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 |
|---|---|---|---|---|---|
| 401 | SCLSTEPAN CO COM | 4,561 | $359.0M | 0.01% | |
| 402 | SIXEURSIX FLAGS ENTMT CORP NEW COM | 6,039 | $359.0M | 0.01% | |
| 403 | RGAREINSURANCE GROUP AMER INC COM NEW | 2,811 | $357.0M | 0.01% | |
| 404 | LEGLEGGETT & PLATT INC COM | 7,081 | $356.0M | 0.01% | |
| 405 | SWXSOUTHWEST GAS HOLDINGS INC COM | 4,284 | $355.0M | 0.01% | |
| 406 | MGRCMCGRATH RENTCORP COM | 10,558 | $354.0M | 0.01% | |
| 407 | —OMNOVA SOLUTIONS INC COM | 35,623 | $353.0M | 0.01% | |
| 408 | JOUTJOHNSON OUTDOORS INC CL A | 9,652 | $352.0M | 0.01% | |
| 409 | WDRWADDELL & REED FINL INC CL A | 20,699 | $352.0M | 0.01% | |
| 410 | BURLBURLINGTON STORES INC COM | 3,607 | $351.0M | 0.01% | |
| 411 | SF9SANDERSON FARMS INC COM | 3,355 | $348.0M | 0.01% | |
| 412 | TREXTREX INC COM | 4,975 | $345.0M | 0.01% | |
| 413 | EVREVERCORE PARTNERS INC CLASS A | 4,419 | $344.0M | 0.01% | |
| 414 | CNSCOHEN & STEERS INC COM | 8,583 | $343.0M | 0.01% | |
| 415 | CLSEURCELESTICA INC SUB VTG SHS | 23,004 | $334.0M | 0.01% | |
| 416 | ROFKFORCE INC COM | 13,966 | $332.0M | 0.01% | |
| 417 | —BLUE CAP REINS HLDGS LTD COM | 17,167 | $331.0M | 0.01% | |
| 418 | MRCYMERCURY SYS INC COM | 8,436 | $329.0M | 0.01% | |
| 419 | —COOPER TIRE & RUBR CO COM | 7,382 | $327.0M | 0.01% | |
| 420 | SPUSDSP PLUS CORPORATION COM | 9,633 | $325.0M | 0.01% | |
| 421 | KTOSKRATOS DEFENSE & SEC SOLUTIONS COM NEW | 41,668 | $324.0M | 0.01% | |
| 422 | —MONSANTO CO NEW COM | 2,854 | $323.0M | 0.01% | |
| 423 | WDWALKER & DUNLOP INC COM | 7,733 | $322.0M | 0.01% | |
| 424 | MSMMSC INDL DIRECT INC CL A | 3,131 | $322.0M | 0.01% | |
| 425 | TERTERADYNE INC COM | 10,239 | $318.0M | 0.01% | |
| 426 | SIGISELECTIVE INS GROUP INC COM | 6,722 | $317.0M | 0.01% | |
| 427 | —CHANGYOU COM LTD ADS REP CL A | 11,301 | $317.0M | 0.01% | |
| 428 | CRNTCERAGON NETWORKS LTD ORD | 97,090 | $317.0M | 0.01% | |
| 429 | AFLAFLAC INC COM | 4,305 | $312.0M | 0.01% | |
| 430 | IPGINTERPUBLIC GROUP COS INC COM | 12,581 | $309.0M | 0.01% | |
| 431 | CVGICOMMERCIAL VEH GROUP INC COM | 45,636 | $309.0M | 0.01% | |
| 432 | CIVBCIVISTA BANCSHARES INC COM NO PAR | 13,923 | $309.0M | 0.01% | |
| 433 | EPMEVOLUTION PETROLEUM CORP COM | 38,292 | $306.0M | 0.01% | |
| 434 | —CARDTRONICS PLC SHS CL A | 6,439 | $301.0M | 0.01% | |
| 435 | —NORTH AMERN ENERGY PARTNERS COM | 60,592 | $300.0M | 0.01% | |
| 436 | KBIAKB FINANCIAL GROUP INC SPONSORED ADR | 6,816 | $300.0M | 0.01% | |
| 437 | GGGGRACO INC COM | 3,190 | $300.0M | 0.01% | |
| 438 | NINISOURCE INC COM | 12,626 | $300.0M | 0.01% | |
| 439 | CHMGCHEMUNG FINL CORP COM | 7,584 | $299.0M | 0.01% | |
| 440 | BPOPPOPULAR INC COM | 7,251 | $295.0M | 0.01% | |
| 441 | —SWIFT TRANSN CO CL A | 14,116 | $290.0M | 0.01% | |
| 442 | ZEUSOLYMPIC STEEL INC COM | 15,557 | $289.0M | 0.01% | |
| 443 | —CENTURY BANCORP INC MASS CL A NON VTG | 4,740 | $288.0M | 0.01% | |
| 444 | COHRII VI INC COM | 7,976 | $288.0M | 0.01% | |
| 445 | AIMCUSDALTRA INDL MOTION CORP COM | 7,353 | $286.0M | 0.01% | |
| 446 | RVSBRIVERVIEW BANCORP INC COM | 40,027 | $286.0M | 0.01% | |
| 447 | THFFFIRST FINL CORP IND COM | 6,012 | $286.0M | 0.01% | |
| 448 | TOWNTOWNEBANK PORTSMOUTH VA COM | 8,795 | $285.0M | 0.01% | |
| 449 | NTGRNETGEAR INC COM | 5,719 | $283.0M | 0.01% | |
