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Institutional Investment Manager
O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC (CIK: 0001423442) incorporated in Delaware, located at 100 First Stamford Place, Stamford, CT. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q3)
Portfolio Summary: 894 holdings with a total value of $4,805,288,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 J & J SNACK FOODS CORP COM 2 0 0.00%
2 TOOTSIE ROLL INDS INC 6 0 0.00%
3 SUPERIOR UNIFORM GP INC COM 6 0 0.00%
4 STAPLES INC 27 0 0.00%
5 HAWAIIAN HOLDINGS INC COM 18 0 0.00%
6 INDEPENDENT BK CORP MASS COM 5 0 0.00%
7 FIRST HORIZON CORPORATION COM 0 0 0.00%
8 OMNICOM GROUP INC 7 0 0.00%
9 SEASPINE HLDGS CORP COM 1 0 0.00%
10 TIMKEN CO COM 10 0 0.00%
11 KONINKLIJKE PHILIPS N V 1 0 0.00%
12 EXPONENT INC 2 0 0.00%
13 MEDIFAST INC COM 14 0 0.00%
14 WD-40 CO 8 0 0.00%
15 CANADIAN SOLAR INC 19 0 0.00%
16 TETRA TECH INC NEW 15 0 0.00%
17 CARE CAP PPTYS INC 11 0 0.00%
18 RAYTHEON CO 3 0 0.00%
19 KINDER MORGAN INC DEL 34 1,000 0.00%
20 BIG LOTS INC 11 1,000 0.00%
21 PolyOne Corp 18 1,000 0.00%
22 HALLADOR ENERGY COMPANY 94 1,000 0.00%
23 MONARCH FINANCIAL HOLDINGS I 44 1,000 0.00%
24 MATIV HOLDINGS INC COM 20 1,000 0.00%
25 SINOPEC SHANGHAI PETROCHEMICAL SPON ADR H 16 1,000 0.00%
26 ALLEGHANY CORP 3 1,000 0.00%
27 HARRIS CORP 7 1,000 0.00%
28 SYNNEX CORP 7 1,000 0.00%
29 InterDigital Inc 20 1,000 0.00%
30 NAVIGANT CONSULTING INC 70 1,000 0.00%
31 DILLARDS INC 12 1,000 0.00%
32 UNIFI INC COM NEW 20 1,000 0.00%
33 ARROW ELECTRONICS 20 1,000 0.00%
34 KAMAN CORP COM 18 1,000 0.00%
35 RR DONNELLEY & SONS CO 59 1,000 0.00%
36 MYR GROUP INC DEL COM 50 1,000 0.00%
37 OLIN CORP 72 1,000 0.00%
38 PCM INC 118 1,000 0.00%
39 BIG 5 SPORTING GOODS CORP 78 1,000 0.00%
40 HOME BANCORP INC 46 1,000 0.00%
41 HORACE MANN EDUCATORS CORP NEW COM 44 1,000 0.00%
42 MACATAWA BK CORP 448 2,000 0.00%
43 SHOE CARNIVAL INC 79 2,000 0.00%
44 VENTAS INC 44 2,000 0.00%
45 AMERICAN FINL GROUP INC OHIO 23 2,000 0.00%
46 SANOFI 32 2,000 0.00%
47 INFINITY PROPERTY & CASUALTY CORP 21 2,000 0.00%
48 SAGA COMMUNICATIONS INC CL A NEW 63 2,000 0.00%
49 SPARTAN MTRS INC 456 2,000 0.00%
50 ONE LIBERTY PPTYS INC COM 101 2,000 0.00%
Page 1 of 18

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001423442-15-000010, filed 2015.11.12).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.