O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2020 Filing

Filed November 12, 2020

Portfolio Value

$3.3B

Holdings

2,025

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (2,025 positions)

StockValue
APOGAPOGEE ENTERPRISES INC COM USD.33
$43K
LHLABORATORY CP OF AMER HLDGS COM USD.01
$43K
NXSTNEXSTAR MEDIA GROUP CL A COM USD.01
$43K
VRSNVERISIGN INC COM USD.01
$43K
RACEFERRARI NV COM EUR.01
$43K
USHYISHARES BROAD USD HIGH YIELD
$43K
DGXQUEST DIAGNOSTICS INC COM NPV
$42K
AIZASSURANT INC COM USD.01
$42K
S7VSALLY BEAUTY HOLDINGS INC COM USD.01
$42K
DHXDHI GROUP INC COM USD.01
$42K
KMXCARMAX INC COM NPV
$42K
SD2SANDY SPRING BANCORP INC COM USD1
$42K
CPACOPA HOLDINGS SA CL A COM USD
$42K
RLGTRADIANT LOGISTICS INC UNIT
$42K
FSPFRANKLIN STREET PROPERTIES COM
$42K
AWCAMERICAN WATER WORKS CO INC COM USD.01
$41K
MCHPMICROCHIP TECHNOLOGY INC COM USD.001
$41K
ETRAE TRADE FINANCIAL CORP COM USD.01
$41K
PTBPOTBELLY CORP COM USD.01
$41K
FORFORESTAR GROUP INC COM USD1
$41K
LZBLA-Z-BOY INC COM USD1
$40K
HRTGHERITAGE INSURANCE HOLDINGS COM USD0.0001
$40K
TRMBTRIMBLE INC COM NPV
$40K
0VVBVIACOMCBS INC CL B COM USD.01 NVTG
$40K
AGXARGAN INC COM USD.06667
$40K
ALLEALLEGION PLC ORD SHS
$40K
JECUSDJACOBS ENGINEERING GROUP INC COM NPV
$39K
TTMITTM TECHNOLOGIES INC COM NPV
$39K
ALXNALEXION PHARMACEUTICALS INC COM USD.0001
$39K
K12 INC COM USD.0001
$39K
CHGGCHEGG INC COM USD0.001
$38K
TNKTEEKAY TANKERS LTD COM USD.01
$38K
CMSCMS ENERGY CORP COM USD.01
$38K
CHHCHOICE HOTELS INTL INC COM USD.01
$38K
SKTTANGER FACTORY OUTLET CTRS COM USD.01
$38K
FFORD MOTOR CO COM USD1
$37K
CWCURTISS-WRIGHT CORP COM USD1
$37K
DLSWISDOMTREE TR INTL SMCAP DIV
$37K
SCHFSCHWAB INTL EQUITY ETF
$36K
CBCVR ENERGY INC COM USD.01
$36K
CARDTRONICS PLC CL A ORD USD0.01
$36K
SSUPSUPERIOR INDUSTRIES INTL COM USD.5
$36K
DBXDROPBOX INC COM CL A USD0.00001
$35K
AEISADVANCED ENERGY INDS INC COM USD.001
$35K
ORANYORANGE SPON ADR
$35K
MYFWFIRST WSTRN FINNCIL INC COM
$35K
EVREVERCORE INC CL A COM USD.01
$35K
HTHHILLTOP HOLDINGS INC COM USD.01
$35K
DTEDTE ENERGY CO COM USD10
$34K
PMDUSDPSYCHEMEDICS CORP COM USD.005
$34K
CCBGCAPITAL CITY BK GROUP INC COM USD.01
$34K
GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01
$34K
AFWALIGN TECHNOLOGY INC COM USD.001
$34K
TDYTELEDYNE TECHNOLOGIES INC COM USD.01
$34K
XPOXPO LOGISTICS INC COM USD.001
$34K
FSTRFOSTER (LB) CO COM USD.01
$34K
ATRAPTARGROUP INC COM USD.01
$33K
AMHAMERICAN HOMES 4 RENT CL A COM USD.01
$33K
TELTE CONNECTIVITY LTD COM
$33K
CTVACORTEVA INC COM
$33K
ZTOZTO EXPRESS (CAYM) INC -ADR ADR
$33K
IWPISHARES RUSSELL MID-CAP GROW
$33K
FRCBFIRST REPUBLIC BANK NEW COM USD.01
$33K
CPRTCOPART INC COM NPV
$33K
NMRKNEWMARK GROUP INC Cl A
$32K
BZUNBAOZUN INC ADR
$32K
CHINA INDEX HLD LTD -ADR ADR
$32K
FMBHFIRST MID BANCSHARES INC COM USD4.
$32K
MPCMARATHON PETROLEUM CORP COM USD0.01
$32K
MSMMSC INDUSTRIAL DIRECT -CL A CL A COM USD.001
$31K
WELLWELLTOWER INC COM USD1
$31K
ACCOACCO BRANDS CORP COM
$31K
NBNNORTHEAST BANK COM NPV
$31K
NIONIO INC -ADR ADS
$31K
LFCUSDCHINA LIFE INSURANCE (CHN) SPON ADR REP H
$31K
RUNSUNRUN INC COM USD0.0001
$31K
ALEXALEXANDER & BALDWIN INC COM NPV
$31K
CCKCROWN HOLDINGS INC COM USD5
$31K
CONECYRUSONE INC COM USD.01
$31K
3M4MASIMO CORP COM USD.001
$30K
VICIVICI PROPERTIES INC COM
$30K
DLAPQDELTA APPAREL INC COM USD.01
$30K
ZZILLOW GROUP INC CL C CAP USD.0001
$30K
UHSUNIVERSAL HEALTH SVCS INC CL B COM USD.01
$30K
TFXTELEFLEX INC COM USD1
$30K
KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01
$30K
MCXMCCORMICK & CO INC COM NPV NVTG
$29K
PC6APETROCHINA CO LTD SPONSORED ADR
$29K
UEURBAN EDGE PROPERTIES COM USD0.01
$29K
TIFEURTIFFANY & CO COM USD.01
$28K
IMMUNOMEDICS INC COM NPV
$28K
BLKBBLACKBAUD INC COM
$28K
FIRSTCASH INC COM USD.01
$28K
BENFRANKLIN RESOURCES INC COM USD.1
$28K
T7DTRANSDIGM GROUP INC COM USD.01
$27K
SBSWSIBANYE-STILLWATER LIMITED ADR
$27K
PKOHPARK OHIO HOLDINGS CORP COM USD1
$27K
FMCFMC CORP COM USD.1
$27K
EDCONSOLIDATED EDISON INC COM USD5
$26K
AMCXAMC NETWORKS INC CL A COM USD0.1
$26K
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