O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2018 Filing
Filed November 6, 2018
Portfolio Value
$4.9T
Holdings
899
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (899 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | FDO.FMACY'S INC COM NPV | 217,037 | $7.5B | 0.15% | |
| 102 | —BLUCORA INC COM USD.0001 | 185,101 | $7.4B | 0.15% | |
| 103 | TXNTEXAS INSTRUMENTS INC COM USD1 | 68,545 | $7.4B | 0.15% | |
| 104 | SKMEURSK TELECOM CO LTD SPON ADR | 261,885 | $7.3B | 0.15% | |
| 105 | OMCOMNICOM GROUP COM USD.5 | 106,849 | $7.3B | 0.15% | |
| 106 | SPUSDSP PLUS CORP CL A USD.001 | 196,794 | $7.2B | 0.15% | |
| 107 | MOALTRIA GROUP INC COM USD1 | 118,906 | $7.2B | 0.15% | |
| 108 | CLSEURCELESTICA INC SUB VTG SHS | 658,442 | $7.1B | 0.14% | |
| 109 | —FIRSTCASH INC COM USD.01 | 83,682 | $6.8B | 0.14% | |
| 110 | STLDSTEEL DYNAMICS INC COM USD.01 | 150,510 | $6.7B | 0.14% | |
| 111 | FSVFIRSTSERVICE CORP SUB VTG | 77,456 | $6.5B | 0.13% | |
| 112 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 42,594 | $6.4B | 0.13% | |
| 113 | ASGNASGN INC COM USD.01 | 81,505 | $6.4B | 0.13% | |
| 114 | FCXFREEPORT-MCMORAN INC COM NPV | 448,451 | $6.2B | 0.13% | |
| 115 | GCI1EURGANNETT CO INC COM USD.01 | 604,280 | $6.0B | 0.12% | |
| 116 | BCCBOISE CASCADE CO COM USD.01 | 163,068 | $6.0B | 0.12% | |
| 117 | BRBROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 45,314 | $6.0B | 0.12% | |
| 118 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 698,315 | $6.0B | 0.12% | |
| 119 | LRCXEURLAM RESEARCH CORP COM NPV | 39,216 | $5.9B | 0.12% | |
| 120 | ADMARCHER-DANIELS-MIDLAND CO COM NPV | 114,854 | $5.8B | 0.12% | |
| 121 | BBTUSDBB&T CORP COM USD5 | 117,875 | $5.7B | 0.12% | |
| 122 | RMRRMR GROUP INC CL A COM USD0.001 | 61,897 | $5.7B | 0.12% | |
| 123 | —ARCH COAL INC COM USD.01 | 62,696 | $5.6B | 0.11% | |
| 124 | —TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | 330,309 | $5.6B | 0.11% | |
| 125 | WDCWESTERN DIGITAL CORP COM USD.1 | 90,382 | $5.3B | 0.11% | |
| 126 | ADBEADOBE SYSTEMS INC COM NPV | 19,522 | $5.3B | 0.11% | |
| 127 | DOEURDIAMOND OFFSHRE DRILLING INC COM USD.01 | 256,752 | $5.1B | 0.11% | |
| 128 | IXORIX CORP SPONSORED ADR | 62,011 | $5.0B | 0.10% | |
| 129 | IDXXIDEXX LABS INC COM USD.1 | 19,811 | $4.9B | 0.10% | |
| 130 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 46,564 | $4.7B | 0.10% | |
| 131 | IEXIDEX CORP COM USD.01 | 31,251 | $4.7B | 0.10% | |
