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 |
|---|---|---|---|---|---|
| 401 | —VITAMIN SHOPPE INC COM USD.001 | 40,614 | $403.0M | 0.01% | |
| 402 | LEE1EURLEE ENTERPRISES INC COM USD2 | 152,231 | $403.0M | 0.01% | |
| 403 | CALCALERES INC COM USD3.75 | 11,170 | $401.0M | 0.01% | |
| 404 | AMEDAMEDISYS INC COM USD.001 | 3,235 | $401.0M | 0.01% | |
| 405 | DENNDENNYS CORP COM USD.1 | 27,385 | $400.0M | 0.01% | |
| 406 | REXREX AMERICAN RESOURCES CORP COM USD.01 | 5,280 | $399.0M | 0.01% | |
| 407 | PLPCPREFORMED LINE PRODUCTS CO CAP USD2 | 5,659 | $397.0M | 0.01% | |
| 408 | WINGWINGSTOP INC COM USD.01 | 5,812 | $393.0M | 0.01% | |
| 409 | IBNICICI BANK LTD SPONSORED ADR | 46,003 | $391.0M | 0.01% | |
| 410 | NSSCNAPCO SECURITY TECH INC COM USD.01 | 25,693 | $384.0M | 0.01% | |
| 411 | SXCSUNCOKE ENERGY INC COM USD.01 | 32,809 | $381.0M | 0.01% | |
| 412 | —MONOTYPE IMAGING HOLDINGS COM USD.01 | 18,965 | $380.0M | 0.01% | |
| 413 | XYLXYLEM INC COM USD.01 | 4,730 | $378.0M | 0.01% | |
| 414 | HEIHEICO CORP COM USD.166 | 4,089 | $377.0M | 0.01% | |
| 415 | NGVTINGEVITY CORP COM USD.01 | 3,734 | $377.0M | 0.01% | |
| 416 | HANHAWAIIAN HOLDINGS INC COM USD.01 | 9,378 | $376.0M | 0.01% | |
| 417 | PFIEEURPROFIRE ENERGY INC COM USD.001 | 118,069 | $376.0M | 0.01% | |
| 418 | LFVNLIFEVANTAGE CORP COM USD0.001 | 33,822 | $372.0M | 0.01% | |
| 419 | QLYSQUALYS INC COM USD0.001 | 4,220 | $372.0M | 0.01% | |
| 420 | WTWEURWEIGHT WATCHERS INTL INC COM NVP | 5,185 | $370.0M | 0.01% | |
| 421 | —SPX FLOW INC COM USD.01 | 7,158 | $369.0M | 0.01% | |
| 422 | FFFUTUREFUEL CORP COM USD.0001 | 19,830 | $368.0M | 0.01% | |
| 423 | ECECOPETROL SA SPON ADS NPV | 13,646 | $367.0M | 0.01% | |
| 424 | BLKBBLACKBAUD INC COM | 3,644 | $367.0M | 0.01% | |
| 425 | TUSKMAMMOTH ENERGY SERVICES INC COM USD0.01 | 12,604 | $367.0M | 0.01% | |
| 426 | QUADQUAD/GRAPHICS INC CL A COM USD.025 | 17,708 | $366.0M | 0.01% | |
| 427 | —SYKES ENTERPRISES INC COM USD.01 | 11,943 | $364.0M | 0.01% | |
| 428 | MTCHEURMATCH GROUP INC COM USD.001 | 6,327 | $363.0M | 0.01% | |
| 429 | EXLSEXLSERVICE HOLDINGS INC COM USD.001 | 5,539 | $363.0M | 0.01% | |
| 430 | SLPSIMULATIONS PLUS INC COM USD.001 | 18,037 | $362.0M | 0.01% | |
| 431 | FLIRFLIR SYSTEMS INC COM USD.01 | 5,826 | $356.0M | 0.01% | |
| 432 | ENSENERSYS COM USD.01 | 4,067 | $354.0M | 0.01% | |
| 433 | CAMPEURCALAMP CORP COM NPV | 14,831 | $352.0M | 0.01% | |
