O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2016 Filing
Filed November 10, 2016
Portfolio Value
$4.3T
Holdings
896
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (896 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | TRVTRAVELERS COMPANIES INC COM | 1,251,074 | $143.3B | 3.35% | |
| 2 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,697,214 | $136.9B | 3.20% | |
| 3 | CTLEURCENTURYLINK INC COM | 4,723,209 | $129.6B | 3.03% | |
| 4 | NOCNORTHROP GRUMMAN CORP COM | 565,691 | $121.0B | 2.83% | |
| 5 | ITWILLINOIS TOOL WKS INC COM | 944,702 | $113.2B | 2.65% | |
| 6 | NOVEURNATIONAL OILWELL VARCO INC COM | 2,769,766 | $101.8B | 2.38% | |
| 7 | PHPARKER HANNIFIN CORP COM | 670,853 | $84.2B | 1.97% | |
| 8 | VLOVALERO ENERGY CORP NEW COM | 1,583,250 | $83.9B | 1.96% | |
| 9 | BBBYEURBED BATH & BEYOND INC COM | 1,890,413 | $81.5B | 1.91% | |
| 10 | MSIMOTOROLA SOLUTIONS COM | 1,042,061 | $79.5B | 1.86% | |
| 11 | STXSEAGATE TECHNOLOGY SHS | 2,019,079 | $77.8B | 1.82% | |
| 12 | BABOEING CO COM | 589,485 | $77.7B | 1.82% | |
| 13 | —MICHAEL KORS HLDGS LTD SHS | 1,651,031 | $77.3B | 1.81% | |
| 14 | MARMARRIOTT INTL INC NEW CL A | 1,134,775 | $76.4B | 1.79% | |
| 15 | —CBS CORP NEW CL B | 1,382,293 | $75.7B | 1.77% | |
| 16 | EMREMERSON ELEC CO COM | 1,388,068 | $75.7B | 1.77% | |
| 17 | FDO.FMACY'S INC COM | 2,007,467 | $74.4B | 1.74% | |
| 18 | TELTE CONNECTIVITY LTD REG SHS | 1,065,308 | $68.6B | 1.60% | |
| 19 | BBYBEST BUY INC COM | 1,707,875 | $65.2B | 1.53% | |
| 20 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 1,118,221 | $58.7B | 1.37% | |
| 21 | ALSALLSTATE CORP COM | 830,197 | $57.4B | 1.34% | |
| 22 | RYROYAL BK CDA MONTREAL QUE COM | 844,799 | $56.0B | 1.31% | |
| 23 | KSSKOHLS CORP COM | 1,248,092 | $54.6B | 1.28% | |
| 24 | AALAMERICAN AIRLS GROUP INC COM | 1,394,169 | $51.0B | 1.19% | |
| 25 | A4SAMERIPRISE FINL INC COM | 499,676 | $49.9B | 1.17% | |
| 26 | JNPJUNIPER NETWORKS INC COM | 1,993,749 | $48.0B | 1.12% | |
| 27 | CATCATERPILLAR INC DEL COM | 480,888 | $42.7B | 1.00% | |
| 28 | GMGENERAL MTRS CO COM | 1,330,344 | $42.3B | 0.99% | |
| 29 | GLWCORNING INC COM | 1,769,340 | $41.8B | 0.98% | |
| 30 | BMOBANK MONTREAL QUE COM | 559,739 | $41.4B | 0.97% | |
| 31 | NTAPNETAPP INC COM | 1,142,640 | $40.9B | 0.96% | |
| 32 | —NTT DOCOMO INC SPONS ADR | 1,610,122 | $40.9B | 0.96% | |
| 33 | MOSMOSAIC CO COM | 1,564,682 | $38.3B | 0.90% | |
| 34 | BNSBANK N S HALIFAX COM | 648,062 | $36.3B | 0.85% | |
| 35 | CLSCA INC COM | 1,078,964 | $35.7B | 0.84% | |
| 36 | LIESUN LIFE FINL INC COM | 1,093,530 | $35.4B | 0.83% | |
| 37 | HRBBLOCK H & R INC COM | 1,518,545 | $35.2B | 0.82% | |
| 38 | —EXPRESS SCRIPTS HLDG CO COM | 489,515 | $34.5B | 0.81% | |
| 39 | AIGAMERICAN INTL GROUP INC COM | 537,139 | $31.9B | 0.75% | |
| 40 | GILDGILEAD SCIENCES INC COM | 401,536 | $31.8B | 0.74% | |
| 41 | MCDMCDONALDS CORP COM | 272,072 | $31.4B | 0.73% | |
| 42 | HIGHARTFORD FINL SVCS GROUP INC COM | 719,177 | $30.8B | 0.72% | |
| 43 | ADMARCHER DANIELS MIDLAND CO COM | 722,091 | $30.5B | 0.71% | |
| 44 | AMATAPPLIED MATLS INC COM | 1,001,725 | $30.2B | 0.71% | |
| 45 | CMICUMMINS INC COM | 224,777 | $28.8B | 0.67% | |
| 46 | UTXZUNITED TECHNOLOGIES CORP COM | 281,033 | $28.6B | 0.67% | |
| 47 | IPINTL PAPER CO COM | 567,144 | $27.2B | 0.64% | |
| 48 | PWRQUANTA SVCS INC COM | 944,044 | $26.4B | 0.62% | |
