O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2019 Filing
Filed May 10, 2019
Portfolio Value
$4.2T
Holdings
906
Report Date
Q1 2019
Filing Type
13F-HR
All Holdings (906 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | WCGEURWELLCARE HEALTH PLANS INC COM USD.01 | 25,105 | $6.8B | 0.16% | |
| 102 | BHCBAUSCH HEALTH COMPANIES INC COM NPV | 266,700 | $6.5B | 0.16% | |
| 103 | ARCBARCBEST CORP COM USD.01 | 212,472 | $6.5B | 0.16% | |
| 104 | HESHESS CORP COM USD1 | 105,155 | $6.3B | 0.15% | |
| 105 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 98,599 | $5.8B | 0.14% | |
| 106 | WHRWHIRLPOOL CORP COM USD1 | 41,070 | $5.5B | 0.13% | |
| 107 | CDWCDW CORP COM USD.01 | 56,138 | $5.4B | 0.13% | |
| 108 | NXSTNEXSTAR MEDIA GROUP CL A COM USD.01 | 49,430 | $5.4B | 0.13% | |
| 109 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 19,211 | $5.3B | 0.13% | |
| 110 | FFFUTUREFUEL CORP COM USD.0001 | 386,449 | $5.2B | 0.12% | |
| 111 | IRINGERSOLL-RAND PLC COM USD2 | 46,349 | $5.0B | 0.12% | |
| 112 | AZOAUTOZONE INC COM NPV | 4,866 | $5.0B | 0.12% | |
| 113 | TMUST-MOBILE US INC COM | 70,729 | $4.9B | 0.12% | |
| 114 | SSRMSSR MINING INC COM NPV | 378,933 | $4.8B | 0.11% | |
| 115 | AWIARMSTRONG WORLD INDUSTRIES COM | 56,669 | $4.5B | 0.11% | |
| 116 | VRSUSDVERSO CORP CL A COM USD.01 | 206,116 | $4.4B | 0.11% | |
| 117 | HFCUSDHOLLYFRONTIER CORP COM USD.01 | 89,505 | $4.4B | 0.10% | |
| 118 | CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5 | 21,386 | $4.4B | 0.10% | |
| 119 | GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV | 120,395 | $4.3B | 0.10% | |
| 120 | ROFKFORCE INC COM USD.01 | 122,363 | $4.3B | 0.10% | |
| 121 | DVNDEVON ENERGY CORP COM USD.1 | 134,907 | $4.3B | 0.10% | |
| 122 | FDO.FMACY'S INC COM NPV | 177,315 | $4.2B | 0.10% | |
| 123 | SCVLSHOE CARNIVAL INC COM USD.1 | 123,910 | $4.2B | 0.10% | |
| 124 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 45,263 | $4.2B | 0.10% | |
| 125 | —BLUCORA INC COM USD.0001 | 124,047 | $4.1B | 0.10% | |
| 126 | SKMEURSK TELECOM CO LTD SPON ADR | 168,920 | $4.1B | 0.10% | |
| 127 | IDXXIDEXX LABS INC COM USD.1 | 18,171 | $4.1B | 0.10% | |
| 128 | BABOEING CO COM USD5 | 10,554 | $4.0B | 0.10% | |
| 129 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 62,801 | $4.0B | 0.09% | |
| 130 | HUMHUMANA INC COM NPV | 14,946 | $4.0B | 0.09% | |
| 131 | HMCHONDA MOTOR CO LTD ADR | 144,741 | $3.9B | 0.09% | |
| 132 | FCXFREEPORT-MCMORAN INC COM NPV | 302,950 | $3.9B | 0.09% | |
| 133 | CHLUSDCHINA MOBILE LTD SPON ADR | 75,911 | $3.9B | 0.09% | |
| 134 | BRBROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 36,786 | $3.8B | 0.09% | |
| 135 | HIHILLENBRAND INC COM NPV | 91,438 | $3.8B | 0.09% | |
| 136 | TDSTELEPHONE & DATA SYSTEMS INC COM USD1 | 121,499 | $3.7B | 0.09% | |
| 137 | INVAINNOVIVA INC COM USD.01 | 267,135 | $3.7B | 0.09% | |
| 138 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 41,188 | $3.7B | 0.09% | |
| 139 | LEALEAR CORP COM NPV | 26,836 | $3.6B | 0.09% | |
| 140 | IXORIX CORP SPONSORED ADR | 50,046 | $3.6B | 0.09% | |
| 141 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 315,556 | $3.5B | 0.08% | |
| 142 | ADBEADOBE INC COM NPV | 13,040 | $3.5B | 0.08% | |
| 143 | NOANORTH AMERICAN CONST GRP LTD COM NPV | 297,244 | $3.4B | 0.08% | |
| 144 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 67,548 | $3.4B | 0.08% | |
| 145 | NUENUCOR CORP COM USD.4 | 57,438 | $3.4B | 0.08% | |
| 146 | WDRWADDELL&REED FINL INC -CL A CL A | 192,912 | $3.3B | 0.08% | |
| 147 | IPINTL PAPER CO COM USD1 | 70,182 | $3.2B | 0.08% | |
| 148 | —FIRSTCASH INC COM USD.01 | 37,453 | $3.2B | 0.08% | |
