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
501
CIGCOMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD
93,429$224.0M0.01%
502
MUSAMURPHY USA INC COM
3,007$223.0M0.01%
503
TLYSTILLYS INC CL A
21,941$223.0M0.01%
504
ATATLANTIC PWR CORP COM NEW
92,365$222.0M0.01%
505
SIGISELECTIVE INS GROUP INC COM
4,415$221.0M0.01%
506
AANUSDAARONS INC COM PAR $0.50
5,669$221.0M0.01%
507
UFCSUNITED FIRE GROUP INC COM
4,970$219.0M0.01%
508
SAMGSILVERCREST ASSET MGMT GROUP CL A
16,106$217.0M0.01%
509
K6BKBR INC COM
13,862$211.0M0.00%
510
RGCGBPREGAL ENTMT GROUP CL A
10,324$211.0M0.00%
511
FARMERS CAP BK CORP COM
5,453$210.0M0.00%
512
EP3ORASURE TECHNOLOGIES INC COM
12,071$208.0M0.00%
513
TRUSTCO BK CORP N Y COM
26,496$205.0M0.00%
514
MNSTMONSTER BEVERAGE CORP COM
4,105$204.0M0.00%
515
SHUTTERFLY INC COM
4,258$202.0M0.00%
516
NVONOVO-NORDISK A S ADR
4,706$202.0M0.00%
517
BAPCREDICORP LTD COM
1,120$201.0M0.00%
518
CARDTRONICS PLC SHS CL A
6,112$201.0M0.00%
519
TMTOYOTA MOTOR CORP SP ADR REP2COM
1,891$199.0M0.00%
520
EXPOEXPONENT INC COM
3,395$198.0M0.00%
521
NTGRNETGEAR INC COM
4,560$197.0M0.00%
522
SONYSONY CORP SPONSORED ADR
5,127$196.0M0.00%
523
MDC1USDM D C HLDGS INC COM
5,546$196.0M0.00%
524
ROFKFORCE INC COM
10,015$196.0M0.00%
525
GISGENERAL MLS INC COM
3,518$195.0M0.00%
526
CHEMICAL FINL CORP COM
4,022$195.0M0.00%
527
INTTINTEST CORP COM
28,933$194.0M0.00%
528
DCODUCOMMUN INC DEL COM
6,154$194.0M0.00%
529
CLEAR CHANNEL OUTDOOR HLDGS CL A
39,856$193.0M0.00%
530
GGGGRACO INC COM
1,745$191.0M0.00%
531
YUME INC COM
40,389$190.0M0.00%
532
TRTOOTSIE ROLL INDS INC COM
5,312$185.0M0.00%
533
DEAN FOODS CO NEW COM
10,851$184.0M0.00%
534
NSSCNAPCO SEC TECHNOLOGIES INC COM
19,500$183.0M0.00%
535
KEPKOREA ELECTRIC PWR SPONSORED ADR
10,160$183.0M0.00%
536
GREENHILL & CO INC COM
9,051$182.0M0.00%
537
BWXTBWX TECHNOLOGIES INC COM
3,714$181.0M0.00%
538
ROCKGIBRALTAR INDS INC COM
5,019$179.0M0.00%
539
MTRNMATERION CORPORATION COM
4,761$178.0M0.00%
540
FSBWFS BANCORP INC COM
3,963$177.0M0.00%
541
BSBRBANCO SANTANDER BRASIL S A ADS REP 1 UNIT
23,339$176.0M0.00%
542
MAGICJACK VOCALTEC LTD SHS
24,490$176.0M0.00%
543
PLANET PAYMENT INC SHS
52,643$174.0M0.00%
544
INVESTMENT TECHNOLOGY GRP NEW COM
8,189$174.0M0.00%
545
CRNTCERAGON NETWORKS LTD ORD
68,398$174.0M0.00%
546
DITAMCON DISTRG CO COM NEW
1,642$172.0M0.00%
547
CNPCENTERPOINT ENERGY INC COM
6,253$171.0M0.00%
548
FFFUTUREFUEL CORPORATION COM
11,305$171.0M0.00%
549
NRIMNORTHRIM BANCORP INC COM
5,570$169.0M0.00%
550
IBCPINDEPENDENT BANK CORP MICH COM
