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 |
|---|---|---|---|---|---|
| 201 | 4I1PHILIP MORRIS INTL INC COM | 23,423 | $2.3B | 0.05% | |
| 202 | —ARGO GROUP INTL HLDGS LTD COM | 39,967 | $2.3B | 0.05% | |
| 203 | TBNKUSDTERRITORIAL BANCORP INC COM | 77,052 | $2.2B | 0.05% | |
| 204 | GBXGREENBRIER COS INC COM | 62,092 | $2.2B | 0.05% | |
| 205 | GDGENERAL DYNAMICS CORP COM | 14,049 | $2.2B | 0.05% | |
| 206 | VRSNVERISIGN INC COM | 27,194 | $2.1B | 0.05% | |
| 207 | ACNACCENTURE PLC IRELAND SHS CLASS A | 17,231 | $2.1B | 0.05% | |
| 208 | GRMNGARMIN LTD SHS | 43,758 | $2.1B | 0.05% | |
| 209 | RYAMRAYONIER ADVANCED MATLS INC COM | 155,825 | $2.1B | 0.05% | |
| 210 | —UNIVERSAL FST PRODS INC COM | 20,918 | $2.1B | 0.05% | |
| 211 | —BROOKFIELD OFFICE PPTYS CDA TR UNIT | 99,017 | $2.1B | 0.05% | |
| 212 | THOTHOR INDS INC COM | 24,195 | $2.0B | 0.05% | |
| 213 | CENTACENTRAL GARDEN & PET CO CL A NON-VTG | 80,839 | $2.0B | 0.05% | |
| 214 | —VANTIV INC CL A | 35,572 | $2.0B | 0.05% | |
| 215 | OSG1EUROVERSEAS SHIPHOLDING GROUP I CL A NEW | 186,202 | $2.0B | 0.05% | |
| 216 | —MACATAWA BK CORP COM | 244,660 | $2.0B | 0.05% | |
| 217 | —MAGELLAN HEALTH INC COM NEW | 36,054 | $1.9B | 0.05% | |
| 218 | MBWMMERCANTILE BANK CORP COM | 71,523 | $1.9B | 0.04% | |
| 219 | —INTRAWEST RESORTS HLDGS INC COM | 117,821 | $1.9B | 0.04% | |
| 220 | —SUPREME INDS INC CL A | 98,310 | $1.9B | 0.04% | |
| 221 | FBCUSDFLAGSTAR BANCORP INC COM PAR .001 | 67,262 | $1.9B | 0.04% | |
| 222 | PLABPHOTRONICS INC COM | 171,080 | $1.8B | 0.04% | |
| 223 | QUADQUAD / GRAPHICS INC COM CL A | 62,784 | $1.7B | 0.04% | |
| 224 | —SNYDERS-LANCE INC COM | 48,795 | $1.6B | 0.04% | |
| 225 | ANGOANGIODYNAMICS INC COM | 90,895 | $1.6B | 0.04% | |
| 226 | OSISOSI SYSTEMS INC COM | 23,494 | $1.5B | 0.04% | |
| 227 | FIZZNATIONAL BEVERAGE CORP COM | 34,717 | $1.5B | 0.04% | |
| 228 | ABBVABBVIE INC COM | 24,189 | $1.5B | 0.04% | |
| 229 | NKENIKE INC CL B | 28,886 | $1.5B | 0.04% | |
| 230 | GVAGRANITE CONSTR INC COM | 30,286 | $1.5B | 0.04% | |
| 231 | HIIHUNTINGTON INGALLS INDS INC COM | 9,769 | $1.5B | 0.04% | |
| 232 | TXNTEXAS INSTRS INC COM | 21,173 | $1.5B | 0.03% | |
| 233 | UBNTEURUBIQUITI NETWORKS INC COM | 27,648 | $1.5B | 0.03% | |
| 234 | CPSCOOPER STD HLDGS INC COM | 14,801 | $1.5B | 0.03% | |
| 235 | MZTILANCASTER COLONY CORP COM | 10,616 | $1.4B | 0.03% | |
| 236 | —MCEWEN MINING INC COM PAR $0.10 | 381,298 | $1.4B | 0.03% | |
| 237 | —HMS HLDGS CORP COM | 62,359 | $1.4B | 0.03% | |
| 238 | OSBCOLD SECOND BANCORP INC ILL COM | 165,972 | $1.4B | 0.03% | |
| 239 | SSTKSHUTTERSTOCK INC COM | 21,639 | $1.4B | 0.03% | |
| 240 | ALBALBEMARLE CORP COM | 15,990 | $1.4B | 0.03% | |
| 241 | GPNGLOBAL PMTS INC COM | 17,801 | $1.4B | 0.03% | |
| 242 | AAONAAON INC COM PAR $0.004 | 46,134 | $1.3B | 0.03% | |
| 243 | EXPDEXPEDITORS INTL WASH INC COM | 25,822 | $1.3B | 0.03% | |
| 244 | COHREURCOHERENT INC COM | 11,828 | $1.3B | 0.03% | |
| 245 | VLRSCONTROLADORA VUELA CIA DE AV SPON ADR RP 10 | 74,829 | $1.3B | 0.03% | |
| 246 | NTTYYNIPPON TELEG & TEL CORP SPONSORED ADR | 28,183 | $1.3B | 0.03% | |
| 247 | SWBISMITH & WESSON HLDG CORP COM | 48,569 | $1.3B | 0.03% | |
| 248 | UTHUNITED THERAPEUTICS CORP DEL COM | 10,913 | $1.3B | 0.03% | |
| 249 | —COTT CORP QUE COM | 86,173 | $1.2B | 0.03% | |
