O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2019 Filing

Filed May 10, 2019

Portfolio Value

$4.2T

Holdings

906

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (906 positions)

#StockSharesValue% PortfolioType
201
LLYLILLY (ELI) & CO COM USD.625
14,138$1.8B0.04%
202
UVEUNIVERSAL INSURANCE HLDGS COM USD.01
58,730$1.8B0.04%
203
RMRRMR GROUP INC CL A COM USD0.001
29,503$1.8B0.04%
204
JNJJOHNSON & JOHNSON COM USD1
12,557$1.8B0.04%
205
NVRNVR INC COM USD.01
635$1.8B0.04%
206
HTHHILLTOP HOLDINGS INC COM USD.01
94,976$1.7B0.04%
207
FNFABRINET ORD USD.01
33,209$1.7B0.04%
208
CMICUMMINS INC COM USD2.5
10,709$1.7B0.04%
209
WWEUSDWORLD WRESTLING ENTMT INC CL A COM USD.01
19,189$1.7B0.04%
210
CSWCSW INDUSTRIALS INC COM USD.01
29,011$1.7B0.04%
211
CHDCHURCH & DWIGHT INC COM NPV
23,164$1.6B0.04%
212
CAJPYCANON INC ADR
55,803$1.6B0.04%
213
EVTCEVERTEC INC COM USD.01
57,215$1.6B0.04%
214
TSAACI WORLDWIDE INC CL A COM USD.005
48,324$1.6B0.04%
215
STESTERIS PLC COM NPV
12,047$1.5B0.04%
216
KWRQUAKER CHEMICAL CORP COM USD1
7,623$1.5B0.04%
217
LULULULULEMON ATHLETICA INC COM USD.01
9,179$1.5B0.04%
218
FFIVF5 NETWORKS INC COM NPV
9,579$1.5B0.04%
219
UISUNISYS CORP COM USD.01
128,003$1.5B0.04%
220
IBMINTL BUSINESS MACHINES CORP COM USD.2
10,465$1.5B0.04%
221
UHSUNIVERSAL HEALTH SVCS INC CL B COM USD.01
11,014$1.5B0.04%
222
MALLINCKRODT PLC ORD USD.2
67,104$1.5B0.03%
223
BNSBANK OF NOVA SCOTIA COM NPV
27,406$1.5B0.03%
224
MMIMARCUS & MILLICHAP INC COM USD.0001
35,716$1.4B0.03%
225
BRCBRADY CORP CL A COM USD.01
31,257$1.4B0.03%
226
COFCAPITAL ONE FINANCIAL CORP COM USD.01
17,365$1.4B0.03%
227
IPGINTERPUBLIC GROUP OF COS COM USD.1
67,381$1.4B0.03%
228
PINCPREMIER INC CL A COM USD0.01
40,830$1.4B0.03%
229
BTUSDBT GROUP PLC ADR
94,153$1.4B0.03%
230
2362120DSINCLAIR BROADCAST GP -CL A CL A COM USD.01
36,167$1.4B0.03%
231
APPFAPPFOLIO INC CL A COM USD.0001
17,575$1.4B0.03%
232
HOPEHOPE BANCORP INC COM USD3
103,209$1.4B0.03%
233
CNACNA FINANCIAL CORP COM USD2.5
30,729$1.3B0.03%
234
PDCOEURPATTERSON COMPANIES INC COM USD.01
60,382$1.3B0.03%
235
WMKWEIS MARKETS INC COM NPV
32,007$1.3B0.03%
236
SSNCSS&C TECHNOLOGIES HLDGS INC COM USD.01
20,047$1.3B0.03%
237
GENOMIC HEALTH INC COM USD.0001
18,281$1.3B0.03%
238
WTHWORTHINGTON INDUSTRIES COM NPV
34,015$1.3B0.03%
239
NAVIGANT CONSULTING INC COM USD.001
64,931$1.3B0.03%
240
MCSMARCUS CORP COM USD1
31,275$1.2B0.03%
241
ANFABERCROMBIE & FITCH -CL A CL A COM USD.01
45,437$1.2B0.03%
242
CORECORE MARK HOLDING CO INC COM
33,595$1.2B0.03%
243
AMEDAMEDISYS INC COM USD.001
9,987$1.2B0.03%
244
ADIANALOG DEVICES COM USD.16
11,433$1.2B0.03%
245
BOTTOMLINE TECHNOLOGIES INC COM USD.001
23,669$1.2B0.03%
246
WMWASTE MANAGEMENT INC COM NPV
11,328$1.2B0.03%
247
MR4MERIDIAN BIOSCIENCE INC COM NPV
66,302$1.2B0.03%
248
PGRPROGRESSIVE CORP-OHIO COM USD1
16,028$1.2B0.03%
249
DDSDILLARDS INC -CL A CL A COM NPV
15,924$1.1B0.03%
250
