13F-HR filed by O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2019-12-31, filed 2020-02-12, with 1,898 holding rows worth $4,501,393,000.
- Accession
- 0001423442-20-000003
- Filer
- CIK 1423442
- Filed
- 2020-02-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2019
A holdings report, 1,898 entries on the cover page, a total value of $4,501,393,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,501,386,000 with VALUE read as thousands by filing date, 13F file number 028-12966. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerMercer Investments LLC028-12567
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 32 | $4,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 408 | $4,000 | thousands by filing date | |
| TAPESTRY INC COM | 876030107 | Stock | 146 | $4,000 | thousands by filing date | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 17 | $4,000 | thousands by filing date | |
| WIX COM LTD SHS | M98068105 | Stock | 36 | $4,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 20 | $4,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 569 | $4,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 105 | $4,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 98 | $4,000 | thousands by filing date | |
| EXACT SCIENCES CORP COM | 30063P105 | Stock | 42 | $4,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 60 | $4,000 | thousands by filing date | |
| NORDSON CORP | 655663102 | COM | 25 | $4,000 | thousands by filing date | |
| ALLEGION PLC | G0176J109 | ORD SHS | 31 | $4,000 | thousands by filing date | |
| COHERUS ONCOLOGY INC | 19249H103 | COM | 227 | $4,000 | thousands by filing date | |
| COPT DEFENSE PROPERTIES | 22002T108 | SHS BEN INT | 137 | $4,000 | thousands by filing date | |
| DXP ENTERPRISES INC | 233377407 | COM NEW | 96 | $4,000 | thousands by filing date | |
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 89 | $4,000 | thousands by filing date | |
| ISHARES INC | 464286509 | MSCI CDA ETF | 141 | $4,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 1,128 | $4,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 58 | $4,000 | thousands by filing date | |
| TANDEM DIABETES CARE INC | 875372203 | COM NEW | 61 | $4,000 | thousands by filing date | |
| BOOT BARN HLDGS INC | 099406100 | COM | 97 | $4,000 | thousands by filing date | |
| DAUCH CORP | 024061103 | COM | 395 | $4,000 | thousands by filing date | |
| SAVARA INC | 805111101 | COM | 936 | $4,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 259 | $4,000 | thousands by filing date | |
| FIRST INTERSTATE BANCSYSTEM IN | 32055Y201 | COM CL A | 99 | $4,000 | thousands by filing date | |
| NEW YORK MORTGAGE TRUST INC | 649604501 | COM PAR $.02 | 566 | $4,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 119 | $4,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 159 | $4,000 | thousands by filing date | |
| OUTFRONT MEDIA INC | 69007J106 | COM | 150 | $4,000 | thousands by filing date | |
| BLUEPRINT MEDICINES CORP | 09627Y109 | COM | 55 | $4,000 | thousands by filing date | |
| RADNET INC | 750491102 | COM | 206 | $4,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 434 | $4,000 | thousands by filing date | |
| WESTWOOD HOLDINGS GROUP INC | 961765104 | COMMON STOCK | 124 | $4,000 | thousands by filing date | |
| STONERIDGE INC | 86183P102 | COMMON STOCK | 126 | $4,000 | thousands by filing date | |
| SAFE BULKERS INC | Y7388L103 | COMMON STOCK | 2,609 | $4,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 143 | $4,000 | thousands by filing date | |
| AUBURN NATL BANCORP | 050473107 | COM | 70 | $4,000 | thousands by filing date | |
| Mersana Therapeutics Inc | 59045L106 | Common Stock | 652 | $4,000 | thousands by filing date | |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 302 | $4,000 | thousands by filing date | |
| ATLANTIC PWR CORP | 04878Q863 | COM NEW | 1,739 | $4,000 | thousands by filing date | |
| MASONITE INTERNATIONAL CORP | 575385109 | COMMON STOCK-FO | 59 | $4,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J106 | COMMON STOCK | 277 | $4,000 | thousands by filing date | |
