O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2016 Filing
Filed May 13, 2016
Portfolio Value
$4.0T
Holdings
930
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (930 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | TRVTRAVELERS COMPANIES INC COM | 1,291,714 | $151.7B | 3.80% | |
| 2 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,668,772 | $143.3B | 3.60% | |
| 3 | NOCNORTHROP GRUMMAN CORP COM | 651,507 | $129.5B | 3.25% | |
| 4 | ITWILLINOIS TOOL WKS INC COM | 1,202,099 | $123.4B | 3.09% | |
| 5 | CTLEURCENTURYLINK INC COM | 3,747,500 | $119.4B | 3.00% | |
| 6 | BBBYEURBED BATH & BEYOND INC COM | 2,059,687 | $102.1B | 2.56% | |
| 7 | KOCOCA COLA ENTERPRISES INC NE COM | 1,696,690 | $86.7B | 2.17% | |
| 8 | NOVEURNATIONAL OILWELL VARCO INC COM | 2,724,791 | $84.7B | 2.13% | |
| 9 | PHPARKER HANNIFIN CORP COM | 741,990 | $82.4B | 2.07% | |
| 10 | —CBS CORP NEW CL B | 1,444,806 | $78.9B | 1.98% | |
| 11 | EMREMERSON ELEC CO COM | 1,311,381 | $71.5B | 1.79% | |
| 12 | FDO.FMACY'S INC COM | 1,546,302 | $68.2B | 1.71% | |
| 13 | RYROYAL BK CDA MONTREAL QUE COM | 1,066,193 | $62.1B | 1.56% | |
| 14 | MSIMOTOROLA SOLUTIONS COM | 802,376 | $60.1B | 1.51% | |
| 15 | GLWCORNING INC COM | 2,638,100 | $55.0B | 1.38% | |
| 16 | HIGHARTFORD FINL SVCS GROUP INC COM | 1,135,641 | $52.6B | 1.32% | |
| 17 | —MICHAEL KORS HLDGS LTD SHS | 924,195 | $52.6B | 1.32% | |
| 18 | MARMARRIOTT INTL INC NEW CL A | 715,407 | $51.2B | 1.28% | |
| 19 | VLOVALERO ENERGY CORP NEW COM | 791,135 | $50.6B | 1.27% | |
| 20 | STXSEAGATE TECHNOLOGY SHS | 1,452,545 | $49.6B | 1.24% | |
| 21 | MOSMOSAIC CO COM | 1,755,319 | $49.4B | 1.24% | |
| 22 | BMOBANK MONTREAL QUE COM | 750,939 | $45.8B | 1.15% | |
| 23 | CATCATERPILLAR INC DEL COM | 581,632 | $44.5B | 1.12% | |
| 24 | ALSALLSTATE CORP COM | 634,264 | $43.0B | 1.08% | |
| 25 | SIRIEURSIRIUS XM HOLDINGS INC COM | 10,599,001 | $42.0B | 1.05% | |
| 26 | PNRPENTAIR PLC SHS | 775,565 | $41.9B | 1.05% | |
| 27 | FLRFLUOR CORP NEW COM | 761,089 | $41.4B | 1.04% | |
| 28 | JNPJUNIPER NETWORKS INC COM | 1,521,091 | $38.8B | 0.97% | |
| 29 | MGAMAGNA INTL INC COM | 878,497 | $38.0B | 0.95% | |
| 30 | IBMINTERNATIONAL BUSINESS MACHS COM | 245,400 | $36.4B | 0.91% | |
| 31 | NTAPNETAPP INC COM | 1,354,101 | $36.1B | 0.91% | |
| 32 | —NTT DOCOMO INC SPONS ADR | 1,526,501 | $36.1B | 0.91% | |
| 33 | LIESUN LIFE FINL INC COM | 1,093,874 | $35.2B | 0.88% | |
| 34 | HESHESS CORP COM | 679,772 | $34.6B | 0.87% | |
| 35 | VIABVIACOM INC NEW CL B | 857,827 | $34.4B | 0.86% | |
| 36 | BABOEING CO COM | 255,566 | $32.9B | 0.82% | |
| 37 | MFCMANULIFE FINL CORP COM | 2,215,461 | $31.6B | 0.79% | |
| 38 | KSSKOHLS CORP COM | 668,851 | $30.8B | 0.77% | |
| 39 | BNSBANK OF NOVA SCOTIA | 620,403 | $30.4B | 0.76% | |
| 40 | —EXPRESS SCRIPTS HLDG CO COM | 436,023 | $30.1B | 0.76% | |
| 41 | AIGAMERICAN INTL GROUP INC COM | 537,704 | $29.3B | 0.74% | |
| 42 | GSKGLAXOSMITHKLINE PLC SPONSORED ADR | 687,000 | $28.0B | 0.70% | |
| 43 | VOYAVOYA FINANCIAL INC COM | 849,254 | $25.9B | 0.65% | |
| 44 | MCDMCDONALDS CORP COM | 204,031 | $25.7B | 0.64% | |
| 45 | CLSCA INC COM | 792,672 | $24.5B | 0.61% | |
| 46 | —XL GROUP PLC SHS | 662,944 | $24.5B | 0.61% | |
| 47 | HRBBLOCK H & R INC COM | 913,991 | $24.1B | 0.61% | |
| 48 | ASHASHLAND INC NEW COM | 217,488 | $24.1B | 0.60% | |
