O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2017 Filing

Filed February 13, 2018

Portfolio Value

$4.3T

Holdings

923

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (923 positions)

#StockSharesValue% PortfolioType
201
SODASTREAM INTERNATIONAL LTD USD SHS
25,901$1.8B0.04%
202
BLDPBALLARD PWR SYS INC NEW COM
404,784$1.8B0.04%
203
HBMHUDBAY MINERALS INC COM
200,084$1.8B0.04%
204
PAHCPHIBRO ANIMAL HEALTH CORP CL A COM
52,973$1.8B0.04%
205
PLUSEPLUS INC COM
23,469$1.8B0.04%
206
CHARTER FINL CORP WEST PT GA COM
99,637$1.7B0.04%
207
HIHILLENBRAND INC COM
38,923$1.7B0.04%
208
JKHYHENRY JACK & ASSOC INC COM
14,824$1.7B0.04%
209
AANUSDAARONS INC COM PAR $0.50
43,489$1.7B0.04%
210
BTUSDBT GROUP PLC ADR
94,772$1.7B0.04%
211
CBCVR ENERGY INC COM
46,109$1.7B0.04%
212
AZNASTRAZENECA PLC SPONSORED ADR
48,746$1.7B0.04%
213
NWLINATIONAL WESTERN LIFE GROUP CL A
5,032$1.7B0.04%
214
SYBTSTOCK YARDS BANCORP INC COM
44,174$1.7B0.04%
215
IDIINTERDIGITAL INC COM
21,765$1.7B0.04%
216
UNUSDUNILEVER N V N Y SHS NEW
29,329$1.7B0.04%
217
COFCAPITAL ONE FINL CORP COM
16,457$1.6B0.04%
218
PRAHPRA HEALTH SCIENCES INC COM
17,850$1.6B0.04%
219
DSGDESCARTES SYS GROUP INC COM
56,984$1.6B0.04%
220
EVREVERCORE INC CLASS A
17,728$1.6B0.04%
221
MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR
217,627$1.6B0.04%
222
WERNWERNER ENTERPRISES INC COM
40,697$1.6B0.04%
223
GCI1EURGANNETT CO INC COM
133,942$1.6B0.04%
224
HRSEURHARRIS CORP DEL COM
10,951$1.6B0.04%
225
AMGNAMGEN INC COM
8,908$1.5B0.04%
226
HIFSHINGHAM INSTN SVGS MASS COM
7,443$1.5B0.04%
227
WTHWORTHINGTON INDS INC COM
34,679$1.5B0.04%
228
PRGSPROGRESS SOFTWARE CORP COM
35,259$1.5B0.04%
229
SWCHFSIERRA WIRELESS INC COM
72,587$1.5B0.03%
230
HFWAHERITAGE FINL CORP WASH COM
48,079$1.5B0.03%
231
AZTABROOKS AUTOMATION INC COM
61,946$1.5B0.03%
232
VOYAVOYA FINL INC COM
29,450$1.5B0.03%
233
WNCWABASH NATL CORP COM
66,903$1.5B0.03%
234
KMG CHEMICALS INC COM
21,652$1.4B0.03%
235
RJFRAYMOND JAMES FINANCIAL INC COM
15,994$1.4B0.03%
236
IWDISHARES TR RUS 1000 VAL ETF
11,332$1.4B0.03%
237
NRCNATIONAL RESH CORP CL A
37,691$1.4B0.03%
238
GAPGAP INC DEL COM
41,171$1.4B0.03%
239
MLCOMELCO RESORT ENTERTAINMENT L ADR
47,482$1.4B0.03%
240
CMECME GROUP INC COM CL A
9,416$1.4B0.03%
241
VAREURVARIAN MED SYS INC COM
12,036$1.3B0.03%
242
TSNTYSON FOODS INC CL A
16,497$1.3B0.03%
243
INGING GROEP N V SPONSORED ADR
72,262$1.3B0.03%
244
COMMERCEHUB INC COM SER A
59,890$1.3B0.03%
245
FDO.FMACY'S INC COM
51,519$1.3B0.03%
246
FIBKFIRST INTST BANCSYSTEM INC COM CL A
32,406$1.3B0.03%
247
ALIO GOLD INC COM
351,380$1.3B0.03%
248
