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 |
|---|---|---|---|---|---|
| 701 | KELYAKELLY SERVICES INC -CL A CL A COM USD1 NVTG | 2,599 | $58.0M | 0.00% | |
| 702 | PDCOEURPATTERSON COMPANIES INC COM USD.01 | 2,541 | $58.0M | 0.00% | |
| 703 | CUCAAVIS BUDGET GROUP INC COM USD.01 | 1,758 | $57.0M | 0.00% | |
| 704 | RELLRICHARDSON ELECTRONICS LTD COM USD.05 | 5,813 | $57.0M | 0.00% | |
| 705 | FCAPFIRST CAPITAL INC COM USD.01 | 1,359 | $56.0M | 0.00% | |
| 706 | —OTELCO INC CL A COM USD.01 | 3,689 | $55.0M | 0.00% | |
| 707 | FLOFLOWERS FOODS INC COM USD.625 | 2,637 | $55.0M | 0.00% | |
| 708 | JASNQJASON INDUSTRIES INC COM USD.0001 | 23,491 | $54.0M | 0.00% | |
| 709 | BECNUSDBEACON ROOFING SUPPLY INC COM USD.01 | 1,249 | $53.0M | 0.00% | |
| 710 | —FTS INTERNATIONAL INC COM | 3,644 | $52.0M | 0.00% | |
| 711 | HBIOHARVARD BIOSCIENCE INC COM USD.01 | 9,592 | $51.0M | 0.00% | |
| 712 | —AMTECH SYSTEMS INC COM USD.01 | 8,189 | $50.0M | 0.00% | |
| 713 | —ENTEGRA FINANCIAL CORP COM NPV | 1,723 | $50.0M | 0.00% | |
| 714 | BAPCREDICORP LTD COM USD5 | 222 | $50.0M | 0.00% | |
| 715 | GCBCGREENE COUNTY BANCORP INC COM USD.1 | 1,481 | $50.0M | 0.00% | |
| 716 | FAFFIRST AMERICAN FINANCIAL CP COM USD.00001 | 961 | $49.0M | 0.00% | |
| 717 | —TELARIA INC COM USD.0001 | 11,881 | $48.0M | 0.00% | |
| 718 | AGXARGAN INC COM USD.06667 | 1,168 | $48.0M | 0.00% | |
| 719 | ALCOALICO INC COM USD1 | 1,487 | $47.0M | 0.00% | |
| 720 | —MAXAR TECHNOLOGIES LTD COM NPV | 899 | $45.0M | 0.00% | |
| 721 | RMCFROCKY MOUNTAIN CHOC FACT INC COM USD.001 | 3,926 | $45.0M | 0.00% | |
| 722 | —WESTELL TECH INC -CL A CL A COM USD.01 | 15,252 | $43.0M | 0.00% | |
| 723 | HANHAWAIIAN HOLDINGS INC COM USD.01 | 1,171 | $42.0M | 0.00% | |
| 724 | CRICARTER'S INC COM USD.01 | 385 | $42.0M | 0.00% | |
| 725 | —GOLDFIELD CORP COM USD.1 | 9,895 | $42.0M | 0.00% | |
| 726 | OVLYOAK VALLEY BANCORP COM | 1,780 | $41.0M | 0.00% | |
| 727 | MNDOMIND CTI LTD ORD NIS.01 | 18,899 | $41.0M | 0.00% | |
| 728 | SNNSMITH & NEPHEW PLC SPON ADR | 1,078 | $40.0M | 0.00% | |
| 729 | —DEAN FOODS CO COM USD.01 | 3,806 | $40.0M | 0.00% | |
| 730 | SANMSANMINA CORP COM USD.01 | 1,345 | $39.0M | 0.00% | |
| 731 | ENSENERSYS COM USD.01 | 506 | $38.0M | 0.00% | |
| 732 | ODCOIL DRI CORP AMERICA COM USD.1 | 878 | $37.0M | 0.00% | |
