O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$4.0T
Holdings
930
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (930 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | UNUSDUNILEVER N V N Y SHS NEW | 173,703 | $7.9B | 0.20% | |
| 102 | MRKMERCK & CO INC COM | 148,263 | $7.9B | 0.20% | |
| 103 | NAVINAVIENT CORP COM | 658,532 | $7.9B | 0.20% | |
| 104 | EFSCENTERPRISE FINL SVCS CORP COM | 284,417 | $7.8B | 0.19% | |
| 105 | AAPLAPPLE INC COM | 70,029 | $7.7B | 0.19% | |
| 106 | ADMARCHER DANIELS MIDLAND CO COM | 206,606 | $7.6B | 0.19% | |
| 107 | UTXZUNITED TECHNOLOGIES CORP COM | 73,098 | $7.3B | 0.18% | |
| 108 | CIGICOLLIERS INTERNATIONAL GROUP I SUB VTG SH | 197,803 | $7.3B | 0.18% | |
| 109 | SPOKSPOK HOLDINGS INC COM | 401,319 | $7.0B | 0.18% | |
| 110 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 883,324 | $7.0B | 0.18% | |
| 111 | PGRPROGRESSIVE CORP OHIO COM | 195,554 | $6.8B | 0.17% | |
| 112 | NKENIKE INC CL B | 107,982 | $6.7B | 0.17% | |
| 113 | WMWASTE MGMT INC DEL COM | 112,128 | $6.7B | 0.17% | |
| 114 | ABJAABB LTD SPONSORED ADR | 336,734 | $6.6B | 0.17% | |
| 115 | FIXCOMFORT SYS USA INC COM | 203,755 | $6.6B | 0.16% | |
| 116 | AVYAVERY DENNISON CORP COM | 87,274 | $6.3B | 0.16% | |
| 117 | CMICUMMINS INC COM | 57,497 | $6.3B | 0.16% | |
| 118 | KRKROGER CO COM | 163,684 | $6.2B | 0.16% | |
| 119 | WMTWAL-MART STORES INC COM | 89,440 | $6.2B | 0.15% | |
| 120 | CMCDN IMPERIAL BK COMM TORONTO COM | 77,351 | $5.8B | 0.15% | |
| 121 | BCEBCE INC COM | 121,965 | $5.6B | 0.14% | |
| 122 | CICIGNA CORPORATION COM | 40,148 | $5.5B | 0.14% | |
| 123 | REXREX AMERICAN RESOURCES CORP COM | 98,304 | $5.5B | 0.14% | |
| 124 | SSLSASOL LTD SPONSORED ADR | 180,140 | $5.3B | 0.13% | |
| 125 | EAELECTRONIC ARTS INC COM | 79,250 | $5.3B | 0.13% | |
| 126 | MSFTMICROSOFT CORP COM | 95,238 | $5.2B | 0.13% | |
| 127 | —TECH DATA CORP COM | 67,701 | $5.2B | 0.13% | |
| 128 | TTENTOTAL S A SPONSORED ADR | 102,619 | $4.7B | 0.12% | |
| 129 | KMBKIMBERLY CLARK CORP COM | 34,953 | $4.7B | 0.12% | |
| 130 | HOLXHOLOGIC INC COM | 130,150 | $4.5B | 0.11% | |
| 131 | BCRUSDBARD C R INC COM | 21,582 | $4.4B | 0.11% | |
| 132 | —TESORO CORP COM | 49,334 | $4.3B | 0.11% | |
| 133 | DYHTARGET CORP COM | 49,244 | $4.1B | 0.10% | |
| 134 | IOSPINNOSPEC INC COM | 92,100 | $4.0B | 0.10% | |
| 135 | —RICHMONT MINES INC COM | 697,199 | $4.0B | 0.10% | |
| 136 | —AETNA INC NEW COM | 34,421 | $3.9B | 0.10% | |
| 137 | SKMEURSK TELECOM LTD SPONSORED ADR | 189,556 | $3.9B | 0.10% | |
| 138 | NSPINSPERITY INC COM | 74,623 | $3.9B | 0.10% | |
| 139 | SCISERVICE CORP INTL COM | 158,820 | $3.9B | 0.10% | |
| 140 | AZOAUTOZONE INC COM | 4,795 | $3.8B | 0.10% | |
| 141 | HTLFEURHEARTLAND FINL USA INC COM | 122,928 | $3.8B | 0.10% | |
| 142 | PAYXPAYCHEX INC COM | 71,708 | $3.8B | 0.10% | |
| 143 | —SYKES ENTERPRISES INC COM | 125,145 | $3.8B | 0.10% | |
| 144 | TDTORONTO DOMINION BK ONT COM NEW | 84,046 | $3.7B | 0.09% | |
| 145 | HOFTHOOKER FURNITURE CORP COM | 110,068 | $3.6B | 0.09% | |
| 146 | DLTRDOLLAR TREE INC COM | 43,795 | $3.6B | 0.09% | |
| 147 | —CALPINE CORP COM NEW | 244,356 | $3.6B | 0.09% | |
| 148 | PG4PRINCIPAL FINL GROUP INC COM | 89,850 | $3.6B | 0.09% | |
| 149 | —GLOBAL BRASS & COPPR HLDGS I COM | 136,450 | $3.4B | 0.09% | |
