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
401
WMKWEIS MARKETS INC COM NPV
6,726$358.0M0.01%
402
SCSANTANDER CONSUMER USA HLDGS COM USD.01
18,874$358.0M0.01%
403
KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01
6,037$356.0M0.01%
404
VODVODAFONE GROUP PLC SPON ADR
14,483$352.0M0.01%
405
HFCUSDHOLLYFRONTIER CORP COM USD.01
5,152$351.0M0.01%
406
REXREX AMERICAN RESOURCES CORP COM USD.01
4,333$351.0M0.01%
407
UFSDOMTAR CORP COM USD.01
7,362$351.0M0.01%
408
DLXDELUXE CORP COM USD1
5,223$346.0M0.01%
409
CAMPEURCALAMP CORP COM NPV
14,831$345.0M0.01%
410
EGRXEAGLE PHARMACEUTICALS INC COM USD.001
4,484$339.0M0.01%
411
PFEPFIZER INC COM USD.1
9,379$338.0M0.01%
412
PFIEEURPROFIRE ENERGY INC COM USD.001
99,887$338.0M0.01%
413
AXONAXON ENTERPRISE INC COM USD.00001
5,348$336.0M0.01%
414
INTRICON CORP COM USD1
8,294$334.0M0.01%
415
SEICSEI INVESTMENTS CO COM USD.01
5,345$333.0M0.01%
416
BCOBRINKS CO COM SERVICES NPV
4,197$332.0M0.01%
417
RACEFERRARI NV COM EUR.01
2,459$332.0M0.01%
418
BKIEURBLACK KNIGHT INC CL A COM USD.0001
6,223$331.0M0.01%
419
SRISTONERIDGE INC COM NPV
9,361$327.0M0.01%
420
IACIEURIAC/INTERACTIVECORP COM USD1
2,139$325.0M0.01%
421
LBTYBLIBERTY GLOBAL PLC SR C COM USD .01
12,167$324.0M0.01%
422
TGTREDEGAR CORP COM NPV
13,707$322.0M0.01%
423
GENERAL FINANCE CORP/DE COM
23,703$321.0M0.01%
424
XOMAXOMA CORP COM USD.0005
15,436$320.0M0.01%
425
IQVIQVIA HOLDINGS INC COM USD.01
3,195$319.0M0.01%
426
ENQENTEGRIS INC COM USD.01
9,459$319.0M0.01%
427
XYLXYLEM INC COM USD.01
4,735$319.0M0.01%
428
MIXTMIX TELEMATICS LTD ADR
17,956$318.0M0.01%
429
BTUPEABODY ENERGY CORP WHEN ISSUED
6,991$318.0M0.01%
430
PRIMPRIMORIS SERVICES CORP COM USD.0001
11,653$317.0M0.01%
431
AMEDAMEDISYS INC COM USD.001
3,729$316.0M0.01%
432
SIVBEURSVB FINANCIAL GROUP COM NPV
1,084$312.0M0.01%
433
BLMNBLOOMIN' BRANDS INC COM USD.01
15,544$312.0M0.01%
434
SPX FLOW INC COM USD.01
7,167$311.0M0.01%
435
ULBIULTRALIFE CORP COM USD.1
32,218$309.0M0.01%
436
BSBRBANCO SANTANDER BRASIL -ADR ADR
41,174$309.0M0.01%
437
VEEVVEEVA SYSTEMS INC CL A COM USD.00001
4,013$307.0M0.01%
438
VVISA INC CL A COM USD.0001
2,299$305.0M0.01%
439
STCSTEWART INFORMATION SERVICES COM USD1
7,061$304.0M0.01%
440
JUNIPER PHARMACEUTICALS INC COM USD.01
34,967$304.0M0.01%
441
NGVTINGEVITY CORP COM USD.01
3,744$301.0M0.01%
442
WINGWINGSTOP INC COM USD.01
5,812$301.0M0.01%
443
MLCOMELCO RESORTS & ENTERTAINMEN ADR NPV
10,658$298.0M0.01%
444
FSBWFS BANCORP INC COM USD.01
4,709$298.0M0.01%
445
VRAVERA BRADLEY INC COM NPV
21,219$298.0M0.01%
446
NTGRNETGEAR INC COM USD.001
4,757$296.0M0.01%
447
EDUCEDUCATIONAL DEVELOPMENT CORP COM USD.2
15,759$295.0M0.01%
448
MRVLMARVELL TECHNOLOGY GROUP LTD COM USD.002
13,794$295.0M0.01%
449
ULHUNIVERSAL LOGISTICS HLDGS COM
11,154$293.0M0.01%
450
