O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2019 Filing
Filed February 12, 2020
Portfolio Value
$4.5T
Holdings
1,898
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (1,898 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | YRIYAMANA GOLD INC COM | 426,864 | $1.7B | 0.04% | |
| 202 | BLDRBUILDERS FIRSTSOURCE COM USD.01 | 66,267 | $1.7B | 0.04% | |
| 203 | MLKNMILLER (HERMAN) INC COM USD.2 | 39,882 | $1.7B | 0.04% | |
| 204 | HSYHERSHEY CO COM USD1. | 11,266 | $1.7B | 0.04% | |
| 205 | PAASPAN AMERICAN SILVER CORP COM NPV | 69,262 | $1.6B | 0.04% | |
| 206 | JNJJOHNSON & JOHNSON COM USD1 | 11,105 | $1.6B | 0.04% | |
| 207 | RIORIO TINTO GROUP SPON ADR | 27,060 | $1.6B | 0.04% | |
| 208 | CEOCNOOC LTD SPONSORED ADR | 9,630 | $1.6B | 0.04% | |
| 209 | BMOBANK OF MONTREAL COM NPV | 20,480 | $1.6B | 0.04% | |
| 210 | BACVERIZON COMMUNICATIONS INC COM USD1 | 25,764 | $1.6B | 0.04% | |
| 211 | BTOB2GOLD CORP COM NPV | 394,537 | $1.6B | 0.04% | |
| 212 | AGGISHARES TR CORE US AGGBD ET | 13,884 | $1.6B | 0.03% | |
| 213 | ADIANALOG DEVICES COM USD.16 | 13,043 | $1.6B | 0.03% | |
| 214 | LEALEAR CORP COM NPV | 11,069 | $1.5B | 0.03% | |
| 215 | WDCWESTERN DIGITAL CORP COM USD.1 | 23,784 | $1.5B | 0.03% | |
| 216 | WMWASTE MANAGEMENT INC COM NPV | 13,109 | $1.5B | 0.03% | |
| 217 | PPCPILGRIM'S PRIDE CORP COM USD.01 | 45,567 | $1.5B | 0.03% | |
| 218 | NVSNNOVARTIS AG SPON ADR | 15,676 | $1.5B | 0.03% | |
| 219 | ENVAENOVA INTERNATIONAL INC COM USD0.00001 | 61,223 | $1.5B | 0.03% | |
| 220 | WTHWORTHINGTON INDUSTRIES COM NPV | 34,529 | $1.5B | 0.03% | |
| 221 | FSSFEDERAL SIGNAL CORP COM USD1 | 44,959 | $1.4B | 0.03% | |
| 222 | WRKUSDWESTROCK CO COM USD.01 | 33,751 | $1.4B | 0.03% | |
| 223 | ONON SEMICONDUCTOR CORP COM USD.01 | 59,346 | $1.4B | 0.03% | |
| 224 | SBACSBA COMMUNICATIONS CORP COM USD.01 | 5,916 | $1.4B | 0.03% | |
| 225 | TTEKTETRA TECH INC COM USD.01 | 16,329 | $1.4B | 0.03% | |
| 226 | AMZNAMAZON.COM INC COM USD.01 | 757 | $1.4B | 0.03% | |
| 227 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 14,823 | $1.4B | 0.03% | |
| 228 | LIILENNOX INTERNATIONAL INC COM USD.01 | 5,674 | $1.4B | 0.03% | |
| 229 | BRCBRADY CORP CL A COM USD.01 | 24,059 | $1.4B | 0.03% | |
| 230 | ACNACCENTURE PLC CLA USD.0000225 | 6,513 | $1.4B | 0.03% | |
| 231 | STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 92,112 | $1.4B | 0.03% | |
| 232 | 07WAMR COOPER GROUP INC COM USD.00001 | 107,729 | $1.3B | 0.03% | |
