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 |
|---|---|---|---|---|---|
| 301 | DWDMORGAN STANLEY COM NEW | 16,617 | $800.0M | 0.02% | |
| 302 | MYRGMYR GROUP INC DEL COM | 27,017 | $787.0M | 0.02% | |
| 303 | WDRWADDELL & REED FINL INC CL A | 39,066 | $784.0M | 0.02% | |
| 304 | ASGNON ASSIGNMENT INC COM | 14,540 | $781.0M | 0.02% | |
| 305 | HEIHEICO CORP NEW COM | 8,335 | $749.0M | 0.02% | |
| 306 | AGOASSURED GUARANTY LTD COM | 19,504 | $736.0M | 0.02% | |
| 307 | LHCGUSDLHC GROUP INC COM | 10,362 | $735.0M | 0.02% | |
| 308 | SJR/BEURSHAW COMMUNICATIONS INC CL B CONV | 31,822 | $731.0M | 0.02% | |
| 309 | CWSTCASELLA WASTE SYS INC CL A | 38,477 | $723.0M | 0.02% | |
| 310 | CNACNA FINL CORP COM | 14,358 | $721.0M | 0.02% | |
| 311 | —SINOPEC SHANGHAI PETROCHEMIC SPON ADR H | 11,946 | $715.0M | 0.02% | |
| 312 | FRMEFIRST MERCHANTS CORP COM | 16,393 | $704.0M | 0.02% | |
| 313 | GGGGRACO INC COM | 5,629 | $696.0M | 0.02% | |
| 314 | MSAMSA SAFETY INCORPORATED COM | 8,679 | $690.0M | 0.02% | |
| 315 | SAICSCIENCE APPLICATNS INTL CP N COM | 10,220 | $683.0M | 0.02% | |
| 316 | XLNXEURXILINX INC COM | 9,464 | $670.0M | 0.02% | |
| 317 | —ORTHOFIX INTL N V COM | 13,911 | $657.0M | 0.02% | |
| 318 | TNETTRINET GROUP INC COM | 19,405 | $652.0M | 0.02% | |
| 319 | PENNPENN NATL GAMING INC COM | 27,823 | $651.0M | 0.02% | |
| 320 | —BOINGO WIRELESS INC COM | 30,245 | $646.0M | 0.02% | |
| 321 | KBIAKB FINANCIAL GROUP INC SPONSORED ADR | 13,098 | $642.0M | 0.01% | |
| 322 | FFORD MTR CO DEL COM PAR $0.01 | 53,467 | $640.0M | 0.01% | |
| 323 | —RUDOLPH TECHNOLOGIES INC COM | 24,278 | $639.0M | 0.01% | |
| 324 | NVONOVO-NORDISK A S ADR | 13,089 | $630.0M | 0.01% | |
| 325 | BIGGQBIG LOTS INC COM | 11,707 | $627.0M | 0.01% | |
| 326 | AGMFEDERAL AGRIC MTG CORP CL C | 8,605 | $626.0M | 0.01% | |
| 327 | WAFDWASHINGTON FED INC COM | 18,407 | $619.0M | 0.01% | |
| 328 | CHHCHOICE HOTELS INTL INC COM | 9,638 | $616.0M | 0.01% | |
| 329 | HCIHCI GROUP INC COM | 16,004 | $612.0M | 0.01% | |
| 330 | —PROVIDENCE SVC CORP COM | 11,308 | $612.0M | 0.01% | |
| 331 | IOSPINNOSPEC INC COM | 9,930 | $612.0M | 0.01% | |
| 332 | MDXGMIMEDX GROUP INC COM | 51,042 | $606.0M | 0.01% | |
| 333 | CMTLCOMTECH TELECOMMUNICATIONS CP COM NEW | 29,488 | $605.0M | 0.01% | |
| 334 | AMEDAMEDISYS INC COM | 10,817 | $605.0M | 0.01% | |
| 335 | CPSCOOPER STD HLDGS INC COM | 5,093 | $591.0M | 0.01% | |
| 336 | IBPINSTALLED BLDG PRODS INC COM | 9,121 | $591.0M | 0.01% | |
| 337 | —CHINA LODGING GROUP LTD SPONSORED ADR | 4,963 | $590.0M | 0.01% | |
| 338 | CITCINTAS CORP COM | 4,074 | $588.0M | 0.01% | |
| 339 | ENVAENOVA INTL INC COM | 43,584 | $586.0M | 0.01% | |
| 340 | EIGEMPLOYERS HOLDINGS INC COM | 12,845 | $584.0M | 0.01% | |
| 341 | —TRUSTCO BK CORP N Y COM | 64,130 | $571.0M | 0.01% | |
| 342 | OECORION ENGINEERED CARBONS S A COM | 25,255 | $567.0M | 0.01% | |
| 343 | —LIBERTY INTERACTIVE CORP LBT VENT COM A | 9,827 | $566.0M | 0.01% | |
| 344 | TCXTUCOWS INC COM | 9,617 | $563.0M | 0.01% | |
| 345 | FDPFRESH DEL MONTE PRODUCE INC ORD | 12,356 | $562.0M | 0.01% | |
| 346 | GEFGREIF INC CL A | 9,576 | $561.0M | 0.01% | |
| 347 | HLIHOULIHAN LOKEY INC CL A | 14,224 | $557.0M | 0.01% | |
| 348 | STRLSTERLING CONSTRUCTION CO INC COM | 36,488 | $556.0M | 0.01% | |
| 349 | TGSTRANSPORTADORA DE GAS SUR SPON ADR B | 27,386 | $556.0M | 0.01% | |
