O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2017 Filing
Filed November 13, 2017
Portfolio Value
$4.3T
Holdings
905
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (905 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | ABBVABBVIE INC COM | 71,693 | $6.4B | 0.15% | |
| 102 | CNCCENTENE CORP DEL COM | 65,071 | $6.3B | 0.15% | |
| 103 | —TRINSEO S A SHS | 93,697 | $6.3B | 0.15% | |
| 104 | GILGILDAN ACTIVEWEAR INC COM | 194,342 | $6.1B | 0.14% | |
| 105 | WATWATERS CORP COM | 33,302 | $6.0B | 0.14% | |
| 106 | CLSCA INC COM | 175,816 | $5.9B | 0.14% | |
| 107 | PGRPROGRESSIVE CORP OHIO COM | 121,068 | $5.9B | 0.14% | |
| 108 | BAXBAXTER INTL INC COM | 92,091 | $5.8B | 0.13% | |
| 109 | PHMPULTE GROUP INC COM | 211,149 | $5.8B | 0.13% | |
| 110 | HBC2HSBC HLDGS PLC SPON ADR NEW | 113,593 | $5.6B | 0.13% | |
| 111 | TRITHOMSON REUTERS CORP COM | 121,611 | $5.6B | 0.13% | |
| 112 | 1GSNNOVANTA INC COM | 126,906 | $5.5B | 0.13% | |
| 113 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 527,998 | $5.5B | 0.13% | |
| 114 | STLDSTEEL DYNAMICS INC COM | 158,865 | $5.5B | 0.13% | |
| 115 | ROKROCKWELL AUTOMATION INC COM | 30,244 | $5.4B | 0.13% | |
| 116 | PNCPNC FINL SVCS GROUP INC COM | 39,707 | $5.4B | 0.12% | |
| 117 | SANMSANMINA CORPORATION COM | 142,880 | $5.3B | 0.12% | |
| 118 | HUMHUMANA INC COM | 19,776 | $4.8B | 0.11% | |
| 119 | ETRAE TRADE FINANCIAL CORP COM NEW | 110,430 | $4.8B | 0.11% | |
| 120 | TTENTOTAL S A SPONSORED ADR | 88,107 | $4.7B | 0.11% | |
| 121 | COOCOOPER COS INC COM NEW | 19,780 | $4.7B | 0.11% | |
| 122 | ADIANALOG DEVICES INC COM | 53,989 | $4.7B | 0.11% | |
| 123 | CHECHEMED CORP NEW COM | 22,902 | $4.6B | 0.11% | |
| 124 | PG4PRINCIPAL FINL GROUP INC COM | 71,670 | $4.6B | 0.11% | |
| 125 | SNPUSDCHINA PETE & CHEM CORP SPON ADR H SHS | 60,610 | $4.6B | 0.11% | |
| 126 | CMICUMMINS INC COM | 26,975 | $4.5B | 0.11% | |
| 127 | ATVIEURACTIVISION BLIZZARD INC COM | 69,947 | $4.5B | 0.10% | |
| 128 | KMBKIMBERLY CLARK CORP COM | 37,534 | $4.4B | 0.10% | |
| 129 | —TRAVELPORT WORLDWIDE LTD SHS | 278,429 | $4.4B | 0.10% | |
| 130 | MPCMARATHON PETE CORP COM | 76,838 | $4.3B | 0.10% | |
| 131 | ADBEADOBE SYS INC COM | 28,836 | $4.3B | 0.10% | |
| 132 | HOUSREALOGY HLDGS CORP COM | 130,202 | $4.3B | 0.10% | |
| 133 | AGXARGAN INC COM | 62,975 | $4.2B | 0.10% | |
| 134 | WRKUSDWESTROCK CO COM | 74,467 | $4.2B | 0.10% | |
| 135 | INTCINTEL CORP COM | 110,654 | $4.2B | 0.10% | |
| 136 | —CABOT MICROELECTRONICS CORP COM | 52,430 | $4.2B | 0.10% | |
| 137 | CTSHCOGNIZANT TECHNOLOGY SOLUTIONS CL A | 57,326 | $4.2B | 0.10% | |
| 138 | CCFEURCHASE CORP COM | 36,025 | $4.0B | 0.09% | |
| 139 | —DOWDUPONT INC COM | 57,109 | $4.0B | 0.09% | |
| 140 | DDSDILLARDS INC CL A | 70,470 | $4.0B | 0.09% | |
| 141 | AKXANSYS INC COM | 31,700 | $3.9B | 0.09% | |
| 142 | CASHMETA FINL GROUP INC COM | 49,584 | $3.9B | 0.09% | |
| 143 | NOCNORTHROP GRUMMAN CORP COM | 12,397 | $3.6B | 0.08% | |
| 144 | TSSTOTAL SYS SVCS INC COM | 54,139 | $3.5B | 0.08% | |
| 145 | EMREMERSON ELEC CO COM | 55,451 | $3.5B | 0.08% | |
| 146 | ITWILLINOIS TOOL WKS INC COM | 23,484 | $3.5B | 0.08% | |
| 147 | UNMUNUM GROUP COM | 67,791 | $3.5B | 0.08% | |
| 148 | LBAIUSDLAKELAND BANCORP INC COM | 165,743 | $3.4B | 0.08% | |