| 150 | RSGREPUBLIC SVCS INC COM | 70,734 | $3.4B | 0.09% | |
| 151 | ACGLARCH CAP GROUP LTD ORD | 47,066 | $3.4B | 0.08% | |
| 152 | LOWLOWES COS INC COM | 43,988 | $3.3B | 0.08% | |
| 153 | CASYCASEYS GEN STORES INC COM | 28,830 | $3.3B | 0.08% | |
| 154 | SIGISELECTIVE INS GROUP INC COM | 87,137 | $3.2B | 0.08% | |
| 155 | PGPROCTER & GAMBLE CO COM | 38,413 | $3.2B | 0.08% | |
| 156 | AOSSMITH A O COM | 41,297 | $3.2B | 0.08% | |
| 157 | CULPCULP INC COM | 120,478 | $3.1B | 0.08% | |
| 158 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 217,075 | $3.1B | 0.08% | |
| 159 | RELXRELX NV SPONSORED ADR | 172,235 | $3.1B | 0.08% | |
| 160 | AMWDAMERICAN WOODMARK CORP COM | 41,693 | $3.1B | 0.08% | |
| 161 | —PIER 1 IMPORTS INC COM | 443,916 | $3.1B | 0.08% | |
| 162 | CVSCVS HEALTH CORP COM | 29,386 | $3.1B | 0.08% | |
| 163 | —AGRIUM INC COM | 33,757 | $3.1B | 0.08% | |
| 164 | UFCSUNITED FIRE GROUP INC COM | 67,548 | $3.0B | 0.08% | |
| 165 | —ARGO GROUP INTL HLDGS LTD COM | 51,956 | $3.0B | 0.07% | |
| 166 | ORANYORANGE SPONSORED ADR | 169,392 | $3.0B | 0.07% | |
| 167 | AESAES CORP COM | 250,189 | $2.9B | 0.07% | |
| 168 | VRSNVERISIGN INC COM | 31,919 | $2.9B | 0.07% | |
| 169 | —STATOIL ASA SPONSORED ADR | 182,336 | $2.9B | 0.07% | |
| 170 | WDFCWD-40 CO COM | 25,773 | $2.8B | 0.07% | |
| 171 | UPSUNITED PARCEL SERVICE INC CL B | 26,384 | $2.8B | 0.07% | |
| 172 | SRJSPARTANNASH COMPANY COM | 93,255 | $2.8B | 0.07% | |
| 173 | POT1EURPOTASH CORP SASK INC COM | 158,819 | $2.8B | 0.07% | |
| 174 | —BNC BANCORP COM | 128,707 | $2.7B | 0.07% | |
| 175 | HTBKHERITAGE COMMERCE CORP COM | 269,054 | $2.7B | 0.07% | |
| 176 | WNSNWNS HOLDINGS LTD SPON ADR | 87,264 | $2.7B | 0.07% | |
| 177 | EFXEQUIFAX INC COM | 23,285 | $2.7B | 0.07% | |
| 178 | UGIUGI CORP NEW COM | 65,158 | $2.6B | 0.07% | |
| 179 | PLABPHOTRONICS INC COM | 252,141 | $2.6B | 0.07% | |
| 180 | —PACIFIC CONTINENTAL CORP COM | 162,262 | $2.6B | 0.07% | |
| 181 | DHILDIAMOND HILL INVESTMENT GROU COM NEW | 14,737 | $2.6B | 0.07% | |
| 182 | NTTYYNIPPON TELEG & TEL CORP SPONSORED ADR | 57,836 | $2.6B | 0.06% | |
| 183 | REEVEREST RE GROUP LTD COM | 12,803 | $2.5B | 0.06% | |
| 184 | A3IAMERISAFE INC COM | 45,558 | $2.4B | 0.06% | |
| 185 | CSCOCISCO SYS INC COM | 83,352 | $2.4B | 0.06% | |
| 186 | TSNTYSON FOODS INC CL A | 35,033 | $2.4B | 0.06% | |
| 187 | LBEURL BRANDS INC COM | 26,396 | $2.3B | 0.06% | |
| 188 | VLRSCONTROLADORA VUELA CIA DE AV SPON ADR RP 10 | 109,115 | $2.3B | 0.06% | |
| 189 | FITBFIFTH THIRD BANCORP COM | 133,754 | $2.3B | 0.06% | |
| 190 | RIORIO TINTO PLC SPONSORED ADR | 78,497 | $2.2B | 0.06% | |
| 191 | JBTJOHN BEAN TECHNOLOGIES CORP COM | 39,833 | $2.2B | 0.06% | |
| 192 | PC6APETROCHINA CO LTD SPONSORED ADR | 33,373 | $2.2B | 0.06% | |
| 193 | WATWATERS CORP COM | 16,687 | $2.2B | 0.06% | |
| 194 | CNCCENTENE CORP DEL COM | 35,244 | $2.2B | 0.06% | |
| 195 | MTNVAIL RESORTS INC COM | 16,353 | $2.2B | 0.05% | |
| 196 | —VANTIV INC CL A | 39,945 | $2.2B | 0.05% | |
| 197 | CENTACENTRAL GARDEN & PET CO CL A NON-VTG | 131,309 | $2.1B | 0.05% | |
| 198 | WNCWABASH NATL CORP COM | 158,214 | $2.1B | 0.05% | |
| 199 | AYIACUITY BRANDS INC COM | 9,710 | $2.1B | 0.05% | |
| 200 | AFLAFLAC INC COM | 32,181 | $2.1B | 0.05% |