$5.23 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 1039 reported holdings in Q4 2014. The portfolio turnover from Q3 2014 to Q4 2014 was 45.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| T | Buy | AT&T INC | $145,856,000 | -8.5% | 4,589,429 | +1.4% | 2.79% | -4.5% |
| TRV | Buy | TRAVELERS COS INC/THE | $123,202,000 | +32.4% | 1,167,567 | +17.7% | 2.36% | +38.1% |
| BMO | Buy | BANK OF MONTREAL | $90,247,000 | +10.9% | 1,338,987 | +14.7% | 1.73% | +15.8% |
| LYB | Buy | LYONDELLBASELL INDU-CL A | $88,760,000 | +6.3% | 1,122,239 | +45.8% | 1.70% | +10.8% |
| HD | Buy | HOME DEPOT INC | $80,769,000 | +24.2% | 771,442 | +8.7% | 1.54% | +29.5% |
| MGA | Buy | MAGNA INTERNATIONAL INC | $73,655,000 | +36.7% | 676,714 | +19.2% | 1.41% | +42.6% |
| RY | Buy | ROYAL BANK OF CANADA | $65,783,000 | +68.3% | 959,388 | +72.7% | 1.26% | +75.6% |
| PSX | Buy | PHILLIPS 66 | $63,564,000 | +30.0% | 890,718 | +47.9% | 1.22% | +35.7% |
| ALL | Buy | ALLSTATE CORP | $62,562,000 | +36.5% | 894,824 | +19.6% | 1.20% | +42.5% |
| CHRW | Buy | C.H. ROBINSON WORLDWIDE INC | $58,931,000 | +15.7% | 790,534 | +2.7% | 1.13% | +20.8% |
| MOS | Buy | MOSAIC CO/THE | $58,795,000 | +136.0% | 1,292,290 | +130.0% | 1.12% | +146.2% |
| IBM | Buy | INTL BUSINESS MACHINES CORP | $58,380,000 | +29.0% | 364,946 | +52.9% | 1.12% | +34.6% |
| ORAN | Buy | ORANGE-SPON ADR | $55,417,000 | +2.2% | 3,735,801 | +1.5% | 1.06% | +6.5% |
| NTAP | Buy | NETAPP INC | $55,160,000 | +3.4% | 1,336,693 | +7.4% | 1.06% | +7.9% |
| XL | Buy | XL GROUP PLC | $53,900,000 | +29.4% | 1,575,842 | +25.2% | 1.03% | +34.9% |
| GLW | Buy | CORNING INC | $52,946,000 | +105.1% | 2,319,348 | +73.4% | 1.01% | +114.2% |
| HES | Buy | HESS CORP | $52,883,000 | +13.6% | 719,698 | +45.6% | 1.01% | +18.5% |
| VOD | Buy | VODAFONE GROUP PLC-SP ADR | $52,839,000 | +41.7% | 1,745,396 | +53.9% | 1.01% | +47.8% |
| CAM | Buy | CAMERON INTERNATIONAL CORP | $48,886,000 | +95.4% | 981,988 | +160.3% | 0.94% | +103.7% |
| FDX | Buy | FEDEX CORP | $46,858,000 | +446.5% | 270,998 | +409.2% | 0.90% | +471.3% |
| IR | Buy | INGERSOLL-RAND PLC | $46,590,000 | +127.5% | 738,303 | +102.8% | 0.89% | +137.0% |
| BP | Buy | BP PLC-SPONS ADR | $44,792,000 | -17.9% | 1,340,799 | +8.0% | 0.86% | -14.3% |
| SU | Buy | SUNCOR ENERGY INC | $41,908,000 | +22.4% | 1,299,049 | +37.2% | 0.80% | +27.7% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $40,710,000 | +20.4% | 1,000,608 | +48.0% | 0.78% | +25.6% |
| TU | Buy | TELUS CORP | $39,393,000 | +11.9% | 1,164,800 | +7.7% | 0.75% | +16.9% |
| RDSA | Buy | ROYAL DUTCH SHELL PLC-ADR | $36,963,000 | -12.0% | 623,866 | +13.1% | 0.71% | -8.2% |
| CHL | Buy | CHINA MOBILE LTD-SPON ADR | $35,990,000 | +1.3% | 683,590 | +13.1% | 0.69% | +5.8% |
| E | Buy | ENI SPA-SPONSORED ADR | $35,271,000 | -32.9% | 1,172,272 | +5.3% | 0.68% | -30.0% |
| SJR | Buy | SHAW COMMUNICATIONS INC-B | $34,100,000 | +48.1% | 1,351,794 | +31.7% | 0.65% | +54.5% |
| MFC | Buy | MANULIFE FINANCIAL CORP | $33,453,000 | +57.4% | 1,737,950 | +57.2% | 0.64% | +64.1% |
| SNDK | Buy | SANDISK CORP | $32,054,000 | +2.0% | 329,037 | +2.3% | 0.61% | +6.2% |
| AAPL | Buy | APPLE INC | $29,958,000 | +12.1% | 272,763 | +2.6% | 0.57% | +16.9% |
| RE | Buy | EVEREST RE GROUP LTD | $29,732,000 | +5.7% | 175,436 | +0.9% | 0.57% | +10.3% |
| TEF | Buy | TELEFONICA SA-SPON ADR | $28,275,000 | +95.9% | 2,290,742 | +143.9% | 0.54% | +104.2% |
| BSMX | Buy | GRUPO FIN SANTANDER-ADR B | $27,355,000 | -22.6% | 2,653,441 | +1.3% | 0.52% | -19.3% |
| GPS | Buy | GAP INC/THE | $26,843,000 | +106.3% | 640,448 | +104.7% | 0.51% | +115.1% |
| ITW | Buy | ILLINOIS TOOL WORKS | $26,883,000 | +300.0% | 285,223 | +257.5% | 0.51% | +317.9% |
| CSCO | Buy | CISCO SYSTEMS INC | $24,516,000 | +333.8% | 882,571 | +293.1% | 0.47% | +351.0% |
| COP | Buy | CONOCOPHILLIPS | $24,177,000 | -11.7% | 394,977 | +10.4% | 0.46% | -7.8% |
| GSK | Buy | GLAXOSMITHKLINE PLC-SPON ADR | $23,575,000 | +315.3% | 632,924 | +412.6% | 0.45% | +333.7% |
| AGU | Buy | AGRIUM INC | $22,247,000 | +41.8% | 233,597 | +32.3% | 0.43% | +47.9% |
| BBBY | Buy | BED BATH & BEYOND INC | $21,736,000 | +27413.9% | 286,625 | +23706.1% | 0.42% | +41500.0% |
| ESV | Buy | ENSCO PLC-CL A | $21,676,000 | -23.1% | 874,193 | +28.2% | 0.42% | -19.7% |
| TWX | Buy | TIME WARNER INC | $21,351,000 | +73.6% | 251,130 | +53.2% | 0.41% | +81.0% |
| AZO | Buy | AUTOZONE INC | $20,551,000 | +22.5% | 33,383 | +1.2% | 0.39% | +27.6% |
| ISRG | Buy | INTUITIVE SURGICAL INC | $19,504,000 | +16.3% | 37,043 | +1.8% | 0.37% | +21.1% |
| JNPR | New | JUNIPER NETWORKS INC | $18,921,000 | – | 851,560 | +100.0% | 0.36% | – |
| XRX | Buy | XEROX CORP | $18,510,000 | +610.8% | 1,341,733 | +580.9% | 0.35% | +637.5% |
| CEO | Buy | CNOOC LTD-ADR | $18,220,000 | +13.8% | 153,216 | +65.1% | 0.35% | +18.7% |
| BBL | Buy | BHP BILLITON PLC-ADR | $16,541,000 | +43.9% | 436,814 | +111.0% | 0.32% | +49.8% |
| SNP | Buy | CHINA PETROLEUM & CHEM-ADR | $16,244,000 | -2.9% | 227,766 | +19.0% | 0.31% | +1.3% |
| DPS | Buy | DR PEPPER SNAPPLE GROUP INC | $15,814,000 | +62.7% | 220,647 | +46.0% | 0.30% | +70.2% |
| CNQ | Buy | CANADIAN NATURAL RESOURCES | $15,472,000 | +3.1% | 484,841 | +25.4% | 0.30% | +7.6% |
| GD | Buy | GENERAL DYNAMICS CORP | $14,676,000 | +41.6% | 106,640 | +30.7% | 0.28% | +47.9% |
| GTS | Buy | TRIPLE-S MANAGEMENT CORP-B | $14,587,000 | +82.2% | 610,699 | +51.8% | 0.28% | +89.8% |
| CORE | Buy | CORE-MARK HOLDING CO INC | $14,486,000 | +101.1% | 234,730 | +72.6% | 0.28% | +109.8% |
| SIRI | New | SIRIUS XM HOLDINGS INC | $14,001,000 | – | 4,020,556 | +100.0% | 0.27% | – |