| WIDEOPENWEST INC | 96758W101 | COM | 479 | $4,000 | thousands by filing date | |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 589 | $4,000 | thousands by filing date | |
| SUPERIOR INDS INTL INC | 868168105 | COM | 1,059 | $4,000 | thousands by filing date | |
| GENESIS HEALTHCARE CLASS A | 37185X106 | COMMON STOCK | 2,384 | $4,000 | thousands by filing date | |
| INOVALON HLDGS INC | 45781D101 | COM CL A | 216 | $4,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 13 | $3,000 | thousands by filing date | |
| SPDR S&P Dividend ETF | 78464A763 | SHS | 25 | $3,000 | thousands by filing date | |
| COUSINSPPTYSINC | 222795502 | STOK | 73 | $3,000 | thousands by filing date | |
| INNOVATIVE INDL PPTYS INC COM | 45781V101 | REIT | 37 | $3,000 | thousands by filing date | |
| ANTERO MIDSTREAM CORP COM | 03676B102 | Stock | 389 | $3,000 | thousands by filing date | |
| SAUL CTRS INC COM | 804395101 | REIT | 59 | $3,000 | thousands by filing date | |
| MATSON INC COM | 57686G105 | Stock | 64 | $3,000 | thousands by filing date | |
| PENTAIR PLC SHS | G7S00T104 | Stock | 60 | $3,000 | thousands by filing date | |
| EPR PPTYS COM SH BEN INT | 26884U109 | REIT | 36 | $3,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 41 | $3,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 21 | $3,000 | thousands by filing date | |
| INTERACTIVE BROKERS GROUP INC COM CL A | 45841N107 | Stock | 75 | $3,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 29 | $3,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 91 | $3,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 55 | $3,000 | thousands by filing date | |
| QFIN HOLDINGS INC AMERICAN DEP | 88557W101 | ADR | 358 | $3,000 | thousands by filing date | |
| CNX RES CORP COM | 12653C108 | Stock | 340 | $3,000 | thousands by filing date | |
| FULLER H B CO COM | 359694106 | Stock | 65 | $3,000 | thousands by filing date | |
| LTC PPTYS INC COM | 502175102 | REIT | 56 | $3,000 | thousands by filing date | |
| FIRST CTZNS BANCSHARES INC DEL CL A | 31946M103 | Stock | 5 | $3,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 35 | $3,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 49 | $3,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 138 | $3,000 | thousands by filing date | |
| MADISON SQUARE GRDN SPRT CORP CL A | 55825T103 | Stock | 10 | $3,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 10 | $3,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 23 | $3,000 | thousands by filing date | |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 29 | $3,000 | thousands by filing date | |
| WILLIAMS SONOMA INC COM | 969904101 | Stock | 43 | $3,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 43 | $3,000 | thousands by filing date | |
| NUTANIX INC CL A | 67059N108 | Stock | 98 | $3,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 43 | $3,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 53 | $3,000 | thousands by filing date | |
| JBG SMITH PPTYS COM | 46590V100 | REIT | 85 | $3,000 | thousands by filing date | |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 106 | $3,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 65 | $3,000 | thousands by filing date | |
| IMPINJ INC | 453204109 | COM | 103 | $3,000 | thousands by filing date | |
| CARPENTER TECHNOLOGY CORP | 144285103 | COM | 54 | $3,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 449 | $3,000 | thousands by filing date | |
| OIL STS INTL INC | 678026105 | COM | 184 | $3,000 | thousands by filing date | |
| LIBERTY BROADBAND CORP | 530307305 | COM SER C | 25 | $3,000 | thousands by filing date | |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 20 | $3,000 | thousands by filing date | |
| CHEFS WHSE INC | 163086101 | COM | 68 | $3,000 | thousands by filing date | |
| COVENANT LOGISTICS GROUP INC | 22284P105 | CL A | 235 | $3,000 | thousands by filing date | |
| YUM CHINA HLDGS INC | 98850P109 | COM | 66 | $3,000 | thousands by filing date | |
| CRANE CO | 224399105 | COM | 30 | $3,000 | thousands by filing date | |
| LIFE STORAGE INC | 53223X107 | COM | 25 | $3,000 | thousands by filing date | |
| FIRST REPUBLIC BANK/SAN FRANCI | 33616C100 | COM | 29 | $3,000 | thousands by filing date | |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 105 | $3,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 22 | $3,000 | thousands by filing date | |