| 233 | BHEBENCHMARK ELECTRONICS INC COM USD.01 | 39,145 | $1.3B | 0.03% | |
| 234 | LSCCLATTICE SEMICONDUCTOR CORP COM USD.01 | 70,161 | $1.3B | 0.03% | |
| 235 | PRFTUSDPERFICIENT INC COM USD.001 | 28,830 | $1.3B | 0.03% | |
| 236 | KBALUSDKIMBALL INTERNATIONAL -CL B CL B COM USD.625 | 63,609 | $1.3B | 0.03% | |
| 237 | DDSDILLARDS INC -CL A CL A COM NPV | 17,862 | $1.3B | 0.03% | |
| 238 | CTLEURCENTURYLINK INC COM USD1 | 98,536 | $1.3B | 0.03% | |
| 239 | EENI SPA SPON ADR | 41,731 | $1.3B | 0.03% | |
| 240 | SHOSUNSTONE HOTEL INVESTORS INC COM USD.01 | 92,659 | $1.3B | 0.03% | |
| 241 | DWDMORGAN STANLEY COM USD1 | 24,887 | $1.3B | 0.03% | |
| 242 | RGENREPLIGEN CORP COM USD.01 | 13,414 | $1.2B | 0.03% | |
| 243 | INTUINTUIT INC COM NPV | 4,713 | $1.2B | 0.03% | |
| 244 | ATKRATKORE INTL GROUP INC COM USD.01 | 30,341 | $1.2B | 0.03% | |
| 245 | CCEPCOCA-COLA EUROPEAN PARTNERS ORD NPV | 23,933 | $1.2B | 0.03% | |
| 246 | 2362120DSINCLAIR BROADCAST GP -CL A CL A COM USD.01 | 36,531 | $1.2B | 0.03% | |
| 247 | PEPPEPSICO INC COM USD.0166 | 8,906 | $1.2B | 0.03% | |
| 248 | TSNTYSON FOODS INC -CL A CL A COM USD.1 | 13,339 | $1.2B | 0.03% | |
| 249 | LHXL3HARRIS TECHNOLOGIES INC COM USD1 | 6,079 | $1.2B | 0.03% | |
| 250 | CNACNA FINANCIAL CORP COM USD2.5 | 26,698 | $1.2B | 0.03% | |
| 251 | WTIW&T OFFSHORE INC COM USD.00001 | 211,093 | $1.2B | 0.03% | |
| 252 | HZNPHORIZON THERAPEUTICS PUB LTD ORD USD.01 | 32,426 | $1.2B | 0.03% | |
| 253 | VLOVALERO ENERGY CORP COM USD1 | 12,341 | $1.2B | 0.03% | |
| 254 | CORECORE MARK HOLDING CO INC COM | 42,326 | $1.1B | 0.03% | |
| 255 | HCCWARRIOR MET COAL INC COM USD0.01 | 54,130 | $1.1B | 0.03% | |
| 256 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 11,059 | $1.1B | 0.03% | |
| 257 | ANIKANIKA THERAPEUTICS INC COM USD.01 | 21,309 | $1.1B | 0.02% | |
| 258 | ABTABBOTT LABORATORIES COM NPV | 12,586 | $1.1B | 0.02% | |
| 259 | MDMEDNAX INC COM USD.01 | 39,221 | $1.1B | 0.02% | |
| 260 | WOOFOOT LOCKER INC COM USD3 | 27,750 | $1.1B | 0.02% | |
| 261 | G2CEVERI HOLDINGS INC COM USD.001 | 80,357 | $1.1B | 0.02% | |
| 262 | EQIXEQUINIX INC COM USD.001 | 1,838 | $1.1B | 0.02% | |
| 263 | BSFAANI PHARMACEUTICALS INC COM USD.0001 | 17,296 | $1.1B | 0.02% | |
| 264 | PVG1EURPRETIUM RESOURCES INC COM NPV | 95,603 | $1.1B | 0.02% | |
| 265 | QRVOQORVO INC COM NPV | 9,124 | $1.1B | 0.02% | |
| 266 | VRSUSDVERSO CORP CL A COM USD.01 | 57,146 | $1.0B | 0.02% | |
| 267 | HDHOME DEPOT INC COM USD.05 | 4,705 | $1.0B | 0.02% | |
