O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2020 Filing
Filed May 13, 2020
Portfolio Value
$2.9T
Holdings
1,387
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (1,387 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | LLYLILLY (ELI) & CO COM USD.625 | 785,186 | $109.0B | 3.82% | |
| 2 | AMGNAMGEN INC COM NPV | 451,494 | $91.6B | 3.21% | |
| 3 | A4SAMERIPRISE FINANCIAL INC COM | 866,601 | $88.9B | 3.12% | |
| 4 | TRVCCITIGROUP INC COM USD.01 | 1,987,440 | $83.8B | 2.94% | |
| 5 | WATWATERS CORP COM USD.01 | 415,626 | $75.7B | 2.65% | |
| 6 | W3UWESTERN UNION CO COM USD.01 | 4,061,211 | $73.7B | 2.58% | |
| 7 | METMETLIFE INC COM | 2,257,797 | $69.1B | 2.42% | |
| 8 | WFCWELLS FARGO & CO COM USD1.67 | 2,294,921 | $65.9B | 2.31% | |
| 9 | CECELANESE CORP COM USD.01 | 871,967 | $64.0B | 2.24% | |
| 10 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 1,363,036 | $62.4B | 2.19% | |
| 11 | EBAEBAY INC COM USD.001 | 2,012,785 | $60.5B | 2.12% | |
| 12 | SBUXSTARBUCKS CORP COM NPV | 877,654 | $57.7B | 2.02% | |
| 13 | MCKMCKESSON CORP COM USD2 | 423,586 | $57.4B | 2.01% | |
| 14 | CAHCARDINAL HEALTH INC COM NPV | 1,171,819 | $56.2B | 1.97% | |
| 15 | QCOMQUALCOMM INC COM USD.0001 | 719,523 | $48.7B | 1.71% | |
| 16 | DALDELTA AIR LINES INC COM USD.0001 | 1,684,311 | $48.1B | 1.69% | |
| 17 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 563,540 | $46.8B | 1.64% | |
| 18 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,078,397 | $43.8B | 1.53% | |
| 19 | CSXCSX CORP COM USD1 | 756,829 | $43.4B | 1.52% | |
| 20 | PFEPFIZER INC COM USD.1 | 1,276,677 | $41.7B | 1.46% | |
| 21 | ARNCCHFARCONIC INC COM USD1 | 2,548,276 | $41.0B | 1.44% | |
| 22 | ORCLORACLE CORP COM USD.01 | 842,610 | $40.8B | 1.43% | |
| 23 | BACBANK OF AMERICA CORP COM USD2.5 | 1,884,461 | $40.0B | 1.40% | |
| 24 | SYFSYNCHRONY FINANCIAL COM USD.001 | 2,468,248 | $39.7B | 1.39% | |
| 25 | CATCATERPILLAR INC COM USD1 | 341,705 | $39.7B | 1.39% | |
| 26 | VNOVORNADO REALTY TRUST SH BEN INT USD.04 | 1,067,219 | $38.7B | 1.36% | |
| 27 | HSTHOST HOTELS & RESORTS INC COM USD1 | 3,419,332 | $37.8B | 1.32% | |
| 28 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,382,438 | $37.3B | 1.31% | |
| 29 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 693,641 | $33.9B | 1.19% | |
| 30 | BIIBBIOGEN INC COM NPV | 104,173 | $33.0B | 1.16% | |
| 31 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 223,599 | $31.7B | 1.11% | |
| 32 | BBYBEST BUY CO INC COM USD.1 | 554,264 | $31.6B | 1.11% | |
| 33 | DVADAVITA INC CL A COM NPV VTG | 411,804 | $31.4B | 1.10% | |
| 34 | CFCF INDUSTRIES HOLDINGS INC COM USD.01 | 1,008,226 | $27.5B | 0.96% | |
| 35 | DWDMORGAN STANLEY COM USD1 | 760,663 | $25.9B | 0.91% | |
| 36 | OPTUALTICE USA INC COM CL A 0.01USD | 1,140,201 | $25.4B | 0.89% | |
| 37 | CSCOCISCO SYSTEMS INC COM NPV | 605,656 | $23.8B | 0.83% | |
| 38 | MGAMAGNA INTERNATIONAL INC COM NPV | 747,160 | $23.7B | 0.83% | |
| 39 | TERTERADYNE INC COM USD.125 | 431,252 | $23.4B | 0.82% | |
| 40 | RFREGIONS FINANCIAL CORP COM USD.625 | 2,265,764 | $20.3B | 0.71% | |
| 41 | LIESUN LIFE FINANCIAL INC COM NPV | 622,488 | $19.9B | 0.70% | |
| 42 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,593,466 | $19.9B | 0.70% | |
| 43 | REGREGENCY CENTERS CORP COM USD.01 | 507,160 | $19.5B | 0.68% | |
| 44 | ALLYALLY FINANCIAL INC COM USD.01 | 1,310,240 | $18.9B | 0.66% | |
| 45 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 268,077 | $18.1B | 0.64% | |
| 46 | ROKROCKWELL AUTOMATION COM USD1 | 111,848 | $16.9B | 0.59% | |
| 47 | IMOIMPERIAL OIL LTD COM NPV | 1,423,739 | $16.0B | 0.56% | |
| 48 | AZOAUTOZONE INC COM NPV | 16,657 | $14.1B | 0.49% | |
