13F-HR filed by O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-12, with 894 holding rows worth $4,805,288,000 by the sum of the rows.
- Accession
- 0001423442-15-000010
- Filer
- CIK 1423442
- Filed
- 2015-11-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 868 entries on the cover page, a total value of $4,212,751,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,805,288,000 with VALUE read as thousands by filing date, 13F file number 028-12966. The quarter's positions are built on this report. The resolved quarter.
The cover page states a total of $4,212,751,000, 12% less than the sum of the rows, $4,805,288,000. This page uses the sum of the rows.
Other managers
- included managerMercer Investment Management, Inc.028-12567
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| PIPER SANDLER COMPANIES | 724078100 | COM | 5,266 | $190,000 | thousands by filing date | |
| WILLIS GROUP HOLDINGS PLC | G96666105 | COM | 4,054 | $190,000 | thousands by filing date | |
| CHINA LIFE INSURANCE CO-ADR | 16939P106 | SPON ADR REP H | 10,858 | $189,000 | thousands by filing date | |
| ELLIS PERRY INTL INC | 288853104 | COM | 8,491 | $186,000 | thousands by filing date | |
| STRATEGY INC CL A NEW | 594972408 | Stock | 932 | $183,000 | thousands by filing date | |
| Cynosure, Inc. | 232577205 | COM | 6,065 | $182,000 | thousands by filing date | |
| ROGERS CORP COM | 775133101 | Stock | 3,401 | $181,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875T101 | COM | 9,063 | $178,000 | thousands by filing date | |
| STEPAN CO | 858586100 | COM | 4,211 | $175,000 | thousands by filing date | |
| BIO RAD LABS INC | 090572207 | CL A | 1,296 | $174,000 | thousands by filing date | |
| FIRST BANCORP NC | 318910106 | COMMON STOCK | 10,155 | $173,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 25,952 | $172,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 3,343 | $172,000 | thousands by filing date | |
| PATHWARD FINANCIAL INC | 59100U108 | COM | 4,096 | $171,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 7,948 | $167,000 | thousands by filing date | |
| SAIA INC | 78709Y105 | COM | 5,353 | $166,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 7,725 | $165,000 | thousands by filing date | |
| HCI GROUP INC | 40416E103 | COM | 4,253 | $165,000 | thousands by filing date | |
| K12 INC | 48273U102 | COM | 13,132 | $163,000 | thousands by filing date | |
| FIRST FINANCIAL CORP | 320218100 | COMMON STOCK | 5,006 | $162,000 | thousands by filing date | |
| CHEESECAKE FACTORY INC | 163072101 | COM | 2,984 | $161,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 7,159 | $161,000 | thousands by filing date | |
| ATRION CORPORATION | 049904105 | COMMON STOCK | 429 | $161,000 | thousands by filing date | |
| STATE BANK FINL CORP COM | 856190103 | COM | 7,772 | $161,000 | thousands by filing date | |
| BENEFICIAL BANCORP INC | 08171T102 | COM | 12,157 | $161,000 | thousands by filing date | |
| HEXCEL CORP NEW | 428291108 | COM | 3,553 | $159,000 | thousands by filing date | |
| COVENANT LOGISTICS GROUP INC | 22284P105 | CL A | 8,503 | $153,000 | thousands by filing date | |
| DUPONT FABROS TECHNOLOGY INC | 26613Q106 | COM | 5,903 | $153,000 | thousands by filing date | |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 1,955 | $152,000 | thousands by filing date | |
| AEROJET ROCKETDYNE HLDGS INC C | 007800105 | COM | 9,305 | $151,000 | thousands by filing date | |
| TRONOX LTD | Q9235V101 | SHS CL A | 10,262 | $150,000 | thousands by filing date | |
| AU OPTRONICS CORP | 002255107 | SPONSORED ADR | 49,353 | $146,000 | thousands by filing date | |
| CITIZENS NORTHERN CORP | 172922106 | COMMON STOCK | 7,129 | $139,000 | thousands by filing date | |
| GUANGSHEN RAILWAY CO LTD-ADR | 40065W107 | SPONSORED ADR | 6,837 | $137,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 1,620 | $136,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 2,649 | $135,000 | thousands by filing date | |
| GP STRATEGIES CORP | 36225V104 | COM | 5,869 | $134,000 | thousands by filing date | |
| FIBRIA CELULOSE | 31573A109 | COMMON STOCK-FO | 9,795 | $133,000 | thousands by filing date | |
| CHINA MING YANG WIND ADR | 16951C108 | EQUITY | 67,368 | $132,000 | thousands by filing date | |
| WORLD ACCEP CORPORATION | 981419104 | COM | 3,583 | $131,000 | thousands by filing date | |
