O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2016 Filing
Filed February 10, 2017
Portfolio Value
$4.2T
Holdings
924
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (924 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | RYAMRAYONIER ADVANCED MATLS INC COM | 140,797 | $2.2B | 0.05% | |
| 202 | MTNVAIL RESORTS INC COM | 13,472 | $2.2B | 0.05% | |
| 203 | GRMNGARMIN LTD SHS | 44,411 | $2.2B | 0.05% | |
| 204 | IDIINTERDIGITAL INC COM | 23,505 | $2.1B | 0.05% | |
| 205 | CAJPYCANON INC SPONSORED ADR | 41,746 | $2.1B | 0.05% | |
| 206 | —INTRAWEST RESORTS HLDGS INC COM | 117,756 | $2.1B | 0.05% | |
| 207 | RSRELIANCE STEEL & ALUMINUM CO COM | 26,371 | $2.1B | 0.05% | |
| 208 | FITBFIFTH THIRD BANCORP COM | 76,382 | $2.1B | 0.05% | |
| 209 | TSMTAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 69,886 | $2.0B | 0.05% | |
| 210 | WRKUSDWESTROCK CO COM | 24,751 | $2.0B | 0.05% | |
| 211 | HIIHUNTINGTON INGALLS INDS INC COM | 10,847 | $2.0B | 0.05% | |
| 212 | IIININSTEEL INDUSTRIES INC COM | 55,128 | $2.0B | 0.05% | |
| 213 | —BROOKFIELD OFFICE PPTYS CDA TR UNIT | 99,017 | $1.9B | 0.05% | |
| 214 | TXNTEXAS INSTRS INC COM | 26,461 | $1.9B | 0.05% | |
| 215 | DDSDILLARDS INC CL A | 30,635 | $1.9B | 0.05% | |
| 216 | ANGOANGIODYNAMICS INC COM | 111,021 | $1.9B | 0.04% | |
| 217 | TSNTYSON FOODS INC CL A | 30,014 | $1.9B | 0.04% | |
| 218 | SFBSSERVISFIRST BANCSHARES INC COM | 48,991 | $1.8B | 0.04% | |
| 219 | AEMAGNICO EAGLE MINES LTD COM | 42,888 | $1.8B | 0.04% | |
| 220 | TTELUS CORP COM | 55,904 | $1.8B | 0.04% | |
| 221 | —UNIVERSAL FST PRODS INC COM | 17,168 | $1.8B | 0.04% | |
| 222 | —HEALTHWAYS INC COM | 75,816 | $1.7B | 0.04% | |
| 223 | CASYCASEYS GEN STORES INC COM | 14,235 | $1.7B | 0.04% | |
| 224 | QUADQUAD / GRAPHICS INC COM CL A | 60,980 | $1.6B | 0.04% | |
| 225 | ACCOACCO BRANDS CORP COM | 124,116 | $1.6B | 0.04% | |
| 226 | —CAPELLA EDUCATION COMPANY COM | 18,285 | $1.6B | 0.04% | |
| 227 | UBSUBS GROUP AG SHS | 52,424 | $1.6B | 0.04% | |
| 228 | SBSISOUTHSIDE BANCSHARES INC COM | 41,962 | $1.6B | 0.04% | |
| 229 | —GLOBAL BRASS & COPPR HLDGS I COM | 45,870 | $1.6B | 0.04% | |
| 230 | DRIDARDEN RESTAURANTS INC COM | 14,557 | $1.5B | 0.04% | |
| 231 | GVAGRANITE CONSTR INC COM | 27,230 | $1.5B | 0.04% | |
| 232 | ITRNITURAN LOCATION AND CONTROL SHS | 55,774 | $1.5B | 0.03% | |
| 233 | 4I1PHILIP MORRIS INTL INC COM | 15,985 | $1.5B | 0.03% | |
| 234 | IOSPINNOSPEC INC COM | 21,188 | $1.5B | 0.03% | |
| 235 | PKGPACKAGING CORP AMER COM | 11,096 | $1.4B | 0.03% | |
| 236 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 227,625 | $1.4B | 0.03% | |
| 237 | KELYAKELLY SVCS INC CL A | 61,041 | $1.4B | 0.03% | |
| 238 | GRT-UCADGRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 41,333 | $1.4B | 0.03% | |
| 239 | FSVFIRSTSERVICE CORP NEW SUB VTG SH | 29,051 | $1.4B | 0.03% | |
| 240 | AAONAAON INC COM PAR $0.004 | 41,781 | $1.4B | 0.03% | |
| 241 | —HMS HLDGS CORP COM | 74,704 | $1.4B | 0.03% | |
| 242 | PNCPNC FINL SVCS GROUP INC COM | 11,603 | $1.4B | 0.03% | |
| 243 | ACWIISHARES TR MSCI ACWI ETF | 4,402 | $1.4B | 0.03% | |
| 244 | CUKCARNIVAL PLC ADR | 18,524 | $1.3B | 0.03% | |
| 245 | NTTYYNIPPON TELEG & TEL CORP SPONSORED ADR | 31,880 | $1.3B | 0.03% | |
| 246 | SJMSMUCKER J M CO COM NEW | 10,265 | $1.3B | 0.03% | |
| 247 | PGCPEAPACK-GLADSTONE FINL CORP COM | 42,522 | $1.3B | 0.03% | |
