O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2017 Filing
Filed February 13, 2018
Portfolio Value
$4.3T
Holdings
923
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (923 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | HCAHCA HEALTHCARE INC COM | 85,615 | $7.5B | 0.18% | |
| 102 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 730,605 | $7.4B | 0.17% | |
| 103 | SPUSDSP PLUS CORPORATION COM | 199,741 | $7.4B | 0.17% | |
| 104 | CNCCENTENE CORP DEL COM | 70,948 | $7.2B | 0.17% | |
| 105 | ROKROCKWELL AUTOMATION INC COM | 36,176 | $7.1B | 0.17% | |
| 106 | ADMARCHER DANIELS MIDLAND CO COM | 176,638 | $7.1B | 0.17% | |
| 107 | TSSTOTAL SYS SVCS INC COM | 87,771 | $6.9B | 0.16% | |
| 108 | TRVTRAVELERS COMPANIES INC COM | 51,088 | $6.9B | 0.16% | |
| 109 | STLDSTEEL DYNAMICS INC COM | 159,040 | $6.9B | 0.16% | |
| 110 | CLSEURCELESTICA INC SUB VTG SHS | 639,262 | $6.7B | 0.16% | |
| 111 | PGRPROGRESSIVE CORP OHIO COM | 117,787 | $6.6B | 0.15% | |
| 112 | LPXLOUISIANA PAC CORP COM | 249,487 | $6.6B | 0.15% | |
| 113 | GILGILDAN ACTIVEWEAR INC COM | 194,342 | $6.3B | 0.15% | |
| 114 | SNPUSDCHINA PETE & CHEM CORP SPON ADR H SHS | 83,446 | $6.1B | 0.14% | |
| 115 | DOEURDIAMOND OFFSHORE DRILLING INC COM | 328,076 | $6.1B | 0.14% | |
| 116 | PFEPFIZER INC COM | 167,891 | $6.1B | 0.14% | |
| 117 | ABXBARRICK GOLD CORP COM | 406,341 | $5.9B | 0.14% | |
| 118 | 1GSNNOVANTA INC COM | 116,931 | $5.8B | 0.14% | |
| 119 | CHECHEMED CORP NEW COM | 22,742 | $5.5B | 0.13% | |
| 120 | HBC2HSBC HLDGS PLC SPON ADR NEW | 106,890 | $5.5B | 0.13% | |
| 121 | GIBGROUPE CGI INC CL A SUB VTG | 100,885 | $5.5B | 0.13% | |
| 122 | SIGSIGNET JEWELERS LIMITED SHS | 95,964 | $5.4B | 0.13% | |
| 123 | ABBVABBVIE INC COM | 54,005 | $5.2B | 0.12% | |
| 124 | RIORIO TINTO PLC SPONSORED ADR | 98,076 | $5.2B | 0.12% | |
| 125 | ADBEADOBE SYS INC COM | 28,172 | $4.9B | 0.12% | |
| 126 | PNCPNC FINL SVCS GROUP INC COM | 33,793 | $4.9B | 0.11% | |
| 127 | COOCOOPER COS INC COM NEW | 22,371 | $4.9B | 0.11% | |
| 128 | CLSCA INC COM | 145,073 | $4.8B | 0.11% | |
| 129 | TTENTOTAL S A SPONSORED ADR | 86,352 | $4.8B | 0.11% | |
| 130 | —TRINSEO S A SHS | 65,255 | $4.7B | 0.11% | |
| 131 | HUMHUMANA INC COM | 18,974 | $4.7B | 0.11% | |
| 132 | AKXANSYS INC COM | 31,863 | $4.7B | 0.11% | |
| 133 | ADIANALOG DEVICES INC COM | 52,630 | $4.7B | 0.11% | |
| 134 | AG8AGILENT TECHNOLOGIES INC COM | 69,137 | $4.6B | 0.11% | |
| 135 | WRKUSDWESTROCK CO COM | 73,125 | $4.6B | 0.11% | |
| 136 | NVRNVR INC COM | 1,316 | $4.6B | 0.11% | |
| 137 | —TRAVELPORT WORLDWIDE LTD SHS | 352,398 | $4.6B | 0.11% | |
| 138 | CMICUMMINS INC COM | 24,816 | $4.4B | 0.10% | |
| 139 | —CABOT MICROELECTRONICS CORP COM | 45,784 | $4.3B | 0.10% | |
| 140 | ATVIEURACTIVISION BLIZZARD INC COM | 66,741 | $4.2B | 0.10% | |
| 141 | KMBKIMBERLY CLARK CORP COM | 33,055 | $4.0B | 0.09% | |
| 142 | AYAEURSTARS GROUP INC COM | 169,033 | $3.9B | 0.09% | |
| 143 | CTSHCOGNIZANT TECHNOLOGY SOLUTIONS CL A | 55,183 | $3.9B | 0.09% | |
| 144 | ELVANTHEM INC COM | 16,543 | $3.7B | 0.09% | |
| 145 | ETRAE TRADE FINANCIAL CORP COM NEW | 70,038 | $3.5B | 0.08% | |
| 146 | BAXBAXTER INTL INC COM | 53,715 | $3.5B | 0.08% | |
| 147 | GMGENERAL MTRS CO COM | 84,284 | $3.5B | 0.08% | |
| 148 | TXNTEXAS INSTRS INC COM | 32,736 | $3.4B | 0.08% | |