| 250 | EBFENNIS INC COM | 71,718 | $1.2B | 0.03% | |
| 251 | TTMITTM TECHNOLOGIES INC COM | 104,327 | $1.2B | 0.03% | |
| 252 | IESCIES HLDGS INC COM | 67,038 | $1.2B | 0.03% | |
| 253 | VCVISTEON CORP COM NEW | 16,530 | $1.2B | 0.03% | |
| 254 | DDSDILLARDS INC CL A | 18,621 | $1.2B | 0.03% | |
| 255 | FBNCFIRST BANCORP N C COM | 58,385 | $1.2B | 0.03% | |
| 256 | KELYAKELLY SVCS INC CL A | 59,663 | $1.1B | 0.03% | |
| 257 | ORIOLD REP INTL CORP COM | 64,866 | $1.1B | 0.03% | |
| 258 | 3M4MASIMO CORP COM | 18,823 | $1.1B | 0.03% | |
| 259 | HDHOME DEPOT INC COM | 8,703 | $1.1B | 0.03% | |
| 260 | FISIFINANCIAL INSTNS INC COM | 41,182 | $1.1B | 0.03% | |
| 261 | TFXTELEFLEX INC COM | 6,478 | $1.1B | 0.03% | |
| 262 | MFGMIZUHO FINL GROUP INC SPONSORED ADR | 321,183 | $1.1B | 0.03% | |
| 263 | AMWDAMERICAN WOODMARK CORP COM | 13,238 | $1.1B | 0.02% | |
| 264 | ASHASHLAND GLOBAL HLDGS INC COM | 9,054 | $1.1B | 0.02% | |
| 265 | FSVFIRSTSERVICE CORP NEW SUB VTG SH | 22,302 | $1.0B | 0.02% | |
| 266 | SHENSHENANDOAH TELECOMMUNICATIONS COM | 37,835 | $1.0B | 0.02% | |
| 267 | IDXXIDEXX LABS INC COM | 9,031 | $1.0B | 0.02% | |
| 268 | BECNUSDBEACON ROOFING SUPPLY INC COM | 24,011 | $1.0B | 0.02% | |
| 269 | OSBCADNORBORD INC COM NEW | 39,035 | $1.0B | 0.02% | |
| 270 | JT5MUELLER WTR PRODS INC COM SER A | 79,453 | $997.0M | 0.02% | |
| 271 | HTBKHERITAGE COMMERCE CORP COM | 91,001 | $996.0M | 0.02% | |
| 272 | SJMSMUCKER J M CO COM NEW | 7,336 | $994.0M | 0.02% | |
| 273 | XINUSDXINYUAN REAL ESTATE CO LTD SPONS ADR | 154,732 | $978.0M | 0.02% | |
| 274 | MUFGMITSUBISHI UFJ FINL GROUP IN SPONSORED ADR | 193,421 | $977.0M | 0.02% | |
| 275 | ANIKANIKA THERAPEUTICS INC COM | 20,143 | $964.0M | 0.02% | |
| 276 | CRVLCORVEL CORP COM | 24,915 | $957.0M | 0.02% | |
| 277 | HZN1USDHORIZON GLOBAL CORP COM | 47,717 | $951.0M | 0.02% | |
| 278 | ELVANTHEM INC COM | 7,514 | $942.0M | 0.02% | |
| 279 | NVRNVR INC COM | 573 | $940.0M | 0.02% | |
| 280 | PDLIEURPDL BIOPHARMA INC COM | 277,682 | $930.0M | 0.02% | |
| 281 | ABMABM INDS INC COM | 22,897 | $909.0M | 0.02% | |
| 282 | TSMTAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 29,667 | $908.0M | 0.02% | |
| 283 | IGTINTERNATIONAL GAME TECHNOLOG SHS USD | 36,340 | $886.0M | 0.02% | |
| 284 | XYLXYLEM INC COM | 16,756 | $879.0M | 0.02% | |
| 285 | ADTNEURADTRAN INC COM | 45,422 | $869.0M | 0.02% | |
| 286 | LIILENNOX INTL INC COM | 5,508 | $865.0M | 0.02% | |
| 287 | PLOWDOUGLAS DYNAMICS INC COM | 26,960 | $861.0M | 0.02% | |
| 288 | —MANTECH INTL CORP CL A | 22,634 | $853.0M | 0.02% | |
| 289 | —SODASTREAM INTERNATIONAL LTD USD SHS | 31,939 | $848.0M | 0.02% | |
| 290 | WSFSWSFS FINL CORP COM | 22,927 | $837.0M | 0.02% | |
| 291 | ESLTELBIT SYS LTD ORD | 8,491 | $814.0M | 0.02% | |
| 292 | —PLANET PAYMENT INC SHS | 218,067 | $809.0M | 0.02% | |
| 293 | DOXAMDOCS LTD SHS | 13,831 | $800.0M | 0.02% | |
| 294 | NDAQNASDAQ INC COM | 11,849 | $800.0M | 0.02% | |
| 295 | MRCYMERCURY SYS INC COM | 32,400 | $796.0M | 0.02% | |
| 296 | TTCTORO CO COM | 16,932 | $793.0M | 0.02% | |
| 297 | ENZBENZO BIOCHEM INC COM | 146,235 | $744.0M | 0.02% | |
| 298 | HRLHORMEL FOODS CORP COM | 19,526 | $741.0M | 0.02% | |
| 299 | FUODOLBY LABORATORIES INC COM | 13,496 | $733.0M | 0.02% | |
| 300 | ZEUSOLYMPIC STEEL INC COM | 33,068 | $731.0M | 0.02% |