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 |
|---|---|---|---|---|---|
| 401 | INVAINNOVIVA INC COM USD.01 | 35,787 | $500.0M | 0.02% | |
| 402 | INVHINVITATION HOMES INC COM USD0.01 | 18,109 | $499.0M | 0.02% | |
| 403 | KTKT CORP SPON ADR | 51,003 | $497.0M | 0.02% | |
| 404 | NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001 | 33,396 | $497.0M | 0.02% | |
| 405 | ASRGRUPO AEROPORTUARIO SURESTE SPON ADR | 4,347 | $488.0M | 0.02% | |
| 406 | ANIKANIKA THERAPEUTICS INC COM USD.01 | 12,891 | $487.0M | 0.02% | |
| 407 | MMM3M CO COM NPV | 3,113 | $486.0M | 0.02% | |
| 408 | SPWHSPORTSMANS WAREHOUSE HLDGS COM USD.01 | 34,064 | $486.0M | 0.02% | |
| 409 | CERNCHFCERNER CORP COM USD.01 | 7,061 | $484.0M | 0.02% | |
| 410 | RHRH COM USD.0001 | 1,934 | $482.0M | 0.01% | |
| 411 | PZZAPAPA JOHNS INTERNATIONAL INC COM USD.01 | 6,045 | $481.0M | 0.01% | |
| 412 | 8CWCROWN CASTLE INTL CORP COM USD.01 | 2,817 | $471.0M | 0.01% | |
| 413 | —FORTERRA INC COM USD0.001 | 42,202 | $471.0M | 0.01% | |
| 414 | TJXTJX COS INC (THE) COM USD1 | 9,272 | $469.0M | 0.01% | |
| 415 | MUFGMITSUBISHI UFJ FINANCIAL GRP ADR | 119,234 | $469.0M | 0.01% | |
| 416 | IOSPINNOSPEC INC COM USD.01 | 6,026 | $466.0M | 0.01% | |
| 417 | ALCOALICO INC COM USD1 | 14,871 | $464.0M | 0.01% | |
| 418 | —BIOSPECIFICS TECHNOLOGIES CP COM USD.001 | 7,558 | $464.0M | 0.01% | |
| 419 | GD8AGRAVITY CO LTD -ADR ADR | 8,301 | $458.0M | 0.01% | |
| 420 | —LUMINEX CORP COM USD.001 | 14,027 | $457.0M | 0.01% | |
| 421 | VGTVANGUARD INFO TECH ETF | 1,637 | $456.0M | 0.01% | |
| 422 | ISRGINTUITIVE SURGICAL INC COM USD.001 | 799 | $455.0M | 0.01% | |
| 423 | BXBLACKSTONE GROUP INC COM UNIT | 8,018 | $454.0M | 0.01% | |
| 424 | —SYKES ENTERPRISES INC COM USD.01 | 16,267 | $450.0M | 0.01% | |
| 425 | WGOWINNEBAGO INDUSTRIES COM USD.5 | 6,682 | $446.0M | 0.01% | |
| 426 | BIGGQBIG LOTS INC COM USD.01 | 10,600 | $446.0M | 0.01% | |
| 427 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 4,968 | $440.0M | 0.01% | |
| 428 | CLXCLOROX CO/DE COM USD1 | 2,000 | $439.0M | 0.01% | |
| 429 | EGRXEAGLE PHARMACEUTICALS INC COM USD.001 | 9,130 | $439.0M | 0.01% | |
| 430 | MHHMASTECH DIGITAL INC COM USD.01 | 16,930 | $439.0M | 0.01% | |
| 431 | MDLZMONDELEZ INTERNATIONAL INC CL A COM NPV | 8,499 | $435.0M | 0.01% | |
| 432 | ENBENBRIDGE INC COM NPV | 14,232 | $433.0M | 0.01% | |
| 433 | DC4DEXCOM INC COM USD.001 | 1,066 | $432.0M | 0.01% | |
