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 |
|---|---|---|---|---|---|
| 201 | —CAPELLA EDUCATION COMPANY COM | 24,753 | $2.1B | 0.05% | |
| 202 | FIBKFIRST INTST BANCSYSTEM INC COM CL A | 53,032 | $2.1B | 0.05% | |
| 203 | —SODASTREAM INTERNATIONAL LTD USD SHS | 43,352 | $2.1B | 0.05% | |
| 204 | IDIINTERDIGITAL INC COM | 24,323 | $2.1B | 0.05% | |
| 205 | SWCHFSIERRA WIRELESS INC COM | 79,119 | $2.1B | 0.05% | |
| 206 | —LSC COMMUNICATIONS INC COM | 82,643 | $2.1B | 0.05% | |
| 207 | SFBSSERVISFIRST BANCSHARES INC COM | 57,030 | $2.1B | 0.05% | |
| 208 | BWXTBWX TECHNOLOGIES INC COM | 43,234 | $2.1B | 0.05% | |
| 209 | IGTINTERNATIONAL GAME TECHNOLOG SHS USD | 86,586 | $2.1B | 0.05% | |
| 210 | CPSCOOPER STD HLDGS INC COM | 18,452 | $2.0B | 0.05% | |
| 211 | HZN1USDHORIZON GLOBAL CORP COM | 147,268 | $2.0B | 0.05% | |
| 212 | JBTJOHN BEAN TECHNOLOGIES CORP COM | 23,233 | $2.0B | 0.05% | |
| 213 | —EXACTECH INC COM | 79,226 | $2.0B | 0.05% | |
| 214 | ODPEUROFFICE DEPOT INC COM | 420,202 | $2.0B | 0.05% | |
| 215 | CMCOCOLUMBUS MCKINNON CORP N Y COM | 75,938 | $1.9B | 0.04% | |
| 216 | CIGICOLLIERS INTL GROUP INC SUB VTG SHS | 39,846 | $1.9B | 0.04% | |
| 217 | ITRNITURAN LOCATION AND CONTROL SHS | 60,780 | $1.9B | 0.04% | |
| 218 | AMGNAMGEN INC COM | 11,261 | $1.8B | 0.04% | |
| 219 | IRBTQIROBOT CORP COM | 27,866 | $1.8B | 0.04% | |
| 220 | ANGOANGIODYNAMICS INC COM | 106,149 | $1.8B | 0.04% | |
| 221 | —TIVITY HEALTH INC COM | 63,027 | $1.8B | 0.04% | |
| 222 | GRT-UCADGRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 52,233 | $1.8B | 0.04% | |
| 223 | SNPSSYNOPSYS INC COM | 25,154 | $1.8B | 0.04% | |
| 224 | AEMAGNICO EAGLE MINES LTD COM | 42,888 | $1.8B | 0.04% | |
| 225 | —ORBOTECH LTD ORD | 55,825 | $1.8B | 0.04% | |
| 226 | CCEPCOCA COLA EUROPEAN PARTNERS SHS | 44,982 | $1.7B | 0.04% | |
| 227 | MEOHMETHANEX CORP COM | 36,286 | $1.7B | 0.04% | |
| 228 | CSGSCSG SYS INTL INC COM | 44,748 | $1.7B | 0.04% | |
| 229 | NWLINATIONAL WESTERN LIFE GROUP CL A | 5,401 | $1.6B | 0.04% | |
| 230 | IIININSTEEL INDUSTRIES INC COM | 45,294 | $1.6B | 0.04% | |
| 231 | MCMOELIS & CO CL A | 42,292 | $1.6B | 0.04% | |
| 232 | A3IAMERISAFE INC COM | 25,052 | $1.6B | 0.04% | |
| 233 | KLICKULICKE & SOFFA INDS INC COM | 78,904 | $1.6B | 0.04% | |
| 234 | 4I1PHILIP MORRIS INTL INC COM | 14,100 | $1.6B | 0.04% | |
| 235 | HFWAHERITAGE FINL CORP WASH COM | 64,107 | $1.6B | 0.04% | |
| 236 | ACWIISHARES TR MSCI ACWI ETF | 23,943 | $1.5B | 0.04% | |
| 237 | RMAXRE MAX HLDGS INC CL A | 25,092 | $1.5B | 0.04% | |
| 238 | MRKMERCK & CO INC COM | 23,352 | $1.5B | 0.03% | |
| 239 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 232,524 | $1.5B | 0.03% | |
| 240 | ALBALBEMARLE CORP COM | 13,921 | $1.5B | 0.03% | |
| 241 | UNUSDUNILEVER N V N Y SHS NEW | 29,530 | $1.5B | 0.03% | |
| 242 | LOGILOGITECH INTL S A SHS | 44,973 | $1.4B | 0.03% | |
| 243 | TSEMTOWER SEMICONDUCTOR LTD SHS NEW | 61,491 | $1.4B | 0.03% | |
| 244 | SBSISOUTHSIDE BANCSHARES INC COM | 41,949 | $1.4B | 0.03% | |
| 245 | WMTWAL-MART STORES INC COM | 19,307 | $1.4B | 0.03% | |
| 246 | SNPUSDCHINA PETE & CHEM CORP SPON ADR H SHS | 17,059 | $1.4B | 0.03% | |
| 247 | UFCSUNITED FIRE GROUP INC COM | 32,450 | $1.4B | 0.03% | |
| 248 | ABJAABB LTD SPONSORED ADR | 59,060 | $1.4B | 0.03% | |
