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 |
|---|---|---|---|---|---|
| 301 | TGTREDEGAR CORP COM NPV | 38,783 | $867.0M | 0.02% | |
| 302 | WABCWESTAMERICA BANCORPORATION COM NPV | 12,671 | $857.0M | 0.02% | |
| 303 | SLPSIMULATIONS PLUS INC COM USD.001 | 29,531 | $857.0M | 0.02% | |
| 304 | METAFACEBOOK INC CL A COM USD.000006 | 4,170 | $856.0M | 0.02% | |
| 305 | EVTCEVERTEC INC COM USD.01 | 25,153 | $855.0M | 0.02% | |
| 306 | AMEDAMEDISYS INC COM USD.001 | 5,108 | $851.0M | 0.02% | |
| 307 | —FOUNDATION BLDG MRL INC COM USD0.001 | 43,912 | $850.0M | 0.02% | |
| 308 | GOOGLALPHABET INC CL A COM USD.001 | 634 | $849.0M | 0.02% | |
| 309 | WMKWEIS MARKETS INC COM NPV | 20,874 | $845.0M | 0.02% | |
| 310 | —SYKES ENTERPRISES INC COM USD.01 | 22,734 | $841.0M | 0.02% | |
| 311 | ELSEQUITY LIFESTYLE PROPERTIES COM USD.01 | 11,899 | $838.0M | 0.02% | |
| 312 | FBCUSDFLAGSTAR BANCORP INC COM USD.01 | 21,570 | $825.0M | 0.02% | |
| 313 | CDWCDW CORP COM USD.01 | 5,699 | $814.0M | 0.02% | |
| 314 | VRAVERA BRADLEY INC COM NPV | 69,005 | $814.0M | 0.02% | |
| 315 | WDRWADDELL&REED FINL INC -CL A CL A | 48,659 | $814.0M | 0.02% | |
| 316 | —K12 INC COM USD.0001 | 39,879 | $810.0M | 0.02% | |
| 317 | FULTFULTON FINANCIAL CORP COM USD2.5 | 46,348 | $808.0M | 0.02% | |
| 318 | FSPFRANKLIN STREET PROPERTIES COM | 92,837 | $795.0M | 0.02% | |
| 319 | VEEVVEEVA SYSTEMS INC CL A COM USD.00001 | 5,583 | $785.0M | 0.02% | |
| 320 | COSTCOSTCO WHOLESALE CORP COM USD.1 | 2,654 | $780.0M | 0.02% | |
| 321 | MCYMERCURY GENERAL CORP COM NPV | 15,991 | $779.0M | 0.02% | |
| 322 | TGNATEGNA INC COM USD1 | 46,416 | $775.0M | 0.02% | |
| 323 | AGYSAGILYSYS INC COM NPV | 30,466 | $773.0M | 0.02% | |
| 324 | VCTRVICTORY CPTL HLDGS INC COM | 36,398 | $762.0M | 0.02% | |
| 325 | —GLOBALSCAPE INC COM USD.001 | 77,495 | $762.0M | 0.02% | |
| 326 | REXREX AMERICAN RESOURCES CORP COM USD.01 | 9,210 | $755.0M | 0.02% | |
| 327 | —SINOPEC SHANGHAI PETROCHEM SPON ADR | 24,682 | $754.0M | 0.02% | |
| 328 | GISGENERAL MILLS INC COM USD.75 | 14,046 | $752.0M | 0.02% | |
| 329 | ACGLARCH CAPITAL GROUP LTD COM USD.01 | 17,501 | $751.0M | 0.02% | |
| 330 | FLT1EURFLEETCOR TECHNOLOGIES INC COM USD.001 | 2,596 | $747.0M | 0.02% | |
| 331 | INVHINVITATION HOMES INC COM USD0.01 | 24,924 | $747.0M | 0.02% | |
| 332 | —ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS | 115,204 | $742.0M | 0.02% | |
| 333 | RYIRYERSON HOLDING CORP COM USD.01 | 62,698 | $742.0M | 0.02% | |
