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
501
VLGEAVILLAGE SUPER MARKET -CL A CL A COM NPV
8,120$239.0M0.01%
502
KBIAKB FINANCIAL GROUP SPON ADR
5,125$238.0M0.01%
503
SMFGSUMITOMO MITSUI FINANCIAL GR ADR
30,581$238.0M0.01%
504
IRMDIRADIMED CORP COM USD.0001
11,407$237.0M0.01%
505
MDC1USDMDC HOLDINGS INC COM USD.01
7,689$237.0M0.01%
506
ROLROLLINS INC COM USD1
4,502$236.0M0.00%
507
NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001
18,428$235.0M0.00%
508
EIGEMPLOYERS HOLDINGS INC COM USD.01
5,765$232.0M0.00%
509
WEYSWEYCO GROUP INC COM USD1
6,354$231.0M0.00%
510
TLYSTILLY'S INC CL A COM NPV
15,198$230.0M0.00%
511
NRIMNORTHRIM BANCORP INC COM USD1
5,809$230.0M0.00%
512
UTMUTAH MEDICAL PRODUCTS INC COM USD.01
2,084$228.0M0.00%
513
AVDLAVADEL PHARMACEUTICALS -ADR SPON ADR
37,067$227.0M0.00%
514
MOVMOVADO GROUP INC COM USD.01
4,653$225.0M0.00%
515
RVSBRIVERVIEW BANCORP INC COM USD1
26,604$225.0M0.00%
516
GMEDGLOBUS MEDICAL INC CL A COM USD.001
4,471$224.0M0.00%
517
CLRUSDCONTINENTAL RESOURCES INC COM USD.01
3,436$222.0M0.00%
518
NLSUSDNAUTILUS INC COM NPV
13,905$218.0M0.00%
519
OSPNONESPAN INC COM USD.001
11,127$217.0M0.00%
520
LOGILOGITECH INTERNATIONAL SA ORD
4,950$217.0M0.00%
521
CTMXCYTOMX THERAPEUTICS INC COM USD.00001
9,570$217.0M0.00%
522
HNRGHALLADOR ENERGY CO COM NPV
30,351$217.0M0.00%
523
WKWORKIVA INC CL A COM USD.001
8,933$216.0M0.00%
524
TROWPRICE (T. ROWE) GROUP COM USD.2
1,840$214.0M0.00%
525
G2CEVERI HOLDINGS INC COM USD.001
29,816$213.0M0.00%
526
COLMCOLUMBIA SPORTSWEAR CO COM NPV
2,346$213.0M0.00%
527
GKDGRAND CANYON EDUCATION INC COM USD.01
1,916$212.0M0.00%
528
SEACOR HOLDINGS INC COM USD.01
3,733$212.0M0.00%
529
PRGX GLOBAL INC COM USD.01
21,816$212.0M0.00%
530
TACTTRANSACT TECHNOLOGIES INC COM USD.01
16,932$212.0M0.00%
531
ALLIANCE ONE INTL INC COM USD10
13,384$212.0M0.00%
532
SONIC CORP COM USD.01
6,174$211.0M0.00%
533
WITWIPRO LTD SPON ADR
44,064$211.0M0.00%
534
NSYNICE LTD SPON ADR
2,028$210.0M0.00%
535
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001
18,623$208.0M0.00%
536
OPYOPPENHEIMER HOLDINGS INC CL A COM NPV
7,398$207.0M0.00%
537
TSEMTOWER SEMICONDUCTOR LTD ORD NIS1
9,390$207.0M0.00%
538
FHIFEDERATED INVESTORS INC CL B COM NPV
8,860$206.0M0.00%
539
SHUTTERFLY INC COM USD.0001
2,300$206.0M0.00%
540
FBL FINANCIAL GROUP INC-CL A CL A COM NPV
2,603$205.0M0.00%
541
BGCPEURBGC PARTNERS INC CL A COM USD.01
18,042$203.0M0.00%
542
QDELUSDQUIDEL CORP COM NPV
3,020$200.0M0.00%
543
MTARCELORMITTAL CL A ADR
6,904$199.0M0.00%
544
RFILR F INDUSTRIES LTD COM USD.01
27,248$198.0M0.00%
545
PEBKPEOPLES BANCORP NC INC COM NPV
6,197$198.0M0.00%
546
NEONEOGENOMICS INC COM USD.001
15,142$197.0M0.00%
547
BOOTBOOT BARN HOLDINGS INC COM USD.001
9,432$196.0M0.00%
548
ASMLASML HOLDING NV ADR NY SHS
989$196.0M0.00%
549
TXM1TRAVELZOO COM USD.01
11,438$196.0M0.00%
