O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2020 Filing

Filed August 13, 2020

Portfolio Value

$3.2B

Holdings

1,880

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (1,880 positions)

StockValue
OVIDOVID THRPUTCS INC COM
$13K
ADUSADDUS HOMECARE CORP COM USD.001
$13K
QTS REALTY TRUST INC CL A COM USD0.01
$13K
XRAYDENTSPLY SIRONA INC COM USD1
$13K
WDCWESTERN DIGITAL CORP COM USD.1
$13K
EQBKEQUITY BANCSHARES INC CL A COM USD.01
$13K
PPLPPL CORP COM NPV
$13K
BURLBURLINGTON STORES INC COM USD0.0001
$13K
NSYNICE LTD SPON ADR
$13K
OREALTY INCOME CORP COM USD1
$13K
GAMCO INVESTORS INC CL A COM USD.001
$13K
VMCVULCAN MATERIALS CO COM USD1
$13K
ACADACADIA PHARMACEUTICALS INC COM USD.001
$13K
MTORMERITOR INC COM USD1
$13K
CRLCHARLES RIVER LABS INTL INC COM USD.01
$13K
VICIVICI PROPERTIES INC COM
$13K
SL2SLEEP NUMBER CORP COM USD.01
$13K
OXMOXFORD INDUSTRIES INC COM USD1
$12K
AEEAMEREN CORP COM USD5
$12K
CPBCAMPBELL SOUP CO COM USD.3
$12K
NRANRG ENERGY INC COM NEW
$12K
HUNT COS FINANCE TRUST INC COM USD.01
$12K
VSTVISTRA ENERGY CORP COM USD.01
$12K
BIOTELEMETRY INC COM USD.001
$12K
EHTHEHEALTH INC COM USD.001
$12K
VMWEURVMWARE INC -CL A CL A COM USD.01
$12K
POSTPOST HOLDINGS INC COM USD.01
$12K
WDFCWD-40 CO COM NPV
$12K
AWIARMSTRONG WORLD INDUSTRIES COM
$12K
TMHCTAYLOR MORRISON HOME CORP COM USD.01
$12K
LFCUSDCHINA LIFE INSURANCE (CHN) SPON ADR REP H
$12K
SIVBEURSVB FINANCIAL GROUP COM NPV
$12K
LNCLINCOLN NATIONAL CORP COM USD1.25
$12K
ATRCATRICURE INC COM USD.001
$12K
IEXIDEX CORP COM USD.01
$12K
NTRSNORTHERN TRUST CORP COM USD3.17
$11K
FNWBFIRST NORTHWEST BANCRP COM
$11K
NINISOURCE INC COM NPV
$11K
WTMWHITE MTNS INS GROUP LTD COM USD1
$11K
LNTALLIANT ENERGY CORP COM NPV
$11K
ARWARROW ELECTRONICS INC COM USD1
$11K
UNMUNUM GROUP COM USD.1
$11K
LCIILCI INDUSTRIES COM NPV
$11K
CULPCULP INC COM USD.05
$11K
PKNPERKINELMER INC COM USD1
$11K
TRINSEO SA ORD NPV
$11K
THSTREEHOUSE FOODS INC COM
$11K
EXREXTRA SPACE STORAGE INC COM USD.01
$11K
AMZNAMAZON.COM INC COM USD.01
$10K
HELEHELEN OF TROY LTD COM USD.1
$10K
ARGO GROUP INTL HOLDINGS LTD COM USD.1
$10K
OKEONEOK INC COM NPV
$10K
XYLXYLEM INC COM USD.01
$10K
MAXREURMAXAR TECHNOLOGIES INC COM NPV
$10K
HASHASBRO INC COM USD.5
$10K
DELLDELL TECHNOLOGIES INC CL C
$10K
SUISUN COMMUNITIES INC COM USD.01
$10K
SRCLSTERICYCLE INC COM USD.01
$10K
UIUBIQUITI INC COM USD0.001
$10K
PAYCPAYCOM SOFTWARE INC COM USD0.01
$10K
WRLDWORLD ACCEPTANCE CORP/DE COM NPV
$10K
TARO PHARMACEUTICL INDS LTD ORD NIS.0001
$10K
HOLXHOLOGIC INC COM USD.01
$10K
KELKELLOGG CO COM USD.25
$10K
GTNGRAY TELEVISION INC CL B COM NPV
$9K
GLPIGAMING & LEISURE PPTYS COM USD0.01
$9K
RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV
$9K
R6C2ROYAL DUTCH SHELL PLC ADR CL B
$9K
OSMOTICA PHARMACEUTIC COM
$9K
PRGOPERRIGO CO PLC COM NPV
$9K
HRTGHERITAGE INSURANCE HOLDINGS COM USD0.0001
$9K
NBISYANDEX N.V. CL A COM EUR0.01
$9K
EL PASO ELECTRIC CO COM NPV
$9K
MPTMEDICAL PROPERTIES TRUST COM USD.001
$9K
AMHAMERICAN HOMES 4 RENT CL A COM USD.01
$9K
IBPINSTALLED BLDG PRODUCTS INC COM USD0.01
$9K
SRCUSDSPIRIT REALTY CAPITAL INC COM USD.01
$9K
FATEFATE THERAPEUTICS INC COM USD0.001
$9K
EXPDEXPEDITORS INTL WASH INC COM USD.01
$9K
UI2KEMPER CORP/DE COM USD.1
$9K
DBDEUTSCHE BANK AG ORD
$9K
PG4PRINCIPAL FINANCIAL GRP INC COM USD.01
$9K
KMXCARMAX INC COM NPV
$8K
RUNSUNRUN INC COM USD0.0001
$8K
HOVHOVNANIAN ENTRPRS INC -CL A CL A COM USD.01
$8K
CONECYRUSONE INC COM USD.01
$8K
ECHO GLOBAL LOGISTICS INC COM USD.01
$8K
ATNIATN INTERNATIONAL INC COM USD.01
$8K
ACMAECOM CLB USD.01
$8K
LN5LANNETT CO INC COM NPV
$8K
HDBHDFC BANK LTD ADR
$8K
HDSUSDHD SUPPLY HOLDINGS INC COM USD.01
$8K
FBPFIRST BANCORP P R COM NPV
$8K
IFFINTL FLAVORS & FRAGRANCES COM USD.125
$8K
TCRTZIOPHARM ONCOLOGY INC COM
$8K
RADEURRITE AID CORP COM USD1
$8K
PDEXPRO-DEX INC/CO COM NPV
$8K
AVYAVERY DENNISON CORP COM USD1
$8K
DRIDARDEN RESTAURANTS INC COM NPV
$8K
ALBALBEMARLE CORP COM USD1
$8K
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