| 334 | AMKRAMKOR TECHNOLOGY INC COM USD.001 | 56,697 | $737.0M | 0.02% | |
| 335 | HVTHAVERTY FURNITURE COM USD1 | 36,464 | $735.0M | 0.02% | |
| 336 | WTWWILLIS TOWERS WATSON PLC COM USD.000115 | 3,597 | $726.0M | 0.02% | |
| 337 | IOSPINNOSPEC INC COM USD.01 | 7,026 | $726.0M | 0.02% | |
| 338 | AZNASTRAZENECA PLC SPON ADR | 14,333 | $715.0M | 0.02% | |
| 339 | ECECOPETROL SA SPON ADS NPV | 35,604 | $711.0M | 0.02% | |
| 340 | IRET1USDINVESTORS REAL ESTATE TRUST COM NPV | 9,803 | $710.0M | 0.02% | |
| 341 | UFSDOMTAR CORP COM USD.01 | 18,508 | $707.0M | 0.02% | |
| 342 | —FORTERRA INC COM USD0.001 | 60,415 | $698.0M | 0.02% | |
| 343 | BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033 | 3,068 | $695.0M | 0.02% | |
| 344 | RDYDR REDDY'S LABORATORIES LTD ADR | 17,034 | $691.0M | 0.02% | |
| 345 | MODNEURMODEL N INC COM USD.00015 | 19,748 | $691.0M | 0.02% | |
| 346 | SPXCSPX CORP COM USD1 | 13,549 | $688.0M | 0.02% | |
| 347 | AEGAEGON NV NY SHR ADR | 147,848 | $670.0M | 0.01% | |
| 348 | —UNIVERSAL FOREST PRODS INC COM NPV | 14,074 | $670.0M | 0.01% | |
| 349 | BABAALIBABA GROUP HLDG ADR | 3,118 | $661.0M | 0.01% | |
| 350 | ACWXISHARES TR MSCI ACWI EX US | 13,457 | $661.0M | 0.01% | |
| 351 | IBCPINDEPENDENT BANK CORP/MI COM NPV | 28,869 | $654.0M | 0.01% | |
| 352 | GCOGENESCO INC COM USD1 | 13,569 | $650.0M | 0.01% | |
| 353 | ETRAE TRADE FINANCIAL CORP COM USD.01 | 14,060 | $638.0M | 0.01% | |
| 354 | NRCNATIONAL RESEARCH CORP COM USD.001 | 9,519 | $627.0M | 0.01% | |
| 355 | PBRPETROLEO BRASILEIRO SA- PETR SPONSORED ADR | 39,296 | $626.0M | 0.01% | |
| 356 | NUENUCOR CORP COM USD.4 | 10,903 | $614.0M | 0.01% | |
| 357 | UVEUNIVERSAL INSURANCE HLDGS COM USD.01 | 21,928 | $614.0M | 0.01% | |
| 358 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 2,074 | $610.0M | 0.01% | |
| 359 | WNSNWNS (HOLDINGS) LTD -ADR ADR USD.15 | 9,159 | $606.0M | 0.01% | |
| 360 | ARMKARAMARK COM USD.01 | 13,919 | $604.0M | 0.01% | |
| 361 | ANFABERCROMBIE & FITCH -CL A CL A COM USD.01 | 34,850 | $603.0M | 0.01% | |
| 362 | LPLALPL FINANCIAL HOLDINGS INC COM USD.01 | 6,523 | $601.0M | 0.01% | |
| 363 | WNCWABASH NATIONAL CORP COM USD.01 | 40,630 | $597.0M | 0.01% | |
| 364 | HRBBLOCK H & R INC COM NPV | 25,271 | $593.0M | 0.01% | |
| 365 | —IHS MARKIT LTD COM USD.01 | 7,784 | $587.0M | 0.01% | |
| 366 | WIREEURENCORE WIRE CORP COM USD.01 | 10,212 | $585.0M | 0.01% | |