FVICHFFORTUNA SILVER MINES INC COM NPV
345,033$1.1B0.03%
251
UPBDRENT-A-CENTER INC COM USD.01
54,584$1.1B0.03%
252
ASGNASGN INC COM USD.01
17,750$1.1B0.03%
253
BTOB2GOLD CORP COM NPV
394,537$1.1B0.03%
254
ETSYETSY INC COM USD.001
16,256$1.1B0.03%
255
ZTSZOETIS INC CL A COM USD.01
10,748$1.1B0.03%
256
FIXCOMFORT SYSTEMS USA INC COM USD.01
20,674$1.1B0.03%
257
ENTAENANTA PHARMACEUTICALS INC COM USD0.01
11,130$1.1B0.03%
258
NEONEOGENOMICS INC COM USD.001
51,948$1.1B0.03%
259
VSHVISHAY INTERTECHNOLOGY INC COM USD.1
56,850$1.1B0.03%
260
AGMFEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG
14,302$1.0B0.02%
261
CEIXEURCONSOL ENERGY INC COM
30,046$1.0B0.02%
262
ITGRINTEGER HOLDINGS CORP COM USD.001
13,650$1.0B0.02%
263
AAPLAPPLE INC COM NPV
5,375$1.0B0.02%
264
NMRNOMURA HOLDINGS INC SPONSORED ADR
276,514$993.0M0.02%
265
MZTILANCASTER COLONY CORP COM USD1
6,311$984.0M0.02%
266
CMCSACOMCAST CORP CL A COM USD1
24,624$984.0M0.02%
267
BCPCBALCHEM CORP -CL B CL B COM USD.06
10,557$976.0M0.02%
268
CRMTAMERICA'S CAR-MART INC COM USD.01
10,700$973.0M0.02%
269
VRAVERA BRADLEY INC COM NPV
73,036$968.0M0.02%
270
WABCWESTAMERICA BANCORPORATION COM NPV
15,594$960.0M0.02%
271
SF9SANDERSON FARMS INC COM USD1
7,251$956.0M0.02%
272
ZIX CORP COM USD.01
138,908$951.0M0.02%
273
PTCPTC INC COM USD.01
10,355$951.0M0.02%
274
FHIFEDERATED INVESTORS INC CL B COM NPV
32,003$934.0M0.02%
275
NIJNELNET INC CL A COM USD.01
16,940$933.0M0.02%
276
GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01
103,394$918.0M0.02%
277
ESEESCO TECHNOLOGIES INC COM NPV
13,594$908.0M0.02%
278
SMPSTANDARD MOTOR PRODS CL A COM USD2
18,451$902.0M0.02%
279
US ECOLOGY INC COM NPV
15,926$887.0M0.02%
280
GCOGENESCO INC COM USD1
19,475$886.0M0.02%
281
RGAREINSURANCE GROUP AMER INC COM USD.01
6,200$880.0M0.02%
282
KEANE GROUP INC COM USD.01
80,833$880.0M0.02%
283
UFSDOMTAR CORP COM USD.01
17,370$857.0M0.02%
284
AGYSAGILYSYS INC COM NPV
40,672$857.0M0.02%
285
AANUSDAARON'S INC COM USD.5
16,212$853.0M0.02%
286
AEOAMERN EAGLE OUTFITTERS INC COM NPV
38,460$849.0M0.02%
287
BMC STOCK HOLDINGS INC COM USD.01
47,753$844.0M0.02%
288
OSIRIS THERAPEUTICS INC COM USD.001
44,348$839.0M0.02%
289
WRKUSDWESTROCK CO COM USD.01
21,701$832.0M0.02%
290
TTEKTETRA TECH INC COM USD.01
13,919$826.0M0.02%
291
ATKRATKORE INTL GROUP INC COM USD.01
38,099$819.0M0.02%
292
CHECHEMED CORP COM USD1
2,571$819.0M0.02%
293
MLKNMILLER (HERMAN) INC COM USD.2
23,078$812.0M0.02%
294
UVVUNIVERSAL CORP/VA COM NPV
14,063$810.0M0.02%
295
SCHN1EURSCHNITZER STEEL INDS -CL A CL A COM USD.01
33,171$796.0M0.02%
296
IQVIQVIA HOLDINGS INC COM USD.01
5,474$787.0M0.02%
297
S7VSALLY BEAUTY HOLDINGS INC COM USD.01
42,251$778.0M0.02%
298
CNCCENTENE CORP COM USD.003
14,642$777.0M0.02%
299
DLXDELUXE CORP COM USD1
17,731$775.0M0.02%
300
QSIIEURNEXTGEN HEALTHCARE INC COM USD.01
46,104$772.0M0.02%
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