O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2018 Filing

Filed May 8, 2018

Portfolio Value

$4.6T

Holdings

914

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (914 positions)

#StockSharesValue% PortfolioType
201
EBFENNIS INC COM USD2.5
82,801$1.6B0.04%
202
GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV
55,798$1.6B0.04%
203
STAMPS.COM INC COM USD.001
7,980$1.6B0.04%
204
HLIHOULIHAN LOKEY INC CL A COM USD.001
35,605$1.6B0.03%
205
KLICKULICKE & SOFFA INDUSTRIES COM NPV
63,445$1.6B0.03%
206
IOUSDION GEOPHYSICAL CORP COM USD.01
57,060$1.5B0.03%
207
VAREURVARIAN MEDICAL SYSTEMS INC COM USD1
12,337$1.5B0.03%
208
AMGNAMGEN INC COM NPV
8,850$1.5B0.03%
209
CYDCHINA YUCHAI INTERNATIONAL COM USD.1
71,127$1.5B0.03%
210
PRAHPRA HEALTH SCIENCES INC COM USD.01
17,430$1.4B0.03%
211
IXORIX CORP SPONSORED ADR
16,060$1.4B0.03%
212
BLDPBALLARD POWER SYSTEMS INC COM NPV
404,784$1.4B0.03%
213
RUSHARUSH ENTERPRISES INC CL A COM USD.01
33,646$1.4B0.03%
214
WDWALKER & DUNLOP INC COM USD 0.01
23,501$1.4B0.03%
215
CMICUMMINS INC COM USD2.5
8,561$1.4B0.03%
216
RJFRAYMOND JAMES FINANCIAL CORP COM USD.01
15,476$1.4B0.03%
217
WTHWORTHINGTON INDUSTRIES COM NPV
32,136$1.4B0.03%
218
ODFLOLD DOMINION FREIGHT COM USD.1
9,353$1.4B0.03%
219
FNFFIDELITY NATL FINL FNF GROUP COM USD.0001
34,346$1.4B0.03%
220
VONAGE HOLDINGS CORP COM USD.001
126,043$1.3B0.03%
221
IDIINTERDIGITAL INC COM USD.01
18,135$1.3B0.03%
222
SNPSSYNOPSYS INC COM USD.01
16,015$1.3B0.03%
223
COHUCOHU INC COM USD1
57,475$1.3B0.03%
224
MTRNMATERION CORP COM USD1
25,243$1.3B0.03%
225
OXMOXFORD INDUSTRIES INC COM USD1
17,055$1.3B0.03%
226
QNSTQUINSTREET INC COM USD.001
98,011$1.3B0.03%
227
ATRIUSDATRION CORP COM USD1
1,915$1.2B0.03%
228
AMKRAMKOR TECHNOLOGY INC COM USD.001
119,235$1.2B0.03%
229
HAEHAEMONETICS CORP COM USD.01
16,372$1.2B0.03%
230
INGING GROEP NV SPON ADR
70,455$1.2B0.03%
231
MUFGMITSUBISHI UFJ FINANCIAL GRP ADR
179,032$1.2B0.03%
232
EFTTECHTARGET INC COM USD.001
59,239$1.2B0.03%
233
VACMARRIOTT VACATIONS WORLDWIDE COM USD.01
8,809$1.2B0.03%
234
TSNTYSON FOODS INC -CL A CL A COM USD.1
15,622$1.1B0.03%
235
MBUUMALIBU BOATS INC CL A COM USD.01
34,071$1.1B0.02%
236
RACEFERRARI NV COM EUR.01
9,256$1.1B0.02%
237
JOUTJOHNSON OUTDOORS INC -CL A CL A COM USD.05
17,976$1.1B0.02%
238
BLKBBLACKBAUD INC COM
10,896$1.1B0.02%
239
PG4PRINCIPAL FINANCIAL GRP INC COM USD.01
17,946$1.1B0.02%
240
CAJPYCANON INC ADR
29,938$1.1B0.02%
241
BOTTOMLINE TECHNOLOGIES INC COM USD.001
28,115$1.1B0.02%
242
WTWEURWEIGHT WATCHERS INTL INC COM NVP
16,936$1.1B0.02%
243
TRVTRAVELERS COS INC COM
7,707$1.1B0.02%
244
NVONOVO NORDISK A/S ADR
21,565$1.1B0.02%
245
NRCNATIONAL RESEARCH CORP CL A COM USD.001
35,958$1.1B0.02%
246
FDO.FMACY'S INC COM NPV
34,934$1.0B0.02%
247
TNETTRINET GROUP INC COM USD.000025
22,379$1.0B0.02%
248
APPFAPPFOLIO INC CL A COM USD.0001
25,127$1.0B0.02%
249
PLCECHILDRENS PLACE INC COM USD.1
7,467$1.0B0.02%