| REIS INC | 75936P105 | COM | 5,758 | $130,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 4,705 | $130,000 | thousands by filing date | |
| TRUSTCO BK CORP N Y | 898349105 | COM | 21,494 | $130,000 | thousands by filing date | |
| MONOTYPE IMAGING HOLDINGS, INC | 61022P100 | COM | 5,912 | $129,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 2,067 | $128,000 | thousands by filing date | |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 6,649 | $127,000 | thousands by filing date | |
| DIAMOND RESORTS INTL INC | 25272T104 | COM | 5,389 | $126,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 5,840 | $121,000 | thousands by filing date | |
| NOMURA HLDGS INC SPONSORED ADR | 65535H208 | ADR | 20,584 | $120,000 | thousands by filing date | |
| PAMPA ENERGIA SA | 697660207 | SPONS ADR LVL I | 7,870 | $120,000 | thousands by filing date | |
| FIRST COMMUNITY BANKSHARES | 31983A103 | COMMON STOCK | 6,636 | $119,000 | thousands by filing date | |
| CALAMOS ASSET MANAGEMENT A | 12811R104 | COM | 12,485 | $118,000 | thousands by filing date | |
| NATIONAL BANKSHARES INC VA | 634865109 | COMMON STOCK | 3,748 | $117,000 | thousands by filing date | |
| HILL ROM HLDGS INC | 431475102 | COM | 2,230 | $116,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 2,590 | $114,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 1,330 | $112,000 | thousands by filing date | |
| FIRST MERCHANTS CORP COM | 320817109 | Stock | 4,261 | $112,000 | thousands by filing date | |
| VSE CORP COM | 918284100 | Stock | 2,292 | $112,000 | thousands by filing date | |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 4,617 | $110,000 | thousands by filing date | |
| PMC-SIERRA INC | 69344F106 | COM | 16,263 | $110,000 | thousands by filing date | |
| EMPLOYERS HOLDINGS INC | 292218104 | COMMON STOCK | 4,830 | $108,000 | thousands by filing date | |
| HOUGHTON MIFFLIN HARCOURT CO | 44157R109 | COM | 5,279 | $107,000 | thousands by filing date | |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 4,217 | $106,000 | thousands by filing date | |
| NATIONAL GEN HLDGS CORP | 636220303 | COM | 5,317 | $103,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 1,360 | $102,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 2,722 | $102,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 4,574 | $97,000 | thousands by filing date | |
| NORTHWEST NATURAL GAS CO | 667655104 | COM | 2,113 | $97,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359309 | COM | 1,528 | $96,000 | thousands by filing date | |
| ARCBEST CORP COM | 03937C105 | Stock | 3,479 | $90,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 8,428 | $90,000 | thousands by filing date | |
| PHILIPPINE LONG DISTANCE TEL | 718252604 | SPONSORED ADR | 1,922 | $89,000 | thousands by filing date | |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 2,143 | $82,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 623 | $81,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 772 | $75,000 | thousands by filing date | |
| CNA FINL CORP | 126117100 | COM | 2,121 | $74,000 | thousands by filing date | |
| KYOCERA CORP -SPONS ADR | 501556203 | COM | 1,561 | $72,000 | thousands by filing date | |
| FIDELITY & GTY LIFE COM | 315785105 | Stock | 2,923 | $72,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 2,749 | $71,000 | thousands by filing date | |
| WPP PLC NEW ADR | 92937A102 | ADR | 632 | $68,000 | thousands by filing date | |
| AEGON N V | 007924103 | NY REGISTRY SHS | 11,788 | $68,000 | thousands by filing date | |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 1,096 | $61,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 2,328 | $60,000 | thousands by filing date | |
| TURKCELL ILETISIM SPON ADR NEW | 900111204 | ADR | 5,032 | $58,000 | thousands by filing date | |
| GRUPO AVAL ACCIONES Y VALORE | 40053W101 | SPONSORED ADS | 7,635 | $58,000 | thousands by filing date | |
| AMERICAN PUB ED INC | 02913V103 | COM | 2,359 | $55,000 | thousands by filing date | |
| QUAD / GRAPHICS INC | 747301109 | COM CL A | 4,562 | $55,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 976 | $55,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 384 | $54,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 1,550 | $54,000 | thousands by filing date | |
| SELECT MED HLDGS CORP | 81619Q105 | COM | 4,739 | $51,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 648 | $48,000 | thousands by filing date | |
