O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2019 Filing
Filed May 10, 2019
Portfolio Value
$4.2T
Holdings
906
Report Date
Q1 2019
Filing Type
13F-HR
All Holdings (906 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 1,185,623 | $151.6B | 3.61% | |
| 2 | METMETLIFE INC COM | 2,974,380 | $126.4B | 3.01% | |
| 3 | TRVCCITIGROUP INC COM USD.01 | 1,955,534 | $121.4B | 2.89% | |
| 4 | AMGNAMGEN INC COM NPV | 617,916 | $117.2B | 2.79% | |
| 5 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 1,174,634 | $116.8B | 2.78% | |
| 6 | YUMYUM BRANDS INC COM NPV | 1,114,029 | $111.0B | 2.64% | |
| 7 | CSCOCISCO SYSTEMS INC COM NPV | 2,017,453 | $108.7B | 2.59% | |
| 8 | FITBFIFTH THIRD BANCORP COM USD6.67 | 4,158,675 | $104.7B | 2.49% | |
| 9 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,691,161 | $84.3B | 2.01% | |
| 10 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 827,188 | $75.6B | 1.80% | |
| 11 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 1,251,688 | $74.8B | 1.78% | |
| 12 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,553,636 | $74.3B | 1.77% | |
| 13 | UNPUNION PACIFIC CORP COM USD2.5 | 431,025 | $71.9B | 1.71% | |
| 14 | COPCONOCOPHILLIPS COM USD1.25 | 1,075,754 | $71.6B | 1.71% | |
| 15 | RFREGIONS FINANCIAL CORP COM USD.625 | 4,973,464 | $70.2B | 1.67% | |
| 16 | KRKROGER CO COM USD1 | 2,811,804 | $69.0B | 1.64% | |
| 17 | JNPJUNIPER NETWORKS INC COM USD.00001 | 2,610,007 | $68.9B | 1.64% | |
| 18 | ALLYALLY FINANCIAL INC COM USD.01 | 2,489,600 | $68.3B | 1.63% | |
| 19 | BBYBEST BUY CO INC COM USD.1 | 950,349 | $67.4B | 1.61% | |
| 20 | PSXPHILLIPS 66 COM USD0.01 | 700,483 | $66.6B | 1.59% | |
| 21 | SEESEALED AIR CORP COM USD.01 | 1,276,865 | $58.7B | 1.40% | |
| 22 | CAGCONAGRA BRANDS INC COM USD5 | 2,112,951 | $58.5B | 1.39% | |
| 23 | GLWCORNING INC COM USD5 | 1,741,534 | $57.5B | 1.37% | |
| 24 | DISDISNEY (WALT) CO COM NPV | 460,870 | $51.1B | 1.22% | |
| 25 | W3UWESTERN UNION CO COM USD.01 | 2,763,651 | $50.9B | 1.21% | |
| 26 | BENFRANKLIN RESOURCES INC COM USD.1 | 1,420,367 | $47.0B | 1.12% | |
| 27 | KSSKOHL'S CORP COM USD.01 | 666,690 | $45.7B | 1.09% | |
| 28 | MARMARRIOTT INTL INC CL A COM NPV | 359,681 | $44.9B | 1.07% | |
| 29 | UALUNITED CONTINENTAL HLDGS INC COM NEW | 552,096 | $43.9B | 1.05% | |
| 30 | EBAEBAY INC COM USD.001 | 1,181,874 | $43.8B | 1.04% | |
| 31 | HDSUSDHD SUPPLY HOLDINGS INC COM USD.01 | 953,590 | $41.2B | 0.98% | |
| 32 | VLOVALERO ENERGY CORP COM USD1 | 479,609 | $40.6B | 0.97% | |
| 33 | CAHCARDINAL HEALTH INC COM NPV | 842,710 | $40.5B | 0.96% | |
| 34 | CDKCDK GLOBAL INC COM USD0.01 | 673,184 | $39.5B | 0.94% | |
| 35 | LIESUN LIFE FINANCIAL INC COM NPV | 1,021,915 | $39.0B | 0.93% | |
| 36 | APCANADARKO PETROLEUM CORP COM USD.1 | 831,290 | $37.8B | 0.90% | |
| 37 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 1,605,861 | $36.9B | 0.88% | |
| 38 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 582,073 | $36.7B | 0.88% | |
| 39 | DOVDOVER CORP COM USD1 | 382,473 | $35.8B | 0.85% | |
| 40 | DALDELTA AIR LINES INC COM USD.0001 | 667,788 | $34.4B | 0.82% | |
| 41 | ROKROCKWELL AUTOMATION COM USD1 | 188,786 | $33.1B | 0.79% | |
| 42 | PHMPULTEGROUP INC COM USD.01 | 1,181,045 | $33.0B | 0.79% | |
| 43 | MEOHMETHANEX CORP COM NPV | 572,614 | $32.3B | 0.77% | |
| 44 | SYFSYNCHRONY FINANCIAL COM USD.001 | 908,366 | $28.9B | 0.69% | |
| 45 | MGAMAGNA INTERNATIONAL INC COM NPV | 572,636 | $27.8B | 0.66% | |
| 46 | QCOMQUALCOMM INC COM USD.0001 | 476,748 | $27.1B | 0.65% | |
| 47 | BACBANK OF AMERICA CORP COM USD2.5 | 956,140 | $26.4B | 0.63% | |
| 48 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 851,619 | $25.8B | 0.61% | |
