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
VOVANGUARD MID-CAP ETF
$393K
ECHO GLOBAL LOGISTICS INC COM USD.01
$392K
ODP1ODP CORP COM USD.01
$391K
AMATAPPLIED MATERIALS INC COM NPV
$389K
SOSOUTHERN CO COM USD5
$389K
THOTHOR INDUSTRIES INC COM USD.01
$389K
EGRXEAGLE PHARMACEUTICALS INC COM USD.001
$388K
ALCOALICO INC COM USD1
$388K
IWDISHARES RUSSELL 1000 VALUE E
$386K
BDXBECTON DICKINSON & CO COM USD1
$384K
DGICADONEGAL GROUP INC CL A
$383K
DOCUDOCUSIGN INC COM USD0.0001
$382K
AVNWAVIAT NETWORKS INC COM USD.01
$380K
PDCOEURPATTERSON COS INC COM USD.01
$380K
DC4DEXCOM INC COM USD.001
$378K
HTEURHERSHA HOSPITALITY TRUST SHS BEN INT USD.01
$378K
WMKWEIS MARKETS INC COM NPV
$377K
RUSHARUSH ENTERPRISES INC CL A COM USD.01
$376K
ILMNILLUMINA INC COM USD.01
$373K
FCNFTI CONSULTING INC CL A COM USD.01
$373K
AZOAUTOZONE INC COM NPV
$369K
AANUSDAARON'S INC COM USD.5
$367K
TGBTASEKO MINES LTD COM NPV
$365K
MSIMOTOROLA SOLUTIONS INC COM USD.01
$365K
35VVEON LTD ADR
$364K
REGNREGENERON PHARMACEUTICALS COM USD.001
$362K
HN9HANESBRANDS INC COM USD.01
$362K
MHHMASTECH DIGITAL INC COM USD.01
$360K
ZEUSOLYMPIC STEEL INC COM NPV
$359K
BKEBUCKLE INC COM USD.05
$359K
LUMINEX CORP COM USD.001
$359K
CMCM1EURCHEETAH MOBILE INC -ADR ADR
$357K
DHID R HORTON INC COM USD.01
$356K
AMSWAUSDAMERICAN SOFTWARE -CL A CL A COM USD.1
$354K
IPHIINPHI CORP COM USD.001
$353K
ALASKA COMMUNICATIONS SYS GP COM USD.01
$353K
AGCOAGCO CORP COM USD.01
$349K
NIC INC COM NPV
$349K
RETROPHIN INC COM
$347K
VBVANGUARD SMALL-CAP ETF
$346K
WGOWINNEBAGO INDUSTRIES COM USD.5
$346K
LAKELAKELAND INDUSTRIES INC COM USD1
$346K
SCLSTEPAN CO COM USD1
$346K
LITELUMENTUM HOLDINGS INC COM USD.001
$344K
USBU S BANCORP COM USD5
$344K
CMECME GROUP INC CL A COM USD.01
$344K
HLFHERBALIFE NUTRITION LTD COM USD.001
$343K
WYWEYERHAEUSER CO COM USD1.875
$342K
PRSPPERSPECTA INC When Issued
$341K
TRUTRANSUNION COM USD0.01
$341K
CENTURY BANCORP INC/MA CL A COM NPV
$339K
THGHANOVER INSURANCE GROUP INC COM USD.01
$337K
AGYSAGILYSYS INC COM NPV
$337K
ONON SEMICONDUCTOR CORP COM USD.01
$335K
MTDMETTLER-TOLEDO INTL INC COM USD.01
$334K
GLGLOBE LIFE INC COM USD1
$333K
BMIBADGER METER INC COM USD1
$332K
WKCWORLD FUEL SERVICES CORP COM USD.01
$329K
RDS/AROYAL DUTCH SHELL PLC ADR CL A
$329K
UBERUBER TECHNOLOGIES INC COM
$328K
TPHTRI POINTE GROUP INC COM USD.01
$328K
NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001
$327K
HZOMARINEMAX INC COM USD.001
$325K
ZMZOOM VIDEO COMUNICATIONS INC COM CL A
$325K
VODVODAFONE GROUP PLC SPON ADR
$324K
MARMARRIOTT INTL INC CL A COM NPV
$320K
XYZSQUARE INC CL A COM USD.0000001
$319K
GILDGILEAD SCIENCES INC COM USD.001
$319K
EQNREQUINOR ASA SPONSORED ADR
$318K
CTRACABOT OIL & GAS CORP COM USD.1
$318K
DRHDIAMONDROCK HOSPITALITY CO COM USD.01
$318K
SGCSUPERIOR GROUP OF COS INC COM USD1
$316K
NAVNAVISTAR INTERNATIONAL CORP COM USD1
$315K
LYGLLOYDS BANKING GROUP PLC SPONSORED ADR
$315K
GPNGLOBAL PAYMENTS INC COM NPV
$314K
ECLECOLAB INC COM USD1
$312K
ABJAABB LTD SPONSORED ADR
$311K
VDCVANGUARD CONSUMER STAPLE ETF
$309K
CIKCREDIT SUISSE GROUP SPON ADR
$307K
EMREMERSON ELECTRIC CO COM USD1
$306K
WBKWESTPAC BANKING SPON ADR
$305K
GNSSGENASYS INC COM USD.00001
$305K
FMFFORMFACTOR INC COM USD.001
$304K
VRSKVERISK ANALYTICS INC CL A COM USD.001
$304K
CCXIEURCHEMOCENTRYX INC COM USD.001
$304K
CHKPCHECK POINT SOFTWARE TECHN ORD NIS.01
$302K
PRLBPROTO LABS INC COM USD0.001
$301K
AMXNAMERICA MOVIL SA DE CV SPON ADR L SHS
$301K
MCYMERCURY GENERAL CORP COM NPV
$301K
COOPER TIRE & RUBBER CO COM USD1
$301K
AU3EURANGLOGOLD ASHANTI LTD SPON ADR
$300K
XRXXEROX HOLDINGS CORP COM USD1
$300K
CHRWC H ROBINSON WORLDWIDE INC COM USD.1
$293K
CNSLEURCONSOLIDATED COMM HLDGS INC CL A COM USD.01
$293K
GSHDGOOSEHEAD INSURANCE COM Cl A USD0.01
$293K
AMEDAMEDISYS INC COM USD.001
$288K
CMBTEURONAV ORD NPV
$288K
SFSTIFEL FINANCIAL CORP COM USD.15
$285K
BDNBRANDYWINE REALTY TRUST SHS BEN INT USD.01
$284K
VALEVALE SA SPONSORED ADR
$282K
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