC	Sell	MANULIFE FINL CORP	$105,289,000	-53.9%	8,380,167	-25.4%	0.94%	-40.1%
GIB	Sell	CGI INCcl a sub vtg	$104,756,000	-39.8%	1,933,686	-6.8%	0.94%	-21.7%
BIP	Sell	BROOKFIELD INFRAST PARTNERSlp int unit	$91,398,000	-39.0%	2,515,473	-16.0%	0.82%	-20.7%
PBA	Sell	PEMBINA PIPELINE CORP	$76,317,000	-59.1%	4,065,571	-19.1%	0.68%	-46.8%
BHC	Sell	BAUSCH HEALTH COS INC	$70,800,000	-49.1%	4,565,437	-1.7%	0.64%	-33.9%
CM	Sell	CANADIAN IMP BK COMM	$55,395,000	-54.7%	950,079	-35.2%	0.50%	-41.0%
LIN	Sell	LINDE PLC	$49,950,000	-29.4%	288,730	-13.2%	0.45%	-8.2%
COST	Sell	COSTCO WHSL CORP NEW	$44,813,000	-25.7%	157,166	-23.4%	0.40%	-3.4%
ACN	Sell	ACCENTURE PLC IRELAND	$44,588,000	-32.2%	273,112	-12.6%	0.40%	-11.9%
JPM	Sell	JPMORGAN CHASE & CO	$40,036,000	-47.9%	444,695	-19.3%	0.36%	-32.1%
FIS	Sell	FIDELITY NATL INFORMATION SV	$39,933,000	-15.4%	328,290	-3.3%	0.36%	+9.8%
FB	Sell	FACEBOOK INCcl a	$38,403,000	-68.9%	230,231	-61.8%	0.34%	-59.6%
UNP	Sell	UNION PAC CORP	$37,942,000	-23.4%	269,019	-1.8%	0.34%	-0.6%
FISV	Sell	FISERV INC	$36,863,000	-23.5%	388,075	-6.8%	0.33%	-0.6%
DG	Sell	DOLLAR GEN CORP NEW	$29,594,000	-18.4%	195,976	-15.7%	0.26%	+6.0%
CMCSA	Sell	COMCAST CORP NEWcl a	$29,307,000	-51.9%	852,434	-37.1%	0.26%	-37.4%
CSX	Sell	CSX CORP	$28,050,000	-28.6%	489,529	-9.9%	0.25%	-7.4%
JNJ	Sell	JOHNSON & JOHNSON	$27,830,000	-61.6%	212,231	-57.3%	0.25%	-50.2%
NVO	Sell	NOVO-NORDISK A Sadr	$27,620,000	-19.7%	458,805	-22.8%	0.25%	+4.6%
MNST	Sell	MONSTER BEVERAGE CORP NEW	$27,071,000	-30.4%	481,175	-21.3%	0.24%	-9.3%
WPM	Sell	WHEATON PRECIOUS METALS CORP	$25,067,000	-22.7%	910,257	-16.3%	0.22%	+0.4%
AEM	Sell	AGNICO EAGLE MINES LTD	$25,028,000	-68.0%	626,547	-50.5%	0.22%	-58.4%
PGR	Sell	PROGRESSIVE CORP OHIO	$24,671,000	-9.4%	334,113	-11.2%	0.22%	+17.6%
AFL	Sell	AFLAC INC	$23,413,000	-41.3%	683,798	-9.3%	0.21%	-23.6%
HD	Sell	HOME DEPOT INC	$22,093,000	-54.0%	118,329	-46.2%	0.20%	-40.2%
CSIQ	Sell	CANADIAN SOLAR INC	$21,614,000	-37.6%	1,358,533	-13.4%	0.19%	-18.8%
PYPL	Sell	PAYPAL HLDGS INC	$20,754,000	-43.5%	216,775	-36.2%	0.19%	-26.5%
AQN	Sell	ALGONQUIN PWR UTILS CORP	$20,628,000	-34.4%	1,530,900	-31.1%	0.18%	-14.7%
ISRG	Sell	INTUITIVE SURGICAL INC	$18,045,000	-25.3%	36,440	-10.8%	0.16%	-2.4%
MA	Sell	MASTERCARD INCcl a	$17,592,000	-27.0%	72,827	-9.7%	0.16%	-4.8%
SPGI	Sell	S&P GLOBAL INC	$16,314,000	-24.9%	66,575	-16.3%	0.15%	-2.7%
	Sell	BRP INC	$16,314,000	-70.5%	999,302	-17.6%	0.15%	-61.8%
WM	Sell	WASTE MGMT INC DEL	$15,550,000	-18.9%	168,000	-0.1%	0.14%	+5.3%
HCA	Sell	HCA HEALTHCARE INC	$15,041,000	-60.8%	167,397	-35.4%	0.14%	-48.9%
UTX	Sell	UNITED TECHNOLOGIES CORP	$13,924,000	-47.2%	147,609	-16.1%	0.12%	-31.3%
FSV	Sell	FIRSTSERVICE CORP NEW	$12,923,000	-40.5%	167,475	-28.1%	0.12%	-22.7%
CVE	Sell	CENOVUS ENERGY INC	$12,991,000	-85.4%	6,433,027	-26.6%	0.12%	-81.2%
COP	Sell	CONOCOPHILLIPS	$11,877,000	-70.2%	385,613	-37.0%	0.11%	-61.5%
MDLZ	Sell	MONDELEZ INTL INCcl a	$11,861,000	-39.4%	236,840	-33.4%	0.11%	-21.5%
NVDA	Sell	NVIDIA CORP	$11,728,000	-21.9%	44,491	-30.3%	0.10%	+1.0%
COG	Sell	CABOT OIL & GAS CORP	$11,572,000	-27.4%	673,183	-26.5%	0.10%	-5.5%
BIIB	Sell	BIOGEN INC	$11,436,000	-43.9%	36,147	-47.4%	0.10%	-27.0%
ALXN	Sell	ALEXION PHARMACEUTICALS INC	$11,252,000	-56.4%	125,310	-47.5%	0.10%	-43.3%
WMT	Sell	WALMART INC	$11,048,000	-27.5%	97,235	-24.2%	0.10%	-5.7%
EXC	Sell	EXELON CORP	$10,938,000	-45.5%	297,157	-32.5%	0.10%	-29.0%
IEX	Sell	IDEX CORP	$10,849,000	-28.5%	78,550	-10.9%	0.10%	-7.6%
CSCO	Sell	CISCO SYS INC	$10,670,000	-81.3%	271,426	-77.2%	0.10%	-75.6%
PDLI	Sell	PDL BIOPHARMA INC	$10,535,000	-19.0%	3,735,686	-6.8%	0.09%	+4.4%
GOOGL	Sell	ALPHABET INCcap stk cl a	$10,370,000	-20.9%	8,925	-8.8%	0.09%	+3.3%
BPY	Sell	BROOKFIELD PROPERTY PARTRS Lunit ltd partn	$10,036,000	-61.4%	1,242,435	-12.5%	0.09%	-49.7%
CIGI	Sell	COLLIERS INTL GROUP INC	$10,011,000	-50.0%	209,142	-18.6%	0.09%	-34.8%
MEOH	Sell	METHANEX CORP	$9,812,000	-86.6%	805,583	-57.4%	0.09%	-82.5%
HON	Sell	HONEYWELL INTL INC	$9,774,000	-61.3%	73,057	-48.7%	0.09%	-49.4%
GOOS	Sell	CANADA GOOSE HOLDINGS INC	$9,004,000	-75.3%	450,028	-55.3%	0.08%	-67.9%
KGC	Sell	KINROSS GOLD CORP	$9,076,000	-31.9%	2,259,132	-19.5%	0.08%	-12.0%
CL	Sell	COLGATE PALMOLIVE CO	$8,768,000	-57.8%	132,132	-56.2%	0.08%	-44.8%
VEC	Sell	VECTRUS INC	$8,665,000	-21.8%	209,247	-3.2%	0.08%	+2.6%
DXC	Sell	DXC TECHNOLOGY CO	$8,658,000	-68.5%	663,426	-9.4%	0.08%	-58.9%
CVX	Sell	CHEVRON CORP NEW	$7,880,000	-89.7%	108,748	-82.9%	0.07%	-86.6%
PSA	Sell	PUBLIC STORAGE	$7,820,000	-17.8%	39,375	-11.9%	0.07%	+6.1%
ADBE	Sell	ADOBE INC	$7,849,000	-6.7%	24,664	-3.3%	0.07%	+20.7%
AMKR	Sell	AMKOR TECHNOLOGY INC	$7,700,000	-46.7%	988,425	-11.1%	0.07%	-31.0%
BIO	Sell	BIO RAD LABS INCcl a	$7,625,000	-5.6%	21,750	-0.3%	0.07%	+21.4%
MCD	Sell	MCDONALDS CORP	$7,411,000	-56.9%	44,821	-48.5%	0.07%	-44.5%
EXPD	Sell	EXPEDITORS INTL WASH INC	$7,396,000	-23.2%	110,847	-10.2%	0.07%	0.0%
AGN	Sell	ALLERGAN PLC	$7,376,000	-9.8%	41,650	-2.6%	0.07%	+17.9%
CPG	Sell	CRESCENT PT ENERGY CORP	$7,085,000	-90.0%	9,141,062	-42.4%	0.06%	-86.9%
CYH	Sell	COMMUNITY HEALTH SYS INC NEW	$6,712,000	-23.9%	2,009,726	-34.0%	0.06%	-1.6%
OSB	Sell	NORBORD INC	$6,696,000	-72.8%	565,599	-38.5%	0.06%	-64.7%
SNN	Sell	SMITH & NEPHEW GROUP PLCspdn adr new	$6,606,000	-62.0%	184,161	-49.1%	0.06%	-50.8%
NGD	Sell	NEW GOLD INC CDA	$6,546,000	-43.0%	12,611,470	-2.7%	0.06%	-25.3%
IAG	Sell	IAMGOLD CORP	$6,471,000	-61.7%	2,843,977	-37.1%	0.06%	-50.4%
QRTEA	Sell	QURATE RETAIL INC	$6,478,000	-42.4%	1,061,165	-20.5%	0.06%	-25.6%
CC	Sell	CHEMOURS CO	$6,313,000	-64.3%	711,693	-27.3%	0.06%	-53.3%
MMM	Sell	3M CO	$6,133,000	-84.1%	44,925	-79.5%	0.06%	-79.3%
NKE	Sell	NIKE INCcl b	$6,150,000	-59.2%	74,325	-50.1%	0.06%	-47.1%
INVA	Sell	INNOVIVA INC	$5,687,000	-32.7%	483,615	-19.0%	0.05%	-12.1%
UIS	Sell	UNISYS CORP	$5,442,000	-19.4%	440,640	-22.6%	0.05%	+4.3%
