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 |
|---|---|---|---|---|---|
| 301 | AMKRAMKOR TECHNOLOGY INC COM | 86,073 | $841.0M | 0.02% | |
| 302 | RJFRAYMOND JAMES FINANCIAL INC COM | 10,241 | $822.0M | 0.02% | |
| 303 | STMSTMICROELECTRONICS N V NY REGISTRY | 57,119 | $821.0M | 0.02% | |
| 304 | AGOASSURED GUARANTY LTD COM | 19,646 | $820.0M | 0.02% | |
| 305 | PRAHPRA HEALTH SCIENCES INC COM | 10,742 | $806.0M | 0.02% | |
| 306 | PAHCPHIBRO ANIMAL HEALTH CORP CL A COM | 21,548 | $798.0M | 0.02% | |
| 307 | —MANTECH INTL CORP CL A | 19,180 | $794.0M | 0.02% | |
| 308 | MEDMEDIFAST INC COM | 18,982 | $787.0M | 0.02% | |
| 309 | RACEFERRARI N V COM | 9,139 | $786.0M | 0.02% | |
| 310 | FFORD MTR CO DEL COM PAR $0.01 | 70,036 | $784.0M | 0.02% | |
| 311 | UNHUNITEDHEALTH GROUP INC COM | 4,086 | $758.0M | 0.02% | |
| 312 | OECORION ENGINEERED CARBONS S A COM | 37,617 | $750.0M | 0.02% | |
| 313 | DWDMORGAN STANLEY COM NEW | 16,762 | $747.0M | 0.02% | |
| 314 | JKHYHENRY JACK & ASSOC INC COM | 7,114 | $739.0M | 0.02% | |
| 315 | MTORMERITOR INC COM | 44,061 | $732.0M | 0.02% | |
| 316 | —ORBOTECH LTD ORD | 22,228 | $725.0M | 0.02% | |
| 317 | —BRYN MAWR BK CORP COM | 17,023 | $723.0M | 0.02% | |
| 318 | MTZMASTEC INC COM | 16,017 | $723.0M | 0.02% | |
| 319 | SPUSDSP PLUS CORPORATION COM | 23,345 | $713.0M | 0.02% | |
| 320 | AGMFEDERAL AGRIC MTG CORP CL C | 10,848 | $702.0M | 0.02% | |
| 321 | SJMSMUCKER J M CO COM NEW | 5,920 | $701.0M | 0.02% | |
| 322 | —STATE NATL COS INC COM | 37,860 | $696.0M | 0.02% | |
| 323 | FRMEFIRST MERCHANTS CORP COM | 17,259 | $693.0M | 0.02% | |
| 324 | WDRWADDELL & REED FINL INC CL A | 36,456 | $688.0M | 0.02% | |
| 325 | TTCTORO CO COM | 9,896 | $686.0M | 0.02% | |
| 326 | WTWEURWEIGHT WATCHERS INTL INC NEW COM | 20,264 | $677.0M | 0.02% | |
| 327 | JT5MUELLER WTR PRODS INC COM SER A | 57,110 | $667.0M | 0.02% | |
| 328 | KBIAKB FINANCIAL GROUP INC SPONSORED ADR | 12,938 | $653.0M | 0.02% | |
| 329 | TCXTUCOWS INC COM | 12,108 | $648.0M | 0.02% | |
| 330 | SJR/BEURSHAW COMMUNICATIONS INC CL B CONV | 29,073 | $633.0M | 0.01% | |
| 331 | WAFDWASHINGTON FED INC COM | 18,980 | $630.0M | 0.01% | |
| 332 | —CAROLINA FINL CORP NEW COM | 19,500 | $630.0M | 0.01% | |
| 333 | CHHCHOICE HOTELS INTL INC COM | 9,722 | $625.0M | 0.01% | |
| 334 | LHCGUSDLHC GROUP INC COM | 9,102 | $618.0M | 0.01% | |
| 335 | CPSCOOPER STD HLDGS INC COM | 6,106 | $616.0M | 0.01% | |
| 336 | JNJJOHNSON & JOHNSON COM | 4,654 | $616.0M | 0.01% | |
| 337 | GEFGREIF INC CL A | 10,991 | $613.0M | 0.01% | |
| 338 | BOBEUSDBOB EVANS FARMS INC COM | 8,476 | $609.0M | 0.01% | |
| 339 | LKFNLAKELAND FINL CORP COM | 12,820 | $588.0M | 0.01% | |
| 340 | J2AWILLDAN GROUP INC COM | 18,875 | $577.0M | 0.01% | |
| 341 | CASSCASS INFORMATION SYS INC COM | 8,727 | $573.0M | 0.01% | |
| 342 | STLAFIAT CHRYSLER AUTOMOBILES N SHS | 53,390 | $568.0M | 0.01% | |
| 343 | NMIHNMI HLDGS INC CL A | 49,317 | $565.0M | 0.01% | |
| 344 | CNACNA FINL CORP COM | 11,533 | $562.0M | 0.01% | |
| 345 | IGTINTERNATIONAL GAME TECHNOLOG SHS USD | 30,258 | $554.0M | 0.01% | |
| 346 | TERTERADYNE INC COM | 18,419 | $553.0M | 0.01% | |
| 347 | HLIHOULIHAN LOKEY INC CL A | 15,830 | $552.0M | 0.01% | |
| 348 | ACCOACCO BRANDS CORP COM | 47,069 | $548.0M | 0.01% | |
| 349 | MCSMARCUS CORP COM | 18,095 | $546.0M | 0.01% | |
