O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2018 Filing
Filed May 8, 2018
Portfolio Value
$4.6T
Holdings
914
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (914 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | VLOVALERO ENERGY CORP COM USD1 | 1,862,024 | $172.7B | 3.78% | |
| 2 | A4SAMERIPRISE FINANCIAL INC COM | 1,068,999 | $158.2B | 3.46% | |
| 3 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 1,446,703 | $152.9B | 3.35% | |
| 4 | BABOEING CO COM USD5 | 415,004 | $136.1B | 2.98% | |
| 5 | TRVCCITIGROUP INC COM USD.01 | 1,679,154 | $113.3B | 2.48% | |
| 6 | DYHTARGET CORP COM USD1 | 1,593,657 | $110.6B | 2.42% | |
| 7 | PGPROCTER & GAMBLE CO COM NPV | 1,328,932 | $105.4B | 2.31% | |
| 8 | BBYBEST BUY CO INC COM USD.1 | 1,464,226 | $102.5B | 2.24% | |
| 9 | W3UWESTERN UNION CO COM USD.01 | 5,306,114 | $102.0B | 2.23% | |
| 10 | —EXPRESS SCRIPTS HOLDING CO COM USD.01 | 1,430,886 | $98.8B | 2.16% | |
| 11 | CAGCONAGRA BRANDS INC COM USD5 | 2,457,526 | $90.6B | 1.98% | |
| 12 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 1,715,796 | $88.4B | 1.93% | |
| 13 | GLWCORNING INC COM USD5 | 3,090,478 | $86.2B | 1.89% | |
| 14 | RFREGIONS FINANCIAL CORP COM USD.625 | 4,632,585 | $86.1B | 1.88% | |
| 15 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 1,110,988 | $81.2B | 1.78% | |
| 16 | FITBFIFTH THIRD BANCORP COM USD6.67 | 2,434,995 | $77.3B | 1.69% | |
| 17 | SYYSYSCO CORP COM USD1 | 1,238,533 | $74.3B | 1.62% | |
| 18 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,086,825 | $63.6B | 1.39% | |
| 19 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 1,718,835 | $63.2B | 1.38% | |
| 20 | MCKMCKESSON CORP COM USD2 | 430,796 | $60.7B | 1.33% | |
| 21 | CECELANESE CORP COM USD.01 | 574,051 | $57.5B | 1.26% | |
| 22 | AALAMERICAN AIRLINES GROUP INC COM USD.01 | 1,100,366 | $57.2B | 1.25% | |
| 23 | METMETLIFE INC COM | 1,174,013 | $53.9B | 1.18% | |
| 24 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,060,101 | $53.5B | 1.17% | |
| 25 | MCDMCDONALD'S CORP COM NPV | 338,893 | $53.0B | 1.16% | |
| 26 | WYNEURWYNDHAM WORLDWIDE CORP COM USD | 443,820 | $50.8B | 1.11% | |
| 27 | AXPAMERICAN EXPRESS CO COM USD.6 | 515,734 | $48.1B | 1.05% | |
| 28 | MSIMOTOROLA SOLUTIONS INC COM USD.01 | 442,478 | $46.6B | 1.02% | |
| 29 | GILDGILEAD SCIENCES INC COM USD.001 | 602,713 | $45.4B | 0.99% | |
| 30 | MSCIMSCI INC CL A COM USD.01 | 297,390 | $44.5B | 0.97% | |
| 31 | LIESUN LIFE FINANCIAL INC COM NPV | 1,051,628 | $43.2B | 0.94% | |
| 32 | GISGENERAL MILLS INC COM USD.75 | 956,645 | $43.1B | 0.94% | |
| 33 | GWWGRAINGER (W W) INC COM USD1 | 147,041 | $41.5B | 0.91% | |
| 34 | RYROYAL BANK OF CANADA COM NPV | 534,764 | $41.3B | 0.90% | |
| 35 | CDKCDK GLOBAL INC COM USD0.01 | 646,030 | $40.9B | 0.90% | |
| 36 | TECK/BTECK RESOURCES LTD Cl B Com Npv Svtg | 1,572,435 | $40.5B | 0.89% | |
| 37 | ALLYALLY FINANCIAL INC COM USD.01 | 1,485,517 | $40.3B | 0.88% | |
| 38 | SEESEALED AIR CORP COM USD.01 | 939,426 | $40.2B | 0.88% | |
| 39 | NTAPNETAPP INC COM NPV | 645,402 | $39.8B | 0.87% | |
| 40 | CVSCVS HEALTH CORP COM USD1 | 631,110 | $39.3B | 0.86% | |
| 41 | PHMPULTEGROUP INC COM USD.01 | 1,319,690 | $38.9B | 0.85% | |
| 42 | UALUNITED CONTINENTAL HLDGS INC COM NEW | 519,722 | $36.1B | 0.79% | |
| 43 | KSSKOHL'S CORP COM USD.01 | 541,304 | $35.5B | 0.78% | |
| 44 | AEGAEGON NV NY SHR ADR | 5,116,376 | $34.6B | 0.76% | |
| 45 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,785,640 | $33.1B | 0.72% | |
| 46 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 445,205 | $32.0B | 0.70% | |
| 47 | MEOHMETHANEX CORP COM NPV | 526,746 | $31.9B | 0.70% | |
| 48 | LEALEAR CORP COM NPV | 158,757 | $29.5B | 0.65% | |
| 49 | —CBS CORP CL B COM USD.01 NVTG | 564,416 | $29.0B | 0.63% | |
