O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2018 Filing
Filed August 10, 2018
Portfolio Value
$4.7T
Holdings
894
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (894 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | CLSEURCELESTICA INC SUB VTG SHS | 660,293 | $7.8B | 0.16% | |
| 102 | ICFIICF INTERNATIONAL INC COM USD.001 | 109,555 | $7.8B | 0.16% | |
| 103 | EMEEMCOR GROUP INC COM USD.1 | 101,472 | $7.7B | 0.16% | |
| 104 | TXNTEXAS INSTRUMENTS INC COM USD1 | 69,348 | $7.6B | 0.16% | |
| 105 | —ARCH COAL INC COM USD.01 | 96,747 | $7.6B | 0.16% | |
| 106 | INTCINTEL CORP COM NPV | 151,621 | $7.5B | 0.16% | |
| 107 | HIHILLENBRAND INC COM NPV | 158,933 | $7.5B | 0.16% | |
| 108 | AEGAEGON NV NY SHR ADR | 1,244,545 | $7.4B | 0.16% | |
| 109 | JEGBPJUST ENERGY GROUP INC COM | 2,005,758 | $7.2B | 0.15% | |
| 110 | —FIRSTCASH INC COM USD.01 | 79,766 | $7.2B | 0.15% | |
| 111 | HDSUSDHD SUPPLY HOLDINGS INC COM USD.01 | 164,593 | $7.0B | 0.15% | |
| 112 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 325,461 | $6.8B | 0.14% | |
| 113 | LRCXEURLAM RESEARCH CORP COM NPV | 39,513 | $6.8B | 0.14% | |
| 114 | DOEURDIAMOND OFFSHRE DRILLING INC COM USD.01 | 324,149 | $6.8B | 0.14% | |
| 115 | ADBEADOBE SYSTEMS INC COM NPV | 27,495 | $6.7B | 0.14% | |
| 116 | ASGNASGN INC COM USD.01 | 84,506 | $6.6B | 0.14% | |
| 117 | FDO.FMACY'S INC COM NPV | 174,322 | $6.5B | 0.14% | |
| 118 | DECKDECKERS OUTDOOR CORP COM USD.01 | 56,980 | $6.4B | 0.14% | |
| 119 | —BLUCORA INC COM USD.0001 | 173,477 | $6.4B | 0.14% | |
| 120 | BJRIBJ'S RESTAURANTS INC COM NPV | 104,024 | $6.2B | 0.13% | |
| 121 | LEALEAR CORP COM NPV | 33,129 | $6.1B | 0.13% | |
| 122 | GCI1EURGANNETT CO INC COM USD.01 | 570,467 | $6.1B | 0.13% | |
| 123 | LPXLOUISIANA-PACIFIC CORP COM USD1 | 212,829 | $5.8B | 0.12% | |
| 124 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 82,382 | $5.8B | 0.12% | |
| 125 | WDCWESTERN DIGITAL CORP COM USD.1 | 74,571 | $5.8B | 0.12% | |
| 126 | SUSUNCOR ENERGY INC COM NPV | 142,588 | $5.8B | 0.12% | |
| 127 | CNCCENTENE CORP COM USD.003 | 44,069 | $5.4B | 0.11% | |
| 128 | MRTNMARTEN TRANSPORT LTD COM USD.01 | 225,839 | $5.3B | 0.11% | |
| 129 | TTECTTEC HOLDINGS INC COM USD.01 | 150,817 | $5.2B | 0.11% | |
| 130 | CNMDCONMED CORP COM USD.01 | 68,486 | $5.0B | 0.11% | |
| 131 | IXORIX CORP SPONSORED ADR | 63,061 | $5.0B | 0.11% | |
| 132 | AKXANSYS INC COM USD.01 | 28,191 | $4.9B | 0.10% | |
