O'SHAUGHNESSY ASSET MANAGEMENT, LLC

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$3.95 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 937 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 104.4% .

All

			Value		Shares		↓ Weighting
KBR	Exit	KBR INC COM USD.001	$0	–	-40	-100.0%	0.00%	–
CHRW	Exit	C H ROBINSON WORLDWIDE INC COM USD.1	$0	–	-38	-100.0%	0.00%	–
TVPT	Exit	TRAVELPORT WORLDWIDE LTD ORD USD0.0025	$0	–	-993	-100.0%	0.00%	–
BGNE	Exit	BEIGENE LTD ADR	$0	–	-46	-100.0%	0.00%	–
CBLAQ	Exit	CBL & ASSOCIATES PPTYS INC COM USD.01	$0	–	-328	-100.0%	0.00%	–
DFODQ	Exit	DEAN FOODS CO COM USD.01	$0	–	-87	-100.0%	0.00%	–
ALK	Exit	ALASKA AIR GROUP INC COM USD1	$0	–	-133	-100.0%	0.00%	–
AXTA	Exit	AXALTA COATING SYSTEMS LTD COM USD1	$0	–	-195	-100.0%	0.00%	–
ACN	Exit	ACCENTURE PLC CLA USD.0000225	$0	–	-3	-100.0%	0.00%	–
TSEM	Exit	TOWER SEMICONDUCTOR LTD ORD NIS1	$0	–	-899	-100.0%	0.00%	–
TPCO	Exit	TRIBUNE PUBLISHING CO COM USD.01	$0	–	-31	-100.0%	0.00%	–
HD	Exit	HOME DEPOT INC COM USD.05	$0	–	-57	-100.0%	0.00%	–
BIG	Exit	BIG LOTS INC COM USD.01	$0	–	-570	-100.0%	0.00%	–
LXFR	Exit	LUXFER HOLDINGS PLC ORD GBP0.50	$0	–	-1,038	-100.0%	0.00%	–
SNH	Exit	SENIOR HOUSING PPTYS TRUST COM USD.01	$0	–	-40	-100.0%	0.00%	–
CORR	Exit	CORENERGY INFRASTRUCTURE TR COM	$0	–	-68	-100.0%	0.00%	–
BERY	Exit	BERRY GLOBAL GROUP INC COM USD.001	$0	–	-178	-100.0%	0.00%	–
TEL	Exit	TE CONNECTIVITY LTD COM	$0	–	-25	-100.0%	0.00%	–
SHO	Exit	SUNSTONE HOTEL INVESTORS INC COM USD.01	$0	–	-73	-100.0%	0.00%	–
AIV	Exit	APARTMENT INVST & MGMT CO CL A COM USD.01	$0	–	-84	-100.0%	0.00%	–
HBIO	Exit	HARVARD BIOSCIENCE INC COM USD.01	$0	–	-4,986	-100.0%	0.00%	–
WGO	Exit	WINNEBAGO INDUSTRIES COM USD.5	$0	–	-15	-100.0%	0.00%	–
WRI	Exit	WEINGARTEN REALTY INVST COM SHS INT USD.03	$0	–	-75	-100.0%	0.00%	–
TIER	Exit	TIER REIT INC COM USD.0001	$0	–	-194	-100.0%	0.00%	–
JBHT	Exit	HUNT (JB) TRANSPRT SVCS INC COM USD.01	$0	–	-50	-100.0%	0.00%	–
CLDT	Exit	CHATHAM LODGING TRUST COM USD.01 SBI	$0	–	-26	-100.0%	0.00%	–
APY	Exit	APERGY CORP COM	$0	–	-116	-100.0%	0.00%	–
PEB	Exit	PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01	$0	–	-93	-100.0%	0.00%	–
DRH	Exit	DIAMONDROCK HOSPITALITY CO COM USD.01	$0	–	-89	-100.0%	0.00%	–
BGS	Exit	B&G FOODS INC CL A COM.01	$0	–	-514	-100.0%	0.00%	–
NL	Exit	NL INDUSTRIES COM USD1.25	$0	–	-5,270	-100.0%	0.00%	–
