O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2017 Filing
Filed November 13, 2017
Portfolio Value
$4.3T
Holdings
905
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (905 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABOEING CO COM | 719,341 | $182.9B | 4.26% | |
| 2 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,511,302 | $149.7B | 3.48% | |
| 3 | VLOVALERO ENERGY CORP NEW COM | 1,931,387 | $148.6B | 3.46% | |
| 4 | A4SAMERIPRISE FINL INC COM | 984,064 | $146.1B | 3.40% | |
| 5 | MCDMCDONALDS CORP COM | 818,952 | $128.3B | 2.99% | |
| 6 | AXPAMERICAN EXPRESS CO COM | 1,116,374 | $101.0B | 2.35% | |
| 7 | GILDGILEAD SCIENCES INC COM | 1,222,230 | $99.0B | 2.30% | |
| 8 | WYNEURWYNDHAM WORLDWIDE CORP COM | 880,011 | $92.8B | 2.16% | |
| 9 | BBYBEST BUY INC COM | 1,573,547 | $89.6B | 2.09% | |
| 10 | DYHTARGET CORP COM | 1,475,039 | $87.0B | 2.03% | |
| 11 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 1,420,210 | $86.5B | 2.01% | |
| 12 | TELTE CONNECTIVITY LTD REG SHS | 938,716 | $78.0B | 1.81% | |
| 13 | PGPROCTER AND GAMBLE CO COM | 786,306 | $71.5B | 1.66% | |
| 14 | GLWCORNING INC COM | 2,208,293 | $66.1B | 1.54% | |
| 15 | CTLEURCENTURYLINK INC COM | 3,366,080 | $63.6B | 1.48% | |
| 16 | —XL GROUP LTD SHS | 1,552,162 | $61.2B | 1.42% | |
| 17 | HIGHARTFORD FINL SVCS GROUP INC COM | 1,091,139 | $60.5B | 1.41% | |
| 18 | DFSEURDISCOVER FINL SVCS COM | 934,297 | $60.2B | 1.40% | |
| 19 | LNCLINCOLN NATL CORP IND COM | 813,709 | $59.8B | 1.39% | |
| 20 | CDNSCADENCE DESIGN SYSTEM INC COM | 1,459,489 | $57.6B | 1.34% | |
| 21 | YUMYUM BRANDS INC COM | 777,225 | $57.2B | 1.33% | |
| 22 | KSSKOHLS CORP COM | 1,165,890 | $53.2B | 1.24% | |
| 23 | CVSCVS HEALTH CORP COM | 654,169 | $53.2B | 1.24% | |
| 24 | MCKMCKESSON CORP COM | 341,853 | $52.5B | 1.22% | |
| 25 | RYROYAL BK CDA MONTREAL QUE COM | 679,677 | $52.5B | 1.22% | |
| 26 | AMATAPPLIED MATLS INC COM | 1,002,656 | $52.2B | 1.22% | |
| 27 | —EXPRESS SCRIPTS HLDG CO COM | 820,140 | $51.9B | 1.21% | |
| 28 | TRVTRAVELERS COMPANIES INC COM | 406,397 | $49.8B | 1.16% | |
| 29 | —CBS CORP NEW CL B | 834,977 | $48.4B | 1.13% | |
| 30 | W3UWESTERN UN CO COM | 2,438,901 | $46.8B | 1.09% | |
| 31 | AEGAEGON N V NY REGISTRY SH | 8,062,691 | $46.7B | 1.09% | |
| 32 | GEGENERAL ELECTRIC CO COM | 1,868,642 | $45.2B | 1.05% | |
| 33 | LIESUN LIFE FINL INC COM | 1,081,665 | $43.0B | 1.00% | |
| 34 | UTXZUNITED TECHNOLOGIES CORP COM | 368,363 | $42.8B | 1.00% | |
| 35 | MFCMANULIFE FINL CORP COM | 2,017,373 | $40.8B | 0.95% | |
| 36 | ALSALLSTATE CORP COM | 443,012 | $40.7B | 0.95% | |
| 37 | MSCIMSCI INC COM | 337,761 | $39.5B | 0.92% | |
| 38 | TRVCCITIGROUP INC COM NEW | 508,419 | $37.0B | 0.86% | |
| 39 | SYYSYSCO CORP COM | 662,635 | $35.7B | 0.83% | |
| 40 | CECELANESE CORP DEL COM SER A | 334,161 | $34.8B | 0.81% | |
| 41 | GMGENERAL MTRS CO COM | 825,405 | $33.3B | 0.78% | |
| 42 | SIRIEURSIRIUS XM HOLDINGS INC COM | 5,969,808 | $33.0B | 0.77% | |
| 43 | MSIMOTOROLA SOLUTIONS INC COM NEW | 382,681 | $32.5B | 0.76% | |
| 44 | RFREGIONS FINL CORP NEW COM | 2,021,919 | $30.8B | 0.72% | |
| 45 | NTAPNETAPP INC COM | 636,944 | $27.9B | 0.65% | |
| 46 | STXSEAGATE TECHNOLOGY SHS | 833,819 | $27.7B | 0.64% | |
| 47 | TDTORONTO DOMINION BK ONT COM NEW | 471,517 | $26.5B | 0.62% | |
| 48 | LEALEAR CORP COM NEW | 152,978 | $26.5B | 0.62% | |
