O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$4.3T
Holdings
892
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (892 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABOEING CO COM | 911,762 | $180.3B | 4.24% | |
| 2 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 1,911,086 | $143.8B | 3.38% | |
| 3 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,548,580 | $130.7B | 3.07% | |
| 4 | MCDMCDONALDS CORP COM | 831,711 | $127.4B | 2.99% | |
| 5 | A4SAMERIPRISE FINL INC COM | 985,923 | $125.5B | 2.95% | |
| 6 | VLOVALERO ENERGY CORP NEW COM | 1,838,543 | $124.0B | 2.91% | |
| 7 | BBYBEST BUY INC COM | 2,026,724 | $116.2B | 2.73% | |
| 8 | TELTE CONNECTIVITY LTD REG SHS | 1,366,748 | $107.5B | 2.53% | |
| 9 | TRVTRAVELERS COMPANIES INC COM | 793,553 | $100.4B | 2.36% | |
| 10 | AXPAMERICAN EXPRESS CO COM | 1,121,941 | $94.5B | 2.22% | |
| 11 | GILDGILEAD SCIENCES INC COM | 1,318,878 | $93.3B | 2.19% | |
| 12 | WYNEURWYNDHAM WORLDWIDE CORP COM | 903,000 | $90.7B | 2.13% | |
| 13 | CTLEURCENTURYLINK INC COM | 3,469,352 | $82.8B | 1.95% | |
| 14 | DYHTARGET CORP COM | 1,511,891 | $79.1B | 1.86% | |
| 15 | ALSALLSTATE CORP COM | 832,193 | $73.6B | 1.73% | |
| 16 | AMATAPPLIED MATLS INC COM | 1,772,626 | $73.2B | 1.72% | |
| 17 | RYROYAL BK CDA MONTREAL QUE COM | 826,579 | $59.9B | 1.41% | |
| 18 | GLWCORNING INC COM | 1,952,773 | $58.7B | 1.38% | |
| 19 | KSSKOHLS CORP COM | 1,503,040 | $58.1B | 1.37% | |
| 20 | YUMYUM BRANDS INC COM | 781,620 | $57.7B | 1.35% | |
| 21 | —XL GROUP LTD SHS | 1,303,359 | $57.1B | 1.34% | |
| 22 | LNCLINCOLN NATL CORP IND COM | 842,875 | $57.0B | 1.34% | |
| 23 | DFSEURDISCOVER FINL SVCS COM | 889,900 | $55.3B | 1.30% | |
| 24 | —CBS CORP NEW CL B | 806,702 | $51.5B | 1.21% | |
| 25 | UTXZUNITED TECHNOLOGIES CORP COM | 399,086 | $48.7B | 1.14% | |
| 26 | GMGENERAL MTRS CO COM | 1,308,243 | $45.7B | 1.07% | |
| 27 | AEGAEGON N V NY REGISTRY SH | 8,709,312 | $44.5B | 1.05% | |
| 28 | HIGHARTFORD FINL SVCS GROUP INC COM | 840,345 | $44.2B | 1.04% | |
| 29 | —EXPRESS SCRIPTS HLDG CO COM | 682,869 | $43.6B | 1.02% | |
| 30 | GEGENERAL ELECTRIC CO COM | 1,520,891 | $41.1B | 0.96% | |
| 31 | LIESUN LIFE FINL INC COM | 1,121,986 | $40.1B | 0.94% | |
| 32 | CMICUMMINS INC COM | 238,518 | $38.7B | 0.91% | |
| 33 | MFCMANULIFE FINL CORP COM | 2,060,237 | $38.6B | 0.91% | |
| 34 | BNSBANK N S HALIFAX COM | 570,598 | $34.3B | 0.81% | |
| 35 | SIRIEURSIRIUS XM HOLDINGS INC COM | 6,050,144 | $33.1B | 0.78% | |
| 36 | PGPROCTER AND GAMBLE CO COM | 364,935 | $31.8B | 0.75% | |
| 37 | CDNSCADENCE DESIGN SYSTEM INC COM | 864,623 | $29.0B | 0.68% | |
| 38 | STXSEAGATE TECHNOLOGY SHS | 741,642 | $28.7B | 0.68% | |
| 39 | —TWENTY FIRST CENTY FOX INC CL A | 964,087 | $27.3B | 0.64% | |
| 40 | W3UWESTERN UN CO COM | 1,351,142 | $25.7B | 0.60% | |
| 41 | SYYSYSCO CORP COM | 504,916 | $25.4B | 0.60% | |
| 42 | HRBBLOCK H & R INC COM | 813,282 | $25.1B | 0.59% | |
| 43 | MSCIMSCI INC COM | 244,081 | $25.1B | 0.59% | |
| 44 | QCOMQUALCOMM INC COM | 454,035 | $25.1B | 0.59% | |
| 45 | NTAPNETAPP INC COM | 578,586 | $23.2B | 0.54% | |
| 46 | TDTORONTO DOMINION BK ONT COM NEW | 460,058 | $23.1B | 0.54% | |
| 47 | MCKMCKESSON CORP COM | 135,372 | $22.3B | 0.52% | |
| 48 | MARMARRIOTT INTL INC NEW CL A | 205,968 | $20.7B | 0.49% | |
| 49 | MSIMOTOROLA SOLUTIONS INC COM NEW | 226,107 | $19.6B | 0.46% | |