PCH	Exit	POTLATCHDELTIC CORP COM USD1	$0	–	-66	-100.0%	0.00%	–
UNFI	Exit	UNITED NATURAL FOODS INC COM USD.01	$0	–	-47	-100.0%	0.00%	–
ABB	Exit	ABB LTD SPONSORED ADR	$0	–	-405	-100.0%	0.00%	–
UNIT	Exit	UNITI GROUP INC COM USD.0001	$0	–	-109	-100.0%	0.00%	–
CDR	Exit	CEDAR REALTY TRUST INC COM USD.06	$0	–	-217	-100.0%	0.00%	–
SHLOQ	Exit	SHILOH INDUSTRIES INC COM USD.01	$0	–	-2,242	-100.0%	0.00%	–
WY	Exit	WEYERHAEUSER CO COM USD1.875	$0	–	-315	-100.0%	0.00%	–
CPB	Exit	CAMPBELL SOUP CO COM USD.3	$0	–	-35	-100.0%	0.00%	–
BLK	Exit	BLACKROCK INC COM USD.01	$0	–	-11	-100.0%	0.00%	–
DLTR	Exit	DOLLAR TREE INC COM USD.01	$0	–	-101	-100.0%	0.00%	–
BDN	Exit	BRANDYWINE REALTY TRUST SHS BEN INT USD.01	$0	–	-130	-100.0%	0.00%	–
AEIS	Exit	ADVANCED ENERGY INDS INC COM USD.001	$0	–	-73	-100.0%	0.00%	–
MSBF	Exit	MSB FINANCIAL CORP COM USD.01	$0	–	-523	-100.0%	0.00%	–
BLUE	Exit	BLUEBIRD BIO INC COM USD0.01	$0	–	-61	-100.0%	0.00%	–
EL	Exit	LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	$0	–	-139	-100.0%	0.00%	–
ALV	Exit	AUTOLIV INC COM USD1	$0	–	-43	-100.0%	0.00%	–
AVY	Exit	AVERY DENNISON CORP COM USD1	$0	–	-81	-100.0%	0.00%	–
CS	Exit	CREDIT SUISSE GROUP SPON ADR	$0	–	-763	-100.0%	0.00%	–
JASN	Exit	JASON INDUSTRIES INC COM USD.0001	$0	–	-10,708	-100.0%	0.00%	–
ARWR	Exit	ARROWHEAD PHARMACEUTICALS COM USD.001	$0	–	-242	-100.0%	0.00%	–
TCF	Exit	TCF FINANCIAL CORP COM USD.01	$0	–	-1,190	-100.0%	-0.00%	–
ZION	Exit	ZIONS BANCORPORATION NA COM NPV	$0	–	-993	-100.0%	-0.00%	–
UBFO	Exit	UNITED SECURITY BANCSHARS CA COM NPV	$0	–	-6,183	-100.0%	-0.00%	–
VHI	Exit	VALHI INC COM USD1	$0	–	-23,867	-100.0%	-0.00%	–
NAII	Exit	NATURAL ALTERNATIVES COM NPV	$0	–	-5,476	-100.0%	-0.00%	–
XPO	Exit	XPO LOGISTICS INC COM USD.001	$0	–	-590	-100.0%	-0.00%	–
RELL	Exit	RICHARDSON ELECTRONICS LTD COM USD.05	$0	–	-5,399	-100.0%	-0.00%	–
ZEUS	Exit	OLYMPIC STEEL INC COM NPV	$0	–	-1,674	-100.0%	-0.00%	–
PRCP	Exit	PERCEPTRON INC COM USD.01	$0	–	-4,319	-100.0%	-0.00%	–
EGRX	Exit	EAGLE PHARMACEUTICALS INC COM USD.001	$0	–	-1,264	-100.0%	-0.00%	–
PTR	Exit	PETROCHINA CO LTD SPONSORED ADR	$0	–	-358	-100.0%	-0.00%	–
CRI	Exit	CARTER'S INC COM USD.01	$0	–	-338	-100.0%	-0.00%	–
CMT	Exit	CORE MOLDING TECHNOLOGIES COM USD.01	$0	–	-2,890	-100.0%	-0.00%	–
MNDO	Exit	MIND CTI LTD ORD NIS.01	$0	–	-17,683	-100.0%	-0.00%	–
