O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2020 Filing
Filed May 13, 2020
Portfolio Value
$2.9T
Holdings
1,387
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (1,387 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | HPEHEWLETT PACKARD ENTERPRISE COM USD.01 | 394,229 | $3.8B | 0.13% | |
| 102 | SYNASYNAPTICS INC COM NPV | 65,858 | $3.8B | 0.13% | |
| 103 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 110,313 | $3.8B | 0.13% | |
| 104 | PAASPAN AMERICAN SILVER CORP COM NPV | 261,956 | $3.7B | 0.13% | |
| 105 | CAECAE INC COM NPV | 294,181 | $3.7B | 0.13% | |
| 106 | RSRELIANCE STEEL & ALUMINUM CO COM NPV | 42,145 | $3.7B | 0.13% | |
| 107 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 101,256 | $3.6B | 0.13% | |
| 108 | MTZMASTEC INC COM USD.1 | 108,585 | $3.6B | 0.12% | |
| 109 | MSFTMICROSOFT CORP COM USD.00000625 | 22,246 | $3.5B | 0.12% | |
| 110 | PBVPRESTIGE CONSUMER HEALTHCARE COM USD.01 | 94,581 | $3.5B | 0.12% | |
| 111 | GMS1EURGMS INC COM USD.01 | 216,639 | $3.4B | 0.12% | |
| 112 | SPGSIMON PROPERTY GROUP INC COM USD.0001 | 60,680 | $3.3B | 0.12% | |
| 113 | OSBCADNORBORD INC COM NPV | 277,805 | $3.3B | 0.11% | |
| 114 | EBFENNIS INC COM USD2.5 | 167,000 | $3.1B | 0.11% | |
| 115 | GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01 | 372,008 | $3.1B | 0.11% | |
| 116 | COPCONOCOPHILLIPS COM USD1.25 | 98,185 | $3.0B | 0.11% | |
| 117 | XHRXENIA HOTELS & RESORTS INC COM USD.01 | 288,037 | $3.0B | 0.10% | |
| 118 | CLSEURCELESTICA INC SUB VTG SHS | 832,640 | $2.9B | 0.10% | |
| 119 | DECKDECKERS OUTDOOR CORP COM USD.01 | 21,438 | $2.9B | 0.10% | |
| 120 | WMSADVANCED DRAINAGE SYSTEMS COM USD0.01 | 96,776 | $2.9B | 0.10% | |
| 121 | CHLUSDCHINA MOBILE LTD SPON ADR | 71,937 | $2.7B | 0.09% | |
| 122 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 48,372 | $2.7B | 0.09% | |
| 123 | IGSBISHARES SHORT-TERM CORPORATE | 51,067 | $2.7B | 0.09% | |
| 124 | HMCHONDA MOTOR CO LTD ADR | 116,480 | $2.6B | 0.09% | |
| 125 | ADPAUTOMATIC DATA PROCESSING COM NPV | 18,418 | $2.5B | 0.09% | |
| 126 | DARDARLING INGREDIENTS INC COM USD.01 | 129,476 | $2.5B | 0.09% | |
| 127 | IMKTAINGLES MARKETS INC -CL A CL A COM USD.05 | 68,434 | $2.5B | 0.09% | |
| 128 | —COLLECTORS UNIVERSE INC COM USD.001 | 155,512 | $2.4B | 0.09% | |
| 129 | ALEXALEXANDER & BALDWIN INC COM NPV | 212,743 | $2.4B | 0.08% | |
| 130 | MAMASTERCARD INC CL A COM USD.0001 | 9,730 | $2.4B | 0.08% | |
| 131 | JBLJABIL INC COM USD.001 | 93,954 | $2.3B | 0.08% | |
| 132 | AWIARMSTRONG WORLD INDUSTRIES COM | 28,512 | $2.3B | 0.08% | |
| 133 | NXSTNEXSTAR MEDIA GROUP CL A COM USD.01 | 38,198 | $2.2B | 0.08% | |
| 134 | CTRACABOT OIL & GAS CORP COM USD.1 | 126,092 | $2.2B | 0.08% | |
| 135 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 63,042 | $2.2B | 0.08% | |
| 136 | PHMPULTEGROUP INC COM USD.01 | 96,083 | $2.1B | 0.08% | |
| 137 | PGPROCTER & GAMBLE CO COM NPV | 19,143 | $2.1B | 0.07% | |
| 138 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 277,147 | $2.1B | 0.07% | |
| 139 | ROFKFORCE INC COM USD.01 | 79,521 | $2.0B | 0.07% | |
| 140 | NMRKNEWMARK GROUP INC Cl A | 471,497 | $2.0B | 0.07% | |
| 141 | STESTERIS PLC COM NPV | 14,050 | $2.0B | 0.07% | |
| 142 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 40,351 | $2.0B | 0.07% | |
| 143 | AMTAMERICAN TOWER CORP COM USD0.01 | 8,943 | $1.9B | 0.07% | |
| 144 | ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 11,832 | $1.9B | 0.07% | |
| 145 | JLLJONES LANG LASALLE INC COM USD.01 | 18,617 | $1.9B | 0.07% | |
| 146 | CSWCSW INDUSTRIALS INC COM USD.01 | 28,598 | $1.9B | 0.07% | |
| 147 | BNSBANK OF NOVA SCOTIA COM NPV | 45,423 | $1.8B | 0.06% | |
