O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2016 Filing
Filed November 10, 2016
Portfolio Value
$4.3T
Holdings
896
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (896 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | AVYAVERY DENNISON CORP COM | 103,351 | $8.0B | 0.19% | |
| 102 | EFSCENTERPRISE FINL SVCS CORP COM | 242,224 | $7.6B | 0.18% | |
| 103 | CLSEURCELESTICA INC SUB VTG SHS | 679,849 | $7.4B | 0.17% | |
| 104 | TTENTOTAL S A SPONSORED ADR | 149,932 | $7.2B | 0.17% | |
| 105 | SPOKSPOK HOLDINGS INC COM | 398,231 | $7.1B | 0.17% | |
| 106 | REXREX AMERICAN RESOURCES CORP COM | 82,794 | $7.0B | 0.16% | |
| 107 | AZNASTRAZENECA PLC SPONSORED ADR | 209,032 | $6.9B | 0.16% | |
| 108 | ABJAABB LTD SPONSORED ADR | 304,276 | $6.8B | 0.16% | |
| 109 | SSUPSUPERIOR INDS INTL INC COM | 232,514 | $6.8B | 0.16% | |
| 110 | JEGBPJUST ENERGY GROUP INC COM | 1,305,370 | $6.6B | 0.15% | |
| 111 | CRCCANADIAN NAT RES LTD COM | 199,611 | $6.4B | 0.15% | |
| 112 | WMTWAL-MART STORES INC COM | 85,933 | $6.2B | 0.15% | |
| 113 | JNJJOHNSON & JOHNSON COM | 52,453 | $6.2B | 0.14% | |
| 114 | MRSHMARSH & MCLENNAN COS INC COM | 89,274 | $6.0B | 0.14% | |
| 115 | NVDANVIDIA CORP COM | 86,245 | $5.9B | 0.14% | |
| 116 | CINFCINCINNATI FINL CORP COM | 75,966 | $5.7B | 0.13% | |
| 117 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 748,515 | $5.7B | 0.13% | |
| 118 | SF9SANDERSON FARMS INC COM | 59,180 | $5.7B | 0.13% | |
| 119 | PGRPROGRESSIVE CORP OHIO COM | 180,474 | $5.7B | 0.13% | |
| 120 | BCEBCE INC COM | 122,497 | $5.7B | 0.13% | |
| 121 | —WI-LAN INC COM | 3,618,065 | $5.6B | 0.13% | |
| 122 | AEISADVANCED ENERGY INDS COM | 116,770 | $5.5B | 0.13% | |
| 123 | SYKSTRYKER CORP COM | 47,279 | $5.5B | 0.13% | |
| 124 | SANMSANMINA CORPORATION COM | 193,338 | $5.5B | 0.13% | |
| 125 | PKXPOSCO SPONSORED ADR | 103,528 | $5.3B | 0.12% | |
| 126 | LNCLINCOLN NATL CORP IND COM | 110,462 | $5.2B | 0.12% | |
| 127 | —TECH DATA CORP COM | 60,986 | $5.2B | 0.12% | |
| 128 | —TESORO CORP COM | 64,775 | $5.2B | 0.12% | |
| 129 | CAJPYCANON INC SPONSORED ADR | 172,496 | $5.0B | 0.12% | |
| 130 | —DREW INDS INC COM NEW | 49,494 | $4.9B | 0.11% | |
| 131 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 221,475 | $4.8B | 0.11% | |
| 132 | ORLYO REILLY AUTOMOTIVE INC NEW COM | 17,010 | $4.8B | 0.11% | |
| 133 | AESAES CORP COM | 364,673 | $4.7B | 0.11% | |
| 134 | IOSPINNOSPEC INC COM | 76,897 | $4.7B | 0.11% | |
| 135 | INGRINGREDION INC COM | 34,881 | $4.6B | 0.11% | |
| 136 | WATWATERS CORP COM | 29,102 | $4.6B | 0.11% | |
| 137 | FDPFRESH DEL MONTE PRODUCE INC ORD | 76,004 | $4.6B | 0.11% | |
| 138 | —COACH INC COM | 120,665 | $4.4B | 0.10% | |
| 139 | CALMCAL MAINE FOODS INC COM NEW | 113,488 | $4.4B | 0.10% | |
| 140 | PAYXPAYCHEX INC COM | 74,705 | $4.3B | 0.10% | |
| 141 | CCFEURCHASE CORP COM | 61,548 | $4.3B | 0.10% | |
| 142 | WMWASTE MGMT INC DEL COM | 64,952 | $4.1B | 0.10% | |
| 143 | ULTAULTA SALON COSMETCS & FRAG I COM | 17,398 | $4.1B | 0.10% | |
| 144 | NPKNATIONAL PRESTO INDS INC COM | 47,028 | $4.1B | 0.10% | |
| 145 | CSGSCSG SYS INTL INC COM | 97,908 | $4.0B | 0.09% | |
| 146 | AAPLAPPLE INC COM | 35,313 | $4.0B | 0.09% | |
| 147 | UNMUNUM GROUP COM | 111,290 | $3.9B | 0.09% | |
| 148 | NSPINSPERITY INC COM | 53,480 | $3.9B | 0.09% | |