| BLL | Buy | BALL CORP | $13,965,000 | +41.8% | 204,994 | +31.6% | 0.27% | +47.5% |
| TECK | Buy | TECK RESOURCES LTD-CLS B | $13,511,000 | +14.8% | 1,122,171 | +76.1% | 0.26% | +19.9% |
| FSRV | Buy | FIRSTSERVICE CORP | $13,335,000 | +123.0% | 254,505 | +123.0% | 0.26% | +131.8% |
| KNX | Buy | KNIGHT TRANSPORTATION INC | $13,209,000 | +101.2% | 393,879 | +63.9% | 0.25% | +110.8% |
| SPLS | Buy | STAPLES INC | $12,986,000 | +123.7% | 801,534 | +67.0% | 0.25% | +134.0% |
| LH | Buy | LABORATORY CRP OF AMER HLDGS | $12,762,000 | +9.4% | 118,810 | +3.5% | 0.24% | +14.0% |
| UNP | Buy | UNION PACIFIC CORP | $12,181,000 | +876.0% | 102,265 | +788.3% | 0.23% | +913.0% |
| PTR | Buy | PETROCHINA CO LTD -ADR | $12,112,000 | +40.3% | 121,432 | +80.8% | 0.23% | +46.8% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWRE | $11,734,000 | +57.2% | 418,739 | +29.4% | 0.22% | +64.2% |
| LUV | Buy | SOUTHWEST AIRLINES CO | $11,649,000 | +125.5% | 275,467 | +80.0% | 0.22% | +134.7% |
| AMX | Buy | AMERICA MOVIL-ADR SERIES L | $11,627,000 | -8.6% | 525,836 | +4.0% | 0.22% | -4.7% |
| STO | Buy | STATOIL ASA-SPON ADR | $11,119,000 | +65.5% | 777,648 | +214.4% | 0.21% | +73.2% |
| SAFM | Buy | SANDERSON FARMS INC | $11,047,000 | +31.3% | 131,682 | +37.5% | 0.21% | +37.0% |
| EW | Buy | EDWARDS LIFESCIENCES CORP | $10,649,000 | +61.0% | 83,600 | +29.1% | 0.20% | +68.6% |
| ESRX | Buy | EXPRESS SCRIPTS HOLDING CO | $10,516,000 | +69.8% | 124,954 | +42.1% | 0.20% | +76.3% |
| MAR | Buy | MARRIOTT INTERNATIONAL -CL A | $10,385,000 | +162.3% | 133,157 | +135.0% | 0.20% | +172.6% |
| JE | Buy | JUST ENERGY GROUP INC | $9,490,000 | +78.4% | 1,777,422 | +55.0% | 0.18% | +85.7% |
| DLTR | Buy | DOLLAR TREE INC | $9,028,000 | +27.5% | 128,952 | +1.9% | 0.17% | +33.1% |
| HCA | Buy | HCA HOLDINGS INC | $8,588,000 | +108.3% | 117,015 | +100.1% | 0.16% | +115.8% |
| CAT | Buy | CATERPILLAR INC | $8,514,000 | +21.3% | 93,019 | +31.3% | 0.16% | +26.4% |
| COH | Buy | COACH INC | $8,316,000 | +9.4% | 247,112 | +15.8% | 0.16% | +14.4% |
| CNSL | Buy | CONSOLIDATED COMMUNICATIONS | $7,369,000 | +168.1% | 265,934 | +141.7% | 0.14% | +182.0% |
| IDT | Buy | IDT CORP-CLASS B | $7,111,000 | +50.7% | 350,144 | +19.2% | 0.14% | +56.3% |
| RIOM | Buy | RIO ALTO MNG LTD NEW COM | $7,069,000 | +99.4% | 2,859,337 | +92.1% | 0.14% | +107.7% |
| CP | Buy | CANADIAN PACIFIC RAILWAY LTD | $6,798,000 | +277.5% | 34,218 | +294.1% | 0.13% | +293.9% |
| JBSS | Buy | JOHN B. SANFILIPPO & SON INC | $6,603,000 | +348.9% | 145,931 | +220.1% | 0.13% | +366.7% |
| ECA | Buy | ENCANA CORP | $6,537,000 | -0.5% | 471,323 | +52.2% | 0.12% | +3.3% |
| RHI | Buy | ROBERT HALF INTL INC | $6,474,000 | +1374.7% | 110,996 | +1134.8% | 0.12% | +1450.0% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $6,115,000 | +38.5% | 917,489 | +35.3% | 0.12% | +44.4% |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $5,995,000 | +18.8% | 82,440 | +0.2% | 0.12% | +23.7% |
| RIO | New | RIO TINTO PLC-SPON ADR | $5,871,000 | – | 140,885 | +100.0% | 0.11% | – |
| WIN | Buy | WINDSTREAM HOLDINGS INC | $5,846,000 | -17.1% | 710,738 | +8.5% | 0.11% | -13.2% |
| CNI | Buy | CANADIAN NATL RAILWAY CO | $5,785,000 | +3044.0% | 81,193 | +3028.8% | 0.11% | +3600.0% |
| BIN | New | IESI-BFC LTD | $5,569,000 | – | 183,208 | +100.0% | 0.11% | – |
| FCX | Buy | FREEPORT-MCMORAN INC | $5,176,000 | +10252.0% | 262,392 | +16872.3% | 0.10% | +9800.0% |
| CALM | Buy | CAL-MAINE FOODS INC | $5,103,000 | +3.2% | 131,437 | +137.0% | 0.10% | +7.7% |
| CAE | Buy | CAE INC | $5,032,000 | +91.3% | 378,121 | +74.2% | 0.10% | +100.0% |
| TD | New | TORONTO-DOMINION BANK | $5,015,000 | – | 102,288 | +100.0% | 0.10% | – |
| PHX | Buy | PANHANDLE OIL AND GAS INC-A | $4,964,000 | -32.5% | 214,462 | +73.8% | 0.10% | -29.6% |
| IQNT | Buy | INTELIQUENT INC | $4,915,000 | +369.4% | 250,361 | +197.6% | 0.09% | +394.7% |
| CHE | Buy | CHEMED CORP | $4,893,000 | +126.4% | 46,568 | +121.2% | 0.09% | +135.0% |
| MU | Buy | MICRON TECHNOLOGY INC | $4,800,000 | +4.2% | 137,098 | +2.0% | 0.09% | +9.5% |
| NEBLQ | Buy | NOBLE CORP PLC | $4,723,000 | -19.4% | 329,444 | +24.9% | 0.09% | -15.9% |
| BGCP | Buy | BGC PARTNERS INC-CL A | $4,640,000 | +58.5% | 510,174 | +29.2% | 0.09% | +64.8% |
| KRFT | Buy | KRAFT FOODS GROUP INC | $4,482,000 | +210.6% | 81,433 | +218.2% | 0.09% | +230.8% |
| CVGW | Buy | CALAVO GROWERS INC | $4,421,000 | +878.1% | 94,012 | +836.5% | 0.08% | +962.5% |
| STN | Buy | STANTEC INC | $4,413,000 | -42.6% | 150,420 | +27.9% | 0.08% | -40.4% |
| INTC | Buy | INTEL CORP | $4,317,000 | +9.3% | 118,970 | +4.9% | 0.08% | +15.3% |
| PIPR | Buy | PIPER JAFFRAY COS | $4,311,000 | +20.4% | 74,665 | +8.6% | 0.08% | +24.2% |
| CTAS | Buy | CINTAS CORP | $4,287,000 | +85640.0% | 54,706 | +70946.8% | 0.08% | – |
| SYA | Buy | SYMETRA FINANCIAL CORP | $4,270,000 | +74.1% | 186,321 | +76.8% | 0.08% | +82.2% |
| GILD | Buy | GILEAD SCIENCES INC | $4,231,000 | -8.4% | 44,883 | +3.4% | 0.08% | -4.7% |
| CIT | New | CIT GROUP INC | $4,191,000 | – | 88,056 | +100.0% | 0.08% | – |
| RTN | Buy | RAYTHEON COMPANY | $3,961,000 | +11.2% | 36,620 | +4.5% | 0.08% | +16.9% |
| NSU | New | Nevsun Resources Ltd. | $3,914,000 | – | 1,018,127 | +100.0% | 0.08% | – |
| DENN | New | DENNY'S CORP | $3,917,000 | – | 382,218 | +100.0% | 0.08% | – |
| HURC | Buy | HURCO COMPANIES INC | $3,807,000 | +212.6% | 112,178 | +245.9% | 0.07% | +231.8% |
| LEG | New | LEGGETT & PLATT INC | $3,774,000 | – | 88,692 | +100.0% | 0.07% | – |
| PLOW | Buy | DOUGLAS DYNAMICS INC | $3,533,000 | +115.4% | 165,762 | +96.6% | 0.07% | +126.7% |
| OUTR | Buy | OUTERWALL INC | $3,463,000 | +83.3% | 46,033 | +36.7% | 0.07% | +88.6% |
