O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$4.3T

Holdings

892

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (892 positions)

#StockSharesValue% PortfolioType
401
MDXGMIMEDX GROUP INC COM
25,277$378.0M0.01%
402
RUTHUSDRUTHS HOSPITALITY GROUP INC COM
17,346$377.0M0.01%
403
AMEDAMEDISYS INC COM
5,970$375.0M0.01%
404
IPGINTERPUBLIC GROUP COS INC COM
15,242$375.0M0.01%
405
XINUSDXINYUAN REAL ESTATE CO LTD SPONS ADR
71,998$373.0M0.01%
406
CVGICOMMERCIAL VEH GROUP INC COM
44,025$372.0M0.01%
407
RYAMRAYONIER ADVANCED MATLS INC COM
23,581$371.0M0.01%
408
HEHAWAIIAN ELEC INDUSTRIES COM
11,457$371.0M0.01%
409
NORTEL INVERSORA S A SPON ADR PFD B
11,882$371.0M0.01%
410
KOPKOPPERS HOLDINGS INC COM
10,118$366.0M0.01%
411
MGRCMCGRATH RENTCORP COM
10,558$366.0M0.01%
412
RGAREINSURANCE GROUP AMER INC COM NEW
2,834$364.0M0.01%
413
PIPRPIPER JAFFRAY COS COM
6,063$363.0M0.01%
414
VIAVVIAVI SOLUTIONS INC COM
34,465$363.0M0.01%
415
PLCECHILDRENS PL INC COM
3,518$359.0M0.01%
416
ARGO GROUP INTL HLDGS LTD COM
5,897$357.0M0.01%
417
BOINGO WIRELESS INC COM
23,807$356.0M0.01%
418
TXTERNIUM SA SPON ADR
12,502$351.0M0.01%
419
LEGLEGGETT & PLATT INC COM
6,624$348.0M0.01%
420
EBIXEUREBIX INC COM NEW
6,452$348.0M0.01%
421
BALDWIN & LYONS INC CL B
14,202$348.0M0.01%
422
CABOCABLE ONE INC COM
490$348.0M0.01%
423
CMTCORE MOLDING TECHNOLOGIES INC COM
16,028$346.0M0.01%
424
SSTKSHUTTERSTOCK INC COM
7,727$341.0M0.01%
425
NTIPNETWORK 1 TECHNOLOGIES INC COM
81,575$340.0M0.01%
426
GOOGLALPHABET INC CL A
363$337.0M0.01%
427
AFLAFLAC INC COM
4,305$334.0M0.01%
428
NTT DOCOMO INC SPONS ADR
14,093$333.0M0.01%
429
MKTXMARKETAXESS HLDGS INC COM
1,657$333.0M0.01%
430
STONEGATE BK FT LAUDERDALE F COM
7,219$333.0M0.01%
431
CIVBCIVISTA BANCSHARES INC COM NO PAR
15,886$332.0M0.01%
432
RMCFROCKY MTN CHOCOLATE FACTORY COM PAR $0.03
27,945$330.0M0.01%
433
BANK COMM HLDGS COM
29,508$326.0M0.01%
434
CENTURY BANCORP INC MASS CL A NON VTG
5,110$325.0M0.01%
435
TMPTOMPKINS FINANCIAL CORPORATION COM
4,131$325.0M0.01%
436
NYTNEW YORK TIMES CO CL A
18,371$325.0M0.01%
437
CECOCECO ENVIRONMENTAL CORP COM
35,331$324.0M0.01%
438
RVSBRIVERVIEW BANCORP INC COM
47,989$319.0M0.01%
439
TREXTREX INC COM
4,699$318.0M0.01%
440
OMNOVA SOLUTIONS INC COM
32,560$317.0M0.01%
441
STRLSTERLING CONSTRUCTION CO INC COM
23,999$314.0M0.01%
442
EPMEVOLUTION PETROLEUM CORP COM
38,292$310.0M0.01%
443
ENVAENOVA INTL INC COM
20,845$310.0M0.01%
444
A3IAMERISAFE INC COM
5,401$308.0M0.01%
445
EVREVERCORE PARTNERS INC CLASS A
4,353$307.0M0.01%
446
KTOSKRATOS DEFENSE & SEC SOLUTIONS COM NEW
25,663$305.0M0.01%
447
TMHCTAYLOR MORRISON HOME CORP CL A
12,629$303.0M0.01%
448
BPOPPOPULAR INC COM
7,251$302.0M0.01%
449
TNETTRINET GROUP INC COM