KALUKAISER ALUMINUM CORP COM PAR $0.01
2,827$293.0M0.01%
451
ATHMAUTOHOME INC -ADR ADR
2,867$290.0M0.01%
452
EGYVAALCO ENERGY INC COM USD.1
105,215$287.0M0.01%
453
GAIN CAPITAL HOLDINGS INC COM USD.00001
37,994$287.0M0.01%
454
BLBDBLUE BIRD CORP COM USD0.0001
12,824$286.0M0.01%
455
HPHELMERICH & PAYNE COM USD.1
4,506$286.0M0.01%
456
SAICSCIENCE APPLICATIONS INTL CP COM USD.0001
3,523$285.0M0.01%
457
SCLSTEPAN CO COM USD1
3,637$284.0M0.01%
458
KAIKADANT INC COM USD.01
2,962$283.0M0.01%
459
VVXVECTRUS INC COM USD.01
9,122$281.0M0.01%
460
CTSCTS CORP COM NPV
7,828$280.0M0.01%
461
IWDISHARES TR RUS 1000 VAL ETF
2,303$280.0M0.01%
462
UI2KEMPER CORP/DE COM USD.1
3,722$280.0M0.01%
463
LUNA INNOVATIONS INC COM USD.001
93,637$279.0M0.01%
464
CHKPCHECK POINT SOFTWARE TECHN ORD NIS.01
2,857$279.0M0.01%
465
ECECOPETROL SA SPON ADS NPV
13,551$278.0M0.01%
466
POLYONE CORP COM USD.1
6,441$277.0M0.01%
467
CNACNA FINANCIAL CORP COM USD2.5
6,024$275.0M0.01%
468
SYNTEL INC COM NPV
8,575$273.0M0.01%
469
TSBKTIMBERLAND BANCORP INC COM USD.01
7,298$273.0M0.01%
470
NOKNOKIA CORP SPON ADR
47,064$271.0M0.01%
471
CERNCHFCERNER CORP COM USD.01
4,550$270.0M0.01%
472
K6BKBR INC COM USD.001
14,970$267.0M0.01%
473
CMECME GROUP INC CL A COM USD.01
1,620$266.0M0.01%
474
INVAINNOVIVA INC COM USD.01
19,261$266.0M0.01%
475
WPPWPP PLC ADR
3,357$264.0M0.01%
476
RDS/AROYAL DUTCH SHELL PLC ADR CL A
3,794$263.0M0.01%
477
CNTCENTURY CASINOS INC COM USD.01
29,918$262.0M0.01%
478
VSECVSE CORP COM USD.05
5,499$261.0M0.01%
479
BOOMDMC GLOBAL INC COM USD.05
5,824$260.0M0.01%
480
CFFIC&F FINANCIAL CORP COM USD1
4,162$260.0M0.01%
481
CERECOR INC COM USD.001
59,715$259.0M0.01%
482
CALCALERES INC COM USD3.75
7,530$259.0M0.01%
483
CRUSCIRRUS LOGIC INC COM NPV
6,744$258.0M0.01%
484
HBC2HSBC HLDGS PLC SPON ADR
5,477$258.0M0.01%
485
MCDMCDONALD'S CORP COM NPV
1,626$255.0M0.01%
486
STRLSTERLING CONSTRUCTION CO INC COM NPV
19,578$253.0M0.01%
487
EGANEGAIN CORP COM USD.001
16,743$253.0M0.01%
488
PBFPBF ENERGY INC CL A COM USD0.001
6,053$253.0M0.01%
489
MARLIN BUSINESS SERVICES INC COM USD.01
8,396$251.0M0.01%
490
NORTHEAST BANCORP/ME COM NPV
11,521$251.0M0.01%
491
VEDANTA LTD SPON ADR
18,380$250.0M0.01%
492
RUTHUSDRUTHS HOSPITALITY GROUP INC COM USD.01
8,901$249.0M0.01%
493
USAPUNVL STAINLESS & ALLOY PRODS COM USD.01
10,528$249.0M0.01%
494
AU OPTRONICS CORP SPONSORED ADR
58,652$248.0M0.01%
495
COMPUTER TASK GROUP INC COM USD.01
31,808$246.0M0.01%
496
MTCHEURMATCH GROUP INC COM USD.001
6,327$243.0M0.01%
497
CASSCASS INFORMATION SYSTEMS INC COM USD2.5
3,549$242.0M0.01%
498
SL2SLEEP NUMBER CORPORATION COM USD.01
8,284$240.0M0.01%
499
USNAUSANA HEALTH SCIENCES INC COM NPV
2,083$240.0M0.01%
500
DIODDIODES INC COM USD.66
6,977$239.0M0.01%
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