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)

#StockSharesValue% PortfolioType
301
TSNTYSON FOODS INC -CL A CL A COM USD.1
12,348$735.0M0.02%
302
STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01
41,761$731.0M0.01%
303
TILEINTERFACE INC COM USD.01
31,098$721.0M0.01%
304
INTELSAT SA COM USD.01
24,090$716.0M0.01%
305
VEEVVEEVA SYSTEMS INC CL A COM USD.00001
6,557$713.0M0.01%
306
TRHCEURTABULA RASA HEALTHCARE INC COM USD.0001
8,839$712.0M0.01%
307
TXTTEXTRON INC COM USD.125
9,947$711.0M0.01%
308
BG STAFFING INC COM
26,199$709.0M0.01%
309
HTHHILLTOP HOLDINGS INC COM USD.01
35,080$708.0M0.01%
310
NVEEUSDNV5 GLOBAL INC COM USD.01
8,222$707.0M0.01%
311
FIXCOMFORT SYSTEMS USA INC COM USD.01
12,611$706.0M0.01%
312
INVAINNOVIVA INC COM USD.01
46,204$704.0M0.01%
313
AMKRAMKOR TECHNOLOGY INC COM USD.001
95,116$701.0M0.01%
314
US ECOLOGY INC COM NPV
9,525$697.0M0.01%
315
NTAPNETAPP INC COM NPV
8,114$697.0M0.01%
316
UVVUNIVERSAL CORP/VA COM NPV
10,723$697.0M0.01%
317
ALGALAMO GROUP INC COM USD.1
7,666$696.0M0.01%
318
CAMBIUM LEARNING GROUP INC COM USD.001
58,727$695.0M0.01%
319
EFSCENTERPRISE FINL SERVICES CP COM USD.01
13,203$694.0M0.01%
320
CHLUSDCHINA MOBILE LTD SPON ADR
14,077$689.0M0.01%
321
JEFJEFFERIES FINANCIAL GRP INC COM USD1
31,344$688.0M0.01%
322
USPHU S PHYSICAL THERAPY INC COM USD.01
5,837$687.0M0.01%
323
WLYWILEY (JOHN) & SONS -CL A CL A COM USD1
11,297$680.0M0.01%
324
ABJAABB LTD SPONSORED ADR
28,751$679.0M0.01%
325
BIGGQBIG LOTS INC COM USD.01
16,162$671.0M0.01%
326
CRUSCIRRUS LOGIC INC COM NPV
17,340$669.0M0.01%
327
NVONOVO NORDISK A/S ADR
14,142$667.0M0.01%
328
SONYSONY CORP ADR
10,990$667.0M0.01%
329
BXCBLUELINX HOLDINGS INC COM USD.01
21,299$667.0M0.01%
330
DDSDILLARDS INC -CL A CL A COM NPV
8,663$661.0M0.01%
331
TTEKTETRA TECH INC COM USD.01
9,448$641.0M0.01%
332
ITGRINTEGER HOLDINGS CORP COM USD.001
7,744$637.0M0.01%
333
UISUNISYS CORP COM USD.01
31,269$635.0M0.01%
334
IQVIQVIA HOLDINGS INC COM USD.01
4,863$631.0M0.01%
335
MMM3M CO COM NPV
2,977$627.0M0.01%
336
NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001
37,093$627.0M0.01%
337
WMKWEIS MARKETS INC COM NPV
14,157$613.0M0.01%
338
PC6APETROCHINA CO LTD SPONSORED ADR
7,458$607.0M0.01%
339
RJFRAYMOND JAMES FINANCIAL CORP COM USD.01
6,578$606.0M0.01%
340
CYDCHINA YUCHAI INTERNATIONAL COM USD.1
35,083$606.0M0.01%
341
MAMASTERCARD INC CL A COM USD.0001
2,722$606.0M0.01%
342
NIJNELNET INC CL A COM USD.01
10,295$589.0M0.01%
343
BURLBURLINGTON STORES INC COM USD0.0001
3,635$589.0M0.01%
344
TECHBIO-TECHNE CORP COM USD.01
2,896$588.0M0.01%
345
HLNEHAMILTON LANE INC CL A COM USD.001
13,397$588.0M0.01%
346
IOUSDION GEOPHYSICAL CORP COM USD.01
37,669$583.0M0.01%
347
DEODIAGEO PLC SPON ADR
4,095$580.0M0.01%
348
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001
27,957$580.0M0.01%
349
FOXFFOX FACTORY HOLDING CP COM USD.001
8,282$575.0M0.01%
350
