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 |
|---|---|---|---|---|---|
| 101 | CLSEURCELESTICA INC SUB VTG SHS | 734,403 | $7.6B | 0.17% | |
| 102 | MARMARRIOTT INTL INC CL A COM NPV | 55,652 | $7.6B | 0.17% | |
| 103 | CNCCENTENE CORP COM USD.003 | 69,937 | $7.5B | 0.16% | |
| 104 | MUMICRON TECHNOLOGY INC COM USD.1 | 143,006 | $7.5B | 0.16% | |
| 105 | LPXLOUISIANA-PACIFIC CORP COM USD1 | 248,470 | $7.1B | 0.16% | |
| 106 | TXNTEXAS INSTRUMENTS INC COM USD1 | 68,290 | $7.1B | 0.16% | |
| 107 | —TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | 432,175 | $7.1B | 0.15% | |
| 108 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 113,978 | $6.9B | 0.15% | |
| 109 | WDCWESTERN DIGITAL CORP COM USD.1 | 75,230 | $6.9B | 0.15% | |
| 110 | AMATAPPLIED MATERIALS INC COM NPV | 124,126 | $6.9B | 0.15% | |
| 111 | CSCOCISCO SYSTEMS INC COM NPV | 156,804 | $6.7B | 0.15% | |
| 112 | ARCBARCBEST CORP COM USD.01 | 208,216 | $6.7B | 0.15% | |
| 113 | RIORIO TINTO GROUP (GBR) SPON ADR | 121,932 | $6.3B | 0.14% | |
| 114 | CHECHEMED CORP COM USD1 | 22,927 | $6.3B | 0.14% | |
| 115 | ADBEADOBE SYSTEMS INC COM NPV | 27,867 | $6.0B | 0.13% | |
| 116 | TTECTTEC HOLDINGS INC COM USD.01 | 191,952 | $5.9B | 0.13% | |
| 117 | AIZASSURANT INC COM USD.01 | 62,493 | $5.7B | 0.12% | |
| 118 | GCI1EURGANNETT CO INC COM USD.01 | 558,074 | $5.6B | 0.12% | |
| 119 | HUMHUMANA INC COM NPV | 20,091 | $5.4B | 0.12% | |
| 120 | JNPJUNIPER NETWORKS INC COM USD.00001 | 213,706 | $5.2B | 0.11% | |
| 121 | ROKROCKWELL AUTOMATION COM USD1 | 29,549 | $5.1B | 0.11% | |
| 122 | AKXANSYS INC COM USD.01 | 31,907 | $5.0B | 0.11% | |
| 123 | COOCOOPER COMPANIES INC COM USD.1 | 21,387 | $4.9B | 0.11% | |
| 124 | MRTNMARTEN TRANSPORT LTD COM USD.01 | 213,411 | $4.9B | 0.11% | |
| 125 | DISDISNEY (WALT) CO COM NPV | 48,438 | $4.9B | 0.11% | |
| 126 | DOEURDIAMOND OFFSHRE DRILLING INC COM USD.01 | 328,245 | $4.8B | 0.11% | |
| 127 | 1GSNNOVANTA INC COM NPV | 90,761 | $4.7B | 0.10% | |
| 128 | —CABOT MICROELECTRONICS CORP COM USD.001 | 44,157 | $4.7B | 0.10% | |
| 129 | AG8AGILENT TECHNOLOGIES INC COM USD.01 | 70,225 | $4.7B | 0.10% | |
| 130 | ATVIEURACTIVISION BLIZZARD INC COM | 67,052 | $4.5B | 0.10% | |
| 131 | CTSHCOGNIZANT TECH SOLUTIONS CL A COM USD.01 | 54,293 | $4.4B | 0.10% | |
| 132 | TTENTOTAL SA SPON ADR | 75,101 | $4.3B | 0.09% | |
| 133 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 41,279 | $4.3B | 0.09% | |
| 134 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 22,322 | $4.2B | 0.09% | |
| 135 | GEGENERAL ELECTRIC CO COM USD.63 | 308,686 | $4.2B | 0.09% | |
| 136 | OMCOMNICOM GROUP COM USD.5 | 57,231 | $4.2B | 0.09% | |
| 137 | GDGENERAL DYNAMICS CORP COM USD1 | 18,561 | $4.1B | 0.09% | |
| 138 | PFEPFIZER INC COM USD.1 | 114,482 | $4.1B | 0.09% | |
| 139 | NVRNVR INC COM USD.01 | 1,360 | $3.8B | 0.08% | |
| 140 | IEXIDEX CORP COM USD.01 | 26,383 | $3.8B | 0.08% | |
| 141 | ONON SEMICONDUCTOR CORP COM USD.01 | 153,511 | $3.8B | 0.08% | |
| 142 | EVREVERCORE INC CL A COM USD.01 | 42,352 | $3.7B | 0.08% | |
| 143 | ELVANTHEM INC COM USD.01 | 16,407 | $3.6B | 0.08% | |
| 144 | —LIBERTY INTERACTV CP QVC GRP INT COM SER A | 142,081 | $3.6B | 0.08% | |
| 145 | CMCANADIAN IMPERIAL BANK COM NPV | 37,964 | $3.3B | 0.07% | |
| 146 | CRLCHARLES RIVER LABS INTL INC COM USD.01 | 30,767 | $3.3B | 0.07% | |
| 147 | TDCTERADATA CORP COM USD.01 | 80,950 | $3.2B | 0.07% | |
| 148 | CLSCA INC COM USD.1 | 92,634 | $3.1B | 0.07% | |
| 149 | WRKUSDWESTROCK CO COM USD.01 | 48,847 | $3.1B | 0.07% | |
