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 |
|---|---|---|---|---|---|
| 601 | —NCI BUILDING SYSTEMS INC COM USD.01 | 6,492 | $136.0M | 0.00% | |
| 602 | BMOBANK OF MONTREAL COM NPV | 1,758 | $136.0M | 0.00% | |
| 603 | EPMEVOLUTION PETROLEUM CORP COM USD.01 | 13,856 | $136.0M | 0.00% | |
| 604 | NTICNORTHERN TECH INTL COM USD.02 | 3,788 | $136.0M | 0.00% | |
| 605 | NLNL INDUSTRIES COM USD1.25 | 15,535 | $135.0M | 0.00% | |
| 606 | XXYCROSS COUNTRY HEALTHCARE INC COM USD.01 | 11,838 | $133.0M | 0.00% | |
| 607 | ALOTASTRONOVA INC COM USD.05 | 7,068 | $133.0M | 0.00% | |
| 608 | —MALLINCKRODT PLC ORD USD.2 | 7,058 | $132.0M | 0.00% | |
| 609 | NAIINATURAL ALTERNATIVES COM NPV | 12,974 | $132.0M | 0.00% | |
| 610 | SRJSPARTANNASH CO COM NPV | 5,120 | $131.0M | 0.00% | |
| 611 | ORRFORRSTOWN FINANCIAL SVCS INC COM USD1.25 | 5,009 | $130.0M | 0.00% | |
| 612 | MOHMOLINA HEALTHCARE INC COM USD.001 | 1,324 | $130.0M | 0.00% | |
| 613 | FNFABRINET ORD USD.01 | 3,493 | $129.0M | 0.00% | |
| 614 | SGCSUPERIOR GROUP OF COS INC COM USD1 | 6,121 | $127.0M | 0.00% | |
| 615 | USX1UNITED STATES STEEL CORP COM NPV | 3,637 | $126.0M | 0.00% | |
| 616 | RLRALPH LAUREN CORP CL A COM USD.01 | 1,000 | $125.0M | 0.00% | |
| 617 | —BALDWIN & LYONS -CL B CL B COM NPV | 5,049 | $123.0M | 0.00% | |
| 618 | PG4PRINCIPAL FINANCIAL GRP INC COM USD.01 | 2,308 | $122.0M | 0.00% | |
| 619 | MYGNMYRIAD GENETICS INC COM USD.01 | 3,269 | $121.0M | 0.00% | |
| 620 | —GCI LIBERTY INC CL A COM NPV | 2,685 | $120.0M | 0.00% | |
| 621 | HNNAHENNESSY ADVISORS INC COM NPV | 6,926 | $120.0M | 0.00% | |
| 622 | SBFGSB FINANCIAL GROUP INC COM USD2.5 | 5,773 | $117.0M | 0.00% | |
| 623 | —GAMCO INVESTORS INC CL A COM USD.001 | 4,302 | $115.0M | 0.00% | |
| 624 | MPXMARINE PRODUCTS CORP COM USD.10 | 6,329 | $113.0M | 0.00% | |
| 625 | DLAPQDELTA APPAREL INC COM USD.01 | 5,841 | $113.0M | 0.00% | |
| 626 | CPACOPA HOLDINGS SA CL A COM USD | 1,202 | $113.0M | 0.00% | |
| 627 | MHHMASTECH DIGITAL INC COM USD.01 | 6,981 | $112.0M | 0.00% | |
| 628 | UTSIUTSTARCOM HOLDINGS CORP COM USD.00125 | 27,316 | $111.0M | 0.00% | |
| 629 | CRD/BCRAWFORD & CO CL B COM NPV | 12,599 | $109.0M | 0.00% | |
| 630 | ICHRICHOR HOLDINGS LTD COM USD.0001 | 5,020 | $107.0M | 0.00% | |
| 631 | —PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | 11,594 | $107.0M | 0.00% | |
| 632 | PRAAPRA GROUP INC COM USD.001 | 2,754 | $106.0M | 0.00% | |