| 49 | TFIITFI INTERNATIONAL INC COM | 642,464 | $14.1B | 0.49% | |
| 50 | BENFRANKLIN RESOURCES INC COM USD.1 | 824,668 | $13.8B | 0.48% | |
| 51 | CMICUMMINS INC COM USD2.5 | 101,803 | $13.8B | 0.48% | |
| 52 | JPMJPMORGAN CHASE & CO COM USD12 | 151,612 | $13.7B | 0.48% | |
| 53 | AAPLAPPLE INC COM NPV | 51,893 | $13.2B | 0.46% | |
| 54 | LDOSLEIDOS HOLDINGS INC COM USD.01 | 140,580 | $12.9B | 0.45% | |
| 55 | ABBVABBVIE INC COM USD.01 | 165,877 | $12.6B | 0.44% | |
| 56 | TXTTEXTRON INC COM USD.125 | 470,488 | $12.5B | 0.44% | |
| 57 | HIIHUNTINGTON INGALLS IND INC COM USD1 | 65,227 | $11.9B | 0.42% | |
| 58 | EQHEQUITABLE HOLDINGS INC COM | 782,420 | $11.3B | 0.40% | |
| 59 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 815,604 | $10.9B | 0.38% | |
| 60 | FITBFIFTH THIRD BANCORP COM USD6.67 | 718,703 | $10.7B | 0.37% | |
| 61 | ABGAMERISOURCEBERGEN CORP COM USD.01 | 119,902 | $10.6B | 0.37% | |
| 62 | PSXPHILLIPS 66 COM USD0.01 | 184,136 | $9.9B | 0.35% | |
| 63 | CMACOMERICA INC COM USD5 | 293,119 | $8.6B | 0.30% | |
| 64 | IPINTL PAPER CO COM USD1 | 276,150 | $8.6B | 0.30% | |
| 65 | HESHESS CORP COM USD1 | 257,850 | $8.6B | 0.30% | |
| 66 | BKNGBOOKING HOLDINGS INC COM USD.008 | 6,233 | $8.4B | 0.29% | |
| 67 | SUSUNCOR ENERGY INC COM NPV | 522,947 | $8.3B | 0.29% | |
| 68 | CRCCANADIAN NATURAL RESOURCES COM NPV | 597,705 | $8.1B | 0.28% | |
| 69 | SVMSILVERCORP METALS INC COM | 2,444,952 | $8.0B | 0.28% | |
| 70 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 262,311 | $7.7B | 0.27% | |
| 71 | STTSTATE STREET CORP COM USD1 | 138,182 | $7.4B | 0.26% | |
| 72 | AGGISHARES CORE U.S. AGGREGATE | 61,703 | $7.1B | 0.25% | |
| 73 | JBSSSANFILIPPO JOHN B&SON COM USD.01 | 79,448 | $7.1B | 0.25% | |
| 74 | CMCANADIAN IMPERIAL BANK COM NPV | 120,797 | $7.0B | 0.24% | |
| 75 | WHRWHIRLPOOL CORP COM USD1 | 78,792 | $6.8B | 0.24% | |
| 76 | GIB/ACGI INC CL A COM NPV SVTG | 119,236 | $6.4B | 0.22% | |
| 77 | UNPUNION PACIFIC CORP COM USD2.5 | 45,197 | $6.4B | 0.22% | |
| 78 | TAT&T INC COM USD1 | 206,380 | $6.0B | 0.21% | |
| 79 | LUVSOUTHWEST AIRLINES COM USD1 | 168,488 | $6.0B | 0.21% | |
| 80 | BCEBCE INC COM NPV | 146,199 | $6.0B | 0.21% | |
| 81 | BKBANK OF NEW YORK MELLON CORP COM USD7.5 | 175,761 | $5.9B | 0.21% | |
| 82 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 20,373 | $5.8B | 0.20% | |
| 83 | CSLCARLISLE COS INC COM NPV | 45,779 | $5.7B | 0.20% | |
| 84 | KRKROGER CO COM USD1 | 187,914 | $5.7B | 0.20% | |
| 85 | LRCXEURLAM RESEARCH CORP COM NPV | 23,483 | $5.6B | 0.20% | |
| 86 | TACTRANSALTA CORP COM NPV | 1,074,219 | $5.6B | 0.20% | |
| 87 | BXPBOSTON PROPERTIES INC COM USD.01 | 60,131 | $5.6B | 0.19% | |
| 88 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 110,210 | $5.5B | 0.19% | |
| 89 | XRXXEROX HOLDINGS CORP COM USD1 | 283,919 | $5.4B | 0.19% | |
| 90 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 77,639 | $5.1B | 0.18% | |
| 91 | DOOBRP INC SUB VTG NPV | 315,037 | $5.1B | 0.18% | |
| 92 | DYHTARGET CORP COM USD1 | 54,807 | $5.1B | 0.18% | |
| 93 | DOVDOVER CORP COM USD1 | 57,366 | $4.8B | 0.17% | |
| 94 | MTBM & T BANK CORP COM USD5 | 44,476 | $4.6B | 0.16% | |
| 95 | VVISA INC CL A COM USD.0001 | 28,543 | $4.6B | 0.16% | |
| 96 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 47,867 | $4.6B | 0.16% | |
| 97 | STNSTANTEC INC COM NPV | 174,907 | $4.4B | 0.16% | |
| 98 | KGCKINROSS GOLD CORP COM NPV | 1,023,965 | $4.1B | 0.14% | |
| 99 | HSICHENRY SCHEIN INC COM USD.01 | 77,984 | $4.0B | 0.14% | |
| 100 | DISCAUSDDISCOVERY INC CL A COM | 202,257 | $3.9B | 0.14% |
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