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
301
ITGRINTEGER HOLDINGS CORP COM USD.001
8,088$618.0M0.02%
302
LFVNLIFEVANTAGE CORP COM USD0.001
46,776$617.0M0.02%
303
CBRLCRACKER BARREL OLD CTRY STOR COM USD.5
3,840$615.0M0.02%
304
CWSTCASELLA WASTE SYS INC -CL A CL A COM USD.01
21,496$613.0M0.02%
305
NTBBANK OF NT BUTTERFIELD & SON COM BMD0.01
19,390$609.0M0.02%
306
INFYINFOSYS LTD SPN ADR 1/4 SH
63,591$605.0M0.02%
307
CO2ACATO CORP -CL A CL A COM USD.333
42,038$601.0M0.02%
308
USPHU S PHYSICAL THERAPY INC COM USD.01
5,837$598.0M0.02%
309
CMICUMMINS INC COM USD2.5
4,451$595.0M0.02%
310
PFSIPENNYMAC FINANCIAL SERVICES CL A COM USD.0001
27,921$594.0M0.02%
311
BURLBURLINGTON STORES INC COM USD0.0001
3,641$593.0M0.01%
312
SF9SANDERSON FARMS INC COM USD1
5,955$591.0M0.01%
313
MTRNMATERION CORP COM USD1
13,088$590.0M0.01%
314
LUVSOUTHWEST AIRLINES COM USD1
12,513$582.0M0.01%
315
AZOAUTOZONE INC COM NPV
690$579.0M0.01%
316
HCQAMN HEALTHCARE SERVICES INC COM USD.01
9,879$561.0M0.01%
317
ALNTALLIED MOTION TECHNOLOGIES COM NPV
12,474$558.0M0.01%
318
UVVUNIVERSAL CORP/VA COM NPV
10,267$556.0M0.01%
319
HRSEURHARRIS CORP COM USD1
4,098$552.0M0.01%
320
STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01
37,927$548.0M0.01%
321
TECHBIO-TECHNE CORP COM USD.01
3,714$538.0M0.01%
322
WTHWORTHINGTON INDUSTRIES COM NPV
15,412$537.0M0.01%
323
SMPSTANDARD MOTOR PRODS CL A COM USD2
10,933$530.0M0.01%
324
EVREVERCORE INC CL A COM USD.01
7,357$527.0M0.01%
325
NKENIKE INC CL B COM NPV
7,070$524.0M0.01%
326
WLYWILEY (JOHN) & SONS -CL A CL A COM USD1
11,058$520.0M0.01%
327
AMKRAMKOR TECHNOLOGY INC COM USD.001
78,554$516.0M0.01%
328
PENNPENN NATIONAL GAMING INC COM USD.01
27,116$511.0M0.01%
329
FFINFIRST FINL BANKSHARES INC COM USD10
8,688$502.0M0.01%
330
EFSCENTERPRISE FINL SERVICES CP COM USD.01
13,262$500.0M0.01%
331
NATIONAL GENERAL HOLDINGS CP COM
20,564$499.0M0.01%
332
WERNWERNER ENTERPRISES INC COM USD.01
16,876$499.0M0.01%
333
TTMITTM TECHNOLOGIES INC COM NPV
51,191$498.0M0.01%
334
TAILORED BRANDS INC COM USD.01
36,338$496.0M0.01%
335
HLNEHAMILTON LANE INC CL A COM USD.001
13,387$496.0M0.01%
336
BSBRBANCO SANTANDER BRASIL -ADR ADR
44,513$495.0M0.01%
337
EPMEVOLUTION PETROLEUM CORP COM USD.01
71,778$490.0M0.01%
338
MR4MERIDIAN BIOSCIENCE INC COM NPV
28,023$487.0M0.01%
339
CHINA TELECOM CORP LTD SPON ADR H SHS
9,541$484.0M0.01%
340
ORCLORACLE CORP COM USD.01
10,553$476.0M0.01%
341
IDIINTERDIGITAL INC COM USD.01
7,147$475.0M0.01%
342
INTELSAT SA COM USD.01
22,110$474.0M0.01%
343
DDSDILLARDS INC -CL A CL A COM NPV
7,851$473.0M0.01%
344
HOPEHOPE BANCORP INC COM USD3
39,679$471.0M0.01%
345
QNSTQUINSTREET INC COM USD.001
28,668$466.0M0.01%
346
TUSKMAMMOTH ENERGY SERVICES INC COM USD0.01
25,806$464.0M0.01%
347
CNACNA FINANCIAL CORP COM USD2.5
10,487$463.0M0.01%
348
EENI SPA SPON ADR
14,431$455.0M0.01%
349
JKHYHENRY (JACK) & ASSOCIATES COM USD.01