BLK	Sell	BLACKROCK INC	$5,190,000	-31.2%	11,797	-21.4%	0.05%	-9.6%
ACGL	Sell	ARCH CAP GROUP LTDord	$5,114,000	-46.0%	179,700	-18.6%	0.05%	-29.2%
ABT	Sell	ABBOTT LABS	$5,050,000	-20.9%	64,000	-13.0%	0.04%	+2.3%
AMGN	Sell	AMGEN INC	$4,920,000	-40.7%	24,270	-29.5%	0.04%	-22.8%
AT	Sell	ATLANTIC POWER CORP	$4,784,000	-12.8%	2,235,423	-5.1%	0.04%	+13.2%
CSGP	Sell	COSTAR GROUP INC	$4,522,000	-42.9%	7,700	-41.8%	0.04%	-25.5%
D	Sell	DOMINION ENERGY INC	$4,155,000	-62.6%	57,550	-57.1%	0.04%	-51.9%
GILD	Sell	GILEAD SCIENCES INC	$4,131,000	+8.2%	55,262	-5.9%	0.04%	+42.3%
ALKS	Sell	ALKERMES PLC	$3,833,000	-44.3%	265,785	-21.2%	0.03%	-27.7%
X	Sell	UNITED STATES STL CORP NEW	$3,783,000	-49.4%	599,470	-8.5%	0.03%	-34.6%
ODFL	Sell	OLD DOMINION FREIGHT LINE IN	$3,627,000	-52.0%	27,635	-30.6%	0.03%	-36.5%
SBUX	Sell	STARBUCKS CORP	$3,647,000	-92.1%	55,475	-89.5%	0.03%	-89.7%
CHTR	Sell	CHARTER COMMUNICATIONS INC Ncl a	$3,713,000	-32.2%	8,510	-24.7%	0.03%	-13.2%
CNDT	Sell	CONDUENT INC	$3,563,000	-61.7%	1,454,288	-3.1%	0.03%	-50.0%
AEL	Sell	AMERICAN EQTY INVT LIFE HLD	$3,506,000	-52.6%	186,500	-24.5%	0.03%	-39.2%
OSG	Sell	OVERSEAS SHIPHOLDING GROUP Icl a new	$3,412,000	-10.9%	1,502,964	-9.7%	0.03%	+19.2%
MD	Sell	MEDNAX INC	$3,412,000	-64.7%	293,169	-15.6%	0.03%	-53.7%
TXN	Sell	TEXAS INSTRS INC	$3,387,000	-41.4%	33,896	-24.8%	0.03%	-25.0%
AVGO	Sell	BROADCOM INC	$3,351,000	-46.0%	14,135	-28.1%	0.03%	-30.2%
VNET	Sell	21VIANET GROUP INCsponsored ads a	$3,210,000	+69.2%	231,626	-11.5%	0.03%	+123.1%
CNCE	Sell	CONCERT PHARMACEUTICALS INC	$3,223,000	-6.4%	364,544	-2.3%	0.03%	+20.8%
MYL	Sell	MYLAN NV	$3,081,000	-75.6%	206,650	-67.1%	0.03%	-67.8%
SIGI	Sell	SELECTIVE INS GROUP INC	$3,070,000	-36.3%	61,774	-16.4%	0.03%	-15.2%
HPE	Sell	HEWLETT PACKARD ENTERPRISE C	$3,055,000	-47.6%	314,675	-14.4%	0.03%	-32.5%
ELP	Sell	COMPANHIA PARANAENSE ENERG Cspon adr pfd	$3,051,000	-61.1%	293,124	-36.7%	0.03%	-50.0%
ERF	Sell	ENERPLUS CORP	$2,980,000	-88.1%	2,024,491	-42.3%	0.03%	-84.4%
PBI	Sell	PITNEY BOWES INC	$2,948,000	-52.5%	1,444,951	-6.2%	0.03%	-39.5%
WD	Sell	WALKER & DUNLOP INC	$2,864,000	-69.1%	71,115	-50.4%	0.03%	-59.4%
MX	Sell	MAGNACHIP SEMICONDUCTOR CORP	$2,787,000	-25.3%	252,223	-21.6%	0.02%	-3.8%
CRHM	Sell	CRH MED CORP	$2,784,000	-62.7%	2,082,335	-3.1%	0.02%	-51.0%
UHS	Sell	UNIVERSAL HLTH SVCS INCcl b	$2,704,000	-60.2%	27,296	-42.3%	0.02%	-48.9%
DIS	Sell	DISNEY WALT CO	$2,512,000	-96.5%	26,004	-94.8%	0.02%	-95.4%
CDAY	Sell	CERIDIAN HCM HLDG INC	$2,552,000	-37.2%	49,700	-16.9%	0.02%	-17.9%
AMAG	Sell	AMAG PHARMACEUTICALS INC	$2,525,000	-69.5%	408,582	-39.9%	0.02%	-59.6%
HPQ	Sell	HP INC	$2,616,000	-86.5%	150,683	-84.0%	0.02%	-82.8%
LRN	Sell	K12 INC	$2,400,000	-34.0%	127,258	-28.7%	0.02%	-12.0%
VRSK	Sell	VERISK ANALYTICS INC	$2,473,000	-51.0%	17,745	-47.5%	0.02%	-37.1%
QCOM	Sell	QUALCOMM INC	$2,493,000	-48.7%	36,854	-33.1%	0.02%	-35.3%
ENIA	Sell	ENEL AMERICAS S Asponsored adr	$2,308,000	-78.3%	380,784	-60.7%	0.02%	-71.2%
NOC	Sell	NORTHROP GRUMMAN CORP	$2,299,000	-16.5%	7,600	-5.0%	0.02%	+10.5%
PTEN	Sell	PATTERSON UTI ENERGY INC	$2,351,000	-81.4%	1,000,243	-16.9%	0.02%	-75.9%
ISEE	Sell	IVERIC BIO INC	$2,188,000	-63.1%	636,119	-7.9%	0.02%	-51.2%
TGI	Sell	TRIUMPH GROUP INC NEW	$2,283,000	-79.9%	337,731	-24.9%	0.02%	-74.4%
XOM	Sell	EXXON MOBIL CORP	$2,147,000	-94.6%	56,557	-90.1%	0.02%	-93.1%
FLR	Sell	FLUOR CORP NEW	$2,175,000	-68.4%	314,747	-13.6%	0.02%	-59.6%
PFSI	Sell	PENNYMAC FINL SVCS INC	$2,098,000	-49.3%	94,900	-22.0%	0.02%	-34.5%
JE	Sell	JUST ENERGY GROUP INC	$2,096,000	-73.6%	4,152,031	-11.9%	0.02%	-65.5%
UEPS	Sell	NET 1 UEPS TECHNOLOGIES INC	$1,959,000	-30.7%	673,118	-11.4%	0.02%	-5.3%
CAI	Sell	CAI INTERNATIONAL INC	$1,989,000	-56.6%	140,656	-11.1%	0.02%	-43.8%
ERIE	Sell	ERIE INDTY COcl a	$2,011,000	-48.2%	13,565	-41.9%	0.02%	-33.3%
DFIN	Sell	DONNELLEY FINL SOLUTIONS INC	$2,046,000	-51.1%	388,312	-2.8%	0.02%	-37.9%
EPAM	Sell	EPAM SYS INC	$2,010,000	-38.5%	10,828	-29.7%	0.02%	-21.7%
REGN	Sell	REGENERON PHARMACEUTICALS	$1,919,000	-74.4%	3,930	-80.4%	0.02%	-67.3%
AMD	Sell	ADVANCED MICRO DEVICES INC	$1,933,000	-22.2%	42,495	-21.5%	0.02%	0.0%
VSTO	Sell	VISTA OUTDOOR INC	$1,789,000	+12.8%	203,278	-4.1%	0.02%	+45.5%
LULU	Sell	LULULEMON ATHLETICA INC	$1,738,000	-28.9%	9,170	-13.1%	0.02%	-5.9%
EVRG	Sell	EVERGY INC	$1,786,000	-66.9%	32,452	-60.8%	0.02%	-56.8%
APEI	Sell	AMERICAN PUBLIC EDUCATION IN	$1,775,000	-23.1%	74,193	-11.9%	0.02%	0.0%
CYD	Sell	CHINA YUCHAI INTL LTD	$1,757,000	-19.9%	163,303	-0.8%	0.02%	+6.7%
WBA	Sell	WALGREENS BOOTS ALLIANCE INC	$1,730,000	-33.7%	37,820	-14.5%	0.02%	-11.1%
CSL	Sell	CARLISLE COS INC	$1,789,000	-56.4%	14,277	-43.7%	0.02%	-42.9%
HBM	Sell	HUDBAY MINERALS INC	$1,652,000	-78.9%	873,213	-53.7%	0.02%	-72.2%
BSIG	Sell	BRIGHTSPHERE INVT GROUP INC	$1,622,000	-46.7%	253,836	-14.8%	0.02%	-28.6%
CECE	Sell	CECO ENVIRONMENTAL CORP	$1,686,000	-42.3%	361,018	-5.3%	0.02%	-25.0%
JKS	Sell	JINKOSOLAR HLDG CO LTDsponsored adr	$1,725,000	-53.9%	116,143	-30.2%	0.02%	-42.3%
GS	Sell	GOLDMAN SACHS GROUP INC	$1,581,000	-65.2%	10,225	-48.3%	0.01%	-54.8%
BCOR	Sell	BLUCORA INC	$1,549,000	-58.1%	128,573	-9.2%	0.01%	-46.2%
MU	Sell	MICRON TECHNOLOGY INC	$1,555,000	-43.6%	36,980	-27.9%	0.01%	-26.3%
RUBI	Sell	RUBICON PROJ INC	$1,615,000	-62.5%	290,920	-44.9%	0.01%	-53.3%
CIB	Sell	BANCOLOMBIA S Aspon adr pref	$1,589,000	-67.7%	63,670	-29.0%	0.01%	-58.8%
DCO	Sell	DUCOMMUN INC DEL	$1,455,000	-55.1%	58,550	-8.8%	0.01%	-40.9%
BIDU	Sell	BAIDU INCspon adr rep a	$1,467,000	-43.8%	14,559	-29.5%	0.01%	-27.8%
ENDP	Sell	ENDO INTL PLC	$1,439,000	-69.7%	388,945	-61.6%	0.01%	-60.6%
ROST	Sell	ROSS STORES INC	$1,455,000	-72.9%	16,725	-63.7%	0.01%	-64.9%
HSII	Sell	HEIDRICK & STRUGGLES INTL IN	$1,425,000	-40.6%	63,349	-14.2%	0.01%	-23.5%
GL	Sell	GLOBE LIFE INC	$1,292,000	-51.0%	17,950	-28.3%	0.01%	-33.3%
TNK	Sell	TEEKAY TANKERS LTDcl a	$1,299,000	-26.2%	58,398	-20.4%	0.01%	0.0%
