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 |
|---|---|---|---|---|---|
| 301 | MR4MERIDIAN BIOSCIENCE INC COM | 36,485 | $711.0M | 0.02% | |
| 302 | QUADQUAD / GRAPHICS INC COM CL A | 30,406 | $708.0M | 0.02% | |
| 303 | CPBCAMPBELL SOUP CO COM | 10,545 | $702.0M | 0.02% | |
| 304 | FUODOLBY LABORATORIES INC COM | 13,502 | $646.0M | 0.02% | |
| 305 | TRTOOTSIE ROLL INDS INC COM | 16,745 | $645.0M | 0.02% | |
| 306 | TTMCHFTATA MTRS LTD SPONSORED ADR | 18,343 | $636.0M | 0.02% | |
| 307 | NDAQNASDAQ INC COM | 9,723 | $629.0M | 0.02% | |
| 308 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 141,395 | $626.0M | 0.02% | |
| 309 | WOOFOOT LOCKER INC COM | 11,354 | $623.0M | 0.02% | |
| 310 | —COTT CORP QUE COM | 44,564 | $622.0M | 0.02% | |
| 311 | NKSHNATIONAL BANKSHARES INC VA COM | 17,632 | $616.0M | 0.02% | |
| 312 | DDSDILLARDS INC CL A | 10,080 | $611.0M | 0.02% | |
| 313 | NVDANVIDIA CORP COM | 12,861 | $605.0M | 0.02% | |
| 314 | —WEBMD HEALTH CORP COM | 10,343 | $601.0M | 0.02% | |
| 315 | —BEMIS INC COM | 11,677 | $601.0M | 0.02% | |
| 316 | BYDBOYD GAMING CORP COM | 32,525 | $598.0M | 0.02% | |
| 317 | ENZBENZO BIOCHEM INC COM | 98,621 | $589.0M | 0.02% | |
| 318 | ANATUSDAMERICAN NATL INS CO COM | 5,137 | $581.0M | 0.02% | |
| 319 | LHCGUSDLHC GROUP INC COM | 13,429 | $581.0M | 0.02% | |
| 320 | JRVRJAMES RIV GROUP LTD COM | 16,989 | $577.0M | 0.01% | |
| 321 | MHLAMAIDEN HOLDINGS LTD SHS | 46,260 | $566.0M | 0.01% | |
| 322 | EXLSEXLSERVICE HOLDINGS INC COM | 10,756 | $564.0M | 0.01% | |
| 323 | —AETNA INC NEW COM | 4,578 | $559.0M | 0.01% | |
| 324 | XYLXYLEM INC COM | 12,495 | $558.0M | 0.01% | |
| 325 | MKTXMARKETAXESS HLDGS INC COM | 3,821 | $556.0M | 0.01% | |
| 326 | TTCTORO CO COM | 6,243 | $551.0M | 0.01% | |
| 327 | —CHARTER FINL CORP WEST PT GA COM | 40,882 | $543.0M | 0.01% | |
| 328 | —NORTEL INVERSORA S A SPON ADR PFD B | 19,086 | $541.0M | 0.01% | |
| 329 | —SHORETEL INC COM | 80,241 | $537.0M | 0.01% | |
| 330 | —STATE NATL COS INC COM | 50,837 | $535.0M | 0.01% | |
| 331 | FFORD MTR CO DEL COM PAR $0.01 | 42,006 | $528.0M | 0.01% | |
| 332 | CNSCOHEN & STEERS INC COM | 12,925 | $523.0M | 0.01% | |
| 333 | PLCECHILDRENS PL INC COM | 6,498 | $521.0M | 0.01% | |
| 334 | CITCINTAS CORP COM | 5,296 | $520.0M | 0.01% | |
| 335 | XRAYDENTSPLY SIRONA INC COM | 8,365 | $519.0M | 0.01% | |
| 336 | REEVEREST RE GROUP LTD COM | 2,823 | $516.0M | 0.01% | |
| 337 | —ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR | 90,780 | $507.0M | 0.01% | |
| 338 | —SCICLONE PHARMACEUTICALS INC COM | 38,418 | $502.0M | 0.01% | |
| 339 | DGIIDIGI INTL INC COM | 46,094 | $495.0M | 0.01% | |
| 340 | COHRII VI INC COM | 25,315 | $475.0M | 0.01% | |
| 341 | —MANTECH INTL CORP CL A | 12,267 | $464.0M | 0.01% | |
| 342 | —SPARTAN MTRS INC COM | 73,962 | $463.0M | 0.01% | |
| 343 | BAKBRASKEM S A SP ADR PFD A | 38,900 | $461.0M | 0.01% | |
| 344 | —AEP INDS INC COM | 5,729 | $461.0M | 0.01% | |
| 345 | FAFFIRST AMERN FINL CORP COM | 11,417 | $459.0M | 0.01% | |
| 346 | XINUSDXINYUAN REAL ESTATE CO LTD SPONS ADR | 93,130 | $456.0M | 0.01% | |
| 347 | SFBSSERVISFIRST BANCSHARES INC COM | 9,175 | $453.0M | 0.01% | |
| 348 | USPHU S PHYSICAL THERAPY INC COM | 7,499 | $452.0M | 0.01% | |
| 349 | IEIINSIGHT ENTERPRISES INC COM | 17,246 | $448.0M | 0.01% | |
