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 |
|---|---|---|---|---|---|
| 301 | MR4MERIDIAN BIOSCIENCE INC COM | 36,501 | $704.0M | 0.02% | |
| 302 | CSFLUSDCENTERSTATE BANKS INC COM | 39,281 | $696.0M | 0.02% | |
| 303 | KAIKADANT INC COM | 13,157 | $686.0M | 0.02% | |
| 304 | ANATUSDAMERICAN NATL INS CO COM | 5,611 | $684.0M | 0.02% | |
| 305 | FLEXFLEX LTD ORD | 49,937 | $680.0M | 0.02% | |
| 306 | NKSHNATIONAL BANKSHARES INC VA COM | 18,439 | $678.0M | 0.02% | |
| 307 | GISGENERAL MLS INC COM | 10,527 | $672.0M | 0.02% | |
| 308 | —STATE NATL COS INC COM | 59,310 | $660.0M | 0.02% | |
| 309 | UVVUNIVERSAL CORP VA COM | 11,272 | $656.0M | 0.02% | |
| 310 | EXPOEXPONENT INC COM | 12,752 | $651.0M | 0.02% | |
| 311 | —SHORETEL INC COM | 79,525 | $636.0M | 0.01% | |
| 312 | FFORD MTR CO DEL COM PAR $0.01 | 52,018 | $628.0M | 0.01% | |
| 313 | KOPKOPPERS HOLDINGS INC COM | 19,244 | $619.0M | 0.01% | |
| 314 | TRTOOTSIE ROLL INDS INC COM | 16,745 | $617.0M | 0.01% | |
| 315 | MKTXMARKETAXESS HLDGS INC COM | 3,723 | $616.0M | 0.01% | |
| 316 | COHRII VI INC COM | 25,315 | $616.0M | 0.01% | |
| 317 | CORECORE MARK HOLDING CO INC COM | 16,848 | $603.0M | 0.01% | |
| 318 | JRVRJAMES RIV GROUP LTD COM | 16,618 | $602.0M | 0.01% | |
| 319 | BAKBRASKEM S A SP ADR PFD A | 38,637 | $594.0M | 0.01% | |
| 320 | —L-3 COMMUNICATIONS HLDGS INC COM | 3,928 | $592.0M | 0.01% | |
| 321 | HANHAWAIIAN HOLDINGS INC COM | 12,119 | $589.0M | 0.01% | |
| 322 | —ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR | 98,238 | $581.0M | 0.01% | |
| 323 | TTMCHFTATA MTRS LTD SPONSORED ADR | 14,323 | $573.0M | 0.01% | |
| 324 | CITCINTAS CORP COM | 5,038 | $567.0M | 0.01% | |
| 325 | PTIP T TELEKOMUNIKASI INDONESIA SPONSORED ADR | 8,564 | $566.0M | 0.01% | |
| 326 | LEGLEGGETT & PLATT INC COM | 12,398 | $565.0M | 0.01% | |
| 327 | MORNMORNINGSTAR INC COM | 7,000 | $555.0M | 0.01% | |
| 328 | CNSCOHEN & STEERS INC COM | 12,934 | $553.0M | 0.01% | |
| 329 | TMPTOMPKINS FINANCIAL CORPORATION COM | 7,222 | $552.0M | 0.01% | |
| 330 | CPBCAMPBELL SOUP CO COM | 10,087 | $552.0M | 0.01% | |
| 331 | XRAYDENTSPLY SIRONA INC COM | 9,230 | $549.0M | 0.01% | |
| 332 | KEPKOREA ELECTRIC PWR SPONSORED ADR | 22,398 | $546.0M | 0.01% | |
| 333 | —NUTRACEUTICAL INTL CORP COM | 17,491 | $546.0M | 0.01% | |
| 334 | MKLMARKEL CORP COM | 581 | $540.0M | 0.01% | |
| 335 | EXLSEXLSERVICE HOLDINGS INC COM | 10,697 | $533.0M | 0.01% | |
| 336 | WNSNWNS HOLDINGS LTD SPON ADR | 17,652 | $529.0M | 0.01% | |
| 337 | —BEMIS INC COM | 10,346 | $528.0M | 0.01% | |
| 338 | MTZMASTEC INC COM | 17,623 | $524.0M | 0.01% | |
| 339 | —CLEAR CHANNEL OUTDOOR HLDGS CL A | 89,311 | $522.0M | 0.01% | |
| 340 | PLCECHILDRENS PL INC COM | 6,497 | $519.0M | 0.01% | |
| 341 | EGBNEAGLE BANCORP INC MD COM | 10,463 | $516.0M | 0.01% | |
| 342 | —WEBMD HEALTH CORP COM | 10,343 | $514.0M | 0.01% | |
| 343 | SKYWSKYWEST INC COM | 19,404 | $512.0M | 0.01% | |
| 344 | AONAON PLC SHS CL A | 4,503 | $507.0M | 0.01% | |
| 345 | CWCURTISS WRIGHT CORP COM | 5,487 | $500.0M | 0.01% | |
| 346 | BRCBRADY CORP CL A | 14,339 | $496.0M | 0.01% | |
| 347 | JBSSSANFILIPPO JOHN B & SON INC COM | 9,625 | $494.0M | 0.01% | |
| 348 | —NORTEL INVERSORA S A SPON ADR PFD B | 19,953 | $487.0M | 0.01% | |
| 349 | SFBSSERVISFIRST BANCSHARES INC COM | 9,171 | $476.0M | 0.01% | |
