O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2017 Filing
Filed May 11, 2017
Portfolio Value
$4.2T
Holdings
889
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (889 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | BMOBANK MONTREAL QUE COM | 82,737 | $6.2B | 0.15% | |
| 102 | GDGENERAL DYNAMICS CORP COM | 32,521 | $6.1B | 0.14% | |
| 103 | BACVERIZON COMMUNICATIONS INC COM | 119,773 | $5.8B | 0.14% | |
| 104 | SPOKSPOK HOLDINGS INC COM | 304,689 | $5.8B | 0.14% | |
| 105 | CASHMETA FINL GROUP INC COM | 65,413 | $5.8B | 0.14% | |
| 106 | CCFEURCHASE CORP COM | 60,488 | $5.8B | 0.14% | |
| 107 | WATWATERS CORP COM | 36,584 | $5.7B | 0.13% | |
| 108 | LCIILCI INDS COM | 56,800 | $5.7B | 0.13% | |
| 109 | AGXARGAN INC COM | 82,570 | $5.5B | 0.13% | |
| 110 | NAVINAVIENT CORPORATION COM | 364,026 | $5.4B | 0.13% | |
| 111 | VIABVIACOM INC NEW CL B | 115,056 | $5.4B | 0.13% | |
| 112 | WRKUSDWESTROCK CO COM | 103,057 | $5.4B | 0.13% | |
| 113 | KMBKIMBERLY CLARK CORP COM | 40,042 | $5.3B | 0.12% | |
| 114 | DALDELTA AIR LINES INC DEL COM NEW | 114,663 | $5.3B | 0.12% | |
| 115 | CINFCINCINNATI FINL CORP COM | 72,794 | $5.3B | 0.12% | |
| 116 | SSUPSUPERIOR INDS INTL INC COM | 205,549 | $5.2B | 0.12% | |
| 117 | FDPFRESH DEL MONTE PRODUCE INC ORD | 87,250 | $5.2B | 0.12% | |
| 118 | SYBTSTOCK YARDS BANCORP INC COM | 122,929 | $5.0B | 0.12% | |
| 119 | WNCWABASH NATL CORP COM | 240,182 | $5.0B | 0.12% | |
| 120 | JPMJPMORGAN CHASE & CO COM | 56,266 | $4.9B | 0.12% | |
| 121 | SYKSTRYKER CORP COM | 37,366 | $4.9B | 0.12% | |
| 122 | CDNSCADENCE DESIGN SYSTEM INC COM | 154,935 | $4.9B | 0.11% | |
| 123 | PNCPNC FINL SVCS GROUP INC COM | 39,982 | $4.8B | 0.11% | |
| 124 | BAXBAXTER INTL INC COM | 90,636 | $4.7B | 0.11% | |
| 125 | WMWASTE MGMT INC DEL COM | 64,281 | $4.7B | 0.11% | |
| 126 | NUENUCOR CORP COM | 78,452 | $4.7B | 0.11% | |
| 127 | PKXPOSCO SPONSORED ADR | 72,223 | $4.7B | 0.11% | |
| 128 | LEALEAR CORP COM NEW | 32,729 | $4.6B | 0.11% | |
| 129 | PGPROCTER AND GAMBLE CO COM | 48,908 | $4.4B | 0.10% | |
| 130 | AVYAVERY DENNISON CORP COM | 54,308 | $4.4B | 0.10% | |
| 131 | ULTAULTA BEAUTY INC COM | 15,256 | $4.4B | 0.10% | |
| 132 | ADIANALOG DEVICES INC COM | 52,003 | $4.3B | 0.10% | |
| 133 | FSVFIRSTSERVICE CORP NEW SUB VTG SH | 70,119 | $4.2B | 0.10% | |
| 134 | MOALTRIA GROUP INC COM | 58,135 | $4.2B | 0.10% | |
| 135 | URIUNITED RENTALS INC COM | 32,930 | $4.1B | 0.10% | |
| 136 | REXREX AMERICAN RESOURCES CORP COM | 43,624 | $3.9B | 0.09% | |
| 137 | ETRAE TRADE FINANCIAL CORP COM NEW | 113,027 | $3.9B | 0.09% | |
| 138 | NSPINSPERITY INC COM | 44,357 | $3.9B | 0.09% | |
| 139 | RDS/AROYAL DUTCH SHELL PLC SPONS ADR A | 73,691 | $3.9B | 0.09% | |
| 140 | DRIDARDEN RESTAURANTS INC COM | 46,265 | $3.9B | 0.09% | |
| 141 | INGRINGREDION INC COM | 31,462 | $3.8B | 0.09% | |
| 142 | PFBCPREFERRED BK LOS ANGELES CA COM NEW | 66,940 | $3.6B | 0.08% | |
| 143 | GILGILDAN ACTIVEWEAR INC COM | 131,030 | $3.5B | 0.08% | |
| 144 | GBXGREENBRIER COS INC COM | 81,304 | $3.5B | 0.08% | |
| 145 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 203,589 | $3.5B | 0.08% | |
| 146 | —INTRAWEST RESORTS HLDGS INC COM | 138,890 | $3.5B | 0.08% | |
| 147 | ASTEASTEC INDS INC COM | 55,177 | $3.4B | 0.08% | |
| 148 | CALMCAL MAINE FOODS INC COM NEW | 91,419 | $3.4B | 0.08% | |
