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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | FSVFIRSTSERVICE CORP SUB VTG | 103,489 | $7.1B | 0.18% | |
| 102 | ICFIICF INTERNATIONAL INC COM USD.001 | 108,086 | $7.0B | 0.18% | |
| 103 | SKMEURSK TELECOM CO LTD SPON ADR | 259,065 | $6.9B | 0.18% | |
| 104 | DXCDXC TECHNOLOGY COMPANY COM USD1 | 123,836 | $6.6B | 0.17% | |
| 105 | GCI1EURGANNETT CO INC COM USD.01 | 761,095 | $6.5B | 0.16% | |
| 106 | AYAEURSTARS GROUP INC COM NPV | 386,176 | $6.4B | 0.16% | |
| 107 | GWWGRAINGER (W W) INC COM USD1 | 22,460 | $6.3B | 0.16% | |
| 108 | BBTUSDBB&T CORP COM USD5 | 142,794 | $6.2B | 0.16% | |
| 109 | CP.TOCANADIAN PACIFIC RAILWAY LTD COM CAD5 | 33,769 | $6.0B | 0.15% | |
| 110 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 116,792 | $6.0B | 0.15% | |
| 111 | RYROYAL BANK OF CANADA COM NPV | 85,844 | $5.9B | 0.15% | |
| 112 | —K12 INC COM USD.0001 | 230,514 | $5.7B | 0.14% | |
| 113 | EATBRINKER INTL INC COM USD.1 | 128,246 | $5.6B | 0.14% | |
| 114 | MOALTRIA GROUP INC COM USD1 | 111,230 | $5.5B | 0.14% | |
| 115 | FFFUTUREFUEL CORP COM USD.0001 | 333,626 | $5.3B | 0.13% | |
| 116 | —FIRSTCASH INC COM USD.01 | 72,311 | $5.2B | 0.13% | |
| 117 | WCGEURWELLCARE HEALTH PLANS INC COM USD.01 | 21,806 | $5.1B | 0.13% | |
| 118 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 61,425 | $5.0B | 0.13% | |
| 119 | STLDSTEEL DYNAMICS INC COM USD.01 | 159,400 | $4.8B | 0.12% | |
| 120 | TMUST-MOBILE US INC COM | 74,939 | $4.8B | 0.12% | |
| 121 | HFCUSDHOLLYFRONTIER CORP COM USD.01 | 91,072 | $4.7B | 0.12% | |
| 122 | CVSCVS HEALTH CORP COM USD1 | 70,569 | $4.6B | 0.12% | |
| 123 | SBUXSTARBUCKS CORP COM NPV | 71,042 | $4.6B | 0.12% | |
| 124 | ABXBARRICK GOLD CORP COM NPV | 332,294 | $4.5B | 0.11% | |
| 125 | CDWCDW CORP COM USD.01 | 54,588 | $4.4B | 0.11% | |
| 126 | —MELLANOX TECHNOLOGIES LTD ORD USD.01 | 45,168 | $4.2B | 0.11% | |
| 127 | HIHILLENBRAND INC COM NPV | 109,510 | $4.2B | 0.11% | |
| 128 | ELVANTHEM INC COM USD.01 | 15,057 | $4.0B | 0.10% | |
| 129 | IXORIX CORP SPONSORED ADR | 54,661 | $3.9B | 0.10% | |
| 130 | CHLUSDCHINA MOBILE LTD SPON ADR | 81,115 | $3.9B | 0.10% | |
| 131 | EMEEMCOR GROUP INC COM USD.1 | 65,156 | $3.9B | 0.10% | |
| 132 | VRSUSDVERSO CORP CL A COM USD.01 | 173,098 | $3.9B | 0.10% | |
| 133 | CMACOMERICA INC COM USD5 | 56,165 | $3.9B | 0.10% | |