7,718$168.0M0.00%
551
POWLPOWELL INDS INC COM
5,224$167.0M0.00%
552
DVADAVITA INC COM
2,563$166.0M0.00%
553
ULBIULTRALIFE CORP COM
23,096$166.0M0.00%
554
WGOWINNEBAGO INDS INC COM
4,689$164.0M0.00%
555
WILCWILLI G FOOD INTL LTD ORD
21,451$163.0M0.00%
556
MTDMETTLER TOLEDO INTERNATIONAL COM
277$163.0M0.00%
557
ESLTELBIT SYS LTD ORD
1,296$160.0M0.00%
558
VCVISTEON CORP COM NEW
1,556$159.0M0.00%
559
BBTUSDBB&T CORP COM
3,479$158.0M0.00%
560
MLPMAUI LD & PINEAPPLE INC COM
7,723$157.0M0.00%
561
BLKBBLACKBAUD INC COM
1,822$156.0M0.00%
562
VODVODAFONE GROUP PLC NEW SPONSORED ADR
5,416$156.0M0.00%
563
PEBKPEOPLES BANCORP N C INC COM
4,923$156.0M0.00%
564
NUSNU SKIN ENTERPRISES INC CL A
2,465$155.0M0.00%
565
ACNBACNB CORP COM
5,085$154.0M0.00%
566
RG6ROGERS CORP COM
1,411$153.0M0.00%
567
XPERI CORPORATION COM
5,122$153.0M0.00%
568
AWREAWARE INC MASS COM
29,527$152.0M0.00%
569
QUALITY SYS INC COM
8,739$150.0M0.00%
570
NINISOURCE INC COM
5,850$148.0M0.00%
571
ASGNON ASSIGNMENT INC COM
2,739$148.0M0.00%
572
GSITGSI TECHNOLOGY COM
18,597$146.0M0.00%
573
UGIUGI CORP NEW COM
3,009$146.0M0.00%
574
TOWN SPORTS INTL HLDGS INC COM
30,921$145.0M0.00%
575
GIFIGULF ISLAND FABRICATION INC COM
12,438$144.0M0.00%
576
SALMSALEM MEDIA GROUP INC CL A
20,079$143.0M0.00%
577
THFFFIRST FINL CORP IND COM
2,975$141.0M0.00%
578
WTHWORTHINGTON INDS INC COM
2,811$141.0M0.00%
579
SCHN1EURSCHNITZER STL INDS CL A
5,497$139.0M0.00%
580
SWXSOUTHWEST GAS HOLDINGS INC COM
1,890$138.0M0.00%
581
ALGALAMO GROUP INC COM
1,524$138.0M0.00%
582
LECOLINCOLN ELEC HLDGS INC COM
1,487$137.0M0.00%
583
BENEFICIAL BANCORP IN COM
9,154$137.0M0.00%
584
PCM INC COM
7,289$137.0M0.00%
585
MCDERMOTT INTL INC COM
18,900$136.0M0.00%
586
SU6SURMODICS INC COM
4,841$136.0M0.00%
587
RAILFREIGHTCAR AMER INC COM
7,784$135.0M0.00%
588
DIVERSIFIED RSTRNT HLDGS INC COM
51,923$135.0M0.00%
589
WSFSWSFS FINL CORP COM
2,960$134.0M0.00%
590
FINISAR CORP COM NEW
5,128$133.0M0.00%
591
PZENA INVESTMENT MGMT INC CLASS A
13,042$133.0M0.00%
592
HQYHEALTHEQUITY INC COM
2,627$131.0M0.00%
593
LUXFER HLDGS PLC SPONSORED ADR
10,168$130.0M0.00%
594
FFNWFIRST FINANCIAL NORTHWEST IN COM
8,016$129.0M0.00%
595
LITELUMENTUM HLDGS INC COM
2,237$128.0M0.00%
596
SQMSOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B
3,839$127.0M0.00%
597
HTLDEXPRESS INC COM
18,693$126.0M0.00%
598
CRD/BCRAWFORD & CO CL B
13,315$124.0M0.00%
599
ESNTESSENT GROUP LTD COM
3,319$123.0M0.00%
600
BWENBROADWIND ENERGY INC COM
24,294$122.0M0.00%
PreviousPage 6 of 9Next