CSPI	Exit	CSP INC COM USD.01	$0	–	-3,545	-100.0%	-0.00%	–
PRAA	Exit	PRA GROUP INC COM USD.001	$0	–	-1,050	-100.0%	-0.00%	–
LMST	Exit	LIMESTONE BANCORP INC COM USD	$0	–	-4,174	-100.0%	-0.00%	–
HFBC	Exit	HOPFED BANCORP INC COM USD.01	$0	–	-1,530	-100.0%	-0.00%	–
RDSA	Exit	ROYAL DUTCH SHELL PLC ADR CL A	$0	–	-447	-100.0%	-0.00%	–
OVLY	Exit	OAK VALLEY BANCORP COM	$0	–	-1,537	-100.0%	-0.00%	–
RCMT	Exit	RCM TECHNOLOGIES INC COM USD.05	$0	–	-6,796	-100.0%	-0.00%	–
CVU	Exit	CPI AEROSTRUCTURES INC COM USD.001	$0	–	-7,632	-100.0%	-0.00%	–
CPHC	Exit	CANTERBURY PARK HOLDING CORP COM USD.01	$0	–	-1,962	-100.0%	-0.00%	–
HSON	Exit	HUDSON GLOBAL INC COM USD.001	$0	–	-15,352	-100.0%	-0.00%	–
BBL	Exit	BHP BILLITON GROUP (GBR) ADR	$0	–	-1,008	-100.0%	-0.00%	–
BOOT	Exit	BOOT BARN HOLDINGS INC COM USD.001	$0	–	-3,323	-100.0%	-0.00%	–
CAR	Exit	AVIS BUDGET GROUP INC COM USD.01	$0	–	-1,585	-100.0%	-0.00%	–
FLR	Exit	FLUOR CORP COM USD.625	$0	–	-1,970	-100.0%	-0.00%	–
J	Exit	JACOBS ENGINEERING GROUP INC COM NPV	$0	–	-1,605	-100.0%	-0.00%	–
INGN	Exit	INOGEN INC COM USD.001	$0	–	-570	-100.0%	-0.00%	–
KALU	Exit	KAISER ALUMINUM CORP COM PAR $0.01	$0	–	-743	-100.0%	-0.00%	–
RHT	Exit	RED HAT INC COM USD.0001	$0	–	-501	-100.0%	-0.00%	–
MLCO	Exit	MELCO RESORTS & ENTERTAINMEN ADR NPV	$0	–	-4,536	-100.0%	-0.00%	–
YY	Exit	YY INC -ADR ADR	$0	–	-1,030	-100.0%	-0.00%	–
SFLY	Exit	SHUTTERFLY INC COM USD.0001	$0	–	-2,300	-100.0%	-0.00%	–
GGG	Exit	GRACO INC COM USD1	$0	–	-2,010	-100.0%	-0.00%	–
LB	Exit	L BRANDS INC COM USD.5	$0	–	-2,655	-100.0%	-0.00%	–
CNTY	Exit	CENTURY CASINOS INC COM USD.01	$0	–	-8,100	-100.0%	-0.00%	–
NEOG	Exit	NEOGEN CORP COM USD.16	$0	–	-1,242	-100.0%	-0.00%	–
DOFSQ	Exit	DIAMOND OFFSHRE DRILLING INC COM USD.01	$0	–	-8,146	-100.0%	-0.00%	–
ENV	Exit	ENVESTNET INC COM USD.01	$0	–	-1,896	-100.0%	-0.00%	–
TLYS	Exit	TILLY'S INC CL A COM NPV	$0	–	-8,582	-100.0%	-0.00%	–
PNC	Exit	PNC FINANCIAL SVCS GROUP INC COM USD5	$0	–	-805	-100.0%	-0.00%	–
OEC	Exit	ORION ENGINEERED CARBONS SA ORD	$0	–	-2,440	-100.0%	-0.00%	–
SIFI	Exit	SI FINANCIAL GROUP INC COM USD.01	$0	–	-9,425	-100.0%	-0.00%	–
SQM	Exit	SOC QUIMICA Y MINERA DE CHI SPON ADR SER B	$0	–	-2,852	-100.0%	-0.00%	–
NLS	Exit	NAUTILUS INC COM NPV	$0	–	-10,287	-100.0%	-0.00%	–
PRIM	Exit	PRIMORIS SERVICES CORP COM USD.0001	$0	–	-7,094	-100.0%	-0.00%	–
