O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2020 Filing
Filed August 13, 2020
Portfolio Value
$3.2T
Holdings
1,880
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (1,880 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | NVONOVO NORDISK A/S ADR | 13,056 | $855.0M | 0.03% | |
| 302 | DHRDANAHER CORP COM USD.01 | 4,827 | $854.0M | 0.03% | |
| 303 | TDOCTELADOC HEALTH INC COM USD.001 | 4,459 | $852.0M | 0.03% | |
| 304 | —INOVALON HOLDINGS INC CL A COM USD.000005 | 43,673 | $842.0M | 0.03% | |
| 305 | SPNSSAPIENS INTERNATIONAL CORP COM ANG1 | 29,825 | $834.0M | 0.03% | |
| 306 | CNMDCONMED CORP COM USD.01 | 11,575 | $834.0M | 0.03% | |
| 307 | WKCWORLD FUEL SERVICES CORP COM USD.01 | 32,169 | $829.0M | 0.03% | |
| 308 | LPLALPL FINANCIAL HOLDINGS INC COM USD.01 | 10,479 | $822.0M | 0.03% | |
| 309 | —SINOPEC SHANGHAI PETROCHEM SPON ADR | 34,284 | $819.0M | 0.03% | |
| 310 | —MECHEL PAO ADR NPV | 472,786 | $813.0M | 0.03% | |
| 311 | RGENREPLIGEN CORP COM USD.01 | 6,562 | $812.0M | 0.03% | |
| 312 | JOYYJOYY INC -ADR ADR | 9,017 | $798.0M | 0.02% | |
| 313 | CCEPCOCA-COLA EUROPEAN PARTNERS ORD NPV | 20,962 | $791.0M | 0.02% | |
| 314 | GSKGLAXOSMITHKLINE PLC SPON ADR | 19,294 | $787.0M | 0.02% | |
| 315 | MANMANPOWERGROUP COM NPV | 11,377 | $782.0M | 0.02% | |
| 316 | GOLFACUSHNET HOLDINGS CORP COM USD.001 | 22,246 | $775.0M | 0.02% | |
| 317 | QLYSQUALYS INC COM USD0.001 | 7,396 | $770.0M | 0.02% | |
| 318 | G7AGRUPO AEROPORTUARIO DEL CENT ADR NPV | 20,644 | $767.0M | 0.02% | |
| 319 | IESCIES HOLDINGS INC COM USD.01 | 32,693 | $758.0M | 0.02% | |
| 320 | BABOEING CO COM USD5 | 4,119 | $755.0M | 0.02% | |
| 321 | STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 73,033 | $748.0M | 0.02% | |
| 322 | ALEXALEXANDER & BALDWIN INC COM NPV | 61,199 | $746.0M | 0.02% | |
| 323 | HONHONEYWELL INTERNATIONAL INC COM USD1 | 5,134 | $742.0M | 0.02% | |
| 324 | LINLINDE PLC COM NPV | 3,487 | $740.0M | 0.02% | |
| 325 | —CHINA UNICOM (HONG KONG) LTD SPONSORED ADR | 133,154 | $726.0M | 0.02% | |
| 326 | —TIM PARTICIPACOES SA SPONS ADR | 55,938 | $724.0M | 0.02% | |
| 327 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 5,966 | $721.0M | 0.02% | |
| 328 | EBSEMERGENT BIOSOLUTIONS INC COM USD.01 | 9,076 | $719.0M | 0.02% | |
| 329 | ADPAUTOMATIC DATA PROCESSING COM NPV | 4,829 | $719.0M | 0.02% | |
| 330 | RDS/AROYAL DUTCH SHELL PLC ADR CL A | 21,907 | $716.0M | 0.02% | |
