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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | INGRINGREDION INC COM | 18,669 | $2.2B | 0.05% | |
| 202 | SWCHFSIERRA WIRELESS INC COM | 79,119 | $2.2B | 0.05% | |
| 203 | SNPSSYNOPSYS INC COM | 30,287 | $2.2B | 0.05% | |
| 204 | TAT&T INC COM | 57,952 | $2.2B | 0.05% | |
| 205 | PLUSEPLUS INC COM | 29,463 | $2.2B | 0.05% | |
| 206 | CYDCHINA YUCHAI INTL LTD COM | 119,773 | $2.2B | 0.05% | |
| 207 | SNPUSDCHINA PETE & CHEM CORP SPON ADR H SHS | 27,659 | $2.2B | 0.05% | |
| 208 | KWRQUAKER CHEM CORP COM | 14,903 | $2.2B | 0.05% | |
| 209 | TSEMTOWER SEMICONDUCTOR LTD SHS NEW | 89,992 | $2.1B | 0.05% | |
| 210 | AVYAVERY DENNISON CORP COM | 23,820 | $2.1B | 0.05% | |
| 211 | —CAPELLA EDUCATION COMPANY COM | 24,482 | $2.1B | 0.05% | |
| 212 | UBNTEURUBIQUITI NETWORKS INC COM | 39,793 | $2.1B | 0.05% | |
| 213 | AESAES CORP COM | 182,481 | $2.0B | 0.05% | |
| 214 | GDOTGREEN DOT CORP CL A | 52,465 | $2.0B | 0.05% | |
| 215 | INGING GROEP N V SPONSORED ADR | 115,690 | $2.0B | 0.05% | |
| 216 | ITRNITURAN LOCATION AND CONTROL SHS | 63,663 | $2.0B | 0.05% | |
| 217 | SFBSSERVISFIRST BANCSHARES INC COM | 53,664 | $2.0B | 0.05% | |
| 218 | CCEPCOCA COLA EUROPEAN PARTNERS SHS | 48,402 | $2.0B | 0.05% | |
| 219 | AEMAGNICO EAGLE MINES LTD COM | 42,888 | $1.9B | 0.05% | |
| 220 | —TIVITY HEALTH INC COM | 48,187 | $1.9B | 0.05% | |
| 221 | CMCOCOLUMBUS MCKINNON CORP N Y COM | 75,268 | $1.9B | 0.04% | |
| 222 | LOGILOGITECH INTL S A SHS | 50,488 | $1.9B | 0.04% | |
| 223 | —BROOKFIELD OFFICE PPTYS CDA TR UNIT | 73,805 | $1.8B | 0.04% | |
| 224 | IDIINTERDIGITAL INC COM | 23,203 | $1.8B | 0.04% | |
| 225 | FIBKFIRST INTST BANCSYSTEM INC COM CL A | 47,657 | $1.8B | 0.04% | |
| 226 | UVEUNIVERSAL INS HLDGS INC COM | 69,451 | $1.8B | 0.04% | |
| 227 | NWLINATIONAL WESTERN LIFE GROUP CL A | 5,450 | $1.7B | 0.04% | |
| 228 | HZN1USDHORIZON GLOBAL CORP COM | 120,325 | $1.7B | 0.04% | |
| 229 | —KEMET CORP COM NEW | 133,923 | $1.7B | 0.04% | |
| 230 | BACVERIZON COMMUNICATIONS INC COM | 38,342 | $1.7B | 0.04% | |
| 231 | LPXLOUISIANA PAC CORP COM | 70,255 | $1.7B | 0.04% | |
| 232 | WDWALKER & DUNLOP INC COM | 33,812 | $1.7B | 0.04% | |
| 233 | ASTEASTEC INDS INC COM | 29,509 | $1.6B | 0.04% | |
| 234 | —MAGELLAN HEALTH INC COM NEW | 22,325 | $1.6B | 0.04% | |
| 235 | MEOHMETHANEX CORP COM | 36,286 | $1.6B | 0.04% | |
| 236 | —ALIO GOLD INC COM | 351,380 | $1.6B | 0.04% | |
| 237 | ATVIEURACTIVISION BLIZZARD INC COM | 27,268 | $1.6B | 0.04% | |
| 238 | HFWAHERITAGE FINL CORP WASH COM | 58,809 | $1.6B | 0.04% | |
| 239 | ANGOANGIODYNAMICS INC COM | 96,088 | $1.6B | 0.04% | |
| 240 | —KMG CHEMICALS INC COM | 31,645 | $1.5B | 0.04% | |
| 241 | BTUSDBT GROUP PLC ADR | 79,126 | $1.5B | 0.04% | |
| 242 | ABJAABB LTD SPONSORED ADR | 60,932 | $1.5B | 0.04% | |
| 243 | RMRRMR GROUP INC CL A | 31,063 | $1.5B | 0.04% | |
| 244 | ISRGINTUITIVE SURGICAL INC COM NEW | 1,591 | $1.5B | 0.03% | |
| 245 | FOXFFOX FACTORY HLDG CORP COM | 40,446 | $1.4B | 0.03% | |
| 246 | —RICHMONT MINES INC COM | 185,154 | $1.4B | 0.03% | |
| 247 | HIIHUNTINGTON INGALLS INDS INC COM | 7,651 | $1.4B | 0.03% | |
| 248 | RMAXRE MAX HLDGS INC CL A | 25,143 | $1.4B | 0.03% | |