| 434 | —DICERNA PHARMACEUTICALS INC COM USD.0001 | 16,835 | $428.0M | 0.01% | |
| 435 | ZEUSOLYMPIC STEEL INC COM NPV | 36,223 | $426.0M | 0.01% | |
| 436 | ZTSZOETIS INC CL A COM USD.01 | 3,088 | $423.0M | 0.01% | |
| 437 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 45,976 | $423.0M | 0.01% | |
| 438 | ROCKGIBRALTAR INDUSTRIES INC COM USD.01 | 8,744 | $420.0M | 0.01% | |
| 439 | PFSIPENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | 9,961 | $417.0M | 0.01% | |
| 440 | AUDCAUDIOCODES LTD ORD NIS.01 | 13,110 | $417.0M | 0.01% | |
| 441 | ODCOIL DRI CORP AMERICA COM USD.1 | 11,997 | $416.0M | 0.01% | |
| 442 | SPSCSPS COMMERCE INC COM USD.001 | 5,535 | $416.0M | 0.01% | |
| 443 | CDWCDW CORP COM USD.01 | 3,583 | $416.0M | 0.01% | |
| 444 | MBINMERCHANTS BANCORP COM | 22,415 | $414.0M | 0.01% | |
| 445 | NRCNATIONAL RESEARCH CORP COM USD.001 | 7,107 | $414.0M | 0.01% | |
| 446 | COOCOOPER COS INC (THE) COM USD.1 | 1,454 | $412.0M | 0.01% | |
| 447 | SANMSANMINA CORP COM USD.01 | 16,414 | $411.0M | 0.01% | |
| 448 | —NIC INC COM NPV | 17,647 | $406.0M | 0.01% | |
| 449 | SHOPSHOPIFY INC CL A SUB VTG | 426 | $404.0M | 0.01% | |
| 450 | FCNFTI CONSULTING INC CL A COM USD.01 | 3,521 | $404.0M | 0.01% | |
| 451 | AMSWAUSDAMERICAN SOFTWARE -CL A CL A COM USD.1 | 25,535 | $403.0M | 0.01% | |
| 452 | IPHIINPHI CORP COM USD.001 | 3,418 | $402.0M | 0.01% | |
| 453 | THGHANOVER INSURANCE GROUP INC COM USD.01 | 3,936 | $399.0M | 0.01% | |
| 454 | CLCOLGATE-PALMOLIVE CO COM USD1 | 5,444 | $399.0M | 0.01% | |
| 455 | SENEASENECA FOODS CORP CL A COM NPV | 11,781 | $398.0M | 0.01% | |
| 456 | TAKTAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR | 22,212 | $398.0M | 0.01% | |
| 457 | INTUINTUIT INC COM NPV | 1,342 | $397.0M | 0.01% | |
| 458 | NSZNETSCOUT SYSTEMS INC COM USD.001 | 15,501 | $396.0M | 0.01% | |
| 459 | MUSAMURPHY USA INC COM USD.01 | 3,491 | $394.0M | 0.01% | |
| 460 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 730 | $392.0M | 0.01% | |
| 461 | DISHDISH NETWORK CORP CL A COM USD.01 | 11,368 | $392.0M | 0.01% | |
| 462 | SYKSTRYKER CORP COM USD10 | 2,169 | $391.0M | 0.01% | |
| 463 | KBALUSDKIMBALL INTERNATIONAL -CL B CL B COM USD.625 | 33,694 | $390.0M | 0.01% | |
| 464 | ILMNILLUMINA INC COM USD.01 | 1,049 | $388.0M | 0.01% | |
| 465 | REGNREGENERON PHARMACEUTICALS COM USD.001 | 618 | $385.0M | 0.01% | |
| 466 | IHGINTERCONTINENTAL HOTELS GRP SPON ADR | 8,654 | $384.0M | 0.01% | |
