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)

StockValue
SHGSHINHAN FINANCIAL GROUP LTD SPON ADR
$332.0M
RELXRELX PLC SP ADR
$331.0M
DOCUDOCUSIGN INC COM USD0.0001
$329.0M
VBVANGUARD SMALL-CAP ETF
$328.0M
AGCOAGCO CORP COM USD.01
$327.0M
SEMSELECT MEDICAL HOLDINGS CORP COM USD.001
$325.0M
PROVIDENCE SERVICE CORP CL A COM USD.001
$325.0M
AMDADVANCED MICRO DEVICES COM USD.01
$325.0M
XHRXENIA HOTELS & RESORTS INC COM USD.01
$322.0M
ONON SEMICONDUCTOR CORP COM USD.01
$320.0M
HCAHCA HEALTHCARE INC COM USD0.01
$320.0M
ODPEUROFFICE DEPOT INC COM USD.01
$319.0M
CCXIEURCHEMOCENTRYX INC COM USD.001
$319.0M
OSISOSI SYSTEMS INC COM NPV
$319.0M
BMIBADGER METER INC COM USD1
$319.0M
CMCM1EURCHEETAH MOBILE INC -ADR ADR
$317.0M
IWDISHARES RUSSELL 1000 VALUE E
$316.0M
ESCAESCALADE INC COM USD1
$315.0M
ITWILLINOIS TOOL WORKS COM NPV
$314.0M
0VVBVIACOMCBS INC CL B COM USD.01 NVTG
$313.0M
UPSUNITED PARCEL SERVICE INC CL B COM USD.01
$313.0M
KRMDREPRO MEDSYSTEMS INC COM USD.01
$312.0M
ULHUNIVERSAL LOGISTICS HLDGS COM
$310.0M
AGYSAGILYSYS INC COM NPV
$309.0M
BDXBECTON DICKINSON & CO COM USD1
$308.0M
MLKNMILLER (HERMAN) INC COM USD.2
$307.0M
RYIRYERSON HOLDING CORP COM USD.01
$307.0M
FTNTFORTINET INC COM USD.001
$304.0M
NOWSERVICENOW INC COM USD.001
$304.0M
SCLSTEPAN CO COM USD1
$304.0M
FNHCUSDFEDNAT HOLDING COMPANY COM USD.01
$303.0M
GLGLOBE LIFE INC COM USD1
$302.0M
OPHTEURIVERIC BIO INC COM USD0.001
$301.0M
CBCHUBB LTD ORD KYD.125
$297.0M
KEYKEYCORP COM USD1
$296.0M
VRSUSDVERSO CORP CL A COM USD.01
$296.0M
CTRACABOT OIL & GAS CORP COM USD.1
$295.0M
MATVSCHWEITZER-MAUDUIT INTL INC COM USD.1
$294.0M
GPNGLOBAL PAYMENTS INC COM NPV
$291.0M
SOSOUTHERN CO COM USD5
$291.0M
TBCHTURTLE BEACH CORP COM USD.001
$290.0M
MCYMERCURY GENERAL CORP COM NPV
$289.0M
WMKWEIS MARKETS INC COM NPV
$286.0M
OESXUSDORION ENERGY SYSTEMS INC COM NPV
$284.0M
ZIONZIONS BANCORPORATION NA COM NPV
$284.0M
VDCVANGUARD CONSUMER STAPLE ETF
$283.0M
LAKELAKELAND INDUSTRIES INC COM USD1
$282.0M
ADIANALOG DEVICES COM USD.16
$281.0M
PFSWUSDPFSWEB INC COM USD.001
$281.0M
ISTAR INC COM USD.001
$278.0M
CMECME GROUP INC CL A COM USD.01
$277.0M
HOPEHOPE BANCORP INC COM USD3
$276.0M
NGNOVAGOLD RESOURCES LTD COM NPV
$276.0M
GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01
$275.0M
ARMKARAMARK COM USD.01
$274.0M
BCSBARCLAYS PLC ADR
$274.0M
TYLTYLER TECHNOLOGIES INC COM USD.01
$274.0M
UBSUBS GROUP AG ORD SHRS
$273.0M
AVNWAVIAT NETWORKS INC COM USD.01
$273.0M
OPYOPPENHEIMER HOLDINGS INC CL A COM NPV
$273.0M
BHBIGLARI HOLDINGS INC CL B
$272.0M
QRVOQORVO INC COM NPV
$272.0M
CYBEROPTICS CORP COM NPV
$271.0M
ALKALASKA AIR GROUP INC COM USD1
$270.0M
MEIMETHODE ELECTRONICS INC COM USD.5
$269.0M
BKEBUCKLE INC COM USD.05
$269.0M
INFUINFUSYSTEM HOLDINGS INC COM USD0.0001
$269.0M
GLATFELTER COM USD.01
$268.0M
TBITRUEBLUE INC COM NPV
$266.0M
ORIOLD REPUBLIC INTL CORP COM USD1
$266.0M
EWEDWARDS LIFESCIENCES CORP COM USD1
$266.0M
HTEURHERSHA HOSPITALITY TRUST SHS BEN INT USD.01
$265.0M
ECLECOLAB INC COM USD1
$265.0M
XLVHEALTH CARE SELECT SECTOR
$265.0M
VODVODAFONE GROUP PLC SPON ADR
$265.0M
HIIHUNTINGTON INGALLS IND INC COM USD1
$265.0M
POWLPOWELL INDUSTRIES INC COM USD.01
$262.0M
WTHWORTHINGTON INDUSTRIES COM NPV
$261.0M
SHOSUNSTONE HOTEL INVESTORS INC COM USD.01
$259.0M
CIENCIENA CORP COM USD.01
$259.0M
INDUSTRIAS BACHOCO SAB DE CV SPON ADR
$258.0M
USBU S BANCORP COM USD5
$255.0M
GSHDGOOSEHEAD INSURANCE COM Cl A USD0.01
$254.0M
BAMBROOKFIELD ASSET MANAGEMENT CL A COM NPV
$252.0M
SFSTIFEL FINANCIAL CORP COM USD.15
$248.0M
UFPTUFP TECHNOLOGIES INC COM USD.01
$246.0M
USLMU S LIME & MINERALS COM USD.1
$246.0M
AEPAMERICAN ELECTRIC POWER CO COM USD6.5
$243.0M
GOLDA-MARK PRECIOUS METALS INC COM USD.01
$242.0M
CBRECBRE GROUP INC CL A COM USD.01
$242.0M
HEIHEICO CORP COM USD.166
$240.0M
BOXBOX INC CL A COM USD.0001
$240.0M
CNSLEURCONSOLIDATED COMM HLDGS INC CL A COM USD.01
$237.0M
CSANCOSAN LTD CL A COM USD.01
$237.0M
GEGENERAL ELECTRIC CO COM USD.63
$236.0M
NOCNORTHROP GRUMMAN CORP COM NPV
$236.0M
CNCCENTENE CORP COM USD.003
$235.0M
EMREMERSON ELECTRIC CO COM USD1
$233.0M
AONAON PLC CL A ORD
$231.0M
UMPQUSDUMPQUA HOLDINGS CORP COM USD.833
$231.0M
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