| 148 | BTOB2GOLD CORP COM NPV | 608,288 | $1.8B | 0.06% | |
| 149 | UPBDRENT-A-CENTER INC COM USD.01 | 128,702 | $1.8B | 0.06% | |
| 150 | YRIYAMANA GOLD INC COM | 651,141 | $1.8B | 0.06% | |
| 151 | RMERESMED INC COM USD.004 | 12,169 | $1.8B | 0.06% | |
| 152 | SONYSONY CORP ADR | 30,162 | $1.8B | 0.06% | |
| 153 | COOCOOPER COS INC (THE) COM USD.1 | 6,409 | $1.8B | 0.06% | |
| 154 | IWDISHARES RUSSELL 1000 VALUE E | 17,747 | $1.8B | 0.06% | |
| 155 | AMZNAMAZON.COM INC COM USD.01 | 896 | $1.7B | 0.06% | |
| 156 | LENLENNAR CORP CL A COM USD.1 | 45,580 | $1.7B | 0.06% | |
| 157 | BHEBENCHMARK ELECTRONICS INC COM USD.01 | 86,473 | $1.7B | 0.06% | |
| 158 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 13,412 | $1.7B | 0.06% | |
| 159 | FBINFORTUNE BRANDS HOME & SECUR COM USD.01 | 39,682 | $1.7B | 0.06% | |
| 160 | TMUST-MOBILE US INC COM | 20,217 | $1.7B | 0.06% | |
| 161 | MEOHMETHANEX CORP COM NPV | 139,677 | $1.7B | 0.06% | |
| 162 | HSYHERSHEY CO COM USD1. | 12,710 | $1.7B | 0.06% | |
| 163 | TRVTRAVELERS COS INC COM | 15,805 | $1.6B | 0.06% | |
| 164 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 43,006 | $1.5B | 0.05% | |
| 165 | CEOCNOOC LTD SPONSORED ADR | 14,472 | $1.5B | 0.05% | |
| 166 | CTLEURCENTURYLINK INC COM USD1 | 154,407 | $1.5B | 0.05% | |
| 167 | JNJJOHNSON & JOHNSON COM USD1 | 11,025 | $1.4B | 0.05% | |
| 168 | SBACSBA COMMUNICATIONS CORP COM USD.01 | 5,358 | $1.4B | 0.05% | |
| 169 | PKXPOSCO SPON ADR | 43,820 | $1.4B | 0.05% | |
| 170 | OPITQOFFICE PROPERTIES INCOME TR COM USD.01 SBI | 51,464 | $1.4B | 0.05% | |
| 171 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 29,459 | $1.4B | 0.05% | |
| 172 | ALSALLSTATE CORP COM USD.01 | 15,120 | $1.4B | 0.05% | |
| 173 | HNIHNI CORP COM USD1 | 54,947 | $1.4B | 0.05% | |
| 174 | AWMSKYWORKS SOLUTIONS INC COM USD.25 | 15,472 | $1.4B | 0.05% | |
| 175 | IEIISHARES 3-7 YEAR TREASURY BO | 10,334 | $1.4B | 0.05% | |
| 176 | SYYSYSCO CORP COM USD1 | 30,019 | $1.4B | 0.05% | |
| 177 | BMOBANK OF MONTREAL COM NPV | 27,283 | $1.4B | 0.05% | |
| 178 | RIORIO TINTO GROUP SPON ADR | 29,882 | $1.4B | 0.05% | |
| 179 | WKCWORLD FUEL SERVICES CORP COM USD.01 | 53,534 | $1.4B | 0.05% | |
| 180 | SHVISHARES SHORT TREASURY BOND | 11,864 | $1.3B | 0.05% | |
| 181 | MTHMERITAGE HOMES CORP COM NPV | 35,408 | $1.3B | 0.05% | |
| 182 | FULTFULTON FINANCIAL CORP COM USD2.5 | 112,193 | $1.3B | 0.05% | |
| 183 | CHDCHURCH & DWIGHT INC COM NPV | 19,622 | $1.3B | 0.04% | |
| 184 | HUBGHUB GROUP INC -CL A CL A COM USD.01 | 27,210 | $1.2B | 0.04% | |
| 185 | KBIAKB FINANCIAL GROUP SPON ADR | 45,125 | $1.2B | 0.04% | |
| 186 | CRVLCORVEL CORP COM USD.0001 | 22,234 | $1.2B | 0.04% | |
| 187 | EMNEASTMAN CHEMICAL CO COM USD.01 | 25,464 | $1.2B | 0.04% | |
| 188 | AGCOAGCO CORP COM USD.01 | 24,628 | $1.2B | 0.04% | |
| 189 | COSCNO FINANCIAL GROUP INC COM NEW | 93,634 | $1.2B | 0.04% | |
| 190 | NVSNNOVARTIS AG SPON ADR | 13,908 | $1.1B | 0.04% | |
| 191 | SANMSANMINA CORP COM USD.01 | 41,819 | $1.1B | 0.04% | |
| 192 | GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV | 90,145 | $1.1B | 0.04% | |
| 193 | INNSUMMIT HOTEL PROPERTIES INC COM USD.01 | 269,844 | $1.1B | 0.04% | |
| 194 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 15,391 | $1.1B | 0.04% | |
| 195 | MUMICRON TECHNOLOGY INC COM USD.1 | 26,731 | $1.1B | 0.04% | |
| 196 | CENTACENTRAL GARDEN & PET CO CL A COM USD.01 | 43,615 | $1.1B | 0.04% | |
| 197 | VLOVALERO ENERGY CORP COM USD1 | 24,321 | $1.1B | 0.04% | |
| 198 | RJFRAYMOND JAMES FINANCIAL CORP COM USD.01 | 17,400 | $1.1B | 0.04% | |
| 199 | URIUNITED RENTALS INC COM USD.01 | 10,676 | $1.1B | 0.04% | |
| 200 | BLDTOPBUILD CORP COM USD1 | 15,203 | $1.1B | 0.04% |