O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2018 Filing

Filed February 12, 2019

Portfolio Value

$4.0T

Holdings

922

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (922 positions)

#StockSharesValue% PortfolioType
201
WWEUSDWORLD WRESTLING ENTMT INC CL A COM USD.01
21,830$1.6B0.04%
202
FFIVF5 NETWORKS INC COM NPV
10,035$1.6B0.04%
203
SCLSTEPAN CO COM USD1
21,404$1.6B0.04%
204
CHECHEMED CORP COM USD1
5,572$1.6B0.04%
205
WOORI BANK ADR
37,478$1.6B0.04%
206
CIENCIENA CORP COM USD.01
45,074$1.5B0.04%
207
BACVERIZON COMMUNICATIONS INC COM USD1
26,967$1.5B0.04%
208
PKXPOSCO SPON ADR
27,183$1.5B0.04%
209
IBMINTL BUSINESS MACHINES CORP COM USD.2
12,892$1.5B0.04%
210
APPFAPPFOLIO INC CL A COM USD.0001
24,612$1.5B0.04%
211
TSNTYSON FOODS INC -CL A CL A COM USD.1
27,275$1.5B0.04%
212
COFCAPITAL ONE FINANCIAL CORP COM USD.01
19,199$1.5B0.04%
213
VMWEURVMWARE INC -CL A CL A COM USD.01
10,540$1.4B0.04%
214
STERIS PLC COM NPV
13,398$1.4B0.04%
215
UHSUNIVERSAL HEALTH SVCS INC CL B COM USD.01
12,163$1.4B0.04%
216
BNSBANK OF NOVA SCOTIA COM NPV
27,406$1.4B0.03%
217
LULULULULEMON ATHLETICA INC COM USD.01
11,234$1.4B0.03%
218
PRGSPROGRESS SOFTWARE CORP COM USD.01
37,017$1.3B0.03%
219
PGRPROGRESSIVE CORP-OHIO COM USD1
21,703$1.3B0.03%
220
SSNCSS&C TECHNOLOGIES HLDGS INC COM USD.01
28,906$1.3B0.03%
221
MALLINCKRODT PLC ORD USD.2
81,206$1.3B0.03%
222
PINCPREMIER INC CL A COM USD0.01
34,258$1.3B0.03%
223
CLSEURCELESTICA INC SUB VTG SHS
144,973$1.3B0.03%
224
FVICHFFORTUNA SILVER MINES INC COM NPV
345,033$1.3B0.03%
225
ACWXISHARES TR MSCI ACWI EX US
29,575$1.2B0.03%
226
MMIMARCUS & MILLICHAP INC COM USD.0001
36,013$1.2B0.03%
227
VEEVVEEVA SYSTEMS INC CL A COM USD.00001
13,808$1.2B0.03%
228
JNJJOHNSON & JOHNSON COM USD1
9,546$1.2B0.03%
229
RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV
37,448$1.2B0.03%
230
MCSMARCUS CORP COM USD1
30,890$1.2B0.03%
231
AMEDAMEDISYS INC COM USD.001
10,133$1.2B0.03%
232
CABOT MICROELECTRONICS CORP COM USD.001
12,293$1.2B0.03%
233
FTS INTERNATIONAL INC COM
164,750$1.2B0.03%
234
GENOMIC HEALTH INC COM USD.0001
18,110$1.2B0.03%
235
EVTCEVERTEC INC COM USD.01
40,251$1.2B0.03%
236
CROXCROCS INC COM USD.001
44,285$1.2B0.03%
237
GRAN TIERRA ENERGY INC COM USD.001
521,568$1.1B0.03%
238
FNFABRINET ORD USD.01
22,159$1.1B0.03%
239
EBSEMERGENT BIOSOLUTIONS INC COM USD.01
18,999$1.1B0.03%
240
HLIHOULIHAN LOKEY INC CL A COM USD.001
30,394$1.1B0.03%
241
NMRNOMURA HOLDINGS INC SPONSORED ADR
299,046$1.1B0.03%
242
ETSYETSY INC COM USD.001
23,040$1.1B0.03%
243
RGAREINSURANCE GROUP AMER INC COM USD.01
7,536$1.1B0.03%
244
CHDCHURCH & DWIGHT INC COM NPV
15,824$1.0B0.03%
245
FNFFIDELITY NATL FINL FNF GROUP COM USD.0001
32,767$1.0B0.03%
246
ZTSZOETIS INC CL A COM USD.01
12,008$1.0B0.03%
247
VONAGE HOLDINGS CORP COM USD.001
117,174$1.0B0.03%
248
OXMOXFORD INDUSTRIES INC COM USD1
14,302$1.0B0.03%
249
JPSTJP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC
20,313$1.0B0.03%
250
CNCCENTENE CORP COM USD.003
8,791$1.0B0.03%
251
US ECOLOGY INC COM NPV
15,934$1.0B0.03%
252
TCXTUCOWS INC CL A COM NPV
16,597$998.0M0.03%
253
WFCWELLS FARGO & CO COM USD1.67
21,072$971.0M0.02%
254
TGLEURTRANSGLOBE ENERGY CORP COM NPV
518,371$966.0M0.02%
255
ISRGINTUITIVE SURGICAL INC COM USD.001
1,999$957.0M0.02%
256
IEXIDEX CORP COM USD.01
7,551$954.0M0.02%
257
HTHHILLTOP HOLDINGS INC COM USD.01
52,392$934.0M0.02%
258
EFTTECHTARGET INC COM USD.001
75,983$929.0M0.02%
259
LRCXEURLAM RESEARCH CORP COM NPV
6,792$925.0M0.02%
260
CBCVR ENERGY INC COM USD.01
26,129$902.0M0.02%
261
PROVIDENCE SERVICE CORP CL A COM USD.001
14,861$893.0M0.02%
262
FIXCOMFORT SYSTEMS USA INC COM USD.01
20,218$884.0M0.02%
263
CWCURTISS-WRIGHT CORP COM USD1
8,602$880.0M0.02%
264
BRCBRADY CORP CL A COM USD.01
20,187$878.0M0.02%
265
WMWASTE MANAGEMENT INC COM NPV
9,826$874.0M0.02%
266
CMCSACOMCAST CORP CL A COM USD1
25,426$866.0M0.02%
267
PTCPTC INC COM USD.01
10,216$848.0M0.02%
268
MZTILANCASTER COLONY CORP COM USD1
4,767$844.0M0.02%
269
AAPLAPPLE INC COM NPV
5,275$833.0M0.02%
270
QAD INC CL A COM NPV
20,754$818.0M0.02%
271
PGTIUSDPGT INNOVATIONS INC COM USD
51,417$816.0M0.02%
272
BCPCBALCHEM CORP -CL B CL B COM USD.06
10,369$813.0M0.02%
273
KWRQUAKER CHEMICAL CORP COM USD1
4,490$799.0M0.02%
274
ASPSALTISOURCE PORTFOLIO SOLTNS COM USD1
35,110$790.0M0.02%
275
CRMTAMERICA'S CAR-MART INC COM USD.01
10,824$785.0M0.02%
276
VSHVISHAY INTERTECHNOLOGY INC COM USD.1
43,391$781.0M0.02%
277
PARK ELECTROCHEMICAL CORP COM USD.1
42,715$773.0M0.02%
278
LUMINEX CORP COM USD.001
33,425$773.0M0.02%
279
WMKWEIS MARKETS INC COM NPV
16,085$769.0M0.02%
280
CRUSCIRRUS LOGIC INC COM NPV
23,173$769.0M0.02%
281
SONYSONY CORP ADR
15,912$768.0M0.02%
282
MTARCELORMITTAL CL A ADR
37,059$766.0M0.02%
283
ANFABERCROMBIE & FITCH -CL A CL A COM USD.01
35,064$703.0M0.02%
284
VPGVISHAY PRECISION GROUP INC COM USD.01
23,191$702.0M0.02%
285
TTEKTETRA TECH INC COM USD.01
13,418$695.0M0.02%
286
CEIXEURCONSOL ENERGY INC COM
21,871$694.0M0.02%
287
NVEEUSDNV5 GLOBAL INC COM USD.01
11,410$692.0M0.02%
288
UISUNISYS CORP COM USD.01
58,123$677.0M0.02%
289
EHCENCOMPASS HEALTH CORP COM USD.01
10,930$675.0M0.02%
290
AMATAPPLIED MATERIALS INC COM NPV
20,466$670.0M0.02%
291
NIJNELNET INC CL A COM USD.01
12,660$663.0M0.02%
292
QSIIEURNEXTGEN HEALTHCARE INC COM USD.01
43,381$658.0M0.02%
293
ENDO INTERNATIONAL PLC COM USD.01
88,921$650.0M0.02%
294
PDCOEURPATTERSON COMPANIES INC COM USD.01
32,912$647.0M0.02%
295
IQVIQVIA HOLDINGS INC COM USD.01
5,552$645.0M0.02%
296
NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001
41,760$640.0M0.02%
297
AEOAMERN EAGLE OUTFITTERS INC COM NPV
32,820$635.0M0.02%
298
CEOCNOOC LTD SPONSORED ADR
4,167$635.0M0.02%
299
AMEAMETEK INC COM USD1
9,336$632.0M0.02%
300
NTAPNETAPP INC COM NPV
10,530$628.0M0.02%
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