| 149 | —PIER 1 IMPORTS INC COM | 467,926 | $3.4B | 0.08% | |
| 150 | MOSMOSAIC CO COM | 114,198 | $3.3B | 0.08% | |
| 151 | TTMITTM TECHNOLOGIES INC COM | 204,635 | $3.3B | 0.08% | |
| 152 | BACBANK AMER CORP COM | 138,391 | $3.3B | 0.08% | |
| 153 | LBAIUSDLAKELAND BANCORP INC COM | 161,754 | $3.2B | 0.07% | |
| 154 | EBAEBAY INC COM | 92,793 | $3.1B | 0.07% | |
| 155 | CUKCARNIVAL PLC ADR | 53,676 | $3.1B | 0.07% | |
| 156 | HBMHUDBAY MINERALS INC COM | 474,140 | $3.1B | 0.07% | |
| 157 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 209,202 | $3.1B | 0.07% | |
| 158 | —LYDALL INC DEL COM | 57,683 | $3.1B | 0.07% | |
| 159 | BCRUSDBARD C R INC COM | 12,415 | $3.1B | 0.07% | |
| 160 | FITBFIFTH THIRD BANCORP COM | 121,119 | $3.1B | 0.07% | |
| 161 | UBSUBS GROUP AG SHS | 191,994 | $3.1B | 0.07% | |
| 162 | AESAES CORP COM | 273,594 | $3.1B | 0.07% | |
| 163 | GSGOLDMAN SACHS GROUP INC COM | 12,968 | $3.0B | 0.07% | |
| 164 | NTTYYNIPPON TELEG TEL CORP SPONSORED ADR | 68,441 | $2.9B | 0.07% | |
| 165 | JEGBPJUST ENERGY GROUP INC COM | 463,022 | $2.9B | 0.07% | |
| 166 | OTXOPEN TEXT CORP COM | 85,456 | $2.9B | 0.07% | |
| 167 | —SPARTAN MTRS INC COM | 360,322 | $2.9B | 0.07% | |
| 168 | PGRPROGRESSIVE CORP OHIO COM | 71,689 | $2.8B | 0.07% | |
| 169 | ATSG*AIR TRANSPORT SERVICES GRP I COM | 172,573 | $2.8B | 0.07% | |
| 170 | UFSDOMTAR CORP COM | 75,100 | $2.7B | 0.06% | |
| 171 | THOTHOR INDS INC COM | 28,291 | $2.7B | 0.06% | |
| 172 | UVVUNIVERSAL CORP VA COM | 37,767 | $2.7B | 0.06% | |
| 173 | —RICHMONT MINES INC COM | 376,602 | $2.7B | 0.06% | |
| 174 | TAT&T INC COM | 63,701 | $2.6B | 0.06% | |
| 175 | —TESORO CORP COM | 32,541 | $2.6B | 0.06% | |
| 176 | PLOWDOUGLAS DYNAMICS INC COM | 83,533 | $2.6B | 0.06% | |
| 177 | —MACATAWA BK CORP COM | 257,459 | $2.5B | 0.06% | |
| 178 | —MAGELLAN HEALTH INC COM NEW | 36,746 | $2.5B | 0.06% | |
| 179 | PKGPACKAGING CORP AMER COM | 27,483 | $2.5B | 0.06% | |
| 180 | UGIUGI CORP NEW COM | 49,122 | $2.4B | 0.06% | |
| 181 | MPCMARATHON PETE CORP COM | 48,016 | $2.4B | 0.06% | |
| 182 | ROKROCKWELL AUTOMATION INC COM | 15,582 | $2.4B | 0.06% | |
| 183 | WDCWESTERN DIGITAL CORP COM | 28,992 | $2.4B | 0.06% | |
| 184 | HOUSREALOGY HLDGS CORP COM | 79,991 | $2.4B | 0.06% | |
| 185 | UTHUNITED THERAPEUTICS CORP DEL COM | 17,246 | $2.3B | 0.06% | |
| 186 | —BROOKFIELD OFFICE PPTYS CDA TR UNIT | 99,017 | $2.3B | 0.05% | |
| 187 | UVEUNIVERSAL INS HLDGS INC COM | 94,092 | $2.3B | 0.05% | |
| 188 | DDSDILLARDS INC CL A | 43,916 | $2.3B | 0.05% | |
| 189 | TSMTAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 69,753 | $2.3B | 0.05% | |
| 190 | HIFSHINGHAM INSTN SVGS MASS COM | 12,916 | $2.3B | 0.05% | |
| 191 | GRMNGARMIN LTD SHS | 44,579 | $2.3B | 0.05% | |
| 192 | TXNTEXAS INSTRS INC COM | 28,238 | $2.3B | 0.05% | |
| 193 | IDTIDT CORP CL B | 178,034 | $2.3B | 0.05% | |
| 194 | HIIHUNTINGTON INGALLS INDS INC COM | 11,305 | $2.3B | 0.05% | |
| 195 | TRQEURTURQUOISE HILL RES LTD COM | 736,782 | $2.2B | 0.05% | |
| 196 | UBNTEURUBIQUITI NETWORKS INC COM | 43,943 | $2.2B | 0.05% | |
| 197 | HCIHCI GROUP INC COM | 47,923 | $2.2B | 0.05% | |
| 198 | UPSUNITED PARCEL SERVICE INC CL B | 20,267 | $2.2B | 0.05% | |
| 199 | —CABOT MICROELECTRONICS CORP COM | 28,067 | $2.1B | 0.05% | |
| 200 | PGCPEAPACK-GLADSTONE FINL CORP COM | 71,234 | $2.1B | 0.05% |