| NATIONAL HEALTHCARE CORP COM | 635906100 | Stock | 778 | $47,000 | thousands by filing date | |
| CITY HOLDING CO | 177835105 | COMMON STOCK | 959 | $47,000 | thousands by filing date | |
| SOUTHWEST BANCORP INC/OKLA | 844767103 | COM | 2,886 | $47,000 | thousands by filing date | |
| Zagg, Inc. | 98884U108 | COM | 5,962 | $45,000 | thousands by filing date | |
| SCIENCE APPLICATIONS INTL CORP COM | 808625107 | Stock | 1,101 | $44,000 | thousands by filing date | |
| ATLANTIC PWR CORP | 04878Q863 | COM NEW | 23,213 | $43,000 | thousands by filing date | |
| VILLAGE SUPER MKT INC CL A NEW | 927107409 | Stock | 1,509 | $42,000 | thousands by filing date | |
| KULICKE & SOFFA INDS INC | 501242101 | COM | 4,606 | $42,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 1,548 | $41,000 | thousands by filing date | |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 545 | $40,000 | thousands by filing date | |
| ENOVA INTL INC | 29357K103 | COM | 3,778 | $39,000 | thousands by filing date | |
| H2O AMERICA | 784305104 | COM | 1,159 | $36,000 | thousands by filing date | |
| BRAVO BRIO RESTAURANT GROUP | 10567B109 | COMMON STOCK | 3,190 | $36,000 | thousands by filing date | |
| CLOUD PEAK ENERGY INC | 18911Q102 | COM | 13,823 | $36,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 474 | $35,000 | thousands by filing date | |
| NORDSTROM INC | 655664100 | COM | 492 | $35,000 | thousands by filing date | |
| CORESITE RLTY CORP | 21870Q105 | COM | 686 | $35,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 1,959 | $35,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 537 | $34,000 | thousands by filing date | |
| BENCHMARK ELECTRS INC COM | 08160H101 | Stock | 1,582 | $34,000 | thousands by filing date | |
| COMSCORE INC | 20564W105 | COM | 709 | $33,000 | thousands by filing date | |
| IMS HEALTH HOLDINGS | 44970B109 | COM | 1,111 | $32,000 | thousands by filing date | |
| SUMMIT HOTEL PPTYS | 866082100 | COM | 2,681 | $31,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 503 | $31,000 | thousands by filing date | |
| BEMIS INC | 081437105 | COM | 748 | $30,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 337 | $29,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 462 | $29,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 426 | $29,000 | thousands by filing date | |
| ANDERSONS INC COM | 034164103 | Stock | 780 | $27,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 1,256 | $27,000 | thousands by filing date | |
| HALLMARK FINL SERVICES INC | 40624Q203 | COM | 2,348 | $27,000 | thousands by filing date | |
| KANSAS CITY LIFE INS CO | 484836101 | COM | 583 | $27,000 | thousands by filing date | |
| JUNIPER PHARMACEUTICALS INC COM | 48203L107 | Stock | 2,299 | $27,000 | thousands by filing date | |
| UNIVERSAL HEALTH RLTY INCOME | 91359E105 | REIT | 557 | $26,000 | thousands by filing date | |
| FUTUREFUEL CORP | 36116M106 | COMMON STOCK | 2,589 | $26,000 | thousands by filing date | |
| WEYCO GROUP INC COM | 962149100 | Stock | 872 | $24,000 | thousands by filing date | |
| BRASKEM S A SP ADR PFD A | 105532105 | ADR | 2,897 | $24,000 | thousands by filing date | |
| CASH AMER INTL INC | 14754D100 | COM | 872 | $24,000 | thousands by filing date | |
| Knight Capital Group, Inc. | 48244B100 | common stock | 2,143 | $24,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 319 | $23,000 | thousands by filing date | |
| MERCANTILE BANK CORP | 587376104 | COMMON STOCK | 1,110 | $23,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 618 | $23,000 | thousands by filing date | |
| EMC INS GROUP INC | 268664109 | COM | 984 | $23,000 | thousands by filing date | |
| UNITED STS LIME & MINERALS I | 911922102 | COM | 410 | $22,000 | thousands by filing date | |
| TRANSPORTADORA DE GAS SUR | 893870204 | SPONSORED ADS B | 4,694 | $21,000 | thousands by filing date | |
| DUKE REALTY CORP | 264411505 | COM NEW | 1,083 | $21,000 | thousands by filing date | |
| CAMBIUM LEARNING GRP INC COM | 13201A107 | COM | 4,426 | $21,000 | thousands by filing date | |
| CHINA DIGITAL TV HLDG CO LTD | 16938G107 | SPONSORED ADR | 10,800 | $21,000 | thousands by filing date | |
| LAMAR ADVERTISING CO CL A | 512816109 | REIT | 377 | $20,000 | thousands by filing date | |
| CNB FINANCIAL CORP PA | 126128107 | COMMON STOCK | 1,078 | $20,000 | thousands by filing date | |