| 350 | LFUSLITTELFUSE INC COM | 3,640 | $469.0M | 0.01% | |
| 351 | —BNC BANCORP COM | 19,225 | $468.0M | 0.01% | |
| 352 | IBCPINDEPENDENT BANK CORP MICH COM | 27,583 | $464.0M | 0.01% | |
| 353 | —BALDWIN & LYONS INC CL B | 17,975 | $461.0M | 0.01% | |
| 354 | MUMICRON TECHNOLOGY INC COM | 25,927 | $461.0M | 0.01% | |
| 355 | CHRCHURCHILL DOWNS INC COM | 3,141 | $460.0M | 0.01% | |
| 356 | SBSISOUTHSIDE BANCSHARES INC COM | 14,250 | $459.0M | 0.01% | |
| 357 | IEIINSIGHT ENTERPRISES INC COM | 14,110 | $459.0M | 0.01% | |
| 358 | —LUMINEX CORP DEL COM | 20,166 | $458.0M | 0.01% | |
| 359 | TTEKTETRA TECH INC NEW COM | 12,767 | $453.0M | 0.01% | |
| 360 | EBIXEUREBIX INC COM NEW | 7,933 | $451.0M | 0.01% | |
| 361 | ITUBITAU UNIBANCO HLDG SA SPON ADR REP PFD | 41,116 | $450.0M | 0.01% | |
| 362 | JECUSDJACOBS ENGR GROUP INC DEL COM | 8,603 | $445.0M | 0.01% | |
| 363 | ERIEERIE INDTY CO CL A | 4,326 | $442.0M | 0.01% | |
| 364 | EDUNEW ORIENTAL ED & TECH GRP I SPON ADR | 9,532 | $442.0M | 0.01% | |
| 365 | DGIIDIGI INTL INC COM | 37,468 | $427.0M | 0.01% | |
| 366 | FIXCOMFORT SYS USA INC COM | 14,565 | $427.0M | 0.01% | |
| 367 | ALVAUTOLIV INC COM | 3,960 | $423.0M | 0.01% | |
| 368 | CMCCOMMERCIAL METALS CO COM | 25,743 | $417.0M | 0.01% | |
| 369 | KHCKRAFT HEINZ CO COM | 4,653 | $416.0M | 0.01% | |
| 370 | OGSONE GAS INC COM | 6,659 | $412.0M | 0.01% | |
| 371 | HNNAHENNESSY ADVISORS INC COM | 11,509 | $408.0M | 0.01% | |
| 372 | GGGGRACO INC COM | 5,386 | $399.0M | 0.01% | |
| 373 | THFFFIRST FINL CORP IND COM | 9,684 | $394.0M | 0.01% | |
| 374 | —SCICLONE PHARMACEUTICALS INC COM | 38,418 | $394.0M | 0.01% | |
| 375 | NTGRNETGEAR INC COM | 6,489 | $393.0M | 0.01% | |
| 376 | LOGILOGITECH INTL S A SHS | 17,475 | $392.0M | 0.01% | |
| 377 | —ORITANI FINL CORP COM | 24,941 | $392.0M | 0.01% | |
| 378 | AFLAFLAC INC COM | 5,432 | $390.0M | 0.01% | |
| 379 | VVISA INC COM CL A | 4,701 | $389.0M | 0.01% | |
| 380 | BGGUSDBRIGGS & STRATTON CORP COM | 20,721 | $386.0M | 0.01% | |
| 381 | NINISOURCE INC COM | 15,999 | $386.0M | 0.01% | |
| 382 | POWLPOWELL INDS INC COM | 9,579 | $384.0M | 0.01% | |
| 383 | GGENPACT LIMITED SHS | 15,917 | $381.0M | 0.01% | |
| 384 | —CHARTER FINL CORP WEST PT GA COM | 29,193 | $376.0M | 0.01% | |
| 385 | SIXEURSIX FLAGS ENTMT CORP NEW COM | 6,912 | $371.0M | 0.01% | |
| 386 | CIGCOMPANHIA ENERGETICA DE MINAS SP ADR N-V PFD | 142,423 | $369.0M | 0.01% | |
| 387 | DHRB & G FOODS INC NEW COM | 7,359 | $362.0M | 0.01% | |
| 388 | BRKRBRUKER CORP COM | 15,929 | $361.0M | 0.01% | |
| 389 | OECORION ENGINEERED CARBONS S A COM | 19,040 | $357.0M | 0.01% | |
| 390 | INGING GROEP N V SPONSORED ADR | 28,683 | $354.0M | 0.01% | |
| 391 | —EMC INS GROUP INC COM | 13,042 | $351.0M | 0.01% | |
| 392 | CPRTCOPART INC COM | 6,537 | $350.0M | 0.01% | |
| 393 | DISDISNEY WALT CO COM DISNEY | 3,756 | $349.0M | 0.01% | |
| 394 | RUTHUSDRUTHS HOSPITALITY GROUP INC COM | 24,643 | $348.0M | 0.01% | |
| 395 | AMNBUSDAMERICAN NATL BANKSHARES INC COM | 12,444 | $348.0M | 0.01% | |
| 396 | —INVESTMENT TECHNOLOGY GRP NEW COM | 19,964 | $342.0M | 0.01% | |
| 397 | SWXSOUTHWEST GAS CORP COM | 4,860 | $340.0M | 0.01% | |
| 398 | —BANK MUTUAL CORP NEW COM | 44,115 | $339.0M | 0.01% | |
| 399 | MGRCMCGRATH RENTCORP COM | 10,563 | $335.0M | 0.01% | |
| 400 | OMCOMNICOM GROUP INC COM | 3,938 | $335.0M | 0.01% |