| 149 | KMBKIMBERLY CLARK CORP COM | 30,771 | $3.9B | 0.09% | |
| 150 | —GLOBAL BRASS & COPPR HLDGS I COM | 133,435 | $3.9B | 0.09% | |
| 151 | BCRUSDBARD C R INC COM | 17,182 | $3.9B | 0.09% | |
| 152 | WNCWABASH NATL CORP COM | 265,093 | $3.8B | 0.09% | |
| 153 | TDTORONTO DOMINION BK ONT COM NEW | 84,027 | $3.7B | 0.09% | |
| 154 | PGPROCTER & GAMBLE CO COM | 41,006 | $3.7B | 0.09% | |
| 155 | BAXBAXTER INTL INC COM | 76,234 | $3.6B | 0.08% | |
| 156 | —SYKES ENTERPRISES INC COM | 128,470 | $3.6B | 0.08% | |
| 157 | —ARCH CAP GROUP LTD ORD | 45,456 | $3.6B | 0.08% | |
| 158 | CAECAE INC COM | 252,163 | $3.6B | 0.08% | |
| 159 | ASTEASTEC INDS INC COM | 58,943 | $3.5B | 0.08% | |
| 160 | SSLSASOL LTD SPONSORED ADR | 127,532 | $3.5B | 0.08% | |
| 161 | ATSG*AIR TRANSPORT SERVICES GRP I COM | 237,676 | $3.4B | 0.08% | |
| 162 | TRQEURTURQUOISE HILL RES LTD COM | 1,147,203 | $3.4B | 0.08% | |
| 163 | TAT&T INC COM | 83,125 | $3.4B | 0.08% | |
| 164 | CSCOCISCO SYS INC COM | 105,487 | $3.3B | 0.08% | |
| 165 | JBTJOHN BEAN TECHNOLOGIES CORP COM | 46,911 | $3.3B | 0.08% | |
| 166 | SIGISELECTIVE INS GROUP INC COM | 80,784 | $3.2B | 0.08% | |
| 167 | A3IAMERISAFE INC COM | 54,452 | $3.2B | 0.07% | |
| 168 | —SPARTAN MTRS INC COM | 324,359 | $3.1B | 0.07% | |
| 169 | DALDELTA AIR LINES INC DEL COM NEW | 78,395 | $3.1B | 0.07% | |
| 170 | UPSUNITED PARCEL SERVICE INC CL B | 28,079 | $3.1B | 0.07% | |
| 171 | BWXTBWX TECHNOLOGIES INC COM | 79,397 | $3.0B | 0.07% | |
| 172 | UGIUGI CORP NEW COM | 64,985 | $2.9B | 0.07% | |
| 173 | CIGICOLLIERS INTERNATIONAL GROUP I SUB VTG SH | 69,339 | $2.9B | 0.07% | |
| 174 | WDFCWD-40 CO COM | 24,872 | $2.8B | 0.07% | |
| 175 | UFCSUNITED FIRE GROUP INC COM | 66,055 | $2.8B | 0.07% | |
| 176 | WDCWESTERN DIGITAL CORP COM | 47,530 | $2.8B | 0.07% | |
| 177 | OTXOPEN TEXT CORP COM | 42,728 | $2.8B | 0.06% | |
| 178 | TSNTYSON FOODS INC CL A | 37,093 | $2.8B | 0.06% | |
| 179 | AZOAUTOZONE INC COM | 3,551 | $2.7B | 0.06% | |
| 180 | EFXEQUIFAX INC COM | 20,245 | $2.7B | 0.06% | |
| 181 | RSRELIANCE STEEL & ALUMINUM CO COM | 37,562 | $2.7B | 0.06% | |
| 182 | —PIER 1 IMPORTS INC COM | 630,544 | $2.7B | 0.06% | |
| 183 | LEALEAR CORP COM NEW | 21,536 | $2.6B | 0.06% | |
| 184 | IIININSTEEL INDUSTRIES INC COM | 71,444 | $2.6B | 0.06% | |
| 185 | UVEUNIVERSAL INS HLDGS INC COM | 102,549 | $2.6B | 0.06% | |
| 186 | FLRFLUOR CORP NEW COM | 50,048 | $2.6B | 0.06% | |
| 187 | DISCAUSDDISCOVERY COMMUNICATIONS INC CL A COM | 95,263 | $2.6B | 0.06% | |
| 188 | —ORBOTECH LTD ORD | 85,971 | $2.5B | 0.06% | |
| 189 | —LYDALL INC DEL COM | 49,551 | $2.5B | 0.06% | |
| 190 | RIORIO TINTO PLC SPONSORED ADR | 74,387 | $2.5B | 0.06% | |
| 191 | ACCOACCO BRANDS CORP COM | 255,802 | $2.5B | 0.06% | |
| 192 | MTNVAIL RESORTS INC COM | 15,649 | $2.5B | 0.06% | |
| 193 | TTELUS CORP COM | 73,924 | $2.4B | 0.06% | |
| 194 | —PACIFIC CONTINENTAL CORP COM | 143,065 | $2.4B | 0.06% | |
| 195 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 182,353 | $2.4B | 0.06% | |
| 196 | SBUXSTARBUCKS CORP COM | 43,764 | $2.4B | 0.06% | |
| 197 | MPCMARATHON PETE CORP COM | 57,734 | $2.3B | 0.05% | |
| 198 | AEMAGNICO EAGLE MINES LTD COM | 42,888 | $2.3B | 0.05% | |
| 199 | CASYCASEYS GEN STORES INC COM | 19,224 | $2.3B | 0.05% | |
| 200 | —EXACTECH INC COM | 84,755 | $2.3B | 0.05% |