| 331 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 1,401 | $715.0M | 0.02% | |
| 332 | G9NGRUPO AEROPORTUARIO DEL PACI ADR | 9,961 | $715.0M | 0.02% | |
| 333 | LMTLOCKHEED MARTIN CORP COM USD1 | 1,956 | $714.0M | 0.02% | |
| 334 | JDJD.COM INC -ADR ADR | 11,776 | $709.0M | 0.02% | |
| 335 | 35VVEON LTD ADR | 393,428 | $708.0M | 0.02% | |
| 336 | MODNEURMODEL N INC COM USD.00015 | 20,219 | $704.0M | 0.02% | |
| 337 | PDDPINDUODUO INC -ADR ADR | 8,182 | $702.0M | 0.02% | |
| 338 | LSTRLANDSTAR SYSTEM INC COM USD.01 | 6,200 | $696.0M | 0.02% | |
| 339 | LKQ1LKQ CORP COM | 26,496 | $694.0M | 0.02% | |
| 340 | ARNAEURARENA PHARMACEUTICALS INC COM USD.0001 | 10,922 | $688.0M | 0.02% | |
| 341 | BCCBOISE CASCADE CO COM USD.01 | 18,235 | $687.0M | 0.02% | |
| 342 | ADSKAUTODESK INC COM NPV | 2,866 | $686.0M | 0.02% | |
| 343 | —BMC STOCK HOLDINGS INC COM USD.01 | 27,106 | $682.0M | 0.02% | |
| 344 | QSRRESTAURANT BRANDS INTL INC COM USD.01 | 12,407 | $678.0M | 0.02% | |
| 345 | SPGIS&P GLOBAL INC COM USD1 | 2,047 | $674.0M | 0.02% | |
| 346 | GNTXGENTEX CORP COM USD.06 | 26,092 | $673.0M | 0.02% | |
| 347 | GILDGILEAD SCIENCES INC COM USD.001 | 8,660 | $666.0M | 0.02% | |
| 348 | ROFKFORCE INC COM USD.01 | 22,626 | $662.0M | 0.02% | |
| 349 | NVROEURNEVRO CORP COM USD0.001 | 5,528 | $661.0M | 0.02% | |
| 350 | —FOUNDATION BLDG MRL INC COM USD0.001 | 41,810 | $653.0M | 0.02% | |
| 351 | IRET1USDINVESTORS REAL ESTATE TRUST COM NPV | 9,173 | $647.0M | 0.02% | |
| 352 | BMTABRITISH AMER TOBACCO PLC SPON ADR | 16,496 | $640.0M | 0.02% | |
| 353 | —GCI LIBERTY INC CL A COM NPV | 8,922 | $635.0M | 0.02% | |
| 354 | LYTSLSI INDUSTRIES INC COM USD.01 | 97,986 | $634.0M | 0.02% | |
| 355 | OGM1COGENT COMMUNICATIONS HLDGS COM USD.001 | 8,142 | $631.0M | 0.02% | |
| 356 | PSXPHILLIPS 66 COM USD0.01 | 8,694 | $625.0M | 0.02% | |
| 357 | VTIVANGUARD TOTAL STOCK MKT ETF | 3,971 | $622.0M | 0.02% | |
| 358 | EDUNEW ORIENTAL ED & TECH ADR USD | 4,750 | $619.0M | 0.02% | |
| 359 | —CHINA DISTANCE EDUCATION-ADR ADS NPV | 71,407 | $616.0M | 0.02% | |
| 360 | MEDPMEDPACE HOLDINGS INC COM USD.01 | 6,572 | $612.0M | 0.02% | |
| 361 | DEODIAGEO PLC SPON ADR | 4,535 | $609.0M | 0.02% | |
| 362 | CVSCVS HEALTH CORP COM USD1 | 9,378 | $609.0M | 0.02% | |
| 363 | KMDAKAMADA LTD COM ILS1. | 78,067 | $606.0M | 0.02% | |
| 364 | EOGEOG RESOURCES INC COM NPV | 11,968 | $606.0M | 0.02% | |
| 365 | CICIGNA CORP COM USD1 | 3,226 | $605.0M | 0.02% | |
| 366 | PVG1EURPRETIUM RESOURCES INC COM NPV | 71,915 | $601.0M | 0.02% | |
