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)

#StockSharesValue% PortfolioType
401
FULFULLER H B CO COM
7,164$333.0M0.01%
402
WOOFOOT LOCKER INC COM
4,880$330.0M0.01%
403
WBWEIBO CORP SPONSORED ADR
6,565$329.0M0.01%
404
FMSFRESENIUS MED CARE AG&CO KGA SPONSORED ADR
7,494$328.0M0.01%
405
ELPCCOMPANHIA PARANAENSE ENERG COP SPON ADR PFD
31,086$322.0M0.01%
406
IRBTQIROBOT CORP COM
7,309$321.0M0.01%
407
OMNOVA SOLUTIONS INC COM
37,910$320.0M0.01%
408
JOUTJOHNSON OUTDOORS INC CL A
8,715$317.0M0.01%
409
LQDTLIQUIDITY SERVICES INC COM
28,025$315.0M0.01%
410
DATALINK CORP COM
29,685$315.0M0.01%
411
HEALTHWAYS INC COM
11,910$315.0M0.01%
412
CNSLEURCONSOLIDATED COMM HLDGS INC COM
12,460$314.0M0.01%
413
GPCGENUINE PARTS CO COM
3,120$313.0M0.01%
414
USPHU S PHYSICAL THERAPY INC COM
4,941$310.0M0.01%
415
GTGOODYEAR TIRE & RUBR CO COM
9,511$307.0M0.01%
416
LHCGUSDLHC GROUP INC COM
8,308$306.0M0.01%
417
LDOSLEIDOS HLDGS INC COM
7,057$305.0M0.01%
418
SPARK ENERGY INC CL A COM
10,354$302.0M0.01%
419
BURLBURLINGTON STORES INC COM
3,686$299.0M0.01%
420
WINAWINMARK CORP COM
2,815$297.0M0.01%
421
GGALGRUPO FINANCIERO GALICIA S A SP ADR 10 SH B
9,510$296.0M0.01%
422
TREXTREX INC COM
5,000$294.0M0.01%
423
BYDBOYD GAMING CORP COM
14,723$291.0M0.01%
424
MBT FINL CORP COM
31,776$288.0M0.01%
425
LUXFER HLDGS PLC SPONSORED ADR
24,739$287.0M0.01%
426
KTOSKRATOS DEFENSE & SEC SOLUTIONS COM
41,715$287.0M0.01%
427
AEEAMEREN CORP COM
5,814$286.0M0.01%
428
FBL FINL GROUP INC CL A
4,432$284.0M0.01%
429
BLUE CAP REINS HLDGS LTD COM
15,221$279.0M0.01%
430
ADUSADDUS HOMECARE CORP COM
10,533$276.0M0.01%
431
IDIINTERDIGITAL INC COM
3,411$270.0M0.01%
432
ATATLANTIC PWR CORP COM NEW
107,542$266.0M0.01%
433
UHALAMERCO COM
821$265.0M0.01%
434
THGHANOVER INS GROUP INC COM
3,506$264.0M0.01%
435
FLOFLOWERS FOODS INC COM
17,487$264.0M0.01%
436
SXISTANDEX INTL CORP COM
2,828$263.0M0.01%
437
CDWCDW CORP COM
5,697$261.0M0.01%
438
TXTERNIUM SA SPON ADR
13,191$259.0M0.01%
439
ODCOIL DRI CORP AMER COM
6,839$257.0M0.01%
440
USCRU S CONCRETE INC COM NEW
5,571$257.0M0.01%
441
PETSPETMED EXPRESS INC COM
12,651$257.0M0.01%
442
LEE1EURLEE ENTERPRISES INC COM
68,192$256.0M0.01%
443
TCBKTRICO BANCSHARES COM
9,493$254.0M0.01%
444
STLDSTEEL DYNAMICS INC COM
10,081$252.0M0.01%
445
CRD/BCRAWFORD & CO CL B
22,016$250.0M0.01%
446
CVCYUSDCENTRAL VALLEY CMNTY BANCORP COM
15,703$249.0M0.01%
447
INDUSTRIAS BACHOCO S A B DE SPON ADR B
4,958$249.0M0.01%
448
PPGPPG INDS INC COM
2,409$249.0M0.01%
449
BCOBRINKS CO COM
6,670$247.0M0.01%
450
BAPCREDICORP LTD COM
1,621$247.0M0.01%
451
