O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2020 Filing

Filed May 13, 2020

Portfolio Value

$2.9B

Holdings

1,387

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (1,387 positions)

StockValue
RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV
$4K
PAASPAN AMERICAN SILVER CORP COM NPV
$4K
CAECAE INC COM NPV
$4K
RSRELIANCE STEEL & ALUMINUM CO COM NPV
$4K
DFSEURDISCOVER FINANCIAL SVCS COM USD.01
$4K
MTZMASTEC INC COM USD.1
$4K
MSFTMICROSOFT CORP COM USD.00000625
$4K
PBVPRESTIGE CONSUMER HEALTHCARE COM USD.01
$3K
GMS1EURGMS INC COM USD.01
$3K
SPGSIMON PROPERTY GROUP INC COM USD.0001
$3K
OSBCADNORBORD INC COM NPV
$3K
EBFENNIS INC COM USD2.5
$3K
GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01
$3K
COPCONOCOPHILLIPS COM USD1.25
$3K
SCHOSCHWAB SHORT-TERM US TREAS
$3K
MTDMETTLER-TOLEDO INTL INC COM USD.01
$3K
ADMARCHER-DANIELS-MIDLAND CO COM NPV
$3K
XLNXEURXILINX INC COM USD.01
$3K
SGENEURSEATTLE GENETICS INC COM USD.001
$3K
P5YBRF SA SPON ADR NPV
$3K
LNCLINCOLN NATIONAL CORP COM USD1.25
$3K
WELLWELLTOWER INC COM USD1
$3K
APARTMENT INVST & MGMT CO CL A COM USD.01
$3K
CPBCAMPBELL SOUP CO COM USD.3
$3K
SLBSCHLUMBERGER LTD COM USD.01
$3K
UISUNISYS CORP COM USD.01
$3K
OKTAOKTA INC CL A COM USD0.0001
$3K
CMLSCUMULUS MEDIA INC COM CL A NEW
$3K
SOHOSOTHERLY HOTELS INC COM USD.01
$3K
RAMPLIVERAMP HOLDINGS INC COM USD.1
$3K
WMBWILLIAMS COS INC COM USD1
$3K
S76STORE CAPITAL CORP COM USD.01
$3K
RHCRH PLC ADR
$3K
FFORD MOTOR CO COM USD1
$3K
ERICTELEFONAKTIEBOLAGET LM ERICS CL B ADR
$3K
KELKELLOGG CO COM USD.25
$3K
PCARPACCAR INC COM USD12
$3K
SSS1EURLIFE STORAGE INC COM USD.01
$3K
ALXNALEXION PHARMACEUTICALS INC COM USD.0001
$3K
MNSTMONSTER BEVERAGE CORP COM USD.005
$3K
PPGPPG INDUSTRIES INC COM USD1.666
$3K
DLTRDOLLAR TREE INC COM USD.01
$3K
TWTRUSDTWITTER INC COM USD.000005
$3K
XHRXENIA HOTELS & RESORTS INC COM USD.01
$3K
CLSEURCELESTICA INC SUB VTG SHS
$3K
DECKDECKERS OUTDOOR CORP COM USD.01
$3K
WMSADVANCED DRAINAGE SYSTEMS COM USD0.01
$3K
CHLUSDCHINA MOBILE LTD SPON ADR
$3K
BMYBRISTOL-MYERS SQUIBB CO COM USD.1
$3K
IGSBISHARES SHORT-TERM CORPORATE
$3K
HMCHONDA MOTOR CO LTD ADR
$3K
ADPAUTOMATIC DATA PROCESSING COM NPV
$3K
DARDARLING INGREDIENTS INC COM USD.01
$2K
IMKTAINGLES MARKETS INC -CL A CL A COM USD.05
$2K
COLLECTORS UNIVERSE INC COM USD.001
$2K
ALEXALEXANDER & BALDWIN INC COM NPV
$2K
MAMASTERCARD INC CL A COM USD.0001
$2K
JBLJABIL INC COM USD.001
$2K
AWIARMSTRONG WORLD INDUSTRIES COM
$2K
NXSTNEXSTAR MEDIA GROUP CL A COM USD.01
$2K
CTRACABOT OIL & GAS CORP COM USD.1
$2K
DSGDESCARTES SYSTEMS GROUP INC COM NPV
$2K
PHMPULTEGROUP INC COM USD.01
$2K
PGPROCTER & GAMBLE CO COM NPV
$2K
TECK/BTECK RESOURCES LTD CL B COM NPV SVTG
$2K
ROFKFORCE INC COM USD.01
$2K
NMRKNEWMARK GROUP INC Cl A
$2K
EVRGEVERGY INC COM USD5
$2K
CPSSCONSUMER PORTFOLIO SVCS INC COM NPV
$2K
EXREXTRA SPACE STORAGE INC COM USD.01
$2K
MRVLMARVELL TECHNOLOGY GROUP LTD COM USD.002
$2K
WEINGARTEN REALTY INVST COM SHS INT USD.03
$2K
VMCVULCAN MATERIALS CO COM USD1
$2K
STLDSTEEL DYNAMICS INC COM USD.01
$2K
MLMMARTIN MARIETTA MATERIALS COM USD.01
$2K
FASTFASTENAL CO COM USD.01
$2K
SPLKCHFSPLUNK INC COM USD.001
$2K
VRSNVERISIGN INC COM USD.01
$2K
FNDCSCHWAB STRATEGIC TR SCHWB FDT INT SC
$2K
CSGPCOSTAR GROUP INC COM USD.01
$2K
IMXIINTERNATIONAL MONEY EXPR INC COM
$2K
APTVAPTIV PLC ORD USD.01
$2K
IFFINTL FLAVORS & FRAGRANCES COM USD.125
$2K
BAKBRASKEM SA SPON ADR PFD A
$2K
ALNYALNYLAM PHARMACEUTICALS INC COM USD.0001
$2K
KHCKRAFT HEINZ CO COM USD.01
$2K
TTWOTAKE-TWO INTERACTIVE SFTWR COM USD.01
$2K
NTRSNORTHERN TRUST CORP COM USD3.17
$2K
ESSESSEX PROPERTY TRUST COM USD.0001
$2K
FDXFEDEX CORP COM USD.1
$2K
CLMBWAYSIDE TECHNOLOGY GROUP INC COM USD.01
$2K
CPRTCOPART INC COM NPV
$2K
THOTHOR INDUSTRIES INC COM USD.01
$2K
OKEONEOK INC COM NPV
$2K
TXM1TRAVELZOO COM USD.01
$2K
RHPRYMAN HOSPITALITY PPTYS INC COM USD.01
$2K
S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
$2K
FRFIRST INDL REALTY TRUST INC COM USD.01
$2K
TIFEURTIFFANY & CO COM USD.01
$2K
AWCAMERICAN WATER WORKS CO INC COM USD.01
$2K
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