| 367 | WSTWEST PHARMACEUTICAL SVSC INC COM USD.25 | 2,638 | $600.0M | 0.02% | |
| 368 | PDEURPRECISION DRILLING CORP COM NPV | 782,892 | $593.0M | 0.02% | |
| 369 | UFPIUFP INDUSTRIES INC COM NPV | 11,918 | $591.0M | 0.02% | |
| 370 | RYROYAL BANK OF CANADA COM NPV | 8,693 | $589.0M | 0.02% | |
| 371 | —TRIBUNE PUBLISHING CO COM USD.01 | 57,195 | $572.0M | 0.02% | |
| 372 | COSCNO FINANCIAL GROUP INC COM NEW | 36,676 | $571.0M | 0.02% | |
| 373 | LYGLLOYDS BANKING GROUP PLC SPONSORED ADR | 380,905 | $571.0M | 0.02% | |
| 374 | PRSPPERSPECTA INC When Issued | 24,342 | $566.0M | 0.02% | |
| 375 | VOOVANGUARD S&P 500 ETF | 1,989 | $564.0M | 0.02% | |
| 376 | —GLOBALSCAPE INC COM USD.001 | 57,800 | $563.0M | 0.02% | |
| 377 | SHWSHERWIN-WILLIAMS CO COM USD1 | 974 | $563.0M | 0.02% | |
| 378 | TDTORONTO DOMINION BANK COM NPV | 12,619 | $563.0M | 0.02% | |
| 379 | INNSUMMIT HOTEL PROPERTIES INC COM USD.01 | 94,486 | $560.0M | 0.02% | |
| 380 | AXPAMERICAN EXPRESS CO COM USD.6 | 5,843 | $556.0M | 0.02% | |
| 381 | ARWRARROWHEAD PHARMACEUTICALS COM USD.001 | 12,845 | $555.0M | 0.02% | |
| 382 | AU3EURANGLOGOLD ASHANTI LTD SPON ADR | 18,399 | $543.0M | 0.02% | |
| 383 | XLKTECHNOLOGY SELECT SECT SPDR | 5,167 | $540.0M | 0.02% | |
| 384 | ELMDELECTROMED INC COM USD.01 | 34,992 | $539.0M | 0.02% | |
| 385 | —CHANNELADVISOR CORP COM USD.001 | 33,542 | $532.0M | 0.02% | |
| 386 | NUANEURNUANCE COMMUNICATIONS INC COM USD.001 | 20,980 | $531.0M | 0.02% | |
| 387 | VRSKVERISK ANALYTICS INC CL A COM USD.001 | 3,111 | $530.0M | 0.02% | |
| 388 | RTXRAYTHEON TECHNOLOGIES CORP COM USD5 | 8,583 | $529.0M | 0.02% | |
| 389 | VRTXVERTEX PHARMACEUTICALS INC COM USD.01 | 1,814 | $527.0M | 0.02% | |
| 390 | ELVANTHEM INC COM USD.01 | 1,995 | $525.0M | 0.02% | |
| 391 | SHENSHENANDOAH TELECOMMUN CO COM USD10 | 10,607 | $524.0M | 0.02% | |
| 392 | RGRSTURM RUGER & CO INC COM USD1 | 6,861 | $522.0M | 0.02% | |
| 393 | PLDPROLOGIS INC COM USD.01 | 5,572 | $520.0M | 0.02% | |
| 394 | CSWCSW INDUSTRIALS INC COM USD.01 | 7,429 | $514.0M | 0.02% | |
| 395 | HBC2HSBC HLDGS PLC SPON ADR | 21,998 | $513.0M | 0.02% | |
| 396 | AEGAEGON NV NY SHR ADR | 173,179 | $509.0M | 0.02% | |
| 397 | BLKCHFBLACKROCK INC COM USD.01 | 929 | $505.0M | 0.02% | |
| 398 | RLJRLJ LODGING TRUST COM USD.01 | 53,320 | $503.0M | 0.02% | |
| 399 | AANUSDAARON'S INC COM USD.5 | 11,047 | $502.0M | 0.02% | |
| 400 | BPBP PLC ADR | 21,479 | $501.0M | 0.02% |