| SUNPOWER CORP | 867652406 | COM | 404 | $3,000 | thousands by filing date | |
| ANSYS INC COM | 03662Q105 | COM | 12 | $3,000 | thousands by filing date | |
| PHIBRO ANIMAL HEALTH CORP (CLA | 71742Q106 | CL A COM | 101 | $3,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 35 | $3,000 | thousands by filing date | |
| CENTURY COMMUNITIES INC. | 156504300 | COM | 100 | $3,000 | thousands by filing date | |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 48 | $3,000 | thousands by filing date | |
| TERRAFORM PWR INC | 88104R209 | COM CL A | 221 | $3,000 | thousands by filing date | |
| AMPHASTAR PHARMACEUTICALS IN | 03209R103 | COM | 143 | $3,000 | thousands by filing date | |
| MERCHANTS BANCORP IND | 58844R108 | COM | 166 | $3,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 145 | $3,000 | thousands by filing date | |
| PATTERN ENERGY GROUP INC | 70338P100 | CL A | 130 | $3,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 20 | $3,000 | thousands by filing date | |
| LIQUIDITY SVCS INC | 53635B107 | COM | 577 | $3,000 | thousands by filing date | |
| EVOLUTION PETROLEUM CORP | 30049A107 | COMMON STOCK | 550 | $3,000 | thousands by filing date | |
| NORWOOD FINANCIAL CORP | 669549107 | COMMON STOCK | 80 | $3,000 | thousands by filing date | |
| FOSTER LB CO A | 350060109 | COMMON STOCK | 153 | $3,000 | thousands by filing date | |
| CITI TRENDS INC | 17306X102 | COMMON STOCK | 145 | $3,000 | thousands by filing date | |
| CRAWFORD COMPANY CL A | 224633206 | COMMON STOCK | 303 | $3,000 | thousands by filing date | |
| EQUITY BANCSHARES INC CL A | 29460X109 | COMMON STOCK | 111 | $3,000 | thousands by filing date | |
| FLEXSTEEL INDS | 339382103 | COMMON STOCK | 155 | $3,000 | thousands by filing date | |
| LIBERTY PROPERTY TRUST | 531172104 | SH BEN INT | 57 | $3,000 | thousands by filing date | |
| Rafael Holdings Inc Class B | 75062E106 | COM | 147 | $3,000 | thousands by filing date | |
| INTREXON CORP | 46122T102 | COM | 529 | $3,000 | thousands by filing date | |
| VERADIGM INC | 01988P108 | COMMON STOCK | 309 | $3,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 1,014 | $3,000 | thousands by filing date | |
| MESA AIR GROUP INC | 590479135 | COM NEW | 362 | $3,000 | thousands by filing date | |
| G1 THERAPEUTICS INC | 3621LQ109 | COM | 119 | $3,000 | thousands by filing date | |
| SILVERBOW RES INC | 82836G102 | COM | 313 | $3,000 | thousands by filing date | |
| SPX FLOW INC COM | 78469X107 | Stock | 52 | $3,000 | thousands by filing date | |
| JERNIGAN CAP INC | 476405105 | COM | 171 | $3,000 | thousands by filing date | |
| TEAM INC | 878155100 | COM | 184 | $3,000 | thousands by filing date | |
| USA TRUCK INC | 902925106 | COM | 411 | $3,000 | thousands by filing date | |
| RA PHARMACEUTICALS INC | 74933V108 | COM | 65 | $3,000 | thousands by filing date | |
| INDEPENDENCE CONTRACT DRIL I | 453415309 | COM | 2,688 | $3,000 | thousands by filing date | |
| Vanguard Dividend Appreciation ETF | 921908844 | SHS | 20 | $2,000 | thousands by filing date | |
| OKTAINCCLASSA | 679295105 | STOK | 18 | $2,000 | thousands by filing date | |
| SPOTIFYTECHNOLOGYSAF | L8681T102 | STOK | 16 | $2,000 | thousands by filing date | |
| HILTON GRAND VACATIONS INC COM | 43283X105 | Stock | 52 | $2,000 | thousands by filing date | |
| PARK HOTELS & RESORTS INC COM | 700517105 | REIT | 88 | $2,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 12 | $2,000 | thousands by filing date | |
| GATX CORP COM | 361448103 | Stock | 20 | $2,000 | thousands by filing date | |
| MINERALS TECHNOLOGIES INC COM | 603158106 | Stock | 28 | $2,000 | thousands by filing date | |
| INGREDION INC COM | 457187102 | Stock | 23 | $2,000 | thousands by filing date | |
| RUSH ENTERPRISES INC CL A | 781846209 | Stock | 45 | $2,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 51 | $2,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 5 | $2,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 192 | $2,000 | thousands by filing date | |