| CAPITAL CITY BANK GROUP INC | 139674105 | COMMON STOCK | 1,318 | $20,000 | thousands by filing date | |
| TALEN ENERGY CORP | 87422J105 | COM | 1,957 | $20,000 | thousands by filing date | |
| AMER STATES WTR CO COM | 029899101 | Stock | 456 | $19,000 | thousands by filing date | |
| VIRTUS INVT PARTNERS INC COM | 92828Q109 | Stock | 192 | $19,000 | thousands by filing date | |
| OIL STS INTL INC | 678026105 | COM | 720 | $19,000 | thousands by filing date | |
| LIQUIDITY SVCS INC | 53635B107 | COM | 2,446 | $18,000 | thousands by filing date | |
| HERITAGE FINANCIAL CORP | 42722X106 | COMMON STOCK | 945 | $18,000 | thousands by filing date | |
| SCICLONE PHARMACEUTICALS INC | 80862K104 | COM | 2,563 | $18,000 | thousands by filing date | |
| PAMT CORP | 693149106 | COMMON STOCK | 502 | $17,000 | thousands by filing date | |
| FIRST FINANCIAL NORTHWEST IN | 32022K102 | COM | 1,431 | $17,000 | thousands by filing date | |
| CHESAPEAKE LODGING TR | 165240102 | SH BEN INT | 662 | $17,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 236 | $16,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 201 | $16,000 | thousands by filing date | |
| CYRUSONE INC | 23283R100 | COM | 496 | $16,000 | thousands by filing date | |
| ESCALADE INC | 296056104 | COMMON STOCK | 1,028 | $16,000 | thousands by filing date | |
| PROVIDENT FINL HLDGS INC | 743868101 | COM | 953 | $16,000 | thousands by filing date | |
| TILLYS INC | 886885102 | CL A | 1,872 | $16,000 | thousands by filing date | |
| MIDWESTONE FINACIAL GROUP I | 598511103 | COMMON STOCK | 549 | $16,000 | thousands by filing date | |
| GAFISA S A | 362607301 | SPONS ADR | 17,028 | $16,000 | thousands by filing date | |
| CROWN MEDIA HLDGS INC | 228411104 | CL A | 3,042 | $16,000 | thousands by filing date | |
| DIGIRAD CORP | 253827109 | COM | 4,345 | $16,000 | thousands by filing date | |
| ROSS STORES INC COM | 778296103 | Stock | 312 | $15,000 | thousands by filing date | |
| AAR CORP | 000361105 | COM | 806 | $15,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 227 | $15,000 | thousands by filing date | |
| BANK OF MARIN BANCORP CA | 063425102 | COMMON STOCK | 307 | $15,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 1,680 | $15,000 | thousands by filing date | |
| NATURAL HEALTH TRENDS CORP | 63888P406 | COM | 446 | $15,000 | thousands by filing date | |
| BLACK BOX CORP | 091826107 | COMMON STOCK | 1,008 | $15,000 | thousands by filing date | |
| EQUITY LIFESTYLE PROPERTIES COM | 29472R108 | REIT | 237 | $14,000 | thousands by filing date | |
| CALIFORNIA WTR SVC GROUP | 130788102 | COM | 642 | $14,000 | thousands by filing date | |
| ST JOE CO | 790148100 | COM | 742 | $14,000 | thousands by filing date | |
| WEINGARTEN RLTY INVS | 948741103 | SH BEN INT | 446 | $14,000 | thousands by filing date | |
| DONEGAL GROUP INC CL A | 257701201 | COMMON STOCK | 998 | $14,000 | thousands by filing date | |
| LSI INDUSTRIES INC | 50216C108 | COMMON STOCK | 1,683 | $14,000 | thousands by filing date | |
| CUMBERLAND PHARMACEUTICALS I | 230770109 | COM | 2,395 | $14,000 | thousands by filing date | |
| TERRITORAL BANCORP INC | 88145X108 | COMMON STOCK | 551 | $14,000 | thousands by filing date | |
| INDEPENDENCE HLDG CO | 453440307 | COMMON STOCK | 1,042 | $14,000 | thousands by filing date | |
| CLEARONE INC | 18506U104 | COM | 1,150 | $14,000 | thousands by filing date | |
| ENTERPRISE BANCORP INC MASS COM | 293668109 | Stock | 644 | $14,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 687 | $14,000 | thousands by filing date | |
| ENZON PHARMACEUTICALS INC | 293904108 | COM | 14,619 | $14,000 | thousands by filing date | |
| DELTA NATURAL GAS CO INC | 247748106 | COM | 683 | $14,000 | thousands by filing date | |
| PZENA INVESTMENT MANAGM-CL A | 74731Q103 | CLAS | 1,550 | $14,000 | thousands by filing date | |
| VERIS RESIDENTIAL INC | 554489104 | COM | 663 | $13,000 | thousands by filing date | |
| LASALLE HOTEL PROPERTIES | 517942108 | COM | 473 | $13,000 | thousands by filing date | |
| Empire State Realty Trust, Inc. | 292104106 | Class A Common Stock, $0.01 par value per share | 684 | $12,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 481 | $12,000 | thousands by filing date | |
| MONARCH CASINO & RESORT INC | 609027107 | COM | 683 | $12,000 | thousands by filing date | |
| ANSYS INC COM | 03662Q105 | COM | 133 | $12,000 | thousands by filing date | |