| 467 | TXTERNIUM SA -ADR ADS USD | 25,283 | $384.0M | 0.01% | |
| 468 | DDOMINION ENERGY INC COM NPV | 4,708 | $382.0M | 0.01% | |
| 469 | —ALASKA COMMUNICATIONS SYS GP COM USD.01 | 136,354 | $380.0M | 0.01% | |
| 470 | LHCGUSDLHC GROUP INC COM USD.01 | 2,176 | $380.0M | 0.01% | |
| 471 | DGDOLLAR GENERAL CORP COM USD.875 | 1,984 | $378.0M | 0.01% | |
| 472 | BSXBOSTON SCIENTIFIC CORP COM USD.01 | 10,728 | $377.0M | 0.01% | |
| 473 | MCOMOODY'S CORP COM USD.01 | 1,357 | $373.0M | 0.01% | |
| 474 | —PCTEL INC COM USD.001 | 55,762 | $372.0M | 0.01% | |
| 475 | ICEINTERCONTINENTAL EXCHANGE COM USD.01 | 4,060 | $372.0M | 0.01% | |
| 476 | TFCTRUIST FINANCIAL CORP COM USD5 | 9,848 | $370.0M | 0.01% | |
| 477 | SHYGISHARES 0-5 YR HY CORP BOND | 8,630 | $370.0M | 0.01% | |
| 478 | NSCNORFOLK SOUTHERN CORP COM USD1 | 2,109 | $370.0M | 0.01% | |
| 479 | VOVANGUARD MID-CAP ETF | 2,228 | $365.0M | 0.01% | |
| 480 | AMXNAMERICA MOVIL SA DE CV SPON ADR L SHS | 28,778 | $365.0M | 0.01% | |
| 481 | DGICADONEGAL GROUP INC CL A | 25,636 | $365.0M | 0.01% | |
| 482 | FISVFISERV INC COM USD.01 | 3,740 | $365.0M | 0.01% | |
| 483 | MR4MERIDIAN BIOSCIENCE INC COM NPV | 15,511 | $362.0M | 0.01% | |
| 484 | PDMPIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | 21,511 | $357.0M | 0.01% | |
| 485 | FLOFLOWERS FOODS INC COM USD.625 | 15,925 | $356.0M | 0.01% | |
| 486 | UTIUNIVERSAL TECHNICAL INST COM USD.0001 | 50,948 | $354.0M | 0.01% | |
| 487 | TTECTTEC HOLDINGS INC COM USD.01 | 7,523 | $351.0M | 0.01% | |
| 488 | FQIDIGITAL REALTY TRUST INC COM USD.01 | 2,458 | $349.0M | 0.01% | |
| 489 | PERIPERION NETWORK LTD ORD USD | 65,581 | $343.0M | 0.01% | |
| 490 | DRHDIAMONDROCK HOSPITALITY CO COM USD.01 | 62,030 | $343.0M | 0.01% | |
| 491 | AMCRAMCOR PLC ORD | 33,454 | $342.0M | 0.01% | |
| 492 | EVEREVERQUOTE INC COM Cl A | 5,878 | $342.0M | 0.01% | |
| 493 | PRFTUSDPERFICIENT INC COM USD.001 | 9,515 | $341.0M | 0.01% | |
| 494 | DUKDUKE ENERGY CORP COM NPV | 4,260 | $340.0M | 0.01% | |
| 495 | HAEHAEMONETICS CORP COM USD.01 | 3,797 | $340.0M | 0.01% | |
| 496 | AMATAPPLIED MATERIALS INC COM NPV | 5,561 | $336.0M | 0.01% | |
| 497 | LITELUMENTUM HOLDINGS INC COM USD.001 | 4,115 | $336.0M | 0.01% | |
| 498 | EQNREQUINOR ASA SPONSORED ADR | 23,204 | $336.0M | 0.01% | |
| 499 | LWLAMB WESTON HOLDINGS INC COM USD1 | 5,230 | $334.0M | 0.01% | |
| 500 | MRSHMARSH & MCLENNAN COS COM USD1 | 3,102 | $333.0M | 0.01% |