| 450 | MZTILANCASTER COLONY CORP COM | 2,192 | $282.0M | 0.01% | |
| 451 | WBWEIBO CORP SPONSORED ADR | 5,408 | $282.0M | 0.01% | |
| 452 | EXPOEXPONENT INC COM | 4,717 | $281.0M | 0.01% | |
| 453 | WDFCWD-40 CO COM | 2,566 | $280.0M | 0.01% | |
| 454 | NMRNOMURA HLDGS INC SPONSORED ADR | 44,668 | $280.0M | 0.01% | |
| 455 | PLUSEPLUS INC COM | 2,071 | $279.0M | 0.01% | |
| 456 | J2AWILLDAN GROUP INC COM | 8,437 | $272.0M | 0.01% | |
| 457 | FCNCAFIRST CTZNS BANCSHARES INC N C CL A | 807 | $271.0M | 0.01% | |
| 458 | WSFSWSFS FINL CORP COM | 5,867 | $270.0M | 0.01% | |
| 459 | FUODOLBY LABORATORIES INC COM | 5,124 | $269.0M | 0.01% | |
| 460 | HMCHONDA MOTOR LTD AMERN SHS | 8,899 | $269.0M | 0.01% | |
| 461 | NTIPNETWORK 1 TECHNOLOGIES INC COM | 56,473 | $269.0M | 0.01% | |
| 462 | NKSHNATIONAL BANKSHARES INC VA COM | 7,161 | $269.0M | 0.01% | |
| 463 | CRVLCORVEL CORP COM | 6,172 | $268.0M | 0.01% | |
| 464 | —SHUTTERFLY INC COM | 5,512 | $266.0M | 0.01% | |
| 465 | JRVRJAMES RIV GROUP LTD COM | 6,214 | $266.0M | 0.01% | |
| 466 | BAPCREDICORP LTD COM | 1,609 | $263.0M | 0.01% | |
| 467 | CBPXEURCONTINENTAL BLDG PRODS INC COM | 10,720 | $263.0M | 0.01% | |
| 468 | —BANK COMM HLDGS COM | 24,396 | $261.0M | 0.01% | |
| 469 | CNSLEURCONSOLIDATED COMM HLDGS INC COM | 10,978 | $257.0M | 0.01% | |
| 470 | FULFULLER H B CO COM | 4,955 | $255.0M | 0.01% | |
| 471 | TELFYTELEFONICA S A SPONSORED ADR | 22,482 | $252.0M | 0.01% | |
| 472 | —INVESTMENT TECHNOLOGY GRP NEW COM | 12,404 | $251.0M | 0.01% | |
| 473 | POWLPOWELL INDS INC COM | 7,223 | $249.0M | 0.01% | |
| 474 | GCOGENESCO INC COM | 4,484 | $249.0M | 0.01% | |
| 475 | CNPCENTERPOINT ENERGY INC COM | 8,995 | $248.0M | 0.01% | |
| 476 | HEHAWAIIAN ELEC INDUSTRIES COM | 7,421 | $247.0M | 0.01% | |
| 477 | DGICADONEGAL GROUP INC CL A | 14,029 | $247.0M | 0.01% | |
| 478 | —FINISAR CORP COM NEW | 8,977 | $245.0M | 0.01% | |
| 479 | CFFIC & F FINL CORP COM | 5,260 | $244.0M | 0.01% | |
| 480 | ADBEADOBE SYS INC COM | 1,878 | $244.0M | 0.01% | |
| 481 | —QAD INC CL A | 8,709 | $243.0M | 0.01% | |
| 482 | —SHILOH INDS INC COM | 17,822 | $243.0M | 0.01% | |
| 483 | HTLDEXPRESS INC COM | 26,592 | $242.0M | 0.01% | |
| 484 | MFGMIZUHO FINL GROUP INC SPONSORED ADR | 65,192 | $241.0M | 0.01% | |
| 485 | VLGEAVILLAGE SUPER MKT INC CL A NEW | 8,965 | $238.0M | 0.01% | |
| 486 | —NCI BUILDING SYS INC COM NEW | 13,617 | $234.0M | 0.01% | |
| 487 | RGCGBPREGAL ENTMT GROUP CL A | 10,324 | $233.0M | 0.01% | |
| 488 | FRMEFIRST MERCHANTS CORP COM | 5,929 | $233.0M | 0.01% | |
| 489 | BMTABRITISH AMERN TOB PLC SPONSORED ADR | 3,494 | $232.0M | 0.01% | |
| 490 | —AMERICAN RIVER BANKSHARES COM | 15,585 | $231.0M | 0.01% | |
| 491 | PWIPOWER INTEGRATIONS INC COM | 3,516 | $231.0M | 0.01% | |
| 492 | ENVAENOVA INTL INC COM | 15,481 | $230.0M | 0.01% | |
| 493 | TLYSTILLYS INC CL A | 25,442 | $229.0M | 0.01% | |
| 494 | BBTUSDBB&T CORP COM | 5,027 | $225.0M | 0.01% | |
| 495 | NMIHNMI HLDGS INC CL A | 19,592 | $223.0M | 0.01% | |
| 496 | MUSAMURPHY USA INC COM | 3,007 | $221.0M | 0.01% | |
| 497 | —PCM INC COM | 7,862 | $221.0M | 0.01% | |
| 498 | RMREGIONAL MGMT CORP COM | 11,346 | $220.0M | 0.01% | |
| 499 | K6BKBR INC COM | 14,560 | $219.0M | 0.01% | |
| 500 | CMTCORE MOLDING TECHNOLOGIES INC COM | 12,241 | $218.0M | 0.01% |