| 133 | MOALTRIA GROUP INC COM USD1 | 85,888 | $4.9B | 0.10% | |
| 134 | COOCOOPER COMPANIES INC COM USD.1 | 20,672 | $4.9B | 0.10% | |
| 135 | RMRRMR GROUP INC CL A COM USD0.001 | 58,082 | $4.5B | 0.10% | |
| 136 | EVREVERCORE INC CL A COM USD.01 | 42,347 | $4.5B | 0.09% | |
| 137 | UNPUNION PACIFIC CORP COM USD2.5 | 30,652 | $4.3B | 0.09% | |
| 138 | AG8AGILENT TECHNOLOGIES INC COM USD.01 | 70,163 | $4.3B | 0.09% | |
| 139 | —SINOPEC SHANGHAI PETROCHEM SPON ADR | 71,661 | $4.3B | 0.09% | |
| 140 | CTSHCOGNIZANT TECH SOLUTIONS CL A COM USD.01 | 53,882 | $4.3B | 0.09% | |
| 141 | IEXIDEX CORP COM USD.01 | 30,916 | $4.2B | 0.09% | |
| 142 | ERFGBPENERPLUS CORP COM NPV | 331,965 | $4.2B | 0.09% | |
| 143 | ATVIEURACTIVISION BLIZZARD INC COM | 51,870 | $4.0B | 0.08% | |
| 144 | ELVANTHEM INC COM USD.01 | 16,419 | $3.9B | 0.08% | |
| 145 | FSVFIRSTSERVICE CORP SUB VTG | 50,933 | $3.8B | 0.08% | |
| 146 | BTEBAYTEX ENERGY CORP COM NPV | 1,115,270 | $3.7B | 0.08% | |
| 147 | ENTAENANTA PHARMACEUTICALS INC COM USD0.01 | 31,817 | $3.7B | 0.08% | |
| 148 | ONON SEMICONDUCTOR CORP COM USD.01 | 164,634 | $3.7B | 0.08% | |
| 149 | GEGENERAL ELECTRIC CO COM USD.63 | 268,790 | $3.7B | 0.08% | |
| 150 | CAJPYCANON INC ADR | 109,412 | $3.6B | 0.08% | |
| 151 | BTUSDBT GROUP PLC ADR | 246,962 | $3.6B | 0.08% | |
| 152 | —MELLANOX TECHNOLOGIES LTD ORD USD.01 | 42,162 | $3.6B | 0.08% | |
| 153 | EAELECTRONIC ARTS INC COM USD.01 | 25,041 | $3.5B | 0.07% | |
| 154 | INTUINTUIT INC COM NPV | 17,231 | $3.5B | 0.07% | |
| 155 | IDXXIDEXX LABS INC COM USD.1 | 16,077 | $3.5B | 0.07% | |
| 156 | PKXPOSCO SPON ADR | 46,830 | $3.5B | 0.07% | |
| 157 | AONAON PLC CL A ORD | 25,274 | $3.5B | 0.07% | |
| 158 | FLWS1-800-FLOWERS.COM CL A COM USD.01 | 269,060 | $3.4B | 0.07% | |
| 159 | CRLCHARLES RIVER LABS INTL INC COM USD.01 | 30,071 | $3.4B | 0.07% | |
| 160 | NVRNVR INC COM USD.01 | 1,121 | $3.3B | 0.07% | |
| 161 | CMCANADIAN IMPERIAL BANK COM NPV | 37,964 | $3.3B | 0.07% | |
| 162 | BCCBOISE CASCADE CO COM USD.01 | 72,244 | $3.2B | 0.07% | |
| 163 | GAPGAP INC COM USD.05 | 95,072 | $3.1B | 0.06% | |
| 164 | CEOCNOOC LTD SPONSORED ADR | 17,925 | $3.1B | 0.06% | |
| 165 | BAXBAXTER INTERNATIONAL INC COM USD1 | 41,245 | $3.0B | 0.06% | |
| 166 | QVCAUSDQURATE RETAIL INC INT COM SER A | 141,473 | $3.0B | 0.06% | |
| 167 | IPGINTERPUBLIC GROUP OF COS COM USD.1 | 122,058 | $2.9B | 0.06% | |
