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)

#StockSharesValue% PortfolioType
201
BBBLACKBERRY LTD COM NPV
182,829$1.8B0.04%
202
WERNWERNER ENTERPRISES INC COM USD.01
46,128$1.7B0.04%
203
PENGSMART GLOBAL HOLDINGS INC Ordinary Shares
53,418$1.7B0.04%
204
HRSEURHARRIS CORP COM USD1
11,602$1.7B0.04%
205
FTNTFORTINET INC COM USD.001
26,796$1.7B0.04%
206
BOTTOMLINE TECHNOLOGIES INC COM USD.001
33,724$1.7B0.04%
207
EBFENNIS INC COM USD2.5
81,124$1.7B0.03%
208
VONAGE HOLDINGS CORP COM USD.001
126,536$1.6B0.03%
209
TMUST-MOBILE US INC COM
27,053$1.6B0.03%
210
HMCHONDA MOTOR CO LTD ADR
54,138$1.6B0.03%
211
ALGALAMO GROUP INC COM USD.1
17,467$1.6B0.03%
212
STAMPS.COM INC COM USD.001
6,170$1.6B0.03%
213
AANUSDAARON'S INC COM USD.5
34,991$1.5B0.03%
214
ODFLOLD DOMINION FREIGHT COM USD.1
10,065$1.5B0.03%
215
MKSIMKS INSTRUMENTS INC COM NPV
15,357$1.5B0.03%
216
FNFFIDELITY NATL FINL FNF GROUP COM USD.0001
38,822$1.5B0.03%
217
ASPSALTISOURCE PORTFOLIO SOLTNS COM USD1
49,946$1.5B0.03%
218
APPFAPPFOLIO INC CL A COM USD.0001
23,766$1.4B0.03%
219
IDIINTERDIGITAL INC COM USD.01
17,268$1.4B0.03%
220
BANCO SANTANDER MEXICO -ADR ADR
207,259$1.4B0.03%
221
MTRNMATERION CORP COM USD1
25,359$1.4B0.03%
222
RUSHARUSH ENTERPRISES INC CL A COM USD.01
31,368$1.4B0.03%
223
SSNCSS&C TECHNOLOGIES HLDGS INC COM USD.01
25,578$1.3B0.03%
224
OXMOXFORD INDUSTRIES INC COM USD1
15,741$1.3B0.03%
225
PROVIDENCE SERVICE CORP CL A COM USD.001
16,495$1.3B0.03%
226
ETSYETSY INC COM USD.001
30,253$1.3B0.03%
227
WTHWORTHINGTON INDUSTRIES COM NPV
29,895$1.3B0.03%
228
QNSTQUINSTREET INC COM USD.001
98,950$1.3B0.03%
229
ENVAENOVA INTERNATIONAL INC COM USD0.00001
33,899$1.2B0.03%
230
JOUTJOHNSON OUTDOORS INC -CL A CL A COM USD.05
14,408$1.2B0.03%
231
BXCBLUELINX HOLDINGS INC COM USD.01
31,883$1.2B0.03%
232
VAREURVARIAN MEDICAL SYSTEMS INC COM USD1
10,485$1.2B0.03%
233
IOUSDION GEOPHYSICAL CORP COM USD.01
48,687$1.2B0.02%
234
PRAHPRA HEALTH SCIENCES INC COM USD.01
12,585$1.2B0.02%
235
BLDPBALLARD POWER SYSTEMS INC COM NPV
404,784$1.2B0.02%
236
TAILORED BRANDS INC COM USD.01
44,850$1.1B0.02%
237
TNETTRINET GROUP INC COM USD.000025
20,411$1.1B0.02%
238
CROXCROCS INC COM USD.001
64,009$1.1B0.02%
239
NRCNATIONAL RESEARCH CORP COM USD.001
30,033$1.1B0.02%
240
BLKBBLACKBAUD INC COM
10,764$1.1B0.02%
241
VRSUSDVERSO CORP CL A COM USD.01
49,734$1.1B0.02%
242
AMKRAMKOR TECHNOLOGY INC COM USD.001
125,602$1.1B0.02%
243
BRBROADRIDGE FINANCIAL SOLUTNS COM USD.01
9,338$1.1B0.02%
244
CWSTCASELLA WASTE SYS INC -CL A CL A COM USD.01
42,055$1.1B0.02%
245
ZAGG INC COM USD.001
61,805$1.1B0.02%
246
PGRPROGRESSIVE CORP-OHIO COM USD1
17,886$1.1B0.02%
247
QAD INC CL A COM NPV
21,138$1.1B0.02%
248
FFIVF5 NETWORKS INC COM NPV
6,001$1.0B0.02%
249
CWCURTISS-WRIGHT CORP COM USD1
8,668$1.0B0.02%
250
PLCECHILDRENS PLACE INC COM USD.1
8,277$998.0M0.02%
251
CBPXEURCONTINENTAL BUILDING PRODS COM USD.001
