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 |
|---|---|---|---|---|---|
| 301 | AGXARGAN INC COM | 18,070 | $813.0M | 0.02% | |
| 302 | CNACNA FINL CORP COM | 15,203 | $807.0M | 0.02% | |
| 303 | —SINOPEC SHANGHAI PETROCHEMIC SPON ADR H | 14,011 | $799.0M | 0.02% | |
| 304 | DISDISNEY WALT CO COM DISNEY | 7,411 | $797.0M | 0.02% | |
| 305 | HEIHEICO CORP NEW COM | 8,353 | $788.0M | 0.02% | |
| 306 | ABJAABB LTD SPONSORED ADR | 29,309 | $786.0M | 0.02% | |
| 307 | WDRWADDELL & REED FINL INC CL A | 35,125 | $785.0M | 0.02% | |
| 308 | ALSALLSTATE CORP COM | 7,491 | $784.0M | 0.02% | |
| 309 | MTORMERITOR INC COM | 33,339 | $782.0M | 0.02% | |
| 310 | SAMBOSTON BEER INC CL A | 4,077 | $779.0M | 0.02% | |
| 311 | G2CEVERI HOLDINGS INC COM | 102,413 | $772.0M | 0.02% | |
| 312 | VMWEURVMWARE INC CL A COM | 6,124 | $767.0M | 0.02% | |
| 313 | —ORTHOFIX INTL N V COM | 13,911 | $761.0M | 0.02% | |
| 314 | FBNCFIRST BANCORP N C COM | 21,509 | $759.0M | 0.02% | |
| 315 | —CHINA LODGING GROUP LTD SPONSORED ADR | 5,218 | $754.0M | 0.02% | |
| 316 | —STRAYER ED INC COM | 8,319 | $745.0M | 0.02% | |
| 317 | CMTLCOMTECH TELECOMMUNICATIONS CP COM NEW | 33,551 | $742.0M | 0.02% | |
| 318 | GGGGRACO INC COM | 16,257 | $735.0M | 0.02% | |
| 319 | CHHCHOICE HOTELS INTL INC COM | 9,437 | $732.0M | 0.02% | |
| 320 | TGBTASEKO MINES LTD COM | 311,925 | $731.0M | 0.02% | |
| 321 | ITRNITURAN LOCATION AND CONTROL SHS | 21,042 | $720.0M | 0.02% | |
| 322 | THOTHOR INDS INC COM | 4,761 | $718.0M | 0.02% | |
| 323 | HIIHUNTINGTON INGALLS INDS INC COM | 3,037 | $716.0M | 0.02% | |
| 324 | MRTNMARTEN TRANS LTD COM | 35,245 | $715.0M | 0.02% | |
| 325 | STMSTMICROELECTRONICS N V NY REGISTRY | 32,689 | $714.0M | 0.02% | |
| 326 | GNRCGENERAC HLDGS INC COM | 14,359 | $711.0M | 0.02% | |
| 327 | ITICINVESTORS TITLE CO COM | 3,653 | $705.0M | 0.02% | |
| 328 | NOCNORTHROP GRUMMAN CORP COM | 2,281 | $700.0M | 0.02% | |
| 329 | BCCBOISE CASCADE CO DEL COM | 17,519 | $699.0M | 0.02% | |
| 330 | IBPINSTALLED BLDG PRODS INC COM | 9,114 | $692.0M | 0.02% | |
| 331 | FRMEFIRST MERCHANTS CORP COM | 16,393 | $689.0M | 0.02% | |
| 332 | ANIKANIKA THERAPEUTICS INC COM | 12,777 | $689.0M | 0.02% | |
| 333 | ENVUSDENVESTNET INC COM | 13,785 | $687.0M | 0.02% | |
| 334 | —MAGELLAN HEALTH INC COM NEW | 7,108 | $686.0M | 0.02% | |
| 335 | —BOINGO WIRELESS INC COM | 30,245 | $681.0M | 0.02% | |
| 336 | —NUTRI SYS INC NEW COM | 12,892 | $678.0M | 0.02% | |
| 337 | MSAMSA SAFETY INCORPORATED COM | 8,676 | $673.0M | 0.02% | |
| 338 | —PROVIDENCE SVC CORP COM | 11,337 | $673.0M | 0.02% | |
| 339 | KBIAKB FINANCIAL GROUP INC SPONSORED ADR | 11,500 | $673.0M | 0.02% | |
| 340 | SCHN1EURSCHNITZER STL INDS CL A | 20,064 | $672.0M | 0.02% | |
| 341 | SAIASAIA INC COM | 9,299 | $658.0M | 0.02% | |
| 342 | BUSDBARNES GROUP INC COM | 10,314 | $653.0M | 0.02% | |
| 343 | ENQENTEGRIS INC COM | 21,407 | $652.0M | 0.02% | |
| 344 | EIGEMPLOYERS HOLDINGS INC COM | 14,617 | $649.0M | 0.02% | |
| 345 | MDXGMIMEDX GROUP INC COM | 51,042 | $645.0M | 0.02% | |
| 346 | PC6APETROCHINA CO LTD SPONSORED ADR | 9,220 | $645.0M | 0.02% | |
| 347 | XLNXEURXILINX INC COM | 9,461 | $638.0M | 0.01% | |
| 348 | IWVISHARES TR RUSSELL 3000 ETF | 4,025 | $637.0M | 0.01% | |
| 349 | UNFIUNITED NAT FOODS INC COM | 12,893 | $635.0M | 0.01% | |
