O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$4.2T

Holdings

1,062

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (1,062 positions)

StockValue
K12 INC COM USD.0001
$6.6M
EATBRINKER INTL INC COM USD.1
$6.6M
CMICUMMINS INC COM USD2.5
$6.5M
LUVSOUTHWEST AIRLINES COM USD1
$6.4M
FSVFIRSTSERVICE CORP COM
$6.3M
CHDCHURCH & DWIGHT INC COM NPV
$6.0M
GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01
$5.9M
SVMSILVERCORP METALS INC COM
$5.9M
XRXXEROX HOLDINGS CORP COM USD1
$5.8M
VVISA INC CL A COM USD.0001
$5.8M
GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV
$5.6M
XHRXENIA HOTELS & RESORTS INC COM USD.01
$5.6M
AWIARMSTRONG WORLD INDUSTRIES COM
$5.5M
CSLCARLISLE COS INC COM NPV
$5.2M
SSRMSSR MINING INC COM NPV
$5.2M
CNMDCONMED CORP COM USD.01
$5.1M
RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV
$5.0M
HPEHEWLETT PACKARD ENTERPRISE COM USD.01
$4.9M
PHMPULTEGROUP INC COM USD.01
$4.6M
ALEXALEXANDER & BALDWIN INC COM NPV
$4.6M
HBMHUDBAY MINERALS INC COM NPV
$4.6M
CSWCSW INDUSTRIALS INC COM USD.01
$4.5M
INTUINTUIT INC COM NPV
$4.4M
ARCBARCBEST CORP COM USD.01
$4.3M
ADPAUTOMATIC DATA PROCESSING COM NPV
$4.3M
CDWCDW CORP COM USD.01
$4.3M
KGCKINROSS GOLD CORP COM NPV
$4.1M
SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR
$4.1M
RLJRLJ LODGING TRUST COM USD.01
$4.0M
CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5
$3.7M
JLLJONES LANG LASALLE INC COM USD.01
$3.6M
TMUST-MOBILE US INC COM
$3.6M
CNRCANADIAN NATIONAL RAILWAY CO COM NPV
$3.6M
COLLECTORS UNIVERSE INC COM USD.001
$3.4M
SCVLSHOE CARNIVAL INC COM USD.1
$3.4M
FFFUTUREFUEL CORP COM USD.0001
$3.4M
NOANORTH AMERICAN CONST GRP LTD COM NPV
$3.4M
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$3.3M
CTRACABOT OIL & GAS CORP COM USD.1
$3.3M
HTHHILLTOP HOLDINGS INC COM USD.01
$3.2M
WMSADVANCED DRAINAGE SYSTEMS COM USD0.01
$3.2M
FCNFTI CONSULTING INC CL A COM USD.01
$3.1M
AGCOAGCO CORP COM USD.01
$3.0M
AANUSDAARON'S INC COM USD.5
$3.0M
TERTERADYNE INC COM USD.125
$2.9M
HMCHONDA MOTOR CO LTD ADR
$2.9M
PRFTUSDPERFICIENT INC COM USD.001
$2.9M
ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01
$2.9M
CMCANADIAN IMPERIAL BANK COM NPV
$2.9M
NVRNVR INC COM USD.01
$2.8M
TDSTELEPHONE & DATA SYSTEMS INC COM USD1
$2.8M
NHCNATIONAL HEALTHCARE CORP COM USD.01
$2.8M
STESTERIS PLC COM NPV
$2.7M
NUENUCOR CORP COM USD.4
$2.7M
DSGDESCARTES SYSTEMS GROUP INC COM NPV
$2.7M
JBSSSANFILIPPO JOHN B&SON COM USD.01
$2.7M
INNSUMMIT HOTEL PROPERTIES INC COM USD.01
$2.6M
HCAHCA HEALTHCARE INC COM USD0.01
$2.6M
BMC STOCK HOLDINGS INC COM USD.01
$2.6M
WDRWADDELL&REED FINL INC -CL A CL A
$2.5M
RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV
$2.5M
BRBROADRIDGE FINANCIAL SOLUTNS COM USD.01
$2.5M
CRUSCIRRUS LOGIC INC COM NPV
$2.5M
TSNTYSON FOODS INC -CL A CL A COM USD.1
$2.5M
WPPWPP PLC ADR
$2.5M
TSAACI WORLDWIDE INC CL A COM USD.005
$2.4M
KMBKIMBERLY-CLARK CORP COM USD1.25
$2.4M
ABXBARRICK GOLD CORP COM NPV
$2.4M
HAEHAEMONETICS CORP COM USD.01
$2.4M
PRUPRUDENTIAL FINANCIAL INC COM USD.01
$2.3M
DYHTARGET CORP COM USD1
$2.3M
RIORIO TINTO GROUP SPON ADR
$2.3M
HSICHENRY SCHEIN INC COM USD.01
$2.3M
VEEVVEEVA SYSTEMS INC CL A COM USD.00001
$2.3M
MUMICRON TECHNOLOGY INC COM USD.1
$2.2M
UPBDRENT-A-CENTER INC COM USD.01
$2.2M
EMEEMCOR GROUP INC COM USD.1
$2.2M
CHLUSDCHINA MOBILE LTD SPON ADR
$2.2M
HOPEHOPE BANCORP INC COM USD3
$2.2M
VLOVALERO ENERGY CORP COM USD1
$2.1M
2362120DSINCLAIR BROADCAST GP -CL A CL A COM USD.01
$2.1M
HELEHELEN OF TROY LTD COM USD.1
$2.1M
STRLSTERLING CONSTRUCTION CO INC COM NPV
$2.1M
FHIFEDERATED INVESTORS INC CL B COM NPV
$2.1M
SKMEURSK TELECOM CO LTD SPON ADR
$2.1M
CBPXEURCONTINENTAL BUILDING PRODS COM USD.001
$2.0M
INVAINNOVIVA INC COM USD.01
$2.0M
BACVERIZON COMMUNICATIONS INC COM USD1
$2.0M
RETAIL VALUE INC COM
$1.9M
CRVLCORVEL CORP COM USD.0001
$1.9M
CIENCIENA CORP COM USD.01
$1.9M
CNACNA FINANCIAL CORP COM USD2.5
$1.9M
MLKNMILLER (HERMAN) INC COM USD.2
$1.9M
HLFHERBALIFE NUTRITION LTD COM USD.001
$1.9M
ENCANA CORP COM NPV
$1.9M
COOCOOPER COS INC (THE) COM USD.1
$1.8M
WOOFOOT LOCKER INC COM USD3
$1.8M
MTZMASTEC INC COM USD.1
$1.8M
AMTAMERICAN TOWER CORP COM USD0.01
$1.8M
LIILENNOX INTERNATIONAL INC COM USD.01
$1.8M
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