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 |
|---|---|---|---|---|---|
| 401 | CDWCDW CORP COM | 7,400 | $307.0M | 0.01% | |
| 402 | —PANERA BREAD CO CL A | 1,442 | $299.0M | 0.01% | |
| 403 | —BANK OF THE OZARKS INC COM | 7,023 | $296.0M | 0.01% | |
| 404 | —NUTRACEUTICAL INTL CORP COM | 11,846 | $290.0M | 0.01% | |
| 405 | UHALAMERCO COM | 825 | $285.0M | 0.01% | |
| 406 | COTYCOTY INC COM CL A | 10,285 | $284.0M | 0.01% | |
| 407 | —ORITANI FINL CORP COM | 16,502 | $284.0M | 0.01% | |
| 408 | ENSGENSIGN GROUP INC COM | 12,314 | $281.0M | 0.01% | |
| 409 | CLGXCORELOGIC INC COM | 8,118 | $279.0M | 0.01% | |
| 410 | VACMARRIOTT VACATIONS WRLDWDE C COM | 4,197 | $279.0M | 0.01% | |
| 411 | —CYNOSURE INC CL A | 6,320 | $277.0M | 0.01% | |
| 412 | NLSUSDNAUTILUS INC COM | 14,472 | $275.0M | 0.01% | |
| 413 | OGSONE GAS INC COM | 4,438 | $274.0M | 0.01% | |
| 414 | —NUTRI SYS INC NEW COM | 13,549 | $274.0M | 0.01% | |
| 415 | AEISADVANCED ENERGY INDS COM | 7,797 | $273.0M | 0.01% | |
| 416 | SXISTANDEX INTL CORP COM | 3,518 | $272.0M | 0.01% | |
| 417 | WYWEYERHAEUSER CO COM | 8,756 | $272.0M | 0.01% | |
| 418 | —OMEGA PROTEIN CORP COM | 16,002 | $271.0M | 0.01% | |
| 419 | NATNORDIC AMERICAN TANKERS LIMI COM | 19,162 | $270.0M | 0.01% | |
| 420 | MUMICRON TECHNOLOGY INC COM | 25,797 | $270.0M | 0.01% | |
| 421 | SONYSONY CORP ADR NEW | 10,417 | $269.0M | 0.01% | |
| 422 | MOHMOLINA HEALTHCARE INC COM | 4,119 | $265.0M | 0.01% | |
| 423 | —FARMERS CAP BK CORP COM | 9,958 | $264.0M | 0.01% | |
| 424 | LYTSLSI INDS INC COM | 23,613 | $261.0M | 0.01% | |
| 425 | KELYAKELLY SVCS INC CL A | 13,669 | $254.0M | 0.01% | |
| 426 | HCIHCI GROUP INC COM | 7,418 | $247.0M | 0.01% | |
| 427 | ATRAPTARGROUP INC COM | 3,138 | $247.0M | 0.01% | |
| 428 | KALUKAISER ALUMINUM CORP COM PAR $0.01 | 2,895 | $247.0M | 0.01% | |
| 429 | NTGRNETGEAR INC COM | 5,999 | $244.0M | 0.01% | |
| 430 | —BENEFICIAL BANCORP IN COM | 17,443 | $240.0M | 0.01% | |
| 431 | LGIHLGI HOMES INC COM | 10,025 | $238.0M | 0.01% | |
| 432 | BRKRBRUKER CORP COM | 8,325 | $236.0M | 0.01% | |
| 433 | SCLSTEPAN CO COM | 4,211 | $236.0M | 0.01% | |
| 434 | PARRPAR PACIFIC HOLDINGS INC COM NEW | 12,617 | $235.0M | 0.01% | |
| 435 | CHRCHURCHILL DOWNS INC COM | 1,572 | $232.0M | 0.01% | |
| 436 | THFFFIRST FINL CORP IND COM | 6,720 | $231.0M | 0.01% | |
| 437 | MMSIMERIT MED SYS INC COM | 12,589 | $231.0M | 0.01% | |
| 438 | PETSPETMED EXPRESS INC COM | 12,651 | $227.0M | 0.01% | |
| 439 | UTLUNITIL CORP COM | 5,241 | $225.0M | 0.01% | |
| 440 | UVEUNIVERSAL INS HLDGS INC COM | 12,307 | $221.0M | 0.01% | |
| 441 | —NAVIGANT CONSULTING INC COM | 13,739 | $218.0M | 0.01% | |
| 442 | BBDBANCO BRADESCO S A SP ADR PFD NEW | 27,029 | $210.0M | 0.01% | |
| 443 | SENEASENECA FOODS CORP NEW CL A | 6,418 | $209.0M | 0.01% | |
| 444 | BURLBURLINGTON STORES INC COM | 3,765 | $209.0M | 0.01% | |
| 445 | —TRC COS INC COM | 28,671 | $208.0M | 0.01% | |
| 446 | —STATE NATL COS INC COM | 16,266 | $207.0M | 0.01% | |
| 447 | CMCCOMMERCIAL METALS CO COM | 11,883 | $206.0M | 0.01% | |
| 448 | —ATLANTIC TELE NETWORK INC COM NEW | 2,662 | $203.0M | 0.01% | |
| 449 | GFFGRIFFON CORP COM | 12,966 | $200.0M | 0.01% | |
| 450 | AMEDAMEDISYS INC COM | 4,137 | $197.0M | 0.00% | |
| 451 | XYLXYLEM INC COM | 4,782 | $196.0M | 0.00% | |