| COMMUNITY TRUST BANCORP INC | 204149108 | COMMON STOCK | 328 | $12,000 | thousands by filing date | |
| CASCADE MICROTECH INC | 147322101 | COMMON STOCK | 815 | $12,000 | thousands by filing date | |
| HANDY & HARMAN LTD | 410315105 | COMMON STOCK | 481 | $12,000 | thousands by filing date | |
| Delta Apparel Inc | 247368103 | COM | 694 | $12,000 | thousands by filing date | |
| BSQUARE CORP | 11776U300 | COM | 1,857 | $12,000 | thousands by filing date | |
| BREEZE-EASTERN CORP | 106764103 | COMM STK | 839 | $12,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 169 | $11,000 | thousands by filing date | |
| RYMAN HOSPITALITY PPTYS INC COM | 78377T107 | REIT | 215 | $11,000 | thousands by filing date | |
| NORTHFIELD BANCORP INC | 66611T108 | COMMON STOCK | 708 | $11,000 | thousands by filing date | |
| SECURITY NATL FINL CORP CL A | 814785309 | COMMON STOCK | 1,581 | $11,000 | thousands by filing date | |
| ROCKY BRANDS INC | 774515100 | COMMON STOCK | 746 | $11,000 | thousands by filing date | |
| MANNATECH INC | 563771203 | COM NEW | 558 | $11,000 | thousands by filing date | |
| FINISH LINE/THE CL A | 317923100 | COM | 556 | $11,000 | thousands by filing date | |
| RED LION HOTELS CORP | 756764106 | COM | 1,282 | $11,000 | thousands by filing date | |
| METTLER TOLEDO INTERNATIONAL COM | 592688105 | Stock | 35 | $10,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 222 | $10,000 | thousands by filing date | |
| TRANSALTA CORP | 89346D107 | COM | 2,251 | $10,000 | thousands by filing date | |
| WILLDAN GROUP INC | 96924N100 | COM | 890 | $10,000 | thousands by filing date | |
| FIRST BANCORP INC ME | 31866P102 | COMMON STOCK | 546 | $10,000 | thousands by filing date | |
| C F FINANCIAL CORP | 12466Q104 | COMMON STOCK | 279 | $10,000 | thousands by filing date | |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 627 | $10,000 | thousands by filing date | |
| MID AMERICA APARTMENT COMMUNITIES INC. | 59522J103 | Common Stock, par value $0.01 per share | 106 | $9,000 | thousands by filing date | |
| NETGEAR INC | 64111Q104 | COM | 293 | $9,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 175 | $9,000 | thousands by filing date | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 118 | $9,000 | thousands by filing date | |
| US ECOLOGY INC COM | 91732J102 | COM | 186 | $9,000 | thousands by filing date | |
| NCI INC-CLASS A | 62886K104 | COMMON STOCK | 647 | $9,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 198 | $9,000 | thousands by filing date | |
| STARRETT (L.S.) CO -CL A | 855668109 | CL A | 765 | $9,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 88 | $8,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 78 | $8,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 146 | $8,000 | thousands by filing date | |
| DIAMONDROCK HOSPITALITY CO | 252784301 | COM | 768 | $8,000 | thousands by filing date | |
| MOELIS & CO | 60786M105 | CL A | 322 | $8,000 | thousands by filing date | |
| AMES NATIONAL CORP | 031001100 | COMMON STOCK | 360 | $8,000 | thousands by filing date | |
| VALIDUS HOLDINGS LTD | G9319H102 | COM SHS | 192 | $8,000 | thousands by filing date | |
| SL INDS INC | 784413106 | COMMON STOCK | 235 | $8,000 | thousands by filing date | |
| HERSHA HOSPITALITY TR | 427825500 | PR SHS BEN INT | 339 | $8,000 | thousands by filing date | |
| MARLIN BUSINESS SVCS CORP | 571157106 | COM | 494 | $8,000 | thousands by filing date | |
| AMERICAN NATL BANKSHARES INC | 027745108 | COM | 343 | $8,000 | thousands by filing date | |
| PAPA MURPHYS HLDGS INC | 698814100 | COM | 569 | $8,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 113 | $7,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 83 | $7,000 | thousands by filing date | |
| KEMPER CORP COM | 488401100 | Stock | 190 | $7,000 | thousands by filing date | |
| INNOSPEC INC | 45768S105 | COM | 143 | $7,000 | thousands by filing date | |
| SIERRA BANCORP | 82620P102 | COM | 444 | $7,000 | thousands by filing date | |
| RCI HOSPITALITY HOLDINGS INC | 74934Q108 | COMMON STOCK | 640 | $7,000 | thousands by filing date | |
| OLD SECOND BANCORP INC | 680277100 | COMMON STOCK | 1,160 | $7,000 | thousands by filing date | |
| FLANIGANS ENTERPRISES INC | 338517105 | COM | 246 | $7,000 | thousands by filing date | |
| NUTRACEUTICAL INTERNATIONAL | 67060Y101 | COMMON STOCK | 304 | $7,000 | thousands by filing date | |
