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
AXSAXIS CAPITAL HOLDINGS LTD COM USD.1
$1K
RG6ROGERS CORP COM USD1
$1K
CXWCORECIVIC INC COM USD.01
$1K
FLBFLUIDIGM CORP COM USD.001
$1K
MSGSMADISON SQUARE GARDEN SPORTS CL A COM USD.01
$1K
GBYSANGAMO THERAPEUTICS INC COM USD.01
$1K
IDIEURFLUENT INC COM USD.0005
$1K
GATXGATX CORP COM USD.625
$1K
RYAAYRYANAIR HOLDINGS PLC SPON ADR
$1K
DNLIDENALI THERAPEUTCS INC COM
$1K
HIWHIGHWOODS PROPERTIES INC COM USD.01
$1K
EXLSEXLSERVICE HOLDINGS INC COM USD.001
$1K
SPBSPECTRUM BRND HLDG INC COM USD.25
$1K
SCTLRECRO PHARMA INC COM USD.01
$1K
NVTNVENT ELECTRIC PLC When issued
$1K
VVXVECTRUS INC COM USD.01
$1K
ULTHE UNILEVER GROUP ADR
$1K
HOUSTON WIRE & CABLE CO COM USD.001
$1K
URBNURBAN OUTFITTERS INC COM USD.0001
$1K
PCHPOTLATCHDELTIC CORP COM USD1
$1K
VNCEVINCE HOLDING CORP COM USD.01
$1K
ULTAULTA BEAUTY INC COM USD.0158
$1K
BCLIEURBRAINSTORM CELL THERAPEUTICS COM USD.00005
$1K
EBNDSPDR BBG BARC EM LOCAL BOND
$1K
FIVE PRIME THERAPEUTICS INC COM USD0.001
$1K
CUKCARNIVAL CORPORATION & PLC ADR
$1K
IRTCIRHYTHM TECHNOLOGIES INC COM USD.001
$1K
FLRFLUOR CORP COM USD.625
$1K
GMEGAMESTOP CORP CL A COM USD.001
$1K
TIVITY HEALTH INC COM USD.001
$1K
WYNNWYNN RESORTS LTD COM USD.01
$1K
FDO.FMACY'S INC COM NPV
$1K
ARANTERO RESOURCES CORP COM USD1.
$1K
CCUCOMPANIA CERVECERIAS UNIDAS SPON ADR
$1K
FBIZFIRST BUSINESS FINL SRV INC COM USD.01
$1K
CCCHEMOURS CO COM USD0.01
$1K
PORTOLA PHARMACEUTICALS INC COM USD.001
$1K
AVTRAVANTOR INC COM
$1K
AERAERCAP HOLDINGS NV SHS
$1K
CMRXEURCHIMERIX INC COM USD.001
$1K
SGRYSURGERY PARTNERS INC COM USD.01
$1K
MIGAMICROSTRATEGY INC CL A COM USD.001
$1K
OXQ1ADVANCED EMISSIONS SOLUTIONS COM NPV
$1K
STRONGBRIDGE BIOPHARMA PLC ORD USD.01
$1K
NLSNNIELSEN HOLDINGS PLC COM EUR0.07
$1K
UEURBAN EDGE PROPERTIES COM USD0.01
$1K
TBBKBANCORP INC COM
$1K
PNTGPENNANT GROUP INC (THE) COM
$1K
SITCUSDSITE CENTERS CORP COM USD.1
$1K
AM6AMICUS THERAPEUTICS INC COM USD.01
$1K
HGVHILTON GRAND VACATIONS COM USD.01
$1K
UBAUSDURSTADT BIDDLE PROPERTIES CL A COM USD.01
$1K
ACER THERAPEUTICS INC COM
$1K
NAIINATURAL ALTERNATIVES COM NPV
$1K
MTNVAIL RESORTS INC COM USD.01
$1K
COTYCOTY INC CL A COM USD.01
$1K
SPTISPDR PORTFOLIO INTERMEDIATE
$1K
BTUPEABODY ENERGY CORP WHEN ISSUED
$1K
XPERI HOLDING CORP COM USD.001
$1K
HOGHARLEY-DAVIDSON INC COM USD.01
$1K
TEAM INC COM USD.3
$1K
CNXCNX RESOURCES CORPORATION COM USD.01
$1K
KFYKORN FERRY COM NPV
$1K
KRATON CORP COM USD.01
$1K
OCULOCULAR THERAPEUTIX INC COM USD0.0001
$1K
OISOIL STATES INTL INC COM USD.01
$1K
OGSONE GAS INC COM
$1K
SPHRMADISON SQUARE GARD ENT COM CL A
$1K
REZIRESIDEO TECHNOLOGIES COM
$1K
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01
$1K
ITGARTNER INC COM
$1K
DISCKUSDDISCOVERY INC CL C COM
$1K
ROLROLLINS INC COM USD1
$1K
SCHPSCHWAB U.S. TIPS ETF
$1K
NOVEURNATIONAL OILWELL VARCO INC COM USD.01
$1K
XLRNACCELERON PHARMA INC COM USD.001
$1K
PSNLPERSONALIS INC COM
$1K
VCVISTEON CORP COM NEW
$1K
NANTKWEST INC COM USD0.0001
$1K
FCNCAFIRST CITIZENS BANCSH -CL A CL A COM USD1
$1K
SOHOSOTHERLY HOTELS INC COM USD.01
$1K
OSKOSHKOSH CORP COM USD.01
$1K
ELMEWASHINGTON REIT COM SHS INT .01
$1K
ATRAPTARGROUP INC COM USD.01
$1K
UHSUNIVERSAL HEALTH SVCS INC CL B COM USD.01
$1K
MDUMDU RESOURCES GROUP INC COM USD5
$1K
INSPINSPIRE MEDICAL SYSTEM COM
$1K
SCISERVICE CORP INTERNATIONAL COM USD1
$1K
GPOR1EURGULFPORT ENERGY CORP COM USD.01
$1K
GRFSGRIFOLS SA SPON ADR RP .5 CL B
$1K
2362120DSINCLAIR BROADCAST GP -CL A CL A COM USD.01
$1K
CPRICAPRI HOLDINGS LTD ORD NPV
$1K
CELLCOM ISRAEL LTD ORD USD.01
$1K
ANAUTONATION INC COM USD.01
$1K
ALKSALKERMES PLC ORD SHS
$1K
CHEFCHEFS' WAREHOUSE INC COM USD.01
$1K
KNXKNIGHT-SWIFT TRPTN HLDGS INC COM USD.01
$1K
MMSIMERIT MEDICAL SYSTEMS INC COM NPV
$1K
VSTOEURVISTA OUTDOOR INC COM USD.01
$1K
LOCOEL POLLO LOCO HOLDINGS INC COM USD0.01
$1K
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