3,562$451.0M0.01%
350
TPBTURNING POINT BRANDS INC COM USD.01
16,409$447.0M0.01%
351
WTIW&T OFFSHORE INC COM USD.00001
108,163$446.0M0.01%
352
AGMFEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG
7,369$445.0M0.01%
353
RUSHARUSH ENTERPRISES INC CL A COM USD.01
12,878$445.0M0.01%
354
DENNDENNYS CORP COM USD.1
27,385$445.0M0.01%
355
NEONEOGENOMICS INC COM USD.001
35,149$444.0M0.01%
356
AESAES CORP COM USD.01
30,583$443.0M0.01%
357
IBNICICI BANK LTD SPONSORED ADR
42,776$440.0M0.01%
358
USBU S BANCORP COM USD5
9,599$439.0M0.01%
359
PAMTP.A.M. TRANSPORTATION SVCS COM USD.01
11,097$438.0M0.01%
360
ADUS CELLULAR CORP COM USD1
8,255$430.0M0.01%
361
AXONAXON ENTERPRISE INC COM USD.00001
9,823$430.0M0.01%
362
JLLJONES LANG LASALLE INC COM USD.01
3,378$428.0M0.01%
363
USNAUSANA HEALTH SCIENCES INC COM NPV
3,600$424.0M0.01%
364
RFILR F INDUSTRIES LTD COM USD.01
58,139$422.0M0.01%
365
BXCBLUELINX HOLDINGS INC COM USD.01
16,876$417.0M0.01%
366
FLIRFLIR SYSTEMS INC COM USD.01
9,411$410.0M0.01%
367
SPUSDSP PLUS CORP CL A USD.001
13,843$409.0M0.01%
368
TRI4EURTHOMSON-REUTERS CORP COM NPV
8,426$407.0M0.01%
369
GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV
13,326$405.0M0.01%
370
NVSNNOVARTIS AG SPON ADR
4,647$399.0M0.01%
371
BG STAFFING INC COM
19,503$398.0M0.01%
372
ULHUNIVERSAL LOGISTICS HLDGS COM
21,923$397.0M0.01%
373
AANUSDAARON'S INC COM USD.5
9,418$396.0M0.01%
374
HORIZON PHARMA PLC ORD USD.01
20,237$396.0M0.01%
375
BALLBALL CORP COM NPV
8,474$390.0M0.01%
376
VRAVERA BRADLEY INC COM NPV
45,141$387.0M0.01%
377
MAMASTERCARD INC CL A COM USD.0001
2,042$385.0M0.01%
378
COSCNO FINANCIAL GROUP INC COM NEW
25,258$376.0M0.01%
379
RCKYROCKY BRANDS INC COM NPV
14,431$375.0M0.01%
380
WINGWINGSTOP INC COM USD.01
5,812$374.0M0.01%
381
AU OPTRONICS CORP SPONSORED ADR
94,930$374.0M0.01%
382
TECH DATA CORP COM USD.0015
4,565$373.0M0.01%
383
PSOPEARSON PLC SPON ADR
31,168$372.0M0.01%
384
NSSCNAPCO SECURITY TECH INC COM USD.01
23,633$372.0M0.01%
385
EBFENNIS INC COM USD2.5
19,306$372.0M0.01%
386
AIGAMERICAN INTERNATIONAL GROUP COM USD.01
9,369$369.0M0.01%
387
DLXDELUXE CORP COM USD1
9,488$365.0M0.01%
388
MORNMORNINGSTAR INC COM
3,312$364.0M0.01%
389
ARCH COAL INC COM USD.01
4,326$359.0M0.01%
390
WDFCWD-40 CO COM NPV
1,939$356.0M0.01%
391
USA TRUCK INC COM USD.01
23,663$355.0M0.01%
392
ALSALLSTATE CORP COM USD.01
4,291$355.0M0.01%
393
OFIXORTHOFIX MEDICAL INC COM USD.1
6,734$354.0M0.01%
394
ZAGG INC COM USD.001
35,977$352.0M0.01%
395
REXREX AMERICAN RESOURCES CORP COM USD.01
5,117$349.0M0.01%
396
GNRCGENERAC HOLDINGS INC COM USD0.01
6,987$348.0M0.01%
397
VRSKVERISK ANALYTICS INC CL A COM USD.001
3,178$347.0M0.01%
398
MPXMARINE PRODUCTS CORP COM USD.10
20,455$346.0M0.01%
399
KFYKORN/FERRY INTERNATIONAL COM NPV
8,684$344.0M0.01%
400
ENSENERSYS COM USD.01
4,434$344.0M0.01%
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