O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2018 Filing
Filed November 6, 2018
Portfolio Value
$4.9T
Holdings
899
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (899 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 1,248,632 | $183.8B | 3.76% | |
| 2 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 2,025,660 | $161.4B | 3.30% | |
| 3 | TRVCCITIGROUP INC COM USD.01 | 2,084,204 | $149.0B | 3.05% | |
| 4 | FITBFIFTH THIRD BANCORP COM USD6.67 | 4,531,360 | $126.1B | 2.58% | |
| 5 | VLOVALERO ENERGY CORP COM USD1 | 1,083,675 | $122.8B | 2.51% | |
| 6 | METMETLIFE INC COM | 2,463,267 | $114.7B | 2.35% | |
| 7 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 985,368 | $109.2B | 2.23% | |
| 8 | RFREGIONS FINANCIAL CORP COM USD.625 | 5,904,186 | $108.0B | 2.21% | |
| 9 | BBYBEST BUY CO INC COM USD.1 | 1,354,434 | $107.2B | 2.19% | |
| 10 | VOYAVOYA FINANCIAL INC COM USD.01 | 2,072,668 | $102.6B | 2.10% | |
| 11 | CAGCONAGRA BRANDS INC COM USD5 | 2,997,220 | $101.5B | 2.08% | |
| 12 | W3UWESTERN UNION CO COM USD.01 | 5,072,783 | $96.3B | 1.97% | |
| 13 | PGPROCTER & GAMBLE CO COM NPV | 1,145,418 | $95.0B | 1.94% | |
| 14 | AMGNAMGEN INC COM NPV | 456,500 | $94.3B | 1.93% | |
| 15 | SYYSYSCO CORP COM USD1 | 1,283,987 | $93.7B | 1.92% | |
| 16 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,972,825 | $93.1B | 1.91% | |
| 17 | GLWCORNING INC COM USD5 | 2,391,655 | $84.1B | 1.72% | |
| 18 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 1,644,881 | $81.9B | 1.68% | |
| 19 | JNPJUNIPER NETWORKS INC COM USD.00001 | 2,515,828 | $75.2B | 1.54% | |
| 20 | DYHTARGET CORP COM USD1 | 845,140 | $74.4B | 1.52% | |
| 21 | COPCONOCOPHILLIPS COM USD1.25 | 902,447 | $69.6B | 1.43% | |
| 22 | YUMYUM BRANDS INC COM NPV | 731,402 | $66.3B | 1.36% | |
| 23 | CSCOCISCO SYSTEMS INC COM NPV | 1,267,132 | $61.5B | 1.26% | |
| 24 | KRKROGER CO COM USD1 | 2,092,982 | $60.7B | 1.24% | |
| 25 | SEESEALED AIR CORP COM USD.01 | 1,503,489 | $60.2B | 1.23% | |
| 26 | APCANADARKO PETROLEUM CORP COM USD.1 | 877,323 | $58.9B | 1.21% | |
| 27 | ALLYALLY FINANCIAL INC COM USD.01 | 2,199,680 | $58.0B | 1.19% | |
| 28 | PSXPHILLIPS 66 COM USD0.01 | 495,705 | $55.7B | 1.14% | |
| 29 | CECELANESE CORP COM USD.01 | 489,681 | $55.6B | 1.14% | |
| 30 | KSSKOHL'S CORP COM USD.01 | 734,496 | $54.5B | 1.12% | |
| 31 | MARMARRIOTT INTL INC CL A COM NPV | 386,678 | $50.9B | 1.04% | |
| 32 | PHMPULTEGROUP INC COM USD.01 | 2,044,009 | $50.5B | 1.03% | |
| 33 | AALAMERICAN AIRLINES GROUP INC COM USD.01 | 1,195,889 | $49.2B | 1.01% | |
| 34 | MEOHMETHANEX CORP COM NPV | 598,478 | $46.8B | 0.96% | |
| 35 | UNPUNION PACIFIC CORP COM USD2.5 | 285,972 | $46.4B | 0.95% | |
| 36 | CDKCDK GLOBAL INC COM USD0.01 | 727,492 | $45.4B | 0.93% | |
| 37 | DISDISNEY (WALT) CO COM NPV | 386,342 | $45.1B | 0.92% | |
| 38 | GWWGRAINGER (W W) INC COM USD1 | 123,772 | $44.1B | 0.90% | |
| 39 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 424,774 | $43.4B | 0.89% | |
| 40 | LIESUN LIFE FINANCIAL INC COM NPV | 1,038,144 | $40.9B | 0.84% | |
| 41 | HDSUSDHD SUPPLY HOLDINGS INC COM USD.01 | 924,456 | $39.4B | 0.81% | |
| 42 | SYFSYNCHRONY FINANCIAL COM USD.001 | 1,233,343 | $38.2B | 0.78% | |
| 43 | GISGENERAL MILLS INC COM USD.75 | 887,475 | $37.9B | 0.78% | |
| 44 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 1,524,506 | $36.4B | 0.74% | |
| 45 | DALDELTA AIR LINES INC COM USD.0001 | 613,291 | $35.4B | 0.72% | |
| 46 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 360,297 | $32.9B | 0.67% | |
| 47 | UALUNITED CONTINENTAL HLDGS INC COM NEW | 342,742 | $30.4B | 0.62% | |
| 48 | BHCBAUSCH HEALTH COMPANIES INC COM NPV | 1,176,604 | $29.9B | 0.61% | |
