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
HFCUSDHOLLYFRONTIER CORP COM USD.01
$45K
TJXTJX COS INC (THE) COM USD1
$45K
8INSYNEOS HEALTH INC CL A COM NPV
$45K
INTUINTUIT INC COM NPV
$44K
UBSUBS GROUP AG ORD SHRS
$44K
DGDOLLAR GENERAL CORP COM USD.875
$44K
REGNREGENERON PHARMACEUTICALS COM USD.001
$43K
BLKCHFBLACKROCK INC COM USD.01
$43K
UTXZUNITED TECHNOLOGIES CORP COM USD5
$43K
TRPTC ENERGY CORP COM NPV
$42K
DGIIDIGI INTERNATIONAL INC COM USD.01
$41K
CICIGNA CORP COM USD1
$41K
GAMCO INVESTORS INC CL A COM USD.001
$40K
HRBBLOCK H & R INC COM NPV
$40K
GPKGRAPHIC PACKAGING HOLDING CO COM
$40K
MRSHMARSH & MCLENNAN COS COM USD1
$39K
EMREMERSON ELECTRIC CO COM USD1
$39K
ALRMALARM.COM HOLDINGS INC COM USD.01
$39K
TXRHTEXAS ROADHOUSE INC COM USD.001
$39K
SIGASIGA TECHNOLOGIES INC COM USD.0001
$39K
WDWALKER & DUNLOP INC COM USD 0.01
$39K
NBNNORTHEAST BANK COM NPV
$38K
STRTSTRATTEC SECURITY CORP COM USD.01
$38K
ABJAABB LTD SPONSORED ADR
$38K
WEYSWEYCO GROUP INC COM USD1
$37K
CRKCOMSTOCK RESOURCES INC COM USD.5
$37K
ISRGINTUITIVE SURGICAL INC COM USD.001
$37K
CBCVR ENERGY INC COM USD.01
$37K
HLFHERBALIFE NUTRITION LTD COM USD.001
$37K
PLDPROLOGIS INC COM USD.01
$37K
ABMABM INDUSTRIES INC COM NPV
$36K
VALEVALE SA SPONSORED ADR
$36K
DEDEERE & CO COM USD1
$36K
GLGLOBE LIFE INC COM USD1
$36K
COLMCOLUMBIA SPORTSWEAR CO COM NPV
$36K
MAAMID-AMERICA APT CMNTYS INC COM USD.01
$36K
MFGMIZUHO FINANCIAL GROUP INC ADR
$36K
INVAINNOVIVA INC COM USD.01
$35K
FLT1EURFLEETCOR TECHNOLOGIES INC COM USD.001
$34K
PUKNPRUDENTIAL PLC ADR
$34K
ZTSZOETIS INC CL A COM USD.01
$34K
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01
$34K
NOWSERVICENOW INC COM USD.001
$33K
MBCNMIDDLEFIELD BANC CORP COM NPV
$33K
BPOPPOPULAR INC COM USD5
$33K
FAFFIRST AMERICAN FINANCIAL CP COM USD.00001
$33K
CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5
$33K
ICHRICHOR HOLDINGS LTD COM USD.0001
$32K
VOXX INTERNATIONAL CORP CL A COM USD.01
$32K
NDQINVESCO QQQ TRUST SERIES 1
$32K
ITWILLINOIS TOOL WORKS COM NPV
$31K
HALLUSDHALLMARK FINANCIAL SERVICES COM USD.03
$31K
EWEDWARDS LIFESCIENCES CORP COM USD1
$31K
TDYTELEDYNE TECHNOLOGIES INC COM USD.01
$31K
DHTDHT HOLDINGS INC COM USD.01
$31K
SLYVSPDR SERIES TRUST S&P 600 SMCP VAL
$31K
BHBBAR HARBOR BANKSHARES COM USD2
$31K
ICEINTERCONTINENTAL EXCHANGE COM USD.01
$31K
SOSOUTHERN CO COM USD5
$31K
HCAHCA HEALTHCARE INC COM USD0.01
$31K
BRXBRIXMOR PROPERTY GROUP INC COM USD.01
$30K
HUAMI CORP -ADS ADS
$30K
WTSWATTS WATER TECHNOLOGIES INC CL A COM USD.1
$30K
STRLSTERLING CONSTRUCTION CO INC COM NPV
$30K
TFCTRUIST FINANCIAL CORP COM USD5
$30K
GPCGENUINE PARTS CO COM USD1
$30K
LCNBLCNB CORP COM NPV
$30K
CARDTRONICS PLC CL A ORD USD0.01
$29K
AMDADVANCED MICRO DEVICES COM USD.01
$29K
CHHCHOICE HOTELS INTL INC COM USD.01
$29K
AXPAMERICAN EXPRESS CO COM USD.6
$29K
MKTXMARKETAXESS HOLDINGS INC COM USD.001
$29K
PWODPENNS WOODS BANCORP INC COM USD10.
$29K
ULBIULTRALIFE CORP COM USD.1
$29K
ILMNILLUMINA INC COM USD.01
$29K
LEE1EURLEE ENTERPRISES INC COM USD2
$29K
USBU S BANCORP COM USD5
$28K
IDIEURFLUENT INC COM USD.0005
$28K
MTORMERITOR INC COM USD1
$28K
HN9HANESBRANDS INC COM USD.01
$28K
AMATAPPLIED MATERIALS INC COM NPV
$28K
BAXBAXTER INTERNATIONAL INC COM USD1
$28K
NTAPNETAPP INC COM NPV
$28K
HUBBHUBBELL INC COM NPV
$28K
APDAIR PRODUCTS & CHEMICALS INC COM USD1
$28K
INVHINVITATION HOMES INC COM USD0.01
$28K
NEW HOME CO INC COM USD.01
$28K
TXTERNIUM SA -ADR ADS USD
$27K
WMWASTE MANAGEMENT INC COM NPV
$27K
DOXAMDOCS ORD GBP.01
$27K
VIV1USDTELEFONICA BRASIL SA SPONS ADR PFD
$27K
CERNCHFCERNER CORP COM USD.01
$27K
ALKALASKA AIR GROUP INC COM USD1
$26K
CAMPEURCALAMP CORP COM NPV
$26K
NHCNATIONAL HEALTHCARE CORP COM USD.01
$26K
UNMUNUM GROUP COM USD.1
$26K
SYKSTRYKER CORP COM USD10
$26K
VODVODAFONE GROUP PLC SPON ADR
$25K
SCHWSCHWAB (CHARLES) CORP COM USD.01
$25K
EVBNUSDEVANS BANCORP INC COM USD.50
$25K
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