O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2018 Filing

Filed February 12, 2019

Portfolio Value

$4.0T

Holdings

922

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (922 positions)

StockValue
A4SAMERIPRISE FINANCIAL INC COM
$128.5M
METMETLIFE INC COM
$121.5M
CTXSEURCITRIX SYSTEMS INC COM USD.001
$121.1M
MPCMARATHON PETROLEUM CORP COM USD0.01
$112.4M
AMGNAMGEN INC COM NPV
$111.3M
TRVCCITIGROUP INC COM USD.01
$102.7M
FITBFIFTH THIRD BANCORP COM USD6.67
$101.2M
YUMYUM BRANDS INC COM NPV
$87.2M
CSCOCISCO SYSTEMS INC COM NPV
$81.2M
VOYAVOYA FINANCIAL INC COM USD.01
$78.4M
W3UWESTERN UNION CO COM USD.01
$77.8M
JNPJUNIPER NETWORKS INC COM USD.00001
$75.6M
KRKROGER CO COM USD1
$74.0M
STXSEAGATE TECHNOLOGY PLC COM USD.00001
$71.2M
GLWCORNING INC COM USD5
$70.0M
RFREGIONS FINANCIAL CORP COM USD.625
$69.9M
COPCONOCOPHILLIPS COM USD1.25
$68.1M
BBYBEST BUY CO INC COM USD.1
$67.1M
UNPUNION PACIFIC CORP COM USD2.5
$61.4M
ALLYALLY FINANCIAL INC COM USD.01
$60.2M
VLOVALERO ENERGY CORP COM USD1
$58.3M
CAGCONAGRA BRANDS INC COM USD5
$57.0M
SEESEALED AIR CORP COM USD.01
$53.3M
PGPROCTER & GAMBLE CO COM NPV
$52.2M
S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
$50.8M
DISDISNEY (WALT) CO COM NPV
$50.4M
KSSKOHL'S CORP COM USD.01
$49.6M
UALUNITED CONTINENTAL HLDGS INC COM NEW
$48.9M
IWDISHARES TR RUS 1000 VAL ETF
$47.8M
SYYSYSCO CORP COM USD1
$42.9M
MARMARRIOTT INTL INC CL A COM NPV
$42.6M
WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25
$38.6M
HDSUSDHD SUPPLY HOLDINGS INC COM USD.01
$37.4M
PHMPULTEGROUP INC COM USD.01
$36.8M
HIGHARTFORD FINANCIAL SERVICES COM NPV
$36.5M
PSXPHILLIPS 66 COM USD0.01
$35.2M
DALDELTA AIR LINES INC COM USD.0001
$35.0M
CECELANESE CORP COM USD.01
$34.9M
CDKCDK GLOBAL INC COM USD0.01
$33.4M
LIESUN LIFE FINANCIAL INC COM NPV
$33.3M
TECK/BTECK RESOURCES LTD CL B COM NPV SVTG
$33.2M
APCANADARKO PETROLEUM CORP COM USD.1
$28.8M
MEOHMETHANEX CORP COM NPV
$28.5M
DOVDOVER CORP COM USD1
$25.9M
GIBCGI GROUP INC -CL A CL A COM NPV SVTG
$23.1M
BENFRANKLIN RESOURCES INC COM USD.1
$21.8M
ABBVABBVIE INC COM USD.01
$20.5M
AALAMERICAN AIRLINES GROUP INC COM USD.01
$20.2M
GISGENERAL MILLS INC COM USD.75
$20.1M
OSBCADNORBORD INC COM NPV
$19.3M
MFCMANULIFE FINANCIAL CORP COM NPV
$18.9M
LOWLOWE'S COMPANIES INC COM USD.5
$18.9M
VIABVIACOM INC CL B COM USD
$18.0M
SYFSYNCHRONY FINANCIAL COM USD.001
$16.9M
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$16.5M
NMI1EURKIRKLAND LAKE GOLD LTD COM
$16.5M
BHCBAUSCH HEALTH COMPANIES INC COM NPV
$16.0M
DOOBRP INC SUB VTG NPV
$16.0M
MGAMAGNA INTERNATIONAL INC COM NPV
$15.2M
CHTRCHARTER COMMUNICATIONS INC CL A NEW
$14.8M
DECKDECKERS OUTDOOR CORP COM USD.01
$14.5M
IWVISHARES TR RUSSELL 3000 ETF
$14.4M
CAECAE INC COM NPV
$11.8M
QCOMQUALCOMM INC COM USD.0001
$11.6M
SAMBOSTON BEER INC -CL A CL A COM USD.01
$11.6M
SUNTRUST BANKS INC COM USD1
$11.3M
ACWIISHARES TR MSCI ACWI ETF
$10.9M
PFEPFIZER INC COM USD.1
$10.6M
SUSUNCOR ENERGY INC COM NPV
$10.4M
HAEHAEMONETICS CORP COM USD.01
$10.3M
CIGICOLLIERS INTL GROUP INC COM NPV SVTG
$10.3M
INTUINTUIT INC COM NPV
$10.2M
MRKMERCK & CO COM NPV
$9.9M
CSXCSX CORP COM USD1
$9.6M
EBAEBAY INC COM USD.001
$9.6M
OMCOMNICOM GROUP COM USD.5
$9.6M
CAHCARDINAL HEALTH INC COM NPV
$9.4M
JPMJPMORGAN CHASE & CO COM USD12
$9.4M
REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001
$9.3M
DYHTARGET CORP COM USD1
$9.3M
HUMHUMANA INC COM NPV
$9.0M
DVADAVITA INC CL A COM NPV VTG
$9.0M
BACBANK OF AMERICA CORP COM USD2.5
$9.0M
BABOEING CO COM USD5
$8.9M
RIORIO TINTO GROUP (GBR) SPON ADR
$8.8M
AONAON PLC CL A ORD
$8.8M
TDTORONTO DOMINION BANK COM NPV
$8.6M
ARCBARCBEST CORP COM USD.01
$8.5M
AFLAFLAC INC COM USD.1
$8.5M
MCKMCKESSON CORP COM USD2
$8.5M
DFSEURDISCOVER FINANCIAL SVCS COM USD.01
$8.2M
BJRIBJ'S RESTAURANTS INC COM NPV
$8.1M
CNMDCONMED CORP COM USD.01
$8.0M
HCAHCA HEALTHCARE INC COM USD0.01
$8.0M
SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR
$7.9M
TSSTOTAL SYSTEM SERVICES INC COM USD.1
$7.7M
TXTTEXTRON INC COM USD.125
$7.6M
MUMICRON TECHNOLOGY INC COM USD.1
$7.3M
ROKROCKWELL AUTOMATION COM USD1
$7.2M
FDO.FMACY'S INC COM NPV
$7.2M
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