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 |
|---|---|---|---|---|---|
| 501 | AFGAMERICAN FINL GROUP INC OHIO COM | 2,492 | $184.0M | 0.00% | |
| 502 | AITAPPLIED INDL TECHNOLOGIES INC COM | 4,035 | $182.0M | 0.00% | |
| 503 | —ISLE OF CAPRI CASINOS INC COM | 9,790 | $179.0M | 0.00% | |
| 504 | BBDBANCO BRADESCO S A SP ADR PFD NEW | 22,858 | $179.0M | 0.00% | |
| 505 | —TRC COS INC COM | 28,109 | $178.0M | 0.00% | |
| 506 | GHMGRAHAM CORP COM | 9,663 | $178.0M | 0.00% | |
| 507 | —MULTI COLOR CORP COM | 2,789 | $177.0M | 0.00% | |
| 508 | —SI FINL GROUP INC MD COM | 13,364 | $177.0M | 0.00% | |
| 509 | —HIGHER ONE HLDGS INC COM | 34,514 | $176.0M | 0.00% | |
| 510 | SAMGSILVERCREST ASSET MGMT GROUP CL A | 14,336 | $175.0M | 0.00% | |
| 511 | —ALMOST FAMILY INC COM | 4,067 | $173.0M | 0.00% | |
| 512 | CHRCHURCHILL DOWNS INC COM | 1,366 | $173.0M | 0.00% | |
| 513 | ITICINVESTORS TITLE CO COM | 1,821 | $173.0M | 0.00% | |
| 514 | CBTCABOT CORP COM | 3,772 | $172.0M | 0.00% | |
| 515 | RTN1USDRAYTHEON CO COM NEW | 1,260 | $171.0M | 0.00% | |
| 516 | —NUTRI SYS INC NEW COM | 6,693 | $170.0M | 0.00% | |
| 517 | NGGNATIONAL GRID PLC SPON ADR NEW | 2,273 | $169.0M | 0.00% | |
| 518 | GABCGERMAN AMERN BANCORP INC COM | 5,234 | $167.0M | 0.00% | |
| 519 | —PZENA INVESTMENT MGMT INC CLASS A | 21,740 | $165.0M | 0.00% | |
| 520 | —CLEAR CHANNEL OUTDOOR HLDGS CL A | 26,339 | $164.0M | 0.00% | |
| 521 | MIGAMICROSTRATEGY INC CL A NEW | 932 | $163.0M | 0.00% | |
| 522 | VODVODAFONE GROUP PLC NEW SPNSR ADR | 5,235 | $162.0M | 0.00% | |
| 523 | FULFULLER H B CO COM | 3,674 | $162.0M | 0.00% | |
| 524 | TEVATEVA PHARMACEUTICAL INDS LTD ADR | 3,199 | $161.0M | 0.00% | |
| 525 | CCBGCAPITAL CITY BK GROUP INC COM | 11,474 | $160.0M | 0.00% | |
| 526 | —LUXFER HLDGS PLC SPONSORED ADR | 13,228 | $159.0M | 0.00% | |
| 527 | ENSGENSIGN GROUP INC COM | 7,556 | $159.0M | 0.00% | |
| 528 | —HARDINGE INC COM | 15,733 | $158.0M | 0.00% | |
| 529 | JOUTJOHNSON OUTDOORS INC CL A | 6,113 | $157.0M | 0.00% | |
| 530 | SKYWSKYWEST INC COM | 5,915 | $157.0M | 0.00% | |
| 531 | MGPIMGP INGREDIENTS INC NEW COM | 3,853 | $147.0M | 0.00% | |
| 532 | AEPAMERICAN ELEC PWR INC COM | 2,086 | $146.0M | 0.00% | |
| 533 | PLPCPREFORMED LINE PRODS CO COM | 3,582 | $145.0M | 0.00% | |
| 534 | —CHINA TELECOM CORP LTD SPON ADR H SHS | 3,228 | $145.0M | 0.00% | |
| 535 | TXTERNIUM SA SPON ADR | 7,614 | $145.0M | 0.00% | |
| 536 | WPPWPP PLC NEW ADR | 1,386 | $145.0M | 0.00% | |
| 537 | AMEDAMEDISYS INC COM | 2,860 | $144.0M | 0.00% | |
| 538 | LFCUSDCHINA LIFE INS CO LTD SPON ADR REP H | 13,413 | $144.0M | 0.00% | |
| 539 | PROVPROVIDENT FINL HLDGS INC COM | 7,855 | $144.0M | 0.00% | |
| 540 | —DATALINK CORP COM | 18,937 | $142.0M | 0.00% | |
| 541 | DPZDOMINOS PIZZA INC COM | 1,076 | $141.0M | 0.00% | |
| 542 | —CONVERGYS CORP COM | 5,554 | $139.0M | 0.00% | |
| 543 | NENOBLE CORP PLC SHS USD | 16,794 | $138.0M | 0.00% | |
| 544 | TSMTAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 5,217 | $137.0M | 0.00% | |
| 545 | NCMIEURNATIONAL CINEMEDIA INC COM | 8,827 | $137.0M | 0.00% | |
| 546 | —MAGICJACK VOCALTEC LTD SHS | 21,640 | $136.0M | 0.00% | |
| 547 | FIBKFIRST INTST BANCSYSTEM INC COM CL A | 4,808 | $135.0M | 0.00% | |
| 548 | —JANUS CAP GROUP INC COM | 9,623 | $134.0M | 0.00% | |
| 549 | CRD/BCRAWFORD & CO CL B | 15,580 | $132.0M | 0.00% | |
