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)

#StockSharesValue% PortfolioType
401
G9NGPO AEROPORTUARIO DEL PAC SA SPON ADR B
3,352$344.0M0.01%
402
LYTSLSI INDS INC COM
31,066$344.0M0.01%
403
EMC INS GROUP INC COM
12,338$342.0M0.01%
404
BANK MUTUAL CORP NEW COM
44,115$339.0M0.01%
405
LSAKNET 1 UEPS TECHNOLOGIES INC COM NEW
33,876$338.0M0.01%
406
OUTERWALL INC COM
7,967$335.0M0.01%
407
INDUSTRIAS BACHOCO S A B DE SPON ADR B
6,747$333.0M0.01%
408
HCKTHACKETT GROUP INC COM
23,476$326.0M0.01%
409
CWCURTISS WRIGHT CORP COM
3,843$324.0M0.01%
410
PTIP T TELEKOMUNIKASI INDONESIA SPONSORED ADR
5,277$324.0M0.01%
411
AMNBUSDAMERICAN NATL BANKSHARES INC COM
12,444$313.0M0.01%
412
AEEAMEREN CORP COM
5,814$312.0M0.01%
413
UHALAMERCO COM
821$308.0M0.01%
414
SAPIENS INTL CORP N V SHS NEW
26,158$306.0M0.01%
415
GGALGRUPO FINANCIERO GALICIA S A SP ADR 10 SH B
9,969$304.0M0.01%
416
CYNOSURE INC CL A
6,201$302.0M0.01%
417
G7AGRUPO AEROPORTUARIO CTR NORT SPON ADR
6,276$298.0M0.01%
418
NTGRNETGEAR INC COM
6,198$295.0M0.01%
419
GAMCO INVESTORS INC CL A COM
8,979$294.0M0.01%
420
IARTINTEGRA LIFESCIENCES HLDGS CP COM NEW
3,688$294.0M0.01%
421
PNFPPINNACLE FINL PARTNERS INC COM
5,970$292.0M0.01%
422
SXISTANDEX INTL CORP COM
3,506$290.0M0.01%
423
THFFFIRST FINL CORP IND COM
7,857$288.0M0.01%
424
ULTAULTA SALON COSMETCS & FRAG I COM
1,176$287.0M0.01%
425
SYNGENTA AG SPONSORED ADR
3,687$283.0M0.01%
426
TCBKTRICO BANCSHARES COM
10,097$279.0M0.01%
427
HALLUSDHALLMARK FINL SVCS INC EC COM NEW
23,526$273.0M0.01%
428
LNCLINCOLN NATL CORP IND COM
7,018$272.0M0.01%
429
HMS HLDGS CORP COM
15,277$269.0M0.01%
430
JECUSDJACOBS ENGR GROUP INC DEL COM
5,394$269.0M0.01%
431
TILEINTERFACE INC COM
17,494$267.0M0.01%
432
WYWEYERHAEUSER CO COM
8,881$264.0M0.01%
433
IRBTQIROBOT CORP COM
7,309$256.0M0.01%
434
INVESTMENT TECHNOLOGY GRP NEW COM
15,237$255.0M0.01%
435
KINSKINGSTONE COMPANIES INC COM
28,735$254.0M0.01%
436
MBT FINL CORP COM
31,584$253.0M0.01%
437
KALUKAISER ALUMINUM CORP COM PAR $0.01
2,794$253.0M0.01%
438
CACCCREDIT ACCEP CORP MICH COM
1,360$252.0M0.01%
439
CNSLEURCONSOLIDATED COMM HLDGS INC COM
9,164$250.0M0.01%
440
VECTREN CORP COM
4,688$247.0M0.01%
441
STLDSTEEL DYNAMICS INC COM
9,975$244.0M0.01%
442
GTGOODYEAR TIRE & RUBR CO COM
9,511$244.0M0.01%
443
OMCOMNICOM GROUP INC COM
2,995$244.0M0.01%
444
ACHOWENS & MINOR INC NEW COM
6,515$244.0M0.01%
445
LGIHLGI HOMES INC COM
7,642$244.0M0.01%
446
L-3 COMMUNICATIONS HLDGS INC COM
1,651$242.0M0.01%
447
CDWCDW CORP COM
6,001$241.0M0.01%
448
NCI BUILDING SYS INC COM NEW
15,023$240.0M0.01%
449
DST SYS INC DEL COM
