O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2017 Filing
Filed February 13, 2018
Portfolio Value
$4.3T
Holdings
923
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (923 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABOEING CO COM | 578,996 | $170.8B | 3.98% | |
| 2 | VLOVALERO ENERGY CORP NEW COM | 1,809,153 | $166.3B | 3.88% | |
| 3 | LYBLYONDELLBASELL INDUSTRIES N SHS - A - | 1,392,198 | $153.6B | 3.58% | |
| 4 | A4SAMERIPRISE FINL INC COM | 899,164 | $152.4B | 3.56% | |
| 5 | BBYBEST BUY INC COM | 1,532,229 | $104.9B | 2.45% | |
| 6 | PGPROCTER AND GAMBLE CO COM | 1,127,179 | $103.6B | 2.42% | |
| 7 | MCDMCDONALDS CORP COM | 597,811 | $102.9B | 2.40% | |
| 8 | DYHTARGET CORP COM | 1,537,997 | $100.4B | 2.34% | |
| 9 | GLWCORNING INC COM | 2,656,389 | $85.0B | 1.98% | |
| 10 | HIGHARTFORD FINL SVCS GROUP INC COM | 1,412,092 | $79.5B | 1.85% | |
| 11 | WYNEURWYNDHAM WORLDWIDE CORP COM | 682,438 | $79.1B | 1.85% | |
| 12 | AXPAMERICAN EXPRESS CO COM | 782,745 | $77.7B | 1.81% | |
| 13 | W3UWESTERN UN CO COM | 3,888,620 | $73.9B | 1.72% | |
| 14 | TRVCCITIGROUP INC COM NEW | 945,151 | $70.3B | 1.64% | |
| 15 | —XL GROUP LTD SHS | 1,941,988 | $68.3B | 1.59% | |
| 16 | —EXPRESS SCRIPTS HLDG CO COM | 863,455 | $64.4B | 1.50% | |
| 17 | GILDGILEAD SCIENCES INC COM | 886,953 | $63.5B | 1.48% | |
| 18 | CDNSCADENCE DESIGN SYSTEM INC COM | 1,510,373 | $63.2B | 1.47% | |
| 19 | SYYSYSCO CORP COM | 1,039,199 | $63.1B | 1.47% | |
| 20 | DFSEURDISCOVER FINL SVCS COM | 799,176 | $61.5B | 1.43% | |
| 21 | MCKMCKESSON CORP COM | 368,119 | $57.4B | 1.34% | |
| 22 | UALUNITED CONTINENTAL HOLDINGS COM NEW | 828,540 | $55.8B | 1.30% | |
| 23 | CAGCONAGRA BRANDS INC COM | 1,435,089 | $54.1B | 1.26% | |
| 24 | YUMYUM BRANDS INC COM | 659,424 | $53.8B | 1.26% | |
| 25 | RFREGIONS FINL CORP NEW COM | 2,999,135 | $51.8B | 1.21% | |
| 26 | RYROYAL BK CDA MONTREAL QUE COM | 618,298 | $50.6B | 1.18% | |
| 27 | AEGAEGON N V NY REGISTRY SH | 7,635,626 | $48.1B | 1.12% | |
| 28 | GISGENERAL MLS INC COM | 767,398 | $45.5B | 1.06% | |
| 29 | LIESUN LIFE FINL INC COM | 1,049,105 | $43.4B | 1.01% | |
| 30 | —CBS CORP NEW CL B | 725,081 | $42.8B | 1.00% | |
| 31 | UTXZUNITED TECHNOLOGIES CORP COM | 324,967 | $41.5B | 0.97% | |
| 32 | MFCMANULIFE FINL CORP COM | 1,972,249 | $41.3B | 0.96% | |
| 33 | KSSKOHLS CORP COM | 728,791 | $39.5B | 0.92% | |
| 34 | CECELANESE CORP DEL COM SER A | 364,949 | $39.1B | 0.91% | |
| 35 | TECK/BTECK RESOURCES LTD CL B | 1,416,078 | $37.1B | 0.87% | |
| 36 | MPCMARATHON PETE CORP COM | 561,690 | $37.1B | 0.86% | |
| 37 | MSIMOTOROLA SOLUTIONS INC COM NEW | 385,369 | $34.8B | 0.81% | |
| 38 | PHMPULTE GROUP INC COM | 1,036,048 | $34.4B | 0.80% | |
| 39 | MSCIMSCI INC COM | 262,793 | $33.3B | 0.78% | |
| 40 | NTAPNETAPP INC COM | 600,919 | $33.2B | 0.78% | |
| 41 | SIRIEURSIRIUS XM HOLDINGS INC COM | 5,416,077 | $29.0B | 0.68% | |
| 42 | TDTORONTO DOMINION BK ONT COM NEW | 470,100 | $27.6B | 0.64% | |
| 43 | CVSCVS HEALTH CORP COM | 369,586 | $26.8B | 0.63% | |
| 44 | CDKCDK GLOBAL INC COM | 354,105 | $25.2B | 0.59% | |
| 45 | GWWGRAINGER W W INC COM | 104,512 | $24.7B | 0.58% | |
| 46 | LEALEAR CORP COM NEW | 139,142 | $24.6B | 0.57% | |
| 47 | S9QSPIRIT AEROSYSTEMS HLDGS INC COM CL A | 279,485 | $24.4B | 0.57% | |
| 48 | STXSEAGATE TECHNOLOGY SHS | 569,548 | $23.8B | 0.56% | |