| NATIONAL GRID PLC | 636274300 | SPONSORED ADR NE | 97 | $7,000 | thousands by filing date | |
| TOWERS WATSON & CO | 891894107 | CL A | 52 | $7,000 | thousands by filing date | |
| ALASKA COMMUNICATIONS SYS GR | 01167P101 | COM | 3,417 | $7,000 | thousands by filing date | |
| CHARTER FINANCIAL CORP | 16122W108 | COM | 585 | $7,000 | thousands by filing date | |
| OCEAN SHORE HLDG CO NEW | 67501R103 | COM | 466 | $7,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 78 | $6,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 73 | $6,000 | thousands by filing date | |
| OIL DRI CORP AMER COM | 677864100 | Stock | 275 | $6,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 86 | $6,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 128 | $6,000 | thousands by filing date | |
| INFORMATION SVCS GROUP INC | 45675Y104 | COM | 1,458 | $6,000 | thousands by filing date | |
| WADDELL & REED FINL INC | 930059100 | CL A | 133 | $6,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 341 | $6,000 | thousands by filing date | |
| CLIMB GLOBAL SOLUTIONS INC | 946760105 | COMMON STOCK | 351 | $6,000 | thousands by filing date | |
| KINGSTONE COS INC | 496719105 | COMMON STOCK | 640 | $6,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 69 | $6,000 | thousands by filing date | |
| MIDSOUTH BANCORP INC | 598039105 | COMMON STOCK | 522 | $6,000 | thousands by filing date | |
| ROUSE PPTYS INC | 779287101 | COM | 411 | $6,000 | thousands by filing date | |
| SUPREME INDS INC-CLASS A | 868607102 | CL A | 666 | $6,000 | thousands by filing date | |
| AEP INDUSTRIES INC | 001031103 | COM | 108 | $6,000 | thousands by filing date | |
| MUTUALFIRST FINANCIAL INC | 62845B104 | COM | 271 | $6,000 | thousands by filing date | |
| AGRIA CORP | 00850H103 | SPONSORED ADR | 4,668 | $6,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 55 | $5,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 65 | $5,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 65 | $5,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 102 | $5,000 | thousands by filing date | |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 204 | $5,000 | thousands by filing date | |
| AVISTA CORP COM | 05379B107 | Stock | 156 | $5,000 | thousands by filing date | |
| MIDDLESEX WTR CO | 596680108 | COM | 208 | $5,000 | thousands by filing date | |
| TECHTARGET INC | 87874R100 | COM | 635 | $5,000 | thousands by filing date | |
| SUNSTONE HOTEL INVS INC NEW | 867892101 | COM | 345 | $5,000 | thousands by filing date | |
| NORTHRIM BANCORP INC | 666762109 | COMMON STOCK | 176 | $5,000 | thousands by filing date | |
| WILLIS LEASE FINANCE CORP | 970646105 | COMMON STOCK | 273 | $5,000 | thousands by filing date | |
| INVESTORS TITLE CO | 461804106 | COMMON STOCK | 67 | $5,000 | thousands by filing date | |
| REGIONAL MANAGEMENT CORP | 75902K106 | COMMON STOCK | 333 | $5,000 | thousands by filing date | |
| PS BUSINESS PKS INC CALIF | 69360J107 | COM | 67 | $5,000 | thousands by filing date | |
| INUVO INC | 46122W204 | COM NEW | 1,642 | $5,000 | thousands by filing date | |
| FELCOR LODGING TR INC | 31430F101 | COM | 654 | $5,000 | thousands by filing date | |
| NICHOLAS FINANCIAL INC | 65373J209 | COM NEW | 382 | $5,000 | thousands by filing date | |
| LUXOTTICA GROUP SPA ADR | 55068R202 | SPONS ADR | 69 | $5,000 | thousands by filing date | |
| WEST MARINE INC | 954235107 | COM | 530 | $5,000 | thousands by filing date | |
| PREMIER FINL BANCORP INC | 74050M105 | COM | 340 | $5,000 | thousands by filing date | |
| GENESIS HEALTHCARE CLASS A | 37185X106 | COMMON STOCK | 798 | $5,000 | thousands by filing date | |
| ESSENDANT INC | 296689102 | COM | 162 | $5,000 | thousands by filing date | |
| PRUDENTIAL BANCORP INC NEW | 74431A101 | COM | 313 | $5,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 40 | $4,000 | thousands by filing date | |
| FIRST INDL RLTY TR INC COM | 32054K103 | REIT | 183 | $4,000 | thousands by filing date | |
| UNILEVER PLC | 904767704 | SPON ADR NEW | 89 | $4,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 81 | $4,000 | thousands by filing date | |
| QTS RLTY TR INC | 74736A103 | COM CL A | 98 | $4,000 | thousands by filing date | |
| PARKE BANCORP INC | 700885106 | COMMON STOCK | 293 | $4,000 | thousands by filing date | |
| ADAMS RESOURCES & ENERGY INC | 006351308 | COMMON STOCK | 90 | $4,000 | thousands by filing date | |