POL	Exit	POLYONE CORP COM USD.1	$0	–	-3,459	-100.0%	-0.00%	–
PARR	Exit	PAR PACIFIC HOLDINGS INC COM USD.001	$0	–	-7,908	-100.0%	-0.00%	–
TNET	Exit	TRINET GROUP INC COM USD.000025	$0	–	-2,904	-100.0%	-0.00%	–
SBFG	Exit	SB FINANCIAL GROUP INC COM USD2.5	$0	–	-6,209	-100.0%	-0.00%	–
CZZ	Exit	COSAN LTD CL A COM USD.01	$0	–	-12,880	-100.0%	-0.00%	–
RL	Exit	RALPH LAUREN CORP CL A COM USD.01	$0	–	-989	-100.0%	-0.00%	–
MAN	Exit	MANPOWERGROUP COM NPV	$0	–	-2,116	-100.0%	-0.00%	–
CERC	Exit	CERECOR INC COM USD.001	$0	–	-36,654	-100.0%	-0.00%	–
BLBD	Exit	BLUE BIRD CORP COM USD0.0001	$0	–	-6,985	-100.0%	-0.00%	–
EGAN	Exit	EGAIN CORP COM USD.001	$0	–	-15,546	-100.0%	-0.00%	–
FOR	Exit	FORESTAR GROUP INC COM USD1	$0	–	-7,204	-100.0%	-0.00%	–
QLYS	Exit	QUALYS INC COM USD0.001	$0	–	-1,326	-100.0%	-0.00%	–
MGLN	Exit	MAGELLAN HEALTH INC COM NEW	$0	–	-1,770	-100.0%	-0.00%	–
HSBC	Exit	HSBC HLDGS PLC SPON ADR	$0	–	-4,288	-100.0%	-0.00%	–
HP	Exit	HELMERICH & PAYNE COM USD.1	$0	–	-2,997	-100.0%	-0.00%	–
NHTC	Exit	NATURAL HEALTH TRENDS CORP COM USD.001	$0	–	-8,420	-100.0%	-0.00%	–
WW	Exit	WEIGHT WATCHERS INTL INC COM NVP	$0	–	-4,490	-100.0%	-0.00%	–
ALG	Exit	ALAMO GROUP INC COM USD.1	$0	–	-2,146	-100.0%	-0.00%	–
NTGR	Exit	NETGEAR INC COM USD.001	$0	–	-3,346	-100.0%	-0.00%	–
CHKP	Exit	CHECK POINT SOFTWARE TECHN ORD NIS.01	$0	–	-2,097	-100.0%	-0.01%	–
VFC	Exit	VF CORP COM NPV	$0	–	-2,539	-100.0%	-0.01%	–
KMPR	Exit	KEMPER CORP/DE COM USD.1	$0	–	-2,752	-100.0%	-0.01%	–
MRVL	Exit	MARVELL TECHNOLOGY GROUP LTD COM USD.002	$0	–	-11,887	-100.0%	-0.01%	–
DEO	Exit	DIAGEO PLC SPON ADR	$0	–	-1,523	-100.0%	-0.01%	–
STC	Exit	STEWART INFORMATION SERVICES COM USD1	$0	–	-5,667	-100.0%	-0.01%	–
GPS	Exit	GAP INC COM USD.05	$0	–	-9,050	-100.0%	-0.01%	–
IIN	Exit	INTRICON CORP COM USD1	$0	–	-8,287	-100.0%	-0.01%	–
PRAH	Exit	PRA HEALTH SCIENCES INC COM USD.01	$0	–	-2,405	-100.0%	-0.01%	–
IWN	Exit	ISHARES TR RUS 2000 VAL ETF	$0	–	-2,620	-100.0%	-0.01%	–
TILE	Exit	INTERFACE INC COM USD.01	$0	–	-20,118	-100.0%	-0.01%	–
QRTEA	Exit	QURATE RETAIL INC INT COM SER A	$0	–	-14,798	-100.0%	-0.01%	–
TYPE	Exit	MONOTYPE IMAGING HOLDINGS COM USD.01	$0	–	-17,066	-100.0%	-0.01%	–
MGPI	Exit	MGP INGREDIENTS INC COM NPV	$0	–	-5,574	-100.0%	-0.01%	–
NVO	Exit	NOVO NORDISK A/S ADR	$0	–	-6,735	-100.0%	-0.01%	–
MFG	Exit	MIZUHO FINANCIAL GROUP INC ADR	$0	–	-111,645	-100.0%	-0.01%	–