| 268 | IMOSCHIPMOS TECHNOLOGIES INC ADR | 45,314 | $1.0B | 0.02% | |
| 269 | AGMFEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG | 12,211 | $1.0B | 0.02% | |
| 270 | SSLSASOL LTD ADR | 47,161 | $1.0B | 0.02% | |
| 271 | ESEESCO TECHNOLOGIES INC COM NPV | 11,028 | $1.0B | 0.02% | |
| 272 | PDMPIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | 45,553 | $1.0B | 0.02% | |
| 273 | MATVSCHWEITZER-MAUDUIT INTL INC COM USD.1 | 23,890 | $1.0B | 0.02% | |
| 274 | MHOM/I HOMES INC COM USD.01 | 25,455 | $1.0B | 0.02% | |
| 275 | VICIVICI PROPERTIES INC COM | 39,143 | $1.0B | 0.02% | |
| 276 | SNNSMITH & NEPHEW PLC SPON ADR | 20,587 | $990.0M | 0.02% | |
| 277 | PLABPHOTRONICS INC COM NPV | 62,578 | $985.0M | 0.02% | |
| 278 | OSISOSI SYSTEMS INC COM NPV | 9,725 | $978.0M | 0.02% | |
| 279 | APPFAPPFOLIO INC CL A COM USD.0001 | 8,859 | $972.0M | 0.02% | |
| 280 | LBRTLIBERTY OILFIELD SVS COM CL A 0.01USD | 87,354 | $971.0M | 0.02% | |
| 281 | CNSCOHEN & STEERS INC COM USD.01 | 15,319 | $960.0M | 0.02% | |
| 282 | UVSPUNIVEST FINANCIAL CORP COM USD5.0 | 35,841 | $960.0M | 0.02% | |
| 283 | PCTYPAYLOCITY HOLDING CORP COM USD0.001 | 7,938 | $958.0M | 0.02% | |
| 284 | TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | 16,387 | $952.0M | 0.02% | |
| 285 | DKDELEK US HOLDINGS INC COM USD.01 | 28,022 | $940.0M | 0.02% | |
| 286 | VRSKVERISK ANALYTICS INC CL A COM USD.001 | 6,279 | $938.0M | 0.02% | |
| 287 | RLGTRADIANT LOGISTICS INC UNIT | 167,451 | $929.0M | 0.02% | |
| 288 | KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01 | 9,042 | $928.0M | 0.02% | |
| 289 | ALSALLSTATE CORP COM USD.01 | 8,223 | $925.0M | 0.02% | |
| 290 | ARWRARROWHEAD PHARMACEUTICALS COM USD.001 | 14,359 | $909.0M | 0.02% | |
| 291 | GOOGALPHABET INC CL C COM USD.001 | 678 | $906.0M | 0.02% | |
| 292 | SFNCSIMMONS FIRST NATL CP -CL A CL A COM NPV | 33,686 | $902.0M | 0.02% | |
| 293 | CO2ACATO CORP -CL A CL A COM USD.333 | 51,539 | $896.0M | 0.02% | |
| 294 | PBVPRESTIGE CONSUMER HEALTHCARE COM USD.01 | 22,017 | $890.0M | 0.02% | |
| 295 | DSGRLAWSON PRODUCTS COM NPV | 17,037 | $887.0M | 0.02% | |
| 296 | SNPSSYNOPSYS INC COM USD.01 | 6,356 | $885.0M | 0.02% | |
| 297 | HAEHAEMONETICS CORP COM USD.01 | 7,633 | $876.0M | 0.02% | |
| 298 | PRSPPERSPECTA INC When Issued | 33,096 | $874.0M | 0.02% | |
| 299 | NCMIEURNATIONAL CINEMEDIA INC COM USD.01 | 119,842 | $874.0M | 0.02% | |
| 300 | CIENCIENA CORP COM USD.01 | 20,340 | $867.0M | 0.02% |