| EVERFORTH INC COM | 00191U102 | Stock | 29 | $2,000 | thousands by filing date | |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 63 | $2,000 | thousands by filing date | |
| BLOCK INC CL A | 852234103 | Stock | 27 | $2,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 10 | $2,000 | thousands by filing date | |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 17 | $2,000 | thousands by filing date | |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD | 824596100 | ADR | 51 | $2,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 40 | $2,000 | thousands by filing date | |
| IDEX CORP COM | 45167R104 | Stock | 9 | $2,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 108 | $2,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 151 | $2,000 | thousands by filing date | |
| ELEMENT SOLUTIONS INC COM | 28618M106 | Stock | 210 | $2,000 | thousands by filing date | |
| BAKER HUGHES COMPANY CL A | 05722G100 | Stock | 84 | $2,000 | thousands by filing date | |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 6 | $2,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 32 | $2,000 | thousands by filing date | |
| SABRE CORP COM | 78573M104 | Stock | 80 | $2,000 | thousands by filing date | |
| FIRST FINL BANKSHARES INC COM | 32020R109 | Stock | 70 | $2,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 51 | $2,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 53 | $2,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 45 | $2,000 | thousands by filing date | |
| GLADSTONE COMMERCIAL CORP | 376536108 | COM | 100 | $2,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 120 | $2,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 8 | $2,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125C109 | COM | 23 | $2,000 | thousands by filing date | |
| ALLEGIANT TRAVEL CO | 01748X102 | COM | 13 | $2,000 | thousands by filing date | |
| SELECT WATER SOLUTIONS INC | 81617J301 | CL A COM | 241 | $2,000 | thousands by filing date | |
| ASHLAND INC | 044186104 | COM | 30 | $2,000 | thousands by filing date | |
| CODEXIS INC | 192005106 | COM | 130 | $2,000 | thousands by filing date | |
| COGNEX CORP | 192422103 | COM | 40 | $2,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 96 | $2,000 | thousands by filing date | |
| RINGCENTRAL INC | 76680R206 | CL A | 9 | $2,000 | thousands by filing date | |
| WEX INC | 96208T104 | COM | 10 | $2,000 | thousands by filing date | |
| ICU MED INC | 44930G107 | COM | 9 | $2,000 | thousands by filing date | |
| IDACORP INC | 451107106 | COM | 15 | $2,000 | thousands by filing date | |
| MARKETAXESS HLDGS INC | 57060D108 | COM | 4 | $2,000 | thousands by filing date | |
| MGE ENERGY INC | 55277P104 | COM | 21 | $2,000 | thousands by filing date | |
| DESIGNER BRANDS INC | 250565108 | CL A | 151 | $2,000 | thousands by filing date | |
| BIOHAVEN PHARMACEUTICAL HOLDIN | G11196105 | COM | 30 | $2,000 | thousands by filing date | |
| ALTERYX, INC (CLASS A) | 02156B103 | COM CL A | 18 | $2,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 90 | $2,000 | thousands by filing date | |
| SIGNATURE BANK | 82669G104 | COM | 15 | $2,000 | thousands by filing date | |
| SUMMIT MATERIALS INC CLASS A | 86614U100 | CL A | 82 | $2,000 | thousands by filing date | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 260 | $2,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907108 | COM | 92 | $2,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 14 | $2,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 80 | $2,000 | thousands by filing date | |
| QUINSTREET INC | 74874Q100 | COM | 154 | $2,000 | thousands by filing date | |
| MONRO INC | 610236101 | COMMON STOCK | 26 | $2,000 | thousands by filing date | |
| LANDMARK BANCORP INC | 51504L107 | COMMON STOCK | 63 | $2,000 | thousands by filing date | |
| PLUMAS BANCORP | 729273102 | COMMON STOCK | 57 | $2,000 | thousands by filing date | |
| VAREX IMAGING CORP | 92214X106 | COMMON STOCK | 78 | $2,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 226 | $2,000 | thousands by filing date | |
| BEACON ROOFING SUPPLY INC | 073685109 | COM | 78 | $2,000 | thousands by filing date | |
| SRC ENERGY INC | 78470V108 | COM | 574 | $2,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 69 | $2,000 | thousands by filing date | |