| 733 | CBZCBIZ INC COM | 1,595 | $37.0M | 0.00% | |
| 734 | —MAM SOFTWARE GROUP INC COM USD.0001 | 4,279 | $36.0M | 0.00% | |
| 735 | CSPICSP INC COM USD.01 | 3,646 | $36.0M | 0.00% | |
| 736 | PKNPERKINELMER INC COM USD1 | 479 | $35.0M | 0.00% | |
| 737 | SRTSTARTEK INC COM USD.01 | 5,369 | $34.0M | 0.00% | |
| 738 | IPHSEURINNOPHOS HOLDINGS INC COM USD.001 | 709 | $34.0M | 0.00% | |
| 739 | SSI3EURSTAGE STORES INC COM NEW | 13,756 | $33.0M | 0.00% | |
| 740 | FSFGFIRST SAVINGS FINANCIAL GP COM USD.01 | 433 | $32.0M | 0.00% | |
| 741 | —ARC DOCUMENT SOLUTIONS INC COM USD.001 | 17,808 | $32.0M | 0.00% | |
| 742 | CPHCCANTERBURY PARK HOLDING CORP COM USD.01 | 2,100 | $32.0M | 0.00% | |
| 743 | —HUDSON GLOBAL INC COM USD.001 | 18,578 | $30.0M | 0.00% | |
| 744 | —TCF FINANCIAL CORP COM USD.01 | 1,190 | $29.0M | 0.00% | |
| 745 | APTALPHA PRO TECH LTD COM USD.01 | 8,340 | $28.0M | 0.00% | |
| 746 | NVSNNOVARTIS AG SPON ADR | 355 | $27.0M | 0.00% | |
| 747 | IMGIAMGOLD CORP COM NPV | 4,629 | $27.0M | 0.00% | |
| 748 | —CBS CORP CL B COM USD.01 NVTG | 470 | $26.0M | 0.00% | |
| 749 | —HOPFED BANCORP INC COM USD.01 | 1,530 | $25.0M | 0.00% | |
| 750 | TGBTASEKO MINES LTD COM NPV | 23,400 | $25.0M | 0.00% | |
| 751 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 98 | $24.0M | 0.00% | |
| 752 | WHWYNDHAM HOTELS & RESRTS When Issued | 396 | $23.0M | 0.00% | |
| 753 | PLXSPLEXUS CORP COM USD.01 | 391 | $23.0M | 0.00% | |
| 754 | ISSCINNOVATIVE SOLTNS & SUPP INC COM USD.001 | 7,999 | $23.0M | 0.00% | |
| 755 | ITUBITAU UNIBANCO HLDG SA SP ADR REP PFD | 2,080 | $22.0M | 0.00% | |
| 756 | —CARE.COM INC COM USD.001 | 1,048 | $22.0M | 0.00% | |
| 757 | USFDUS FOODS HOLDING CORP COM USD0.01 | 565 | $21.0M | 0.00% | |
| 758 | EVOLEVOLVING SYSTEMS INC COM USD.001 | 7,113 | $20.0M | 0.00% | |
| 759 | ABEVAMBEV SA SPON ADR COM | 4,381 | $20.0M | 0.00% | |
| 760 | ABBVABBVIE INC COM USD.01 | 204 | $19.0M | 0.00% | |
| 761 | AITAPPLIED INDUSTRIAL TECH INC COM NPV | 274 | $19.0M | 0.00% | |
| 762 | MPBMID PENN BANCORP INC COM USD1 | 524 | $18.0M | 0.00% | |
| 763 | LXFRLUXFER HOLDINGS PLC ORD GBP0.50 | 1,038 | $18.0M | 0.00% | |
| 764 | NDAQNASDAQ INC COM USD.01 | 195 | $18.0M | 0.00% | |
| 765 | —VIVUS INC COM NPV | 26,027 | $18.0M | 0.00% | |
