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
ON DECK CAPITAL INC COM USD.01
$2K
INCYINCYTE CORP COM USD.001
$2K
ACGLARCH CAPITAL GROUP LTD COM USD.01
$2K
CCKCROWN HOLDINGS INC COM USD5
$2K
AEEAMEREN CORP COM USD5
$2K
DVNDEVON ENERGY CORP COM USD.1
$2K
WYWEYERHAEUSER CO COM USD1.875
$2K
XYLXYLEM INC COM USD.01
$2K
JKHYHENRY (JACK) & ASSOCIATES COM USD.01
$2K
AKAMAKAMAI TECHNOLOGIES INC COM USD.01
$2K
ATOATMOS ENERGY CORP COM NPV
$2K
ELMEWASHINGTON REIT COM SHS INT .01
$2K
PHPARKER-HANNIFIN CORP COM USD.5
$2K
TSQTOWNSQUARE MEDIA INC CL A COM USD0.01
$2K
MCXMCCORMICK & CO INC COM NPV NVTG
$2K
RWOSPDR DJ GLOBAL REAL ESTATE E
$2K
UBAUSDURSTADT BIDDLE PROPERTIES CL A COM USD.01
$2K
AREALEXANDRIA R E EQUITIES INC COM USD.01
$2K
HRLHORMEL FOODS CORP COM USD.2344
$2K
SIDCOMPANHIA SIDERURGICA NACION SPON ADR
$2K
STESTERIS PLC COM NPV
$2K
SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR
$2K
AMTAMERICAN TOWER CORP COM USD0.01
$2K
ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01
$2K
JLLJONES LANG LASALLE INC COM USD.01
$2K
CSWCSW INDUSTRIALS INC COM USD.01
$2K
BNSBANK OF NOVA SCOTIA COM NPV
$2K
BTOB2GOLD CORP COM NPV
$2K
UPBDRENT-A-CENTER INC COM USD.01
$2K
YRIYAMANA GOLD INC COM
$2K
RMERESMED INC COM USD.004
$2K
SONYSONY CORP ADR
$2K
COOCOOPER COS INC (THE) COM USD.1
$2K
IWDISHARES RUSSELL 1000 VALUE E
$2K
AMZNAMAZON.COM INC COM USD.01
$2K
LENLENNAR CORP CL A COM USD.1
$2K
BHEBENCHMARK ELECTRONICS INC COM USD.01
$2K
KMBKIMBERLY-CLARK CORP COM USD1.25
$2K
FBINFORTUNE BRANDS HOME & SECUR COM USD.01
$2K
TMUST-MOBILE US INC COM
$2K
MEOHMETHANEX CORP COM NPV
$2K
HSYHERSHEY CO COM USD1.
$2K
TRVTRAVELERS COS INC COM
$2K
HIGHARTFORD FINANCIAL SERVICES COM NPV
$2K
CEOCNOOC LTD SPONSORED ADR
$1K
CTLEURCENTURYLINK INC COM USD1
$1K
JNJJOHNSON & JOHNSON COM USD1
$1K
SBACSBA COMMUNICATIONS CORP COM USD.01
$1K
PKXPOSCO SPON ADR
$1K
OPITQOFFICE PROPERTIES INCOME TR COM USD.01 SBI
$1K
CIGICOLLIERS INTL GROUP INC COM NPV SVTG
$1K
ALSALLSTATE CORP COM USD.01
$1K
HNIHNI CORP COM USD1
$1K
AWMSKYWORKS SOLUTIONS INC COM USD.25
$1K
IEIISHARES 3-7 YEAR TREASURY BO
$1K
SYYSYSCO CORP COM USD1
$1K
BMOBANK OF MONTREAL COM NPV
$1K
RIORIO TINTO GROUP SPON ADR
$1K
WKCWORLD FUEL SERVICES CORP COM USD.01
$1K
SHVISHARES SHORT TREASURY BOND
$1K
MTHMERITAGE HOMES CORP COM NPV
$1K
FULTFULTON FINANCIAL CORP COM USD2.5
$1K
CHDCHURCH & DWIGHT INC COM NPV
$1K
HUBGHUB GROUP INC -CL A CL A COM USD.01
$1K
KBIAKB FINANCIAL GROUP SPON ADR
$1K
CRVLCORVEL CORP COM USD.0001
$1K
EMNEASTMAN CHEMICAL CO COM USD.01
$1K
AGCOAGCO CORP COM USD.01
$1K
COSCNO FINANCIAL GROUP INC COM NEW
$1K
NVSNNOVARTIS AG SPON ADR
$1K
SANMSANMINA CORP COM USD.01
$1K
GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV
$1K
INNSUMMIT HOTEL PROPERTIES INC COM USD.01
$1K
PGRPROGRESSIVE CORP-OHIO COM USD1
$1K
MUMICRON TECHNOLOGY INC COM USD.1
$1K
CENTACENTRAL GARDEN & PET CO CL A COM USD.01
$1K
VLOVALERO ENERGY CORP COM USD1
$1K
RJFRAYMOND JAMES FINANCIAL CORP COM USD.01
$1K
URIUNITED RENTALS INC COM USD.01
$1K
BLDTOPBUILD CORP COM USD1
$1K
FSSFEDERAL SIGNAL CORP COM USD1
$1K
MCYMERCURY GENERAL CORP COM NPV
$1K
WPPWPP PLC ADR
$1K
CFGCITIZENS FINANCIAL GROUP INC COM USD.01
$1K
OMCOMNICOM GROUP COM USD.5
$1K
TTEKTETRA TECH INC COM USD.01
$1K
EQIXEQUINIX INC COM USD.001
$1K
HOPEHOPE BANCORP INC COM USD3
$1K
CRUSCIRRUS LOGIC INC COM NPV
$1K
PDMPIEDMONT OFFICE REALTY TRUST CL A COM USD.01
$1K
FOUNDATION BLDG MRL INC COM USD0.001
$1K
BMC STOCK HOLDINGS INC COM USD.01
$1K
CINFCINCINNATI FINANCIAL CORP COM USD2
$1K
EFAVISHARES EDGE MSCI MIN VOL EA
$1K
HIWHIGHWOODS PROPERTIES INC COM USD.01
$1K
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001
$1K
TTMITTM TECHNOLOGIES INC COM NPV
$1K
NCNACCO INDUSTRIES -CL A CL A COM USD1
$1K
ETDETHAN ALLEN INTERIORS INC CL A COM USD.01
$1K
MANMANPOWERGROUP COM NPV
$1K
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