| 633 | MOG/AMOOG INC -CL A CL A COM USD1 | 1,365 | $106.0M | 0.00% | |
| 634 | KEQUKEWAUNEE SCIENTIFIC CORP COM USD2.5 | 2,953 | $106.0M | 0.00% | |
| 635 | FFFUTUREFUEL CORP COM USD.0001 | 7,514 | $105.0M | 0.00% | |
| 636 | UBFOUNITED SECURITY BANCSHARS CA COM NPV | 9,266 | $104.0M | 0.00% | |
| 637 | XPOXPO LOGISTICS INC COM USD.001 | 1,042 | $104.0M | 0.00% | |
| 638 | CRMTAMERICA'S CAR-MART INC COM USD.01 | 1,684 | $103.0M | 0.00% | |
| 639 | SAMGSILVERCREST ASSET MGT CL A COM USD.01 | 6,263 | $102.0M | 0.00% | |
| 640 | JECUSDJACOBS ENGINEERING GROUP INC COM NPV | 1,605 | $101.0M | 0.00% | |
| 641 | —ALASKA COMMUNICATIONS SYS GP COM USD.01 | 57,295 | $101.0M | 0.00% | |
| 642 | —FOUNDATION BLDG MRL INC COM USD0.001 | 6,505 | $100.0M | 0.00% | |
| 643 | —WOORI BANK ADR | 2,249 | $99.0M | 0.00% | |
| 644 | GOROGOLD RESOURCE CORP COM USD.001 | 14,882 | $97.0M | 0.00% | |
| 645 | ACWIISHARES TR MSCI ACWI ETF | 1,360 | $97.0M | 0.00% | |
| 646 | NSSCNAPCO SECURITY TECH INC COM USD.01 | 6,563 | $96.0M | 0.00% | |
| 647 | —XO GROUP INC COM USD.01 | 3,029 | $96.0M | 0.00% | |
| 648 | EVTCEVERTEC INC COM USD.01 | 4,335 | $95.0M | 0.00% | |
| 649 | —PREMIER FINANCIAL BANCORP COM NPV | 5,041 | $94.0M | 0.00% | |
| 650 | KNSLKINSALE CAPITAL GROUP INC COM USD0.01 | 1,719 | $94.0M | 0.00% | |
| 651 | CAKECHEESECAKE FACTORY INC COM USD.01 | 1,691 | $93.0M | 0.00% | |
| 652 | CTRNCITI TRENDS INC COM | 3,411 | $93.0M | 0.00% | |
| 653 | ZBRAZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | 650 | $93.0M | 0.00% | |
| 654 | AEGNAEGION CORP COM USD.01 | 3,601 | $93.0M | 0.00% | |
| 655 | AELUSDAMERICAN EQTY INVT LIFE HLDG COM USD1. | 2,557 | $92.0M | 0.00% | |
| 656 | TECHBIO-TECHNE CORP COM USD.01 | 626 | $92.0M | 0.00% | |
| 657 | TCSUSDCONTAINER STORE GROUP COM USD.01 | 10,843 | $91.0M | 0.00% | |
| 658 | LEE1EURLEE ENTERPRISES INC COM USD2 | 31,864 | $91.0M | 0.00% | |
| 659 | ACHOWENS & MINOR INC COM USD2 | 5,344 | $89.0M | 0.00% | |
| 660 | PRIPRIMERICA INC COM USD.01 | 895 | $89.0M | 0.00% | |
| 661 | —UNIQUE FABRICATING INC COM USD.001 | 10,167 | $89.0M | 0.00% | |
| 662 | RRXREGAL BELOIT CORP COM NPV | 1,087 | $88.0M | 0.00% | |
| 663 | CMTCORE MOLDING TECHNOLOGIES COM USD.01 | 6,076 | $87.0M | 0.00% | |
| 664 | MSBMESABI TRUST SHS BEN INT NPV | 3,484 | $85.0M | 0.00% | |
| 665 | —CENTURY BANCORP INC/MA CL A COM NPV | 1,084 | $83.0M | 0.00% | |
| 666 | TTWOTAKE-TWO INTERACTIVE SFTWR COM USD.01 | 705 | $83.0M | 0.00% | |