CNNE	Exit	CANNAE HOLDINGS INC COM	$0	–	-19,957	-100.0%	-0.01%	–
ARCH	Exit	ARCH COAL INC COM USD.01	$0	–	-4,326	-100.0%	-0.01%	–
SP	Exit	SP PLUS CORP CL A USD.001	$0	–	-13,843	-100.0%	-0.01%	–
RUSHA	Exit	RUSH ENTERPRISES INC CL A COM USD.01	$0	–	-12,878	-100.0%	-0.01%	–
QNST	Exit	QUINSTREET INC COM USD.001	$0	–	-28,668	-100.0%	-0.01%	–
TLRDQ	Exit	TAILORED BRANDS INC COM USD.01	$0	–	-36,338	-100.0%	-0.01%	–
EVR	Exit	EVERCORE INC CL A COM USD.01	$0	–	-7,357	-100.0%	-0.01%	–
NTB	Exit	BANK OF NT BUTTERFIELD & SON COM BMD0.01	$0	–	-19,390	-100.0%	-0.02%	–
MTRN	Exit	MATERION CORP COM USD1	$0	–	-13,088	-100.0%	-0.02%	–
CWST	Exit	CASELLA WASTE SYS INC -CL A CL A COM USD.01	$0	–	-21,496	-100.0%	-0.02%	–
ISRG	Exit	INTUITIVE SURGICAL INC COM USD.001	$0	–	-1,999	-100.0%	-0.02%	–
OXM	Exit	OXFORD INDUSTRIES INC COM USD1	$0	–	-14,302	-100.0%	-0.03%	–
JPST	Exit	JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC	$0	–	-20,313	-100.0%	-0.03%	–
HLI	Exit	HOULIHAN LOKEY INC CL A COM USD.001	$0	–	-30,394	-100.0%	-0.03%	–
ACWX	Exit	ISHARES TR MSCI ACWI EX US	$0	–	-29,575	-100.0%	-0.03%	–
CLS	Exit	CELESTICA INC SUB VTG SHS	$0	–	-144,973	-100.0%	-0.03%	–
PRGS	Exit	PROGRESS SOFTWARE CORP COM USD.01	$0	–	-37,017	-100.0%	-0.03%	–
STE	Exit	STERIS PLC COM NPV	$0	–	-13,398	-100.0%	-0.04%	–
WF	Exit	WOORI BANK ADR	$0	–	-37,478	-100.0%	-0.04%	–
MBT	Exit	MOBILE TELESYSTEMS PJSC SPONSORED ADR	$0	–	-251,274	-100.0%	-0.04%	–
CM	Exit	CANADIAN IMPERIAL BANK COM NPV	$0	–	-35,466	-100.0%	-0.07%	–
GILD	Exit	GILEAD SCIENCES INC COM USD.001	$0	–	-52,650	-100.0%	-0.08%	–
MLNX	Exit	MELLANOX TECHNOLOGIES LTD ORD USD.01	$0	–	-45,168	-100.0%	-0.11%	–
TSG	Exit	STARS GROUP INC COM NPV	$0	–	-386,176	-100.0%	-0.16%	–
GCI	Exit	GANNETT CO INC COM USD.01	$0	–	-761,095	-100.0%	-0.16%	–
MCK	Exit	MCKESSON CORP COM USD2	$0	–	-76,460	-100.0%	-0.21%	–
ACWI	Exit	ISHARES TR MSCI ACWI ETF	$0	–	-170,145	-100.0%	-0.28%	–
STI	Exit	SUNTRUST BANKS INC COM USD1	$0	–	-224,401	-100.0%	-0.29%	–
IWV	Exit	ISHARES TR RUSSELL 3000 ETF	$0	–	-97,996	-100.0%	-0.36%	–
GIS	Exit	GENERAL MILLS INC COM USD.75	$0	–	-516,681	-100.0%	-0.51%	–
GIB	Exit	CGI GROUP INC -CL A CL A COM NPV SVTG	$0	–	-381,102	-100.0%	-0.59%	–
IWD	Exit	ISHARES TR RUS 1000 VAL ETF	$0	–	-430,770	-100.0%	-1.21%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Mercer Investment Management, Inc. #1