| 49 | TECK/BTECK RESOURCES LTD CL B | 1,212,305 | $25.5B | 0.59% | |
| 50 | CDKCDK GLOBAL INC COM | 373,451 | $23.6B | 0.55% | |
| 51 | GSGOLDMAN SACHS GROUP INC COM | 94,399 | $22.4B | 0.52% | |
| 52 | CAGCONAGRA BRANDS INC COM | 637,142 | $21.5B | 0.50% | |
| 53 | QCOMQUALCOMM INC COM | 397,354 | $20.6B | 0.48% | |
| 54 | BNSBANK N S HALIFAX COM | 319,099 | $20.5B | 0.48% | |
| 55 | AAPLAPPLE INC COM | 131,307 | $20.2B | 0.47% | |
| 56 | GRT-UCADGRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 466,641 | $18.7B | 0.43% | |
| 57 | CMCDN IMPERIAL BK COMM TORONTO COM | 192,931 | $16.8B | 0.39% | |
| 58 | MGAMAGNA INTL INC COM | 310,619 | $16.5B | 0.38% | |
| 59 | OSBCADNORBORD INC COM NEW | 419,754 | $15.9B | 0.37% | |
| 60 | S9QSPIRIT AEROSYSTEMS HLDGS INC COM CL A | 202,111 | $15.7B | 0.37% | |
| 61 | WMTWAL-MART STORES INC COM | 200,681 | $15.7B | 0.36% | |
| 62 | HRBBLOCK H & R INC COM | 585,555 | $15.5B | 0.36% | |
| 63 | —TWENTY FIRST CENTY FOX INC CL A | 576,781 | $15.2B | 0.35% | |
| 64 | FSVFIRSTSERVICE CORP NEW SUB VTG SH | 224,753 | $14.7B | 0.34% | |
| 65 | JEGBPJUST ENERGY GROUP INC COM | 2,458,459 | $14.2B | 0.33% | |
| 66 | CAECAE INC COM | 792,126 | $13.8B | 0.32% | |
| 67 | MANMANPOWERGROUP INC COM | 115,108 | $13.6B | 0.32% | |
| 68 | EBAEBAY INC COM | 345,848 | $13.3B | 0.31% | |
| 69 | IBMINTERNATIONAL BUSINESS MACHS COM | 89,975 | $13.1B | 0.30% | |
| 70 | AIZASSURANT INC COM | 133,914 | $12.8B | 0.30% | |
| 71 | LMTLOCKHEED MARTIN CORP COM | 39,809 | $12.4B | 0.29% | |
| 72 | IDXXIDEXX LABS INC COM | 78,772 | $12.2B | 0.29% | |
| 73 | RCI/BROGERS COMMUNICATIONS INC CL B | 221,680 | $11.4B | 0.27% | |
| 74 | GIBGROUPE CGI INC CL A SUB VTG | 214,013 | $11.1B | 0.26% | |
| 75 | SIGSIGNET JEWELERS LIMITED SHS | 165,462 | $11.0B | 0.26% | |
| 76 | —AETNA INC NEW COM | 65,075 | $10.3B | 0.24% | |
| 77 | CIGICOLLIERS INTL GROUP INC SUB VTG SHS | 203,929 | $10.1B | 0.23% | |
| 78 | ZIONZIONS BANCORPORATION COM | 213,341 | $10.1B | 0.23% | |
| 79 | URIUNITED RENTALS INC COM | 71,463 | $9.9B | 0.23% | |
| 80 | NVDANVIDIA CORP COM | 54,182 | $9.7B | 0.23% | |
| 81 | CNRCANADIAN NATL RY CO COM | 115,025 | $9.5B | 0.22% | |
| 82 | JPMJPMORGAN CHASE & CO COM | 98,072 | $9.4B | 0.22% | |
| 83 | MEOHMETHANEX CORP COM | 168,599 | $8.5B | 0.20% | |
| 84 | COFCAPITAL ONE FINL CORP COM | 96,982 | $8.2B | 0.19% | |
| 85 | —TELETECH HOLDINGS INC COM | 195,281 | $8.2B | 0.19% | |
| 86 | CLSEURCELESTICA INC SUB VTG SHS | 651,055 | $8.0B | 0.19% | |
| 87 | FDO.FMACY'S INC COM | 364,183 | $7.9B | 0.18% | |
| 88 | SKMEURSK TELECOM LTD SPONSORED ADR | 321,591 | $7.9B | 0.18% | |
| 89 | GDGENERAL DYNAMICS CORP COM | 38,211 | $7.9B | 0.18% | |
| 90 | AEISADVANCED ENERGY INDS COM | 95,863 | $7.7B | 0.18% | |
| 91 | PRUPRUDENTIAL FINL INC COM | 70,973 | $7.5B | 0.18% | |
| 92 | PWRQUANTA SVCS INC COM | 200,608 | $7.5B | 0.17% | |
| 93 | HCAHCA HEALTHCARE INC COM | 93,594 | $7.4B | 0.17% | |
| 94 | PFEPFIZER INC COM | 193,550 | $6.9B | 0.16% | |
| 95 | ADMARCHER DANIELS MIDLAND CO COM | 159,968 | $6.8B | 0.16% | |
| 96 | LPXLOUISIANA PAC CORP COM | 247,140 | $6.7B | 0.16% | |
| 97 | LRCXEURLAM RESEARCH CORP COM | 35,682 | $6.6B | 0.15% | |
| 98 | GWWGRAINGER W W INC COM | 36,233 | $6.5B | 0.15% | |
| 99 | ISRGINTUITIVE SURGICAL INC COM NEW | 6,188 | $6.5B | 0.15% | |
| 100 | GISGENERAL MLS INC COM | 124,585 | $6.4B | 0.15% |
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