SWN	Sell	SOUTHWESTERN ENERGY CO	$1,312,000	-61.5%	776,475	-44.9%	0.01%	-50.0%
SBAC	Sell	SBA COMMUNICATIONS CORP NEWcl a	$1,370,000	-37.2%	5,075	-43.9%	0.01%	-20.0%
JD	Sell	JD COM INCspon adr cl a	$1,213,000	-47.5%	29,962	-54.3%	0.01%	-31.2%
ANGO	Sell	ANGIODYNAMICS INC	$1,204,000	-48.9%	115,425	-21.6%	0.01%	-31.2%
IPI	Sell	INTREPID POTASH INC	$1,217,000	-72.2%	1,521,735	-5.8%	0.01%	-63.3%
WIT	Sell	WIPRO LTDspon adr 1 sh	$1,192,000	-33.1%	384,449	-19.1%	0.01%	-8.3%
RDY	Sell	DR REDDYS LABS LTDadr	$1,212,000	-65.6%	30,050	-65.4%	0.01%	-54.2%
POOL	Sell	POOL CORPORATION	$1,241,000	-29.6%	6,308	-24.0%	0.01%	-8.3%
LQDT	Sell	LIQUIDITY SERVICES INC	$1,238,000	-40.0%	319,114	-7.8%	0.01%	-21.4%
IMKTA	Sell	INGLES MKTS INCcl a	$1,235,000	-42.9%	34,150	-24.9%	0.01%	-26.7%
RCII	Sell	RENT A CTR INC NEW	$1,118,000	-76.8%	79,054	-52.8%	0.01%	-69.7%
KHC	Sell	KRAFT HEINZ CO	$1,093,000	-37.9%	44,175	-19.4%	0.01%	-16.7%
CARS	Sell	CARS COM INC	$1,149,000	-68.2%	267,315	-9.7%	0.01%	-60.0%
ASRT	Sell	ASSERTIO THERAPEUTICS INC	$1,161,000	-52.1%	1,786,605	-7.9%	0.01%	-41.2%
RTN	Sell	RAYTHEON CO	$1,098,000	-41.9%	8,375	-2.6%	0.01%	-23.1%
CTAS	Sell	CINTAS CORP	$1,052,000	-40.3%	6,075	-7.3%	0.01%	-25.0%
NGVC	Sell	NATURAL GROCERS BY VITAMIN C	$1,041,000	-35.5%	122,306	-25.2%	0.01%	-18.2%
AMAT	Sell	APPLIED MATLS INC	$993,000	-42.9%	21,673	-24.0%	0.01%	-25.0%
TNAV	Sell	TELENAV INC	$1,045,000	-29.5%	241,967	-20.7%	0.01%	-10.0%
AKAM	Sell	AKAMAI TECHNOLOGIES INC	$1,011,000	-7.8%	11,050	-13.0%	0.01%	+12.5%
ORLY	Sell	O REILLY AUTOMOTIVE INC NEW	$1,039,000	-40.8%	3,450	-13.8%	0.01%	-25.0%
IMO	Sell	IMPERIAL OIL LTD	$1,010,000	-94.0%	89,300	-85.9%	0.01%	-92.2%
AMTD	Sell	TD AMERITRADE HLDG CORP	$1,001,000	-58.0%	28,875	-39.8%	0.01%	-43.8%
LTRPA	Sell	LIBERTY TRIPADVISOR HLDGS IN	$982,000	-78.3%	545,302	-11.4%	0.01%	-71.0%
TBBK	Sell	BANCORP INC DEL	$842,000	-68.2%	138,643	-32.1%	0.01%	-55.6%
JNCE	Sell	JOUNCE THERAPEUTICS INC	$874,000	-46.3%	184,088	-1.3%	0.01%	-27.3%
CXW	Sell	CORECIVIC INC	$860,000	-77.8%	76,996	-65.5%	0.01%	-70.4%
IDT	Sell	IDT CORPcl b new	$945,000	-29.8%	174,410	-6.5%	0.01%	-11.1%
OXFD	Sell	OXFORD IMMUNOTEC GLOBAL PLC	$873,000	-56.0%	94,225	-21.2%	0.01%	-42.9%
RCKY	Sell	ROCKY BRANDS INC	$858,000	-38.8%	44,349	-6.9%	0.01%	-20.0%
GTS	Sell	TRIPLE-S MGMT CORPcl b	$902,000	-30.1%	63,996	-8.3%	0.01%	-11.1%
ETFC	Sell	E TRADE FINANCIAL CORP	$893,000	-94.8%	26,025	-93.1%	0.01%	-93.2%
EBAY	Sell	EBAY INC	$926,000	-43.4%	30,810	-32.0%	0.01%	-27.3%
OPK	Sell	OPKO HEALTH INC	$843,000	-10.7%	628,827	-2.1%	0.01%	+14.3%
NXPI	Sell	NXP SEMICONDUCTORS N V	$898,000	-90.2%	10,833	-85.0%	0.01%	-87.3%
ZVO	Sell	ZOVIO INC	$727,000	-42.2%	440,574	-27.8%	0.01%	-22.2%
BX	Sell	BLACKSTONE GROUP INC	$820,000	-19.1%	18,000	-0.6%	0.01%	0.0%
NDAQ	Sell	NASDAQ INC	$828,000	-29.4%	8,725	-20.3%	0.01%	-12.5%
WLTW	Sell	WILLIS TOWERS WATSON PLC LTD	$760,000	-25.5%	4,475	-11.4%	0.01%	0.0%
JEF	Sell	JEFFERIES FINL GROUP INC	$783,000	-79.8%	57,300	-68.4%	0.01%	-74.1%
AXL	Sell	AMERICAN AXLE & MFG HLDGS IN	$776,000	-82.9%	214,962	-49.0%	0.01%	-77.4%
HONE	Sell	HARBORONE BANCORP INC NEW	$815,000	-59.3%	108,200	-40.6%	0.01%	-50.0%
AIV	Sell	APARTMENT INVT & MGMT COcl a	$651,000	-94.5%	18,525	-92.0%	0.01%	-92.7%
CMRX	Sell	CHIMERIX INC	$648,000	-32.8%	449,993	-5.2%	0.01%	-14.3%
GLDD	Sell	GREAT LAKES DREDGE & DOCK CO	$704,000	-64.0%	84,775	-51.0%	0.01%	-57.1%
GTE	Sell	GRAN TIERRA ENERGY INC	$719,000	-87.7%	2,810,540	-37.2%	0.01%	-85.0%
DHX	Sell	DHI GROUP INC	$680,000	-34.9%	314,852	-9.3%	0.01%	-14.3%
TERP	Sell	TERRAFORM PWR INC	$651,000	-88.5%	41,293	-88.8%	0.01%	-84.6%
SGEN	Sell	SEATTLE GENETICS INC	$622,000	-44.6%	5,390	-45.1%	0.01%	-25.0%
FSTR	Sell	FOSTER L B CO	$671,000	-40.2%	54,275	-6.2%	0.01%	-25.0%
QUAD	Sell	QUAD / GRAPHICS INC	$646,000	-50.7%	256,422	-8.6%	0.01%	-33.3%
AKRXQ	Sell	AKORN INC	$706,000	-63.8%	1,258,396	-3.1%	0.01%	-53.8%
BH	Sell	BIGLARI HLDGS INC	$616,000	-60.4%	11,984	-11.9%	0.01%	-45.5%
TGA	Sell	TRANSGLOBE ENERGY CORP	$667,000	-78.5%	1,840,016	-17.1%	0.01%	-71.4%
EA	Sell	ELECTRONIC ARTS INC	$592,000	-12.7%	5,910	-6.3%	0.01%	0.0%
PSB	Sell	PS BUSINESS PKS INC CALIF	$505,000	-58.2%	3,725	-49.1%	0.01%	-37.5%
YRCW	Sell	YRC WORLDWIDE INC	$564,000	-38.8%	335,684	-7.1%	0.01%	-16.7%
WLFC	Sell	WILLIS LEASE FINANCE CORP	$591,000	-57.2%	22,222	-5.1%	0.01%	-50.0%
HUM	Sell	HUMANA INC	$525,000	-95.0%	1,671	-94.2%	0.01%	-93.2%
BLDR	Sell	BUILDERS FIRSTSOURCE INC	$521,000	-58.7%	42,638	-14.2%	0.01%	-44.4%
ASR	Sell	GRUPO AEROPORTUARIO DEL SUREspon adr ser b	$513,000	-78.4%	5,450	-56.9%	0.01%	-68.8%
QEP	Sell	QEP RESOURCES INC	$509,000	-96.5%	1,521,010	-52.7%	0.01%	-95.0%
RRD	Sell	DONNELLEY R R & SONS CO	$566,000	-78.9%	590,740	-13.1%	0.01%	-73.7%
NERV	Sell	MINERVA NEUROSCIENCES INC	$583,000	-40.8%	96,857	-30.0%	0.01%	-28.6%
RBS	Sell	ROYAL BK SCOTLAND GROUP PLCspons adr 2 ord	$557,000	-87.6%	204,897	-70.6%	0.01%	-83.9%
NBR	Sell	NABORS INDUSTRIES LTD	$530,000	-86.5%	1,358,045	-0.6%	0.01%	-81.5%
KB	Sell	KB FINL GROUP INCsponsored adr	$555,000	-71.7%	20,400	-57.0%	0.01%	-64.3%
AR	Sell	ANTERO RESOURCES CORP	$597,000	-81.5%	837,646	-26.0%	0.01%	-77.3%
AGEN	Sell	AGENUS INC	$431,000	-64.8%	176,075	-41.4%	0.00%	-50.0%
ADI	Sell	ANALOG DEVICES INC	$491,000	-46.3%	5,480	-28.8%	0.00%	-33.3%
ANTM	Sell	ANTHEM INC	$420,000	-91.1%	1,850	-88.2%	0.00%	-87.9%
CIO	Sell	CITY OFFICE REIT INC	$468,000	-83.3%	64,732	-68.7%	0.00%	-78.9%
CVGI	Sell	COMMERCIAL VEH GROUP INC	$422,000	-81.0%	279,452	-20.1%	0.00%	-73.3%
GNCIQ	Sell	GNC HLDGS INC	$402,000	-85.7%	859,496	-17.3%	0.00%	-78.9%
INCY	Sell	INCYTE CORP	$482,000	-23.6%	6,585	-8.9%	0.00%	0.0%
LRCX	Sell	LAM RESEARCH CORP	$460,000	-46.2%	1,915	-34.5%	0.00%	-33.3%
PFNX	Sell	PFENEX INC	$430,000	-41.1%	48,721	-26.7%	0.00%	-20.0%
SLB	Sell	SCHLUMBERGER LTD	$401,000	-92.4%	29,725	-77.4%	0.00%	-88.9%
TLYS	Sell	TILLYS INCcl a	$415,000	-78.5%	100,382	-36.1%	0.00%	-69.2%