| 50 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 306,620 | $25.7B | 0.56% | |
| 51 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 101,038 | $25.4B | 0.56% | |
| 52 | UTXZUNITED TECHNOLOGIES CORP COM USD5 | 197,720 | $24.9B | 0.54% | |
| 53 | TDTORONTO DOMINION BANK COM NPV | 434,899 | $24.7B | 0.54% | |
| 54 | AAPLAPPLE INC COM NPV | 138,708 | $23.3B | 0.51% | |
| 55 | CTLEURCENTURYLINK INC COM USD1 | 1,396,075 | $22.9B | 0.50% | |
| 56 | KRKROGER CO COM USD1 | 949,095 | $22.7B | 0.50% | |
| 57 | JPMJPMORGAN CHASE & CO COM USD12 | 190,635 | $21.0B | 0.46% | |
| 58 | SIRIEURSIRIUS XM HOLDINGS INC COM USD.001 | 3,264,280 | $20.4B | 0.45% | |
| 59 | VFCVF CORP COM NPV | 272,567 | $20.2B | 0.44% | |
| 60 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 130,836 | $20.1B | 0.44% | |
| 61 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 210,262 | $19.5B | 0.43% | |
| 62 | GRT-UCADGRANITE REAL ESTATE INVEST STPLD UNIT | 466,641 | $18.4B | 0.40% | |
| 63 | SYFSYNCHRONY FINANCIAL COM USD.001 | 535,008 | $17.9B | 0.39% | |
| 64 | BHCVALEANT PHARMACEUTICALS INTL COM NPV | 1,114,299 | $17.7B | 0.39% | |
| 65 | WMTWALMART INC COM USD.1 | 198,779 | $17.7B | 0.39% | |
| 66 | MGAMAGNA INTERNATIONAL INC COM NPV | 304,412 | $17.1B | 0.37% | |
| 67 | LOWLOWE'S COMPANIES INC COM USD.5 | 186,120 | $16.3B | 0.36% | |
| 68 | —AETNA INC COM USD.01 | 94,321 | $15.9B | 0.35% | |
| 69 | FSVFIRSTSERVICE CORP SUB VTG | 215,550 | $15.8B | 0.35% | |
| 70 | LMTLOCKHEED MARTIN CORP COM USD1 | 45,859 | $15.5B | 0.34% | |
| 71 | MANMANPOWERGROUP COM NPV | 133,345 | $15.3B | 0.34% | |
| 72 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 202,837 | $14.1B | 0.31% | |
| 73 | OSBCADNORBORD INC COM NPV | 387,382 | $14.0B | 0.31% | |
| 74 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 199,152 | $13.0B | 0.29% | |
| 75 | TSSTOTAL SYSTEM SERVICES INC COM USD.1 | 149,622 | $12.9B | 0.28% | |
| 76 | YUMYUM BRANDS INC COM NPV | 148,629 | $12.7B | 0.28% | |
| 77 | AYAEURTHE STARS GROUP INC COM NPV | 456,241 | $12.6B | 0.28% | |
| 78 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 1,064,256 | $12.1B | 0.27% | |
| 79 | CITUSDCIT GROUP INC COM USD.01 | 234,843 | $12.1B | 0.26% | |
| 80 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 264,775 | $11.8B | 0.26% | |
| 81 | LRCXEURLAM RESEARCH CORP COM NPV | 55,651 | $11.3B | 0.25% | |
| 82 | —SUNTRUST BANKS INC COM USD1 | 165,384 | $11.3B | 0.25% | |
| 83 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 125,922 | $11.1B | 0.24% | |
| 84 | ISRGINTUITIVE SURGICAL INC COM USD.001 | 26,977 | $11.1B | 0.24% | |
| 85 | STLDSTEEL DYNAMICS INC COM USD.01 | 237,606 | $10.5B | 0.23% | |
| 86 | JEGBPJUST ENERGY GROUP INC COM | 2,377,778 | $10.5B | 0.23% | |
| 87 | MEDMEDIFAST INC COM USD.001 | 109,994 | $10.3B | 0.22% | |
| 88 | GIBCGI GROUP INC -CL A CL A COM NPV SVTG | 176,782 | $10.2B | 0.22% | |
| 89 | CAECAE INC COM NPV | 541,227 | $10.1B | 0.22% | |
| 90 | INTCINTEL CORP COM NPV | 187,481 | $9.8B | 0.21% | |
| 91 | SPUSDSP PLUS CORP CL A USD.001 | 267,475 | $9.5B | 0.21% | |
| 92 | —ARCH COAL INC COM USD.01 | 97,621 | $9.0B | 0.20% | |
| 93 | ABXBARRICK GOLD CORP COM NPV | 700,933 | $8.7B | 0.19% | |
| 94 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 115,025 | $8.4B | 0.18% | |
| 95 | SKMEURSK TELECOM CO LTD SPON ADR | 336,758 | $8.1B | 0.18% | |
| 96 | ADMARCHER-DANIELS-MIDLAND CO COM NPV | 184,298 | $8.0B | 0.17% | |
| 97 | COPCONOCOPHILLIPS COM USD1.25 | 134,528 | $8.0B | 0.17% | |
| 98 | IDXXIDEXX LABS INC COM USD.1 | 41,131 | $7.9B | 0.17% | |
| 99 | TRITHOMSON-REUTERS CORP COM NPV | 198,306 | $7.7B | 0.17% | |
| 100 | EMEEMCOR GROUP INC COM USD.1 | 97,654 | $7.6B | 0.17% |
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