| 766 | EENI SPA SPON ADR | 476 | $18.0M | 0.00% | |
| 767 | BPBP PLC ADR | 392 | $18.0M | 0.00% | |
| 768 | LWLAMB WESTON HOLDINGS INC COM USD1 | 242 | $17.0M | 0.00% | |
| 769 | CDWCDW CORP COM USD.01 | 209 | $17.0M | 0.00% | |
| 770 | PTITELEKOMUNIKASI INDONESIA SPON ADR | 589 | $15.0M | 0.00% | |
| 771 | WCGEURWELLCARE HEALTH PLANS INC COM USD.01 | 55 | $14.0M | 0.00% | |
| 772 | KYOCYKYOCERA CORP ADR | 237 | $13.0M | 0.00% | |
| 773 | CIKCREDIT SUISSE GROUP SPON ADR | 763 | $11.0M | 0.00% | |
| 774 | —CIA BRASILEIRA DE DISTRIB SPON GDR PFD | 540 | $11.0M | 0.00% | |
| 775 | HDHOME DEPOT INC COM USD.05 | 57 | $11.0M | 0.00% | |
| 776 | SBACSBA COMMUNICATIONS CORP COM USD.01 | 64 | $11.0M | 0.00% | |
| 777 | LULULULULEMON ATHLETICA INC COM USD.01 | 77 | $10.0M | 0.00% | |
| 778 | —INTERCONTINENTAL HOTELS GRP SPON ADR | 160 | $10.0M | 0.00% | |
| 779 | DLTRDOLLAR TREE INC COM USD.01 | 101 | $9.0M | 0.00% | |
| 780 | ALSALLSTATE CORP COM USD.01 | 94 | $9.0M | 0.00% | |
| 781 | AVYAVERY DENNISON CORP COM USD1 | 81 | $8.0M | 0.00% | |
| 782 | ZTSZOETIS INC CL A COM USD.01 | 98 | $8.0M | 0.00% | |
| 783 | DGXQUEST DIAGNOSTICS INC COM NPV | 71 | $8.0M | 0.00% | |
| 784 | DPZDOMINO'S PIZZA INC COM USD.01 | 29 | $8.0M | 0.00% | |
| 785 | PCHPOTLATCHDELTIC CORP COM USD1 | 163 | $8.0M | 0.00% | |
| 786 | XHRXENIA HOTELS & RESORTS INC COM USD.01 | 328 | $8.0M | 0.00% | |
| 787 | PLDPROLOGIS INC COM USD.01 | 111 | $7.0M | 0.00% | |
| 788 | TELTE CONNECTIVITY LTD COM | 75 | $7.0M | 0.00% | |
| 789 | SNPSSYNOPSYS INC COM USD.01 | 79 | $7.0M | 0.00% | |
| 790 | CATCATERPILLAR INC COM USD1 | 44 | $6.0M | 0.00% | |
| 791 | EXREXTRA SPACE STORAGE INC COM USD.01 | 61 | $6.0M | 0.00% | |
| 792 | LPTUSDLIBERTY PROPERTY TRUST COM USD.001 | 137 | $6.0M | 0.00% | |
| 793 | PYPLPAYPAL HOLDINGS INC COM USD.0001 | 68 | $6.0M | 0.00% | |
| 794 | AMEAMETEK INC COM USD1 | 78 | $6.0M | 0.00% | |
| 795 | —PS BUSINESS PARKS COM USD.01 | 44 | $6.0M | 0.00% | |
| 796 | CUKCARNIVAL CORP/PLC (GBR) ADR | 104 | $6.0M | 0.00% | |
| 797 | AMTAMERICAN TOWER CORP COM USD0.01 | 32 | $5.0M | 0.00% | |
| 798 | HP5AEQUITY COMMONWEALTH COM USD.01 | 148 | $5.0M | 0.00% | |
| 799 | —TIER REIT INC COM USD.0001 | 191 | $5.0M | 0.00% | |
| 800 | —APARTMENT INVST & MGMT CO CL A COM USD.01 | 127 | $5.0M | 0.00% |