| 132 | CBPXEURCONTINENTAL BUILDING PRODS COM USD.001 | 123,386 | $4.6B | 0.09% | |
| 133 | AEGAEGON NV NY SHR ADR | 712,136 | $4.6B | 0.09% | |
| 134 | CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5 | 21,136 | $4.4B | 0.09% | |
| 135 | ELVANTHEM INC COM USD.01 | 16,155 | $4.4B | 0.09% | |
| 136 | LEALEAR CORP COM NPV | 29,591 | $4.3B | 0.09% | |
| 137 | —SINOPEC SHANGHAI PETROCHEM SPON ADR | 68,373 | $4.1B | 0.08% | |
| 138 | EVREVERCORE INC CL A COM USD.01 | 40,872 | $4.1B | 0.08% | |
| 139 | ERFGBPENERPLUS CORP COM NPV | 331,965 | $4.1B | 0.08% | |
| 140 | VRSUSDVERSO CORP CL A COM USD.01 | 120,353 | $4.0B | 0.08% | |
| 141 | MRTNMARTEN TRANSPORT LTD COM USD.01 | 188,862 | $4.0B | 0.08% | |
| 142 | LGNDLIGAND PHARMACEUTICAL INC COM USD.001 | 14,289 | $3.9B | 0.08% | |
| 143 | CNCCENTENE CORP COM USD.003 | 26,762 | $3.9B | 0.08% | |
| 144 | FTNTFORTINET INC COM USD.001 | 41,651 | $3.8B | 0.08% | |
| 145 | GRT-UCADGRANITE REAL ESTATE INVEST STPLD UNIT | 88,389 | $3.8B | 0.08% | |
| 146 | CITUSDCIT GROUP INC COM USD.01 | 69,497 | $3.6B | 0.07% | |
| 147 | CMCANADIAN IMPERIAL BANK COM NPV | 37,964 | $3.5B | 0.07% | |
| 148 | —MELLANOX TECHNOLOGIES LTD ORD USD.01 | 47,185 | $3.5B | 0.07% | |
| 149 | ROFKFORCE INC COM USD.01 | 92,584 | $3.5B | 0.07% | |
| 150 | CEOCNOOC LTD SPONSORED ADR | 17,431 | $3.4B | 0.07% | |
| 151 | ABBVABBVIE INC COM USD.01 | 36,033 | $3.4B | 0.07% | |
| 152 | HFCUSDHOLLYFRONTIER CORP COM USD.01 | 47,799 | $3.3B | 0.07% | |
| 153 | CRLCHARLES RIVER LABS INTL INC COM USD.01 | 24,622 | $3.3B | 0.07% | |
| 154 | CDWCDW CORP COM USD.01 | 37,226 | $3.3B | 0.07% | |
| 155 | BTUSDBT GROUP PLC ADR | 218,590 | $3.2B | 0.07% | |
| 156 | BTEBAYTEX ENERGY CORP COM NPV | 1,115,270 | $3.2B | 0.07% | |
| 157 | RHIROBERT HALF INTL INC COM USD1 | 45,663 | $3.2B | 0.07% | |
| 158 | —MALLINCKRODT PLC ORD USD.2 | 106,954 | $3.1B | 0.06% | |
| 159 | FLWS1-800-FLOWERS.COM CL A COM USD.01 | 262,225 | $3.1B | 0.06% | |
| 160 | ONON SEMICONDUCTOR CORP COM USD.01 | 162,814 | $3.0B | 0.06% | |
| 161 | CAJPYCANON INC ADR | 93,083 | $2.9B | 0.06% | |
| 162 | EATBRINKER INTL INC COM USD.1 | 62,131 | $2.9B | 0.06% | |
| 163 | —NEPTUNE WELLNESS SOLUTION IN COM | 751,128 | $2.9B | 0.06% | |
| 164 | INTCINTEL CORP COM NPV | 58,113 | $2.7B | 0.06% | |
| 165 | ENTAENANTA PHARMACEUTICALS INC COM USD0.01 | 31,826 | $2.7B | 0.06% | |
| 166 | AZPNUSDASPEN TECHNOLOGY INC COM USD.1 | 23,203 | $2.6B | 0.05% | |
