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 |
|---|---|---|---|---|---|
| 301 | —CU BANCORP CALIF COM | 35,521 | $767.0M | 0.02% | |
| 302 | SNISCRIPPS NETWORKS INTERACT IN CL A COM | 11,739 | $761.0M | 0.02% | |
| 303 | SCHLSCHOLASTIC CORP COM | 19,765 | $746.0M | 0.02% | |
| 304 | MR4MERIDIAN BIOSCIENCE INC COM | 34,244 | $721.0M | 0.02% | |
| 305 | HCQAMN HEALTHCARE SERVICES INC COM | 20,887 | $705.0M | 0.02% | |
| 306 | —SHORETEL INC COM | 94,071 | $699.0M | 0.02% | |
| 307 | RCI/BROGERS COMMUNICATIONS INC CL B | 17,071 | $689.0M | 0.02% | |
| 308 | HCKTHACKETT GROUP INC COM | 46,118 | $688.0M | 0.02% | |
| 309 | FAFFIRST AMERN FINL CORP COM | 17,861 | $681.0M | 0.02% | |
| 310 | MKLMARKEL CORP COM | 766 | $681.0M | 0.02% | |
| 311 | LHCGUSDLHC GROUP INC COM | 19,180 | $679.0M | 0.02% | |
| 312 | MHLAMAIDEN HOLDINGS LTD SHS | 50,481 | $655.0M | 0.02% | |
| 313 | EXPOEXPONENT INC COM | 12,791 | $654.0M | 0.02% | |
| 314 | —INTERNATIONAL ASSETS HLDG CORP COM | 23,584 | $644.0M | 0.02% | |
| 315 | MRCYMERCURY SYS INC COM | 31,723 | $642.0M | 0.02% | |
| 316 | BRBROADRIDGE FINL SOLUTIONS IN COM | 10,728 | $635.0M | 0.02% | |
| 317 | —TRINSEO S A SHS | 17,349 | $630.0M | 0.02% | |
| 318 | COSTCOSTCO WHSL CORP NEW COM | 3,959 | $624.0M | 0.02% | |
| 319 | JRVRJAMES RIV GROUP LTD COM | 18,632 | $617.0M | 0.02% | |
| 320 | —WEBMD HEALTH CORP COM | 10,343 | $616.0M | 0.02% | |
| 321 | USCRU S CONCRETE INC COM NEW | 10,176 | $610.0M | 0.02% | |
| 322 | COHREURCOHERENT INC COM | 6,674 | $607.0M | 0.02% | |
| 323 | CNMDCONMED CORP COM | 14,723 | $602.0M | 0.02% | |
| 324 | TILEINTERFACE INC COM | 31,691 | $589.0M | 0.01% | |
| 325 | NKSHNATIONAL BANKSHARES INC VA COM | 16,808 | $580.0M | 0.01% | |
| 326 | BSETBASSETT FURNITURE INDS INC COM | 17,492 | $566.0M | 0.01% | |
| 327 | —DST SYS INC DEL COM | 5,085 | $563.0M | 0.01% | |
| 328 | NDAQNASDAQ INC COM | 8,519 | $555.0M | 0.01% | |
| 329 | DRIDARDEN RESTAURANTS INC COM | 8,281 | $551.0M | 0.01% | |
| 330 | TTMCHFTATA MTRS LTD SPONSORED ADR | 18,898 | $549.0M | 0.01% | |
| 331 | COHRII VI INC COM | 25,315 | $545.0M | 0.01% | |
| 332 | FDEFUSDFIRST DEFIANCE FINL CORP COM | 14,082 | $545.0M | 0.01% | |
| 333 | ALVAUTOLIV INC COM | 4,589 | $544.0M | 0.01% | |
| 334 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 113,358 | $518.0M | 0.01% | |
| 335 | BAKBRASKEM S A SP ADR PFD A | 39,669 | $517.0M | 0.01% | |
| 336 | FUODOLBY LABORATORIES INC COM | 11,776 | $512.0M | 0.01% | |
| 337 | LDOSLEIDOS HLDGS INC COM | 10,236 | $511.0M | 0.01% | |
| 338 | —AEP INDS INC COM | 7,537 | $504.0M | 0.01% | |
| 339 | —ALMOST FAMILY INC COM | 13,544 | $500.0M | 0.01% | |
| 340 | SYMCEURSYMANTEC CORP COM | 27,194 | $500.0M | 0.01% | |
| 341 | ERIEERIE INDTY CO CL A | 5,289 | $498.0M | 0.01% | |
| 342 | APOGAPOGEE ENTERPRISES INC COM | 11,312 | $497.0M | 0.01% | |
| 343 | GGALGRUPO FINANCIERO GALICIA S A SP ADR 10 SH B | 17,543 | $497.0M | 0.01% | |
| 344 | GHCGRAHAM HOLDINGS COMPANY CL B | 1,027 | $493.0M | 0.01% | |
| 345 | RUTHUSDRUTHS HOSPITALITY GROUP INC COM | 26,680 | $492.0M | 0.01% | |
| 346 | —DELPHI AUTOMOTIVE PLC SHS | 6,466 | $484.0M | 0.01% | |
| 347 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 44,056 | $483.0M | 0.01% | |
| 348 | —ASPEN INSURANCE HOLDINGS LTD SHS | 10,020 | $482.0M | 0.01% | |
| 349 | KAIKADANT INC COM | 10,425 | $474.0M | 0.01% | |
| 350 | IEIINSIGHT ENTERPRISES INC COM | 16,458 | $471.0M | 0.01% | |