| 149 | VVISA INC CL A COM USD.0001 | 20,619 | $3.2B | 0.08% | |
| 150 | FTNTFORTINET INC COM USD.001 | 38,010 | $3.2B | 0.08% | |
| 151 | —TECH DATA CORP COM USD.0015 | 31,176 | $3.2B | 0.08% | |
| 152 | TDTORONTO DOMINION BANK COM NPV | 58,262 | $3.1B | 0.07% | |
| 153 | CBPXEURCONTINENTAL BUILDING PRODS COM USD.001 | 126,730 | $3.1B | 0.07% | |
| 154 | NHCNATIONAL HEALTHCARE CORP COM USD.01 | 41,374 | $3.1B | 0.07% | |
| 155 | FCNFTI CONSULTING INC CL A COM USD.01 | 40,649 | $3.1B | 0.07% | |
| 156 | HLFHERBALIFE NUTRITION LTD COM USD.001 | 58,050 | $3.1B | 0.07% | |
| 157 | —PCM INC COM USD.001 | 84,233 | $3.1B | 0.07% | |
| 158 | RHIROBERT HALF INTL INC COM USD1 | 46,919 | $3.0B | 0.07% | |
| 159 | BTUPEABODY ENERGY CORP WHEN ISSUED | 106,736 | $3.0B | 0.07% | |
| 160 | ABXBARRICK GOLD CORP COM NPV | 214,300 | $2.9B | 0.07% | |
| 161 | JEGBPJUST ENERGY GROUP INC COM | 864,995 | $2.9B | 0.07% | |
| 162 | WOOFOOT LOCKER INC COM USD3 | 48,052 | $2.9B | 0.07% | |
| 163 | —SINOPEC SHANGHAI PETROCHEM SPON ADR | 59,895 | $2.9B | 0.07% | |
| 164 | ELVANTHEM INC COM USD.01 | 9,568 | $2.7B | 0.07% | |
| 165 | JPMJPMORGAN CHASE & CO COM USD12 | 27,237 | $2.7B | 0.07% | |
| 166 | ADPAUTOMATIC DATA PROCESSING COM NPV | 17,099 | $2.7B | 0.07% | |
| 167 | DYHTARGET CORP COM USD1 | 33,728 | $2.7B | 0.06% | |
| 168 | —BANCO SANTANDER MEXICO -ADR ADR | 397,460 | $2.7B | 0.06% | |
| 169 | LUVSOUTHWEST AIRLINES COM USD1 | 51,818 | $2.7B | 0.06% | |
| 170 | RFPUSDRESOLUTE FOREST PRODUCTS INC COM USD.001 | 333,433 | $2.6B | 0.06% | |
| 171 | BCCBOISE CASCADE CO COM USD.01 | 98,167 | $2.6B | 0.06% | |
| 172 | GRT-UCADGRANITE REAL ESTATE INVEST STPLD UNIT | 54,948 | $2.6B | 0.06% | |
| 173 | STRLSTERLING CONSTRUCTION CO INC COM NPV | 203,235 | $2.5B | 0.06% | |
| 174 | STLDSTEEL DYNAMICS INC COM USD.01 | 70,507 | $2.5B | 0.06% | |
| 175 | PRFTUSDPERFICIENT INC COM USD.001 | 90,569 | $2.5B | 0.06% | |
| 176 | KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01 | 27,826 | $2.4B | 0.06% | |
| 177 | —HMS HOLDINGS CORP COM USD.01 | 82,119 | $2.4B | 0.06% | |
| 178 | PKXPOSCO SPON ADR | 43,754 | $2.4B | 0.06% | |
| 179 | HELEHELEN OF TROY LTD COM USD.1 | 20,514 | $2.4B | 0.06% | |
| 180 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 69,767 | $2.4B | 0.06% | |
| 181 | SCLSTEPAN CO COM USD1 | 26,083 | $2.3B | 0.05% | |
| 182 | TCXTUCOWS INC CL A COM NPV | 27,788 | $2.2B | 0.05% | |
| 183 | EMEEMCOR GROUP INC COM USD.1 | 29,740 | $2.2B | 0.05% | |
| 184 | JLLJONES LANG LASALLE INC COM USD.01 | 14,070 | $2.2B | 0.05% | |
| 185 | RYROYAL BANK OF CANADA COM NPV | 28,730 | $2.2B | 0.05% | |
| 186 | TSNTYSON FOODS INC -CL A CL A COM USD.1 | 30,696 | $2.1B | 0.05% | |
| 187 | —HORIZON PHARMA PLC ORD USD.01 | 80,854 | $2.1B | 0.05% | |
| 188 | WFWOORI FINANCIAL GROUP INC ADR | 58,759 | $2.1B | 0.05% | |
| 189 | NPKNATIONAL PRESTO INDS INC COM USD1 | 19,331 | $2.1B | 0.05% | |
| 190 | CRUSCIRRUS LOGIC INC COM NPV | 49,074 | $2.1B | 0.05% | |
| 191 | AEGAEGON NV NY SHR ADR | 421,973 | $2.0B | 0.05% | |
| 192 | BACVERIZON COMMUNICATIONS INC COM USD1 | 34,062 | $2.0B | 0.05% | |
| 193 | TACTRANSALTA CORP COM NPV | 274,673 | $2.0B | 0.05% | |
| 194 | CIENCIENA CORP COM USD.01 | 53,957 | $2.0B | 0.05% | |
| 195 | AZPNUSDASPEN TECHNOLOGY INC COM USD.1 | 19,115 | $2.0B | 0.05% | |
| 196 | LIILENNOX INTERNATIONAL INC COM USD.01 | 7,445 | $2.0B | 0.05% | |
| 197 | VEEVVEEVA SYSTEMS INC CL A COM USD.00001 | 15,483 | $2.0B | 0.05% | |
| 198 | EENI SPA SPON ADR | 55,221 | $1.9B | 0.05% | |
| 199 | ERFGBPENERPLUS CORP COM NPV | 228,034 | $1.9B | 0.05% | |
| 200 | UEOWESTLAKE CHEMICAL CORP COM USD.01 | 27,594 | $1.9B | 0.04% |