| 550 | BSETBASSETT FURNITURE INDS INC COM | 5,450 | $130.0M | 0.00% | |
| 551 | CFFIC & F FINL CORP COM | 2,887 | $129.0M | 0.00% | |
| 552 | NBTBNBT BANCORP INC COM | 4,463 | $128.0M | 0.00% | |
| 553 | ROFKFORCE INC COM | 7,488 | $126.0M | 0.00% | |
| 554 | RYIRYERSON HLDG CORP COM | 7,195 | $126.0M | 0.00% | |
| 555 | —WAGEWORKS INC COM | 2,106 | $126.0M | 0.00% | |
| 556 | FNLCFIRST BANCORP INC (ME) COM | 5,795 | $125.0M | 0.00% | |
| 557 | MERCMERCER INTL INC COM | 15,643 | $125.0M | 0.00% | |
| 558 | TACTTRANSACT TECHNOLOGIES INC COM | 15,406 | $124.0M | 0.00% | |
| 559 | —CIVITAS SOLUTIONS INC COM | 5,963 | $124.0M | 0.00% | |
| 560 | SONSONOCO PRODS CO COM | 2,479 | $123.0M | 0.00% | |
| 561 | PRAPROASSURANCE CORP COM | 2,273 | $122.0M | 0.00% | |
| 562 | NATNORDIC AMERICAN TANKERS LIMI COM | 8,566 | $119.0M | 0.00% | |
| 563 | RLIRLI CORP COM | 1,694 | $117.0M | 0.00% | |
| 564 | —GENERAL COMMUNICATION INC CL A | 7,429 | $117.0M | 0.00% | |
| 565 | CLGXCORELOGIC INC COM | 3,032 | $117.0M | 0.00% | |
| 566 | CVCYUSDCENTRAL VALLEY CMNTY BANCORP COM | 8,228 | $115.0M | 0.00% | |
| 567 | SNPUSDCHINA PETE & CHEM CORP SPON ADR H SHS | 1,602 | $115.0M | 0.00% | |
| 568 | SGASAGA COMMUNICATIONS INC CL A NEW | 2,881 | $114.0M | 0.00% | |
| 569 | —NATIONAL GEN HLDGS CORP COM | 5,317 | $114.0M | 0.00% | |
| 570 | HYHYSTER YALE MATLS HANDLING I CL A | 1,915 | $114.0M | 0.00% | |
| 571 | GOLDA MARK PRECIOUS METALS INC COM | 6,982 | $113.0M | 0.00% | |
| 572 | HFWAHERITAGE FINL CORP WASH COM | 6,427 | $113.0M | 0.00% | |
| 573 | —NCI INC CL A | 7,988 | $112.0M | 0.00% | |
| 574 | —MARLIN BUSINESS SERVICES CORP COM | 6,831 | $111.0M | 0.00% | |
| 575 | CNCCENTENE CORP DEL COM | 1,545 | $110.0M | 0.00% | |
| 576 | CRICARTER INC COM | 1,016 | $108.0M | 0.00% | |
| 577 | —GOLDFIELD CORP COM | 32,934 | $108.0M | 0.00% | |
| 578 | GDOTGREEN DOT CORP CL A | 4,646 | $107.0M | 0.00% | |
| 579 | CA8ACACI INTL INC CL A | 1,171 | $106.0M | 0.00% | |
| 580 | PAMPAMPA HLDG S A SPONS ADR LVL I | 3,890 | $106.0M | 0.00% | |
| 581 | NRCNATIONAL RESH CORP CL A | 7,696 | $105.0M | 0.00% | |
| 582 | —GREAT WESTN BANCORP INC COM | 3,331 | $105.0M | 0.00% | |
| 583 | EMKREUREMCORE CORP COM | 17,505 | $104.0M | 0.00% | |
| 584 | —COOPER TIRE & RUBR CO COM | 3,485 | $104.0M | 0.00% | |
| 585 | NYCBEURNEW YORK CMNTY BANCORP INC COM | 6,898 | $103.0M | 0.00% | |
| 586 | —OCEAN SHORE HLDG CO NEW COM | 6,076 | $103.0M | 0.00% | |
| 587 | MSMMSC INDL DIRECT INC CL A | 1,454 | $103.0M | 0.00% | |
| 588 | —PRIMO WTR CORP COM | 8,740 | $103.0M | 0.00% | |
| 589 | —DIGIRAD CORP COM | 19,559 | $101.0M | 0.00% | |
| 590 | —CASCADE BANCORP COM NEW | 17,963 | $100.0M | 0.00% | |
| 591 | PC6APETROCHINA CO LTD SPONSORED ADR | 1,466 | $100.0M | 0.00% | |
| 592 | OSG1EUROVERSEAS SHIPHOLDING GROUP I CL A NEW | 9,107 | $100.0M | 0.00% | |
| 593 | BHEBENCHMARK ELECTRS INC COM | 4,721 | $100.0M | 0.00% | |
| 594 | —INTERNATIONAL ASSETS HLDG CORP COM | 3,627 | $99.0M | 0.00% | |
| 595 | —SINA CORP ORD | 1,915 | $99.0M | 0.00% | |
| 596 | —MARINE HARVEST ASA SPONSORED ADR | 5,881 | $99.0M | 0.00% | |
| 597 | KLICKULICKE & SOFFA INDS INC COM | 8,098 | $99.0M | 0.00% | |
| 598 | CASHMETA FINL GROUP INC COM | 1,928 | $98.0M | 0.00% | |
| 599 | —RENESOLA LTD SPONS ADS | 79,418 | $98.0M | 0.00% | |
| 600 | —FARMERS CAP BK CORP COM | 3,600 | $98.0M | 0.00% |