VRA	Sell	VERA BRADLEY INC	$411,000	-76.0%	99,769	-31.3%	0.00%	-66.7%
WOW	Sell	WIDEOPENWEST INC	$447,000	-62.9%	93,976	-42.1%	0.00%	-50.0%
WDAY	Sell	WORKDAY INCcl a	$461,000	-55.8%	3,540	-44.3%	0.00%	-42.9%
LAMR	Sell	LAMAR ADVERTISING CO NEWcl a	$325,000	-46.8%	6,341	-7.4%	0.00%	-25.0%
UFPI	Sell	UNIVERSAL FST PRODS INC	$308,000	-66.0%	8,275	-56.5%	0.00%	-50.0%
GSB	Sell	GLOBALSCAPE INC	$315,000	-39.8%	44,225	-16.9%	0.00%	-25.0%
IVC	Sell	INVACARE CORP	$308,000	-29.0%	41,497	-13.7%	0.00%	0.0%
GLYC	Sell	GLYCOMIMETICS INC	$298,000	-57.5%	130,689	-1.4%	0.00%	-40.0%
ECOM	Sell	CHANNELADVISOR CORP	$306,000	-25.0%	42,102	-6.7%	0.00%	0.0%
IDXX	Sell	IDEXX LABS INC	$389,000	-66.5%	1,605	-63.9%	0.00%	-62.5%
CHMI	Sell	CHERRY HILL MTG INVT CORP	$364,000	-88.8%	58,727	-73.5%	0.00%	-86.4%
TKC	Sell	TURKCELL ILETISIM HIZMETLERIspon adr new	$344,000	-47.7%	74,004	-34.7%	0.00%	-40.0%
NRIM	Sell	NORTHRIM BANCORP INC	$286,000	-43.0%	10,600	-19.1%	0.00%	0.0%
BNED	Sell	BARNES & NOBLE ED INC	$300,000	-82.9%	220,754	-46.2%	0.00%	-75.0%
NEU	Sell	NEWMARKET CORP	$297,000	-73.7%	775	-66.7%	0.00%	-62.5%
NTAP	Sell	NETAPP INC	$356,000	-54.1%	8,540	-31.4%	0.00%	-40.0%
ARC	Sell	ARC DOCUMENT SOLUTIONS INC	$361,000	-42.2%	445,684	-0.9%	0.00%	-25.0%
FIX	Sell	COMFORT SYS USA INC	$331,000	-55.0%	9,057	-38.6%	0.00%	-40.0%
OII	Sell	OCEANEERING INTL INC	$326,000	-94.0%	110,867	-69.8%	0.00%	-92.1%
CNSL	Sell	CONSOLIDATED COMM HLDGS INC	$372,000	-6.8%	81,849	-20.4%	0.00%	0.0%
WPRT	Sell	WESTPORT FUEL SYSTEMS INC	$388,000	-71.7%	416,428	-28.0%	0.00%	-66.7%
LUNA	Sell	LUNA INNOVATIONS	$298,000	-52.2%	48,403	-43.4%	0.00%	-25.0%
UFS	Sell	DOMTAR CORP	$381,000	-94.3%	17,700	-89.9%	0.00%	-93.5%
DS	Sell	DRIVE SHACK INC	$369,000	-79.7%	242,734	-51.2%	0.00%	-76.9%
EFC	Sell	ELLINGTON FINANCIAL INC	$340,000	-87.0%	59,553	-58.2%	0.00%	-83.3%
EXPE	Sell	EXPEDIA GROUP INC	$326,000	-61.3%	5,789	-25.7%	0.00%	-50.0%
RLGT	Sell	RADIANT LOGISTICS INC	$294,000	-51.1%	76,082	-29.4%	0.00%	-25.0%
EXPR	Sell	EXPRESS INC	$384,000	-87.2%	257,910	-58.1%	0.00%	-85.7%
ASYS	Sell	AMTECH SYS INC	$186,000	-51.4%	42,834	-20.0%	0.00%	-33.3%
PVBC	Sell	PROVIDENT BANCORP INC	$227,000	-51.0%	26,329	-29.2%	0.00%	-33.3%
ACOR	Sell	ACORDA THERAPEUTICS INC	$222,000	-64.6%	238,319	-22.6%	0.00%	-50.0%
ARAY	Sell	ACCURAY INC	$236,000	-49.8%	124,282	-25.5%	0.00%	-33.3%
MUFG	Sell	MITSUBISHI UFJ FINL GROUP INsponsored ads	$235,000	-49.2%	64,175	-24.7%	0.00%	-33.3%
TGB	Sell	TASEKO MINES LTD	$242,000	-44.4%	895,539	-0.0%	0.00%	-33.3%
LYTS	Sell	LSI INDS INC	$189,000	-42.7%	50,027	-8.4%	0.00%	0.0%
INFY	Sell	INFOSYS LTDsponsored adr	$224,000	-96.6%	27,300	-95.7%	0.00%	-95.6%
RICK	Sell	RCI HOSPITALITY HLDGS INC	$259,000	-66.9%	25,997	-31.9%	0.00%	-60.0%
ITT	Sell	ITT INC	$225,000	-76.4%	4,950	-61.6%	0.00%	-71.4%
GDOT	Sell	GREEN DOT CORPcl a	$217,000	-88.4%	8,550	-89.4%	0.00%	-84.6%
PCTI	Sell	PC-TEL INC	$232,000	-41.4%	34,850	-25.5%	0.00%	-33.3%
ONDK	Sell	ON DECK CAP INC	$207,000	-80.7%	134,595	-48.2%	0.00%	-71.4%
PDS	Sell	PRECISION DRILLING CORP	$239,000	-90.3%	762,685	-56.9%	0.00%	-88.2%
CRDA	Sell	CRAWFORD & COcl a	$264,000	-38.5%	36,719	-1.9%	0.00%	-33.3%
RYI	Sell	RYERSON HLDG CORP	$204,000	-59.0%	38,325	-9.0%	0.00%	-33.3%
COTY	Sell	COTY INC	$180,000	-76.5%	34,975	-48.6%	0.00%	-60.0%
CNR	Sell	CORNERSTONE BLDG BRANDS INC	$219,000	-49.0%	48,025	-4.7%	0.00%	-33.3%
CVEO	Sell	CIVEO CORP CDA	$241,000	-72.0%	584,544	-12.4%	0.00%	-66.7%
CALA	Sell	CALITHERA BIOSCIENCES INC	$174,000	-34.1%	39,100	-15.3%	0.00%	0.0%
NVS	Sell	NOVARTIS A Gsponsored adr	$206,000	-98.3%	2,500	-98.0%	0.00%	-97.6%
SB	Sell	SAFE BULKERS INC	$101,000	-62.3%	85,000	-46.0%	0.00%	-50.0%
VMD	Sell	VIEMED HEALTHCARE INC	$81,000	-93.1%	17,150	-90.8%	0.00%	-87.5%
CMRE	Sell	COSTAMARE INC	$112,000	-88.0%	24,774	-74.7%	0.00%	-83.3%
ADRO	Sell	ADURO BIOTECH INC	$107,000	-51.8%	39,110	-79.2%	0.00%	-50.0%
PLAB	Sell	PHOTRONICS INC	$132,000	-91.0%	12,825	-86.3%	0.00%	-90.0%
SUP	Sell	SUPERIOR INDS INTL INC	$62,000	-84.2%	51,725	-51.3%	0.00%	-66.7%
MDCA	Sell	MDC PARTNERS INCcl a sub vtg	$80,000	-59.2%	55,274	-21.6%	0.00%	0.0%
DLA	Sell	DELTA APPAREL INC	$117,000	-67.9%	11,250	-4.3%	0.00%	-66.7%
BBGI	Sell	BEASLEY BROADCAST GROUP INCcl a	$58,000	-54.3%	31,425	-23.4%	0.00%	0.0%
CRDB	Sell	CRAWFORD & COcl b	$125,000	-38.4%	19,500	-2.5%	0.00%	0.0%
CVIAQ	Sell	COVIA HLDGS CORP	$95,000	-74.9%	166,934	-10.3%	0.00%	-66.7%
ATRO	Sell	ASTRONICS CORP	$96,000	-92.3%	10,413	-76.5%	0.00%	-88.9%
BGSF	Sell	BG STAFFING INC	$143,000	-76.6%	19,100	-31.7%	0.00%	-75.0%
PFSW	Sell	PFSWEB INC	$84,000	-23.6%	27,850	-3.5%	0.00%	0.0%
TA	Sell	TRAVELCENTERS OF AMERICA INC	$136,000	-62.8%	13,962	-34.6%	0.00%	-66.7%
TZOO	Sell	TRAVELZOO	$65,000	-72.2%	16,508	-24.6%	0.00%	-50.0%
TPCO	Sell	TRIBUNE PUBG CO NEW	$83,000	-83.9%	10,227	-73.9%	0.00%	-75.0%
TSQ	Sell	TOWNSQUARE MEDIA INCcl a	$114,000	-60.0%	24,798	-13.1%	0.00%	-50.0%
HALL	Sell	HALLMARK FINL SVCS INCEC	$115,000	-81.5%	28,496	-19.5%	0.00%	-75.0%
RMNI	Sell	RIMINI STR INC DEL	$103,000	-15.6%	25,187	-19.9%	0.00%	0.0%
XIN	Sell	XINYUAN REAL ESTATE CO LTDspons adr	$140,000	-62.7%	64,436	-35.0%	0.00%	-66.7%
OSBC	Sell	OLD SECOND BANCORP INC ILL	$159,000	-63.9%	22,976	-29.6%	0.00%	-66.7%
GSS	Sell	GOLDEN STAR RES LTD CDA	$143,000	-62.4%	56,000	-44.1%	0.00%	-66.7%
REPH	Sell	RECRO PHARMA INC	$140,000	-70.6%	17,075	-34.5%	0.00%	-66.7%
GNE	Sell	GENIE ENERGY LTDcl b	$74,000	-68.6%	10,323	-66.2%	0.00%	-50.0%
KEP	Sell	KOREA ELECTRIC PWRsponsored adr	$88,000	-42.5%	11,650	-9.7%	0.00%	0.0%
KRO	Sell	KRONOS WORLDWIDE INC	$88,000	-71.2%	10,450	-54.2%	0.00%	-50.0%
GSM	Sell	FERROGLOBE PLC	$81,000	-56.5%	178,881	-9.8%	0.00%	0.0%
LADR	Sell	LADDER CAP CORPcl a	$95,000	-98.9%	20,020	-95.8%	0.00%	-98.3%
LTMAQ	Sell	LATAM AIRLS GROUP S Asponsored adr	$115,000	-95.4%	43,400	-82.2%	0.00%	-94.1%
MIK	Sell	MICHAELS COS INC	$99,000	-85.8%	61,216	-29.2%	0.00%	-80.0%
