O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2019 Filing

Filed February 12, 2020

Portfolio Value

$4.5B

Holdings

1,898

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (1,898 positions)

StockValue
PEGPUBLIC SERVICE ENTRP GRP INC COM NPV
$65K
BHP GROUP LTD ADR
$64K
STTSTATE STREET CORP COM USD1
$64K
RHRH COM USD.0001
$64K
UGUNITED-GUARDIAN INC COM USD.1
$64K
TCSUSDCONTAINER STORE GROUP COM USD.01
$64K
CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5
$63K
EIGEMPLOYERS HOLDINGS INC COM USD.01
$63K
CPSSCONSUMER PORTFOLIO SVCS INC COM NPV
$63K
BRXBRIXMOR PROPERTY GROUP INC COM USD.01
$63K
PGRPROGRESSIVE CORP-OHIO COM USD1
$63K
CYBEROPTICS CORP COM NPV
$62K
MARMARRIOTT INTL INC CL A COM NPV
$62K
VSECVSE CORP COM USD.05
$62K
APLEAPPLE HOSPITALITY REIT INC COM NPV
$62K
LYGLLOYDS BANKING GROUP PLC SPONSORED ADR
$61K
BPRNUSDBANK OF PRINCETON COM
$61K
INSEINSPIRED ENTERTAINMENT COM
$61K
HOUSTON WIRE & CABLE CO COM USD.001
$61K
GDGENERAL DYNAMICS CORP COM USD1
$60K
WYNEURWYNDHAM DESTINATIONS INC COM USD
$60K
NAVINAVIENT CORP COM0.01
$60K
THSTREEHOUSE FOODS INC COM
$60K
PKGPACKAGING CORP OF AMERICA COM USD.01
$59K
ADSKAUTODESK INC COM NPV
$59K
PWODPENNS WOODS BANCORP INC COM USD10.
$59K
HNNAHENNESSY ADVISORS INC COM NPV
$58K
ESCAESCALADE INC COM USD1
$58K
WBKWESTPAC BANKING SPON ADR
$58K
ASBASSOCIATED BANC-CORP COM USD.1
$57K
ALXALEXANDER'S INC COM USD1
$57K
KLICKULICKE & SOFFA INDUSTRIES COM NPV
$56K
DGDOLLAR GENERAL CORP COM USD.875
$56K
SOHOSOTHERLY HOTELS INC COM USD.01
$56K
FNBF N B CORP/FL COM USD.01
$55K
AEISADVANCED ENERGY INDS INC COM USD.001
$55K
CBCHUBB LTD ORD KYD.125
$55K
UCTTULTRA CLEAN HOLDINGS INC COM USD.01
$55K
IBNICICI BANK LTD SPONSORED ADR
$54K
NSYNICE LTD SPON ADR
$54K
BRIDBRIDGFORD FOODS CORP COM USD1
$54K
SRESEMPRA ENERGY COM NPV
$54K
FAFFIRST AMERICAN FINANCIAL CP COM USD.00001
$54K
J JILL INC COMUSD0.01
$54K
TELFYTELEFONICA SA ADR
$53K
AFLAFLAC INC COM USD.1
$53K
UBSUBS GROUP AG ORD SHRS
$53K
GBXGREENBRIER COS INC (THE) COM USD.001
$53K
CNRCANADIAN NATIONAL RAILWAY CO COM NPV
$53K
MAAMID-AMERICA APT CMNTYS INC COM USD.01
$52K
ETNEATON CORP PLC COM USD.5
$52K
T7DTRANSDIGM GROUP INC COM USD.01
$52K
BDNBRANDYWINE REALTY TRUST SHS BEN INT USD.01
$52K
UTHUNITED THERAPEUTICS CORP COM USD.01
$51K
CAJPYCANON INC ADR
$51K
CMECME GROUP INC CL A COM USD.01
$51K
ETRENTERGY CORP COM USD5
$50K
JDJD.COM INC -ADR ADR
$50K
TRINSEO SA ORD NPV
$50K
MBCNMIDDLEFIELD BANC CORP COM NPV
$50K
TROWPRICE (T. ROWE) GROUP COM USD.2
$50K
DLPHDELPHI TECHNOLOGIES PLC COM USD.01
$49K
PORPORTLAND GENERAL ELECTRIC CO COM USD
$49K
INFYINFOSYS LTD SPN ADR 1/4 SH
$49K
ULTHE UNILEVER GROUP ADR
$49K
PROTECTIVE INSURANCE CORP CL B COM NPV
$49K
PUKNPRUDENTIAL PLC ADR
$48K
STERLING BANCORP COM USD.1
$48K
ROSTROSS STORES INC COM USD.01
$48K
CHHCHOICE HOTELS INTL INC COM USD.01
$48K
VIV1USDTELEFONICA BRASIL SA SPONS ADR PFD
$47K
LSXMKUSDLIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01
$47K
LCNBLCNB CORP COM NPV
$47K
WENWENDY'S CO CL A COM USD.1
$46K
NTRSNORTHERN TRUST CORP COM USD3.17
$46K
GOLDFIELD CORP COM USD.1
$46K
GPKGRAPHIC PACKAGING HOLDING CO COM
$46K
ATVIEURACTIVISION BLIZZARD INC COM
$46K
NEMNEWMONT GOLDCORP CORP COM USD1.6
$46K
STNSTANTEC INC COM NPV
$46K
COUNTY BANCORP INC COM USD.01
$46K
DTEDTE ENERGY CO COM USD10
$46K
DYAIDYADIC INTERNATIONAL INC COM USD.001
$45K
HTTQUDIAN INC ADR
$45K
MFGMIZUHO FINANCIAL GROUP INC ADR
$45K
EVBNUSDEVANS BANCORP INC COM USD.50
$45K
FT2FIRST HORIZON NATIONAL CORP COM USD2.5
$45K
PACIFIC MERCANTILE BANCORP COM NPV
$45K
FDXFEDEX CORP COM USD.1
$44K
BRYBERRY PETROLEUM COM
$44K
GLGLOBE LIFE INC COM USD1
$44K
FEFIRSTENERGY CORP COM USD9
$43K
GAIN CAPITAL HOLDINGS INC COM USD.00001
$43K
BKHBLACK HILLS CORP COM USD1
$43K
NTESNETEASE INC SPONSORED ADR
$42K
TTMITTM TECHNOLOGIES INC COM NPV
$42K
CITUSDCIT GROUP INC COM USD.01
$42K
TARO PHARMACEUTICL INDS LTD ORD NIS.0001
$42K
AMXNAMERICA MOVIL SA DE CV SPON ADR L SHS
$42K
ORANYORANGE SPON ADR
$42K
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