| PETIQ INC | 71639T106 | COMMON STOCK | 87 | $2,000 | thousands by filing date | |
| BLACK KNIGHT INC COM | 09215C105 | Stock | 29 | $2,000 | thousands by filing date | |
| CREE INC | 225447101 | COM | 48 | $2,000 | thousands by filing date | |
| TIVITY HEALTH INC | 88870R102 | COM | 118 | $2,000 | thousands by filing date | |
| ACACIA COMMUNICATIONS INC | 00401C108 | COM | 25 | $2,000 | thousands by filing date | |
| OPTINOSE INC | 68404V100 | COM | 239 | $2,000 | thousands by filing date | |
| ARQULE INC | 04269E107 | COM | 103 | $2,000 | thousands by filing date | |
| R1 RCM INC | 749397105 | COM | 137 | $2,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 7 | $1,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 23 | $1,000 | thousands by filing date | |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 3 | $1,000 | thousands by filing date | |
| MARKELGROUPINC | 570535104 | STOK | 1 | $1,000 | thousands by filing date | |
| TOMPKINS FINL CORP COM | 890110109 | Stock | 6 | $1,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 36 | $1,000 | thousands by filing date | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 38 | $1,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 36 | $1,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 60 | $1,000 | thousands by filing date | |
| APTARGROUP INC COM | 038336103 | Stock | 10 | $1,000 | thousands by filing date | |
| RESIDEO TECHNOLOGIES INC COM | 76118Y104 | Stock | 64 | $1,000 | thousands by filing date | |
| FOX CORP CL A COM | 35137L105 | Stock | 37 | $1,000 | thousands by filing date | |
| ITT INC COM | 45073V108 | Stock | 20 | $1,000 | thousands by filing date | |
| APPLIED INDL TECHNOLOGIES INC COM | 03820C105 | Stock | 8 | $1,000 | thousands by filing date | |
| ROGERS CORP COM | 775133101 | Stock | 6 | $1,000 | thousands by filing date | |
| GRAHAM HLDGS CO COM CL B | 384637104 | Stock | 1 | $1,000 | thousands by filing date | |
| JANUS HENDERSON GROUP PLC ORD SHS | G4474Y214 | Stock | 28 | $1,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 12 | $1,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 23 | $1,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 25 | $1,000 | thousands by filing date | |
| TRANSUNION COM | 89400J107 | Stock | 15 | $1,000 | thousands by filing date | |
| DOCUSIGN INC COM | 256163106 | Stock | 19 | $1,000 | thousands by filing date | |
| INSPIRE MED SYS INC COM | 457730109 | Stock | 15 | $1,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 30 | $1,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 45 | $1,000 | thousands by filing date | |
| BROWN & BROWN INC COM | 115236101 | Stock | 29 | $1,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 10 | $1,000 | thousands by filing date | |
| ONEMAIN HLDGS INC COM | 68268W103 | Stock | 23 | $1,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 13 | $1,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 10 | $1,000 | thousands by filing date | |
| RYDER SYS INC COM | 783549108 | Stock | 14 | $1,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 23 | $1,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 9 | $1,000 | thousands by filing date | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 67 | $1,000 | thousands by filing date | |
| RPM INTL INC COM | 749685103 | Stock | 15 | $1,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 18 | $1,000 | thousands by filing date | |
| CROWN HLDGS INC COM | 228368106 | Stock | 7 | $1,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 5 | $1,000 | thousands by filing date | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 28 | $1,000 | thousands by filing date | |
| BANCORP INC DEL | 05969A105 | COM | 97 | $1,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 16 | $1,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 29 | $1,000 | thousands by filing date | |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 79 | $1,000 | thousands by filing date | |
| ALKERMES PLC | G01767105 | SHS | 52 | $1,000 | thousands by filing date | |
| CLARUS CORP NEW | 18270P109 | COM | 39 | $1,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 20 | $1,000 | thousands by filing date | |