LEAF	Sell	LEAF GROUP LTD	$80,000	-68.3%	59,556	-5.4%	0.00%	-50.0%
EGY	Sell	VAALCO ENERGY INC	$98,000	-75.3%	108,249	-39.3%	0.00%	-66.7%
SEAC	Sell	SEACHANGE INTL INC	$40,000	-79.8%	10,675	-77.4%	0.00%	-100.0%
SHLOQ	Sell	SHILOH INDS INC	$54,000	-69.0%	43,123	-12.0%	0.00%	-100.0%
NIO	Sell	NIO INCspon ads	$46,000	-42.5%	16,606	-17.0%	0.00%	-100.0%
NL	Exit	NL Industries	$0	–	-11,820	-100.0%	0.00%	–
MN	Sell	MANNING & NAPIER INCcl a	$16,000	-54.3%	12,825	-36.4%	0.00%	–
AXU	Exit	Alexco Resources	$0	–	-28,100	-100.0%	0.00%	–
FET	Sell	FORUM ENERGY TECHNOLOGIES IN	$20,000	-92.6%	111,547	-30.5%	0.00%	-100.0%
FPRX	Sell	FIVE PRIME THERAPEUTICS INC	$41,000	-56.4%	18,115	-11.8%	0.00%	-100.0%
VOXX	Sell	VOXX INTL CORPcl a	$31,000	-72.1%	10,703	-57.8%	0.00%	-100.0%
CBLAQ	Sell	CBL & ASSOC PPTYS INC	$16,000	-93.3%	78,072	-65.5%	0.00%	-100.0%
LBTYK	Sell	LIBERTY GLOBAL PLC	$49,000	-69.6%	3,125	-57.6%	0.00%	-100.0%
BBX	Sell	BBX CAP CORP NEWcl a	$54,000	-81.8%	23,575	-62.0%	0.00%	-100.0%
AMPY	Sell	AMPLIFY ENERGY CORP NEW	$31,000	-98.3%	54,398	-80.2%	0.00%	-100.0%
LSXMA	Exit	Liberty Media Corp Delaware	$0	–	-150	-100.0%	0.00%	–
CTIC	Exit	CTI BioPharma Corp	$0	–	-15,700	-100.0%	0.00%	–
FLNT	Exit	Fluent Inc	$0	–	-10,875	-100.0%	0.00%	–
VOLT	Exit	Volt Info Sciences Inc	$0	–	-10,400	-100.0%	0.00%	–
TUESQ	Exit	Tuesday Morning Corp	$0	–	-18,774	-100.0%	0.00%	–
FSK	Exit	Fs KKR Capital Corp	$0	–	-11,675	-100.0%	0.00%	–
UNTCQ	Exit	Unit Corp	$0	–	-103,770	-100.0%	0.00%	–
PTN	Exit	Palatin Technologies Inc	$0	–	-89,002	-100.0%	0.00%	–
HNRG	Exit	hallador energy co	$0	–	-22,004	-100.0%	0.00%	–
USAS	Exit	Americas Gold and Silver Corp	$0	–	-20,600	-100.0%	0.00%	–
NC	Exit	Nacco Industriescl a	$0	–	-4,300	-100.0%	-0.00%	–
NIHD	Exit	Nii Holdings Inc DELISTED	$0	–	-63,167	-100.0%	-0.00%	–
MDT	Exit	Medtronic Plc	$0	–	-1,849	-100.0%	-0.00%	–
HTBK	Exit	Heritage Commerce Corp	$0	–	-14,225	-100.0%	-0.00%	–
WHF	Exit	Whitehorse Finance Inc	$0	–	-13,700	-100.0%	-0.00%	–
LSXMK	Exit	Liberty Media Corp Delaware	$0	–	-1,625	-100.0%	-0.00%	–
CCO	Exit	Clear Channel Outdoor Holdings Inc	$0	–	-68,725	-100.0%	-0.00%	–
RGP	Exit	Resources Connection Inc	$0	–	-11,700	-100.0%	-0.00%	–
ACMR	Exit	Acm Research Inc-Class Acl a	$0	–	-11,650	-100.0%	-0.00%	–
SND	Exit	Smart Sand Inc	$0	–	-46,350	-100.0%	-0.00%	–
RVSB	Exit	Riverview Bancorp Inc	$0	–	-21,922	-100.0%	-0.00%	–
PBPB	Exit	Potbelly Corp	$0	–	-40,175	-100.0%	-0.00%	–
FBP	Exit	First Bancorp Puerto Rico	$0	–	-20,025	-100.0%	-0.00%	–
SBCF	Exit	Seacoast Banking Corp FL	$0	–	-6,800	-100.0%	-0.00%	–
RENN	Exit	Renren Inc-Adrspon adr a new	$0	–	-256,185	-100.0%	-0.00%	–
FPH	Exit	Five Point Holdings Llc-Cl Acl a	$0	–	-17,748	-100.0%	-0.00%	–
SONO	Exit	Sonos Inc	$0	–	-11,350	-100.0%	-0.00%	–
RTWIQ	Exit	RTW RetailWinds Inc	$0	–	-257,497	-100.0%	-0.00%	–
KLXE	Exit	Klx Energy Services Holding	$0	–	-16,375	-100.0%	-0.00%	–
CVU	Exit	CPI Aerostructures Inc	$0	–	-16,975	-100.0%	-0.00%	–
ALNY	Exit	Alnylam Pharmaceuticals Inc	$0	–	-1,850	-100.0%	-0.00%	–
AOSL	Exit	Alpha & Omega Semiconductor	$0	–	-10,577	-100.0%	-0.00%	–
NWHM	Exit	New Home Co Inc/The	$0	–	-20,625	-100.0%	-0.00%	–
MR	Exit	Montage Resources Corp	$0	–	-22,302	-100.0%	-0.00%	–
RILY	Exit	B. Riley Financial Inc	$0	–	-8,175	-100.0%	-0.00%	–
FWONK	Exit	Liberty Media Corp Delaware	$0	–	-3,175	-100.0%	-0.00%	–
PZN	Exit	Pzena Investment Managementclass a	$0	–	-16,350	-100.0%	-0.00%	–
ENLC	Exit	Enlink Midstream LLC	$0	–	-26,400	-100.0%	-0.00%	–
ODC	Exit	Oil-Dri Corporation of America	$0	–	-5,700	-100.0%	-0.00%	–
BGCP	Exit	BGC Partners INCcl a	$0	–	-25,075	-100.0%	-0.00%	–
MNR	Exit	Monmouth Cl Acl a	$0	–	-12,175	-100.0%	-0.00%	–
GTES	Exit	Gates Industrial Corp Plc	$0	–	-10,502	-100.0%	-0.00%	–
BTEGF	Exit	Baytex Energy Corp	$0	–	-54,821	-100.0%	-0.00%	–
ROCK	Exit	Gibraltar Industries Inc.	$0	–	-5,200	-100.0%	-0.00%	–
MOD	Exit	Modine Mfg Co	$0	–	-37,029	-100.0%	-0.00%	–
SBS	Exit	Cia De Saneamento Basico Do Es Adrsponsored adr	$0	–	-16,225	-100.0%	-0.00%	–
GRBK	Exit	Green Brick Partners Inc	$0	–	-22,125	-100.0%	-0.00%	–
CSTR	Exit	Capstar Financial Holdings I	$0	–	-17,300	-100.0%	-0.00%	–
SMFG	Exit	Sumitomo Mitsui Financial Group ADRsponsored adr	$0	–	-46,100	-100.0%	-0.00%	–
PAC	Exit	Grupo Aeroportuario Del Pacifi Adrspon adr b	$0	–	-2,525	-100.0%	-0.00%	–
CLCT	Exit	Collectors Universe	$0	–	-11,750	-100.0%	-0.00%	–
CBZ	Exit	CBIZ Inc	$0	–	-9,250	-100.0%	-0.00%	–
KE	Exit	Kimball Electronics	$0	–	-18,919	-100.0%	-0.00%	–
AOBC	Exit	American Outdoor Brands Corp	$0	–	-29,500	-100.0%	-0.00%	–
SPWH	Exit	Sportsman'S Warehouse Holdin	$0	–	-29,025	-100.0%	-0.00%	–
MCHX	Exit	Marchex Inccl b	$0	–	-81,520	-100.0%	-0.00%	–
SRDX	Exit	Surmodics Inc	$0	–	-7,600	-100.0%	-0.00%	–
UVSP	Exit	Univest Financial Corp	$0	–	-11,850	-100.0%	-0.00%	–
IBTX	Exit	Independent Bank Group Inc	$0	–	-4,625	-100.0%	-0.00%	–
JBHT	Exit	Hunt (Jb) Transprt Svcs Inc	$0	–	-2,075	-100.0%	-0.00%	–
SHI	Exit	Sinopec Shanghai Petrochemical Adrspon adr h	$0	–	-9,580	-100.0%	-0.00%	–
TUSK	Exit	Mammoth Energy Services Inc	$0	–	-145,108	-100.0%	-0.00%	–
INDB	Exit	Independent Bank Corp/ma	$0	–	-3,130	-100.0%	-0.00%	–
WMS	Exit	Advanced Drainage Systems In	$0	–	-8,865	-100.0%	-0.00%	–
BPFH	Exit	Boston Private Finl Hldgs	$0	–	-20,575	-100.0%	-0.00%	–
MKTX	Exit	Marketaxess Hldgs Inc	$0	–	-675	-100.0%	-0.00%	–
CDMO	Exit	Avid Bioservices Inc	$0	–	-30,625	-100.0%	-0.00%	–
MACK	Exit	Merrimack Pharmaceuticals Inc	$0	–	-107,098	-100.0%	-0.00%	–
LAWS	Exit	Lawson Products	$0	–	-4,600	-100.0%	-0.00%	–
SNR	Exit	New Senior Investment Group	$0	–	-43,097	-100.0%	-0.00%	–
XAN	Exit	Exantas Capital Corp	$0	–	-20,300	-100.0%	-0.00%	–
CVI	Exit	CVR Energy Inc	$0	–	-5,425	-100.0%	-0.00%	–
BRT	Exit	BRT Apartments Corp	$0	–	-19,375	-100.0%	-0.00%	–
BRKR	Exit	Bruker Biosciences Corp	$0	–	-5,500	-100.0%	-0.00%	–
GSBC	Exit	Great Southern Bancorp	$0	–	-4,225	-100.0%	-0.00%	–