| 248 | —SODASTREAM INTERNATIONAL LTD USD SHS | 32,894 | $1.3B | 0.03% | |
| 249 | ALBALBEMARLE CORP COM | 14,979 | $1.3B | 0.03% | |
| 250 | SSLSASOL LTD SPONSORED ADR | 24,003 | $1.3B | 0.03% | |
| 251 | ROSTROSS STORES INC COM | 19,307 | $1.3B | 0.03% | |
| 252 | SSTKSHUTTERSTOCK INC COM | 26,270 | $1.2B | 0.03% | |
| 253 | CCEPCOCA COLA EUROPEAN PARTNERS SHS | 19,062 | $1.2B | 0.03% | |
| 254 | FBNCFIRST BANCORP N C COM | 45,477 | $1.2B | 0.03% | |
| 255 | ICFIICF INTL INC COM | 22,357 | $1.2B | 0.03% | |
| 256 | MTZMASTEC INC COM | 31,647 | $1.2B | 0.03% | |
| 257 | COHREURCOHERENT INC COM | 8,732 | $1.2B | 0.03% | |
| 258 | PLABPHOTRONICS INC COM | 103,905 | $1.2B | 0.03% | |
| 259 | FISIFINANCIAL INSTNS INC COM | 34,090 | $1.2B | 0.03% | |
| 260 | MZTILANCASTER COLONY CORP COM | 8,197 | $1.2B | 0.03% | |
| 261 | NCNACCO INDS INC CL A | 12,441 | $1.1B | 0.03% | |
| 262 | —MCEWEN MINING INC COM PAR $0.10 | 381,298 | $1.1B | 0.03% | |
| 263 | MFGMIZUHO FINL GROUP INC SPONSORED ADR | 175,435 | $1.1B | 0.03% | |
| 264 | JT5MUELLER WTR PRODS INC COM SER A | 80,552 | $1.1B | 0.03% | |
| 265 | CITCINTAS CORP COM | 9,121 | $1.1B | 0.02% | |
| 266 | HBMHUDBAY MINERALS INC COM | 181,541 | $1.0B | 0.02% | |
| 267 | —SUPREME INDS INC CL A | 65,386 | $1.0B | 0.02% | |
| 268 | —COTT CORP QUE COM | 90,200 | $1.0B | 0.02% | |
| 269 | —STATE NATL COS INC COM | 73,099 | $1.0B | 0.02% | |
| 270 | LMTLOCKHEED MARTIN CORP COM | 4,028 | $1.0B | 0.02% | |
| 271 | SAICSCIENCE APPLICATNS INTL CP N COM | 11,841 | $1.0B | 0.02% | |
| 272 | SIGISELECTIVE INS GROUP INC COM | 23,245 | $1.0B | 0.02% | |
| 273 | CMCOCOLUMBUS MCKINNON CORP N Y COM | 36,561 | $989.0M | 0.02% | |
| 274 | —MANTECH INTL CORP CL A | 23,240 | $982.0M | 0.02% | |
| 275 | ABMABM INDS INC COM | 23,664 | $966.0M | 0.02% | |
| 276 | VCVISTEON CORP COM NEW | 11,980 | $962.0M | 0.02% | |
| 277 | IESCIES HLDGS INC COM | 49,881 | $955.0M | 0.02% | |
| 278 | SNPSSYNOPSYS INC COM | 16,140 | $950.0M | 0.02% | |
| 279 | FLEXFLEX LTD ORD | 65,950 | $948.0M | 0.02% | |
| 280 | ORIOLD REP INTL CORP COM | 49,915 | $948.0M | 0.02% | |
| 281 | UCBUNITED CMNTY BKS BLAIRSVLE G COM | 31,967 | $947.0M | 0.02% | |
| 282 | LOGILOGITECH INTL S A SHS | 38,011 | $942.0M | 0.02% | |
| 283 | FFORD MTR CO DEL COM PAR $0.01 | 76,247 | $925.0M | 0.02% | |
| 284 | WSFSWSFS FINL CORP COM | 19,670 | $912.0M | 0.02% | |
| 285 | ENZBENZO BIOCHEM INC COM | 130,159 | $903.0M | 0.02% | |
| 286 | VBTXVERITEX HLDGS INC COM | 33,634 | $898.0M | 0.02% | |
| 287 | HDHOME DEPOT INC COM | 6,595 | $884.0M | 0.02% | |
| 288 | CRVLCORVEL CORP COM | 23,781 | $870.0M | 0.02% | |
| 289 | ADTNEURADTRAN INC COM | 38,764 | $866.0M | 0.02% | |
| 290 | IBOCINTERNATIONAL BANCSHARES CORP COM | 21,058 | $859.0M | 0.02% | |
| 291 | —CABOT MICROELECTRONICS CORP COM | 13,597 | $859.0M | 0.02% | |
| 292 | PFBCPREFERRED BK LOS ANGELES CA COM NEW | 16,134 | $846.0M | 0.02% | |
| 293 | AIRAAR CORP COM | 24,963 | $825.0M | 0.02% | |
| 294 | AMKRAMKOR TECHNOLOGY INC COM | 76,671 | $809.0M | 0.02% | |
| 295 | KAIKADANT INC COM | 13,157 | $805.0M | 0.02% | |
| 296 | MRCYMERCURY SYS INC COM | 26,489 | $800.0M | 0.02% | |
| 297 | —CAROLINA FINL CORP NEW COM | 25,845 | $796.0M | 0.02% | |
| 298 | XINUSDXINYUAN REAL ESTATE CO LTD SPONS ADR | 159,679 | $792.0M | 0.02% | |
| 299 | —ARGO GROUP INTL HLDGS LTD COM | 11,925 | $786.0M | 0.02% | |
| 300 | OSG1EUROVERSEAS SHIPHOLDING GROUP I CL A NEW | 203,087 | $778.0M | 0.02% |