| WIRELESS TELECOM GROUP INC | 976524108 | COM | 2,006 | $4,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 32 | $3,000 | thousands by filing date | |
| SAUL CTRS INC COM | 804395101 | REIT | 54 | $3,000 | thousands by filing date | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 103 | $3,000 | thousands by filing date | |
| INGREDION INC COM | 457187102 | Stock | 29 | $3,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 36 | $3,000 | thousands by filing date | |
| WELLTOWER INC COM | 95040Q104 | REIT | 43 | $3,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 104 | $3,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 45 | $3,000 | thousands by filing date | |
| FOX FACTORY HLDG CORP | 35138V102 | COM | 152 | $3,000 | thousands by filing date | |
| NV5 HOLDINGS, INC | 62945V109 | COM | 161 | $3,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 72 | $3,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 47 | $3,000 | thousands by filing date | |
| BUILD-A-BEAR WORKSHOP INC | 120076104 | COM | 138 | $3,000 | thousands by filing date | |
| NORWOOD FINANCIAL CORP | 669549107 | COMMON STOCK | 112 | $3,000 | thousands by filing date | |
| OMEGA FLEX INC | 682095104 | COMMON STOCK | 81 | $3,000 | thousands by filing date | |
| LANDMARK BANCORP INC | 51504L107 | COMMON STOCK | 102 | $3,000 | thousands by filing date | |
| FIRST BUSINESS FINANCIAL SER | 319390100 | COMMON STOCK | 122 | $3,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 74 | $3,000 | thousands by filing date | |
| HENNESSY ADVISORS INC | 425885100 | COM | 115 | $3,000 | thousands by filing date | |
| ATA CREATIVITY GLOBAL | 00211V106 | SPONSORED ADS | 1,009 | $3,000 | thousands by filing date | |
| CORECIVIC INC | 22025Y407 | COM | 97 | $3,000 | thousands by filing date | |
| FIRST ACCEP CORP | 318457108 | COMMON STOCK | 1,000 | $3,000 | thousands by filing date | |
| CENTRAL VY CMNTY BANCORP | 155685100 | COM | 216 | $3,000 | thousands by filing date | |
| GORDMANS STORES INC | 38269P100 | COM | 987 | $3,000 | thousands by filing date | |
| RELM WIRELESS CORP | 759525108 | COM | 649 | $3,000 | thousands by filing date | |
| EMCORE CORP | 290846203 | COM | 491 | $3,000 | thousands by filing date | |
| MRV COMMUNICATIONS INC | 553477407 | COMMON | 190 | $3,000 | thousands by filing date | |
| COMMUNITY BANKERS TRUST CORP | 203612106 | COM | 689 | $3,000 | thousands by filing date | |
| GLOBALSCAPE INC | 37940G109 | COM | 817 | $3,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 62 | $2,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 23 | $2,000 | thousands by filing date | |
| EMCOR GROUP INC COM | 29084Q100 | Stock | 54 | $2,000 | thousands by filing date | |
| OMEGA HEALTHCARE INVS INC COM | 681936100 | REIT | 53 | $2,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 30 | $2,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 40 | $2,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 44 | $2,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 44 | $2,000 | thousands by filing date | |
| SANOFI SA SPONSORED ADR | 80105N105 | ADR | 32 | $2,000 | thousands by filing date | |
| SHOE STA GROUP INC | 824889109 | COM | 79 | $2,000 | thousands by filing date | |
| ONE LIBERTY PROPERTIES INC | 682406103 | REIT | 101 | $2,000 | thousands by filing date | |
| ORRSTOWN FINL SERVICES INC | 687380105 | COMMON STOCK | 143 | $2,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 8 | $2,000 | thousands by filing date | |
| RIVERVIEW BANCORP INC | 769397100 | COM | 384 | $2,000 | thousands by filing date | |
| ESPEY MFG &ELECTRONICS CORP | 296650104 | COM | 82 | $2,000 | thousands by filing date | |
| COLUMBIA PROPERTY TRUST INC | 198287203 | COM NEW | 70 | $2,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 68 | $2,000 | thousands by filing date | |
| SAGA COMMUNICATIONS INC | 786598300 | CL A NEW | 63 | $2,000 | thousands by filing date | |
| AIR T INC | 009207101 | COM | 105 | $2,000 | thousands by filing date | |
| MACATAWA BANK CORP | 554225102 | COMMON STOCK | 448 | $2,000 | thousands by filing date | |
| INFINITY PROPERTY & CASUALTY | 45665Q103 | COMMON STOCK | 21 | $2,000 | thousands by filing date | |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 96 | $2,000 | thousands by filing date | |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 80 | $2,000 | thousands by filing date | |
| NATIONAL INTERSTATE CORP | 63654U100 | COM | 89 | $2,000 | thousands by filing date | |