| 351 | CITCINTAS CORP COM | 5,246 | $471.0M | 0.01% | |
| 352 | DGIIDIGI INTL INC COM | 52,592 | $465.0M | 0.01% | |
| 353 | LSAKNET 1 UEPS TECHNOLOGIES INC COM NEW | 51,128 | $464.0M | 0.01% | |
| 354 | CUKCARNIVAL PLC ADR | 8,488 | $458.0M | 0.01% | |
| 355 | ITUBITAU UNIBANCO HLDG SA SPON ADR REP PFD | 50,344 | $443.0M | 0.01% | |
| 356 | FDPFRESH DEL MONTE PRODUCE INC ORD | 10,368 | $440.0M | 0.01% | |
| 357 | VMCVULCAN MATLS CO COM | 4,116 | $434.0M | 0.01% | |
| 358 | —BEMIS INC COM | 8,218 | $432.0M | 0.01% | |
| 359 | —CHEROKEE INC DEL NEW COM | 23,651 | $423.0M | 0.01% | |
| 360 | VVISA INC COM CL A | 5,466 | $420.0M | 0.01% | |
| 361 | G7AGRUPO AEROPORTUARIO CTR NORT SPON ADR | 9,020 | $415.0M | 0.01% | |
| 362 | —CASH AMER INTL INC COM | 10,649 | $414.0M | 0.01% | |
| 363 | FLOFLOWERS FOODS INC COM | 22,013 | $409.0M | 0.01% | |
| 364 | XRAYDENTSPLY SIRONA INC COM | 6,513 | $404.0M | 0.01% | |
| 365 | —DOMINION DIAMOND CORP COM | 35,000 | $400.0M | 0.01% | |
| 366 | VCVISTEON CORP COM NEW | 4,899 | $394.0M | 0.01% | |
| 367 | —LUMINEX CORP DEL COM | 20,166 | $393.0M | 0.01% | |
| 368 | —SAPIENS INTL CORP N V SHS NEW | 33,643 | $391.0M | 0.01% | |
| 369 | FMSFRESENIUS MED CARE AG&CO KGA SPONSORED ADR | 8,853 | $390.0M | 0.01% | |
| 370 | —BALDWIN & LYONS INC CL B | 15,832 | $388.0M | 0.01% | |
| 371 | G9NGPO AEROPORTUARIO DEL PAC SA SPON ADR B | 4,339 | $383.0M | 0.01% | |
| 372 | GGENPACT LIMITED SHS | 14,066 | $381.0M | 0.01% | |
| 373 | ALLEALLEGION PUB LTD CO ORD SHS | 5,939 | $379.0M | 0.01% | |
| 374 | GEGENERAL ELECTRIC CO COM | 11,909 | $379.0M | 0.01% | |
| 375 | —ISLE OF CAPRI CASINOS INC COM | 27,049 | $376.0M | 0.01% | |
| 376 | —CHARTER FINL CORP WEST PT GA COM | 27,601 | $374.0M | 0.01% | |
| 377 | RYAMRAYONIER ADVANCED MATLS INC COM | 38,041 | $372.0M | 0.01% | |
| 378 | KHCKRAFT HEINZ CO COM | 4,698 | $371.0M | 0.01% | |
| 379 | LFUSLITTELFUSE INC COM | 3,014 | $370.0M | 0.01% | |
| 380 | PLCECHILDRENS PL INC COM | 4,471 | $370.0M | 0.01% | |
| 381 | —INDUSTRIAS BACHOCO S A B DE SPON ADR B | 7,011 | $368.0M | 0.01% | |
| 382 | EDUNEW ORIENTAL ED & TECH GRP I SPON ADR | 10,090 | $362.0M | 0.01% | |
| 383 | WDCWESTERN DIGITAL CORP COM | 7,711 | $356.0M | 0.01% | |
| 384 | WSOWATSCO INC COM | 2,624 | $350.0M | 0.01% | |
| 385 | COKECOCA COLA BOTTLING CO CONS COM | 2,135 | $350.0M | 0.01% | |
| 386 | DYDYCOM INDS INC COM | 5,397 | $346.0M | 0.01% | |
| 387 | IBCPINDEPENDENT BANK CORP MICH COM | 23,727 | $346.0M | 0.01% | |
| 388 | SANMSANMINA CORPORATION COM | 14,927 | $343.0M | 0.01% | |
| 389 | HIIHUNTINGTON INGALLS INDS INC COM | 2,461 | $341.0M | 0.01% | |
| 390 | TRTOOTSIE ROLL INDS INC COM | 9,826 | $339.0M | 0.01% | |
| 391 | —BANK MUTUAL CORP NEW COM | 44,115 | $338.0M | 0.01% | |
| 392 | DHRB & G FOODS INC NEW COM | 9,775 | $338.0M | 0.01% | |
| 393 | —PHARMERICA CORP COM | 15,545 | $338.0M | 0.01% | |
| 394 | ACNACCENTURE PLC IRELAND SHS CLASS A | 2,817 | $325.0M | 0.01% | |
| 395 | —SYNGENTA AG SPONSORED ADR | 3,878 | $322.0M | 0.01% | |
| 396 | —VONAGE HLDGS CORP COM | 70,831 | $322.0M | 0.01% | |
| 397 | ANATUSDAMERICAN NATL INS CO COM | 2,755 | $321.0M | 0.01% | |
| 398 | GTGOODYEAR TIRE & RUBR CO COM | 9,602 | $315.0M | 0.01% | |
| 399 | AMNBUSDAMERICAN NATL BANKSHARES INC COM | 12,361 | $315.0M | 0.01% | |
| 400 | BB3BROOKLINE BANCORP INC DEL COM | 27,785 | $308.0M | 0.01% |