O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2016 Filing
Filed August 11, 2016
Portfolio Value
$3.9T
Holdings
917
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (917 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | CAJPYCANON INC SPONSORED ADR | 290,851 | $8.3B | 0.22% | |
| 102 | SPOKSPOK HOLDINGS INC COM | 427,963 | $8.2B | 0.21% | |
| 103 | SYYSYSCO CORP COM | 160,417 | $8.1B | 0.21% | |
| 104 | AVYAVERY DENNISON CORP COM | 108,280 | $8.1B | 0.21% | |
| 105 | CMCDN IMPERIAL BK COMM TORONTO COM | 106,390 | $8.0B | 0.21% | |
| 106 | NPKNATIONAL PRESTO INDS INC COM | 84,197 | $7.9B | 0.21% | |
| 107 | SKMEURSK TELECOM LTD SPONSORED ADR | 371,609 | $7.8B | 0.20% | |
| 108 | EFSCENTERPRISE FINL SVCS CORP COM | 262,118 | $7.3B | 0.19% | |
| 109 | PG4PRINCIPAL FINL GROUP INC COM | 172,741 | $7.1B | 0.18% | |
| 110 | —WI-LAN INC COM | 2,697,028 | $7.1B | 0.18% | |
| 111 | FISVFISERV INC COM | 63,155 | $6.9B | 0.18% | |
| 112 | —RICHMONT MINES INC COM | 728,445 | $6.7B | 0.17% | |
| 113 | PGRPROGRESSIVE CORP OHIO COM | 197,213 | $6.6B | 0.17% | |
| 114 | WMTWAL-MART STORES INC COM | 89,692 | $6.5B | 0.17% | |
| 115 | CLSEURCELESTICA INC SUB VTG SHS | 702,805 | $6.5B | 0.17% | |
| 116 | ABJAABB LTD SPONSORED ADR | 327,463 | $6.3B | 0.16% | |
| 117 | MRSHMARSH & MCLENNAN COS INC COM | 91,423 | $6.3B | 0.16% | |
| 118 | BPBP PLC SPONSORED ADR | 172,545 | $6.1B | 0.16% | |
| 119 | —WHOLE FOODS MKT INC COM | 213,478 | $6.0B | 0.15% | |
| 120 | BCEBCE INC COM | 122,497 | $5.8B | 0.15% | |
| 121 | NKENIKE INC CL B | 104,012 | $5.7B | 0.15% | |
| 122 | SSUPSUPERIOR INDS INTL INC COM | 212,649 | $5.7B | 0.15% | |
| 123 | EAELECTRONIC ARTS INC COM | 70,937 | $5.4B | 0.14% | |
| 124 | HDHOME DEPOT INC COM | 41,784 | $5.3B | 0.14% | |
| 125 | QCOMQUALCOMM INC COM | 99,459 | $5.3B | 0.14% | |
| 126 | REXREX AMERICAN RESOURCES CORP COM | 88,604 | $5.3B | 0.14% | |
| 127 | BCRUSDBARD C R INC COM | 22,373 | $5.3B | 0.14% | |
| 128 | CIGICOLLIERS INTERNATIONAL GROUP I SUB VTG SH | 151,555 | $5.2B | 0.13% | |
| 129 | SSLSASOL LTD SPONSORED ADR | 189,128 | $5.1B | 0.13% | |
| 130 | —AGRIUM INC COM | 57,275 | $5.1B | 0.13% | |
| 131 | TTENTOTAL S A SPONSORED ADR | 100,283 | $4.8B | 0.12% | |
| 132 | TTELUS CORP COM | 148,561 | $4.8B | 0.12% | |
| 133 | —TECH DATA CORP COM | 65,293 | $4.7B | 0.12% | |
| 134 | KMBKIMBERLY CLARK CORP COM | 33,526 | $4.6B | 0.12% | |
| 135 | AZNASTRAZENECA PLC SPONSORED ADR | 150,207 | $4.5B | 0.12% | |
| 136 | —TESORO CORP COM | 60,511 | $4.5B | 0.12% | |
| 137 | SYKSTRYKER CORP COM | 36,514 | $4.4B | 0.11% | |
| 138 | CSGSCSG SYS INTL INC COM | 107,193 | $4.3B | 0.11% | |
| 139 | KRKROGER CO COM | 117,345 | $4.3B | 0.11% | |
| 140 | FIXCOMFORT SYS USA INC COM | 132,324 | $4.3B | 0.11% | |
| 141 | PAYXPAYCHEX INC COM | 70,229 | $4.2B | 0.11% | |
| 142 | AAPLAPPLE INC COM | 42,428 | $4.1B | 0.10% | |
| 143 | CRCCANADIAN NAT RES LTD COM | 132,599 | $4.0B | 0.10% | |
| 144 | AESAES CORP COM | 317,989 | $4.0B | 0.10% | |
| 145 | —GLOBAL BRASS & COPPR HLDGS I COM | 143,949 | $3.9B | 0.10% | |
| 146 | IOSPINNOSPEC INC COM | 85,028 | $3.9B | 0.10% | |
| 147 | TRQEURTURQUOISE HILL RES LTD COM | 1,147,203 | $3.8B | 0.10% | |
| 148 | AZOAUTOZONE INC COM | 4,612 | $3.7B | 0.09% | |
| 149 | —SYKES ENTERPRISES INC COM | 125,902 | $3.6B | 0.09% | |