| 134 | ADBEADOBE INC COM NPV | 16,278 | $3.7B | 0.09% | |
| 135 | MEDMEDIFAST INC COM USD.001 | 29,400 | $3.7B | 0.09% | |
| 136 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 15,545 | $3.5B | 0.09% | |
| 137 | TDSTELEPHONE & DATA SYSTEMS INC COM USD1 | 106,521 | $3.5B | 0.09% | |
| 138 | TXNTEXAS INSTRUMENTS INC COM USD1 | 36,160 | $3.4B | 0.09% | |
| 139 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 78,528 | $3.4B | 0.09% | |
| 140 | IDXXIDEXX LABS INC COM USD.1 | 18,267 | $3.4B | 0.09% | |
| 141 | RMRRMR GROUP INC CL A COM USD0.001 | 62,438 | $3.3B | 0.08% | |
| 142 | GILDGILEAD SCIENCES INC COM USD.001 | 52,650 | $3.3B | 0.08% | |
| 143 | MGAMAGNA INTERNATIONAL INC COM NPV | 71,822 | $3.3B | 0.08% | |
| 144 | BRBROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 33,854 | $3.3B | 0.08% | |
| 145 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 65,298 | $3.2B | 0.08% | |
| 146 | CBPXEURCONTINENTAL BUILDING PRODS COM USD.001 | 121,360 | $3.1B | 0.08% | |
| 147 | NHCNATIONAL HEALTHCARE CORP COM USD.01 | 39,027 | $3.1B | 0.08% | |
| 148 | FTNTFORTINET INC COM USD.001 | 43,068 | $3.0B | 0.08% | |
| 149 | —BLUCORA INC COM USD.0001 | 113,841 | $3.0B | 0.08% | |
| 150 | ROFKFORCE INC COM USD.01 | 97,414 | $3.0B | 0.08% | |
| 151 | ASGNASGN INC COM USD.01 | 53,802 | $2.9B | 0.07% | |
| 152 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 38,917 | $2.9B | 0.07% | |
| 153 | HELEHELEN OF TROY LTD COM USD.1 | 21,896 | $2.9B | 0.07% | |
| 154 | AEGAEGON NV NY SHR ADR | 615,603 | $2.9B | 0.07% | |
| 155 | JEGBPJUST ENERGY GROUP INC COM | 864,995 | $2.9B | 0.07% | |
| 156 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 38,356 | $2.8B | 0.07% | |
| 157 | FCXFREEPORT-MCMORAN INC COM NPV | 271,411 | $2.8B | 0.07% | |
| 158 | FLWS1-800-FLOWERS.COM CL A COM USD.01 | 226,564 | $2.8B | 0.07% | |
| 159 | IMOIMPERIAL OIL LTD COM NPV | 108,160 | $2.7B | 0.07% | |
| 160 | VVISA INC CL A COM USD.0001 | 20,643 | $2.7B | 0.07% | |
| 161 | GRT-UCADGRANITE REAL ESTATE INVEST STPLD UNIT | 69,802 | $2.7B | 0.07% | |
| 162 | RHIROBERT HALF INTL INC COM USD1 | 47,464 | $2.7B | 0.07% | |
| 163 | HMCHONDA MOTOR CO LTD ADR | 101,972 | $2.7B | 0.07% | |
| 164 | BTUSDBT GROUP PLC ADR | 175,747 | $2.7B | 0.07% | |
| 165 | CMCANADIAN IMPERIAL BANK COM NPV | 35,466 | $2.6B | 0.07% | |
| 166 | BCCBOISE CASCADE CO COM USD.01 | 108,924 | $2.6B | 0.07% | |
| 167 | WDRWADDELL&REED FINL INC -CL A CL A | 143,282 | $2.6B | 0.07% | |
