O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2016 Filing
Filed February 10, 2017
Portfolio Value
$4.2T
Holdings
924
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (924 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | TRVTRAVELERS COMPANIES INC COM | 1,206,681 | $147.7B | 3.49% | |
| 2 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,523,474 | $134.9B | 3.19% | |
| 3 | BABOEING CO COM | 742,054 | $120.0B | 2.84% | |
| 4 | VLOVALERO ENERGY CORP NEW COM | 1,699,220 | $119.7B | 2.83% | |
| 5 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 1,605,396 | $117.0B | 2.77% | |
| 6 | CTLEURCENTURYLINK INC COM | 4,007,716 | $102.3B | 2.42% | |
| 7 | TELTE CONNECTIVITY LTD REG SHS | 1,442,363 | $99.9B | 2.36% | |
| 8 | A4SAMERIPRISE FINL INC COM | 864,610 | $97.5B | 2.31% | |
| 9 | BBYBEST BUY INC COM | 2,158,837 | $96.2B | 2.27% | |
| 10 | KSSKOHLS CORP COM | 1,756,853 | $92.6B | 2.19% | |
| 11 | NOCNORTHROP GRUMMAN CORP COM | 347,437 | $80.8B | 1.91% | |
| 12 | MSIMOTOROLA SOLUTIONS COM | 939,443 | $77.9B | 1.84% | |
| 13 | MARMARRIOTT INTL INC NEW CL A | 916,812 | $75.8B | 1.79% | |
| 14 | —MICHAEL KORS HLDGS LTD SHS | 1,675,519 | $72.0B | 1.70% | |
| 15 | STXSEAGATE TECHNOLOGY SHS | 1,813,555 | $69.2B | 1.64% | |
| 16 | ALSALLSTATE CORP COM | 849,599 | $63.0B | 1.49% | |
| 17 | NOVEURNATIONAL OILWELL VARCO INC COM | 1,645,458 | $61.6B | 1.46% | |
| 18 | AALAMERICAN AIRLS GROUP INC COM | 1,316,514 | $61.5B | 1.45% | |
| 19 | GMGENERAL MTRS CO COM | 1,718,696 | $59.9B | 1.42% | |
| 20 | DYHTARGET CORP COM | 760,329 | $57.9B | 1.37% | |
| 21 | FDO.FMACY'S INC COM | 1,485,914 | $56.4B | 1.33% | |
| 22 | RYROYAL BK CDA MONTREAL QUE COM | 755,349 | $55.2B | 1.30% | |
| 23 | AMATAPPLIED MATLS INC COM | 1,684,907 | $54.4B | 1.29% | |
| 24 | GILDGILEAD SCIENCES INC COM | 722,413 | $51.7B | 1.22% | |
| 25 | EMREMERSON ELEC CO COM | 791,904 | $51.1B | 1.21% | |
| 26 | ITWILLINOIS TOOL WKS INC COM | 412,001 | $50.5B | 1.19% | |
| 27 | MCDMCDONALDS CORP COM | 407,547 | $49.6B | 1.17% | |
| 28 | LNCLINCOLN NATL CORP IND COM | 745,165 | $49.4B | 1.17% | |
| 29 | JNPJUNIPER NETWORKS INC COM | 1,694,907 | $47.9B | 1.13% | |
| 30 | —CBS CORP NEW CL B | 744,494 | $47.4B | 1.12% | |
| 31 | BBBYEURBED BATH & BEYOND INC COM | 1,164,309 | $47.3B | 1.12% | |
| 32 | AXPAMERICAN EXPRESS CO COM | 571,190 | $42.3B | 1.00% | |
| 33 | LIESUN LIFE FINL INC COM | 1,093,530 | $42.0B | 0.99% | |
| 34 | PHPARKER HANNIFIN CORP COM | 291,062 | $40.7B | 0.96% | |
| 35 | —WHOLE FOODS MKT INC COM | 1,254,569 | $38.6B | 0.91% | |
| 36 | HRBBLOCK H & R INC COM | 1,534,363 | $35.3B | 0.83% | |
| 37 | ADMARCHER DANIELS MIDLAND CO COM | 671,859 | $31.9B | 0.75% | |
| 38 | BNSBANK N S HALIFAX COM | 564,202 | $31.5B | 0.74% | |
| 39 | UTXZUNITED TECHNOLOGIES CORP COM | 282,165 | $30.9B | 0.73% | |
| 40 | CLSCA INC COM | 808,174 | $30.2B | 0.72% | |
| 41 | YUMYUM BRANDS INC COM | 471,551 | $29.9B | 0.71% | |
| 42 | CMICUMMINS INC COM | 181,932 | $29.6B | 0.70% | |
| 43 | QCOMQUALCOMM INC COM | 406,589 | $29.0B | 0.69% | |
| 44 | —TWENTY FIRST CENTY FOX INC CL A | 1,033,792 | $29.0B | 0.69% | |
| 45 | GLWCORNING INC COM | 1,178,863 | $28.6B | 0.68% | |
| 46 | GEGENERAL ELECTRIC CO COM | 865,127 | $27.3B | 0.65% | |
| 47 | —EXPRESS SCRIPTS HLDG CO COM | 396,358 | $27.3B | 0.64% | |
| 48 | PWRQUANTA SVCS INC COM | 764,336 | $26.6B | 0.63% | |