| TESSCO TECHNOLOGIES INC | 872386107 | COM | 105 | $2,000 | thousands by filing date | |
| SPAN AMER MED SYS INC | 846396109 | COM | 133 | $2,000 | thousands by filing date | |
| SPARTAN MTRS INC | 846819100 | COM | 456 | $2,000 | thousands by filing date | |
| DIVERSICARE HEALTHCARE SVCS | 255104101 | COM | 202 | $2,000 | thousands by filing date | |
| M B T FINANCIAL CORP | 578877102 | Stock | 381 | $2,000 | thousands by filing date | |
| 1ST CONSTITUTION BANCORP | 31986N102 | COM | 209 | $2,000 | thousands by filing date | |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 7 | $1,000 | thousands by filing date | |
| HORACE MANN EDUCATORS CORP NEW COM | 440327104 | Stock | 44 | $1,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 12 | $1,000 | thousands by filing date | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 34 | $1,000 | thousands by filing date | |
| HALLADOR ENERGY COMPANY | 40609P105 | COM | 94 | $1,000 | thousands by filing date | |
| MYR GROUP INC | 55405W104 | COM | 50 | $1,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 20 | $1,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 72 | $1,000 | thousands by filing date | |
| SCHWEITZER-MAUDUIT INTL INC | 808541106 | COM | 20 | $1,000 | thousands by filing date | |
| KAMAN CORP-CLASS A | 483548103 | COM | 18 | $1,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 11 | $1,000 | thousands by filing date | |
| ALLEGHANY CORP DEL | 017175100 | COM | 3 | $1,000 | thousands by filing date | |
| HOME BANCORP INC | 43689E107 | COMMON STOCK | 46 | $1,000 | thousands by filing date | |
| UNIFI INC | 904677200 | COM NEW | 20 | $1,000 | thousands by filing date | |
| HARRIS CORP INC | 413875105 | COM | 7 | $1,000 | thousands by filing date | |
| SINOPEC SHANGHAI PETROCHEMIC | 82935M109 | SPON ADR H | 16 | $1,000 | thousands by filing date | |
| BIG 5 SPORTING GOODS CORP | 08915P101 | COM | 78 | $1,000 | thousands by filing date | |
| INGRAM MICRO INC | 457153104 | CL A | 20 | $1,000 | thousands by filing date | |
| POST PPTYS INC | 737464107 | COM | 18 | $1,000 | thousands by filing date | |
| RR DONNELLEY + SONS CO | 257867101 | COM | 59 | $1,000 | thousands by filing date | |
| NAVIGANT CONSULTING INC | 63935N107 | COM | 70 | $1,000 | thousands by filing date | |
| PCM INC | 69323K100 | COM | 118 | $1,000 | thousands by filing date | |
| MONARCH FINANCIAL HOLDINGS | 60907Q100 | COM | 44 | $1,000 | thousands by filing date | |
| First Horizon Corporation | 320517105 | Common Capital Stock, par value $0.625 per share | 0 | $0 | thousands by filing date | Value filed as zero, left out of ratios.Amount filed as zero, left out of ratios. |
| KONINKLIJKE PHILIPS N V NY REGIS SHS NEW | 500472303 | ADR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OMNICOM GROUP INC COM | 681919106 | Stock | 7 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| J & J SNACK FOODS CORP COM | 466032109 | Stock | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WD 40 CO COM | 929236107 | Stock | 8 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| INDEPENDENT BK CORP MASS | 453836108 | COM | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EXPONENT INC | 30214U102 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TETRA TECH INC NEW | 88162G103 | COM | 15 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TIMKEN CO | 887389104 | COM | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CANADIAN SOLAR INC | 136635109 | COM | 19 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MEDIFAST INC | 58470H101 | COM | 14 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RAYTHEON CO | 755111507 | COM NEW | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TOOTSIE ROLL INDS INC | 890516107 | COM | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SUPERIOR GROUP OF COS INC | 868358102 | COMMON STOCK | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SEASPINE HLDGS CORP | 81255T108 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HAWAIIAN HOLDINGS INC | 419879101 | COM | 18 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| STAPLES INC | 855030102 | COM | 27 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CARE CAP PPTYS INC | 141624106 | COM | 11 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001423442-15-000010 | this filing | 2015-11-12 | acceptance time not in the bulk data set |