NAVIGANT CONSULTING INC COM
12,156$246.0M0.01%
452
MERCMERCER INTL INC COM
29,095$246.0M0.01%
453
SHUTTERFLY INC COM
5,517$246.0M0.01%
454
MUSAMURPHY USA INC COM
3,452$246.0M0.01%
455
FIBKFIRST INTST BANCSYSTEM INC COM CL A
7,716$243.0M0.01%
456
MCMOELIS & CO CL A
8,977$241.0M0.01%
457
CBUCOMMUNITY BK SYS INC COM
5,016$241.0M0.01%
458
KTKT CORP SPONSORED ADR
14,963$240.0M0.01%
459
HALLUSDHALLMARK FINL SVCS INC EC COM NEW
23,083$238.0M0.01%
460
ITICINVESTORS TITLE CO COM
2,395$238.0M0.01%
461
MHLAMAIDEN HOLDINGS LTD SHS
18,599$236.0M0.01%
462
DHILDIAMOND HILL INVESTMENT GROU COM NEW
1,271$235.0M0.01%
463
LYTSLSI INDS INC COM
20,811$234.0M0.01%
464
DIGITALGLOBE INC COM NEW
8,496$234.0M0.01%
465
MGICMAGIC SOFTWARE ENTERPRISES LTD ORD
32,773$234.0M0.01%
466
BMTABRITISH AMERN TOB PLC SPONSORED ADR
1,832$234.0M0.01%
467
KINSKINGSTONE COMPANIES INC COM
24,601$227.0M0.01%
468
HCIHCI GROUP INC COM
7,431$226.0M0.01%
469
RGCGBPREGAL ENTMT GROUP CL A
10,333$225.0M0.01%
470
CBPXEURCONTINENTAL BLDG PRODS INC COM
10,730$225.0M0.01%
471
NCI BUILDING SYS INC COM NEW
15,023$219.0M0.01%
472
CBZCBIZ INC COM
19,556$219.0M0.01%
473
CLWCLEARWATER PAPER CORP COM
3,377$218.0M0.01%
474
GDOTGREEN DOT CORP CL A
9,442$218.0M0.01%
475
VLGEAVILLAGE SUPER MKT INC CL A NEW
6,814$218.0M0.01%
476
GAMCO INVESTORS INC CL A COM
7,596$216.0M0.01%
477
VECTREN CORP COM
4,264$214.0M0.01%
478
AGMFEDERAL AGRIC MTG CORP CL C
5,360$212.0M0.00%
479
CU BANCORP CALIF COM
9,307$212.0M0.00%
480
DLAPQDELTA APPAREL INC COM
12,863$212.0M0.00%
481
ACHOWENS & MINOR INC NEW COM
6,099$212.0M0.00%
482
MKSIMKS INSTRUMENT INC COM
4,229$210.0M0.00%
483
SWIFT TRANSN CO CL A
9,796$210.0M0.00%
484
UTLUNITIL CORP COM
5,388$210.0M0.00%
485
AMKRAMKOR TECHNOLOGY INC COM
21,533$209.0M0.00%
486
CNPCENTERPOINT ENERGY INC COM
8,995$209.0M0.00%
487
AITAPPLIED INDL TECHNOLOGIES INC COM
4,444$208.0M0.00%
488
ATRAPTARGROUP INC COM
2,666$206.0M0.00%
489
MG1MGE ENERGY INC COM
3,637$206.0M0.00%
490
BSRRSIERRA BANCORP COM
10,951$205.0M0.00%
491
GABCGERMAN AMERN BANCORP INC COM
5,234$204.0M0.00%
492
CRNTCERAGON NETWORKS LTD ORD
86,386$204.0M0.00%
493
BRBROADRIDGE FINL SOLUTIONS IN COM
3,008$204.0M0.00%
494
NAIINATURAL ALTERNATIVES INTL INC COM NEW
15,422$203.0M0.00%
495
JANUS CAP GROUP INC COM
14,427$202.0M0.00%
496
AIMCUSDALTRA INDL MOTION CORP COM
6,928$201.0M0.00%
497
FCNCAFIRST CTZNS BANCSHARES INC N C CL A
684$201.0M0.00%
498
ROFKFORCE INC COM
9,781$200.0M0.00%
499
SCANA CORP NEW COM
2,736$198.0M0.00%
500
PANERA BREAD CO CL A
1,016$198.0M0.00%
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