| GARRETT MOTION INC | 366505105 | COM | 58 | $1,000 | thousands by filing date | |
| OCEANEERING INTL INC | 675232102 | COM | 79 | $1,000 | thousands by filing date | |
| GENIE ENERGY LTD | 372284208 | CL B | 101 | $1,000 | thousands by filing date | |
| NEWS CORP NEW | 65249B208 | CL B | 35 | $1,000 | thousands by filing date | |
| LEGGETT & PLATT INC | 524660107 | COM | 15 | $1,000 | thousands by filing date | |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 26 | $1,000 | thousands by filing date | |
| CORCEPT THERAPEUTICS INC | 218352102 | COM | 90 | $1,000 | thousands by filing date | |
| BARRETT BUSINESS SVCS INC | 068463108 | COM | 7 | $1,000 | thousands by filing date | |
| BIOMARIN PHARMACEUTICAL INC | 09061G101 | COM | 15 | $1,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 15 | $1,000 | thousands by filing date | |
| HILLTOP HLDGS INC | 432748101 | COM | 48 | $1,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 6 | $1,000 | thousands by filing date | |
| VERICEL CORP | 92346J108 | COM | 62 | $1,000 | thousands by filing date | |
| ZENDESK INC | 98936J101 | COM | 13 | $1,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 17 | $1,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 80 | $1,000 | thousands by filing date | |
| COUPA SOFTWARE INCORPORATED | 22266L106 | COM | 8 | $1,000 | thousands by filing date | |
| VECTOR GROUP LTD | 92240M108 | COM | 107 | $1,000 | thousands by filing date | |
| VISTA OUTDOOR INC | 928377100 | COM | 100 | $1,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 6 | $1,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 40 | $1,000 | thousands by filing date | |
| SITE CENTERS CORP | 82981J109 | COM | 82 | $1,000 | thousands by filing date | |
| EXTENDED STAY AMER INC | 30224P200 | UNIT 99/99/9999B | 50 | $1,000 | thousands by filing date | |
| MYLAN NV | N59465109 | SHS EURO | 51 | $1,000 | thousands by filing date | |
| PIPER SANDLER COMPANIES | 724078100 | COM | 7 | $1,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 15 | $1,000 | thousands by filing date | |
| WELBILT INC | 949090104 | COM | 40 | $1,000 | thousands by filing date | |
| PAR TECHNOLOGY CORP | 698884103 | COM | 38 | $1,000 | thousands by filing date | |
| MFA FINL INC | 55272X102 | COM | 95 | $1,000 | thousands by filing date | |
| AQUA AMERICA INC | 03836W103 | COM | 26 | $1,000 | thousands by filing date | |
| INTERNATIONAL MONEY EXPRESS | 46005L101 | COM | 49 | $1,000 | thousands by filing date | |
| 3D SYSTEMS CORP | 88554D205 | COMMON STOCK | 160 | $1,000 | thousands by filing date | |
| CB FINANCIAL SERVICES INC | 12479G101 | COMMON STOCK | 42 | $1,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 10 | $1,000 | thousands by filing date | |
| RING ENERGY INC | 76680V108 | COMMON STOCK | 386 | $1,000 | thousands by filing date | |
| GLOBAL WATER RESOURCES INC | 379463102 | COMMON STOCK | 98 | $1,000 | thousands by filing date | |
| STRATASYS LTD | M85548101 | SHS | 28 | $1,000 | thousands by filing date | |
| CADENCE BANCORP | 12739A100 | COMMON EQUITY | 80 | $1,000 | thousands by filing date | |
| EXPRESS INC | 30219E103 | COMMON STOCK | 176 | $1,000 | thousands by filing date | |
| URSTADT BIDDLE PROPERTIES | 917286205 | COMMON STOCK | 41 | $1,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 13 | $1,000 | thousands by filing date | |
| SERVICEMASTER GLOBAL HOLDING | 81761R109 | COMMON STOCK | 15 | $1,000 | thousands by filing date | |
| OVERSEAS SHIPHOLDING GROUP I | 69036R863 | CL A NEW | 499 | $1,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577102 | COM | 34 | $1,000 | thousands by filing date | |
| TRUECAR INC | 89785L107 | COM | 248 | $1,000 | thousands by filing date | |
| SECUREWORKS CORP | 81374A105 | CL A | 31 | $1,000 | thousands by filing date | |
| MEDALLIA INC | 584021109 | COM | 34 | $1,000 | thousands by filing date | |
| QUOTIENT LTD | G73268107 | SHS | 141 | $1,000 | thousands by filing date | |
| ZOGENIX INC. | 98978L204 | Common Stock | 28 | $1,000 | thousands by filing date | |
| BAUDAX BIO INC | 07160F107 | COM | 132 | $1,000 | thousands by filing date | |