| TSO | Buy | TESORO CORP | $3,331,000 | +827.9% | 44,820 | +660.4% | 0.06% | +814.3% |
| CHT | Buy | CHUNGHWA TELECOM LTD-ADR | $3,245,000 | +157.3% | 133,822 | +217.9% | 0.06% | +169.6% |
| VEC | Buy | VECTRUS INC COM | $3,221,000 | +820.3% | 117,537 | +554.8% | 0.06% | +933.3% |
| SPB | Buy | SPECTRUM BRANDS HOLDINGS INC | $3,136,000 | +146.0% | 32,970 | +133.5% | 0.06% | +160.9% |
| VET | Buy | VERMILION ENERGY INC | $2,865,000 | -0.9% | 57,076 | +20.1% | 0.06% | +3.8% |
| GPK | Buy | GRAPHIC PACKAGING HOLDING CO | $2,712,000 | +269.5% | 199,474 | +237.1% | 0.05% | +300.0% |
| PPC | Buy | PILGRIM'S PRIDE CORP | $2,649,000 | +20.7% | 95,691 | +33.0% | 0.05% | +27.5% |
| QSR | New | RESTAURANT BRANDS INTL INC COM | $2,656,000 | – | 68,323 | +100.0% | 0.05% | – |
| CLW | Buy | CLEARWATER PAPER CORP | $2,622,000 | +201.7% | 38,324 | +164.6% | 0.05% | +212.5% |
| DDC | New | HARRY WINSTON DIAMOND CORP | $2,609,000 | – | 145,740 | +100.0% | 0.05% | – |
| GME | Buy | GAMESTOP CORP-CLASS A | $2,574,000 | -17.0% | 76,145 | +1.1% | 0.05% | -14.0% |
| PTRY | Buy | PANTRY INC | $2,523,000 | +881.7% | 68,494 | +438.3% | 0.05% | +860.0% |
| NJR | Buy | NEW JERSEY RESOURCES CORP | $2,493,000 | +126.8% | 40,739 | +87.2% | 0.05% | +140.0% |
| VLO | Buy | VALERO ENERGY CORP | $2,482,000 | +9.5% | 50,307 | +2.6% | 0.05% | +11.9% |
| ENSG | Buy | ENSIGN GROUP INC/THE | $2,428,000 | +717.5% | 55,031 | +543.4% | 0.05% | +820.0% |
| LPNT | Buy | LIFEPOINT HOSPITALS INC | $2,363,000 | +14.2% | 32,987 | +10.1% | 0.04% | +18.4% |
| BAH | Buy | BOOZ ALLEN HAMILTON HOLDINGS | $2,347,000 | +68.0% | 88,955 | +48.7% | 0.04% | +73.1% |
| LABL | Buy | MULTI-COLOR CORP | $2,311,000 | +153.7% | 41,894 | +108.5% | 0.04% | +158.8% |
| UHS | Buy | UNIVERSAL HEALTH SERVICES-B | $2,243,000 | +99.9% | 20,210 | +87.9% | 0.04% | +104.8% |
| GSBC | Buy | GREAT SOUTHERN BANCORP INC | $2,272,000 | +227100.0% | 57,606 | +127913.3% | 0.04% | – |
| NP | Buy | NEENAH PAPER INC | $2,201,000 | +12.4% | 36,733 | +0.0% | 0.04% | +16.7% |
| CSS | Buy | CSS INDUSTRIES INC | $2,212,000 | +378.8% | 80,027 | +320.2% | 0.04% | +425.0% |
| APOG | New | APOGEE ENTERPRISES INC | $2,154,000 | – | 51,165 | +100.0% | 0.04% | – |
| MCS | Buy | MARCUS CORPORATION | $2,152,000 | +17.0% | 116,944 | +0.2% | 0.04% | +20.6% |
| WOOF | Buy | VCA INC | $2,150,000 | +216.2% | 44,280 | +155.5% | 0.04% | +241.7% |
| MKSI | Buy | MKS INSTRUMENTS INC | $2,156,000 | +397.9% | 59,282 | +355.9% | 0.04% | +412.5% |
| ANTM | New | WELLPOINT INC | $2,108,000 | – | 16,835 | +100.0% | 0.04% | – |
| ACWI | New | ISHARES MSCI ACWI INDEX FUND | $2,094,000 | – | 35,787 | +100.0% | 0.04% | – |
| 3101PS | Buy | MICREL INC | $1,952,000 | +77.6% | 135,357 | +47.8% | 0.04% | +85.0% |
| VAC | Buy | MARRIOTT VACATIONS WORLD | $1,935,000 | +38600.0% | 26,106 | +32129.6% | 0.04% | – |
| TKMR | Buy | TEKMIRA PHARMACEUTICALS CORP COM NEW | $1,892,000 | +0.6% | 124,853 | +40.7% | 0.04% | +5.9% |
| MCO | Buy | MOODY'S CORP | $1,869,000 | +453.0% | 19,511 | +444.7% | 0.04% | +500.0% |
| IBA | Buy | INDUSTRIAS BACHOCO SAB SP AD | $1,905,000 | +3.8% | 38,328 | +24.6% | 0.04% | +5.9% |
| VGR | Buy | VECTOR GROUP LTD | $1,759,000 | -0.1% | 82,984 | +4.3% | 0.03% | +6.2% |
| FL | Buy | FOOT LOCKER INC | $1,719,000 | +34.6% | 30,740 | +33.7% | 0.03% | +43.5% |
| USPH | Buy | U.S. PHYSICAL THERAPY INC | $1,720,000 | +961.7% | 41,251 | +798.5% | 0.03% | +1000.0% |
| PSEM | Buy | PERICOM SEMICONDUCTOR CORP | $1,739,000 | +24742.9% | 129,226 | +17578.0% | 0.03% | – |
| CRAI | Buy | CRA INTERNATIONAL INC | $1,652,000 | +100.7% | 54,819 | +68.9% | 0.03% | +113.3% |
| NLS | Buy | NAUTILUS INC | $1,677,000 | +261.4% | 111,081 | +185.6% | 0.03% | +255.6% |
| UCFC | New | UNITED COMMUNITY FINANCIAL | $1,648,000 | – | 308,792 | +100.0% | 0.03% | – |
| ODFL | Buy | OLD DOMINION FREIGHT LINE | $1,614,000 | +313.8% | 20,884 | +277.4% | 0.03% | +342.9% |
| BURL | New | BURLINGTON STORES INC COM | $1,627,000 | – | 34,638 | +100.0% | 0.03% | – |
| CNC | New | CENTENE CORP | $1,593,000 | – | 15,392 | +100.0% | 0.03% | – |
| HTLD | Buy | HEARTLAND EXPRESS INC | $1,587,000 | +17.6% | 59,111 | +4.6% | 0.03% | +20.0% |
| CLMS | Buy | CALAMOS ASSET MANAGEMENT-A | $1,496,000 | +22.6% | 112,892 | +4.0% | 0.03% | +31.8% |
| MRH | Buy | MONTPELIER RE HOLDINGS LTD | $1,442,000 | +185.5% | 40,346 | +148.2% | 0.03% | +211.1% |
| MRTN | Buy | MARTEN TRANSPORT LTD | $1,426,000 | +204.1% | 65,652 | +148.6% | 0.03% | +200.0% |
| ERIE | Buy | ERIE INDEMNITY COMPANY-CL A | $1,406,000 | +1062.0% | 15,563 | +873.9% | 0.03% | +1250.0% |
| ARCB | Buy | ARCBEST CORP | $1,437,000 | +468.0% | 31,172 | +358.1% | 0.03% | +440.0% |
| DIN | New | DINEEQUITY INC | $1,362,000 | – | 13,227 | +100.0% | 0.03% | – |
| FFG | Buy | FBL FINANCIAL GROUP INC-CL A | $1,373,000 | +650.3% | 23,775 | +479.2% | 0.03% | +766.7% |
| WRB | Buy | WR BERKLEY CORP | $1,336,000 | – | 26,225 | +291288.9% | 0.03% | – |
| ECHO | Buy | ECHO GLOBAL LOGISTICS INC | $1,338,000 | +65.6% | 46,118 | +34.0% | 0.03% | +73.3% |
| TXRH | Buy | TEXAS ROADHOUSE INC | $1,281,000 | +245.3% | 38,165 | +185.4% | 0.02% | +257.1% |
| LDL | Buy | LYDALL INC | $1,250,000 | +37.4% | 38,316 | +13.4% | 0.02% | +41.2% |
| BRCD | Buy | BROCADE COMMUNICATIONS SYS | $1,212,000 | +38.7% | 102,365 | +27.3% | 0.02% | +43.8% |
| LSTR | Buy | LANDSTAR SYSTEM INC | $1,154,000 | +6688.2% | 15,971 | +6784.1% | 0.02% | – |
| TROX | Buy | TRONOX LTD-CL A | $1,167,000 | +0.3% | 49,193 | +9.8% | 0.02% | +4.8% |
| BNS | New | BANK OF NOVA SCOTIA | $1,153,000 | – | 20,204 | +100.0% | 0.02% | – |
| MMM | Buy | 3M CO | $1,145,000 | +214.6% | 6,968 | +171.2% | 0.02% | +214.3% |