| 49 | DOOBRP INC SUB VTG NPV | 638,731 | $29.7B | 0.61% | |
| 50 | LOWLOWE'S COMPANIES INC COM USD.5 | 233,897 | $26.8B | 0.55% | |
| 51 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,435,072 | $25.4B | 0.52% | |
| 52 | VFCVF CORP COM NPV | 268,182 | $25.0B | 0.51% | |
| 53 | GIBCGI GROUP INC -CL A CL A COM NPV SVTG | 374,544 | $23.9B | 0.49% | |
| 54 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 328,178 | $23.8B | 0.49% | |
| 55 | OSBCADNORBORD INC COM NPV | 710,365 | $23.3B | 0.48% | |
| 56 | DOVDOVER CORP COM USD1 | 258,946 | $22.8B | 0.47% | |
| 57 | JPMJPMORGAN CHASE & CO COM USD12 | 193,001 | $21.7B | 0.44% | |
| 58 | RYROYAL BANK OF CANADA COM NPV | 253,056 | $20.1B | 0.41% | |
| 59 | TDTORONTO DOMINION BANK COM NPV | 318,396 | $19.1B | 0.39% | |
| 60 | MEDMEDIFAST INC COM USD.001 | 81,843 | $18.1B | 0.37% | |
| 61 | —SUNTRUST BANKS INC COM USD1 | 267,706 | $17.8B | 0.36% | |
| 62 | MUMICRON TECHNOLOGY INC COM USD.1 | 368,409 | $16.6B | 0.34% | |
| 63 | MGAMAGNA INTERNATIONAL INC COM NPV | 313,568 | $16.3B | 0.33% | |
| 64 | MCKMCKESSON CORP COM USD2 | 121,001 | $16.0B | 0.33% | |
| 65 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 206,878 | $15.9B | 0.32% | |
| 66 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 55,108 | $15.7B | 0.32% | |
| 67 | VIABVIACOM INC CL B COM USD | 442,059 | $14.9B | 0.31% | |
| 68 | TSSTOTAL SYSTEM SERVICES INC COM USD.1 | 150,196 | $14.8B | 0.30% | |
| 69 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 287,627 | $13.0B | 0.27% | |
| 70 | INTUINTUIT INC COM NPV | 57,299 | $13.0B | 0.27% | |
| 71 | BABOEING CO COM USD5 | 34,321 | $12.8B | 0.26% | |
| 72 | CAECAE INC COM NPV | 617,973 | $12.4B | 0.25% | |
| 73 | DECKDECKERS OUTDOOR CORP COM USD.01 | 104,555 | $12.3B | 0.25% | |
| 74 | SUSUNCOR ENERGY INC COM NPV | 318,601 | $12.2B | 0.25% | |
| 75 | ARCBARCBEST CORP COM USD.01 | 250,680 | $12.2B | 0.25% | |
| 76 | HAEHAEMONETICS CORP COM USD.01 | 105,554 | $12.1B | 0.25% | |
| 77 | AYAEURSTARS GROUP INC COM NPV | 490,471 | $12.1B | 0.25% | |
| 78 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 641,086 | $12.0B | 0.25% | |
| 79 | BJRIBJ'S RESTAURANTS INC COM NPV | 165,106 | $11.9B | 0.24% | |
| 80 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 116,677 | $11.7B | 0.24% | |
| 81 | CSXCSX CORP COM USD1 | 156,833 | $11.6B | 0.24% | |
| 82 | AFLAFLAC INC COM USD.1 | 241,934 | $11.4B | 0.23% | |
| 83 | HUMHUMANA INC COM NPV | 33,681 | $11.3B | 0.23% | |
| 84 | RIORIO TINTO GROUP (GBR) SPON ADR | 217,996 | $11.1B | 0.23% | |
| 85 | GILDGILEAD SCIENCES INC COM USD.001 | 138,909 | $10.7B | 0.22% | |
| 86 | ISRGINTUITIVE SURGICAL INC COM USD.001 | 18,562 | $10.7B | 0.22% | |
| 87 | CNMDCONMED CORP COM USD.01 | 133,544 | $10.6B | 0.22% | |
| 88 | DXCDXC TECHNOLOGY COMPANY COM USD1 | 102,205 | $9.5B | 0.20% | |
| 89 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 185,437 | $9.4B | 0.19% | |
| 90 | CVSCVS HEALTH CORP COM USD1 | 112,377 | $8.8B | 0.18% | |
| 91 | HCAHCA HEALTHCARE INC COM USD0.01 | 62,971 | $8.8B | 0.18% | |
| 92 | EBAEBAY INC COM USD.001 | 265,017 | $8.7B | 0.18% | |
| 93 | AONAON PLC CL A ORD | 55,281 | $8.5B | 0.17% | |
| 94 | ICFIICF INTERNATIONAL INC COM USD.001 | 112,736 | $8.5B | 0.17% | |
| 95 | DVADAVITA INC CL A COM NPV VTG | 116,530 | $8.3B | 0.17% | |
| 96 | HIHILLENBRAND INC COM NPV | 155,562 | $8.1B | 0.17% | |
| 97 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 104,421 | $8.0B | 0.16% | |
| 98 | EMEEMCOR GROUP INC COM USD.1 | 103,307 | $7.8B | 0.16% | |
| 99 | ABXBARRICK GOLD CORP COM NPV | 700,330 | $7.7B | 0.16% | |
| 100 | WCGEURWELLCARE HEALTH PLANS INC COM USD.01 | 23,590 | $7.6B | 0.15% |
Page 1 of 9Next