| 50 | AALAMERICAN AIRLS GROUP INC COM | 378,814 | $19.1B | 0.45% | |
| 51 | ADMARCHER DANIELS MIDLAND CO COM | 439,273 | $18.2B | 0.43% | |
| 52 | NVDANVIDIA CORP COM | 114,269 | $16.5B | 0.39% | |
| 53 | —CRH MEDICAL CORP COM | 2,888,397 | $16.4B | 0.39% | |
| 54 | FDO.FMACY'S INC COM | 704,936 | $16.4B | 0.38% | |
| 55 | IBMINTERNATIONAL BUSINESS MACHS COM | 105,182 | $16.2B | 0.38% | |
| 56 | CMCDN IMPERIAL BK COMM TORONTO COM | 198,952 | $16.1B | 0.38% | |
| 57 | FSVFIRSTSERVICE CORP NEW SUB VTG SH | 249,655 | $16.0B | 0.38% | |
| 58 | LEALEAR CORP COM NEW | 112,338 | $16.0B | 0.37% | |
| 59 | CDKCDK GLOBAL INC COM | 251,197 | $15.6B | 0.37% | |
| 60 | GIBGROUPE CGI INC CL A SUB VTG | 299,304 | $15.3B | 0.36% | |
| 61 | PG4PRINCIPAL FINL GROUP INC COM | 228,410 | $14.6B | 0.34% | |
| 62 | OSBCADNORBORD INC COM NEW | 466,619 | $14.5B | 0.34% | |
| 63 | TRVCCITIGROUP INC COM NEW | 212,845 | $14.2B | 0.33% | |
| 64 | AIZASSURANT INC COM | 136,674 | $14.2B | 0.33% | |
| 65 | IDXXIDEXX LABS INC COM | 86,200 | $13.9B | 0.33% | |
| 66 | CAECAE INC COM | 793,462 | $13.7B | 0.32% | |
| 67 | EBAEBAY INC COM | 373,356 | $13.0B | 0.31% | |
| 68 | PWRQUANTA SVCS INC COM | 379,788 | $12.5B | 0.29% | |
| 69 | TECK/BTECK RESOURCES LTD CL B | 695,998 | $12.0B | 0.28% | |
| 70 | SKMEURSK TELECOM LTD SPONSORED ADR | 467,908 | $12.0B | 0.28% | |
| 71 | GSGOLDMAN SACHS GROUP INC COM | 53,482 | $11.9B | 0.28% | |
| 72 | SVMSILVERCORP METALS INC COM | 3,680,747 | $11.8B | 0.28% | |
| 73 | PFEPFIZER INC COM | 348,407 | $11.7B | 0.27% | |
| 74 | —TRINSEO S A SHS | 163,532 | $11.2B | 0.26% | |
| 75 | CLSCA INC COM | 324,360 | $11.2B | 0.26% | |
| 76 | RFREGIONS FINL CORP NEW COM | 751,949 | $11.0B | 0.26% | |
| 77 | TTENTOTAL S A SPONSORED ADR | 221,584 | $11.0B | 0.26% | |
| 78 | SIGSIGNET JEWELERS LIMITED SHS | 169,299 | $10.7B | 0.25% | |
| 79 | GRT-UCADGRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 268,822 | $10.6B | 0.25% | |
| 80 | —DOW CHEM CO COM | 167,530 | $10.6B | 0.25% | |
| 81 | EMREMERSON ELEC CO COM | 176,307 | $10.5B | 0.25% | |
| 82 | HBC2HSBC HLDGS PLC SPON ADR NEW | 224,011 | $10.4B | 0.24% | |
| 83 | IPINTL PAPER CO COM | 180,305 | $10.2B | 0.24% | |
| 84 | MGAMAGNA INTL INC COM | 217,776 | $10.1B | 0.24% | |
| 85 | ZIONZIONS BANCORPORATION COM | 218,971 | $9.6B | 0.23% | |
| 86 | JEGBPJUST ENERGY GROUP INC COM | 1,834,615 | $9.6B | 0.23% | |
| 87 | CIGICOLLIERS INTL GROUP INC SUB VTG SHS | 167,205 | $9.4B | 0.22% | |
| 88 | AEISADVANCED ENERGY INDS COM | 145,552 | $9.4B | 0.22% | |
| 89 | ABBVABBVIE INC COM | 129,067 | $9.4B | 0.22% | |
| 90 | BPBP PLC SPONSORED ADR | 269,235 | $9.3B | 0.22% | |
| 91 | —AETNA INC NEW COM | 58,439 | $8.9B | 0.21% | |
| 92 | KMBKIMBERLY CLARK CORP COM | 67,516 | $8.7B | 0.20% | |
| 93 | S9QSPIRIT AEROSYSTEMS HLDGS INC COM CL A | 146,380 | $8.5B | 0.20% | |
| 94 | PRUPRUDENTIAL FINL INC COM | 78,418 | $8.5B | 0.20% | |
| 95 | HCAHCA HEALTHCARE INC COM | 97,127 | $8.5B | 0.20% | |
| 96 | URIUNITED RENTALS INC COM | 71,403 | $8.0B | 0.19% | |
| 97 | GDGENERAL DYNAMICS CORP COM | 39,754 | $7.9B | 0.18% | |
| 98 | METMETLIFE INC COM | 139,353 | $7.7B | 0.18% | |
| 99 | SANMSANMINA CORPORATION COM | 194,640 | $7.4B | 0.17% | |
| 100 | WRKUSDWESTROCK CO COM | 128,900 | $7.3B | 0.17% |
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