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 | Value |
|---|---|
FSSFEDERAL SIGNAL CORP COM USD1 | $1.1B |
MCYMERCURY GENERAL CORP COM NPV | $1.1B |
CFGCITIZENS FINANCIAL GROUP INC COM USD.01 | $1.1B |
WPPWPP PLC ADR | $1.1B |
OMCOMNICOM GROUP COM USD.5 | $1.0B |
TTEKTETRA TECH INC COM USD.01 | $1.0B |
EQIXEQUINIX INC COM USD.001 | $1.0B |
HOPEHOPE BANCORP INC COM USD3 | $1.0B |
CRUSCIRRUS LOGIC INC COM NPV | $1.0B |
PDMPIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | $1.0B |
—FOUNDATION BLDG MRL INC COM USD0.001 | $1.0B |
—BMC STOCK HOLDINGS INC COM USD.01 | $1.0B |
SHOSUNSTONE HOTEL INVESTORS INC COM USD.01 | $990.0M |
BLDRBUILDERS FIRSTSOURCE COM USD.01 | $977.0M |
SHYISHARES 1-3 YEAR TREASURY BO | $970.0M |
BPFHBOSTON PRIVATE FINL HOLDINGS COM USD1 | $962.0M |
TTENTOTAL SA SPON ADR | $945.0M |
FNVFRANCO-NEVADA CORP COM NPV | $945.0M |
AMWDAMERICAN WOODMARK CORP COM USD.1 | $939.0M |
TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | $935.0M |
CORECORE MARK HOLDING CO INC COM | $933.0M |
PEPPEPSICO INC COM USD.0166 | $928.0M |
SJMSMUCKER (JM) CO COM NPV | $905.0M |
CMCCOMMERCIAL METALS COM USD5 | $905.0M |
QDELUSDQUIDEL CORP COM NPV | $904.0M |
0VVBVIACOMCBS INC CL B COM USD.01 NVTG | $894.0M |
STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | $890.0M |
—GREAT WESTERN BANCORP INC COM USD0.01 | $885.0M |
NEMNEWMONT CORP COM USD1.6 | $884.0M |
ENVAENOVA INTERNATIONAL INC COM USD0.00001 | $880.0M |
SNPSSYNOPSYS INC COM USD.01 | $869.0M |
SFSTIFEL FINANCIAL CORP COM USD.15 | $863.0M |
KEYKEYCORP COM USD1 | $861.0M |
SPXCSPX CORP COM USD1 | $857.0M |
OGM1COGENT COMMUNICATIONS HLDGS COM USD.001 | $831.0M |
LSCCLATTICE SEMICONDUCTOR CORP COM USD.01 | $821.0M |
QRVOQORVO INC COM NPV | $805.0M |
HUMHUMANA INC COM NPV | $805.0M |
SLPSIMULATIONS PLUS INC COM USD.001 | $798.0M |
CNMDCONMED CORP COM USD.01 | $785.0M |
GISGENERAL MILLS INC COM USD.75 | $775.0M |
MDTMEDTRONIC PLC COM USD.1 | $770.0M |
DDSDILLARDS INC -CL A CL A COM NPV | $755.0M |
WDCWESTERN DIGITAL CORP COM USD.1 | $750.0M |
PKGPACKAGING CORP OF AMERICA COM USD.01 | $742.0M |
VICIVICI PROPERTIES INC COM | $737.0M |
ABXBARRICK GOLD CORP COM NPV | $732.0M |
LQDISHARES IBOXX INVESTMENT GRA | $730.0M |
IMOSCHIPMOS TECHNOLOGIES INC ADR | $729.0M |
CNSCOHEN & STEERS INC COM USD.01 | $722.0M |
KBALUSDKIMBALL INTERNATIONAL -CL B CL B COM USD.625 | $719.0M |
VRSUSDVERSO CORP CL A COM USD.01 | $709.0M |
WRKUSDWESTROCK CO COM USD.01 | $708.0M |
BABAALIBABA GROUP HLDG ADR | $707.0M |
SENEASENECA FOODS CORP CL A COM NPV | $703.0M |
APPFAPPFOLIO INC CL A COM USD.0001 | $699.0M |
CO2ACATO CORP -CL A CL A COM USD.333 | $686.0M |
IEFISHARES 7-10 YEAR TREASURY B | $676.0M |
INTCINTEL CORP COM NPV | $672.0M |
NVDANVIDIA CORP COM USD.001 | $670.0M |
CVECENOVUS ENERGY INC COM NPV | $668.0M |
COSTCOSTCO WHOLESALE CORP COM USD.1 | $664.0M |
RGENREPLIGEN CORP COM USD.01 | $658.0M |
VRSKVERISK ANALYTICS INC CL A COM USD.001 | $642.0M |
ATKRATKORE INTL GROUP INC COM USD.01 | $639.0M |
GSGOLDMAN SACHS GROUP INC COM USD.01 | $633.0M |
NVROEURNEVRO CORP COM USD0.001 | $628.0M |
ELSEQUITY LIFESTYLE PROPERTIES COM USD.01 | $626.0M |
VSHVISHAY INTERTECHNOLOGY INC COM USD.1 | $622.0M |
FHIFEDERATED HERMES INC CL B COM NPV | $605.0M |
LF2PACIFIC PREMIER BANCORP INC COM USD8 | $604.0M |
AANUSDAARON'S INC COM USD.5 | $592.0M |
FELEFRANKLIN ELECTRIC CO INC COM USD.1 | $591.0M |
—INOVALON HOLDINGS INC CL A COM USD.000005 | $590.0M |
ADIANALOG DEVICES COM USD.16 | $589.0M |
GOLFACUSHNET HOLDINGS CORP COM USD.001 | $581.0M |
51AAMERICAN PUBLIC EDUCATION COM USD.01 | $575.0M |
RLGTRADIANT LOGISTICS INC UNIT | $572.0M |
TDOCTELADOC HEALTH INC COM USD.001 | $566.0M |
—SYKES ENTERPRISES INC COM USD.01 | $557.0M |
07WAMR COOPER GROUP INC COM USD.00001 | $555.0M |
AZNASTRAZENECA PLC SPON ADR | $554.0M |
—GLOBALSCAPE INC COM USD.001 | $552.0M |
TGTREDEGAR CORP COM NPV | $546.0M |
—IHS MARKIT LTD COM USD.01 | $542.0M |
PVG1EURPRETIUM RESOURCES INC COM NPV | $542.0M |
AYS1SANDSTORM GOLD LTD COM NPV | $533.0M |
IRET1USDINVESTORS REAL ESTATE TRUST COM NPV | $527.0M |
BSFAANI PHARMACEUTICALS INC COM USD.0001 | $525.0M |
ODFLOLD DOMINION FREIGHT COM USD.1 | $509.0M |
OSISOSI SYSTEMS INC COM NPV | $509.0M |
GNTXGENTEX CORP COM USD.06 | $501.0M |
PRSPPERSPECTA INC When Issued | $501.0M |
PRUPRUDENTIAL FINANCIAL INC COM USD.01 | $501.0M |
SFNCSIMMONS FIRST NATL CP -CL A CL A COM NPV | $500.0M |
LEALEAR CORP COM NPV | $500.0M |
PRFTUSDPERFICIENT INC COM USD.001 | $500.0M |
MSGNMSG NETWORKS INC CL A COM USD.01 | $499.0M |
EMEEMCOR GROUP INC COM USD.1 | $496.0M |
MATVSCHWEITZER-MAUDUIT INTL INC COM USD.1 | $496.0M |