VPG	Exit	Vishay Precision Group	$0	–	-8,200	-100.0%	-0.00%	–
CSWC	Exit	Capital Southwest Corp	$0	–	-11,175	-100.0%	-0.00%	–
BP	Exit	BP Amoco Plc. ADRsponsored adr	$0	–	-6,300	-100.0%	-0.00%	–
SRCE	Exit	1st Source Corp	$0	–	-4,225	-100.0%	-0.00%	–
ATKR	Exit	Atkore International Group I	$0	–	-5,750	-100.0%	-0.00%	–
GLNG	Exit	Golar Lng Ltd Bermuda	$0	–	-15,675	-100.0%	-0.00%	–
KBAL	Exit	Kimball Internationalcl b	$0	–	-14,875	-100.0%	-0.00%	–
MITT	Exit	Ag Mortgage Inv Trust	$0	–	-21,575	-100.0%	-0.00%	–
SEM	Exit	Select Medical Holdings Corporation	$0	–	-14,225	-100.0%	-0.00%	–
SLRC	Exit	Solar Capital Ltd.	$0	–	-16,650	-100.0%	-0.00%	–
SP	Exit	SP Plus Corp	$0	–	-9,725	-100.0%	-0.00%	–
CVLT	Exit	Commvault Systems Inc	$0	–	-8,300	-100.0%	-0.00%	–
LII	Exit	Lennox International Inc	$0	–	-2,000	-100.0%	-0.00%	–
FRTA	Exit	Forterra Inc	$0	–	-33,475	-100.0%	-0.00%	–
RGS	Exit	Regis Corp/Mn	$0	–	-25,586	-100.0%	-0.00%	–
GMED	Exit	Globus Medical Acl a	$0	–	-7,200	-100.0%	-0.00%	–
LE	Exit	Lands' End Inc	$0	–	-30,018	-100.0%	-0.00%	–
AVID	Exit	Avid Technology Inc	$0	–	-44,550	-100.0%	-0.00%	–
ODP	Exit	Office Depot Inc.	$0	–	-153,708	-100.0%	-0.00%	–
MCFT	Exit	MasterCraft Boat Holdings Inc	$0	–	-24,677	-100.0%	-0.00%	–
PNC	Exit	PNC Bank Corp.	$0	–	-2,380	-100.0%	-0.00%	–
HAL	Exit	Halliburton Co.	$0	–	-17,675	-100.0%	-0.00%	–
BMCH	Exit	BMC Stock Holdings Inc	$0	–	-14,375	-100.0%	-0.00%	–
GOOD	Exit	Gladstone Commercial Corporation	$0	–	-18,375	-100.0%	-0.00%	–
KREF	Exit	Kkr Real Estate Finance Trus	$0	–	-19,900	-100.0%	-0.00%	–
BZH	Exit	Beazer Homes USA Inc	$0	–	-34,800	-100.0%	-0.00%	–
STT	Exit	State Street Corp.	$0	–	-4,650	-100.0%	-0.00%	–
KLAC	Exit	KLA Corp	$0	–	-2,600	-100.0%	-0.00%	–
OMAB	Exit	Grupo Aeroportuario Del Centro Adradr	$0	–	-6,275	-100.0%	-0.00%	–
BCH	Exit	Banco De Chile Adrsponsored ads	$0	–	-21,075	-100.0%	-0.00%	–
TIVO	Exit	Tivo Corp	$0	–	-45,952	-100.0%	-0.00%	–
ALX	Exit	Alexander'S Inc	$0	–	-1,175	-100.0%	-0.00%	–
JMEI	Exit	Jumei International-Adrsponsored adr	$0	–	-244,288	-100.0%	-0.00%	–
PTC	Exit	PTC Inc	$0	–	-5,025	-100.0%	-0.00%	–
NEBLQ	Exit	Noble Corp PLC	$0	–	-333,656	-100.0%	-0.00%	–
CNNE	Exit	Cannae Holdings Inc	$0	–	-11,952	-100.0%	-0.00%	–
CSV	Exit	Carriage Services Inc	$0	–	-14,250	-100.0%	-0.00%	–
CRMT	Exit	America's Car-mart Inc	$0	–	-4,514	-100.0%	-0.00%	–
AFI	Exit	Armstrong Flooring Inc	$0	–	-111,860	-100.0%	-0.00%	–
PKOH	Exit	Park Ohio Holdings Corp	$0	–	-11,890	-100.0%	-0.00%	–
NX	Exit	Quanex Corp	$0	–	-25,225	-100.0%	-0.00%	–
EGRX	Exit	Eagle Pharmaceuticals Inc	$0	–	-6,250	-100.0%	-0.00%	–
RM	Exit	Regional Management Corp	$0	–	-15,300	-100.0%	-0.00%	–
XLNX	Exit	Xilinx Inc.	$0	–	-5,080	-100.0%	-0.00%	–
PODD	Exit	Insulet Corp	$0	–	-2,450	-100.0%	-0.00%	–
CRAI	Exit	CRA International Inc.	$0	–	-7,575	-100.0%	-0.00%	–
ASB	Exit	Associated Banc-Corp	$0	–	-22,275	-100.0%	-0.00%	–
AHT	Exit	Ashford Hospitality Trust	$0	–	-150,346	-100.0%	-0.00%	–
SPY	Exit	SPDR S&P 500 ETF Trusttr unit	$0	–	-1,690	-100.0%	-0.00%	–
RMR	Exit	The RMR Group Inccl a	$0	–	-13,150	-100.0%	-0.00%	–
FDEF	Exit	First Defiance Financial Cp	$0	–	-18,700	-100.0%	-0.00%	–
MEET	Exit	The Meet Group Inc	$0	–	-121,231	-100.0%	-0.00%	–
WSBF	Exit	Waterstone Financial Inc	$0	–	-29,463	-100.0%	-0.00%	–
NXGN	Exit	NextGen Healthcare Inc	$0	–	-35,585	-100.0%	-0.00%	–
ALLY	Exit	Ally Financial Inc	$0	–	-19,700	-100.0%	-0.00%	–
PUMP	Exit	Propetro Holding Corp	$0	–	-49,954	-100.0%	-0.00%	–
ACRE	Exit	Ares Commercial Real Estate Co	$0	–	-40,375	-100.0%	-0.00%	–
SNV	Exit	Synovus Financial Corp	$0	–	-15,825	-100.0%	-0.00%	–
WMC	Exit	Western Asset Mortgage Capital	$0	–	-54,384	-100.0%	-0.00%	–
WTFC	Exit	Wintrust Finl Corp	$0	–	-8,700	-100.0%	-0.00%	–
VEON	Exit	VEON Ltd. ADRsponsored adr	$0	–	-240,399	-100.0%	-0.00%	–
MUSA	Exit	Murphy USA Inc	$0	–	-5,100	-100.0%	-0.00%	–
KFRC	Exit	KFORCE Inc	$0	–	-14,325	-100.0%	-0.00%	–
NKTR	Exit	Nektar Therapeutics	$0	–	-25,675	-100.0%	-0.00%	–
UCBI	Exit	United Community Banks Inc	$0	–	-19,075	-100.0%	-0.00%	–
AAWW	Exit	Atlas Air Worldwide Hldg Inc	$0	–	-24,746	-100.0%	-0.01%	–
FCF	Exit	First Commonwlth Finl Cp/Pa	$0	–	-53,050	-100.0%	-0.01%	–
EIG	Exit	Employers Holdings Inc	$0	–	-17,875	-100.0%	-0.01%	–
INGR	Exit	Ingredion Inc	$0	–	-7,375	-100.0%	-0.01%	–
MELI	Exit	Mercadolibre Inc	$0	–	-1,300	-100.0%	-0.01%	–
WF	Exit	Woori Bank Adrsponsored ads	$0	–	-23,976	-100.0%	-0.01%	–
WRI	Exit	Weingarten Realty Invstsh ben int	$0	–	-25,525	-100.0%	-0.01%	–
LCI	Exit	Lannett Co Inc	$0	–	-81,497	-100.0%	-0.01%	–
BMRN	Exit	Biomarin Pharmaceutical Inc	$0	–	-8,800	-100.0%	-0.01%	–
GPORQ	Exit	Gulfport Energy Corp	$0	–	-280,348	-100.0%	-0.01%	–
ELS	Exit	Equity Lifestyle Properties	$0	–	-11,500	-100.0%	-0.01%	–
CNXN	Exit	Pc Connection	$0	–	-16,650	-100.0%	-0.01%	–
GCO	Exit	Genesco Inc	$0	–	-18,125	-100.0%	-0.01%	–
NATI	Exit	National Instruments Corp	$0	–	-19,075	-100.0%	-0.01%	–
WLL	Exit	Whiting Petroleum Corp	$0	–	-125,200	-100.0%	-0.01%	–
YPF	Exit	Ypf S.A.-Sponsored Adrspon adr cl d	$0	–	-71,048	-100.0%	-0.01%	–
ESGC	Exit	Eros International Plc	$0	–	-242,638	-100.0%	-0.01%	–
OCSL	Exit	Oaktree Specialty Lending Corp	$0	–	-147,975	-100.0%	-0.01%	–
BKD	Exit	Brookdale Senior Livng -redh	$0	–	-112,225	-100.0%	-0.01%	–
ISBC	Exit	Investors Bancorp Inc	$0	–	-67,206	-100.0%	-0.01%	–
ABR	Exit	Arbor Realty Trust Inc	$0	–	-58,779	-100.0%	-0.01%	–
ARCO	Exit	Arcos Dorados Holdings Inc	$0	–	-130,566	-100.0%	-0.01%	–
VIRT	Exit	Virtu Financial Inc-Class Acl a	$0	–	-61,275	-100.0%	-0.01%	–
ARCC	Exit	Ares Capital Corp	$0	–	-53,000	-100.0%	-0.01%	–
CCEP	Exit	Coca-Cola European Partners PL	$0	–	-19,286	-100.0%	-0.01%	–
TTE	Exit	Total S.A. SP ADRsponsored ads	$0	–	-17,750	-100.0%	-0.01%	–
MAG	Exit	Mag Silver	$0	–	-84,412	-100.0%	-0.01%	–
NLNK	Exit	Newlink Genetics Corp	$0	–	-374,298	-100.0%	-0.01%	–
ASNAQ	Exit	Ascena Retail Group	$0	–	-157,561	-100.0%	-0.01%	–
