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
301
WLYWILEY (JOHN) & SONS -CL A CL A COM USD1
11,211$696.0M0.01%
302
HALYARD HEALTH INC COM USD.01
11,767$670.0M0.01%
303
WGOWINNEBAGO INDUSTRIES COM USD.5
16,464$665.0M0.01%
304
WPRTWESTPORT FUEL SYSTEMS INC COM NPV
263,596$661.0M0.01%
305
CAMBIUM LEARNING GROUP INC COM USD.001
58,793$656.0M0.01%
306
NTAPNETAPP INC COM NPV
8,361$652.0M0.01%
307
RHIROBERT HALF INTL INC COM USD1
9,993$646.0M0.01%
308
CSWCSW INDUSTRIALS INC COM USD.01
12,195$641.0M0.01%
309
LUVSOUTHWEST AIRLINES COM USD1
12,589$641.0M0.01%
310
HLNEHAMILTON LANE INC CL A COM USD.001
13,428$640.0M0.01%
311
JLLJONES LANG LASALLE INC COM USD.01
3,870$640.0M0.01%
312
TXTTEXTRON INC COM USD.125
9,565$630.0M0.01%
313
EHCENCOMPASS HEALTH CORP COM USD.01
9,256$624.0M0.01%
314
RCKYROCKY BRANDS INC COM NPV
20,681$620.0M0.01%
315
TTCTORO CO COM USD1
10,252$617.0M0.01%
316
SCHN1EURSCHNITZER STEEL INDS -CL A CL A COM USD.01
18,313$617.0M0.01%
317
AIGAMERICAN INTERNATIONAL GROUP COM USD.01
11,620$616.0M0.01%
318
HCQAMN HEALTHCARE SERVICES INC COM USD.01
10,559$615.0M0.01%
319
PHGKONINKLIJKE PHILIPS NV NY SHS ADR
14,471$612.0M0.01%
320
MMM3M CO COM NPV
3,067$603.0M0.01%
321
BUSDBARNES GROUP INC COM USD1
10,310$603.0M0.01%
322
WWEUSDWORLD WRESTLING ENTMT INC CL A COM USD.01
8,270$599.0M0.01%
323
DEODIAGEO PLC SPON ADR
4,153$598.0M0.01%
324
PKGPACKAGING CORP OF AMERICA COM USD.01
5,337$597.0M0.01%
325
ANFABERCROMBIE & FITCH -CL A CL A COM USD.01
24,481$597.0M0.01%
326
RJFRAYMOND JAMES FINANCIAL CORP COM USD.01
6,582$588.0M0.01%
327
EP3ORASURE TECHNOLOGIES INC COM NPV
34,696$568.0M0.01%
328
TPBTURNING POINT BRANDS INC COM USD.01
17,781$567.0M0.01%
329
PAMTP.A.M. TRANSPORTATION SVCS COM USD.01
12,070$565.0M0.01%
330
CHINA TELECOM CORP LTD SPON ADR H SHS
12,144$564.0M0.01%
331
MGPIMGP INGREDIENTS INC COM NPV
6,347$560.0M0.01%
332
TBITRUEBLUE INC COM NPV
20,739$559.0M0.01%
333
EXLSEXLSERVICE HOLDINGS INC COM USD.001
9,920$558.0M0.01%
334
ROFKFORCE INC COM USD.01
16,338$557.0M0.01%
335
CEIXEURCONSOL ENERGY INC COM
14,341$550.0M0.01%
336
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001
28,053$548.0M0.01%
337
OMCLOMNICELL INC COM NPV
10,482$546.0M0.01%
338
BURLBURLINGTON STORES INC COM USD0.0001
3,608$541.0M0.01%
339
FOXFFOX FACTORY HOLDING CP COM USD.001
11,646$539.0M0.01%
340
NATIONAL GENERAL HOLDINGS CP COM
20,575$538.0M0.01%
341
SQMSOC QUIMICA Y MINERA DE CHI SPON ADR SER B
11,171$537.0M0.01%
342
NVRIHARSCO CORP COM USD1.25
24,360$535.0M0.01%
343
MAMASTERCARD INC CL A COM USD.0001
2,724$535.0M0.01%
344
HTDCORCEPT THERAPEUTICS INC COM USD.00001
33,922$530.0M0.01%
345
QLYSQUALYS INC COM USD0.001
6,325$529.0M0.01%
346
USPHU S PHYSICAL THERAPY INC COM USD.01
5,518$526.0M0.01%
347
MMIMARCUS & MILLICHAP INC COM USD.0001
13,550$525.0M0.01%
348
CONVERGYS CORP COM NPV
21,167$517.0M0.01%
349