550
KEMET CORP COM USD.01
8,098$195.0M0.00%
551
PNCPNC FINANCIAL SVCS GROUP INC COM USD5
1,422$192.0M0.00%
552
MBT FINANCIAL CORP COM NPV
17,931$191.0M0.00%
553
TESSCO TECHNOLOGIES INC COM USD.01
10,988$190.0M0.00%
554
PARRPAR PACIFIC HOLDINGS INC COM USD.001
10,843$188.0M0.00%
555
NVECNVE CORP COM USD.01
1,534$185.0M0.00%
556
HHYATT HOTELS CORP CL A COM USD0.01
2,391$184.0M0.00%
557
DGICADONEGAL GROUP INC CL A
13,541$184.0M0.00%
558
BKEBUCKLE INC COM USD.05
6,849$184.0M0.00%
559
CPRTCOPART INC COM NPV
3,232$182.0M0.00%
560
DRIDARDEN RESTAURANTS INC COM NPV
1,706$182.0M0.00%
561
MORNMORNINGSTAR INC COM
1,407$180.0M0.00%
562
LAKELAKELAND INDUSTRIES INC COM USD1
12,733$180.0M0.00%
563
ATRAPTARGROUP INC COM USD.01
1,921$179.0M0.00%
564
PLANTRONICS INC COM USD.01
2,371$179.0M0.00%
565
OSG1EUROVERSEAS SHIPHOLDING GROUP CL A COM USD0.01
45,560$177.0M0.00%
566
PARPAR TECHNOLOGY CORP COM USD.02
9,956$176.0M0.00%
567
CLGXCORELOGIC INC COM USD1
3,290$170.0M0.00%
568
STERIS PLC COM NPV
1,611$168.0M0.00%
569
INTTINTEST CORP COM USD.01
22,690$166.0M0.00%
570
PRSUVIAD CORP COM
3,046$164.0M0.00%
571
ANIKANIKA THERAPEUTICS INC COM USD.01
5,177$164.0M0.00%
572
MTDMETTLER-TOLEDO INTL INC COM USD.01
284$164.0M0.00%
573
MCRIMONARCH CASINO & RESORT INC COM USD.01
3,700$162.0M0.00%
574
AEUSDADAMS RESOURCES & ENERGY INC COM USD.1
3,735$161.0M0.00%
575
PTCPTC INC COM USD.01
1,707$160.0M0.00%
576
RYAMRAYONIER ADVANCED MATERIALS COM USD.01
9,190$157.0M0.00%
577
FLRFLUOR CORP COM USD.625
3,215$156.0M0.00%
578
BENFRANKLIN RESOURCES INC COM USD.1
4,796$153.0M0.00%
579
HRBBLOCK H & R INC COM NPV
6,723$153.0M0.00%
580
EQNREQUINOR ASA SPONSORED ADR
5,767$152.0M0.00%
581
FNHCUSDFEDNAT HOLDING COMPANY COM USD.01
6,605$152.0M0.00%
582
AEISADVANCED ENERGY INDS INC COM USD.001
2,618$151.0M0.00%
583
APAMARTISAN PARTNERS ASSET MGMT CL A COM USD.01
5,029$151.0M0.00%
584
FLIRFLIR SYSTEMS INC COM USD.01
2,878$149.0M0.00%
585
EFSCENTERPRISE FINL SERVICES CP COM USD.01
2,766$148.0M0.00%
586
FORFORESTAR GROUP INC COM USD1
7,204$148.0M0.00%
587
ACXIOM CORP COM USD.1
4,967$148.0M0.00%
588
FFNWFIRST FINANCIAL NORTHWEST COM USD.01
7,607$148.0M0.00%
589
CABOCABLE ONE INC COM USD.01
200$146.0M0.00%
590
RYIRYERSON HOLDING CORP COM USD.01
13,136$146.0M0.00%
591
TRONC INC COM USD.01
8,469$146.0M0.00%
592
ACCOACCO BRANDS CORP COM
10,506$146.0M0.00%
593
CHMGCHEMUNG FINANCIAL CORP COM USD.01
2,890$145.0M0.00%
594
HOFTHOOKER FURNITURE CORP COM NPV
3,080$144.0M0.00%
595
NWFLNORWOOD FINANCIAL CORP COM USD.1
3,984$144.0M0.00%
596
PSOPEARSON PLC SPON ADR
12,338$143.0M0.00%
597
SCSCSCANSOURCE INC COM NPV
3,539$143.0M0.00%
598
THGHANOVER INSURANCE GROUP INC COM USD.01
1,183$141.0M0.00%
599
BLKCHFBLACKROCK INC COM USD.01
282$141.0M0.00%
600
USLMU S LIME & MINERALS COM USD.1
1,685$141.0M0.00%
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