| 452 | ATATLANTIC PWR CORP COM NEW | 78,018 | $195.0M | 0.00% | |
| 453 | —CHEMTURA CORP COM NEW | 7,352 | $195.0M | 0.00% | |
| 454 | EXLSEXLSERVICE HOLDINGS INC COM | 3,714 | $194.0M | 0.00% | |
| 455 | MGICMAGIC SOFTWARE ENTERPRISES LTD ORD | 28,321 | $192.0M | 0.00% | |
| 456 | —DEAN FOODS CO NEW COM | 10,937 | $191.0M | 0.00% | |
| 457 | CBUCOMMUNITY BK SYS INC COM | 4,898 | $189.0M | 0.00% | |
| 458 | —CHINA TELECOM CORP LTD SPON ADR H SHS | 3,568 | $188.0M | 0.00% | |
| 459 | PTIP T TELEKOMUNIKASI INDONESIA SPONSORED ADR | 3,696 | $188.0M | 0.00% | |
| 460 | TEVATEVA PHARMACEUTICAL INDS LTD ADR | 3,416 | $186.0M | 0.00% | |
| 461 | —MAGELLAN HEALTH INC COM NEW | 2,747 | $186.0M | 0.00% | |
| 462 | LNCLINCOLN NATL CORP IND COM | 4,633 | $185.0M | 0.00% | |
| 463 | HYHYSTER YALE MATLS HANDLING I CL A | 2,766 | $185.0M | 0.00% | |
| 464 | VIV1USDTELEFONICA BRASIL SA SPON ADR PFD | 13,954 | $179.0M | 0.00% | |
| 465 | OLEDUNIVERSAL DISPLAY CORP COM | 3,266 | $179.0M | 0.00% | |
| 466 | AFGAMERICAN FINL GROUP INC OHIO COM | 2,498 | $178.0M | 0.00% | |
| 467 | VODVODAFONE GROUP PLC NEW SPNSR ADR | 5,503 | $177.0M | 0.00% | |
| 468 | AAWWUSDATLAS AIR WORLDWIDE HLDGS IN COM NEW | 4,190 | $176.0M | 0.00% | |
| 469 | WPPWPP PLC NEW ADR | 1,501 | $176.0M | 0.00% | |
| 470 | TTMITTM TECHNOLOGIES INC COM | 25,916 | $175.0M | 0.00% | |
| 471 | NINISOURCE INC COM | 7,439 | $174.0M | 0.00% | |
| 472 | STRZSTARZ COM SER A | 6,482 | $173.0M | 0.00% | |
| 473 | STLAFIAT CHRYSLER AUTOMOBILES N SHS | 21,063 | $172.0M | 0.00% | |
| 474 | MIGAMICROSTRATEGY INC CL A NEW | 932 | $169.0M | 0.00% | |
| 475 | SPWHSPORTSMANS WHSE HLDGS INC COM | 13,555 | $169.0M | 0.00% | |
| 476 | AEEAMEREN CORP COM | 3,405 | $169.0M | 0.00% | |
| 477 | ADUSADDUS HOMECARE CORP COM | 9,716 | $169.0M | 0.00% | |
| 478 | LFCUSDCHINA LIFE INS CO LTD SPON ADR REP H | 13,557 | $168.0M | 0.00% | |
| 479 | GABCGERMAN AMERN BANCORP INC COM | 5,220 | $168.0M | 0.00% | |
| 480 | ATRIUSDATRION CORP COM | 429 | $168.0M | 0.00% | |
| 481 | HRTGHERITAGE INS HLDGS INC COM | 10,462 | $166.0M | 0.00% | |
| 482 | TCBKTRICO BANCSHARES COM | 6,484 | $166.0M | 0.00% | |
| 483 | MATXMATSON INC COM | 4,145 | $165.0M | 0.00% | |
| 484 | —CAMBREX CORP COM | 3,710 | $163.0M | 0.00% | |
| 485 | FFORD MTR CO DEL COM PAR $0.01 | 12,129 | $162.0M | 0.00% | |
| 486 | NGGNATIONAL GRID PLC SPON ADR NEW | 2,245 | $162.0M | 0.00% | |
| 487 | ANIKANIKA THERAPEUTICS INC COM | 3,608 | $162.0M | 0.00% | |
| 488 | TTCTORO CO COM | 1,868 | $162.0M | 0.00% | |
| 489 | THGHANOVER INS GROUP INC COM | 1,776 | $161.0M | 0.00% | |
| 490 | OXMOXFORD INDS INC COM | 2,369 | $161.0M | 0.00% | |
| 491 | TMTOYOTA MOTOR CORP SP ADR REP2COM | 1,489 | $160.0M | 0.00% | |
| 492 | CPBCAMPBELL SOUP CO COM | 2,470 | $158.0M | 0.00% | |
| 493 | —CONVERGYS CORP COM | 5,736 | $158.0M | 0.00% | |
| 494 | RTN1USDRAYTHEON CO COM NEW | 1,262 | $156.0M | 0.00% | |
| 495 | RGAREINSURANCE GROUP AMER INC COM NEW | 1,607 | $155.0M | 0.00% | |
| 496 | CRICARTER INC COM | 1,477 | $155.0M | 0.00% | |
| 497 | —HEADWATERS INC COM | 7,976 | $155.0M | 0.00% | |
| 498 | XINUSDXINYUAN REAL ESTATE CO LTD SPONS ADR | 33,791 | $149.0M | 0.00% | |
| 499 | —MULTI COLOR CORP COM | 2,789 | $149.0M | 0.00% | |
| 500 | FCBCFIRST CMNTY BANCSHARES INC NEV COM | 7,580 | $149.0M | 0.00% |