| 168 | ERFGBPENERPLUS CORP COM NPV | 331,965 | $2.6B | 0.07% | |
| 169 | HBMHUDBAY MINERALS INC COM NPV | 540,915 | $2.6B | 0.06% | |
| 170 | RFPUSDRESOLUTE FOREST PRODUCTS INC COM USD.001 | 314,565 | $2.5B | 0.06% | |
| 171 | —BANCO SANTANDER MEXICO -ADR ADR | 404,179 | $2.5B | 0.06% | |
| 172 | BTUPEABODY ENERGY CORP WHEN ISSUED | 81,646 | $2.5B | 0.06% | |
| 173 | IRINGERSOLL-RAND PLC COM USD2 | 26,888 | $2.5B | 0.06% | |
| 174 | FCNFTI CONSULTING INC CL A COM USD.01 | 36,111 | $2.4B | 0.06% | |
| 175 | SCVLSHOE CARNIVAL INC COM USD.1 | 71,001 | $2.4B | 0.06% | |
| 176 | —SINOPEC SHANGHAI PETROCHEM SPON ADR | 54,845 | $2.4B | 0.06% | |
| 177 | LEALEAR CORP COM NPV | 18,781 | $2.3B | 0.06% | |
| 178 | CRCCANADIAN NATURAL RESOURCES COM NPV | 94,573 | $2.3B | 0.06% | |
| 179 | NPKNATIONAL PRESTO INDS INC COM USD1 | 19,448 | $2.3B | 0.06% | |
| 180 | NOANORTH AMERICAN CONST GRP LTD COM NPV | 247,959 | $2.2B | 0.06% | |
| 181 | IPGINTERPUBLIC GROUP OF COS COM USD.1 | 104,389 | $2.2B | 0.05% | |
| 182 | —HMS HOLDINGS CORP COM USD.01 | 76,333 | $2.1B | 0.05% | |
| 183 | INVAINNOVIVA INC COM USD.01 | 122,845 | $2.1B | 0.05% | |
| 184 | UVEUNIVERSAL INSURANCE HLDGS COM USD.01 | 55,556 | $2.1B | 0.05% | |
| 185 | MRTNMARTEN TRANSPORT LTD COM USD.01 | 129,736 | $2.1B | 0.05% | |
| 186 | IPINTL PAPER CO COM USD1 | 51,444 | $2.1B | 0.05% | |
| 187 | NUENUCOR CORP COM USD.4 | 38,444 | $2.0B | 0.05% | |
| 188 | UEOWESTLAKE CHEMICAL CORP COM USD.01 | 29,128 | $1.9B | 0.05% | |
| 189 | PRFTUSDPERFICIENT INC COM USD.001 | 86,137 | $1.9B | 0.05% | |
| 190 | CAJPYCANON INC ADR | 69,298 | $1.9B | 0.05% | |
| 191 | AZPNUSDASPEN TECHNOLOGY INC COM USD.1 | 22,936 | $1.9B | 0.05% | |
| 192 | KEYSKEYSIGHT TECHNOLOGIES INC COM USD.01 | 30,017 | $1.9B | 0.05% | |
| 193 | ENTAENANTA PHARMACEUTICALS INC COM USD0.01 | 26,143 | $1.9B | 0.05% | |
| 194 | ONON SEMICONDUCTOR CORP COM USD.01 | 110,189 | $1.8B | 0.05% | |
| 195 | LLYLILLY (ELI) & CO COM USD.625 | 15,606 | $1.8B | 0.05% | |
| 196 | —BOTTOMLINE TECHNOLOGIES INC COM USD.001 | 37,458 | $1.8B | 0.05% | |
| 197 | LGNDLIGAND PHARMACEUTICAL INC COM USD.001 | 13,214 | $1.8B | 0.05% | |
| 198 | ODFLOLD DOMINION FREIGHT COM USD.1 | 14,279 | $1.8B | 0.04% | |
| 199 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 251,274 | $1.8B | 0.04% | |
| 200 | —NEPTUNE WELLNESS SOLUTION IN COM | 679,682 | $1.7B | 0.04% |