| 434 | RHT1EURRED HAT INC COM USD.0001 | 2,577 | $351.0M | 0.01% | |
| 435 | SIVBEURSVB FINANCIAL GROUP COM NPV | 1,136 | $351.0M | 0.01% | |
| 436 | —GENOMIC HEALTH INC COM USD.0001 | 5,019 | $350.0M | 0.01% | |
| 437 | WKWORKIVA INC CL A COM USD.001 | 8,933 | $349.0M | 0.01% | |
| 438 | BTUPEABODY ENERGY CORP WHEN ISSUED | 9,665 | $344.0M | 0.01% | |
| 439 | RLIRLI CORP COM USD1 | 4,393 | $342.0M | 0.01% | |
| 440 | MTNVAIL RESORTS INC COM USD.01 | 1,253 | $342.0M | 0.01% | |
| 441 | NSYNICE LTD SPON ADR | 2,969 | $340.0M | 0.01% | |
| 442 | AGMFEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG | 4,685 | $338.0M | 0.01% | |
| 443 | JBLJABIL INC COM USD.001 | 12,510 | $336.0M | 0.01% | |
| 444 | KALUKAISER ALUMINUM CORP COM PAR $0.01 | 3,096 | $336.0M | 0.01% | |
| 445 | CHKPCHECK POINT SOFTWARE TECHN ORD NIS.01 | 2,835 | $334.0M | 0.01% | |
| 446 | CNACNA FINANCIAL CORP COM USD2.5 | 7,280 | $332.0M | 0.01% | |
| 447 | LVSLAS VEGAS SANDS CORP COM USD.001 | 5,584 | $331.0M | 0.01% | |
| 448 | PRAHPRA HEALTH SCIENCES INC COM USD.01 | 3,031 | $331.0M | 0.01% | |
| 449 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 11,610 | $327.0M | 0.01% | |
| 450 | EGRXEAGLE PHARMACEUTICALS INC COM USD.001 | 4,676 | $324.0M | 0.01% | |
| 451 | SEICSEI INVESTMENTS CO COM USD.01 | 5,334 | $324.0M | 0.01% | |
| 452 | —STAMPS.COM INC COM USD.001 | 1,439 | $323.0M | 0.01% | |
| 453 | TRNSTRANSCAT INC COM USD.5 | 14,031 | $321.0M | 0.01% | |
| 454 | ATKRATKORE INTL GROUP INC COM USD.01 | 12,111 | $319.0M | 0.01% | |
| 455 | K6BKBR INC COM USD.001 | 14,970 | $314.0M | 0.01% | |
| 456 | PINCPREMIER INC CL A COM USD0.01 | 6,883 | $314.0M | 0.01% | |
| 457 | WITWIPRO LTD SPON ADR | 60,294 | $314.0M | 0.01% | |
| 458 | ENVAENOVA INTERNATIONAL INC COM USD0.00001 | 10,871 | $313.0M | 0.01% | |
| 459 | GOROGOLD RESOURCE CORP COM USD.001 | 61,257 | $310.0M | 0.01% | |
| 460 | VODVODAFONE GROUP PLC SPON ADR | 14,137 | $307.0M | 0.01% | |
| 461 | ALOTASTRONOVA INC COM USD.05 | 14,228 | $307.0M | 0.01% | |
| 462 | —LUNA INNOVATIONS INC COM USD.001 | 92,719 | $299.0M | 0.01% | |
| 463 | —CERECOR INC COM USD.001 | 63,733 | $298.0M | 0.01% | |
| 464 | NTGRNETGEAR INC COM USD.001 | 4,757 | $297.0M | 0.01% | |
| 465 | PBFPBF ENERGY INC CL A COM USD0.001 | 5,978 | $297.0M | 0.01% | |
| 466 | IIININSTEEL INDUSTRIES COM USD2 | 8,293 | $295.0M | 0.01% | |
| 467 | PRIMPRIMORIS SERVICES CORP COM USD.0001 | 11,838 | $294.0M | 0.01% | |