| 350 | —UNIVERSAL FST PRODS INC COM | 6,228 | $544.0M | 0.01% | |
| 351 | —SUPREME INDS INC CL A | 32,818 | $540.0M | 0.01% | |
| 352 | VLGEAVILLAGE SUPER MKT INC CL A NEW | 20,374 | $528.0M | 0.01% | |
| 353 | BELFBBEL FUSE INC CL B | 21,316 | $527.0M | 0.01% | |
| 354 | —PEOPLES UTAH BANCORP COM | 19,646 | $527.0M | 0.01% | |
| 355 | TGSTRANSPORTADORA DE GAS SUR SPON ADR B | 31,518 | $524.0M | 0.01% | |
| 356 | —L3 TECHNOLOGIES INC COM | 3,115 | $520.0M | 0.01% | |
| 357 | JBTJOHN BEAN TECHNOLOGIES CORP COM | 5,276 | $517.0M | 0.01% | |
| 358 | —RUDOLPH TECHNOLOGIES INC COM | 22,397 | $512.0M | 0.01% | |
| 359 | EIGEMPLOYERS HOLDINGS INC COM | 11,908 | $504.0M | 0.01% | |
| 360 | —LIBERTY INTERACTIVE CORP LBT VENT COM A | 9,571 | $500.0M | 0.01% | |
| 361 | BCOBRINKS CO COM | 7,434 | $498.0M | 0.01% | |
| 362 | MLCOMELCO RESORT ENTERTAINMENT L ADR | 22,023 | $494.0M | 0.01% | |
| 363 | PENNPENN NATL GAMING INC COM | 22,563 | $483.0M | 0.01% | |
| 364 | MBUUMALIBU BOATS INC COM CL A | 18,516 | $479.0M | 0.01% | |
| 365 | CDWCDW CORP COM | 7,592 | $475.0M | 0.01% | |
| 366 | AONAON PLC SHS CL A | 3,556 | $473.0M | 0.01% | |
| 367 | MCHBHOMESTREET INC COM | 17,096 | $473.0M | 0.01% | |
| 368 | —PIER 1 IMPORTS INC COM | 90,033 | $467.0M | 0.01% | |
| 369 | —GOLDFIELD CORP COM | 84,959 | $467.0M | 0.01% | |
| 370 | INTUINTUIT COM | 3,512 | $466.0M | 0.01% | |
| 371 | RLGTRADIANT LOGISTICS INC COM | 86,430 | $464.0M | 0.01% | |
| 372 | IBPINSTALLED BLDG PRODS INC COM | 8,711 | $461.0M | 0.01% | |
| 373 | XLNXEURXILINX INC COM | 7,149 | $460.0M | 0.01% | |
| 374 | —MACATAWA BK CORP COM | 48,119 | $459.0M | 0.01% | |
| 375 | IEIINSIGHT ENTERPRISES INC COM | 11,435 | $457.0M | 0.01% | |
| 376 | MTBM & T BK CORP COM | 2,793 | $452.0M | 0.01% | |
| 377 | JOUTJOHNSON OUTDOORS INC CL A | 9,260 | $446.0M | 0.01% | |
| 378 | JBLJABIL INC COM | 15,260 | $445.0M | 0.01% | |
| 379 | TSNTYSON FOODS INC CL A | 7,085 | $444.0M | 0.01% | |
| 380 | SRTSTARTEK INC COM | 36,170 | $443.0M | 0.01% | |
| 381 | KTKT CORP SPONSORED ADR | 25,804 | $429.0M | 0.01% | |
| 382 | TCBKTRICO BANCSHARES COM | 12,162 | $427.0M | 0.01% | |
| 383 | —SINOPEC SHANGHAI PETROCHEMIC SPON ADR H | 7,910 | $423.0M | 0.01% | |
| 384 | NRCNATIONAL RESH CORP CL A | 15,718 | $423.0M | 0.01% | |
| 385 | PHGKONINKLIJKE PHILIPS N V NY REG SH NEW | 11,816 | $423.0M | 0.01% | |
| 386 | ITUBITAU UNIBANCO HLDG SA SPON ADR REP PFD | 37,661 | $416.0M | 0.01% | |
| 387 | KINSKINGSTONE COMPANIES INC COM | 27,040 | $414.0M | 0.01% | |
| 388 | USLMUNITED STATES LIME & MINERALS COM | 5,266 | $413.0M | 0.01% | |
| 389 | VAREURVARIAN MED SYS INC COM | 3,913 | $404.0M | 0.01% | |
| 390 | CPRTCOPART INC COM | 12,714 | $404.0M | 0.01% | |
| 391 | —A V HOMES INC COM | 19,954 | $400.0M | 0.01% | |
| 392 | SCLSTEPAN CO COM | 4,561 | $397.0M | 0.01% | |
| 393 | WIXWIX COM LTD SHS | 5,687 | $396.0M | 0.01% | |
| 394 | SKYWSKYWEST INC COM | 11,212 | $394.0M | 0.01% | |
| 395 | DORMDORMAN PRODUCTS INC COM | 4,682 | $388.0M | 0.01% | |
| 396 | CHMGCHEMUNG FINL CORP COM | 9,539 | $387.0M | 0.01% | |
| 397 | —CHANGYOU COM LTD ADS REP CL A | 9,973 | $387.0M | 0.01% | |
| 398 | MERCMERCER INTL INC COM | 33,496 | $385.0M | 0.01% | |
| 399 | —BRIDGEPOINT ED INC COM | 26,010 | $384.0M | 0.01% | |
| 400 | VACMARRIOTT VACATIONS WRLDWDE C COM | 3,238 | $381.0M | 0.01% |