| WAITR HLDGS INC | 930752100 | COM | 2,685 | $1,000 | thousands by filing date | |
| BLOOM ENERGY CORP | 093712107 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GARTNERINC | 366651107 | STOK | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ANAVEX LIFE SCIENCES CORP | 032797300 | COM NEW | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SAREPTA THERAPEUTICS INC | 803607100 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VIPSHOP HLDGS LTD SPONSORED ADS A | 92763W103 | ADR | 14 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TRONOX HOLDINGS PLC SHS | G9087Q102 | Stock | 13 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RANGE RES CORP COM | 75281A109 | Stock | 45 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VALMONT INDS INC COM | 920253101 | Stock | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PARK NATL CORP COM | 700658107 | Stock | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WABTEC COM | 929740108 | Stock | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES RUSSELL MID-CAP VALUE ETF | 464287473 | ETF | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHUNGHWA TELECOM CO LTD SPON ADR NEW11 | 17133Q502 | ADR | 12 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS | 00215W100 | ADR | 56 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GENPACT LIMITED SHS | G3922B107 | Stock | 11 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIQUIDIA CORPORATION COM NEW | 53635D202 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GAP INC COM | 364760108 | Stock | 21 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HERC HLDGS INC COM | 42704L104 | Stock | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FLOWSERVE CORP | 34354P105 | COM | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| U HAUL HOLDING COMPANY | 023586100 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ARBOR REALTY TRUST INC | 038923108 | COM | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ARES COML REAL ESTATE CORP | 04013V108 | COM | 30 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CAPRI HOLDINGS LIMITED | G1890L107 | SHS | 9 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FORTIS INC | 349553107 | COM | 8 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OCULAR THERAPEUTIX INC | 67576A100 | COM | 87 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIBERTY LATIN AMERICA LTD | G9001E102 | COM CL A | 8 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CONSTELLIUM SE | F21107101 | CL A SHS | 19 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GRUPO AEROPORTUARIO DEL SURE | 40051E202 | SPON ADR SER B | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| URBAN EDGE PPTYS | 91704F104 | COM | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ZTO EXPRESS CAYMAN INC | 98980A105 | SPONSORED ADS A | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MATTEL INC | 577081102 | COM | 22 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PETMED EXPRESS INC | 716382106 | COM | 19 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SEALED AIR CORP NEW | 81211K100 | COM | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MOMO INC | 60879B107 | ADR | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CORESITE RLTY CORP | 21870Q105 | COM | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AMC NETWORKS INC | 00164V103 | CL A | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CARS COM INC | 14575E105 | COM | 33 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| NEKTAR THERAPEUTICS | 640268108 | COM | 15 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CECO ENVIRONMENTAL CORP | 125141101 | COM | 21 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MANITOWOC CO INC | 563571405 | COM NEW | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LUXFER HOLDINGS PLC | G5698W116 | COMMON STOCK | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LINEAGE CELL THERAPEUTICS IN | 53566P109 | COMMON STOCK | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AIRGAIN INC | 00938A104 | COM | 4 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RIVERVIEW BANCORP INC | 769397100 | COM | 50 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DESTINATION