| 667 | PRCPGBPPERCEPTRON INC COM USD.01 | 7,881 | $83.0M | 0.00% | |
| 668 | ZIONZIONS BANCORPORATION COM NPV | 1,560 | $82.0M | 0.00% | |
| 669 | ESLTELBIT SYSTEMS LTD ORD NIS1 | 670 | $80.0M | 0.00% | |
| 670 | FSTRFOSTER (LB) CO COM USD.01 | 3,394 | $78.0M | 0.00% | |
| 671 | HALLUSDHALLMARK FINANCIAL SERVICES COM USD.03 | 7,763 | $77.0M | 0.00% | |
| 672 | WCPCPI AEROSTRUCTURES INC COM USD.001 | 7,336 | $77.0M | 0.00% | |
| 673 | OIEUROWENS-ILLINOIS INC COM USD.01 | 4,627 | $77.0M | 0.00% | |
| 674 | DAIODATA I/O CORP COM NPV | 11,815 | $75.0M | 0.00% | |
| 675 | PMDUSDPSYCHEMEDICS CORP COM USD.005 | 3,772 | $73.0M | 0.00% | |
| 676 | TXRHTEXAS ROADHOUSE INC COM USD.001 | 1,090 | $71.0M | 0.00% | |
| 677 | HMNHORACE MANN EDUCATORS CORP COM USD.001 | 1,562 | $70.0M | 0.00% | |
| 678 | ITRNITURAN LOCATION & CONTROL COM NPV | 2,312 | $70.0M | 0.00% | |
| 679 | RAILFREIGHTCAR AMERICA INC COM USD.01 | 4,162 | $70.0M | 0.00% | |
| 680 | DHXDHI GROUP INC COM USD.01 | 29,834 | $70.0M | 0.00% | |
| 681 | MLKNMILLER (HERMAN) INC COM USD.2 | 2,035 | $69.0M | 0.00% | |
| 682 | OSKOSHKOSH CORP COM USD.01 | 986 | $69.0M | 0.00% | |
| 683 | WLFCWILLIS LEASE FINANCE CORP COM NPV | 2,185 | $69.0M | 0.00% | |
| 684 | ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 478 | $68.0M | 0.00% | |
| 685 | HURCHURCO COMPANIES INC COM USD.1 | 1,525 | $68.0M | 0.00% | |
| 686 | —PCTEL INC COM USD.001 | 10,839 | $68.0M | 0.00% | |
| 687 | —FINJAN HOLDINGS INC COM | 19,647 | $67.0M | 0.00% | |
| 688 | IESCIES HOLDINGS INC COM USD.01 | 3,861 | $65.0M | 0.00% | |
| 689 | ELMDELECTROMED INC COM USD.01 | 11,945 | $65.0M | 0.00% | |
| 690 | —OPHTHOTECH CORP COM USD0.001 | 23,718 | $65.0M | 0.00% | |
| 691 | ANATUSDAMERICAN NATIONAL INSURANCE COM USD1 | 531 | $64.0M | 0.00% | |
| 692 | FDPFRESH DEL MONTE PRODUCE INC COM USD1 | 1,415 | $63.0M | 0.00% | |
| 693 | ESCAESCALADE INC COM USD1 | 4,484 | $63.0M | 0.00% | |
| 694 | OPNTEUROPIANT PHARMACEUTICALS INC COM | 4,429 | $63.0M | 0.00% | |
| 695 | CHS1USDCHICOS FAS INC COM USD.01 | 7,737 | $63.0M | 0.00% | |
| 696 | RCMTRCM TECHNOLOGIES INC COM USD.05 | 12,519 | $62.0M | 0.00% | |
| 697 | —BHP BILLITON GROUP (GBR) ADR | 1,373 | $62.0M | 0.00% | |
| 698 | —LIMESTONE BANCORP INC COM USD | 4,028 | $61.0M | 0.00% | |
| 699 | PLBCPLUMAS BANCORP COM | 2,136 | $60.0M | 0.00% | |
| 700 | ZEUSOLYMPIC STEEL INC COM NPV | 2,888 | $59.0M | 0.00% |