KRC	Exit	Kilroy Realty Corp	$0	–	-14,175	-100.0%	-0.01%	–
ROKU	Exit	Roku Inccl a	$0	–	-8,250	-100.0%	-0.01%	–
ARI	Exit	Apollo Commercial Real Est. Finance Inc	$0	–	-59,550	-100.0%	-0.01%	–
AJX	Exit	Great Ajax Corp	$0	–	-81,963	-100.0%	-0.01%	–
CPL	Exit	Cpfl Energia Sa Adrsponsored adr	$0	–	-67,544	-100.0%	-0.01%	–
CSTM	Exit	Constellium SE	$0	–	-82,625	-100.0%	-0.01%	–
MCO	Exit	Moodys Corp.	$0	–	-5,094	-100.0%	-0.01%	–
FCN	Exit	Fti Consulting Inc	$0	–	-10,900	-100.0%	-0.01%	–
TRTX	Exit	Tpg Re Finance Trust Inc	$0	–	-54,589	-100.0%	-0.01%	–
TUP	Exit	Tupperware Corp.	$0	–	-138,825	-100.0%	-0.01%	–
CAT	Exit	Caterpillar Inc.	$0	–	-9,145	-100.0%	-0.01%	–
KMB	Exit	Kimberly Clark Corp.	$0	–	-9,375	-100.0%	-0.01%	–
MBUU	Exit	Malibu Boats Inc. Acl a	$0	–	-32,050	-100.0%	-0.01%	–
DNRCQ	Exit	Denbury Resources Inc	$0	–	-976,765	-100.0%	-0.01%	–
GDDY	Exit	Godaddy Inc - Class Acl a	$0	–	-20,150	-100.0%	-0.01%	–
TEL	Exit	TE Connectivity Ltd.	$0	–	-12,950	-100.0%	-0.01%	–
AVYA	Exit	Avaya Holdings Corp	$0	–	-105,005	-100.0%	-0.01%	–
BSX	Exit	Boston Scientific Corp.	$0	–	-33,313	-100.0%	-0.01%	–
AMCR	Exit	Amcor Plcord	$0	–	-134,562	-100.0%	-0.01%	–
FRC	Exit	First Republic Bank	$0	–	-12,950	-100.0%	-0.01%	–
MSCI	Exit	MSCI Inc-cl A	$0	–	-5,875	-100.0%	-0.01%	–
UPLD	Exit	Upland Software Inc	$0	–	-39,538	-100.0%	-0.01%	–
ACM	Exit	AECOM	$0	–	-35,865	-100.0%	-0.01%	–
RYAAY	Exit	Ryanair Hldgs ADRsponsored ads	$0	–	-17,836	-100.0%	-0.01%	–
AZO	Exit	AutoZone Inc.	$0	–	-1,325	-100.0%	-0.01%	–
EVRI	Exit	Everi Holdings Inc	$0	–	-126,677	-100.0%	-0.01%	–
WCG	Exit	Wellcare Health Plans Inc OLD	$0	–	-5,100	-100.0%	-0.01%	–
FLEX	Exit	Flex Ltdord	$0	–	-132,800	-100.0%	-0.01%	–
FBM	Exit	Foundation Building Material	$0	–	-88,475	-100.0%	-0.01%	–
OSK	Exit	Oshkosh Truck Corp	$0	–	-18,559	-100.0%	-0.01%	–
SGH	Exit	Smart Global Holdings Inc	$0	–	-50,437	-100.0%	-0.01%	–
BK	Exit	Bank of New York Mellon Corp.	$0	–	-39,050	-100.0%	-0.01%	–
KEYS	Exit	Keysight Technologies Inc	$0	–	-19,491	-100.0%	-0.01%	–
CYOU	Exit	Changyou.Com Ltd-Adrcl a	$0	–	-206,146	-100.0%	-0.01%	–
FLT	Exit	Fleetcor technologies inc	$0	–	-7,175	-100.0%	-0.01%	–
MMS	Exit	Maximus Inc	$0	–	-29,165	-100.0%	-0.02%	–
TMHC	Exit	Taylor Morrison Home Corp-A	$0	–	-96,595	-100.0%	-0.02%	–
CMI	Exit	Cummins Engine Company Inc.	$0	–	-12,925	-100.0%	-0.02%	–
LPI	Exit	Laredo Petroleum Holdings	$0	–	-876,224	-100.0%	-0.02%	–
SYK	Exit	Stryker Corp.	$0	–	-12,000	-100.0%	-0.02%	–
MLCO	Exit	Melco Resorts & Entertainmentadr	$0	–	-105,350	-100.0%	-0.02%	–
AZPN	Exit	Aspen Technology Inc	$0	–	-21,750	-100.0%	-0.02%	–
CCI	Exit	Crown Castle Intl Corp	$0	–	-18,525	-100.0%	-0.02%	–
SIVB	Exit	SVB Financial Group	$0	–	-11,025	-100.0%	-0.02%	–
FMS	Exit	Fresenius Medical Care AG & Co. ADRsponsored adr	$0	–	-73,400	-100.0%	-0.02%	–
EOG	Exit	Eog Resources	$0	–	-32,237	-100.0%	-0.02%	–
FFIV	Exit	F5 Networks Inc	$0	–	-19,250	-100.0%	-0.02%	–
FTNT	Exit	Fortinet	$0	–	-27,600	-100.0%	-0.02%	–
HMC	Exit	Honda Motor Limited - ADR	$0	–	-102,950	-100.0%	-0.02%	–
AME	Exit	Ametek Inc	$0	–	-30,175	-100.0%	-0.02%	–
HDB	Exit	Hdfc Bank Ltd Adrsponsored ads	$0	–	-49,100	-100.0%	-0.02%	–
EPC	Exit	Edgewell Personal Care Co	$0	–	-107,312	-100.0%	-0.02%	–
DRI	Exit	Darden Restaurants Inc.	$0	–	-30,275	-100.0%	-0.02%	–
OKTA	Exit	Okta Inccl a	$0	–	-29,850	-100.0%	-0.02%	–
VRSN	Exit	Verisign Inc	$0	–	-18,512	-100.0%	-0.02%	–
SONY	Exit	Sony Corp.sponsored adr	$0	–	-56,400	-100.0%	-0.03%	–
HI	Exit	Hillenbrand Inc	$0	–	-113,240	-100.0%	-0.03%	–
CIEN	Exit	Ciena Corp	$0	–	-89,425	-100.0%	-0.03%	–
COT	Exit	Cott Corp.	$0	–	-271,386	-100.0%	-0.03%	–
CRON	Exit	Cronos Group Inc	$0	–	-503,700	-100.0%	-0.03%	–
WTI	Exit	W&T Offshore Inc	$0	–	-691,753	-100.0%	-0.03%	–
MSI	Exit	Motorola Solutions Inc.	$0	–	-25,975	-100.0%	-0.03%	–
DOCU	Exit	Docusign Inc	$0	–	-60,325	-100.0%	-0.03%	–
APH	Exit	Amphenol Corpcl a	$0	–	-41,975	-100.0%	-0.03%	–
EHC	Exit	Encompass Health Corp	$0	–	-67,775	-100.0%	-0.03%	–
PM	Exit	Philip Morris International Inc	$0	–	-54,450	-100.0%	-0.03%	–
VEEV	Exit	Veeva Systems Inc-Class A	$0	–	-33,227	-100.0%	-0.03%	–
HEI	Exit	Heico Corp	$0	–	-41,450	-100.0%	-0.03%	–
MNKKQ	Exit	Mallinckrodt PLC - W/I	$0	–	-1,496,705	-100.0%	-0.04%	–
WRB	Exit	Berkley (W R) Corp	$0	–	-74,675	-100.0%	-0.04%	–
CEO	Exit	CNOOC Ltd. ADRsponsored adr	$0	–	-31,725	-100.0%	-0.04%	–
AMP	Exit	Ameriprise Financial Inc.	$0	–	-32,795	-100.0%	-0.04%	–
DHR	Exit	Danaher Corp.	$0	–	-37,700	-100.0%	-0.04%	–
STLD	Exit	Steel Dynamics Inc	$0	–	-176,702	-100.0%	-0.04%	–
BAX	Exit	Baxter International Inc.	$0	–	-73,275	-100.0%	-0.04%	–
PSX	Exit	Phillips 66	$0	–	-54,375	-100.0%	-0.04%	–
VAR	Exit	Varian Medical Sytems Inc	$0	–	-44,050	-100.0%	-0.04%	–
TM	Exit	Toyota Motor Corp - Spon ADR	$0	–	-45,050	-100.0%	-0.04%	–
PMT	Exit	PennyMac Mortgage Investment Trust	$0	–	-284,100	-100.0%	-0.04%	–
ABC	Exit	Amerisourcebergen Corp.	$0	–	-77,392	-100.0%	-0.04%	–
NICE	Exit	Nice System Ltd - ADRsponsored adr	$0	–	-42,138	-100.0%	-0.04%	–
SIG	Exit	Signet Group	$0	–	-330,586	-100.0%	-0.05%	–
ORCL	Exit	Oracle Corp.	$0	–	-135,724	-100.0%	-0.05%	–
QTRHF	Exit	Quarterhill Inc	$0	–	-5,703,229	-100.0%	-0.05%	–
PLD	Exit	Prologis Inc.	$0	–	-84,625	-100.0%	-0.05%	–
WWD	Exit	Woodward Governor Co	$0	–	-66,325	-100.0%	-0.05%	–
C	Exit	Citigroup Inc.	$0	–	-102,000	-100.0%	-0.06%	–
GRMN	Exit	Garmin Ltd.	$0	–	-84,175	-100.0%	-0.06%	–
IR	Exit	Ingersoll Rand Co.	$0	–	-72,375	-100.0%	-0.07%	–
LLY	Exit	Eli Lilly & Co.	$0	–	-76,066	-100.0%	-0.07%	–
CECO	Exit	Career Education Corp	$0	–	-693,767	-100.0%	-0.09%	–
LYB	Exit	Lyondellbasell Indu-CL A	$0	–	-137,225	-100.0%	-0.09%	–
ATH	Exit	Athene Holding Ltd-Class Acl a	$0	–	-355,062	-100.0%	-0.12%	–
TJX	Exit	TJX Companies Inc.	$0	–	-316,114	-100.0%	-0.13%	–
HSY	Exit	Hershey Foods Corp.	$0	–	-149,310	-100.0%	-0.15%	–
AXP	Exit	American Express Co.	$0	–	-364,904	-100.0%	-0.31%	–

