O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2017 Filing
Filed May 11, 2017
Portfolio Value
$4.2T
Holdings
889
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (889 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABOEING CO COM | 922,211 | $163.1B | 3.85% | |
| 2 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,559,568 | $142.2B | 3.35% | |
| 3 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 1,982,338 | $140.0B | 3.30% | |
| 4 | BBYBEST BUY INC COM | 2,705,712 | $133.0B | 3.14% | |
| 5 | TRVTRAVELERS COMPANIES INC COM | 1,093,940 | $131.9B | 3.11% | |
| 6 | A4SAMERIPRISE FINL INC COM | 981,353 | $127.3B | 3.00% | |
| 7 | VLOVALERO ENERGY CORP NEW COM | 1,818,357 | $120.5B | 2.84% | |
| 8 | TELTE CONNECTIVITY LTD REG SHS | 1,530,517 | $114.1B | 2.69% | |
| 9 | CTLEURCENTURYLINK INC COM | 4,175,857 | $98.4B | 2.32% | |
| 10 | MCDMCDONALDS CORP COM | 655,295 | $84.9B | 2.00% | |
| 11 | GILDGILEAD SCIENCES INC COM | 1,149,920 | $78.1B | 1.84% | |
| 12 | KSSKOHLS CORP COM | 1,855,242 | $73.9B | 1.74% | |
| 13 | ALSALLSTATE CORP COM | 868,612 | $70.8B | 1.67% | |
| 14 | AMATAPPLIED MATLS INC COM | 1,718,808 | $66.9B | 1.58% | |
| 15 | AXPAMERICAN EXPRESS CO COM | 831,873 | $65.8B | 1.55% | |
| 16 | MARMARRIOTT INTL INC NEW CL A | 696,815 | $65.6B | 1.55% | |
| 17 | GMGENERAL MTRS CO COM | 1,752,049 | $62.0B | 1.46% | |
| 18 | DYHTARGET CORP COM | 1,078,869 | $59.5B | 1.40% | |
| 19 | RYROYAL BK CDA MONTREAL QUE COM | 795,346 | $57.8B | 1.36% | |
| 20 | —WHOLE FOODS MKT INC COM | 1,931,337 | $57.4B | 1.35% | |
| 21 | LNCLINCOLN NATL CORP IND COM | 862,705 | $56.5B | 1.33% | |
| 22 | WYNEURWYNDHAM WORLDWIDE CORP COM | 667,237 | $56.2B | 1.33% | |
| 23 | STXSEAGATE TECHNOLOGY SHS | 1,187,315 | $54.5B | 1.29% | |
| 24 | DFSEURDISCOVER FINL SVCS COM | 790,964 | $54.1B | 1.28% | |
| 25 | YUMYUM BRANDS INC COM | 789,013 | $50.4B | 1.19% | |
| 26 | —CBS CORP NEW CL B | 717,006 | $49.7B | 1.17% | |
| 27 | AALAMERICAN AIRLS GROUP INC COM | 1,156,701 | $48.9B | 1.15% | |
| 28 | UTXZUNITED TECHNOLOGIES CORP COM | 425,011 | $47.7B | 1.12% | |
| 29 | NOCNORTHROP GRUMMAN CORP COM | 187,093 | $44.5B | 1.05% | |
| 30 | MSIMOTOROLA SOLUTIONS INC COM NEW | 490,758 | $42.3B | 1.00% | |
| 31 | GEGENERAL ELECTRIC CO COM | 1,340,861 | $40.0B | 0.94% | |
| 32 | LIESUN LIFE FINL INC COM | 1,093,530 | $39.8B | 0.94% | |
| 33 | CMICUMMINS INC COM | 250,166 | $37.8B | 0.89% | |
| 34 | —XL GROUP LTD SHS | 939,043 | $37.4B | 0.88% | |
| 35 | —EXPRESS SCRIPTS HLDG CO COM | 543,901 | $35.8B | 0.85% | |
| 36 | FDO.FMACY'S INC COM | 1,204,498 | $35.7B | 0.84% | |
| 37 | NOVEURNATIONAL OILWELL VARCO INC COM | 857,934 | $34.4B | 0.81% | |
| 38 | BNSBANK N S HALIFAX COM | 584,502 | $34.1B | 0.80% | |
| 39 | ADMARCHER DANIELS MIDLAND CO COM | 726,783 | $33.5B | 0.79% | |
| 40 | AEGAEGON N V NY REGISTRY SH | 6,483,327 | $33.3B | 0.78% | |
| 41 | —TWENTY FIRST CENTY FOX INC CL A | 998,938 | $32.4B | 0.76% | |
| 42 | CLSCA INC COM | 947,307 | $30.0B | 0.71% | |
| 43 | SYYSYSCO CORP COM | 555,813 | $28.9B | 0.68% | |
| 44 | QCOMQUALCOMM INC COM | 499,756 | $28.7B | 0.68% | |
| 45 | HIGHARTFORD FINL SVCS GROUP INC COM | 591,734 | $28.4B | 0.67% | |
| 46 | MFCMANULIFE FINL CORP COM | 1,589,709 | $28.1B | 0.66% | |
| 47 | JNPJUNIPER NETWORKS INC COM | 1,004,507 | $28.0B | 0.66% | |
| 48 | GLWCORNING INC COM | 951,564 | $25.7B | 0.61% | |