9,231$302.0M0.01%
450
HMCHONDA MOTOR LTD AMERN SHS
10,974$301.0M0.01%
451
TELFYTELEFONICA S A SPONSORED ADR
28,637$298.0M0.01%
452
CENTACENTRAL GARDEN & PET CO CL A NON-VTG
9,845$296.0M0.01%
453
AIMCUSDALTRA INDL MOTION CORP COM
7,353$293.0M0.01%
454
LQDTLIQUIDITY SERVICES INC COM
46,108$293.0M0.01%
455
MBT FINL CORP COM
30,142$292.0M0.01%
456
LNTHLANTHEUS HLDGS INC COM
16,340$288.0M0.01%
457
ATRIUSDATRION CORP COM
446$287.0M0.01%
458
NMRNOMURA HLDGS INC SPONSORED ADR
47,364$286.0M0.01%
459
G2CEVERI HOLDINGS INC COM
39,349$286.0M0.01%
460
BLUE CAP REINS HLDGS LTD COM
15,591$285.0M0.01%
461
BSACBANCO SANTANDER CHILE NEW SP ADR REP COM
11,156$283.0M0.01%
462
PTIP T TELEKOMUNIKASI INDONESIA SPONSORED ADR
8,376$282.0M0.01%
463
QAD INC CL A
8,709$279.0M0.01%
464
MSMMSC INDL DIRECT INC CL A
3,196$275.0M0.01%
465
ROLROLLINS INC COM
6,755$275.0M0.01%
466
BRCBRADY CORP CL A
8,016$272.0M0.01%
467
FCNCAFIRST CTZNS BANCSHARES INC N C CL A
729$272.0M0.01%
468
NORTH AMERN ENERGY PARTNERS COM
61,786$272.0M0.01%
469
WBWEIBO CORP SPONSORED ADR
4,063$270.0M0.01%
470
CRVLCORVEL CORP COM
5,667$269.0M0.01%
471
MGAMAGNA INTL INC COM
5,804$269.0M0.01%
472
RMREGIONAL MGMT CORP COM
11,170$264.0M0.01%
473
AMERICAN RIVER BANKSHARES COM
18,136$263.0M0.01%
474
ENQENTEGRIS INC COM
11,947$262.0M0.01%
475
COOPER TIRE & RUBR CO COM
7,144$258.0M0.01%
476
TOWNTOWNEBANK PORTSMOUTH VA COM
8,296$256.0M0.01%
477
PWIPOWER INTEGRATIONS INC COM
3,516$256.0M0.01%
478
KELYAKELLY SVCS INC CL A
11,363$255.0M0.01%
479
CFFIC & F FINL CORP COM
5,442$255.0M0.01%
480
BURLBURLINGTON STORES INC COM
2,756$254.0M0.01%
481
NEFF CORP COM CL A
13,274$252.0M0.01%
482
UTLUNITIL CORP COM
5,149$249.0M0.01%
483
GCOGENESCO INC COM
7,267$246.0M0.01%
484
ANIKANIKA THERAPEUTICS INC COM
4,932$243.0M0.01%
485
REGIEURRENEWABLE ENERGY GROUP INC COM NEW
18,650$242.0M0.01%
486
MTNVAIL RESORTS INC COM
1,194$242.0M0.01%
487
BMTABRITISH AMERN TOB PLC SPONSORED ADR
3,500$240.0M0.01%
488
BIDSOTHEBYS COM
4,462$239.0M0.01%
489
DGICADONEGAL GROUP INC CL A
14,911$237.0M0.01%
490
SSPSCRIPPS E W CO OHIO CL A NEW
13,284$237.0M0.01%
491
OSBCOLD SECOND BANCORP INC ILL COM
20,467$236.0M0.01%
492
TFXTELEFLEX INC COM
1,128$234.0M0.01%
493
CHINA LODGING GROUP LTD SPONSORED ADR
2,882$233.0M0.01%
494
BXCBLUELINX HLDGS INC COM
21,283$232.0M0.01%
495
CP.TOCANADIAN PAC RY LTD COM
1,437$231.0M0.01%
496
HEIHEICO CORP NEW COM
3,201$230.0M0.01%
497
RSRELIANCE STEEL & ALUMINUM CO COM
3,148$229.0M0.01%
498
STCSTEWART INFORMATION SVCS CORP COM
5,034$228.0M0.01%
499
ELPCCOMPANHIA PARANAENSE ENERG COP SPON ADR PFD
30,765$226.0M0.01%
500
CBPXEURCONTINENTAL BLDG PRODS INC COM
9,659$225.0M0.01%
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