O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2016 Filing
Filed August 11, 2016
Portfolio Value
$3.9T
Holdings
917
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (917 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | TRVTRAVELERS COMPANIES INC COM | 1,276,069 | $138.5B | 3.58% | |
| 2 | CTLEURCENTURYLINK INC COM | 4,600,303 | $121.1B | 3.13% | |
| 3 | NOCNORTHROP GRUMMAN CORP COM | 581,310 | $116.3B | 3.01% | |
| 4 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,674,844 | $113.6B | 2.94% | |
| 5 | ITWILLINOIS TOOL WKS INC COM | 1,156,063 | $107.8B | 2.79% | |
| 6 | NOVEURNATIONAL OILWELL VARCO INC COM | 3,124,630 | $94.9B | 2.46% | |
| 7 | BBBYEURBED BATH & BEYOND INC COM | 2,122,848 | $82.4B | 2.13% | |
| 8 | —CBS CORP NEW CL B | 1,476,695 | $72.5B | 1.88% | |
| 9 | PHPARKER HANNIFIN CORP COM | 757,694 | $72.1B | 1.87% | |
| 10 | EMREMERSON ELEC CO COM | 1,381,858 | $65.7B | 1.70% | |
| 11 | MARMARRIOTT INTL INC NEW CL A | 1,106,838 | $64.5B | 1.67% | |
| 12 | MSIMOTOROLA SOLUTIONS COM | 1,039,530 | $62.3B | 1.61% | |
| 13 | RYROYAL BK CDA MONTREAL QUE COM | 1,029,723 | $60.8B | 1.57% | |
| 14 | VLOVALERO ENERGY CORP NEW COM | 1,310,073 | $60.2B | 1.56% | |
| 15 | —MICHAEL KORS HLDGS LTD SHS | 1,366,953 | $59.7B | 1.54% | |
| 16 | BABOEING CO COM | 491,627 | $59.3B | 1.54% | |
| 17 | FDO.FMACY'S INC COM | 1,889,859 | $57.2B | 1.48% | |
| 18 | ALSALLSTATE CORP COM | 788,626 | $49.5B | 1.28% | |
| 19 | EFAISHARES TR MSCI EAFE ETF | 854,545 | $47.7B | 1.23% | |
| 20 | BMOBANK MONTREAL QUE COM | 747,089 | $47.4B | 1.23% | |
| 21 | HIGHARTFORD FINL SVCS GROUP INC COM | 1,151,710 | $46.8B | 1.21% | |
| 22 | CATCATERPILLAR INC DEL COM | 575,574 | $43.6B | 1.13% | |
| 23 | CCEPCOCA COLA EUROPEAN PARTNERS SHS | 1,343,434 | $42.3B | 1.09% | |
| 24 | STXSEAGATE TECHNOLOGY SHS | 1,835,814 | $41.7B | 1.08% | |
| 25 | —NTT DOCOMO INC SPONS ADR | 1,689,426 | $40.4B | 1.05% | |
| 26 | JNPJUNIPER NETWORKS INC COM | 1,959,877 | $39.1B | 1.01% | |
| 27 | TELTE CONNECTIVITY LTD REG SHS | 761,595 | $38.4B | 0.99% | |
| 28 | BBYBEST BUY INC COM | 1,296,280 | $35.9B | 0.93% | |
| 29 | LIESUN LIFE FINL INC COM | 1,091,957 | $35.5B | 0.92% | |
| 30 | GLWCORNING INC COM | 1,887,624 | $34.4B | 0.89% | |
| 31 | BNSBANK N S HALIFAX COM | 698,763 | $34.2B | 0.89% | |
| 32 | CLSCA INC COM | 1,095,070 | $33.9B | 0.88% | |
| 33 | MOSMOSAIC CO COM | 1,451,224 | $33.5B | 0.87% | |
| 34 | AALAMERICAN AIRLS GROUP INC COM | 1,323,020 | $33.4B | 0.86% | |
| 35 | KSSKOHLS CORP COM | 965,749 | $33.2B | 0.86% | |
| 36 | GMGENERAL MTRS CO COM | 1,287,105 | $32.4B | 0.84% | |
| 37 | —EXPRESS SCRIPTS HLDG CO COM | 461,227 | $30.7B | 0.79% | |
| 38 | VIABVIACOM INC NEW CL B | 789,545 | $29.5B | 0.76% | |
| 39 | GSKGLAXOSMITHKLINE PLC SPONSORED ADR | 673,748 | $29.2B | 0.76% | |
| 40 | SIRIEURSIRIUS XM HOLDINGS INC COM | 8,332,992 | $28.9B | 0.75% | |
| 41 | MCDMCDONALDS CORP COM | 238,135 | $28.2B | 0.73% | |
| 42 | NTAPNETAPP INC COM | 1,269,084 | $27.8B | 0.72% | |
| 43 | HRBBLOCK H & R INC COM | 1,262,406 | $27.2B | 0.70% | |
| 44 | ADMARCHER DANIELS MIDLAND CO COM | 700,115 | $26.9B | 0.70% | |
| 45 | AIGAMERICAN INTL GROUP INC COM | 563,894 | $26.6B | 0.69% | |
| 46 | A4SAMERIPRISE FINL INC COM | 332,713 | $26.0B | 0.67% | |
| 47 | UTXZUNITED TECHNOLOGIES CORP COM | 275,073 | $25.6B | 0.66% | |