| 350 | TCXTUCOWS INC COM | 18,292 | $446.0M | 0.01% | |
| 351 | ALVAUTOLIV INC COM | 4,143 | $445.0M | 0.01% | |
| 352 | OGSONE GAS INC COM | 6,659 | $443.0M | 0.01% | |
| 353 | LFUSLITTELFUSE INC COM | 3,737 | $442.0M | 0.01% | |
| 354 | SBSISOUTHSIDE BANCSHARES INC COM | 14,250 | $441.0M | 0.01% | |
| 355 | HANHAWAIIAN HOLDINGS INC COM | 11,567 | $439.0M | 0.01% | |
| 356 | USCRU S CONCRETE INC COM NEW | 7,105 | $433.0M | 0.01% | |
| 357 | ERIEERIE INDTY CO CL A | 4,356 | $433.0M | 0.01% | |
| 358 | RUTHUSDRUTHS HOSPITALITY GROUP INC COM | 26,680 | $426.0M | 0.01% | |
| 359 | GGENPACT LIMITED SHS | 15,828 | $425.0M | 0.01% | |
| 360 | —STATOIL ASA SPONSORED ADR | 24,113 | $417.0M | 0.01% | |
| 361 | LDOSLEIDOS HLDGS INC COM | 8,715 | $417.0M | 0.01% | |
| 362 | DRIDARDEN RESTAURANTS INC COM | 6,553 | $415.0M | 0.01% | |
| 363 | THGHANOVER INS GROUP INC COM | 4,889 | $414.0M | 0.01% | |
| 364 | KAIKADANT INC COM | 8,033 | $414.0M | 0.01% | |
| 365 | KHCKRAFT HEINZ CO COM | 4,653 | $412.0M | 0.01% | |
| 366 | EDUNEW ORIENTAL ED & TECH GRP I SPON ADR | 9,797 | $410.0M | 0.01% | |
| 367 | —NUTRACEUTICAL INTL CORP COM | 17,718 | $410.0M | 0.01% | |
| 368 | CICIGNA CORPORATION COM | 3,201 | $410.0M | 0.01% | |
| 369 | —LUMINEX CORP DEL COM | 20,166 | $408.0M | 0.01% | |
| 370 | TMPTOMPKINS FINANCIAL CORPORATION COM | 6,237 | $405.0M | 0.01% | |
| 371 | —BALDWIN & LYONS INC CL B | 16,361 | $403.0M | 0.01% | |
| 372 | CMCCOMMERCIAL METALS CO COM | 23,716 | $401.0M | 0.01% | |
| 373 | TFXTELEFLEX INC COM | 2,264 | $401.0M | 0.01% | |
| 374 | —ORITANI FINL CORP COM | 24,992 | $400.0M | 0.01% | |
| 375 | SIXEURSIX FLAGS ENTMT CORP NEW COM | 6,892 | $399.0M | 0.01% | |
| 376 | TTEKTETRA TECH INC NEW COM | 12,778 | $393.0M | 0.01% | |
| 377 | —EARTHLINK HOLDINGS INC COM | 60,819 | $389.0M | 0.01% | |
| 378 | JBSSSANFILIPPO JOHN B & SON INC COM | 9,625 | $389.0M | 0.01% | |
| 379 | NINISOURCE INC COM | 14,503 | $385.0M | 0.01% | |
| 380 | HNNAHENNESSY ADVISORS INC COM | 11,476 | $384.0M | 0.01% | |
| 381 | ITUBITAU UNIBANCO HLDG SA SPON ADR REP PFD | 39,734 | $375.0M | 0.01% | |
| 382 | —SPARK ENERGY INC CL A COM | 11,318 | $374.0M | 0.01% | |
| 383 | SENEASENECA FOODS CORP NEW CL A | 10,218 | $370.0M | 0.01% | |
| 384 | IBCPINDEPENDENT BANK CORP MICH COM | 25,403 | $369.0M | 0.01% | |
| 385 | —VONAGE HLDGS CORP COM | 60,471 | $369.0M | 0.01% | |
| 386 | DHRB & G FOODS INC NEW COM | 7,631 | $368.0M | 0.01% | |
| 387 | —SUPREME INDS INC CL A | 26,796 | $367.0M | 0.01% | |
| 388 | SRJSPARTANNASH COMPANY COM | 12,004 | $367.0M | 0.01% | |
| 389 | KEPKOREA ELECTRIC PWR SPONSORED ADR | 14,079 | $365.0M | 0.01% | |
| 390 | WDCWESTERN DIGITAL CORP COM | 7,674 | $363.0M | 0.01% | |
| 391 | LFVNLIFEVANTAGE CORP COM | 26,646 | $362.0M | 0.01% | |
| 392 | FLOFLOWERS FOODS INC COM | 19,155 | $359.0M | 0.01% | |
| 393 | VVISA INC COM CL A | 4,827 | $358.0M | 0.01% | |
| 394 | MUMICRON TECHNOLOGY INC COM | 25,927 | $357.0M | 0.01% | |
| 395 | DLAPQDELTA APPAREL INC COM | 15,743 | $355.0M | 0.01% | |
| 396 | FMSFRESENIUS MED CARE AG&CO KGA SPONSORED ADR | 8,126 | $354.0M | 0.01% | |
| 397 | —FBL FINL GROUP INC CL A | 5,834 | $354.0M | 0.01% | |
| 398 | PZZAPAPA JOHNS INTL INC COM | 5,152 | $350.0M | 0.01% | |
| 399 | —DELPHI AUTOMOTIVE PLC SHS | 5,585 | $350.0M | 0.01% | |
| 400 | BRKRBRUKER CORP COM | 15,365 | $349.0M | 0.01% |