| 167 | GAPGAP INC COM USD.05 | 89,113 | $2.6B | 0.05% | |
| 168 | —BOTTOMLINE TECHNOLOGIES INC COM USD.001 | 35,117 | $2.5B | 0.05% | |
| 169 | IPGINTERPUBLIC GROUP OF COS COM USD.1 | 109,413 | $2.5B | 0.05% | |
| 170 | REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001 | 87,470 | $2.5B | 0.05% | |
| 171 | MRKMERCK & CO COM NPV | 33,695 | $2.4B | 0.05% | |
| 172 | ASPSALTISOURCE PORTFOLIO SOLTNS COM USD1 | 74,107 | $2.4B | 0.05% | |
| 173 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 69,916 | $2.3B | 0.05% | |
| 174 | WWEUSDWORLD WRESTLING ENTMT INC CL A COM USD.01 | 24,398 | $2.3B | 0.05% | |
| 175 | PKXPOSCO SPON ADR | 35,505 | $2.3B | 0.05% | |
| 176 | PRGSPROGRESS SOFTWARE CORP COM USD.01 | 66,448 | $2.3B | 0.05% | |
| 177 | VMWEURVMWARE INC -CL A CL A COM USD.01 | 14,894 | $2.3B | 0.05% | |
| 178 | ROKROCKWELL AUTOMATION COM USD1 | 12,139 | $2.3B | 0.05% | |
| 179 | CHECHEMED CORP COM USD1 | 6,969 | $2.2B | 0.05% | |
| 180 | EAELECTRONIC ARTS INC COM USD.01 | 18,345 | $2.2B | 0.05% | |
| 181 | SSRMSSR MINING INC COM NPV | 248,270 | $2.1B | 0.04% | |
| 182 | FCNFTI CONSULTING INC CL A COM USD.01 | 29,047 | $2.1B | 0.04% | |
| 183 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 22,201 | $2.1B | 0.04% | |
| 184 | APPFAPPFOLIO INC CL A COM USD.0001 | 26,805 | $2.1B | 0.04% | |
| 185 | —VONAGE HOLDINGS CORP COM USD.001 | 146,017 | $2.1B | 0.04% | |
| 186 | BBBLACKBERRY LTD COM NPV | 182,829 | $2.0B | 0.04% | |
| 187 | PENNPENN NATIONAL GAMING INC COM USD.01 | 62,181 | $2.0B | 0.04% | |
| 188 | EFTTECHTARGET INC COM USD.001 | 104,665 | $2.0B | 0.04% | |
| 189 | PFEPFIZER INC COM USD.1 | 45,199 | $2.0B | 0.04% | |
| 190 | HMCHONDA MOTOR CO LTD ADR | 65,528 | $2.0B | 0.04% | |
| 191 | —FTS INTERNATIONAL INC COM | 166,875 | $2.0B | 0.04% | |
| 192 | —GRAN TIERRA ENERGY INC COM USD.001 | 521,568 | $2.0B | 0.04% | |
| 193 | UVEUNIVERSAL INSURANCE HLDGS COM USD.01 | 40,113 | $1.9B | 0.04% | |
| 194 | TMUST-MOBILE US INC COM | 27,491 | $1.9B | 0.04% | |
| 195 | RFPUSDRESOLUTE FOREST PRODUCTS INC COM USD.001 | 148,081 | $1.9B | 0.04% | |
| 196 | FL9CVR ENERGY INC COM USD.01 | 46,159 | $1.8B | 0.04% | |
| 197 | KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01 | 27,863 | $1.8B | 0.04% | |
| 198 | NMRNOMURA HOLDINGS INC SPONSORED ADR | 385,303 | $1.8B | 0.04% | |
| 199 | —CABOT MICROELECTRONICS CORP COM USD.001 | 17,899 | $1.8B | 0.04% | |
| 200 | SCLSTEPAN CO COM USD1 | 20,660 | $1.8B | 0.04% |