| 48 | IPINTL PAPER CO COM | 582,260 | $24.7B | 0.64% | |
| 49 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 636,665 | $23.4B | 0.61% | |
| 50 | MGAMAGNA INTL INC COM | 626,604 | $21.9B | 0.57% | |
| 51 | CEOCNOOC LTD SPONSORED ADR | 167,576 | $20.9B | 0.54% | |
| 52 | —TWENTY FIRST CENTY FOX INC CL A | 864,170 | $20.7B | 0.54% | |
| 53 | INTCINTEL CORP COM | 630,436 | $20.7B | 0.54% | |
| 54 | —DOW CHEM CO COM | 412,549 | $20.5B | 0.53% | |
| 55 | RDS/AROYAL DUTCH SHELL PLC SPONS ADR A | 366,950 | $20.3B | 0.52% | |
| 56 | TSSTOTAL SYS SVCS INC COM | 371,206 | $19.7B | 0.51% | |
| 57 | VOYAVOYA FINANCIAL INC COM | 880,362 | $19.4B | 0.50% | |
| 58 | PWRQUANTA SVCS INC COM | 822,998 | $19.0B | 0.49% | |
| 59 | IBMINTERNATIONAL BUSINESS MACHS COM | 122,045 | $18.5B | 0.48% | |
| 60 | ASHASHLAND INC NEW COM | 179,101 | $18.3B | 0.47% | |
| 61 | MFCMANULIFE FINL CORP COM | 1,360,330 | $18.2B | 0.47% | |
| 62 | DOVDOVER CORP COM | 284,630 | $18.1B | 0.47% | |
| 63 | GIBGROUPE CGI INC CL A SUB VTG | 387,555 | $16.6B | 0.43% | |
| 64 | PNRPENTAIR PLC SHS | 321,514 | $16.5B | 0.43% | |
| 65 | —BHP BILLITON PLC SPONSORED ADR | 721,307 | $16.2B | 0.42% | |
| 66 | GEGENERAL ELECTRIC CO COM | 559,608 | $16.1B | 0.42% | |
| 67 | CMICUMMINS INC COM | 152,570 | $16.0B | 0.41% | |
| 68 | —NEVSUN RES LTD COM | 5,125,527 | $15.1B | 0.39% | |
| 69 | ABXBARRICK GOLD CORP COM | 704,275 | $14.6B | 0.38% | |
| 70 | HESHESS CORP COM | 271,038 | $14.3B | 0.37% | |
| 71 | PFEPFIZER INC COM | 403,818 | $14.2B | 0.37% | |
| 72 | CVXCHEVRON CORP NEW COM | 127,295 | $13.3B | 0.35% | |
| 73 | MOALTRIA GROUP INC COM | 190,493 | $13.1B | 0.34% | |
| 74 | UFSDOMTAR CORP COM | 361,330 | $12.7B | 0.33% | |
| 75 | CLXCLOROX CO DEL COM | 90,798 | $12.6B | 0.33% | |
| 76 | —KLONDEX MNS LTD COM | 3,435,535 | $12.5B | 0.32% | |
| 77 | —COACH INC COM | 296,273 | $12.1B | 0.31% | |
| 78 | TRITHOMSON REUTERS CORP COM | 300,084 | $12.0B | 0.31% | |
| 79 | —MONSANTO CO NEW COM | 125,695 | $11.7B | 0.30% | |
| 80 | W3UWESTERN UN CO COM | 595,514 | $11.4B | 0.30% | |
| 81 | SBUXSTARBUCKS CORP COM | 194,271 | $11.1B | 0.29% | |
| 82 | ORLYO REILLY AUTOMOTIVE INC NEW COM | 39,921 | $10.8B | 0.28% | |
| 83 | JNJJOHNSON & JOHNSON COM | 88,549 | $10.7B | 0.28% | |
| 84 | GILDGILEAD SCIENCES INC COM | 142,110 | $10.4B | 0.27% | |
| 85 | NUENUCOR CORP COM | 209,376 | $10.3B | 0.27% | |
| 86 | WMWASTE MGMT INC DEL COM | 154,096 | $10.2B | 0.26% | |
| 87 | DYHTARGET CORP COM | 161,093 | $10.2B | 0.26% | |
| 88 | METMETLIFE INC COM | 253,640 | $10.1B | 0.26% | |
| 89 | NAVINAVIENT CORP COM | 839,862 | $10.0B | 0.26% | |
| 90 | BACVERIZON COMMUNICATIONS INC COM | 177,853 | $9.9B | 0.26% | |
| 91 | PRUPRUDENTIAL FINL INC COM | 134,825 | $9.6B | 0.25% | |
| 92 | RBAGBPRITCHIE BROS AUCTIONEERS COM | 282,515 | $9.5B | 0.25% | |
| 93 | DISCAUSDDISCOVERY COMMUNICATIONS INC CL A COM | 376,494 | $9.5B | 0.25% | |
| 94 | AMATAPPLIED MATLS INC COM | 448,551 | $9.4B | 0.24% | |
| 95 | ABEVAMBEV SA SPONSORED ADR | 1,960,640 | $9.3B | 0.24% | |
| 96 | —DR PEPPER SNAPPLE GROUP INC COM | 94,692 | $9.2B | 0.24% | |
| 97 | HBC2HSBC HLDGS PLC SPON ADR NEW | 291,732 | $9.1B | 0.24% | |
| 98 | SF9SANDERSON FARMS INC COM | 102,719 | $8.9B | 0.23% | |
| 99 | JEGBPJUST ENERGY GROUP INC COM | 1,371,299 | $8.3B | 0.22% | |
| 100 | MRKMERCK & CO INC COM | 144,507 | $8.3B | 0.22% |
Page 1 of 10Next