XL GROUP INC | 25065K104 | COM | 170 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FRONTIER COMMUNICATIONS CORP | 35906A306 | COM NEW | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ABRAXAS PETROLEUM CORP | 003830106 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 24 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GRUPO SIMEC SAB DE C V | 400491106 | ADR | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Enzo Biochem Inc | 294100102 | Common Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SENSEONICS HLDGS INC | 81727U105 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FORUM ENERGY TECHNOLOGIES | 34984V100 | COMMON STOCK | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| JOUNCE THERAPEUTICS INC | 481116101 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FLOTEK INDS INC DEL | 343389102 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| KINIKSA PHARMACEUTICALS LTD | G5269C101 | COM CL A | 19 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHIMERIX INC COM | 16934W106 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TYME TECHNOLOGIES INC COM | 90238J103 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| QEP RESOURCES INC | 74733V100 | COM | 51 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHANGYOU COM LTD | 15911M107 | ADS REP CL A | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EROS INTL PLC | G3788M114 | SHS NEW | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HIGHPOINT RES CORP | 43114K108 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 94 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| IDEANOMICS INC | 45166V106 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PHASEBIO PHARMACEUTICALS INC | 717224109 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ENERGOUS CORP | 29272C103 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| 22ND CENTY GROUP INC | 90137F103 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PARTY CITY HOLDCO INC | 702149105 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UNIT CORP | 909218109 | COM | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PSYCHEMEDICS CORP | 744375205 | COM NEW | 52 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MEI PHARMA INC | 55279B202 | COM NEW | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ACORDA THERAPEUTICS INC | 00484M106 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PARTNER COMMUNICATIONS CO LT | 70211M109 | ADR | 25 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MUSTANG BIO INC | 62818Q104 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ELECTROCORE INC | 28531P103 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RUBICON PROJ INC | 78112V102 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MARINUS PHARMACEUTICALS INC | 56854Q101 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Pareteum Corporation | 69946T207 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHINOOK THERAPEUTICS INC. | 00739L101 | Common Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DASAN ZHONE SOLUTIONS INC | 23305L206 | COM NEW | 33 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MARRONE BIO INNOVATIONS INC | 57165B106 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| COVIA HLDGS CORP | 22305A103 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SEADRILL LTD | G7998G106 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ASSERTIO THERAPEUTICS INC | 04545L107 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CONFORMIS INC | 20717E101 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MENLO THERAPEUTICS INC | 586858102 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Checkpoint Therapeutics Inc Com | 162828107 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TRANSENTERIX INC | 89366M300 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CYCLERION THERAPEUTICS INC | 23255M105 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EXELA TECHNOLOGIES INC | 30162V102 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EYEPOINT PHARMACEUTICALS INC | 30233G100 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001423442-20-000003 | this filing | 2020-02-12 | acceptance time not in the bulk data set |