| 350 | LCIILCI INDS COM | 4,749 | $550.0M | 0.01% | |
| 351 | AG8AGILENT TECHNOLOGIES INC COM | 8,531 | $548.0M | 0.01% | |
| 352 | GABCGERMAN AMERN BANCORP INC COM | 14,343 | $545.0M | 0.01% | |
| 353 | UCBUNITED CMNTY BKS BLAIRSVLE G COM | 18,783 | $536.0M | 0.01% | |
| 354 | PLCECHILDRENS PL INC COM | 4,540 | $536.0M | 0.01% | |
| 355 | RUTHUSDRUTHS HOSPITALITY GROUP INC COM | 25,433 | $533.0M | 0.01% | |
| 356 | TERTERADYNE INC COM | 14,209 | $530.0M | 0.01% | |
| 357 | CASSCASS INFORMATION SYS INC COM | 8,316 | $528.0M | 0.01% | |
| 358 | PHGKONINKLIJKE PHILIPS N V NY REG SH NEW | 12,688 | $523.0M | 0.01% | |
| 359 | CINFCINCINNATI FINL CORP COM | 6,709 | $514.0M | 0.01% | |
| 360 | INTUINTUIT COM | 3,546 | $504.0M | 0.01% | |
| 361 | NMIHNMI HLDGS INC CL A | 39,979 | $496.0M | 0.01% | |
| 362 | PKXPOSCO SPONSORED ADR | 7,100 | $493.0M | 0.01% | |
| 363 | CDWCDW CORP COM | 7,471 | $493.0M | 0.01% | |
| 364 | GGALGRUPO FINANCIERO SANTANDER M SPON ADR SHS B | 48,867 | $493.0M | 0.01% | |
| 365 | —BRIDGEPOINT ED INC COM | 51,163 | $491.0M | 0.01% | |
| 366 | J2AWILLDAN GROUP INC COM | 15,116 | $491.0M | 0.01% | |
| 367 | —MAGELLAN HEALTH INC COM NEW | 5,672 | $489.0M | 0.01% | |
| 368 | GAPGAP INC DEL COM | 16,506 | $487.0M | 0.01% | |
| 369 | —ANDEAVOR COM | 4,703 | $485.0M | 0.01% | |
| 370 | CAJPYCANON INC SPONSORED ADR | 14,054 | $482.0M | 0.01% | |
| 371 | SCHN1EURSCHNITZER STL INDS CL A | 17,001 | $479.0M | 0.01% | |
| 372 | CBCVR ENERGY INC COM | 18,493 | $479.0M | 0.01% | |
| 373 | JNPJUNIPER NETWORKS INC COM | 17,069 | $475.0M | 0.01% | |
| 374 | RUSHARUSH ENTERPRISES INC CL A | 10,134 | $469.0M | 0.01% | |
| 375 | MRTNMARTEN TRANS LTD COM | 22,730 | $467.0M | 0.01% | |
| 376 | —RAVEN INDS INC COM | 14,083 | $456.0M | 0.01% | |
| 377 | AALAMERICAN AIRLS GROUP INC COM | 9,439 | $448.0M | 0.01% | |
| 378 | —CAROLINA FINL CORP NEW COM | 12,174 | $437.0M | 0.01% | |
| 379 | ITUBITAU UNIBANCO HLDG SA SPON ADR REP PFD | 31,833 | $436.0M | 0.01% | |
| 380 | ROLROLLINS INC COM | 9,430 | $435.0M | 0.01% | |
| 381 | SRTSTARTEK INC COM | 36,785 | $432.0M | 0.01% | |
| 382 | NPKNATIONAL PRESTO INDS INC COM | 4,051 | $431.0M | 0.01% | |
| 383 | MDC1USDM D C HLDGS INC COM | 12,961 | $430.0M | 0.01% | |
| 384 | JBLJABIL INC COM | 14,739 | $421.0M | 0.01% | |
| 385 | AONAON PLC SHS CL A | 2,875 | $420.0M | 0.01% | |
| 386 | RLGTRADIANT LOGISTICS INC COM | 79,188 | $420.0M | 0.01% | |
| 387 | UVEUNIVERSAL INS HLDGS INC COM | 18,199 | $419.0M | 0.01% | |
| 388 | —CENTURY BANCORP INC MASS CL A NON VTG | 5,209 | $417.0M | 0.01% | |
| 389 | GOOGLALPHABET INC CL A | 427 | $416.0M | 0.01% | |
| 390 | PC6APETROCHINA CO LTD SPONSORED ADR | 6,425 | $412.0M | 0.01% | |
| 391 | IEIINSIGHT ENTERPRISES INC COM | 8,864 | $407.0M | 0.01% | |
| 392 | ROSTROSS STORES INC COM | 6,278 | $405.0M | 0.01% | |
| 393 | FSBWFS BANCORP INC COM | 7,825 | $404.0M | 0.01% | |
| 394 | MTBM & T BK CORP COM | 2,482 | $400.0M | 0.01% | |
| 395 | —BALDWIN & LYONS INC CL B | 17,595 | $397.0M | 0.01% | |
| 396 | RGAREINSURANCE GROUP AMER INC COM NEW | 2,834 | $395.0M | 0.01% | |
| 397 | INTTINTEST CORP COM | 47,093 | $391.0M | 0.01% | |
| 398 | —GOLDFIELD CORP COM | 61,865 | $390.0M | 0.01% | |
| 399 | —TOWN SPORTS INTL HLDGS INC COM | 55,354 | $387.0M | 0.01% | |
| 400 | —ARGO GROUP INTL HLDGS LTD COM | 6,272 | $386.0M | 0.01% |