EP3ORASURE TECHNOLOGIES INC COM
67,546$1.3B0.03%
249
KEMET CORP COM NEW
84,471$1.3B0.03%
250
IRBTQIROBOT CORP COM
16,493$1.3B0.03%
251
RMRRMR GROUP INC CL A
21,325$1.3B0.03%
252
COHUCOHU INC COM
57,572$1.3B0.03%
253
QUALITY SYS INC COM
92,729$1.3B0.03%
254
JOUTJOHNSON OUTDOORS INC CL A
20,210$1.3B0.03%
255
3M4MASIMO CORP COM
14,784$1.3B0.03%
256
WDWALKER & DUNLOP INC COM
26,134$1.2B0.03%
257
ATRIUSDATRION CORP COM
1,951$1.2B0.03%
258
SVMSILVERCORP METALS INC COM
461,736$1.2B0.03%
259
FOXFFOX FACTORY HLDG CORP COM
30,817$1.2B0.03%
260
VACMARRIOTT VACATIONS WRLDWDE C COM
8,846$1.2B0.03%
261
MOALTRIA GROUP INC COM
16,059$1.1B0.03%
262
RUSHARUSH ENTERPRISES INC CL A
21,546$1.1B0.03%
263
BIGGQBIG LOTS INC COM
18,792$1.1B0.02%
264
ZAGG INC COM
56,853$1.0B0.02%
265
APPFAPPFOLIO INC COM CL A
25,243$1.0B0.02%
266
TTCTORO CO COM
15,992$1.0B0.02%
267
MKSIMKS INSTRUMENT INC COM
11,033$1.0B0.02%
268
ASPSALTISOURCE PORTFOLIO SOLNS S REG SHS
37,226$1.0B0.02%
269
PRSUVIAD CORP COM NEW
18,697$1.0B0.02%
270
BLKBBLACKBAUD INC COM
10,909$1.0B0.02%
271
HTDCORCEPT THERAPEUTICS INC COM
56,272$1.0B0.02%
272
MBUUMALIBU BOATS INC COM CL A
34,118$1.0B0.02%
273
EBFENNIS INC COM
48,683$1.0B0.02%
274
USBUS BANCORP DEL COM NEW
18,836$1.0B0.02%
275
STLAFIAT CHRYSLER AUTOMOBILES N SHS
56,211$1.0B0.02%
276
ENZBENZO BIOCHEM INC COM
122,334$997.0M0.02%
277
WPRTWESTPORT FUEL SYSTEMS INC COM NEW
263,596$995.0M0.02%
278
RACEFERRARI N V COM
9,169$961.0M0.02%
279
HLIHOULIHAN LOKEY INC CL A
20,956$952.0M0.02%
280
ASGNON ASSIGNMENT INC COM
14,624$940.0M0.02%
281
MUMICRON TECHNOLOGY INC COM
22,847$939.0M0.02%
282
WTWEURWEIGHT WATCHERS INTL INC NEW COM
20,967$928.0M0.02%
283
KEKIMBALL ELECTRONICS INC COM
50,643$924.0M0.02%
284
MTRNMATERION CORPORATION COM
18,973$922.0M0.02%
285
TNETTRINET GROUP INC COM
20,706$918.0M0.02%
286
NVONOVO-NORDISK A S ADR
17,090$917.0M0.02%
287
SFBSSERVISFIRST BANCSHARES INC COM
22,038$915.0M0.02%
288
UNHUNITEDHEALTH GROUP INC COM
4,088$901.0M0.02%
289
BCOBRINKS CO COM
11,322$891.0M0.02%
290
CWSTCASELLA WASTE SYS INC CL A
38,477$886.0M0.02%
291
DWDMORGAN STANLEY COM NEW
16,428$862.0M0.02%
292
KAIKADANT INC COM
8,536$857.0M0.02%
293
LEUCADIA NATL CORP COM
31,908$845.0M0.02%
294
EMEEMCOR GROUP INC COM
10,261$839.0M0.02%
295
REXREX AMERICAN RESOURCES CORP COM
10,079$834.0M0.02%
296
AMKRAMKOR TECHNOLOGY INC COM
82,926$833.0M0.02%
297
IDTIDT CORP CL B
78,312$830.0M0.02%
298
HCCWARRIOR MET COAL INC COM
32,854$826.0M0.02%
299
ENVAENOVA INTL INC COM
54,042$821.0M0.02%
300
LOGILOGITECH INTL S A SHS
24,269$816.0M0.02%
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