2,060$240.0M0.01%
450
POWLPOWELL INDS INC COM
6,083$239.0M0.01%
451
PANERA BREAD CO CL A
1,116$237.0M0.01%
452
PETSPETMED EXPRESS INC COM
12,651$237.0M0.01%
453
MG1MGE ENERGY INC COM
4,168$236.0M0.01%
454
PHARMERICA CORP COM
9,516$235.0M0.01%
455
NAIINATURAL ALTERNATIVES INTL INC COM NEW
21,144$233.0M0.01%
456
RGCGBPREGAL ENTMT GROUP CL A
10,333$228.0M0.01%
457
LMTLOCKHEED MARTIN CORP COM
913$227.0M0.01%
458
GGGGRACO INC COM
2,859$226.0M0.01%
459
BENEFICIAL BANCORP IN COM
17,443$222.0M0.01%
460
ODCOIL DRI CORP AMER COM
6,415$222.0M0.01%
461
NAVIGANT CONSULTING INC COM
13,739$222.0M0.01%
462
BSRRSIERRA BANCORP COM
13,102$219.0M0.01%
463
ALBALBEMARLE CORP COM
2,747$218.0M0.01%
464
MGICMAGIC SOFTWARE ENTERPRISES LTD ORD
32,773$217.0M0.01%
465
ATATLANTIC PWR CORP COM NEW
87,218$216.0M0.01%
466
ATRAPTARGROUP INC COM
2,704$214.0M0.01%
467
CU BANCORP CALIF COM
9,307$212.0M0.01%
468
OMEGA PROTEIN CORP COM
10,622$212.0M0.01%
469
51AAMERICAN PUBLIC EDUCATION IN COM
7,485$210.0M0.01%
470
ADUSADDUS HOMECARE CORP COM
11,967$209.0M0.01%
471
UTLUNITIL CORP COM
4,852$207.0M0.01%
472
SCANA CORP NEW COM
2,736$207.0M0.01%
473
PNWPINNACLE WEST CAP CORP COM
2,549$207.0M0.01%
474
ATNIATN INTERNATIONAL INC COM NEW
2,662$207.0M0.01%
475
DRDDRDGOLD LIMITED SPON ADR REPSTG
34,856$206.0M0.01%
476
CBUCOMMUNITY BK SYS INC COM
5,016$206.0M0.01%
477
CNMDCONMED CORP COM
4,302$205.0M0.01%
478
HCIHCI GROUP INC COM
7,494$204.0M0.01%
479
BANK OF THE OZARKS INC COM
5,445$204.0M0.01%
480
DELTA NAT GAS INC COM
7,537$203.0M0.01%
481
FDEFUSDFIRST DEFIANCE FINL CORP COM
5,205$202.0M0.01%
482
OGM1COGENT COMMUNICATIONS HLDGS COM NEW
5,025$201.0M0.01%
483
DEAN FOODS CO NEW COM
10,937$198.0M0.01%
484
BLUE CAP REINS HLDGS LTD COM
10,634$197.0M0.01%
485
BRBROADRIDGE FINL SOLUTIONS IN COM
3,018$197.0M0.01%
486
VLGEAVILLAGE SUPER MKT INC CL A NEW
6,804$197.0M0.01%
487
PSXPHILLIPS 66 COM
2,479$197.0M0.01%
488
PRGX GLOBAL INC COM NEW
37,498$196.0M0.01%
489
PARRPAR PACIFIC HOLDINGS INC COM NEW
12,617$194.0M0.01%
490
BB3BROOKLINE BANCORP INC DEL COM
17,614$194.0M0.01%
491
SCHLSCHOLASTIC CORP COM
4,879$193.0M0.00%
492
BRCBRADY CORP CL A
6,201$190.0M0.00%
493
BCOBRINKS CO COM
6,670$190.0M0.00%
494
SWXSOUTHWEST GAS CORP COM
2,412$190.0M0.00%
495
FFNWFIRST FINANCIAL NORTHWEST IN COM
14,170$188.0M0.00%
496
AIMCUSDALTRA INDL MOTION CORP COM
6,928$187.0M0.00%
497
AGMFEDERAL AGRIC MTG CORP CL C
5,360$187.0M0.00%
498
ATRIUSDATRION CORP COM
429$184.0M0.00%
499
CUKCARNIVAL PLC ADR
4,099$184.0M0.00%
500
NRIMNORTHRIM BANCORP INC COM
6,981$184.0M0.00%
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