| 49 | CATCATERPILLAR INC DEL COM | 221,113 | $24.9B | 0.59% | |
| 50 | BMOBANK MONTREAL QUE COM | 272,259 | $24.5B | 0.58% | |
| 51 | —NTT DOCOMO INC SPONS ADR | 1,067,822 | $24.3B | 0.57% | |
| 52 | DFSEURDISCOVER FINL SVCS COM | 313,829 | $22.6B | 0.53% | |
| 53 | IPINTL PAPER CO COM | 237,621 | $22.1B | 0.52% | |
| 54 | DOVDOVER CORP COM | 278,212 | $20.8B | 0.49% | |
| 55 | —BHP BILLITON PLC SPONSORED ADR | 641,581 | $20.2B | 0.48% | |
| 56 | WYNEURWYNDHAM WORLDWIDE CORP COM | 253,248 | $19.3B | 0.46% | |
| 57 | GIBGROUPE CGI INC CL A SUB VTG | 397,641 | $19.1B | 0.45% | |
| 58 | —KLONDEX MNS LTD COM | 4,049,934 | $18.9B | 0.45% | |
| 59 | HIGHARTFORD FINL SVCS GROUP INC COM | 392,561 | $18.7B | 0.44% | |
| 60 | MFCMANULIFE FINL CORP COM | 1,048,967 | $18.7B | 0.44% | |
| 61 | SIRIEURSIRIUS XM HOLDINGS INC COM | 3,839,909 | $17.1B | 0.40% | |
| 62 | AIGAMERICAN INTL GROUP INC COM NEW | 257,019 | $16.8B | 0.40% | |
| 63 | MOSMOSAIC CO COM | 521,577 | $16.8B | 0.40% | |
| 64 | IBMINTERNATIONAL BUSINESS MACHS COM | 52,745 | $15.7B | 0.37% | |
| 65 | NTAPNETAPP INC COM | 442,960 | $15.6B | 0.37% | |
| 66 | PG4PRINCIPAL FINL GROUP INC COM | 157,336 | $14.8B | 0.35% | |
| 67 | —DOW CHEM CO COM | 148,330 | $14.6B | 0.35% | |
| 68 | METMETLIFE INC COM | 176,845 | $14.4B | 0.34% | |
| 69 | CMCDN IMPERIAL BK COMM TORONTO COM | 174,315 | $14.2B | 0.34% | |
| 70 | NVDANVIDIA CORP COM | 130,325 | $13.9B | 0.33% | |
| 71 | ABXBARRICK GOLD CORP COM | 860,233 | $13.8B | 0.33% | |
| 72 | MSCIMSCI INC COM | 174,118 | $13.7B | 0.32% | |
| 73 | MGAMAGNA INTL INC COM | 283,552 | $12.3B | 0.29% | |
| 74 | SYYSYSCO CORP COM | 216,767 | $12.0B | 0.28% | |
| 75 | CEOCNOOC LTD SPONSORED ADR | 58,361 | $11.9B | 0.28% | |
| 76 | BPBP PLC SPONSORED ADR | 153,184 | $11.3B | 0.27% | |
| 77 | GSKGLAXOSMITHKLINE PLC SPONSORED ADR | 165,339 | $10.6B | 0.25% | |
| 78 | SKMEURSK TELECOM LTD SPONSORED ADR | 265,101 | $10.0B | 0.24% | |
| 79 | CAECAE INC COM | 677,737 | $9.5B | 0.22% | |
| 80 | AEGAEGON N V NY REGISTRY SH | 1,624,868 | $9.4B | 0.22% | |
| 81 | MOALTRIA GROUP INC COM | 137,826 | $9.3B | 0.22% | |
| 82 | W3UWESTERN UN CO COM | 233,713 | $9.2B | 0.22% | |
| 83 | BACVERIZON COMMUNICATIONS INC COM | 171,396 | $9.1B | 0.22% | |
| 84 | PFEPFIZER INC COM | 150,774 | $9.0B | 0.21% | |
| 85 | PRUPRUDENTIAL FINL INC COM | 64,418 | $8.8B | 0.21% | |
| 86 | TDTORONTO DOMINION BK ONT COM NEW | 173,877 | $8.6B | 0.20% | |
| 87 | —TRINSEO S A SHS | 144,564 | $8.6B | 0.20% | |
| 88 | HBC2HSBC HLDGS PLC SPON ADR NEW | 124,426 | $8.4B | 0.20% | |
| 89 | AEISADVANCED ENERGY INDS COM | 153,092 | $8.4B | 0.20% | |
| 90 | TTENTOTAL S A SPONSORED ADR | 85,727 | $8.1B | 0.19% | |
| 91 | NUENUCOR CORP COM | 75,831 | $7.9B | 0.19% | |
| 92 | OSBCADNORBORD INC COM NEW | 306,304 | $7.7B | 0.18% | |
| 93 | RBAGBPRITCHIE BROS AUCTIONEERS COM | 222,348 | $7.6B | 0.18% | |
| 94 | SPOKSPOK HOLDINGS INC COM | 350,855 | $7.3B | 0.17% | |
| 95 | REXREX AMERICAN RESOURCES CORP COM | 73,117 | $7.2B | 0.17% | |
| 96 | NAVINAVIENT CORP COM | 437,812 | $7.2B | 0.17% | |
| 97 | SANMSANMINA CORPORATION COM | 195,999 | $7.2B | 0.17% | |
| 98 | INTCINTEL CORP COM | 111,456 | $7.1B | 0.17% | |
| 99 | UFSDOMTAR CORP COM | 179,161 | $7.0B | 0.17% | |
| 100 | UNMUNUM GROUP COM | 157,704 | $6.9B | 0.16% |
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