| CATO | Buy | CATO CORP-CLASS A | $1,118,000 | +326.7% | 26,639 | +249.6% | 0.02% | +320.0% |
| ARGO | Buy | ARGO GROUP INTERNATIONAL | $1,118,000 | +18533.3% | 20,249 | +16634.7% | 0.02% | – |
| BBD | Buy | BANCO BRADESCO-ADR | $1,043,000 | +239.7% | 78,368 | +263.5% | 0.02% | +233.3% |
| EXP | Buy | EAGLE MATERIALS INC | $1,020,000 | -12.5% | 13,473 | +17.4% | 0.02% | -4.8% |
| OMCL | Buy | OMNICELL INC | $1,029,000 | +547.2% | 31,247 | +434.4% | 0.02% | +566.7% |
| TYC | New | TYCO INTERNATIONAL LTD | $1,062,000 | – | 24,207 | +100.0% | 0.02% | – |
| COLM | Buy | COLUMBIA SPORTSWEAR CO | $1,045,000 | +28.5% | 23,598 | +3.6% | 0.02% | +33.3% |
| HCKT | Buy | HACKETT GROUP INC/THE | $967,000 | +10644.4% | 110,618 | +7000.0% | 0.02% | – |
| IMO | New | IMPERIAL OIL LTD | $989,000 | – | 23,023 | +100.0% | 0.02% | – |
| ZUMZ | New | ZUMIEZ INC | $978,000 | – | 25,463 | +100.0% | 0.02% | – |
| FDEF | New | FIRST DEFIANCE FINL CORP | $951,000 | – | 28,078 | +100.0% | 0.02% | – |
| AFL | Buy | AFLAC INC | $919,000 | +244.2% | 15,067 | +228.5% | 0.02% | +260.0% |
| ETR | New | ENTERGY CORP | $921,000 | – | 10,547 | +100.0% | 0.02% | – |
| SCOR | Buy | COMSCORE INC | $939,000 | +33.4% | 20,326 | +4.9% | 0.02% | +38.5% |
| MGPI | Buy | MGP INGREDIENTS INC | $956,000 | +4931.6% | 60,659 | +4165.8% | 0.02% | – |
| NTUS | New | NATUS MEDICAL INC | $867,000 | – | 24,174 | +100.0% | 0.02% | – |
| MCY | Buy | MERCURY GENERAL CORP | $909,000 | +90800.0% | 16,130 | +73218.2% | 0.02% | – |
| PNFP | Buy | PINNACLE FINANCIAL PARTNERS | $911,000 | +9.2% | 23,188 | +0.1% | 0.02% | +13.3% |
| DISCA | New | DISCOVERY COMMUNICATIONS-A | $900,000 | – | 26,126 | +100.0% | 0.02% | – |
| DTSI | New | DTS INC COM | $876,000 | – | 28,676 | +100.0% | 0.02% | – |
| TMH | Buy | TEAM HEALTH HOLDINGS INC | $880,000 | +242.4% | 15,354 | +246.0% | 0.02% | +240.0% |
| SAFT | Buy | SAFETY INSURANCE GROUP INC | $845,000 | +641.2% | 13,236 | +524.9% | 0.02% | +700.0% |
| BJRI | New | BJ'S RESTAURANTS INC | $856,000 | – | 17,160 | +100.0% | 0.02% | – |
| BCC | Buy | BOISE CASCADE CO | $862,000 | +4688.9% | 23,348 | +3824.0% | 0.02% | – |
| CDW | Buy | CDW CORP/DE | $831,000 | +24.0% | 23,733 | +9.8% | 0.02% | +33.3% |
| AWHHF | Buy | ALLIED WORLD ASSURANCE CO | $854,000 | +5.8% | 22,529 | +2.9% | 0.02% | +6.7% |
| BWA | Buy | BORGWARNER INC | $844,000 | +75.8% | 15,366 | +68.3% | 0.02% | +77.8% |
| JBLU | Buy | JETBLUE AIRWAYS CORP | $828,000 | +49.5% | 52,497 | +0.4% | 0.02% | +60.0% |
| KEX | Buy | KIRBY CORP | $800,000 | -7.4% | 9,950 | +35.4% | 0.02% | -6.2% |
| HNI | New | HNI CORP | $807,000 | – | 15,890 | +100.0% | 0.02% | – |
| TAP | Buy | MOLSON COORS BREWING CO -B | $710,000 | +21.8% | 9,564 | +22.0% | 0.01% | +27.3% |
| SHW | New | SHERWIN-WILLIAMS CO/THE | $727,000 | – | 2,764 | +100.0% | 0.01% | – |
| FDS | Buy | FACTSET RESEARCH SYSTEMS INC | $721,000 | +14320.0% | 5,148 | +13447.4% | 0.01% | – |
| SAIA | New | SAIA INC | $734,000 | – | 13,296 | +100.0% | 0.01% | – |
| FBNC | Buy | FIRST BANCORP/NC | $659,000 | +25.3% | 35,891 | +9.0% | 0.01% | +30.0% |
| VDSI | Buy | VASCO DATA SECURITY INTL | $697,000 | +67.1% | 24,837 | +11.5% | 0.01% | +62.5% |
| FARM | Buy | FARMER BROS CO | $671,000 | +7355.6% | 22,916 | +6886.6% | 0.01% | – |
| PZZA | Buy | PAPA JOHN'S INTL INC | $681,000 | +113.5% | 12,263 | +53.6% | 0.01% | +116.7% |
| ICUI | New | ICU MEDICAL INC | $690,000 | – | 8,481 | +100.0% | 0.01% | – |
| ACCO | Buy | ACCO BRANDS CORP | $631,000 | +34.8% | 70,397 | +3.5% | 0.01% | +33.3% |
| CBRL | Buy | CRACKER BARREL OLD COUNTRY | $566,000 | +45.9% | 4,039 | +7.3% | 0.01% | +57.1% |
| FTDCQ | New | FTD COS INC COM | $585,000 | – | 16,897 | +100.0% | 0.01% | – |
| COKE | Buy | COCA-COLA BOTTLING CO CONSOL | $571,000 | +114.7% | 6,516 | +82.3% | 0.01% | +120.0% |
| IFF | Buy | INTL FLAVORS & FRAGRANCES | $568,000 | +16.4% | 5,637 | +10.6% | 0.01% | +22.2% |
| PRGS | New | PROGRESS SOFTWARE CORP COM | $539,000 | – | 20,064 | +100.0% | 0.01% | – |
| WSTC | Buy | WEST CORP | $536,000 | +78.7% | 16,322 | +60.1% | 0.01% | +66.7% |
| NATH | New | NATHAN'S FAMOUS INC | $521,000 | – | 6,553 | +100.0% | 0.01% | – |
| ERJ | Buy | EMBRAER SA-ADR | $519,000 | +98.1% | 14,136 | +111.0% | 0.01% | +100.0% |
| DIS | Buy | WALT DISNEY CO/THE | $524,000 | +100.8% | 5,562 | +89.7% | 0.01% | +100.0% |
| CHA | Buy | CHINA TELECOM CORP LTD-ADR | $532,000 | +34.0% | 9,069 | +40.3% | 0.01% | +42.9% |
| VSEC | Buy | VSE CORP | $457,000 | +53.4% | 6,963 | +14.5% | 0.01% | +80.0% |
| GAS | Buy | AGL RESOURCES INC | $489,000 | +314.4% | 8,978 | +291.0% | 0.01% | +350.0% |
| CVE | New | CENOVUS ENERGY INC | $467,000 | – | 22,650 | +100.0% | 0.01% | – |
| BFIN | New | BANKFINANCIAL CORP | $475,000 | – | 40,334 | +100.0% | 0.01% | – |
| AVID | New | Avid Technology Inc. | $393,000 | – | 27,835 | +100.0% | 0.01% | – |
| HSNI | New | HSN INC | $429,000 | – | 6,475 | +100.0% | 0.01% | – |
| UFS | Buy | DOMTAR CORP | $435,000 | +92.5% | 10,804 | +68.2% | 0.01% | +100.0% |
| SSL | Buy | SASOL LTD-SPONSORED ADR | $396,000 | +2375.0% | 10,433 | +3424.7% | 0.01% | – |
| KALU | Buy | KAISER ALUMINUM CORP | $397,000 | +81.3% | 5,579 | +94.3% | 0.01% | +100.0% |
| SCS | Buy | STEELCASE INC-CL A | $428,000 | +42700.0% | 23,973 | +25957.6% | 0.01% | – |
| AET | Buy | AETNA INC | $397,000 | +133.5% | 4,472 | +112.7% | 0.01% | +166.7% |
| SNN | Buy | SMITH & NEPHEW PLC -SPON ADR | $429,000 | +10.6% | 11,673 | +153.3% | 0.01% | +14.3% |
| GBLI | New | GLOBAL INDEMNITY PLC | $371,000 | – | 13,154 | +100.0% | 0.01% | – |
| QTM | New | QUANTUM CORP | $343,000 | – | 196,040 | +100.0% | 0.01% | – |