| 350 | LHCGUSDLHC GROUP INC COM | 10,149 | $622.0M | 0.01% | |
| 351 | NVECNVE CORP COM NEW | 7,036 | $605.0M | 0.01% | |
| 352 | EXLSEXLSERVICE HOLDINGS INC COM | 9,920 | $599.0M | 0.01% | |
| 353 | SQMSOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B | 10,052 | $597.0M | 0.01% | |
| 354 | MYRGMYR GROUP INC DEL COM | 16,589 | $593.0M | 0.01% | |
| 355 | —NATIONSTAR MTG HLDGS INC COM | 31,873 | $590.0M | 0.01% | |
| 356 | —TRUSTCO BK CORP N Y COM | 64,108 | $590.0M | 0.01% | |
| 357 | RUTHUSDRUTHS HOSPITALITY GROUP INC COM | 26,678 | $578.0M | 0.01% | |
| 358 | AGOASSURED GUARANTY LTD COM | 16,939 | $574.0M | 0.01% | |
| 359 | TERTERADYNE INC COM | 13,599 | $569.0M | 0.01% | |
| 360 | AMEDAMEDISYS INC COM | 10,750 | $567.0M | 0.01% | |
| 361 | CAJPYCANON INC SPONSORED ADR | 15,122 | $566.0M | 0.01% | |
| 362 | —RUDOLPH TECHNOLOGIES INC COM | 23,674 | $566.0M | 0.01% | |
| 363 | LGNDLIGAND PHARMACEUTICALS INC CL B | 4,103 | $562.0M | 0.01% | |
| 364 | INTUINTUIT COM | 3,557 | $561.0M | 0.01% | |
| 365 | MMM3M CO COM | 2,368 | $557.0M | 0.01% | |
| 366 | TGSTRANSPORTADORA DE GAS SUR SPON ADR B | 24,989 | $556.0M | 0.01% | |
| 367 | —HALYARD HEALTH INC COM | 12,014 | $555.0M | 0.01% | |
| 368 | PKXPOSCO SPONSORED ADR | 7,033 | $549.0M | 0.01% | |
| 369 | PLCECHILDRENS PL INC COM | 3,760 | $547.0M | 0.01% | |
| 370 | PHGKONINKLIJKE PHILIPS N V NY REG SH NEW | 14,296 | $540.0M | 0.01% | |
| 371 | NBHCNATIONAL BK HLDGS CORP CL A | 16,547 | $537.0M | 0.01% | |
| 372 | VCVISTEON CORP COM NEW | 4,290 | $537.0M | 0.01% | |
| 373 | YYEURYY INC ADS REPCOM CLA | 4,750 | $537.0M | 0.01% | |
| 374 | NMIHNMI HLDGS INC CL A | 31,403 | $534.0M | 0.01% | |
| 375 | CSWCSW INDUSTRIALS INC COM | 11,574 | $532.0M | 0.01% | |
| 376 | —LIBERTY INTERACTIVE CORP LBT VENT COM A | 9,659 | $524.0M | 0.01% | |
| 377 | OMCLOMNICELL INC COM | 10,779 | $523.0M | 0.01% | |
| 378 | WAFDWASHINGTON FED INC COM | 15,056 | $516.0M | 0.01% | |
| 379 | CDWCDW CORP COM | 7,373 | $512.0M | 0.01% | |
| 380 | CROXCROCS INC COM | 40,266 | $509.0M | 0.01% | |
| 381 | RYAMRAYONIER ADVANCED MATLS INC COM | 24,817 | $508.0M | 0.01% | |
| 382 | BSRRSIERRA BANCORP COM | 19,019 | $505.0M | 0.01% | |
| 383 | CHRCHURCHILL DOWNS INC COM | 2,135 | $497.0M | 0.01% | |
| 384 | MDC1USDM D C HLDGS INC COM | 15,512 | $495.0M | 0.01% | |
| 385 | CUTREURCUTERA INC COM | 10,883 | $494.0M | 0.01% | |
| 386 | STRLSTERLING CONSTRUCTION CO INC COM | 29,232 | $476.0M | 0.01% | |
| 387 | FLEXFLEX LTD ORD | 26,365 | $474.0M | 0.01% | |
| 388 | ICFIICF INTL INC COM | 9,001 | $473.0M | 0.01% | |
| 389 | —RAVEN INDS INC COM | 13,730 | $472.0M | 0.01% | |
| 390 | DEODIAGEO P L C SPON ADR NEW | 3,234 | $472.0M | 0.01% | |
| 391 | PHPARKER HANNIFIN CORP COM | 2,356 | $470.0M | 0.01% | |
| 392 | BHEBENCHMARK ELECTRS INC COM | 15,963 | $465.0M | 0.01% | |
| 393 | —JUPAI HLDGS LTD ADS | 24,807 | $459.0M | 0.01% | |
| 394 | QNSTQUINSTREET INC COM | 54,414 | $456.0M | 0.01% | |
| 395 | GOOGLALPHABET INC CL A | 427 | $450.0M | 0.01% | |
| 396 | RCKYROCKY BRANDS INC COM | 23,736 | $449.0M | 0.01% | |
| 397 | BSBRBANCO SANTANDER BRASIL S A ADS REP 1 UNIT | 46,194 | $447.0M | 0.01% | |
| 398 | —CONVERGYS CORP COM | 18,992 | $446.0M | 0.01% | |
| 399 | RGAREINSURANCE GROUP AMER INC COM NEW | 2,834 | $442.0M | 0.01% | |
| 400 | VSHVISHAY INTERTECHNOLOGY INC COM | 21,075 | $437.0M | 0.01% |