| 49 | INTCINTEL CORP COM | 733,210 | $24.0B | 0.60% | |
| 50 | —TWENTY FIRST CENTY FOX INC CL A | 825,275 | $23.0B | 0.58% | |
| 51 | ELVANTHEM INC COM | 155,509 | $21.8B | 0.55% | |
| 52 | —DOW CHEM CO COM | 422,235 | $21.7B | 0.55% | |
| 53 | —NEVSUN RES LTD COM | 6,578,702 | $21.6B | 0.54% | |
| 54 | IPINTL PAPER CO COM | 515,355 | $21.1B | 0.53% | |
| 55 | GIBGROUPE CGI INC CL A SUB VTG | 436,912 | $20.9B | 0.52% | |
| 56 | PSXPHILLIPS 66 COM | 230,814 | $20.2B | 0.51% | |
| 57 | CEOCNOOC LTD SPONSORED ADR | 166,724 | $19.6B | 0.49% | |
| 58 | HDHOME DEPOT INC COM | 146,713 | $19.6B | 0.49% | |
| 59 | PFEPFIZER INC COM | 647,323 | $19.5B | 0.49% | |
| 60 | MPCMARATHON PETE CORP COM | 524,544 | $19.2B | 0.48% | |
| 61 | TSSTOTAL SYS SVCS INC COM | 403,876 | $18.9B | 0.47% | |
| 62 | SBUXSTARBUCKS CORP COM | 302,948 | $18.2B | 0.46% | |
| 63 | TELTE CONNECTIVITY LTD REG SHS | 284,803 | $17.4B | 0.44% | |
| 64 | —COACH INC COM | 424,435 | $17.1B | 0.43% | |
| 65 | DOVDOVER CORP COM | 260,366 | $16.7B | 0.42% | |
| 66 | RDS/AROYAL DUTCH SHELL PLC SPONS ADR A | 339,612 | $16.7B | 0.42% | |
| 67 | DISCAUSDDISCOVERY COMMUNICATIONS INC CL A COM | 590,166 | $16.6B | 0.42% | |
| 68 | UFSDOMTAR CORP COM | 422,141 | $16.4B | 0.41% | |
| 69 | ORLYO REILLY AUTOMOTIVE INC NEW COM | 57,497 | $15.9B | 0.40% | |
| 70 | —BHP BILLITON PLC SPONSORED ADR | 678,737 | $15.6B | 0.39% | |
| 71 | AALAMERICAN AIRLS GROUP INC COM | 374,943 | $15.5B | 0.39% | |
| 72 | W3UWESTERN UN CO COM | 716,497 | $13.8B | 0.35% | |
| 73 | BBYBEST BUY INC COM | 431,069 | $13.6B | 0.34% | |
| 74 | GMGENERAL MTRS CO COM | 432,750 | $13.4B | 0.34% | |
| 75 | PWRQUANTA SVCS INC COM | 579,094 | $13.1B | 0.33% | |
| 76 | MOALTRIA GROUP INC COM | 197,191 | $12.3B | 0.31% | |
| 77 | CVXCHEVRON CORP NEW COM | 127,525 | $12.1B | 0.30% | |
| 78 | TRITHOMSON REUTERS CORP COM | 299,226 | $12.1B | 0.30% | |
| 79 | CLXCLOROX CO DEL COM | 93,546 | $12.0B | 0.30% | |
| 80 | JNJJOHNSON & JOHNSON COM | 101,018 | $11.0B | 0.28% | |
| 81 | —MONSANTO CO NEW COM | 119,570 | $10.9B | 0.27% | |
| 82 | CFCF INDS HLDGS INC COM | 333,425 | $10.7B | 0.27% | |
| 83 | PRUPRUDENTIAL FINL INC COM | 138,517 | $10.1B | 0.25% | |
| 84 | A4SAMERIPRISE FINL INC COM | 105,667 | $10.1B | 0.25% | |
| 85 | FISVFISERV INC COM | 98,641 | $10.1B | 0.25% | |
| 86 | METMETLIFE INC COM | 223,496 | $10.0B | 0.25% | |
| 87 | SF9SANDERSON FARMS INC COM | 110,659 | $10.0B | 0.25% | |
| 88 | NUENUCOR CORP COM | 205,607 | $9.9B | 0.25% | |
| 89 | ABEVAMBEV SA SPONSORED ADR | 1,887,339 | $9.9B | 0.25% | |
| 90 | JEGBPJUST ENERGY GROUP INC COM | 1,562,538 | $9.6B | 0.24% | |
| 91 | CAJPYCANON INC SPONSORED ADR | 318,879 | $9.5B | 0.24% | |
| 92 | —KLONDEX MNS LTD COM | 3,480,021 | $9.5B | 0.24% | |
| 93 | HBC2HSBC HLDGS PLC SPON ADR NEW | 293,996 | $9.3B | 0.23% | |
| 94 | —DR PEPPER SNAPPLE GROUP INC COM | 97,930 | $8.8B | 0.22% | |
| 95 | TTELUS CORP COM | 261,198 | $8.6B | 0.22% | |
| 96 | RBAGBPRITCHIE BROS AUCTIONEERS COM | 297,104 | $8.2B | 0.20% | |
| 97 | CLSEURCELESTICA INC SUB VTG SHS | 741,745 | $8.1B | 0.20% | |
| 98 | BACVERIZON COMMUNICATIONS INC COM | 148,133 | $8.0B | 0.20% | |
| 99 | TWXCHFTIME WARNER INC COM | 110,810 | $8.0B | 0.20% | |
| 100 | NPKNATIONAL PRESTO INDS INC COM | 94,346 | $7.9B | 0.20% |
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