| HNT | Buy | HEALTH NET INC | $361,000 | +961.8% | 6,780 | +821.2% | 0.01% | +600.0% |
| CPG | New | CRESCENT POINT ENERGY CORP | $389,000 | – | 16,736 | +100.0% | 0.01% | – |
| HNP | Buy | HUANENG POWER INTL-SPONS ADR | $379,000 | +178.7% | 6,997 | +124.6% | 0.01% | +250.0% |
| TSRA | New | TESSERA TECHNOLOGIES INC | $381,000 | – | 10,726 | +100.0% | 0.01% | – |
| WNS | Buy | WNS HOLDINGS LTD-ADR | $378,000 | +1700.0% | 18,435 | +1921.4% | 0.01% | – |
| SANM | Buy | SANMINA CORP | $355,000 | +27.2% | 15,167 | +13.0% | 0.01% | +40.0% |
| CRMT | New | AMERICA'S CAR-MART INC | $370,000 | – | 6,977 | +100.0% | 0.01% | – |
| INGR | Buy | INGREDION INC | $304,000 | +11.8% | 3,600 | +0.2% | 0.01% | +20.0% |
| NXPI | Buy | NXP SEMICONDUCTORS NV | $291,000 | +12.8% | 3,811 | +1.1% | 0.01% | +20.0% |
| PFBC | New | PREFERRED BANK/LOS ANGELES | $331,000 | – | 11,955 | +100.0% | 0.01% | – |
| STLD | Buy | STEEL DYNAMICS INC | $305,000 | +26.0% | 15,545 | +44.8% | 0.01% | +50.0% |
| DSPG | New | DSP GROUP INC | $249,000 | – | 23,071 | +100.0% | 0.01% | – |
| DFRG | Buy | DEL FRISCO'S RESTAURANT GROU | $287,000 | +23.7% | 12,176 | +0.1% | 0.01% | +25.0% |
| UVE | Buy | UNIVERSAL INSURANCE HOLDINGS | $263,000 | +69.7% | 12,847 | +7.3% | 0.01% | +66.7% |
| CASY | Buy | CASEY'S GENERAL STORES INC | $264,000 | +3671.4% | 2,939 | +2961.5% | 0.01% | – |
| OB | New | ONEBEACON INSURANCE GROUP-A | $260,000 | – | 16,121 | +100.0% | 0.01% | – |
| CBRE | Buy | CBRE GROUP INC - A | $246,000 | +54.7% | 7,170 | +34.4% | 0.01% | +66.7% |
| SKYW | Buy | SKYWEST INC | $260,000 | +75.7% | 19,611 | +2.8% | 0.01% | +66.7% |
| NAVG | Buy | NAVIGATORS GROUP INC | $247,000 | +648.5% | 3,393 | +535.4% | 0.01% | +400.0% |
| OMAB | Buy | GRUPO AEROPORTUARIO CEN-ADR | $258,000 | +932.0% | 7,126 | +916.5% | 0.01% | – |
| PLUS | New | EPLUS INC | $281,000 | – | 3,733 | +100.0% | 0.01% | – |
| GPX | New | GP STRATEGIES CORP | $236,000 | – | 7,007 | +100.0% | 0.01% | – |
| HUN | Buy | HUNTSMAN CORP | $283,000 | -9.9% | 12,495 | +3.1% | 0.01% | -16.7% |
| SFE | New | SAFEGUARD SCIENTIFICS INC | $204,000 | – | 10,334 | +100.0% | 0.00% | – |
| LRCX | Buy | LAM RESEARCH CORP | $189,000 | +105.4% | 2,376 | +92.4% | 0.00% | +100.0% |
| ENH | New | ENDURANCE SPECIALTY HOLDINGS | $199,000 | – | 3,328 | +100.0% | 0.00% | – |
| SCG | Buy | SCANA CORP | $191,000 | +247.3% | 3,155 | +183.0% | 0.00% | +300.0% |
| IUSV | New | iShares Russell 3000 Value Index Fund | $186,000 | – | 1,363 | +100.0% | 0.00% | – |
| AMSWA | Buy | AMERICAN SOFTWARE INC-CL A | $216,000 | +9.6% | 23,868 | +6.3% | 0.00% | 0.0% |
| ANAT | Buy | AMERICAN NATIONAL INSURANCE | $201,000 | +4.1% | 1,758 | +2.6% | 0.00% | 0.0% |
| CE | Buy | CELANESE CORP-SERIES A | $201,000 | +15.5% | 3,374 | +13.3% | 0.00% | +33.3% |
| MATX | Buy | MATSON INC | $212,000 | +657.1% | 6,175 | +452.8% | 0.00% | +300.0% |
| CENX | New | CENTURY ALUMINUM COMPANY | $193,000 | – | 7,977 | +100.0% | 0.00% | – |
| BMRC | Buy | BANK OF MARIN BANCORP/CA | $215,000 | +42.4% | 4,105 | +24.7% | 0.00% | +33.3% |
| SHLM | Buy | SCHULMAN (A.) INC | $200,000 | +769.6% | 4,956 | +675.6% | 0.00% | – |
| KEP | Buy | KOREA ELEC POWER CORP-SP ADR | $230,000 | +32.2% | 11,865 | +53.0% | 0.00% | +33.3% |
| PDCO | New | PATTERSON COS INC | $195,000 | – | 4,077 | +100.0% | 0.00% | – |
| AFSI | Buy | AMTRUST FINANCIAL SERVICES | $160,000 | +42.9% | 2,850 | +1.4% | 0.00% | +50.0% |
| ADP | New | AUTOMATIC DATA PROCESSING | $164,000 | – | 1,962 | +100.0% | 0.00% | – |
| BCR | Buy | CR BARD INC | $138,000 | +29.0% | 828 | +10.7% | 0.00% | +50.0% |
| CZNC | New | CITIZENS & NORTHERN CORP | $147,000 | – | 7,146 | +100.0% | 0.00% | – |
| CMTL | Buy | COMTECH TELECOMMUNICATIONS | $163,000 | -15.1% | 5,206 | +0.6% | 0.00% | -25.0% |
| DFT | Buy | DUPONT FABROS TECHNOLOGY | $163,000 | +918.8% | 4,921 | +731.2% | 0.00% | – |
| FAF | Buy | FIRST AMERICAN FINANCIAL | $134,000 | +13300.0% | 3,964 | +20763.2% | 0.00% | – |
| FISV | Buy | FISERV INC | $152,000 | +2071.4% | 2,137 | +1742.2% | 0.00% | – |
| MTW | Buy | MANITOWOC COMPANY INC | $173,000 | +16.1% | 7,823 | +23.5% | 0.00% | 0.0% |
| MYE | Buy | MYERS INDUSTRIES INC | $161,000 | +11.0% | 9,195 | +11.8% | 0.00% | 0.0% |
| NCS | Buy | NCI BUILDING SYSTEMS INC | $180,000 | +18.4% | 9,762 | +24.3% | 0.00% | 0.0% |
| REIS | Buy | REIS INC | $158,000 | +1875.0% | 6,081 | +1782.7% | 0.00% | – |
| RSG | Buy | REPUBLIC SERVICES INC | $134,000 | +1575.0% | 3,345 | +1508.2% | 0.00% | – |
| SIGI | Buy | SELECTIVE INSURANCE GROUP | $171,000 | +43.7% | 6,280 | +16.6% | 0.00% | +50.0% |
| SHPG | Buy | SHIRE PLC-ADR | $134,000 | -13.5% | 630 | +5.2% | 0.00% | 0.0% |
| TEVA | Buy | TEVA PHARMACEUTICAL-SP ADR | $157,000 | +20.8% | 2,722 | +12.6% | 0.00% | +50.0% |
| UFCS | Buy | UNITED FIRE GROUP INC | $168,000 | +16.7% | 5,643 | +9.1% | 0.00% | 0.0% |
| PGNPQ | Buy | PARAGON OFFSHORE PLC | $170,000 | +486.2% | 61,498 | +1188.5% | 0.00% | +200.0% |
| ST | Buy | SENSATA TECHNOLOGIES HOLDING | $132,000 | +41.9% | 2,523 | +20.9% | 0.00% | +50.0% |
| NGG | Buy | NATIONAL GRID PLC-SP ADR | $126,000 | +231.6% | 1,777 | +238.5% | 0.00% | +100.0% |
| ADM | Buy | ARCHER-DANIELS-MIDLAND CO | $88,000 | +576.9% | 1,698 | +565.9% | 0.00% | – |
| TGT | Buy | TARGET CORP | $112,000 | +34.9% | 1,480 | +12.1% | 0.00% | 0.0% |
| QUAD | Buy | QUAD GRAPHICS INC | $113,000 | +135.4% | 4,911 | +97.4% | 0.00% | +100.0% |
| KMPR | Buy | KEMPER CORP | $88,000 | +83.3% | 2,432 | +74.0% | 0.00% | +100.0% |
| URTH | New | ISHARES MSCI WORLD ETF | $111,000 | – | 1,550 | +100.0% | 0.00% | – |
| SKM | Buy | SK TELECOM CO LTD-ADR | $87,000 | +17.6% | 3,214 | +31.5% | 0.00% | +100.0% |
