O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2018 Filing

Filed November 6, 2018

Portfolio Value

$4.9B

Holdings

899

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (899 positions)

StockValue
A4SAMERIPRISE FINANCIAL INC COM
$183.8M
MPCMARATHON PETROLEUM CORP COM USD0.01
$161.4M
TRVCCITIGROUP INC COM USD.01
$149.0M
FITBFIFTH THIRD BANCORP COM USD6.67
$126.1M
VLOVALERO ENERGY CORP COM USD1
$122.8M
METMETLIFE INC COM
$114.7M
CTXSEURCITRIX SYSTEMS INC COM USD.001
$109.2M
RFREGIONS FINANCIAL CORP COM USD.625
$108.0M
BBYBEST BUY CO INC COM USD.1
$107.2M
VOYAVOYA FINANCIAL INC COM USD.01
$102.6M
CAGCONAGRA BRANDS INC COM USD5
$101.5M
W3UWESTERN UNION CO COM USD.01
$96.3M
PGPROCTER & GAMBLE CO COM NPV
$95.0M
AMGNAMGEN INC COM NPV
$94.3M
SYYSYSCO CORP COM USD1
$93.7M
STXSEAGATE TECHNOLOGY PLC COM USD.00001
$93.1M
GLWCORNING INC COM USD5
$84.1M
HIGHARTFORD FINANCIAL SERVICES COM NPV
$81.9M
JNPJUNIPER NETWORKS INC COM USD.00001
$75.2M
DYHTARGET CORP COM USD1
$74.4M
COPCONOCOPHILLIPS COM USD1.25
$69.6M
YUMYUM BRANDS INC COM NPV
$66.3M
CSCOCISCO SYSTEMS INC COM NPV
$61.5M
KRKROGER CO COM USD1
$60.7M
SEESEALED AIR CORP COM USD.01
$60.2M
APCANADARKO PETROLEUM CORP COM USD.1
$58.9M
ALLYALLY FINANCIAL INC COM USD.01
$58.0M
PSXPHILLIPS 66 COM USD0.01
$55.7M
CECELANESE CORP COM USD.01
$55.6M
KSSKOHL'S CORP COM USD.01
$54.5M
MARMARRIOTT INTL INC CL A COM NPV
$50.9M
PHMPULTEGROUP INC COM USD.01
$50.5M
AALAMERICAN AIRLINES GROUP INC COM USD.01
$49.2M
MEOHMETHANEX CORP COM NPV
$46.8M
UNPUNION PACIFIC CORP COM USD2.5
$46.4M
CDKCDK GLOBAL INC COM USD0.01
$45.4M
DISDISNEY (WALT) CO COM NPV
$45.1M
GWWGRAINGER (W W) INC COM USD1
$44.1M
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$43.4M
LIESUN LIFE FINANCIAL INC COM NPV
$40.9M
HDSUSDHD SUPPLY HOLDINGS INC COM USD.01
$39.4M
SYFSYNCHRONY FINANCIAL COM USD.001
$38.2M
GISGENERAL MILLS INC COM USD.75
$37.9M
TECK/BTECK RESOURCES LTD CL B COM NPV SVTG
$36.4M
DALDELTA AIR LINES INC COM USD.0001
$35.4M
S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
$32.9M
UALUNITED CONTINENTAL HLDGS INC COM NEW
$30.4M
BHCBAUSCH HEALTH COMPANIES INC COM NPV
$29.9M
DOOBRP INC SUB VTG NPV
$29.7M
LOWLOWE'S COMPANIES INC COM USD.5
$26.8M
MFCMANULIFE FINANCIAL CORP COM NPV
$25.4M
VFCVF CORP COM NPV
$25.0M
GIBCGI GROUP INC -CL A CL A COM NPV SVTG
$23.9M
WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25
$23.8M
OSBCADNORBORD INC COM NPV
$23.3M
DOVDOVER CORP COM USD1
$22.8M
JPMJPMORGAN CHASE & CO COM USD12
$21.7M
RYROYAL BANK OF CANADA COM NPV
$20.1M
TDTORONTO DOMINION BANK COM NPV
$19.1M
MEDMEDIFAST INC COM USD.001
$18.1M
SUNTRUST BANKS INC COM USD1
$17.8M
MUMICRON TECHNOLOGY INC COM USD.1
$16.6M
MGAMAGNA INTERNATIONAL INC COM NPV
$16.3M
MCKMCKESSON CORP COM USD2
$16.0M
CIGICOLLIERS INTL GROUP INC COM NPV SVTG
$15.9M
SAMBOSTON BEER INC -CL A CL A COM USD.01
$15.7M
VIABVIACOM INC CL B COM USD
$14.9M
TSSTOTAL SYSTEM SERVICES INC COM USD.1
$14.8M
CDNSCADENCE DESIGN SYSTEMS INC COM USD.01
$13.0M
INTUINTUIT INC COM NPV
$13.0M
BABOEING CO COM USD5
$12.8M
CAECAE INC COM NPV
$12.4M
DECKDECKERS OUTDOOR CORP COM USD.01
$12.3M
SUSUNCOR ENERGY INC COM NPV
$12.2M
ARCBARCBEST CORP COM USD.01
$12.2M
HAEHAEMONETICS CORP COM USD.01
$12.1M
AYAEURSTARS GROUP INC COM NPV
$12.1M
NMI1EURKIRKLAND LAKE GOLD LTD COM
$12.0M
BJRIBJ'S RESTAURANTS INC COM NPV
$11.9M
SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR
$11.7M
CSXCSX CORP COM USD1
$11.6M
AFLAFLAC INC COM USD.1
$11.4M
HUMHUMANA INC COM NPV
$11.3M
RIORIO TINTO GROUP (GBR) SPON ADR
$11.1M
GILDGILEAD SCIENCES INC COM USD.001
$10.7M
ISRGINTUITIVE SURGICAL INC COM USD.001
$10.7M
CNMDCONMED CORP COM USD.01
$10.6M
DXCDXC TECHNOLOGY COMPANY COM USD1
$9.5M
RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV
$9.4M
CVSCVS HEALTH CORP COM USD1
$8.8M
HCAHCA HEALTHCARE INC COM USD0.01
$8.8M
EBAEBAY INC COM USD.001
$8.7M
AONAON PLC CL A ORD
$8.5M
ICFIICF INTERNATIONAL INC COM USD.001
$8.5M
DVADAVITA INC CL A COM NPV VTG
$8.3M
HIHILLENBRAND INC COM NPV
$8.1M
DFSEURDISCOVER FINANCIAL SVCS COM USD.01
$8.0M
EMEEMCOR GROUP INC COM USD.1
$7.8M
ABXBARRICK GOLD CORP COM NPV
$7.7M
WCGEURWELLCARE HEALTH PLANS INC COM USD.01
$7.6M
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