250
CMTLCOMTECH TELECOMMUN COM NPV
33,525$1.0B0.02%
251
BXCBLUELINX HOLDINGS INC COM USD.01
30,655$999.0M0.02%
252
EBSEMERGENT BIOSOLUTIONS INC COM USD.01
18,934$997.0M0.02%
253
CWSTCASELLA WASTE SYS INC -CL A CL A COM USD.01
41,932$980.0M0.02%
254
TTCTORO CO COM USD1
15,517$969.0M0.02%
255
IPGINTERPUBLIC GROUP OF COS COM USD.1
41,993$967.0M0.02%
256
VRSUSDVERSO CORP CL A COM USD.01
55,662$937.0M0.02%
257
DECKDECKERS OUTDOOR CORP COM USD.01
10,313$929.0M0.02%
258
HCCWARRIOR MET COAL INC COM USD0.01
33,037$925.0M0.02%
259
HEIHEICO CORP COM USD.166
10,397$903.0M0.02%
260
ENVUSDENVESTNET INC COM USD.01
15,721$901.0M0.02%
261
ENVAENOVA INTERNATIONAL INC COM USD0.00001
40,795$900.0M0.02%
262
MLCOMELCO RESORTS & ENTERTAINMEN ADR NPV
31,014$899.0M0.02%
263
PROVIDENCE SERVICE CORP CL A COM USD.001
12,909$893.0M0.02%
264
CUKCARNIVAL CORP/PLC (GBR) ADR
13,495$884.0M0.02%
265
CNACNA FINANCIAL CORP COM USD2.5
17,531$865.0M0.02%
266
PLUSEPLUS INC COM USD.01
11,137$865.0M0.02%
267
DALDELTA AIR LINES INC COM USD.0001
15,718$862.0M0.02%
268
EP3ORASURE TECHNOLOGIES INC COM NPV
49,984$844.0M0.02%
269
LGNDLIGAND PHARMACEUTICAL INC COM USD.001
5,101$843.0M0.02%
270
USA TRUCK INC COM USD.01
32,909$839.0M0.02%
271
SINOPEC SHANGHAI PETROCHEM SPON ADR
13,327$817.0M0.02%
272
ORTHOFIX INTERNATIONAL NV COM USD.1
13,862$815.0M0.02%
273
NMRNOMURA HOLDINGS INC SPONSORED ADR
139,335$815.0M0.02%
274
CROXCROCS INC COM USD.001
50,050$813.0M0.02%
275
ABJAABB LTD SPONSORED ADR
34,172$811.0M0.02%
276
BIGGQBIG LOTS INC COM USD.01
18,630$811.0M0.02%
277
KAIKADANT INC COM USD.01
8,477$801.0M0.02%
278
WDRWADDELL&REED FINL INC -CL A CL A
39,572$800.0M0.02%
279
UEOWESTLAKE CHEMICAL CORP COM USD.01
7,191$799.0M0.02%
280
CCFEURCHASE CORP COM USD.1
6,851$798.0M0.02%
281
AEISADVANCED ENERGY INDS INC COM USD.001
12,437$795.0M0.02%
282
CHARTER FINANCIAL CORP/MD COM USD.01
38,661$788.0M0.02%
283
TILEINTERFACE INC COM USD.01
31,057$783.0M0.02%
284
FOXFFOX FACTORY HOLDING CP COM USD.001
22,251$777.0M0.02%
285
LBEURL BRANDS INC COM USD.5
19,991$764.0M0.02%
286
QUALITY SYSTEMS INC COM USD.01
55,002$751.0M0.02%
287
BOINGO WIRELESS INC COM USD.0001
30,245$749.0M0.02%
288
GGGGRACO INC COM USD1
16,279$744.0M0.02%
289
ENQENTEGRIS INC COM USD.01
21,191$737.0M0.02%
290
AZPNUSDASPEN TECHNOLOGY INC COM USD.1
9,326$736.0M0.02%
291
BCOBRINKS CO COM SERVICES NPV
10,194$727.0M0.02%
292
LEUCADIA NATIONAL CORP COM USD1
31,918$725.0M0.02%
293
QUADQUAD/GRAPHICS INC CL A COM USD.025
28,437$721.0M0.02%
294
LUVSOUTHWEST AIRLINES COM USD1
12,550$719.0M0.02%
295
MSAMSA SAFETY INC COM NPV
8,639$719.0M0.02%
296
UNFIUNITED NATURAL FOODS INC COM USD.01
16,462$707.0M0.02%
297
HTDCORCEPT THERAPEUTICS INC COM USD.00001
42,917$706.0M0.02%
298
CHINA LODGING GROUP LTD -ADR ADR
5,363$706.0M0.02%
299
CHRCHURCHILL DOWNS INC COM NPV
2,880$703.0M0.02%
300
MMM3M CO COM NPV
3,156$693.0M0.02%
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