| 168 | HAEHAEMONETICS CORP COM USD.01 | 32,071 | $2.9B | 0.06% | |
| 169 | EFTTECHTARGET INC COM USD.001 | 100,080 | $2.8B | 0.06% | |
| 170 | CHECHEMED CORP COM USD1 | 8,733 | $2.8B | 0.06% | |
| 171 | EBAEBAY INC COM USD.001 | 75,651 | $2.7B | 0.06% | |
| 172 | BBTUSDBB&T CORP COM USD5 | 53,236 | $2.7B | 0.06% | |
| 173 | PRGSPROGRESS SOFTWARE CORP COM USD.01 | 67,460 | $2.6B | 0.06% | |
| 174 | SF9SANDERSON FARMS INC COM USD1 | 23,887 | $2.5B | 0.05% | |
| 175 | CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5 | 13,691 | $2.5B | 0.05% | |
| 176 | SSRMSSR MINING INC COM NPV | 248,270 | $2.4B | 0.05% | |
| 177 | VRSNVERISIGN INC COM USD.01 | 17,683 | $2.4B | 0.05% | |
| 178 | ROKROCKWELL AUTOMATION COM USD1 | 14,497 | $2.4B | 0.05% | |
| 179 | —CABOT MICROELECTRONICS CORP COM USD.001 | 22,547 | $2.4B | 0.05% | |
| 180 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 25,660 | $2.4B | 0.05% | |
| 181 | VMWEURVMWARE INC -CL A CL A COM USD.01 | 15,936 | $2.3B | 0.05% | |
| 182 | —NEPTUNE TECH & BIORESSOURCES COM | 751,128 | $2.3B | 0.05% | |
| 183 | CBCVR ENERGY INC COM USD.01 | 62,309 | $2.3B | 0.05% | |
| 184 | PENNPENN NATIONAL GAMING INC COM USD.01 | 68,662 | $2.3B | 0.05% | |
| 185 | NYTNEW YORK TIMES CO -CL A CL A COM USD.1 | 87,855 | $2.3B | 0.05% | |
| 186 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 69,916 | $2.3B | 0.05% | |
| 187 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 24,004 | $2.2B | 0.05% | |
| 188 | TRITHOMSON-REUTERS CORP COM NPV | 53,288 | $2.1B | 0.05% | |
| 189 | AZPNUSDASPEN TECHNOLOGY INC COM USD.1 | 22,822 | $2.1B | 0.04% | |
| 190 | INGNINOGEN INC COM USD.001 | 11,273 | $2.1B | 0.04% | |
| 191 | LAC1EURLITHIUM AMERICAS CORP COM NPV | 375,071 | $2.0B | 0.04% | |
| 192 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 15,186 | $2.0B | 0.04% | |
| 193 | FVICHFFORTUNA SILVER MINES INC COM NPV | 345,033 | $1.9B | 0.04% | |
| 194 | —ALLERGAN PLC COM USD.0033 | 11,545 | $1.9B | 0.04% | |
| 195 | NMRNOMURA HOLDINGS INC SPONSORED ADR | 394,457 | $1.9B | 0.04% | |
| 196 | HLIHOULIHAN LOKEY INC CL A COM USD.001 | 35,846 | $1.8B | 0.04% | |
| 197 | —GRAN TIERRA ENERGY INC COM USD.001 | 521,568 | $1.8B | 0.04% | |
| 198 | FCXFREEPORT-MCMORAN INC COM NPV | 103,203 | $1.8B | 0.04% | |
| 199 | PAHCPHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 | 38,762 | $1.8B | 0.04% | |
| 200 | LGNDLIGAND PHARMACEUTICAL INC COM USD.001 | 8,604 | $1.8B | 0.04% |