| 249 | CTXSEURCITRIX SYS INC COM | 17,452 | $1.4B | 0.03% | |
| 250 | STLDSTEEL DYNAMICS INC COM | 38,735 | $1.4B | 0.03% | |
| 251 | NVECNVE CORP COM NEW | 17,944 | $1.4B | 0.03% | |
| 252 | AZTABROOKS AUTOMATION INC COM | 62,224 | $1.4B | 0.03% | |
| 253 | CMECME GROUP INC CL A PAR $0.01 | 10,768 | $1.3B | 0.03% | |
| 254 | RCI/BROGERS COMMUNICATIONS INC CL B | 28,399 | $1.3B | 0.03% | |
| 255 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 197,316 | $1.3B | 0.03% | |
| 256 | KEKIMBALL ELECTRONICS INC COM | 73,555 | $1.3B | 0.03% | |
| 257 | ADBEADOBE SYS INC COM | 9,201 | $1.3B | 0.03% | |
| 258 | UCBUNITED CMNTY BKS BLAIRSVLE G COM | 46,038 | $1.3B | 0.03% | |
| 259 | PRSUVIAD CORP COM NEW | 26,987 | $1.3B | 0.03% | |
| 260 | —STRAYER ED INC COM | 13,620 | $1.3B | 0.03% | |
| 261 | SSUPSUPERIOR INDS INTL INC COM | 61,363 | $1.3B | 0.03% | |
| 262 | SBSISOUTHSIDE BANCSHARES INC COM | 35,778 | $1.3B | 0.03% | |
| 263 | ALBALBEMARLE CORP COM | 11,830 | $1.2B | 0.03% | |
| 264 | AKXANSYS INC COM | 10,095 | $1.2B | 0.03% | |
| 265 | ASPSALTISOURCE PORTFOLIO SOLNS S REG SHS | 54,393 | $1.2B | 0.03% | |
| 266 | BSRRSIERRA BANCORP COM | 47,981 | $1.2B | 0.03% | |
| 267 | —NUTRI SYS INC NEW COM | 22,578 | $1.2B | 0.03% | |
| 268 | —TESORO CORP COM | 12,331 | $1.2B | 0.03% | |
| 269 | ROSTROSS STORES INC COM | 19,788 | $1.1B | 0.03% | |
| 270 | NCNACCO INDS INC CL A | 16,062 | $1.1B | 0.03% | |
| 271 | PHPARKER HANNIFIN CORP COM | 7,115 | $1.1B | 0.03% | |
| 272 | USBUS BANCORP DEL COM NEW | 21,325 | $1.1B | 0.03% | |
| 273 | ITICINVESTORS TITLE CO COM | 5,767 | $1.1B | 0.03% | |
| 274 | ACWIISHARES TR MSCI ACWI ETF | 16,181 | $1.1B | 0.02% | |
| 275 | CITCINTAS CORP COM | 8,336 | $1.1B | 0.02% | |
| 276 | KAIKADANT INC COM | 13,891 | $1.0B | 0.02% | |
| 277 | VBTXVERITEX HLDGS INC COM | 39,581 | $1.0B | 0.02% | |
| 278 | TRITHOMSON REUTERS CORP COM | 22,364 | $1.0B | 0.02% | |
| 279 | ICFIICF INTL INC COM | 21,809 | $1.0B | 0.02% | |
| 280 | IOSPINNOSPEC INC COM | 15,350 | $1.0B | 0.02% | |
| 281 | —TELETECH HOLDINGS INC COM | 24,309 | $992.0M | 0.02% | |
| 282 | COHUCOHU INC COM | 62,799 | $988.0M | 0.02% | |
| 283 | ABMABM INDS INC COM | 23,631 | $981.0M | 0.02% | |
| 284 | MYRGMYR GROUP INC DEL COM | 31,191 | $968.0M | 0.02% | |
| 285 | ENZBENZO BIOCHEM INC COM | 86,402 | $954.0M | 0.02% | |
| 286 | —EXACTECH INC COM | 31,940 | $952.0M | 0.02% | |
| 287 | QUADQUAD / GRAPHICS INC COM CL A | 40,846 | $936.0M | 0.02% | |
| 288 | SAIASAIA INC COM | 18,219 | $935.0M | 0.02% | |
| 289 | FLEXFLEX LTD ORD | 57,099 | $931.0M | 0.02% | |
| 290 | NBHCNATIONAL BK HLDGS CORP CL A | 28,065 | $929.0M | 0.02% | |
| 291 | —MCEWEN MINING INC COM PAR $0.10 | 354,509 | $928.0M | 0.02% | |
| 292 | SF9SANDERSON FARMS INC COM | 7,877 | $911.0M | 0.02% | |
| 293 | FBNCFIRST BANCORP N C COM | 28,794 | $900.0M | 0.02% | |
| 294 | COOCOOPER COS INC COM NEW | 3,732 | $894.0M | 0.02% | |
| 295 | GABCGERMAN AMERN BANCORP INC COM | 26,181 | $893.0M | 0.02% | |
| 296 | —BLUCORA INC COM | 41,650 | $883.0M | 0.02% | |
| 297 | BHEBENCHMARK ELECTRS INC COM | 27,230 | $880.0M | 0.02% | |
| 298 | AIRAAR CORP COM | 25,276 | $879.0M | 0.02% | |
| 299 | SAICSCIENCE APPLICATNS INTL CP N COM | 12,432 | $863.0M | 0.02% | |
| 300 | NVRNVR INC COM | 351 | $846.0M | 0.02% |