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2019-05-10

Signatures

The EDGAR filing(s) were signed by:

RAYMOND AMOROSO III ESQ. — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	42	Q3 2023	3.8%
MARATHON PETROLEUM CORP COM USD0.01	42	Q3 2023	3.3%
WESTERN UNION CO COM USD.01	42	Q3 2023	2.7%
VALERO ENERGY CORP NEW COM	42	Q3 2023	3.9%
BOEING CO/THE	42	Q3 2023	4.3%
ROYAL BK CDA SUSTAINABL	42	Q3 2023	1.6%
APPLE INC COM NPV	42	Q3 2023	2.3%
PFIZER INC COM USD.1	42	Q3 2023	2.0%
MAGNA INTL INC COM	42	Q3 2023	1.5%
ALLSTATE CORP COM USD.01	42	Q3 2023	1.7%

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete holdings history.

Latest significant ownerships (13-D/G)

O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2019 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
COTT CORP /CN/	February 01, 2010	3,841,065	4.7%
APPLIED SIGNAL TECHNOLOGY INC	June 08, 2009	594,058	4.6%
CRAWFORD & CO	May 01, 2009	979,322	4.0%
TREX CO INC	April 01, 2009	721,599	4.7%
UNIFI INC	March 24, 2009	1,463,028	2.4%
METALICO INC	October 02, 2008	1,584,233	5.0%
1 800 FLOWERS COM INC	July 08, 2008	781,222	3.0%
CAL MAINE FOODS INC	July 08, 2008	1,001,475	4.7%
Emergency Medical Services CORP	July 08, 2008	265,967	2.9%
LSB INDUSTRIES INC	July 08, 2008	686,846	3.2%

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-05-13
13F-HR	2024-02-09
13F-HR	2023-11-13
13F-HR	2023-08-11
13F-HR	2023-05-12
13F-HR	2023-02-10
13F-HR	2022-11-14
13F-HR	2022-08-11
13F-HR	2022-05-13
13F-HR	2022-02-11

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (3954027000.0 != 4197272000.0)
The reported number of holdings is incorrect (937 != 906)

Export O'SHAUGHNESSY ASSET MANAGEMENT, LLC's holdings

O'SHAUGHNESSY ASSET MANAGEMENT, LLC - Q1 2019 holdings