| 367 | MXLMAXLINEAR INC CL A COM USD.0001 | 27,348 | $579.0M | 0.01% | |
| 368 | ONTOONTO INNOVATION INC COM USD.001 | 15,787 | $577.0M | 0.01% | |
| 369 | DENNDENNYS CORP COM USD.1 | 29,025 | $576.0M | 0.01% | |
| 370 | ASPSALTISOURCE PORTFOLIO SOLTNS COM USD1 | 29,803 | $576.0M | 0.01% | |
| 371 | FCNFTI CONSULTING INC CL A COM USD.01 | 5,188 | $573.0M | 0.01% | |
| 372 | —ZIX CORP COM USD.01 | 83,825 | $567.0M | 0.01% | |
| 373 | RMAXRE/MAX HOLDINGS INC CL A COM USD.0001 | 14,670 | $565.0M | 0.01% | |
| 374 | UMCUNITED MICROELECTRONICS CORP SPON ADR | 209,252 | $561.0M | 0.01% | |
| 375 | EGRXEAGLE PHARMACEUTICALS INC COM USD.001 | 9,295 | $557.0M | 0.01% | |
| 376 | MTORMERITOR INC COM USD1 | 21,157 | $554.0M | 0.01% | |
| 377 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 1,461 | $551.0M | 0.01% | |
| 378 | FCFRANKLIN COVEY CO COM USD.05 | 17,016 | $548.0M | 0.01% | |
| 379 | GNTXGENTEX CORP COM USD.06 | 18,638 | $540.0M | 0.01% | |
| 380 | CYDCHINA YUCHAI INTERNATIONAL COM USD.1 | 40,325 | $538.0M | 0.01% | |
| 381 | NXQUANEX BUILDING PRODUCTS COM USD.01 | 31,444 | $537.0M | 0.01% | |
| 382 | INTCINTEL CORP COM NPV | 8,782 | $526.0M | 0.01% | |
| 383 | CSANCOSAN LTD CL A COM USD.01 | 22,895 | $523.0M | 0.01% | |
| 384 | ENSGENSIGN GROUP INC COM USD.001 | 11,555 | $523.0M | 0.01% | |
| 385 | MLABMESA LABORATORIES INC COM NPV | 2,098 | $522.0M | 0.01% | |
| 386 | MANHMANHATTAN ASSOCIATES INC COM USD.01 | 6,502 | $518.0M | 0.01% | |
| 387 | HCIHCI GROUP INC COM NPV | 11,349 | $518.0M | 0.01% | |
| 388 | IGSBISHARES TR 1 3 YR CR BD ETF | 9,613 | $516.0M | 0.01% | |
| 389 | —KRATON CORP COM USD.01 | 20,384 | $516.0M | 0.01% | |
| 390 | —PCTEL INC COM USD.001 | 60,592 | $513.0M | 0.01% | |
| 391 | OPYOPPENHEIMER HOLDINGS INC CL A COM NPV | 18,664 | $513.0M | 0.01% | |
| 392 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 2,225 | $512.0M | 0.01% | |
| 393 | PDLIEURPDL BIOPHARMA INC COM USD.01 | 158,066 | $512.0M | 0.01% | |
| 394 | IXJISHARES TR GLOB HLTHCRE ETF | 7,380 | $507.0M | 0.01% | |
| 395 | —ERA GROUP INC CL A COM USD0.01 | 49,847 | $507.0M | 0.01% | |
| 396 | JXC1J2 GLOBAL INC COM USD.01 | 5,382 | $504.0M | 0.01% | |
| 397 | IDV*ISHARES TR INTL SEL DIV ETF | 15,000 | $504.0M | 0.01% | |
| 398 | WGOWINNEBAGO INDUSTRIES COM USD.5 | 9,483 | $502.0M | 0.01% | |
| 399 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 7,740 | $497.0M | 0.01% | |
| 400 | —TIM PARTICIPACOES SA SPONS ADR | 25,977 | $496.0M | 0.01% |