O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2016 Filing
Filed February 10, 2017
Portfolio Value
$4.2T
Holdings
924
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (924 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | RDS/AROYAL DUTCH SHELL PLC SPONS ADR A | 77,098 | $6.8B | 0.16% | |
| 102 | —DR PEPPER SNAPPLE GROUP INC COM | 73,804 | $6.7B | 0.16% | |
| 103 | CRCCANADIAN NAT RES LTD COM | 199,611 | $6.4B | 0.15% | |
| 104 | AVYAVERY DENNISON CORP COM | 90,247 | $6.3B | 0.15% | |
| 105 | —NEVSUN RES LTD COM | 1,982,192 | $6.1B | 0.15% | |
| 106 | MRSHMARSH & MCLENNAN COS INC COM | 89,914 | $6.1B | 0.14% | |
| 107 | CLXCLOROX CO DEL COM | 49,749 | $6.0B | 0.14% | |
| 108 | CINFCINCINNATI FINL CORP COM | 78,280 | $5.9B | 0.14% | |
| 109 | —WI-LAN INC COM | 3,618,065 | $5.9B | 0.14% | |
| 110 | COFCAPITAL ONE FINL CORP COM | 67,571 | $5.9B | 0.14% | |
| 111 | SSUPSUPERIOR INDS INTL INC COM | 221,803 | $5.8B | 0.14% | |
| 112 | —TESORO CORP COM | 64,977 | $5.7B | 0.13% | |
| 113 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 325,064 | $5.5B | 0.13% | |
| 114 | BCEBCE INC COM | 122,036 | $5.3B | 0.12% | |
| 115 | FDPFRESH DEL MONTE PRODUCE INC ORD | 86,956 | $5.3B | 0.12% | |
| 116 | —CRH MEDICAL CORP COM | 983,611 | $5.3B | 0.12% | |
| 117 | DALDELTA AIR LINES INC DEL COM NEW | 106,458 | $5.2B | 0.12% | |
| 118 | SYKSTRYKER CORP COM | 42,315 | $5.1B | 0.12% | |
| 119 | TECK/BTECK RESOURCES LTD CL B | 252,937 | $5.1B | 0.12% | |
| 120 | WATWATERS CORP COM | 37,287 | $5.0B | 0.12% | |
| 121 | S9QSPIRIT AEROSYSTEMS HLDGS INC COM CL A | 85,482 | $5.0B | 0.12% | |
| 122 | —PIER 1 IMPORTS INC COM | 578,903 | $4.9B | 0.12% | |
| 123 | AOSLALPHA & OMEGA SEMICONDUCTOR SHS | 230,970 | $4.9B | 0.12% | |
| 124 | CCFEURCHASE CORP COM | 58,691 | $4.9B | 0.12% | |
| 125 | INGRINGREDION INC COM | 38,227 | $4.8B | 0.11% | |
| 126 | AZNASTRAZENECA PLC SPONSORED ADR | 91,682 | $4.7B | 0.11% | |
| 127 | —RICHMONT MINES INC COM | 727,953 | $4.7B | 0.11% | |
| 128 | AGXARGAN INC COM | 66,641 | $4.7B | 0.11% | |
| 129 | EFSCENTERPRISE FINL SVCS CORP COM | 107,741 | $4.6B | 0.11% | |
| 130 | CSGSCSG SYS INTL INC COM | 95,028 | $4.6B | 0.11% | |
| 131 | MRKMERCK & CO INC COM | 47,591 | $4.6B | 0.11% | |
| 132 | CALMCAL MAINE FOODS INC COM NEW | 102,636 | $4.5B | 0.11% | |
| 133 | VIABVIACOM INC NEW CL B | 74,221 | $4.5B | 0.11% | |
| 134 | WMWASTE MGMT INC DEL COM | 62,772 | $4.5B | 0.11% | |
| 135 | CVXCHEVRON CORP NEW COM | 22,516 | $4.3B | 0.10% | |
| 136 | ULTAULTA SALON COSMETCS & FRAG I COM | 15,964 | $4.1B | 0.10% | |
| 137 | ZIONZIONS BANCORPORATION COM | 91,234 | $3.9B | 0.09% | |
| 138 | ASTEASTEC INDS INC COM | 57,636 | $3.9B | 0.09% | |
| 139 | PKXPOSCO SPONSORED ADR | 44,659 | $3.8B | 0.09% | |
| 140 | LEALEAR CORP COM NEW | 28,653 | $3.8B | 0.09% | |
| 141 | —LYDALL INC DEL COM | 60,477 | $3.7B | 0.09% | |
| 142 | AESAES CORP COM | 321,227 | $3.7B | 0.09% | |
| 143 | TRQEURTURQUOISE HILL RES LTD COM | 1,147,203 | $3.7B | 0.09% | |
| 144 | NSPINSPERITY INC COM | 51,231 | $3.6B | 0.09% | |
| 145 | ATSG*AIR TRANSPORT SERVICES GRP I COM | 226,701 | $3.6B | 0.09% | |
| 146 | BAXBAXTER INTL INC COM | 81,126 | $3.6B | 0.09% | |
| 147 | HZN1USDHORIZON GLOBAL CORP COM | 147,947 | $3.6B | 0.08% | |
| 148 | WNCWABASH NATL CORP COM | 222,584 | $3.5B | 0.08% | |