| TEO | Buy | TELECOM ARGENTINA SA-SP ADR | $106,000 | 0.0% | 5,494 | +4.9% | 0.00% | 0.0% |
| BRKB | New | BERKSHIRE HATHAWAY INC-CL B | $80,000 | – | 532 | +100.0% | 0.00% | – |
| AVA | Buy | AVISTA CORP | $83,000 | +97.6% | 2,345 | +68.7% | 0.00% | +100.0% |
| UNH | New | UNITEDHEALTH GROUP INC | $81,000 | – | 799 | +100.0% | 0.00% | – |
| CA | Buy | CA INC | $105,000 | +20.7% | 3,456 | +10.5% | 0.00% | 0.0% |
| NAVI | New | NAVIENT CORP COM | $87,000 | – | 4,009 | +100.0% | 0.00% | – |
| MHLD | Buy | MAIDEN HOLDINGS LTD | $86,000 | +244.0% | 6,713 | +200.8% | 0.00% | – |
| MNST | New | MONSTER BEVERAGE CORP | $116,000 | – | 1,074 | +100.0% | 0.00% | – |
| GFA | Buy | GAFISA SA-ADR | $86,000 | +13.2% | 55,773 | +75.0% | 0.00% | +100.0% |
| BHP | Buy | BHP BILLITON LTD-SPON ADR | $46,000 | +1433.3% | 977 | +1893.9% | 0.00% | – |
| JOY | Buy | JOY GLOBAL INC | $62,000 | +3000.0% | 1,335 | +4206.5% | 0.00% | – |
| GES | Buy | GUESS? INC | $44,000 | +238.5% | 2,087 | +249.6% | 0.00% | – |
| BDX | New | BECTON DICKINSON AND CO | $29,000 | – | 205 | +100.0% | 0.00% | – |
| SJW | New | SJW CORP | $42,000 | – | 1,297 | +100.0% | 0.00% | – |
| LQDT | Buy | LIQUIDITY SERVICES INC | $39,000 | +34.5% | 4,726 | +125.3% | 0.00% | 0.0% |
| ITG | Buy | INVESTMENT TECHNOLOGY GROUP | $63,000 | +80.0% | 3,047 | +38.5% | 0.00% | 0.0% |
| PRE | Buy | PARTNERRE LTD | $42,000 | +2000.0% | 369 | +1657.1% | 0.00% | – |
| MUSA | Buy | MURPHY USA INC | $34,000 | +36.0% | 498 | +4.8% | 0.00% | – |
| GPC | New | GENUINE PARTS CO | $74,000 | – | 697 | +100.0% | 0.00% | – |
| KELYA | Buy | KELLY SERVICES INC -A | $44,000 | +12.8% | 2,575 | +2.2% | 0.00% | 0.0% |
| FN | Buy | FABRINET | $37,000 | +3600.0% | 2,089 | +3113.8% | 0.00% | – |
| FGL | Buy | FIDELITY & GUARANTY LIFE | $77,000 | +266.7% | 3,175 | +216.6% | 0.00% | – |
| AWR | New | AMERICAN STATES WATER CO | $43,000 | – | 1,149 | +100.0% | 0.00% | – |
| LB | New | L BRANDS INC | $29,000 | – | 338 | +100.0% | 0.00% | – |
| KE | New | KIMBALL ELECTRONICS INC COM | $66,000 | – | 5,473 | +100.0% | 0.00% | – |
| PLCE | Buy | CHILDREN'S PLACE INC/THE | $37,000 | +184.6% | 649 | +140.4% | 0.00% | – |
| USTR | Buy | UNITED STATIONERS INC | $57,000 | +185.0% | 1,358 | +149.2% | 0.00% | – |
| UTL | Buy | UNITIL CORP | $61,000 | +2950.0% | 1,677 | +3322.4% | 0.00% | – |
| CHSP | Buy | CHESAPEAKE LODGING TRUST | $34,000 | +112.5% | 926 | +68.4% | 0.00% | – |
| LRN | New | K12 INC | $45,000 | – | 3,827 | +100.0% | 0.00% | – |
| URBN | New | URBAN OUTFITTERS INC | $68,000 | – | 1,932 | +100.0% | 0.00% | – |
| PZE | Buy | PETROBRAS ARGENTINA - ADR | $39,000 | +95.0% | 7,901 | +161.1% | 0.00% | – |
| TSM | New | TAIWAN SEMICONDUCTOR-SP ADR | $34,000 | – | 1,502 | +100.0% | 0.00% | – |
| CRC | New | CALIFORNIA RES CORP COM | $37,000 | – | 6,749 | +100.0% | 0.00% | – |
| MC | New | MOELIS & CO CL A | $49,000 | – | 1,416 | +100.0% | 0.00% | – |
| IT | New | GARTNER INC | $76,000 | – | 903 | +100.0% | 0.00% | – |
| CTCM | Buy | CTC MEDIA INC | $59,000 | +43.9% | 12,196 | +99.4% | 0.00% | 0.0% |
| PHI | Buy | PHILIPPINE LONG DIST -SP ADR | $64,000 | -7.2% | 1,016 | +1.4% | 0.00% | 0.0% |
| CMS | Buy | CMS ENERGY CORP | $49,000 | +22.5% | 1,423 | +4.5% | 0.00% | 0.0% |
| HYH | New | HALYARD HEALTH INC COM | $51,000 | – | 1,129 | +100.0% | 0.00% | – |
| NHC | Buy | NATIONAL HEALTHCARE CORP | $44,000 | +15.8% | 698 | +1.6% | 0.00% | 0.0% |
| PDLI | Buy | PDL BIOPHARMA INC | $72,000 | +5.9% | 9,282 | +1.9% | 0.00% | 0.0% |
| GIFI | Buy | GULF ISLAND FABRICATION INC | $27,000 | +17.4% | 1,367 | +3.3% | 0.00% | – |
| GATX | Buy | GATX CORP | $18,000 | +5.9% | 308 | +7.3% | 0.00% | – |
| FF | Buy | FUTUREFUEL CORP | $22,000 | +10.0% | 1,706 | +1.0% | 0.00% | – |
| RVSB | New | RIVERVIEW BANCORP INC COM | $2,000 | – | 380 | +100.0% | 0.00% | – |
| FMS | New | FRESENIUS MEDICAL CARE-ADR | $25,000 | – | 675 | +100.0% | 0.00% | – |
| ROP | New | ROPER INDUSTRIES INC | $4,000 | – | 23 | +100.0% | 0.00% | – |
| SLI | Buy | SL INDS INC | $16,000 | +33.3% | 410 | +66.7% | 0.00% | – |
| F | Buy | FORD MOTOR CO | $20,000 | +400.0% | 1,319 | +419.3% | 0.00% | – |
| FMX | New | FOMENTO ECONOMICO MEX-SP ADR | $19,000 | – | 219 | +100.0% | 0.00% | – |
| FR | Buy | FIRST INDUSTRIAL REALTY TR | $7,000 | +16.7% | 345 | +4.9% | 0.00% | – |
| FHN | Buy | FIRST HORIZON NATIONAL CORP | $0 | – | 0 | +100.0% | 0.00% | – |
| FFNW | New | First Financial Northwest Inc. | $1,000 | – | 46 | +100.0% | 0.00% | – |
| FBIZ | New | FIRST BUSINESS FINANCIAL SER | $4,000 | – | 77 | +100.0% | 0.00% | – |
| FNLC | New | FIRST BANCORP INC ME COM | $3,000 | – | 169 | +100.0% | 0.00% | – |
| SRSCQ | New | SEARS CANADA INC | $1,000 | – | 79 | +100.0% | 0.00% | – |
| SENEA | Buy | SENECA FOODS CORP - CL A | $2,000 | +100.0% | 75 | +50.0% | 0.00% | – |
| FFKT | Buy | FARMERS CAPITAL BANK CORP | $8,000 | +300.0% | 334 | +240.8% | 0.00% | – |
| DVN | Exit | DEVON ENERGY CORP | $0 | – | 0 | +100.0% | 0.00% | – |
| BSRR | New | SIERRA BANCORP | $6,000 | – | 361 | +100.0% | 0.00% | – |
| EZPW | New | EZCORP INC-CL A | $14,000 | – | 1,227 | +100.0% | 0.00% | – |
| ELS | Buy | EQUITY LIFESTYLE PROPERTIES | $15,000 | +36.4% | 297 | +11.7% | 0.00% | – |
| SPG | Buy | SIMON PROPERTY GROUP INC | $4,000 | +300.0% | 21 | +250.0% | 0.00% | – |
| 7102PS | Buy | SINOCOKING COAL AND COKE CHE | $3,000 | -25.0% | 1,056 | +11.4% | 0.00% | – |
| SHI | Buy | SINOPEC SHANGHAI-SPONS ADR | $1,000 | 0.0% | 43 | +59.3% | 0.00% | – |
| EBTC | Buy | ENTERPRISE BANCORP INC | $10,000 | +400.0% | 392 | +229.4% | 0.00% | – |
| SKH | Buy | SKILLED HEALTHCARE GROU-CL A | $13,000 | +30.0% | 1,534 | +2.6% | 0.00% | – |