| 49 | MGAMAGNA INTL INC COM | 586,129 | $24.6B | 0.58% | |
| 50 | GSKGLAXOSMITHKLINE PLC SPONSORED ADR | 555,516 | $24.0B | 0.56% | |
| 51 | VOYAVOYA FINANCIAL INC COM | 811,815 | $23.4B | 0.55% | |
| 52 | GEGENERAL ELECTRIC CO COM | 780,530 | $23.1B | 0.54% | |
| 53 | DYHTARGET CORP COM | 325,043 | $22.3B | 0.52% | |
| 54 | DOVDOVER CORP COM | 295,720 | $21.8B | 0.51% | |
| 55 | VIABVIACOM INC NEW CL B | 568,660 | $21.7B | 0.51% | |
| 56 | —BHP BILLITON PLC SPONSORED ADR | 711,560 | $21.6B | 0.51% | |
| 57 | —TWENTY FIRST CENTY FOX INC CL A | 884,659 | $21.4B | 0.50% | |
| 58 | —KLONDEX MNS LTD COM | 3,515,763 | $20.2B | 0.47% | |
| 59 | CEOCNOOC LTD SPONSORED ADR | 155,298 | $19.6B | 0.46% | |
| 60 | IBMINTERNATIONAL BUSINESS MACHS COM | 118,102 | $18.8B | 0.44% | |
| 61 | —DOW CHEM CO COM | 353,297 | $18.3B | 0.43% | |
| 62 | CCEPCOCA COLA EUROPEAN PARTNERS SHS | 457,933 | $18.3B | 0.43% | |
| 63 | SIRIEURSIRIUS XM HOLDINGS INC COM | 4,372,194 | $18.2B | 0.43% | |
| 64 | GIBGROUPE CGI INC CL A SUB VTG | 377,453 | $18.0B | 0.42% | |
| 65 | ABXBARRICK GOLD CORP COM | 952,501 | $16.9B | 0.39% | |
| 66 | QCOMQUALCOMM INC COM | 227,119 | $15.6B | 0.36% | |
| 67 | MFCMANULIFE FINL CORP COM | 1,042,089 | $14.7B | 0.34% | |
| 68 | PG4PRINCIPAL FINL GROUP INC COM | 280,942 | $14.5B | 0.34% | |
| 69 | RDS/AROYAL DUTCH SHELL PLC SPONS ADR A | 281,070 | $14.1B | 0.33% | |
| 70 | METMETLIFE INC COM | 314,182 | $14.0B | 0.33% | |
| 71 | —WHOLE FOODS MKT INC COM | 454,225 | $12.9B | 0.30% | |
| 72 | PFEPFIZER INC COM | 373,093 | $12.6B | 0.30% | |
| 73 | —MONSANTO CO NEW COM | 122,896 | $12.6B | 0.29% | |
| 74 | HBC2HSBC HLDGS PLC SPON ADR NEW | 329,809 | $12.4B | 0.29% | |
| 75 | W3UWESTERN UN CO COM | 576,784 | $12.0B | 0.28% | |
| 76 | CMCDN IMPERIAL BK COMM TORONTO COM | 153,462 | $11.9B | 0.28% | |
| 77 | AXPAMERICAN EXPRESS CO COM | 184,527 | $11.8B | 0.28% | |
| 78 | MSCIMSCI INC COM | 140,035 | $11.8B | 0.28% | |
| 79 | —NEVSUN RES LTD COM | 3,844,221 | $11.6B | 0.27% | |
| 80 | SKMEURSK TELECOM LTD SPONSORED ADR | 507,798 | $11.5B | 0.27% | |
| 81 | MOALTRIA GROUP INC COM | 180,045 | $11.4B | 0.27% | |
| 82 | ABEVAMBEV SA SPONSORED ADR | 1,839,159 | $11.2B | 0.26% | |
| 83 | CLXCLOROX CO DEL COM | 88,065 | $11.0B | 0.26% | |
| 84 | NAVINAVIENT CORP COM | 734,685 | $10.6B | 0.25% | |
| 85 | WYNEURWYNDHAM WORLDWIDE CORP COM | 157,008 | $10.6B | 0.25% | |
| 86 | BACVERIZON COMMUNICATIONS INC COM | 201,760 | $10.5B | 0.25% | |
| 87 | INTCINTEL CORP COM | 271,796 | $10.3B | 0.24% | |
| 88 | YUMYUM BRANDS INC COM | 112,116 | $10.2B | 0.24% | |
| 89 | TSSTOTAL SYS SVCS INC COM | 214,450 | $10.1B | 0.24% | |
| 90 | SYYSYSCO CORP COM | 205,617 | $10.1B | 0.24% | |
| 91 | NUENUCOR CORP COM | 200,420 | $9.9B | 0.23% | |
| 92 | RBAGBPRITCHIE BROS AUCTIONEERS COM | 281,655 | $9.9B | 0.23% | |
| 93 | UFSDOMTAR CORP COM | 265,306 | $9.9B | 0.23% | |
| 94 | BPBP PLC SPONSORED ADR | 276,485 | $9.7B | 0.23% | |
| 95 | TRITHOMSON REUTERS CORP COM | 226,682 | $9.3B | 0.22% | |
| 96 | PRUPRUDENTIAL FINL INC COM | 109,760 | $9.0B | 0.21% | |
| 97 | CVXCHEVRON CORP NEW COM | 86,321 | $8.9B | 0.21% | |
| 98 | MRKMERCK & CO INC COM | 139,291 | $8.7B | 0.20% | |
| 99 | —RICHMONT MINES INC COM | 825,579 | $8.3B | 0.19% | |
| 100 | —DR PEPPER SNAPPLE GROUP INC COM | 89,254 | $8.2B | 0.19% |
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