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 |
|---|---|---|---|---|---|
| 201 | AZNASTRAZENECA PLC SPONSORED ADR | 58,603 | $2.0B | 0.05% | |
| 202 | IDIINTERDIGITAL INC COM | 26,818 | $2.0B | 0.05% | |
| 203 | BTUSDBT GROUP PLC ADR | 101,938 | $2.0B | 0.05% | |
| 204 | RIORIO TINTO PLC SPONSORED ADR | 41,434 | $2.0B | 0.05% | |
| 205 | UBSUBS GROUP AG SHS | 113,377 | $1.9B | 0.05% | |
| 206 | —LIBERTY INTERACTIVE CORP QVC GP COM SER A | 82,333 | $1.9B | 0.05% | |
| 207 | NWLINATIONAL WESTERN LIFE GROUP CL A | 5,506 | $1.9B | 0.04% | |
| 208 | THOTHOR INDS INC COM | 15,062 | $1.9B | 0.04% | |
| 209 | AZTABROOKS AUTOMATION INC COM | 62,224 | $1.9B | 0.04% | |
| 210 | NYTNEW YORK TIMES CO CL A | 96,232 | $1.9B | 0.04% | |
| 211 | VRSNVERISIGN INC COM | 17,698 | $1.9B | 0.04% | |
| 212 | PLOWDOUGLAS DYNAMICS INC COM | 47,431 | $1.9B | 0.04% | |
| 213 | WNCWABASH NATL CORP COM | 79,492 | $1.8B | 0.04% | |
| 214 | SFBSSERVISFIRST BANCSHARES INC COM | 46,643 | $1.8B | 0.04% | |
| 215 | METMETLIFE INC COM | 34,788 | $1.8B | 0.04% | |
| 216 | UNUSDUNILEVER N V N Y SHS NEW | 29,803 | $1.8B | 0.04% | |
| 217 | SPUSDSP PLUS CORPORATION COM | 44,198 | $1.7B | 0.04% | |
| 218 | HNRGHALLADOR ENERGY COMPANY COM | 302,901 | $1.7B | 0.04% | |
| 219 | IEXIDEX CORP COM | 14,229 | $1.7B | 0.04% | |
| 220 | TSMTAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 45,947 | $1.7B | 0.04% | |
| 221 | UBNTEURUBIQUITI NETWORKS INC COM | 30,579 | $1.7B | 0.04% | |
| 222 | AMGNAMGEN INC COM | 9,153 | $1.7B | 0.04% | |
| 223 | EP3ORASURE TECHNOLOGIES INC COM | 74,120 | $1.7B | 0.04% | |
| 224 | WDWALKER & DUNLOP INC COM | 31,738 | $1.7B | 0.04% | |
| 225 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 104,541 | $1.7B | 0.04% | |
| 226 | AANUSDAARONS INC COM PAR $0.50 | 37,855 | $1.7B | 0.04% | |
| 227 | PRSUVIAD CORP COM NEW | 26,953 | $1.6B | 0.04% | |
| 228 | MEDMEDIFAST INC COM | 27,273 | $1.6B | 0.04% | |
| 229 | FIBKFIRST INTST BANCSYSTEM INC COM CL A | 42,133 | $1.6B | 0.04% | |
| 230 | —STAMPS COM INC COM NEW | 7,948 | $1.6B | 0.04% | |
| 231 | —KMG CHEMICALS INC COM | 29,070 | $1.6B | 0.04% | |
| 232 | FOXFFOX FACTORY HLDG CORP COM | 36,689 | $1.6B | 0.04% | |
| 233 | ABJAABB LTD SPONSORED ADR | 63,204 | $1.6B | 0.04% | |
| 234 | SWCHFSIERRA WIRELESS INC COM | 72,587 | $1.6B | 0.04% | |
| 235 | —ALIO GOLD INC COM | 351,380 | $1.5B | 0.04% | |
| 236 | NRCNATIONAL RESH CORP CL A | 40,395 | $1.5B | 0.04% | |
| 237 | HFWAHERITAGE FINL CORP WASH COM | 51,320 | $1.5B | 0.04% | |
| 238 | —TIVITY HEALTH INC COM | 36,780 | $1.5B | 0.03% | |
| 239 | INGING GROEP N V SPONSORED ADR | 80,764 | $1.5B | 0.03% | |
| 240 | RMAXRE MAX HLDGS INC CL A | 23,023 | $1.5B | 0.03% | |
| 241 | WTHWORTHINGTON INDS INC COM | 31,752 | $1.5B | 0.03% | |
| 242 | COHUCOHU INC COM | 61,107 | $1.5B | 0.03% | |
| 243 | —CAPELLA EDUCATION COMPANY COM | 20,712 | $1.5B | 0.03% | |
| 244 | CEOCNOOC LTD SPONSORED ADR | 11,151 | $1.4B | 0.03% | |
| 245 | JKHYHENRY JACK & ASSOC INC COM | 13,713 | $1.4B | 0.03% | |
| 246 | KEKIMBALL ELECTRONICS INC COM | 64,800 | $1.4B | 0.03% | |
| 247 | ENZBENZO BIOCHEM INC COM | 131,493 | $1.4B | 0.03% | |
| 248 | CMECME GROUP INC COM CL A | 10,132 | $1.4B | 0.03% | |
| 249 | PRAHPRA HEALTH SCIENCES INC COM | 17,805 | $1.4B | 0.03% | |