| 149 | CRLCHARLES RIV LABS INTL INC COM | 30,299 | $3.3B | 0.08% | |
| 150 | BACBANK AMER CORP COM | 109,319 | $3.2B | 0.08% | |
| 151 | DRIDARDEN RESTAURANTS INC COM | 33,515 | $3.2B | 0.08% | |
| 152 | TDCTERADATA CORP DEL COM | 83,601 | $3.2B | 0.08% | |
| 153 | HOUSREALOGY HLDGS CORP COM | 117,265 | $3.1B | 0.07% | |
| 154 | —DOWDUPONT INC COM | 42,732 | $3.0B | 0.07% | |
| 155 | IEXIDEX CORP COM | 23,026 | $3.0B | 0.07% | |
| 156 | SANMSANMINA CORPORATION COM | 90,965 | $3.0B | 0.07% | |
| 157 | LBAIUSDLAKELAND BANCORP INC COM | 153,325 | $3.0B | 0.07% | |
| 158 | SF9SANDERSON FARMS INC COM | 21,244 | $2.9B | 0.07% | |
| 159 | PFBCPREFERRED BK LOS ANGELES CA COM NEW | 48,169 | $2.8B | 0.07% | |
| 160 | WDCWESTERN DIGITAL CORP COM | 34,598 | $2.8B | 0.06% | |
| 161 | CEOCNOOC LTD SPONSORED ADR | 18,784 | $2.7B | 0.06% | |
| 162 | MCMOELIS & CO CL A | 55,341 | $2.7B | 0.06% | |
| 163 | DGXQUEST DIAGNOSTICS INC COM | 27,055 | $2.7B | 0.06% | |
| 164 | —LIBERTY INTERACTIVE CORP QVC GP COM SER A | 108,814 | $2.7B | 0.06% | |
| 165 | TSEMTOWER SEMICONDUCTOR LTD SHS NEW | 77,682 | $2.6B | 0.06% | |
| 166 | KLICKULICKE & SOFFA INDS INC COM | 108,660 | $2.6B | 0.06% | |
| 167 | AEISADVANCED ENERGY INDS COM | 38,094 | $2.6B | 0.06% | |
| 168 | CSCOCISCO SYS INC COM | 66,949 | $2.6B | 0.06% | |
| 169 | PKGPACKAGING CORP AMER COM | 21,142 | $2.5B | 0.06% | |
| 170 | —BLUCORA INC COM | 114,848 | $2.5B | 0.06% | |
| 171 | CYDCHINA YUCHAI INTL LTD COM | 103,631 | $2.5B | 0.06% | |
| 172 | CUKCARNIVAL PLC ADR | 37,034 | $2.5B | 0.06% | |
| 173 | WATWATERS CORP COM | 12,685 | $2.5B | 0.06% | |
| 174 | DALDELTA AIR LINES INC DEL COM NEW | 42,278 | $2.4B | 0.06% | |
| 175 | JNPJUNIPER NETWORKS INC COM | 82,535 | $2.4B | 0.05% | |
| 176 | EAELECTRONIC ARTS INC COM | 22,286 | $2.3B | 0.05% | |
| 177 | CMCOCOLUMBUS MCKINNON CORP N Y COM | 57,874 | $2.3B | 0.05% | |
| 178 | CCFEURCHASE CORP COM | 19,035 | $2.3B | 0.05% | |
| 179 | PG4PRINCIPAL FINL GROUP INC COM | 32,492 | $2.3B | 0.05% | |
| 180 | EVCENTRAVISION COMMUNICATIONS CP CL A | 320,187 | $2.3B | 0.05% | |
| 181 | DDSDILLARDS INC CL A | 38,065 | $2.3B | 0.05% | |
| 182 | GDOTGREEN DOT CORP CL A | 37,631 | $2.3B | 0.05% | |
| 183 | PENNPENN NATL GAMING INC COM | 68,766 | $2.2B | 0.05% | |
| 184 | AFLAFLAC INC COM | 24,538 | $2.2B | 0.05% | |
| 185 | NYTNEW YORK TIMES CO CL A | 116,019 | $2.1B | 0.05% | |
| 186 | PGCPEAPACK-GLADSTONE FINL CORP COM | 60,549 | $2.1B | 0.05% | |
| 187 | —ALLERGAN PLC SHS | 12,656 | $2.1B | 0.05% | |
| 188 | BBBLACKBERRY LTD COM | 182,829 | $2.0B | 0.05% | |
| 189 | VRSNVERISIGN INC COM | 17,681 | $2.0B | 0.05% | |
| 190 | ACWIISHARES TR MSCI ACWI ETF | 27,667 | $2.0B | 0.05% | |
| 191 | ALGALAMO GROUP INC COM | 17,642 | $2.0B | 0.05% | |
| 192 | UBSUBS GROUP AG SHS | 107,328 | $2.0B | 0.05% | |
| 193 | KWRQUAKER CHEM CORP COM | 12,930 | $1.9B | 0.05% | |
| 194 | INGNINOGEN INC COM | 16,259 | $1.9B | 0.05% | |
| 195 | ARCBARCBEST CORP COM | 54,136 | $1.9B | 0.05% | |
| 196 | CASHMETA FINL GROUP INC COM | 20,272 | $1.9B | 0.04% | |
| 197 | —STAMPS COM INC COM NEW | 9,941 | $1.9B | 0.04% | |
| 198 | SNPSSYNOPSYS INC COM | 21,640 | $1.8B | 0.04% | |
| 199 | OMCOMNICOM GROUP INC COM | 25,296 | $1.8B | 0.04% | |
| 200 | SSRMSSR MNG INC COM | 208,047 | $1.8B | 0.04% |