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
TWNKEURHOSTESS BRANDS INC CL A COM USD.0001
$4K
EWCISHARES INC MSCI CDA ETF
$4K
SSUPSUPERIOR INDUSTRIES INTL COM USD.5
$4K
TRMBTRIMBLE INC COM NPV
$4K
KELKELLOGG CO COM USD.25
$4K
ODFLOLD DOMINION FREIGHT COM USD.1
$4K
CDPCORPORATE OFFICE PROPERT COM USD.01
$4K
OUTOUTFRONT MEDIA INC COM USD.01
$4K
ACCOACCO BRANDS CORP COM
$4K
HRLHORMEL FOODS CORP COM USD.2344
$4K
NYMTEURNEW YORK MORTGAGE TRUST INC COM USD.01
$4K
CHRSCOHERUS BIOSCIENCES INC COM USD.0001
$4K
INOVALON HOLDINGS INC CL A COM USD.000005
$4K
NDSNNORDSON CORP COM USD1
$4K
MBIMBIA INC COM USD1
$4K
DXPEDXP ENTERPRISES INC COM USD.01
$4K
9990302DAPACHE CORP COM USD1.25
$4K
IVREURINVESCO MORTGAGE CAPITAL INC COM USD.01
$4K
EXPEAGLE MATERIALS INC COM USD1
$4K
AUBNAUBURN NATIONAL BANCORP COM USD.01
$4K
TPRTAPESTRY INC COM USD.01
$4K
TWTRUSDTWITTER INC COM USD.000005
$4K
SRISTONERIDGE INC COM NPV
$4K
IEMGISHARES INC CORE MSCI EMKT
$4K
PFGCPERFORMANCE FOOD GROUP CO COM USD.01
$4K
SBSAFE BULKERS INC COM USD.001
$4K
RACEFERRARI NV COM EUR.01
$4K
SGRYSURGERY PARTNERS INC COM USD.01
$4K
FMCFMC CORP COM USD.1
$4K
TNDMTANDEM DIABETES CARE INC COM USD.001
$4K
DELLDELL TECHNOLOGIES INC CL C
$4K
AAWWUSDATLAS AIR WORLDWIDE HLDG INC COM NEW
$4K
RYAMRAYONIER ADVANCED MATERIALS COM USD.01
$4K
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001
$4K
WOWWIDEOPENWEST INC COM 0.01USD
$4K
FMSFRESENIUS MEDICAL CARE AG&CO SPON ADR
$4K
LTRPAUSDLIBERTY TRIPADVISOR HOLDINGS SR A COM USD.01
$4K
HBANHUNTINGTON BANCSHARES COM NPV
$4K
WIXWIX.COM LTD ORD ILS.01
$4K
MRSNMERSANA THRPEUTIC INC COM 0.0001USD
$4K
DOOREURMASONITE INTERNATIONAL CORP COM NPV
$4K
ATATLANTIC POWER CORP COM
$4K
GENNQGENESIS HEALTHCARE INC CL A COM USD.001
$4K
YB4PSAVARA INC COM USD.001
$4K
FIBKFIRST INTERSTATE BANCSYSTEM CL A COM NPV
$4K
RHPRYMAN HOSPITALITY PPTYS INC COM USD.01
$4K
NVRNVR INC COM USD.01
$3K
ENSENERSYS COM USD.01
$3K
WSMWILLIAMS-SONOMA INC COM NPV
$3K
EFXEQUIFAX INC COM USD2.5
$3K
CMSCMS ENERGY CORP COM USD.01
$3K
PIIPOLARIS INC COM NPV
$3K
JERNIGAN CAPITAL INC COM USD.01
$3K
MXIMMAXIM INTEGRATED PRODUCTS COM USD.001
$3K
FULFULLER (H. B.) CO COM USD1
$3K
LAMRLAMAR ADVERTISING CO -CL A CL A COM NPV
$3K
INDEPENDENCE CONTRACT DRLLNG COM USD.01
$3K
SPX FLOW INC COM USD.01
$3K
FSTRFOSTER (LB) CO COM USD.01
$3K
DPZDOMINO'S PIZZA INC COM USD.01
$3K
EQBKEQUITY BANCSHARES INC CL A COM USD.01
$3K
CUZCOUSINS PROPERTIES INC COM USD1
$3K
AEEAMEREN CORP COM USD5
$3K
NWFLNORWOOD FINANCIAL CORP COM USD.1
$3K
SPWRQSUNPOWER CORP COM USD.001
$3K
NTNXNUTANIX INC CL A COM USD0.000025
$3K
SDYSPDR SERIES TRUST S&P DIVID ETF
$3K
WBC1EURWABCO HOLDINGS INC COM
$3K
HALHALLIBURTON CO COM USD2.5
$3K
AMANTERO MIDSTREAM CORP COM
$3K
QFIN360 FINANCE INC - ADR ADS
$3K
CYPRESS SEMICONDUCTOR CORP COM NPV
$3K
CTRNCITI TRENDS INC COM
$3K
SSS1EURLIFE STORAGE INC COM USD.01
$3K
LPTUSDLIBERTY PROPERTY TRUST COM USD.001
$3K
LQDTLIQUIDITY SERVICES INC COM USD.001
$3K
CHEFCHEFS' WAREHOUSE INC COM USD.01
$3K
SEDGSOLAREDGE TECHNOLOGIES INC COM USD0.0001
$3K
EPMEVOLUTION PETROLEUM CORP COM USD.01
$3K
EPREPR PROPERTIES COM USD.01 SBI
$3K
SBOWEURSILVERBOW RESOURCES INC COM NPV
$3K
FRCBFIRST REPUBLIC BANK NEW COM USD.01
$3K
MATXMATSON INC COM NPV
$3K
INTREXON CORP COM NPV
$3K
FASTFASTENAL CO COM USD.01
$3K
LBRDKLIBERTY BROADBAND CORP SR C COM USD.01
$3K
CNXCNX RESOURCES CORPORATION COM USD.01
$3K
TEAM INC COM USD.3
$3K
CRLCHARLES RIVER LABS INTL INC COM USD.01
$3K
IOVAIOVANCE BIOTHERAPEUTICS INC COM USD0.00004166
$3K
IIPRINNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001
$3K
MESAMESA AIR GROUP COM NEW
$3K
TERRAFORM POWER INC CL A COM
$3K
GMEGAMESTOP CORP CL A COM USD.001
$3K
PAHCPHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001
$3K
PXDEURPIONEER NATURAL RESOURCES CO COM NPV
$3K
CCSCENTURY COMMUNITIES INC COM USD.01
$3K
AMPHAMPHASTAR PHARMACEUTICLS INC COM USD.0001
$3K
CR1USDCRANE CO COM USD6.25
$3K
IBKRINTERACTIVE BROKERS GROUP CL A COM USD.01
$3K
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