| ENVA | New | ENOVA INTL INC COM | $15,000 | – | 659 | +100.0% | 0.00% | – |
| SNA | New | SNAP-ON INC | $7,000 | – | 48 | +100.0% | 0.00% | – |
| SONY | New | SONY CORP-SPONSORED ADR | $20,000 | – | 1,001 | +100.0% | 0.00% | – |
| EDE | Buy | EMPIRE DISTRICT ELECTRIC CO | $25,000 | +25.0% | 828 | +2.1% | 0.00% | – |
| EML | Buy | EASTERN CO/THE | $8,000 | +100.0% | 463 | +67.1% | 0.00% | – |
| DGICA | Buy | DONEGAL GROUP INC-CL A | $10,000 | +400.0% | 624 | +297.5% | 0.00% | – |
| BEE | Buy | STRATEGIC HOTELS & RESORTS I | $7,000 | +133.3% | 500 | +103.3% | 0.00% | – |
| DRAD | New | DIGIRAD CORP | $5,000 | – | 1,200 | +100.0% | 0.00% | – |
| INN | New | SUMMIT HOTEL PROPERTIES INC | $12,000 | – | 950 | +100.0% | 0.00% | – |
| STS | Buy | SUPREME INDS INC-CLASS A | $10,000 | 0.0% | 1,387 | +10.9% | 0.00% | – |
| DGAS | Buy | DELTA NATURAL GAS CO INC | $10,000 | +900.0% | 448 | +745.3% | 0.00% | – |
| DE | New | DEERE & CO | $1,000 | – | 15 | +100.0% | 0.00% | – |
| TTGT | Buy | TECHTARGET | $24,000 | +41.2% | 2,103 | +4.4% | 0.00% | – |
| COR | Buy | CORESITE REALTY CORP | $11,000 | +57.1% | 283 | +25.8% | 0.00% | – |
| CTB | Buy | COOPER TIRE & RUBBER | $26,000 | +136.4% | 737 | +87.1% | 0.00% | – |
| TTEK | Buy | TETRA TECH INC | $16,000 | +6.7% | 610 | +2.5% | 0.00% | – |
| ED | New | CONSOLIDATED EDISON INC | $19,000 | – | 291 | +100.0% | 0.00% | – |
| TSU | New | TIM PARTICIPACOES SA-ADR | $11,000 | – | 493 | +100.0% | 0.00% | – |
| CAG | Buy | CONAGRA FOODS INC | $2,000 | +100.0% | 51 | +30.8% | 0.00% | – |
| TM | New | TOYOTA MOTOR CORP -SPON ADR | $16,000 | – | 131 | +100.0% | 0.00% | – |
| CMCSA | New | COMCAST CORP-CLASS A | $4,000 | – | 75 | +100.0% | 0.00% | – |
| CBRX | Buy | COLUMBIA LABORATORIES INC | $3,000 | 0.0% | 557 | +27.8% | 0.00% | – |
| CLX | New | CLOROX COMPANY | $7,000 | – | 66 | +100.0% | 0.00% | – |
| CVEO | New | CIVEO CORP COM | $12,000 | – | 3,020 | +100.0% | 0.00% | – |
| UL | Buy | UNILEVER PLC-SPONSORED ADR | $0 | – | 0 | +100.0% | 0.00% | – |
| UG | Buy | UNITED GUARDIAN INC | $1,000 | 0.0% | 56 | +51.4% | 0.00% | – |
| USLM | Buy | UNITED STATES LIME & MINERAL | $14,000 | +180.0% | 188 | +108.9% | 0.00% | – |
| CDR | Buy | CEDAR REALTY TRUST INC | $16,000 | +23.1% | 2,214 | +3.0% | 0.00% | – |
| CSH | Buy | CASH AMERICA INTL INC | $3,000 | +200.0% | 149 | +496.0% | 0.00% | – |
| CCBG | New | CAPITAL CITY BK GROUP INC COM | $4,000 | – | 258 | +100.0% | 0.00% | – |
| CST | New | CST BRANDS INC | $7,000 | – | 170 | +100.0% | 0.00% | – |
| VLGEA | New | VILLAGE SUPER MARKET-CLASS A | $3,000 | – | 104 | +100.0% | 0.00% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $2,000 | – | 164 | +100.0% | 0.00% | – |
| VOYA | New | VOYA FINANCIAL INC | $0 | – | 9 | +100.0% | 0.00% | – |
| BDN | Buy | BRANDYWINE REALTY TRUST | $11,000 | +22.2% | 718 | +10.3% | 0.00% | – |
| WBA | New | WALGREEN CO | $8,000 | – | 109 | +100.0% | 0.00% | – |
| WRI | Buy | WEINGARTEN REALTY INVESTORS | $7,000 | +40.0% | 197 | +14.5% | 0.00% | – |
| BSET | New | BASSETT FURNITURE INDS | $6,000 | – | 329 | +100.0% | 0.00% | – |
| WEYS | Buy | WEYCO GROUP INC | $8,000 | +33.3% | 262 | +2.7% | 0.00% | – |
| WY | Buy | WEYERHAEUSER CO | $16,000 | +14.3% | 455 | +2.9% | 0.00% | – |
| WLFC | Buy | WILLIS LEASE FINANCE CORP | $8,000 | +60.0% | 354 | +54.6% | 0.00% | – |
| WOR | Buy | WORTHINGTON INDUSTRIES | $20,000 | -16.7% | 670 | +2.8% | 0.00% | – |
| AEC | New | ASSOCIATED ESTATES REALTY CP | $5,000 | – | 195 | +100.0% | 0.00% | – |
| AINC | New | ASHFORD INC COM | $2,000 | – | 20 | +100.0% | 0.00% | – |
| ZAGG | Buy | ZAGG INC | $24,000 | +100.0% | 3,496 | +58.5% | 0.00% | – |
| AHT | Buy | ASHFORD HOSPITALITY TRUST | $19,000 | +11.8% | 1,783 | +4.8% | 0.00% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $1,000 | – | 13 | +100.0% | 0.00% | – |
| AIV | Buy | APARTMENT INVT & MGMT CO -A | $16,000 | +60.0% | 439 | +33.4% | 0.00% | – |
| CO | New | CHINA CORD BLOOD CORP | $6,000 | – | 1,429 | +100.0% | 0.00% | – |
| ANN | Buy | ANN INC | $13,000 | -13.3% | 370 | +2.2% | 0.00% | – |
| AP | Buy | AMPCO-PITTSBURGH CORP | $19,000 | +5.6% | 987 | +8.2% | 0.00% | – |
| ATLO | New | AMES NATIONAL CORP | $11,000 | – | 412 | +100.0% | 0.00% | – |
| AMNB | New | AMER NATL BNKSHS/DANVILLE VA | $4,000 | – | 180 | +100.0% | 0.00% | – |
| ICLR | New | ICON PLC | $0 | – | 6 | +100.0% | 0.00% | – |
| AEP | New | AMERICAN ELECTRIC POWER | $1,000 | – | 11 | +100.0% | 0.00% | – |
| LBTYK | New | LIBERTY GLOBAL INC COM SER C | $7,000 | – | 138 | +100.0% | 0.00% | – |
| Y | New | ALLEGHANY CORP | $0 | – | 1 | +100.0% | 0.00% | – |
| MSL | New | MIDSOUTH BANCORP INC | $9,000 | – | 502 | +100.0% | 0.00% | – |
| MOH | Buy | MOLINA HEALTHCARE INC | $5,000 | +150.0% | 94 | +59.3% | 0.00% | – |
| MNRK | New | MONARCH FINANCIAL HOLDINGS | $1,000 | – | 39 | +100.0% | 0.00% | – |
| 5021PS | New | L N B BANCORP INC | $4,000 | – | 202 | +100.0% | 0.00% | – |
| KOP | Buy | KOPPERS HOLDINGS INC | $23,000 | -17.9% | 872 | +2.6% | 0.00% | -100.0% |
| MFSF | New | MUTUALFIRST FINANCIAL INC | $6,000 | – | 279 | +100.0% | 0.00% | – |
| KINS | New | KINGSTONE COS INC | $5,000 | – | 606 | +100.0% | 0.00% | – |
| KMI | New | KINDER MORGAN INC | $0 | – | 2 | +100.0% | 0.00% | – |
| NKSH | New | NATIONAL BANKSHARES INC/VA | $2,000 | – | 75 | +100.0% | 0.00% | – |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $12,000 | +1100.0% | 180 | +1400.0% | 0.00% | – |
| KTCC | Buy | KEY TRONIC CORP | $2,000 | 0.0% | 265 | +24.4% | 0.00% | – |
| K | Buy | KELLOGG CO | $6,000 | +50.0% | 97 | +32.9% | 0.00% | – |
| KCLI | New | KANSAS CITY LIFE INS CO | $7,000 | – | 142 | +100.0% | 0.00% | – |
| NTES | New | NETEASE INC-ADR | $16,000 | – | 162 | +100.0% | 0.00% | – |