| 49 | GIB/ACGI INC CL A COM NPV SVTG | 376,067 | $25.7B | 0.61% | |
| 50 | MOALTRIA GROUP INC COM USD1 | 439,764 | $25.2B | 0.60% | |
| 51 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,448,599 | $24.4B | 0.58% | |
| 52 | TXTTEXTRON INC COM USD.125 | 437,406 | $22.2B | 0.53% | |
| 53 | VIABVIACOM INC CL B COM USD | 757,279 | $21.2B | 0.51% | |
| 54 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 239,672 | $21.2B | 0.50% | |
| 55 | ABBVABBVIE INC COM USD.01 | 240,984 | $19.4B | 0.46% | |
| 56 | CSXCSX CORP COM USD1 | 248,074 | $18.5B | 0.44% | |
| 57 | AONAON PLC CL A ORD | 108,177 | $18.4B | 0.44% | |
| 58 | OSBCADNORBORD INC COM NPV | 658,827 | $18.0B | 0.43% | |
| 59 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 51,262 | $17.7B | 0.42% | |
| 60 | DECKDECKERS OUTDOOR CORP COM USD.01 | 118,906 | $17.4B | 0.42% | |
| 61 | DXCDXC TECHNOLOGY COMPANY COM USD1 | 259,843 | $16.7B | 0.40% | |
| 62 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 234,429 | $16.7B | 0.40% | |
| 63 | SBUXSTARBUCKS CORP COM NPV | 216,038 | $16.0B | 0.38% | |
| 64 | ORCLORACLE CORP COM USD.01 | 276,056 | $14.8B | 0.35% | |
| 65 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 171,177 | $14.4B | 0.34% | |
| 66 | CAECAE INC COM NPV | 635,426 | $14.0B | 0.33% | |
| 67 | INTUINTUIT INC COM NPV | 53,441 | $14.0B | 0.33% | |
| 68 | OMCOMNICOM GROUP COM USD.5 | 189,853 | $13.9B | 0.33% | |
| 69 | CMACOMERICA INC COM USD5 | 188,411 | $13.8B | 0.33% | |
| 70 | MRKMERCK & CO COM NPV | 162,251 | $13.5B | 0.32% | |
| 71 | SUSUNCOR ENERGY INC COM NPV | 366,818 | $11.8B | 0.28% | |
| 72 | DOOBRP INC SUB VTG NPV | 416,842 | $11.5B | 0.27% | |
| 73 | WFCWELLS FARGO & CO COM USD1.67 | 234,740 | $11.3B | 0.27% | |
| 74 | CNMDCONMED CORP COM USD.01 | 132,841 | $11.0B | 0.26% | |
| 75 | PFEPFIZER INC COM USD.1 | 248,690 | $10.6B | 0.25% | |
| 76 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 157,453 | $10.5B | 0.25% | |
| 77 | MUMICRON TECHNOLOGY INC COM USD.1 | 248,851 | $10.3B | 0.24% | |
| 78 | HBMHUDBAY MINERALS INC COM NPV | 1,440,428 | $10.2B | 0.24% | |
| 79 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 34,495 | $10.1B | 0.24% | |
| 80 | DVADAVITA INC CL A COM NPV VTG | 185,776 | $10.1B | 0.24% | |
| 81 | CRCCANADIAN NATURAL RESOURCES COM NPV | 364,972 | $10.0B | 0.24% | |
| 82 | AALAMERICAN AIRLINES GROUP INC COM USD.01 | 309,447 | $9.8B | 0.23% | |
| 83 | LRCXEURLAM RESEARCH CORP COM NPV | 54,655 | $9.8B | 0.23% | |
| 84 | HIIHUNTINGTON INGALLS IND INC COM USD1 | 46,889 | $9.7B | 0.23% | |
| 85 | IMOIMPERIAL OIL LTD COM NPV | 353,653 | $9.6B | 0.23% | |
| 86 | —K12 INC COM USD.0001 | 279,878 | $9.5B | 0.23% | |
| 87 | FSVFIRSTSERVICE CORP SUB VTG | 105,891 | $9.4B | 0.22% | |
| 88 | REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001 | 405,613 | $8.9B | 0.21% | |
| 89 | EATBRINKER INTL INC COM USD.1 | 197,730 | $8.8B | 0.21% | |
| 90 | RIORIO TINTO GROUP SPON ADR | 147,978 | $8.7B | 0.21% | |
| 91 | ICFIICF INTERNATIONAL INC COM USD.001 | 110,911 | $8.4B | 0.20% | |
| 92 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 154,905 | $8.3B | 0.20% | |
| 93 | HCAHCA HEALTHCARE INC COM USD0.01 | 63,416 | $8.3B | 0.20% | |
| 94 | AFLAFLAC INC COM USD.1 | 163,876 | $8.2B | 0.20% | |
| 95 | PGPROCTER & GAMBLE CO COM NPV | 77,816 | $8.1B | 0.19% | |
| 96 | HAEHAEMONETICS CORP COM USD.01 | 92,396 | $8.1B | 0.19% | |
| 97 | BJRIBJ'S RESTAURANTS INC COM NPV | 159,204 | $7.5B | 0.18% | |
| 98 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 93,431 | $7.4B | 0.18% | |
| 99 | BBTUSDBB&T CORP COM USD5 | 156,575 | $7.3B | 0.17% | |
| 100 | BCEBCE INC COM NPV | 157,555 | $7.0B | 0.17% |
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