| 49 | GSGOLDMAN SACHS GROUP INC COM | 93,112 | $23.7B | 0.55% | |
| 50 | TELTE CONNECTIVITY LTD REG SHS | 243,721 | $23.2B | 0.54% | |
| 51 | AAPLAPPLE INC COM | 127,161 | $21.5B | 0.50% | |
| 52 | CTLEURCENTURYLINK INC COM | 1,249,131 | $20.8B | 0.49% | |
| 53 | MEOHMETHANEX CORP COM | 337,855 | $20.5B | 0.48% | |
| 54 | WMTWAL-MART STORES INC COM | 199,731 | $19.7B | 0.46% | |
| 55 | JPMJPMORGAN CHASE & CO COM | 182,634 | $19.5B | 0.46% | |
| 56 | IBMINTERNATIONAL BUSINESS MACHS COM | 120,577 | $18.5B | 0.43% | |
| 57 | GRT-UCADGRANITE REAL ESTATE INVT TR UNIT 99/99/9999 | 467,136 | $18.4B | 0.43% | |
| 58 | MGAMAGNA INTL INC COM | 312,654 | $17.8B | 0.41% | |
| 59 | LNCLINCOLN NATL CORP IND COM | 228,772 | $17.6B | 0.41% | |
| 60 | VFCV F CORP COM | 230,904 | $17.1B | 0.40% | |
| 61 | —AETNA INC NEW COM | 94,377 | $17.0B | 0.40% | |
| 62 | —MICHAEL KORS HLDGS LTD SHS | 260,381 | $16.4B | 0.38% | |
| 63 | FSVFIRSTSERVICE CORP NEW SUB VTG SH | 221,210 | $15.5B | 0.36% | |
| 64 | GEGENERAL ELECTRIC CO COM | 881,030 | $15.4B | 0.36% | |
| 65 | MANMANPOWERGROUP INC COM | 112,628 | $14.2B | 0.33% | |
| 66 | RCI/BROGERS COMMUNICATIONS INC CL B | 264,775 | $13.5B | 0.32% | |
| 67 | OSBCADNORBORD INC COM NEW | 393,159 | $13.4B | 0.31% | |
| 68 | AALAMERICAN AIRLS GROUP INC COM | 242,607 | $12.6B | 0.29% | |
| 69 | AIZASSURANT INC COM | 124,653 | $12.6B | 0.29% | |
| 70 | CIGICOLLIERS INTL GROUP INC SUB VTG SHS | 203,010 | $12.3B | 0.29% | |
| 71 | WBAWALGREENS BOOTS ALLIANCE INC COM | 164,322 | $11.9B | 0.28% | |
| 72 | FITBFIFTH THIRD BANCORP COM | 385,573 | $11.7B | 0.27% | |
| 73 | URIUNITED RENTALS INC COM | 67,109 | $11.5B | 0.27% | |
| 74 | BNSBANK N S HALIFAX COM | 177,112 | $11.5B | 0.27% | |
| 75 | LMTLOCKHEED MARTIN CORP COM | 35,447 | $11.4B | 0.27% | |
| 76 | KRKROGER CO COM | 395,012 | $10.8B | 0.25% | |
| 77 | CAECAE INC COM | 563,378 | $10.5B | 0.24% | |
| 78 | JEGBPJUST ENERGY GROUP INC COM | 2,416,531 | $10.4B | 0.24% | |
| 79 | LRCXEURLAM RESEARCH CORP COM | 54,778 | $10.1B | 0.24% | |
| 80 | IDXXIDEXX LABS INC COM | 61,032 | $9.5B | 0.22% | |
| 81 | CNRCANADIAN NATL RY CO COM | 115,025 | $9.5B | 0.22% | |
| 82 | EBAEBAY INC COM | 250,988 | $9.5B | 0.22% | |
| 83 | CITUSDCIT GROUP INC COM NEW | 190,813 | $9.4B | 0.22% | |
| 84 | AMATAPPLIED MATLS INC COM | 183,075 | $9.4B | 0.22% | |
| 85 | ISRGINTUITIVE SURGICAL INC COM NEW | 25,629 | $9.4B | 0.22% | |
| 86 | INTCINTEL CORP COM | 200,394 | $9.3B | 0.22% | |
| 87 | HRBBLOCK H & R INC COM | 346,838 | $9.1B | 0.21% | |
| 88 | SKMEURSK TELECOM LTD SPONSORED ADR | 319,963 | $8.9B | 0.21% | |
| 89 | —ARCH COAL INC CL A | 95,512 | $8.9B | 0.21% | |
| 90 | ZIONZIONS BANCORPORATION COM | 169,439 | $8.6B | 0.20% | |
| 91 | TRITHOMSON REUTERS CORP COM | 193,108 | $8.4B | 0.20% | |
| 92 | LOWLOWES COS INC COM | 86,511 | $8.0B | 0.19% | |
| 93 | PRUPRUDENTIAL FINL INC COM | 68,524 | $7.9B | 0.18% | |
| 94 | —TELETECH HOLDINGS INC COM | 194,374 | $7.8B | 0.18% | |
| 95 | BHCVALEANT PHARMACEUTICALS INTL COM | 370,460 | $7.7B | 0.18% | |
| 96 | CMCDN IMPERIAL BK COMM TORONTO COM | 79,055 | $7.7B | 0.18% | |
| 97 | METMETLIFE INC COM | 151,743 | $7.7B | 0.18% | |
| 98 | MEDMEDIFAST INC COM | 109,170 | $7.6B | 0.18% | |
| 99 | SEESEALED AIR CORP NEW COM | 154,150 | $7.6B | 0.18% | |
| 100 | GDGENERAL DYNAMICS CORP COM | 37,015 | $7.5B | 0.18% |
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