| 49 | BBBYEURBED BATH & BEYOND INC COM | 611,305 | $24.1B | 0.57% | |
| 50 | TDTORONTO DOMINION BK ONT COM NEW | 450,479 | $22.5B | 0.53% | |
| 51 | PWRQUANTA SVCS INC COM | 587,931 | $21.8B | 0.51% | |
| 52 | HRBBLOCK H & R INC COM | 920,073 | $21.4B | 0.50% | |
| 53 | —CRH MEDICAL CORP COM | 2,584,531 | $21.1B | 0.50% | |
| 54 | MSCIMSCI INC COM | 207,181 | $20.1B | 0.47% | |
| 55 | SIRIEURSIRIUS XM HOLDINGS INC COM | 3,803,407 | $19.6B | 0.46% | |
| 56 | IPINTL PAPER CO COM | 374,813 | $19.0B | 0.45% | |
| 57 | GIBGROUPE CGI INC CL A SUB VTG | 390,444 | $18.7B | 0.44% | |
| 58 | NTAPNETAPP INC COM | 426,385 | $17.8B | 0.42% | |
| 59 | CMCDN IMPERIAL BK COMM TORONTO COM | 198,987 | $17.1B | 0.40% | |
| 60 | PG4PRINCIPAL FINL GROUP INC COM | 264,594 | $16.7B | 0.39% | |
| 61 | IBMINTERNATIONAL BUSINESS MACHS COM | 95,683 | $16.7B | 0.39% | |
| 62 | EMREMERSON ELEC CO COM | 274,451 | $16.4B | 0.39% | |
| 63 | —DOW CHEM CO COM | 248,914 | $15.8B | 0.37% | |
| 64 | ABXBARRICK GOLD CORP COM | 792,517 | $15.0B | 0.35% | |
| 65 | METMETLIFE INC COM | 265,114 | $14.0B | 0.33% | |
| 66 | NVDANVIDIA CORP COM | 125,443 | $13.7B | 0.32% | |
| 67 | OSBCADNORBORD INC COM NEW | 436,280 | $12.4B | 0.29% | |
| 68 | SKMEURSK TELECOM LTD SPONSORED ADR | 473,351 | $11.9B | 0.28% | |
| 69 | BPBP PLC SPONSORED ADR | 333,425 | $11.5B | 0.27% | |
| 70 | CAECAE INC COM | 714,757 | $10.9B | 0.26% | |
| 71 | —TRINSEO S A SHS | 159,268 | $10.7B | 0.25% | |
| 72 | AEISADVANCED ENERGY INDS COM | 153,822 | $10.5B | 0.25% | |
| 73 | PFEPFIZER INC COM | 290,304 | $9.9B | 0.23% | |
| 74 | CEOCNOOC LTD SPONSORED ADR | 79,788 | $9.6B | 0.23% | |
| 75 | HBC2HSBC HLDGS PLC SPON ADR NEW | 226,828 | $9.3B | 0.22% | |
| 76 | TTENTOTAL S A SPONSORED ADR | 181,635 | $9.2B | 0.22% | |
| 77 | S9QSPIRIT AEROSYSTEMS HLDGS INC COM CL A | 149,287 | $8.6B | 0.20% | |
| 78 | W3UWESTERN UN CO COM | 424,528 | $8.6B | 0.20% | |
| 79 | HCAHCA HEALTHCARE INC COM | 95,834 | $8.5B | 0.20% | |
| 80 | SANMSANMINA CORPORATION COM | 207,735 | $8.4B | 0.20% | |
| 81 | ABBVABBVIE INC COM | 129,340 | $8.4B | 0.20% | |
| 82 | PRUPRUDENTIAL FINL INC COM | 77,504 | $8.3B | 0.19% | |
| 83 | ZIONZIONS BANCORPORATION COM | 193,721 | $8.1B | 0.19% | |
| 84 | ITWILLINOIS TOOL WKS INC COM | 59,640 | $7.9B | 0.19% | |
| 85 | IDXXIDEXX LABS INC COM | 51,005 | $7.9B | 0.19% | |
| 86 | AZNASTRAZENECA PLC SPONSORED ADR | 251,904 | $7.8B | 0.18% | |
| 87 | GSKGLAXOSMITHKLINE PLC SPONSORED ADR | 172,573 | $7.3B | 0.17% | |
| 88 | UNMUNUM GROUP COM | 153,558 | $7.2B | 0.17% | |
| 89 | AIZASSURANT INC COM | 74,945 | $7.2B | 0.17% | |
| 90 | RBAGBPRITCHIE BROS AUCTIONEERS COM | 217,307 | $7.1B | 0.17% | |
| 91 | INTCINTEL CORP COM | 197,429 | $7.1B | 0.17% | |
| 92 | SIGSIGNET JEWELERS LIMITED SHS | 100,965 | $7.0B | 0.16% | |
| 93 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 615,070 | $6.8B | 0.16% | |
| 94 | MRSHMARSH & MCLENNAN COS INC COM | 90,157 | $6.7B | 0.16% | |
| 95 | —WI-LAN INC COM | 3,618,065 | $6.6B | 0.16% | |
| 96 | —KLONDEX MNS LTD COM | 1,696,200 | $6.6B | 0.16% | |
| 97 | CRCCANADIAN NAT RES LTD COM | 199,611 | $6.5B | 0.15% | |
| 98 | TECK/BTECK RESOURCES LTD CL B | 296,942 | $6.5B | 0.15% | |
| 99 | MGAMAGNA INTL INC COM | 149,779 | $6.4B | 0.15% | |
| 100 | COFCAPITAL ONE FINL CORP COM | 72,016 | $6.2B | 0.15% |
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