Original filings

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

View 13F-HR filed 2020-05-13

Signatures

The EDGAR filing(s) were signed by:

Derrick Crowe — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
ROYAL BK CDA SUSTAINABL	42	Q2 2024	8.5%
TORONTO DOMINION BK ONT	42	Q2 2024	7.4%
CANADIAN NATL RY CO	42	Q2 2024	5.0%
Bank of Nova Scotia	42	Q2 2024	5.9%
ENBRIDGE INC	42	Q2 2024	3.3%
Bank of Montreal	42	Q2 2024	3.3%
SUNCOR ENERGY INC NEW	42	Q2 2024	4.6%
MANULIFE FINL CORP	42	Q2 2024	3.8%
CANADIAN IMPERIAL BK COMM TO	42	Q2 2024	2.6%
Canadian Natural Resources Ltd.	42	Q2 2024	3.2%

View Connor, Clark & Lunn Investment Management Ltd.'s complete holdings history.

Latest significant ownerships (13-D/G)

Connor, Clark & Lunn Investment Management Ltd. Q1 2020 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
ABSOLUTE SOFTWARE CORP	February 08, 2024	?	?
CELESTICA INC	February 08, 2024	?	?
Brookfield Reinsurance Ltd.	February 10, 2023	?	?
Brookfield Asset Management Reinsurance Partners Ltd.	February 10, 2022	?	?
GRANITE REAL ESTATE INVESTMENT TRUST	February 12, 2021	?	?
ENERPLUS Corp	February 13, 2020	?	?
Just Energy Group Inc.	February 13, 2020	?	?
Quarterhill Inc.	February 13, 2020	?	?
COTT CORP /CN/	February 13, 2019	?	?
Fossil Group, Inc.	February 13, 2019	?	?

View Connor, Clark & Lunn Investment Management Ltd.'s complete significant-ownership history.

Latest filings

Type	Filed
N-PX	2024-08-30
13F-HR	2024-08-09
13F-HR	2024-05-09
13F-HR	2024-02-09
SC 13G/A	2024-02-08
SC 13G	2024-02-08
13F-HR	2023-11-13
13F-HR	2023-08-10
13F-HR	2023-05-10
SC 13G/A	2023-02-10

View Connor, Clark & Lunn Investment Management Ltd.'s complete filings history.

All filings

View complete filings history.

Compare quarters

Export Connor, Clark & Lunn Investment Management Ltd.'s holdings