QUADQUAD/GRAPHICS INC CL A COM USD.025
24,840$515.0M0.01%
350
CIMPRESS NV COM USD.001
3,569$514.0M0.01%
351
DDSDILLARDS INC -CL A CL A COM NPV
5,404$511.0M0.01%
352
YYEURYY INC -ADR ADR
5,059$508.0M0.01%
353
VALHI INC COM USD1
106,564$506.0M0.01%
354
NIJNELNET INC CL A COM USD.01
8,533$498.0M0.01%
355
JUPAI HOLDINGS LTD -ADR ADR
26,330$498.0M0.01%
356
LVSLAS VEGAS SANDS CORP COM USD.001
6,410$489.0M0.01%
357
APPTIO INC CL A COM USD.0001
13,345$480.0M0.01%
358
GOOGLALPHABET INC CL A COM USD.001
425$480.0M0.01%
359
MBUUMALIBU BOATS INC CL A COM USD.01
11,199$468.0M0.01%
360
VCVISTEON CORP COM NEW
3,614$465.0M0.01%
361
ICLRICON PLC COM EUR.06
3,446$457.0M0.01%
362
NPKNATIONAL PRESTO INDS INC COM USD1
3,696$455.0M0.01%
363
RAVEN INDUSTRIES INC COM USD1
11,836$452.0M0.01%
364
SONYSONY CORP ADR
8,827$452.0M0.01%
365
INFYINFOSYS LTD SPN ADR 1/4 SH
23,181$450.0M0.01%
366
SKYSKYLINE CHAMPION CORP COM USD.0277
12,761$447.0M0.01%
367
SLPSIMULATIONS PLUS INC COM USD.001
20,168$447.0M0.01%
368
BG STAFFING INC COM
19,184$446.0M0.01%
369
LUMINEX CORP COM USD.001
15,094$443.0M0.01%
370
JOBSUSD51JOB INC -ADR ADR
4,533$443.0M0.01%
371
MAGELLAN HEALTH INC COM NEW
4,622$442.0M0.01%
372
DENNDENNYS CORP COM USD.1
27,754$439.0M0.01%
373
COSCNO FINANCIAL GROUP INC COM NEW
23,049$437.0M0.01%
374
NEW YORK & CO INC COM USD.01
84,474$433.0M0.01%
375
UVVUNIVERSAL CORP/VA COM NPV
6,536$432.0M0.01%
376
FISFIDELITY NATIONAL INFO SVCS COM
4,071$432.0M0.01%
377
MSAMSA SAFETY INC COM NPV
4,490$430.0M0.01%
378
VACMARRIOTT VACATIONS WORLDWIDE COM USD.01
3,822$429.0M0.01%
379
ITGRINTEGER HOLDINGS CORP COM USD.001
6,650$427.0M0.01%
380
CNNECANNAE HOLDINGS INC COM
22,807$423.0M0.01%
381
FCNFTI CONSULTING INC CL A COM USD.01
6,923$419.0M0.01%
382
KFYKORN/FERRY INTERNATIONAL COM NPV
6,775$417.0M0.01%
383
NHCNATIONAL HEALTHCARE CORP COM USD.01
5,775$406.0M0.01%
384
HEIHEICO CORP COM USD.166
5,558$404.0M0.01%
385
MONOTYPE IMAGING HOLDINGS COM USD.01
19,864$401.0M0.01%
386
SXCSUNCOKE ENERGY INC COM USD.01
29,733$398.0M0.01%
387
INTELSAT SA COM USD.01
23,945$396.0M0.01%
388
WYNEURWYNDHAM DESTINATIONS INC COM USD
8,857$392.0M0.01%
389
BCPCBALCHEM CORP -CL B CL B COM USD.06
3,959$387.0M0.01%
390
HTHHILLTOP HOLDINGS INC COM USD.01
17,463$385.0M0.01%
391
TRUSTCO BANK CORP/NY COM NPV
43,145$384.0M0.01%
392
RHT1EURRED HAT INC COM USD.0001
2,836$381.0M0.01%
393
THOTHOR INDUSTRIES INC COM USD.01
3,909$379.0M0.01%
394
WATWATERS CORP COM USD.01
1,934$374.0M0.01%
395
MYEMYERS INDUSTRIES INC COM NPV
19,515$372.0M0.01%
396
CO2ACATO CORP -CL A CL A COM USD.333
15,183$372.0M0.01%
397
FCNCAFIRST CITIZENS BANCSH -CL A CL A COM USD1
913$368.0M0.01%
398
PLPCPREFORMED LINE PRODUCTS CO CAP USD2
4,110$365.0M0.01%
399
AEOAMERN EAGLE OUTFITTERS INC COM NPV
15,629$361.0M0.01%
400
WMKWEIS MARKETS INC COM NPV
6,726$358.0M0.01%
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