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)

StockValue
TRVTRAVELERS COMPANIES INC COM
$138.5B
CTLEURCENTURYLINK INC COM
$121.1B
NOCNORTHROP GRUMMAN CORP COM
$116.3B
LYBLYONDELLBASELL INDUSTRIES N SHS - A -
$113.6B
ITWILLINOIS TOOL WKS INC COM
$107.8B
NOVEURNATIONAL OILWELL VARCO INC COM
$94.9B
BBBYEURBED BATH & BEYOND INC COM
$82.4B
CBS CORP NEW CL B
$72.5B
PHPARKER HANNIFIN CORP COM
$72.1B
EMREMERSON ELEC CO COM
$65.7B
MARMARRIOTT INTL INC NEW CL A
$64.5B
MSIMOTOROLA SOLUTIONS COM
$62.3B
RYROYAL BK CDA MONTREAL QUE COM
$60.8B
VLOVALERO ENERGY CORP NEW COM
$60.2B
MICHAEL KORS HLDGS LTD SHS
$59.7B
BABOEING CO COM
$59.3B
FDO.FMACY'S INC COM
$57.2B
ALSALLSTATE CORP COM
$49.5B
EFAISHARES TR MSCI EAFE ETF
$47.7B
BMOBANK MONTREAL QUE COM
$47.4B
HIGHARTFORD FINL SVCS GROUP INC COM
$46.8B
CATCATERPILLAR INC DEL COM
$43.6B
CCEPCOCA COLA EUROPEAN PARTNERS SHS
$42.3B
STXSEAGATE TECHNOLOGY SHS
$41.7B
NTT DOCOMO INC SPONS ADR
$40.4B
JNPJUNIPER NETWORKS INC COM
$39.1B
TELTE CONNECTIVITY LTD REG SHS
$38.4B
BBYBEST BUY INC COM
$35.9B
LIESUN LIFE FINL INC COM
$35.5B
GLWCORNING INC COM
$34.4B
BNSBANK N S HALIFAX COM
$34.2B
CLSCA INC COM
$33.9B
MOSMOSAIC CO COM
$33.5B
AALAMERICAN AIRLS GROUP INC COM
$33.4B
KSSKOHLS CORP COM
$33.2B
GMGENERAL MTRS CO COM
$32.4B
EXPRESS SCRIPTS HLDG CO COM
$30.7B
VIABVIACOM INC NEW CL B
$29.5B
GSKGLAXOSMITHKLINE PLC SPONSORED ADR
$29.2B
SIRIEURSIRIUS XM HOLDINGS INC COM
$28.9B
MCDMCDONALDS CORP COM
$28.2B
NTAPNETAPP INC COM
$27.8B
HRBBLOCK H & R INC COM
$27.2B
ADMARCHER DANIELS MIDLAND CO COM
$26.9B
AIGAMERICAN INTL GROUP INC COM
$26.6B
A4SAMERIPRISE FINL INC COM
$26.0B
UTXZUNITED TECHNOLOGIES CORP COM
$25.6B
IPINTL PAPER CO COM
$24.7B
UALUNITED CONTINENTAL HOLDINGS COM NEW
$23.4B
MGAMAGNA INTL INC COM
$21.9B
CEOCNOOC LTD SPONSORED ADR
$20.9B
TWENTY FIRST CENTY FOX INC CL A
$20.7B
INTCINTEL CORP COM
$20.7B
DOW CHEM CO COM
$20.5B
RDS/AROYAL DUTCH SHELL PLC SPONS ADR A
$20.3B
TSSTOTAL SYS SVCS INC COM
$19.7B
VOYAVOYA FINANCIAL INC COM
$19.4B
PWRQUANTA SVCS INC COM
$19.0B
IBMINTERNATIONAL BUSINESS MACHS COM
$18.5B
ASHASHLAND INC NEW COM
$18.3B
MFCMANULIFE FINL CORP COM
$18.2B
DOVDOVER CORP COM
$18.1B
GIBGROUPE CGI INC CL A SUB VTG
$16.6B
PNRPENTAIR PLC SHS
$16.5B
BHP BILLITON PLC SPONSORED ADR
$16.2B
GEGENERAL ELECTRIC CO COM
$16.1B
CMICUMMINS INC COM
$16.0B
NEVSUN RES LTD COM
$15.1B
ABXBARRICK GOLD CORP COM
$14.6B
HESHESS CORP COM
$14.3B
PFEPFIZER INC COM
$14.2B
CVXCHEVRON CORP NEW COM
$13.3B
MOALTRIA GROUP INC COM
$13.1B
UFSDOMTAR CORP COM
$12.7B
CLXCLOROX CO DEL COM
$12.6B
KLONDEX MNS LTD COM
$12.5B
COACH INC COM
$12.1B
TRITHOMSON REUTERS CORP COM
$12.0B
MONSANTO CO NEW COM
$11.7B
W3UWESTERN UN CO COM
$11.4B
SBUXSTARBUCKS CORP COM
$11.1B
ORLYO REILLY AUTOMOTIVE INC NEW COM
$10.8B
JNJJOHNSON & JOHNSON COM
$10.7B
GILDGILEAD SCIENCES INC COM
$10.4B
NUENUCOR CORP COM
$10.3B
WMWASTE MGMT INC DEL COM
$10.2B
DYHTARGET CORP COM
$10.2B
METMETLIFE INC COM
$10.1B
NAVINAVIENT CORP COM
$10.0B
BACVERIZON COMMUNICATIONS INC COM
$9.9B
PRUPRUDENTIAL FINL INC COM
$9.6B
RBAGBPRITCHIE BROS AUCTIONEERS COM
$9.5B
DISCAUSDDISCOVERY COMMUNICATIONS INC CL A COM
$9.5B
AMATAPPLIED MATLS INC COM
$9.4B
ABEVAMBEV SA SPONSORED ADR
$9.3B
DR PEPPER SNAPPLE GROUP INC COM
$9.2B
HBC2HSBC HLDGS PLC SPON ADR NEW
$9.1B
SF9SANDERSON FARMS INC COM
$8.9B
JEGBPJUST ENERGY GROUP INC COM
$8.3B
MRKMERCK & CO INC COM
$8.3B
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