| 149 | PFBCPREFERRED BK LOS ANGELES CA COM NEW | 54,625 | $3.3B | 0.08% | |
| 150 | —ARCH COAL INC CL A | 45,880 | $3.3B | 0.08% | |
| 151 | SYBTSTOCK YARDS BANCORP INC COM | 83,466 | $3.2B | 0.07% | |
| 152 | REXREX AMERICAN RESOURCES CORP COM | 33,088 | $3.1B | 0.07% | |
| 153 | BACBANK AMER CORP COM | 117,068 | $3.0B | 0.07% | |
| 154 | DALDELTA AIR LINES INC DEL COM NEW | 60,599 | $2.9B | 0.07% | |
| 155 | TDCTERADATA CORP DEL COM | 86,116 | $2.9B | 0.07% | |
| 156 | DGXQUEST DIAGNOSTICS INC COM | 31,022 | $2.9B | 0.07% | |
| 157 | 3M4MASIMO CORP COM | 33,458 | $2.9B | 0.07% | |
| 158 | DRIDARDEN RESTAURANTS INC COM | 35,949 | $2.8B | 0.07% | |
| 159 | TSEMTOWER SEMICONDUCTOR LTD SHS NEW | 92,048 | $2.8B | 0.07% | |
| 160 | —BLUCORA INC COM | 108,725 | $2.8B | 0.06% | |
| 161 | HBMHUDBAY MINERALS INC COM | 369,589 | $2.7B | 0.06% | |
| 162 | IDTIDT CORP CL B | 193,481 | $2.7B | 0.06% | |
| 163 | SVMSILVERCORP METALS INC COM | 993,381 | $2.7B | 0.06% | |
| 164 | ELVANTHEM INC COM | 14,055 | $2.7B | 0.06% | |
| 165 | ODPEUROFFICE DEPOT INC COM | 578,787 | $2.6B | 0.06% | |
| 166 | CYDCHINA YUCHAI INTL LTD COM | 116,911 | $2.6B | 0.06% | |
| 167 | FITBFIFTH THIRD BANCORP COM | 91,363 | $2.6B | 0.06% | |
| 168 | IRBTQIROBOT CORP COM | 32,797 | $2.5B | 0.06% | |
| 169 | SF9SANDERSON FARMS INC COM | 15,574 | $2.5B | 0.06% | |
| 170 | PKGPACKAGING CORP AMER COM | 21,801 | $2.5B | 0.06% | |
| 171 | GBXGREENBRIER COS INC COM | 51,785 | $2.5B | 0.06% | |
| 172 | CUKCARNIVAL PLC ADR | 38,263 | $2.5B | 0.06% | |
| 173 | CMCOCOLUMBUS MCKINNON CORP N Y COM | 64,817 | $2.5B | 0.06% | |
| 174 | UTHUNITED THERAPEUTICS CORP DEL COM | 20,784 | $2.4B | 0.06% | |
| 175 | SNPSSYNOPSYS INC COM | 30,230 | $2.4B | 0.06% | |
| 176 | KLICKULICKE & SOFFA INDS INC COM | 112,618 | $2.4B | 0.06% | |
| 177 | TXNTEXAS INSTRS INC COM | 26,775 | $2.4B | 0.06% | |
| 178 | PLUSEPLUS INC COM | 25,582 | $2.4B | 0.06% | |
| 179 | CSCOCISCO SYS INC COM | 69,730 | $2.3B | 0.05% | |
| 180 | MCMOELIS & CO CL A | 54,251 | $2.3B | 0.05% | |
| 181 | GRMNGARMIN LTD SHS | 42,847 | $2.3B | 0.05% | |
| 182 | BPBP PLC SPONSORED ADR | 60,039 | $2.3B | 0.05% | |
| 183 | GDOTGREEN DOT CORP CL A | 46,422 | $2.3B | 0.05% | |
| 184 | ITRNITURAN LOCATION AND CONTROL SHS | 63,356 | $2.3B | 0.05% | |
| 185 | —LSC COMMUNICATIONS INC COM | 138,193 | $2.3B | 0.05% | |
| 186 | PGCPEAPACK-GLADSTONE FINL CORP COM | 66,889 | $2.3B | 0.05% | |
| 187 | —CHARTER FINL CORP WEST PT GA COM | 121,231 | $2.2B | 0.05% | |
| 188 | CITUSDCIT GROUP INC COM NEW | 45,440 | $2.2B | 0.05% | |
| 189 | KWRQUAKER CHEM CORP COM | 15,028 | $2.2B | 0.05% | |
| 190 | —KEMET CORP COM NEW | 102,636 | $2.2B | 0.05% | |
| 191 | —QUALITY SYS INC COM | 137,779 | $2.2B | 0.05% | |
| 192 | PDLIEURPDL BIOPHARMA INC COM | 638,776 | $2.2B | 0.05% | |
| 193 | MOALTRIA GROUP INC COM | 33,856 | $2.1B | 0.05% | |
| 194 | IPINTL PAPER CO COM | 37,332 | $2.1B | 0.05% | |
| 195 | NVRNVR INC COM | 743 | $2.1B | 0.05% | |
| 196 | —SODASTREAM INTERNATIONAL LTD USD SHS | 31,213 | $2.1B | 0.05% | |
| 197 | UVVUNIVERSAL CORP VA COM | 35,786 | $2.1B | 0.05% | |
| 198 | HIFSHINGHAM INSTN SVGS MASS COM | 10,721 | $2.0B | 0.05% | |
| 199 | TTMITTM TECHNOLOGIES INC COM | 132,203 | $2.0B | 0.05% | |
| 200 | PAHCPHIBRO ANIMAL HEALTH CORP CL A COM | 54,478 | $2.0B | 0.05% |