| 249 | UCBUNITED CMNTY BKS BLAIRSVLE G COM | 49,920 | $1.4B | 0.03% | |
| 250 | KWRQUAKER CHEM CORP COM | 10,479 | $1.4B | 0.03% | |
| 251 | —CU BANCORP CALIF COM | 34,721 | $1.4B | 0.03% | |
| 252 | RYAMRAYONIER ADVANCED MATLS INC COM | 100,879 | $1.4B | 0.03% | |
| 253 | ROSTROSS STORES INC COM | 20,126 | $1.3B | 0.03% | |
| 254 | ACNACCENTURE PLC IRELAND SHS CLASS A | 11,024 | $1.3B | 0.03% | |
| 255 | ACCOACCO BRANDS CORP COM | 99,493 | $1.3B | 0.03% | |
| 256 | IOSPINNOSPEC INC COM | 20,164 | $1.3B | 0.03% | |
| 257 | TSNTYSON FOODS INC CL A | 20,678 | $1.3B | 0.03% | |
| 258 | —STRAYER ED INC COM | 15,856 | $1.3B | 0.03% | |
| 259 | LMTLOCKHEED MARTIN CORP COM | 4,691 | $1.3B | 0.03% | |
| 260 | KEKIMBALL ELECTRONICS INC COM | 73,868 | $1.3B | 0.03% | |
| 261 | AAPLAPPLE INC COM | 8,653 | $1.2B | 0.03% | |
| 262 | CYDCHINA YUCHAI INTL LTD COM | 66,679 | $1.2B | 0.03% | |
| 263 | —SUPREME INDS INC CL A | 60,586 | $1.2B | 0.03% | |
| 264 | CMECME GROUP INC CL A PAR $0.01 | 10,258 | $1.2B | 0.03% | |
| 265 | FLEXFLEX LTD ORD | 72,483 | $1.2B | 0.03% | |
| 266 | MYRGMYR GROUP INC DEL COM | 29,367 | $1.2B | 0.03% | |
| 267 | VBTXVERITEX HLDGS INC COM | 42,543 | $1.2B | 0.03% | |
| 268 | HNRGHALLADOR ENERGY COMPANY COM | 145,040 | $1.2B | 0.03% | |
| 269 | —MCEWEN MINING INC COM PAR $0.10 | 381,298 | $1.2B | 0.03% | |
| 270 | CITCINTAS CORP COM | 9,146 | $1.2B | 0.03% | |
| 271 | SAIASAIA INC COM | 25,742 | $1.1B | 0.03% | |
| 272 | PRSUVIAD CORP COM NEW | 25,162 | $1.1B | 0.03% | |
| 273 | 3M4MASIMO CORP COM | 11,948 | $1.1B | 0.03% | |
| 274 | NCNACCO INDS INC CL A | 15,927 | $1.1B | 0.03% | |
| 275 | SAICSCIENCE APPLICATNS INTL CP N COM | 14,814 | $1.1B | 0.03% | |
| 276 | —COTT CORP QUE COM | 88,078 | $1.1B | 0.03% | |
| 277 | FOXFFOX FACTORY HLDG CORP COM | 37,408 | $1.1B | 0.03% | |
| 278 | USBUS BANCORP DEL COM NEW | 20,742 | $1.1B | 0.03% | |
| 279 | —KEMET CORP COM NEW | 88,283 | $1.1B | 0.02% | |
| 280 | —KMG CHEMICALS INC COM | 22,891 | $1.1B | 0.02% | |
| 281 | —STATE NATL COS INC COM | 73,211 | $1.1B | 0.02% | |
| 282 | QUADQUAD / GRAPHICS INC COM CL A | 41,168 | $1.0B | 0.02% | |
| 283 | ABMABM INDS INC COM | 23,631 | $1.0B | 0.02% | |
| 284 | MTZMASTEC INC COM | 25,531 | $1.0B | 0.02% | |
| 285 | SJMSMUCKER J M CO COM NEW | 7,709 | $1.0B | 0.02% | |
| 286 | ENZBENZO BIOCHEM INC COM | 119,681 | $1.0B | 0.02% | |
| 287 | FFORD MTR CO DEL COM PAR $0.01 | 85,736 | $998.0M | 0.02% | |
| 288 | —UNIVERSAL FST PRODS INC COM | 9,884 | $974.0M | 0.02% | |
| 289 | JT5MUELLER WTR PRODS INC COM SER A | 80,965 | $957.0M | 0.02% | |
| 290 | OSG1EUROVERSEAS SHIPHOLDING GROUP I CL A NEW | 240,743 | $929.0M | 0.02% | |
| 291 | —GLOBAL BRASS & COPPR HLDGS I COM | 26,936 | $927.0M | 0.02% | |
| 292 | NBHCNATIONAL BK HLDGS CORP CL A | 28,147 | $915.0M | 0.02% | |
| 293 | AIRAAR CORP COM | 27,137 | $913.0M | 0.02% | |
| 294 | KELYAKELLY SVCS INC CL A | 41,463 | $906.0M | 0.02% | |
| 295 | BSRRSIERRA BANCORP COM | 32,580 | $894.0M | 0.02% | |
| 296 | AMKRAMKOR TECHNOLOGY INC COM | 76,385 | $885.0M | 0.02% | |
| 297 | GABCGERMAN AMERN BANCORP INC COM | 18,646 | $883.0M | 0.02% | |
| 298 | AZTABROOKS AUTOMATION INC COM | 39,071 | $875.0M | 0.02% | |
| 299 | STMSTMICROELECTRONICS N V NY REGISTRY | 56,263 | $870.0M | 0.02% | |
| 300 | RMRRMR GROUP INC CL A | 17,008 | $842.0M | 0.02% |