| 149 | —SPARTAN MTRS INC COM | 375,797 | $3.5B | 0.08% | |
| 150 | JBTJOHN BEAN TECHNOLOGIES CORP COM | 39,936 | $3.4B | 0.08% | |
| 151 | ABJAABB LTD SPONSORED ADR | 115,212 | $3.4B | 0.08% | |
| 152 | IDXXIDEXX LABS INC COM | 28,765 | $3.4B | 0.08% | |
| 153 | —TECH DATA CORP COM | 39,798 | $3.4B | 0.08% | |
| 154 | WMTWAL-MART STORES INC COM | 26,945 | $3.3B | 0.08% | |
| 155 | BCRUSDBARD C R INC COM | 14,692 | $3.3B | 0.08% | |
| 156 | GBXGREENBRIER COS INC COM | 79,380 | $3.3B | 0.08% | |
| 157 | KMBKIMBERLY CLARK CORP COM | 24,524 | $3.3B | 0.08% | |
| 158 | AAPLAPPLE INC COM | 27,806 | $3.2B | 0.08% | |
| 159 | CIKCREDIT SUISSE GROUP SPONSORED ADR | 127,385 | $3.1B | 0.07% | |
| 160 | JEGBPJUST ENERGY GROUP INC COM | 563,987 | $3.1B | 0.07% | |
| 161 | TTMITTM TECHNOLOGIES INC COM | 226,184 | $3.1B | 0.07% | |
| 162 | CLSEURCELESTICA INC SUB VTG SHS | 244,354 | $2.9B | 0.07% | |
| 163 | PGRPROGRESSIVE CORP OHIO COM | 81,268 | $2.9B | 0.07% | |
| 164 | CASHMETA FINL GROUP INC COM | 27,902 | $2.9B | 0.07% | |
| 165 | PAYXPAYCHEX INC COM | 46,799 | $2.8B | 0.07% | |
| 166 | —SYKES ENTERPRISES INC COM | 98,532 | $2.8B | 0.07% | |
| 167 | —ORBOTECH LTD ORD | 84,476 | $2.8B | 0.07% | |
| 168 | A3IAMERISAFE INC COM | 44,622 | $2.8B | 0.07% | |
| 169 | PLOWDOUGLAS DYNAMICS INC COM | 82,578 | $2.8B | 0.07% | |
| 170 | TAT&T INC COM | 65,049 | $2.8B | 0.07% | |
| 171 | RIORIO TINTO PLC SPONSORED ADR | 71,815 | $2.8B | 0.07% | |
| 172 | ETRAE TRADE FINANCIAL CORP COM NEW | 79,413 | $2.8B | 0.07% | |
| 173 | —MACATAWA BK CORP COM | 260,259 | $2.7B | 0.06% | |
| 174 | —MAGELLAN HEALTH INC COM NEW | 35,647 | $2.7B | 0.06% | |
| 175 | UPSUNITED PARCEL SERVICE INC CL B | 23,236 | $2.7B | 0.06% | |
| 176 | OTXOPEN TEXT CORP COM | 42,728 | $2.6B | 0.06% | |
| 177 | THOTHOR INDS INC COM | 26,223 | $2.6B | 0.06% | |
| 178 | UVEUNIVERSAL INS HLDGS INC COM | 90,480 | $2.6B | 0.06% | |
| 179 | UFCSUNITED FIRE GROUP INC COM | 52,147 | $2.6B | 0.06% | |
| 180 | GDGENERAL DYNAMICS CORP COM | 14,829 | $2.6B | 0.06% | |
| 181 | MPCMARATHON PETE CORP COM | 40,288 | $2.5B | 0.06% | |
| 182 | ABBVABBVIE INC COM | 22,276 | $2.5B | 0.06% | |
| 183 | UBNTEURUBIQUITI NETWORKS INC COM | 43,645 | $2.5B | 0.06% | |
| 184 | UGIUGI CORP NEW COM | 54,524 | $2.5B | 0.06% | |
| 185 | WDFCWD-40 CO COM | 21,344 | $2.5B | 0.06% | |
| 186 | WDCWESTERN DIGITAL CORP COM | 23,731 | $2.5B | 0.06% | |
| 187 | PGPROCTER AND GAMBLE CO COM | 15,871 | $2.5B | 0.06% | |
| 188 | UTHUNITED THERAPEUTICS CORP DEL COM | 16,853 | $2.4B | 0.06% | |
| 189 | BWXTBWX TECHNOLOGIES INC COM | 60,687 | $2.4B | 0.06% | |
| 190 | TSSTOTAL SYS SVCS INC COM | 48,483 | $2.4B | 0.06% | |
| 191 | CPSCOOPER STD HLDGS INC COM | 22,620 | $2.3B | 0.06% | |
| 192 | —EXACTECH INC COM | 84,606 | $2.3B | 0.05% | |
| 193 | SF9SANDERSON FARMS INC COM | 24,323 | $2.3B | 0.05% | |
| 194 | SIGSIGNET JEWELERS LIMITED SHS | 24,220 | $2.3B | 0.05% | |
| 195 | CSCOCISCO SYS INC COM | 45,106 | $2.3B | 0.05% | |
| 196 | SYBTSTOCK YARDS BANCORP INC COM | 48,240 | $2.3B | 0.05% | |
| 197 | FLRFLUOR CORP NEW COM | 42,855 | $2.3B | 0.05% | |
| 198 | EFXEQUIFAX INC COM | 18,972 | $2.2B | 0.05% | |
| 199 | —PACIFIC CONTINENTAL CORP COM | 102,489 | $2.2B | 0.05% | |
| 200 | IGTINTERNATIONAL GAME TECHNOLOG SHS USD | 87,629 | $2.2B | 0.05% |