| 150 | —TRINSEO S A SHS | 84,458 | $3.6B | 0.09% | |
| 151 | CCFEURCHASE CORP COM | 61,043 | $3.6B | 0.09% | |
| 152 | TDTORONTO DOMINION BK ONT COM NEW | 84,027 | $3.6B | 0.09% | |
| 153 | CASYCASEYS GEN STORES INC COM | 26,974 | $3.5B | 0.09% | |
| 154 | SANMSANMINA CORPORATION COM | 131,185 | $3.5B | 0.09% | |
| 155 | PGPROCTER & GAMBLE CO COM | 40,574 | $3.4B | 0.09% | |
| 156 | CINFCINCINNATI FINL CORP COM | 45,671 | $3.4B | 0.09% | |
| 157 | HOLXHOLOGIC INC COM | 95,985 | $3.3B | 0.09% | |
| 158 | WNCWABASH NATL CORP COM | 258,908 | $3.3B | 0.09% | |
| 159 | ACGLARCH CAP GROUP LTD ORD | 53,258 | $3.3B | 0.09% | |
| 160 | CALMCAL MAINE FOODS INC COM NEW | 74,091 | $3.3B | 0.08% | |
| 161 | —PACIFIC CONTINENTAL CORP COM | 208,865 | $3.3B | 0.08% | |
| 162 | ATSG*AIR TRANSPORT SERVICES GRP I COM | 252,853 | $3.3B | 0.08% | |
| 163 | SIGISELECTIVE INS GROUP INC COM | 84,467 | $3.2B | 0.08% | |
| 164 | MSCIMSCI INC COM | 47,586 | $3.2B | 0.08% | |
| 165 | WDFCWD-40 CO COM | 27,179 | $3.2B | 0.08% | |
| 166 | MPCMARATHON PETE CORP COM | 83,849 | $3.2B | 0.08% | |
| 167 | UFCSUNITED FIRE GROUP INC COM | 72,594 | $3.1B | 0.08% | |
| 168 | UGIUGI CORP NEW COM | 67,850 | $3.1B | 0.08% | |
| 169 | —PIER 1 IMPORTS INC COM | 585,221 | $3.0B | 0.08% | |
| 170 | UPSUNITED PARCEL SERVICE INC CL B | 27,499 | $3.0B | 0.08% | |
| 171 | EFXEQUIFAX INC COM | 23,029 | $3.0B | 0.08% | |
| 172 | A3IAMERISAFE INC COM | 47,752 | $2.9B | 0.08% | |
| 173 | ACCOACCO BRANDS CORP COM | 280,548 | $2.9B | 0.08% | |
| 174 | CSCOCISCO SYS INC COM | 100,928 | $2.9B | 0.07% | |
| 175 | NSPINSPERITY INC COM | 37,274 | $2.9B | 0.07% | |
| 176 | JBTJOHN BEAN TECHNOLOGIES CORP COM | 45,599 | $2.8B | 0.07% | |
| 177 | SCISERVICE CORP INTL COM | 102,355 | $2.8B | 0.07% | |
| 178 | RSRELIANCE STEEL & ALUMINUM CO COM | 35,801 | $2.8B | 0.07% | |
| 179 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 196,056 | $2.7B | 0.07% | |
| 180 | —CALPINE CORP COM NEW | 182,078 | $2.7B | 0.07% | |
| 181 | VRSNVERISIGN INC COM | 30,930 | $2.7B | 0.07% | |
| 182 | FLRFLUOR CORP NEW COM | 59,675 | $2.6B | 0.07% | |
| 183 | INGRINGREDION INC COM | 19,998 | $2.6B | 0.07% | |
| 184 | TSNTYSON FOODS INC CL A | 38,559 | $2.6B | 0.07% | |
| 185 | BWXTBWX TECHNOLOGIES INC COM | 71,406 | $2.6B | 0.07% | |
| 186 | POT1EURPOTASH CORP SASK INC COM | 158,819 | $2.5B | 0.07% | |
| 187 | HTBKHERITAGE COMMERCE CORP COM | 233,268 | $2.5B | 0.06% | |
| 188 | CENTACENTRAL GARDEN & PET CO CL A NON-VTG | 112,774 | $2.4B | 0.06% | |
| 189 | OTXOPEN TEXT CORP COM | 41,513 | $2.4B | 0.06% | |
| 190 | 4I1PHILIP MORRIS INTL INC COM | 23,139 | $2.4B | 0.06% | |
| 191 | MSFTMICROSOFT CORP COM | 45,796 | $2.3B | 0.06% | |
| 192 | BAXBAXTER INTL INC COM | 51,566 | $2.3B | 0.06% | |
| 193 | —ARGO GROUP INTL HLDGS LTD COM | 44,768 | $2.3B | 0.06% | |
| 194 | —VANTIV INC CL A | 40,251 | $2.3B | 0.06% | |
| 195 | CVSCVS HEALTH CORP COM | 23,722 | $2.3B | 0.06% | |
| 196 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 212,222 | $2.3B | 0.06% | |
| 197 | FIZZNATIONAL BEVERAGE CORP COM | 36,081 | $2.3B | 0.06% | |
| 198 | ORANYORANGE SPONSORED ADR | 137,850 | $2.3B | 0.06% | |
| 199 | WATWATERS CORP COM | 15,998 | $2.3B | 0.06% | |
| 200 | AYIACUITY BRANDS INC COM | 9,072 | $2.2B | 0.06% |