| 468 | MBUUMALIBU BOATS INC CL A COM USD.01 | 5,401 | $294.0M | 0.01% | |
| 469 | STCSTEWART INFORMATION SERVICES COM USD1 | 6,517 | $293.0M | 0.01% | |
| 470 | FFNWFIRST FINANCIAL NORTHWEST COM USD.01 | 17,710 | $293.0M | 0.01% | |
| 471 | YYEURYY INC -ADR ADR | 3,891 | $292.0M | 0.01% | |
| 472 | CERNCHFCERNER CORP COM USD.01 | 4,550 | $290.0M | 0.01% | |
| 473 | WTHWORTHINGTON INDUSTRIES COM NPV | 6,696 | $290.0M | 0.01% | |
| 474 | COLMCOLUMBIA SPORTSWEAR CO COM NPV | 3,134 | $290.0M | 0.01% | |
| 475 | OFLXOMEGA FLEX INC COM USD.01 | 4,083 | $288.0M | 0.01% | |
| 476 | BLBDBLUE BIRD CORP COM USD0.0001 | 11,780 | $288.0M | 0.01% | |
| 477 | BOOTBOOT BARN HOLDINGS INC COM USD.001 | 10,093 | $287.0M | 0.01% | |
| 478 | TBCHTURTLE BEACH CORP COM USD.001 | 14,485 | $286.0M | 0.01% | |
| 479 | —PYXUS INTERNATIONAL INC COM USD10 | 12,419 | $286.0M | 0.01% | |
| 480 | UI2KEMPER CORP/DE COM USD.1 | 3,567 | $285.0M | 0.01% | |
| 481 | —GAIN CAPITAL HOLDINGS INC COM USD.00001 | 43,033 | $280.0M | 0.01% | |
| 482 | TSBKTIMBERLAND BANCORP INC COM USD.01 | 8,942 | $278.0M | 0.01% | |
| 483 | SRISTONERIDGE INC COM NPV | 9,361 | $276.0M | 0.01% | |
| 484 | —POLYONE CORP COM USD.1 | 6,365 | $276.0M | 0.01% | |
| 485 | ROCKGIBRALTAR INDUSTRIES INC COM USD.01 | 6,078 | $275.0M | 0.01% | |
| 486 | USAPUNVL STAINLESS & ALLOY PRODS COM USD.01 | 10,757 | $274.0M | 0.01% | |
| 487 | AVNSAVANOS MEDICAL INC COM USD.01 | 4,005 | $273.0M | 0.01% | |
| 488 | TXM1TRAVELZOO COM USD.01 | 22,977 | $272.0M | 0.01% | |
| 489 | PSOPEARSON PLC SPON ADR | 23,549 | $271.0M | 0.01% | |
| 490 | EDUCEDUCATIONAL DEVELOPMENT CORP COM USD.2 | 23,693 | $271.0M | 0.01% | |
| 491 | CFFIC&F FINANCIAL CORP COM USD1 | 4,614 | $271.0M | 0.01% | |
| 492 | MIXTMIX TELEMATICS LTD ADR | 18,691 | $270.0M | 0.01% | |
| 493 | ENQENTEGRIS INC COM USD.01 | 9,309 | $267.0M | 0.01% | |
| 494 | MPXMARINE PRODUCTS CORP COM USD.10 | 11,572 | $265.0M | 0.01% | |
| 495 | —SYSTEMAX INC COM USD.01 | 8,122 | $265.0M | 0.01% | |
| 496 | TNETTRINET GROUP INC COM USD.000025 | 4,733 | $265.0M | 0.01% | |
| 497 | OPYOPPENHEIMER HOLDINGS INC CL A COM NPV | 8,301 | $262.0M | 0.01% | |
| 498 | MLKNMILLER (HERMAN) INC COM USD.2 | 6,822 | $262.0M | 0.01% | |
| 499 | MRVLMARVELL TECHNOLOGY GROUP LTD COM USD.002 | 13,444 | $258.0M | 0.01% | |
| 500 | SKYSKYLINE CHAMPION CORP COM USD.0277 | 9,039 | $258.0M | 0.01% |