| NTGR | New | NETGEAR INC | $14,000 | – | 406 | +100.0% | 0.00% | – |
| KMG | New | KMG CHEMICALS INC | $5,000 | – | 228 | +100.0% | 0.00% | – |
| NWL | Buy | NEWELL RUBBERMAID INC | $19,000 | +26.7% | 490 | +11.4% | 0.00% | – |
| JOUT | New | JOHNSON OUTDOORS INC-A | $6,000 | – | 199 | +100.0% | 0.00% | – |
| JWN | New | NORDSTROM INC | $0 | – | 4 | +100.0% | 0.00% | – |
| ITUB | New | ITAU UNIBANCO HLDNG-PREF ADR | $5,000 | – | 410 | +100.0% | 0.00% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL COM | $13,000 | – | 846 | +100.0% | 0.00% | – |
| NRIM | New | Northrim BanCorp Inc. | $3,000 | – | 105 | +100.0% | 0.00% | – |
| NWN | Buy | NORTHWEST NATURAL GAS CO | $4,000 | +100.0% | 87 | +64.2% | 0.00% | – |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $21,000 | +600.0% | 264 | +751.6% | 0.00% | – |
| ITIC | Buy | INVESTORS TITLE CO | $4,000 | +300.0% | 61 | +771.4% | 0.00% | – |
| OFLX | New | OMEGA FLEX INC COM | $3,000 | – | 74 | +100.0% | 0.00% | – |
| IP | Buy | INTERNATIONAL PAPER CO | $11,000 | +83.3% | 201 | +55.8% | 0.00% | – |
| FLWS | New | 1-800-FLOWERS.COM INC-CL A | $9,000 | – | 1,134 | +100.0% | 0.00% | – |
| INFY | New | INFOSYS TECHNOLOGIES-SP ADR | $9,000 | – | 282 | +100.0% | 0.00% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC COM | $1,000 | – | 77 | +100.0% | 0.00% | – |
| IHC | Buy | INDEPENDENCE HOLDING CO | $12,000 | +500.0% | 847 | +439.5% | 0.00% | – |
| HRL | New | HORMEL FOODS CORP | $24,000 | – | 462 | +100.0% | 0.00% | – |
| HOFT | Buy | HOOKER FURNITURE CORP | $13,000 | +550.0% | 760 | +667.7% | 0.00% | – |
| PEP | Buy | PEPSICO INC | $1,000 | – | 9 | +350.0% | 0.00% | – |
| HT | New | HERSHA HOSPITALITY TRUST | $7,000 | – | 998 | +100.0% | 0.00% | – |
| HTBK | New | HERITAGE COMMERCE CORP | $9,000 | – | 1,030 | +100.0% | 0.00% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL | $3,000 | – | 140 | +100.0% | 0.00% | – |
| HAS | New | HASBRO INC | $6,000 | – | 106 | +100.0% | 0.00% | – |
| THG | Buy | HANOVER INSURANCE GROUP INC/ | $13,000 | – | 183 | +2950.0% | 0.00% | – |
| HNH | Buy | HANDY & HARMAN LTD | $26,000 | +225.0% | 566 | +95.8% | 0.00% | – |
| HALL | New | HALLMARK FINL SERVICES INC | $12,000 | – | 993 | +100.0% | 0.00% | – |
| HNRG | Buy | HALLADOR ENERGY CO | $12,000 | +9.1% | 1,093 | +17.7% | 0.00% | – |
| PPS | Buy | POST PROPERTIES INC | $7,000 | +16.7% | 121 | +7.1% | 0.00% | – |
| PFBI | New | PREMIER FINANCIAL BANCORP | $5,000 | – | 340 | +100.0% | 0.00% | – |
| PROV | New | PROVIDENT FINL HLDGS INC COM | $6,000 | – | 427 | +100.0% | 0.00% | – |
| QCOM | Buy | QUALCOMM INC | $21,000 | 0.0% | 283 | +2.2% | 0.00% | – |
| RLGT | Buy | RADIANT LOGISTICS INC | $25,000 | +19.0% | 5,987 | +3.6% | 0.00% | – |
| RWC | Buy | RELM WIRELESS CORP | $8,000 | +166.7% | 1,715 | +171.4% | 0.00% | – |
| MRO | Buy | MARATHON OIL CORP | $15,000 | – | 539 | +7600.0% | 0.00% | – |
| MTEX | Buy | MANNATECH INC | $4,000 | +300.0% | 148 | +300.0% | 0.00% | – |
| MAT | New | MATTEL INC | $6,000 | – | 181 | +100.0% | 0.00% | – |
| LLTC | Buy | LINEAR TECHNOLOGY CORP | $25,000 | +19.0% | 538 | +13.3% | 0.00% | – |
| MED | Buy | MEDIFAST INC | $24,000 | +9.1% | 729 | +10.6% | 0.00% | – |
| MTOR | New | MERITOR INC | $16,000 | – | 1,047 | +100.0% | 0.00% | – |
| MET | New | METLIFE INC | $0 | – | 8 | +100.0% | 0.00% | – |
| RNR | Buy | RENAISSANCERE HOLDINGS LTD | $1,000 | 0.0% | 11 | +10.0% | 0.00% | – |
| SDRL | New | SEADRILL LTD | $1,000 | – | 51 | +100.0% | 0.00% | – |
| AMCN | Buy | AIRMEDIA GROUP INC-ADR | $2,000 | +100.0% | 929 | +68.9% | 0.00% | – |
| VR | New | VALIDUS HOLDINGS LTD | $7,000 | – | 160 | +100.0% | 0.00% | – |
| WSH | New | WILLIS GROUP HOLDINGS PLC | $4,000 | – | 99 | +100.0% | 0.00% | – |
| CHKP | New | CHECK POINT SOFTWARE TECH | $22,000 | – | 277 | +100.0% | 0.00% | – |
| MNDO | Buy | MIND CTI LTD | $15,000 | +1400.0% | 3,756 | +898.9% | 0.00% | – |
| AUOTY | Buy | AU OPTRONICS CORP-SPON ADR | $13,000 | +116.7% | 2,473 | +69.4% | 0.00% | – |
| FLEX | Buy | FLEXTRONICS INTL LTD | $19,000 | +171.4% | 1,673 | +162.2% | 0.00% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-02-12
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 42 | Q3 2023 | 3.8% |
| MARATHON PETROLEUM CORP COM USD0.01 | 42 | Q3 2023 | 3.3% |
| WESTERN UNION CO COM USD.01 | 42 | Q3 2023 | 2.7% |
| VALERO ENERGY CORP NEW COM | 42 | Q3 2023 | 3.9% |
| BOEING CO/THE | 42 | Q3 2023 | 4.3% |
| ROYAL BK CDA SUSTAINABL | 42 | Q3 2023 | 1.6% |
| APPLE INC COM NPV | 42 | Q3 2023 | 2.3% |
| PFIZER INC COM USD.1 | 42 | Q3 2023 | 2.0% |
| MAGNA INTL INC COM | 42 | Q3 2023 | 1.5% |
| ALLSTATE CORP COM USD.01 | 42 | Q3 2023 | 1.7% |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| COTT CORP /CN/ | February 01, 2010 | 3,841,065 | 4.7% |
| APPLIED SIGNAL TECHNOLOGY INC | June 08, 2009 | 594,058 | 4.6% |
| CRAWFORD & CO | May 01, 2009 | 979,322 | 4.0% |
| TREX CO INC | April 01, 2009 | 721,599 | 4.7% |
| UNIFI INC | March 24, 2009 | 1,463,028 | 2.4% |
| METALICO INC | October 02, 2008 | 1,584,233 | 5.0% |
| 1 800 FLOWERS COM INC | July 08, 2008 | 781,222 | 3.0% |
| CAL MAINE FOODS INC | July 08, 2008 | 1,001,475 | 4.7% |
| Emergency Medical Services CORP | July 08, 2008 | 265,967 | 2.9% |
| LSB INDUSTRIES INC | July 08, 2008 | 686,846 | 3.2% |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-05-13 |
| 13F-HR | 2024-02-09 |
| 13F-HR | 2023-11-13 |
| 13F-HR | 2023-08-11 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-10 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-11 |
| 13F-HR | 2022-05-13 |
| 13F-HR | 2022-02-11 |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.