31,517$994.0M0.02%
252
NVONOVO NORDISK A/S ADR
21,504$992.0M0.02%
253
TSNTYSON FOODS INC -CL A CL A COM USD.1
14,397$989.0M0.02%
254
ATRIUSDATRION CORP COM USD1
1,653$985.0M0.02%
255
EBSEMERGENT BIOSOLUTIONS INC COM USD.01
18,999$953.0M0.02%
256
INGING GROEP NV SPON ADR
66,558$953.0M0.02%
257
WTIW&T OFFSHORE INC COM USD.00001
133,474$951.0M0.02%
258
USA TRUCK INC COM USD.01
40,650$951.0M0.02%
259
NTBBANK OF NT BUTTERFIELD & SON COM BMD0.01
20,833$947.0M0.02%
260
VSHVISHAY INTERTECHNOLOGY INC COM USD.1
40,408$937.0M0.02%
261
TRVTRAVELERS COS INC COM
7,707$936.0M0.02%
262
CMTLCOMTECH TELECOMMUN COM NPV
28,981$919.0M0.02%
263
UEOWESTLAKE CHEMICAL CORP COM USD.01
8,451$906.0M0.02%
264
CYDCHINA YUCHAI INTERNATIONAL COM USD.1
41,186$894.0M0.02%
265
WDRWADDELL&REED FINL INC -CL A CL A
49,733$892.0M0.02%
266
MCMOELIS & CO CL A COM USD.01
15,035$881.0M0.02%
267
EMNEASTMAN CHEMICAL CO COM USD.01
8,817$881.0M0.02%
268
CHRCHURCHILL DOWNS INC COM NPV
2,908$858.0M0.02%
269
TTMITTM TECHNOLOGIES INC COM NPV
47,590$839.0M0.02%
270
ENVUSDENVESTNET INC COM USD.01
15,336$837.0M0.02%
271
RGAREINSURANCE GROUP AMER INC COM USD.01
6,198$826.0M0.02%
272
EATBRINKER INTL INC COM USD.1
17,144$814.0M0.02%
273
HCAHCA HEALTHCARE INC COM USD0.01
7,944$812.0M0.02%
274
VPGVISHAY PRECISION GROUP INC COM USD.01
21,284$808.0M0.02%
275
NTT DOCOMO INC SPONS ADR
31,664$807.0M0.02%
276
TOWN SPORTS INTL HOLDINGS COM USD.001
55,115$802.0M0.02%
277
PARK ELECTROCHEMICAL CORP COM USD.1
34,640$799.0M0.02%
278
LBEURL BRANDS INC COM USD.5
21,446$791.0M0.02%
279
STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01
41,747$789.0M0.02%
280
ORTHOFIX INTERNATIONAL NV COM USD.1
13,911$785.0M0.02%
281
MFGMIZUHO FINANCIAL GROUP INC ADR
229,805$779.0M0.02%
282
UVEUNIVERSAL INSURANCE HLDGS COM USD.01
21,785$765.0M0.02%
283
QUALITY SYSTEMS INC COM USD.01
39,443$765.0M0.02%
284
HTHTHUAZHU GROUP LIMITED - ADR ADR
18,229$765.0M0.02%
285
MUFGMITSUBISHI UFJ FINANCIAL GRP ADR
135,286$764.0M0.02%
286
WTWEURWEIGHT WATCHERS INTL INC COM NVP
7,588$763.0M0.02%
287
PRFTUSDPERFICIENT INC COM USD.001
29,013$761.0M0.02%
288
HCCWARRIOR MET COAL INC COM USD0.01
27,567$759.0M0.02%
289
PC6APETROCHINA CO LTD SPONSORED ADR
9,921$757.0M0.02%
290
ALNTALLIED MOTION TECHNOLOGIES COM NPV
15,798$754.0M0.02%
291
ABJAABB LTD SPONSORED ADR
34,589$753.0M0.02%
292
GGGGRACO INC COM USD1
16,395$739.0M0.02%
293
PGTIUSDPGT INNOVATIONS INC COM USD
35,506$736.0M0.02%
294
AMATAPPLIED MATERIALS INC COM NPV
15,852$732.0M0.02%
295
GNRCGENERAC HOLDINGS INC COM USD0.01
14,181$729.0M0.02%
296
UNFIUNITED NATURAL FOODS INC COM USD.01
17,042$727.0M0.02%
297
JEFJEFFERIES FINANCIAL GRP INC COM USD1
31,569$718.0M0.02%
298
TILEINTERFACE INC COM USD.01
31,168$712.0M0.02%
299
BIGGQBIG LOTS INC COM USD.01
17,016$708.0M0.01%
300
TRHCEURTABULA RASA HEALTHCARE INC COM USD.0001
11,046$701.0M0.01%
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