| 250 | LOGILOGITECH INTL S A SHS | 36,637 | $1.3B | 0.03% | |
| 251 | INGNINOGEN INC COM | 14,049 | $1.3B | 0.03% | |
| 252 | OMCOMNICOM GROUP INC COM | 17,760 | $1.3B | 0.03% | |
| 253 | NVECNVE CORP COM NEW | 16,642 | $1.3B | 0.03% | |
| 254 | RMRRMR GROUP INC CL A | 25,339 | $1.3B | 0.03% | |
| 255 | HZN1USDHORIZON GLOBAL CORP COM | 71,655 | $1.3B | 0.03% | |
| 256 | —SPARTAN MTRS INC COM | 113,837 | $1.3B | 0.03% | |
| 257 | ATRIUSDATRION CORP COM | 1,845 | $1.2B | 0.03% | |
| 258 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 74,747 | $1.2B | 0.03% | |
| 259 | JOUTJOHNSON OUTDOORS INC CL A | 16,638 | $1.2B | 0.03% | |
| 260 | CRVLCORVEL CORP COM | 21,959 | $1.2B | 0.03% | |
| 261 | KAIKADANT INC COM | 11,998 | $1.2B | 0.03% | |
| 262 | —NUTRI SYS INC NEW COM | 20,614 | $1.2B | 0.03% | |
| 263 | ICFIICF INTL INC COM | 21,273 | $1.1B | 0.03% | |
| 264 | NCNACCO INDS INC CL A | 13,343 | $1.1B | 0.03% | |
| 265 | MTORMERITOR INC COM | 43,996 | $1.1B | 0.03% | |
| 266 | MLCOMELCO RESORT ENTERTAINMENT L ADR | 46,677 | $1.1B | 0.03% | |
| 267 | STMSTMICROELECTRONICS N V NY REGISTRY | 57,141 | $1.1B | 0.03% | |
| 268 | VACMARRIOTT VACATIONS WRLDWDE C COM | 8,875 | $1.1B | 0.03% | |
| 269 | MBUUMALIBU BOATS INC COM CL A | 34,568 | $1.1B | 0.03% | |
| 270 | AMKRAMKOR TECHNOLOGY INC COM | 103,426 | $1.1B | 0.03% | |
| 271 | SPOKSPOK HOLDINGS INC COM | 69,744 | $1.1B | 0.02% | |
| 272 | USBUS BANCORP DEL COM NEW | 19,678 | $1.1B | 0.02% | |
| 273 | ALGALAMO GROUP INC COM | 9,802 | $1.1B | 0.02% | |
| 274 | SAIASAIA INC COM | 16,200 | $1.0B | 0.02% | |
| 275 | RACEFERRARI N V COM | 9,178 | $1.0B | 0.02% | |
| 276 | TTCTORO CO COM | 16,215 | $1.0B | 0.02% | |
| 277 | HRSEURHARRIS CORP DEL COM | 7,565 | $996.0M | 0.02% | |
| 278 | VAREURVARIAN MED SYS INC COM | 9,891 | $990.0M | 0.02% | |
| 279 | PHPARKER HANNIFIN CORP COM | 5,640 | $987.0M | 0.02% | |
| 280 | WTWEURWEIGHT WATCHERS INTL INC NEW COM | 22,586 | $984.0M | 0.02% | |
| 281 | NBHCNATIONAL BK HLDGS CORP CL A | 27,118 | $968.0M | 0.02% | |
| 282 | TSNTYSON FOODS INC CL A | 13,724 | $967.0M | 0.02% | |
| 283 | BCOBRINKS CO COM | 11,427 | $963.0M | 0.02% | |
| 284 | BHEBENCHMARK ELECTRS INC COM | 28,177 | $962.0M | 0.02% | |
| 285 | STLAFIAT CHRYSLER AUTOMOBILES N SHS | 53,538 | $959.0M | 0.02% | |
| 286 | HTDCORCEPT THERAPEUTICS INC COM | 49,252 | $951.0M | 0.02% | |
| 287 | HIIHUNTINGTON INGALLS INDS INC COM | 4,151 | $940.0M | 0.02% | |
| 288 | BLKBBLACKBAUD INC COM | 10,539 | $925.0M | 0.02% | |
| 289 | —COMMERCEHUB INC COM SER A | 40,146 | $906.0M | 0.02% | |
| 290 | G2CEVERI HOLDINGS INC COM | 117,163 | $889.0M | 0.02% | |
| 291 | ASPSALTISOURCE PORTFOLIO SOLNS S REG SHS | 34,337 | $888.0M | 0.02% | |
| 292 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 137,371 | $885.0M | 0.02% | |
| 293 | —STRAYER ED INC COM | 10,129 | $884.0M | 0.02% | |
| 294 | NUENUCOR CORP COM | 15,417 | $864.0M | 0.02% | |
| 295 | BSRRSIERRA BANCORP COM | 31,775 | $863.0M | 0.02% | |
| 296 | RJFRAYMOND JAMES FINANCIAL INC COM | 10,036 | $846.0M | 0.02% | |
| 297 | ITICINVESTORS TITLE CO COM | 4,577 | $820.0M | 0.02% | |
| 298 | FLEXFLEX LTD ORD | 49,384 | $818.0M | 0.02% | |
| 299 | FBNCFIRST BANCORP N C COM | 23,658 | $814.0M | 0.02% | |
| 300 | UNHUNITEDHEALTH GROUP INC COM | 4,140 | $811.0M | 0.02% |