O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$4.2B

Holdings

1,062

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (1,062 positions)

StockValue
FT2FIRST HORIZON NATIONAL CORP COM USD2.5
$2K
OLNOLIN CORP COM USD1
$2K
NSANATIONAL STORAGE AFFILIATES COM USD0.01
$2K
HDHOME DEPOT INC COM USD.05
$2K
BKUBANKUNITED INC COM USD.01
$2K
BACVERIZON COMMUNICATIONS INC COM USD1
$2K
RETAIL VALUE INC COM
$2K
CRVLCORVEL CORP COM USD.0001
$2K
CIENCIENA CORP COM USD.01
$2K
CNACNA FINANCIAL CORP COM USD2.5
$2K
MLKNMILLER (HERMAN) INC COM USD.2
$2K
HLFHERBALIFE NUTRITION LTD COM USD.001
$2K
ENCANA CORP COM NPV
$2K
COOCOOPER COS INC (THE) COM USD.1
$2K
WOOFOOT LOCKER INC COM USD3
$2K
MTZMASTEC INC COM USD.1
$2K
AMTAMERICAN TOWER CORP COM USD0.01
$2K
LIILENNOX INTERNATIONAL INC COM USD.01
$2K
JNJJOHNSON & JOHNSON COM USD1
$2K
ROFKFORCE INC COM USD.01
$2K
BRCBRADY CORP CL A COM USD.01
$2K
KEYKEYCORP COM USD1
$2K
MAMASTERCARD INC CL A COM USD.0001
$2K
EVTCEVERTEC INC COM USD.01
$2K
HZNPHORIZON THERAPEUTICS PUB LTD ORD USD.01
$2K
ACWIISHARES TR MSCI ACWI ETF
$2K
BANCO SANTANDER MEXICO -ADR ADR
$2K
AMWDAMERICAN WOODMARK CORP COM USD.1
$2K
MTHMERITAGE HOMES CORP COM NPV
$2K
WDCWESTERN DIGITAL CORP COM USD.1
$2K
COFCAPITAL ONE FINANCIAL CORP COM USD.01
$2K
TCXTUCOWS INC CL A COM NPV
$2K
PPCPILGRIM'S PRIDE CORP COM USD.01
$1K
BSFAANI PHARMACEUTICALS INC COM USD.0001
$1K
ADIANALOG DEVICES COM USD.16
$1K
LEALEAR CORP COM NPV
$1K
RFPUSDRESOLUTE FOREST PRODUCTS INC COM USD.001
$1K
PKXPOSCO SPON ADR
$1K
CFGCITIZENS FINANCIAL GROUP INC COM USD.01
$1K
CORECORE MARK HOLDING CO INC COM
$1K
UVEUNIVERSAL INSURANCE HLDGS COM USD.01
$1K
WKCWORLD FUEL SERVICES CORP COM USD.01
$1K
HMS HOLDINGS CORP COM USD.01
$1K
WTHWORTHINGTON INDUSTRIES COM NPV
$1K
HWCHANCOCK WHITNEY CORP COM USD3.33
$1K
SCZISHARES TR EAFE SML CP ETF
$1K
WRKUSDWESTROCK CO COM USD.01
$1K
APPFAPPFOLIO INC CL A COM USD.0001
$1K
BTOB2GOLD CORP COM NPV
$1K
EENI SPA SPON ADR
$1K
WMWASTE MANAGEMENT INC COM NPV
$1K
NEONEOGENOMICS INC COM USD.001
$1K
LSCCLATTICE SEMICONDUCTOR CORP COM USD.01
$1K
TTEKTETRA TECH INC COM USD.01
$1K
LBRTLIBERTY OILFIELD SVS COM CL A 0.01USD
$1K
OSISOSI SYSTEMS INC COM NPV
$1K
JPMJPMORGAN CHASE & CO COM USD12
$1K
AGMFEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG
$1K
KWRQUAKER CHEMICAL CORP COM USD1
$1K
RLGTRADIANT LOGISTICS INC UNIT
$1K
IBERIABANK CORP COM USD1
$1K
LULULULULEMON ATHLETICA INC COM USD.01
$1K
SHOSUNSTONE HOTEL INVESTORS INC COM USD.01
$1K
BWABORGWARNER INC COM USD.01
$1K
RGENREPLIGEN CORP COM USD.01
$1K
PVG1EURPRETIUM RESOURCES INC COM NPV
$1K
FSSFEDERAL SIGNAL CORP COM USD1
$1K
BLDTOPBUILD CORP COM USD1
$1K
KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01
$1K
MXLMAXLINEAR INC CL A COM USD.0001
$1K
ESEESCO TECHNOLOGIES INC COM NPV
$1K
CMCSACOMCAST CORP CL A COM USD1
$1K
KBIAKB FINANCIAL GROUP SPON ADR
$1K
ONON SEMICONDUCTOR CORP COM USD.01
$1K
AGYSAGILYSYS INC COM NPV
$1K
BAXBAXTER INTERNATIONAL INC COM USD1
$1K
AMEDAMEDISYS INC COM USD.001
$1K
BPFHBOSTON PRIVATE FINL HOLDINGS COM USD1
$1K
SAMBOSTON BEER INC -CL A CL A COM USD.01
$1K
DDSDILLARDS INC -CL A CL A COM NPV
$1K
EMNEASTMAN CHEMICAL CO COM USD.01
$1K
IMKTAINGLES MARKETS INC -CL A CL A COM USD.05
$1K
HPOSERVICE PROPERTIES TRUST COM USD.01
$1K
REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001
$1K
BMYBRISTOL-MYERS SQUIBB CO COM USD.1
$1K
RPMRPM INTERNATIONAL INC COM USD.064
$1K
OMFONEMAIN HOLDINGS INC COM
$1K
AXA EQUITABLE HOLDINGS COM
$1K
FNFFIDELITY NATL FINL FNF GROUP COM USD.0001
$1K
CHINA TELECOM CORP LTD SPON ADR H SHS
$1K
PBRPETROLEO BRASILEIRO SA- PETR SPONSORED ADR
$1K
KOCOCA-COLA CO COM USD.5
$1K
FCNCAFIRST CITIZENS BANCSH -CL A CL A COM USD1
$1K
AVTAVNET INC COM USD1
$1K
BPBP PLC ADR
$1K
NXRTNEXPOINT RESIDENTIAL TR INC COM USD.01
$1K
35VVEON LTD ADR
$1K
ISRGINTUITIVE SURGICAL INC COM USD.001
$1K
USCRU S CONCRETE INC COM NEW USD.001
$1K
INTCINTEL CORP COM NPV
$1K
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