HCQAMN HEALTHCARE SERVICES INC COM USD.01
10,535$572.0M0.01%
351
IRMDIRADIMED CORP COM USD.0001
15,203$565.0M0.01%
352
EGYVAALCO ENERGY INC COM USD.1
204,534$558.0M0.01%
353
NVRIHARSCO CORP COM USD1.25
19,531$554.0M0.01%
354
PDCOEURPATTERSON COMPANIES INC COM USD.01
22,588$552.0M0.01%
355
JKHYHENRY (JACK) & ASSOCIATES COM USD.01
3,450$549.0M0.01%
356
NATIONAL GENERAL HOLDINGS CP COM
20,564$547.0M0.01%
357
HCCWARRIOR MET COAL INC COM USD0.01
20,292$546.0M0.01%
358
NEW YORK & CO INC COM USD.01
141,427$546.0M0.01%
359
AANUSDAARON'S INC COM USD.5
9,982$544.0M0.01%
360
GGGGRACO INC COM USD1
11,700$539.0M0.01%
361
TGTREDEGAR CORP COM NPV
24,803$537.0M0.01%
362
PHGKONINKLIJKE PHILIPS NV NY SHS ADR
11,676$531.0M0.01%
363
NKENIKE INC CL B COM NPV
6,204$526.0M0.01%
364
JLLJONES LANG LASALLE INC COM USD.01
3,652$524.0M0.01%
365
MFGMIZUHO FINANCIAL GROUP INC ADR
146,766$514.0M0.01%
366
DLXDELUXE CORP COM USD1
9,021$514.0M0.01%
367
TOWN SPORTS INTL HOLDINGS COM USD.001
59,227$512.0M0.01%
368
NHCNATIONAL HEALTHCARE CORP COM USD.01
6,795$512.0M0.01%
369
WGOWINNEBAGO INDUSTRIES COM USD.5
15,411$507.0M0.01%
370
GENERAL FINANCE CORP/DE COM
31,720$506.0M0.01%
371
AU OPTRONICS CORP SPONSORED ADR
119,389$503.0M0.01%
372
COSCNO FINANCIAL GROUP INC COM NEW
23,834$503.0M0.01%
373
CNNECANNAE HOLDINGS INC COM
23,877$500.0M0.01%
374
MGPIMGP INGREDIENTS INC COM NPV
6,347$497.0M0.01%
375
CHINA TELECOM CORP LTD SPON ADR H SHS
10,031$496.0M0.01%
376
INTRICON CORP COM USD1
8,785$494.0M0.01%
377
TBITRUEBLUE INC COM NPV
18,770$489.0M0.01%
378
APPTIO INC CL A COM USD.0001
13,345$489.0M0.01%
379
INFYINFOSYS LTD SPN ADR 1/4 SH
46,770$476.0M0.01%
380
USNAUSANA HEALTH SCIENCES INC COM NPV
3,885$466.0M0.01%
381
MYEMYERS INDUSTRIES INC COM NPV
19,440$448.0M0.01%
382
BSBRBANCO SANTANDER BRASIL -ADR ADR
50,725$447.0M0.01%
383
OFIXORTHOFIX MEDICAL INC COM USD.1
7,805$447.0M0.01%
384
FISFIDELITY NATIONAL INFO SVCS COM
4,068$444.0M0.01%
385
KFYKORN/FERRY INTERNATIONAL COM NPV
9,062$443.0M0.01%
386
RCKYROCKY BRANDS INC COM NPV
15,599$441.0M0.01%
387
TCSUSDCONTAINER STORE GROUP COM USD.01
39,606$440.0M0.01%
388
IACIEURIAC/INTERACTIVECORP COM USD1
2,037$439.0M0.01%
389
HOPEHOPE BANCORP INC COM USD3
27,074$438.0M0.01%
390
RFILR F INDUSTRIES LTD COM USD.01
61,587$437.0M0.01%
391
SQMSOC QUIMICA Y MINERA DE CHI SPON ADR SER B
9,470$433.0M0.01%
392
ACXIOM HOLDINGS INC COM USD.1
8,780$431.0M0.01%
393
MORNMORNINGSTAR INC COM
3,412$428.0M0.01%
394
BMOBANK OF MONTREAL COM NPV
5,145$424.0M0.01%
395
UNFIUNITED NATURAL FOODS INC COM USD.01
13,978$419.0M0.01%
396
CTSCTS CORP COM NPV
12,227$416.0M0.01%
397
SCHN1EURSCHNITZER STEEL INDS -CL A CL A COM USD.01
15,305$414.0M0.01%
398
SCVLSHOE CARNIVAL INC COM USD.1
10,745$414.0M0.01%
399
JOUTJOHNSON OUTDOORS INC -CL A CL A COM USD.05
4,451$412.0M0.01%
400
LPXLOUISIANA-PACIFIC CORP COM USD1
15,410$407.0M0.01%
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