| 150 | SIGSIGNET JEWELERS LTD COM USD.18 | 81,203 | $3.1B | 0.07% | |
| 151 | HIHILLENBRAND INC COM NPV | 66,764 | $3.1B | 0.07% | |
| 152 | EAELECTRONIC ARTS INC COM USD.01 | 25,057 | $3.0B | 0.07% | |
| 153 | BAXBAXTER INTERNATIONAL INC COM USD1 | 45,268 | $2.9B | 0.06% | |
| 154 | SF9SANDERSON FARMS INC COM USD1 | 24,552 | $2.9B | 0.06% | |
| 155 | —FIRSTCASH INC COM USD.01 | 35,847 | $2.9B | 0.06% | |
| 156 | HBC2HSBC HLDGS PLC SPON ADR | 61,029 | $2.9B | 0.06% | |
| 157 | VIABVIACOM INC CL B COM USD | 90,445 | $2.8B | 0.06% | |
| 158 | NYTNEW YORK TIMES CO -CL A CL A COM USD.1 | 115,772 | $2.8B | 0.06% | |
| 159 | FLWS1-800-FLOWERS.COM CL A COM USD.01 | 233,055 | $2.8B | 0.06% | |
| 160 | CEOCNOOC LTD SPONSORED ADR | 18,342 | $2.7B | 0.06% | |
| 161 | GAPGAP INC COM USD.05 | 86,391 | $2.7B | 0.06% | |
| 162 | UNPUNION PACIFIC CORP COM USD2.5 | 20,022 | $2.7B | 0.06% | |
| 163 | DGXQUEST DIAGNOSTICS INC COM NPV | 26,563 | $2.7B | 0.06% | |
| 164 | AFLAFLAC INC COM USD.1 | 60,705 | $2.7B | 0.06% | |
| 165 | PRGSPROGRESS SOFTWARE CORP COM USD.01 | 67,305 | $2.6B | 0.06% | |
| 166 | BTUSDBT GROUP PLC ADR | 157,049 | $2.5B | 0.06% | |
| 167 | CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5 | 13,805 | $2.4B | 0.05% | |
| 168 | SSRMSSR MINING INC COM NPV | 248,270 | $2.4B | 0.05% | |
| 169 | —BLUCORA INC COM USD.0001 | 96,925 | $2.4B | 0.05% | |
| 170 | ASGNASGN INC | 28,992 | $2.4B | 0.05% | |
| 171 | GDOTGREEN DOT CORP CL A COM USD.001 | 36,625 | $2.4B | 0.05% | |
| 172 | —TRINSEO SA ORD NPV | 31,598 | $2.3B | 0.05% | |
| 173 | GMGENERAL MOTORS CO COM USD.01 | 64,198 | $2.3B | 0.05% | |
| 174 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 24,161 | $2.3B | 0.05% | |
| 175 | ABBVABBVIE INC COM USD.01 | 24,161 | $2.3B | 0.05% | |
| 176 | RMRRMR GROUP INC CL A COM USD0.001 | 32,496 | $2.3B | 0.05% | |
| 177 | ENTAENANTA PHARMACEUTICALS INC COM USD0.01 | 26,951 | $2.2B | 0.05% | |
| 178 | —NEPTUNE TECH & BIORESSOURCES COM | 751,128 | $2.1B | 0.05% | |
| 179 | VRSNVERISIGN INC COM USD.01 | 17,739 | $2.1B | 0.05% | |
| 180 | BBBLACKBERRY LTD COM NPV | 182,829 | $2.1B | 0.05% | |
| 181 | MCMOELIS & CO CL A COM USD.01 | 40,762 | $2.1B | 0.05% | |
| 182 | CBCVR ENERGY INC COM USD.01 | 67,267 | $2.0B | 0.04% | |
| 183 | LAC1EURLITHIUM AMERICAS CORP COM NPV | 375,071 | $2.0B | 0.04% | |
| 184 | AANUSDAARON'S INC COM USD.5 | 43,512 | $2.0B | 0.04% | |
| 185 | ERFGBPENERPLUS CORP COM NPV | 178,965 | $2.0B | 0.04% | |
| 186 | INGNINOGEN INC COM USD.001 | 16,302 | $2.0B | 0.04% | |
| 187 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 69,916 | $2.0B | 0.04% | |
| 188 | VMWEURVMWARE INC -CL A CL A COM USD.01 | 16,215 | $2.0B | 0.04% | |
| 189 | PAHCPHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 | 49,474 | $2.0B | 0.04% | |
| 190 | ALGALAMO GROUP INC COM USD.1 | 17,581 | $1.9B | 0.04% | |
| 191 | MKSIMKS INSTRUMENTS INC COM NPV | 16,275 | $1.9B | 0.04% | |
| 192 | WATWATERS CORP COM USD.01 | 9,404 | $1.9B | 0.04% | |
| 193 | HRSEURHARRIS CORP COM USD1 | 11,553 | $1.9B | 0.04% | |
| 194 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 15,303 | $1.9B | 0.04% | |
| 195 | PENNPENN NATIONAL GAMING INC COM USD.01 | 68,881 | $1.8B | 0.04% | |
| 196 | BCCBOISE CASCADE CO COM USD.01 | 46,200 | $1.8B | 0.04% | |
| 197 | DRIDARDEN RESTAURANTS INC COM NPV | 20,413 | $1.7B | 0.04% | |
| 198 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 15,517 | $1.7B | 0.04% | |
| 199 | WERNWERNER ENTERPRISES INC COM USD.01 | 46,154 | $1.7B | 0.04% | |
| 200 | DDSDILLARDS INC -CL A CL A COM NPV | 20,481 | $1.6B | 0.04% |