O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2019 Filing
Filed August 7, 2019
Portfolio Value
$4.3T
Holdings
1,227
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (1,227 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 1,098,316 | $159.2B | 3.72% | |
| 2 | METMETLIFE INC COM | 2,988,863 | $148.3B | 3.47% | |
| 3 | TRVCCITIGROUP INC COM USD.01 | 1,911,003 | $133.6B | 3.12% | |
| 4 | YUMYUM BRANDS INC COM NPV | 1,069,314 | $118.2B | 2.76% | |
| 5 | AMGNAMGEN INC COM NPV | 614,585 | $113.1B | 2.64% | |
| 6 | CSCOCISCO SYSTEMS INC COM NPV | 2,021,796 | $110.5B | 2.58% | |
| 7 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 1,053,676 | $103.3B | 2.41% | |
| 8 | FITBFIFTH THIRD BANCORP COM USD6.67 | 3,598,445 | $100.3B | 2.34% | |
| 9 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,567,458 | $86.6B | 2.02% | |
| 10 | CAHCARDINAL HEALTH INC COM NPV | 1,671,220 | $78.6B | 1.84% | |
| 11 | PSXPHILLIPS 66 COM USD0.01 | 837,373 | $78.2B | 1.83% | |
| 12 | EBAEBAY INC COM USD.001 | 1,954,058 | $77.1B | 1.80% | |
| 13 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 774,214 | $75.5B | 1.76% | |
| 14 | UNPUNION PACIFIC CORP COM USD2.5 | 435,876 | $73.6B | 1.72% | |
| 15 | ALLYALLY FINANCIAL INC COM USD.01 | 2,252,697 | $69.7B | 1.63% | |
| 16 | BBYBEST BUY CO INC COM USD.1 | 991,444 | $69.1B | 1.61% | |
| 17 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 827,943 | $67.3B | 1.57% | |
| 18 | JNPJUNIPER NETWORKS INC COM USD.00001 | 2,500,415 | $66.5B | 1.55% | |
| 19 | KRKROGER CO COM USD1 | 2,826,400 | $61.3B | 1.43% | |
| 20 | RFREGIONS FINANCIAL CORP COM USD.625 | 3,986,731 | $59.5B | 1.39% | |
| 21 | BENFRANKLIN RESOURCES INC COM USD.1 | 1,681,300 | $58.4B | 1.37% | |
| 22 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 970,666 | $54.2B | 1.27% | |
| 23 | DISDISNEY (WALT) CO COM NPV | 387,804 | $54.1B | 1.26% | |
| 24 | GLWCORNING INC COM USD5 | 1,600,873 | $53.1B | 1.24% | |
| 25 | W3UWESTERN UNION CO COM USD.01 | 2,604,856 | $51.7B | 1.21% | |
| 26 | QCOMQUALCOMM INC COM USD.0001 | 659,446 | $50.1B | 1.17% | |
| 27 | ROKROCKWELL AUTOMATION COM USD1 | 291,901 | $47.8B | 1.12% | |
| 28 | DOVDOVER CORP COM USD1 | 438,350 | $43.9B | 1.03% | |
| 29 | MARMARRIOTT INTL INC CL A COM NPV | 302,582 | $42.4B | 0.99% | |
| 30 | LIESUN LIFE FINANCIAL INC COM NPV | 1,021,948 | $42.3B | 0.99% | |
| 31 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 879,088 | $41.4B | 0.97% | |
| 32 | UALUNITED CONTINENTAL HLDGS INC COM NEW | 465,609 | $40.7B | 0.95% | |
| 33 | CAGCONAGRA BRANDS INC COM USD5 | 1,502,117 | $39.8B | 0.93% | |
| 34 | CSXCSX CORP COM USD1 | 490,312 | $37.9B | 0.89% | |
| 35 | HDSUSDHD SUPPLY HOLDINGS INC COM USD.01 | 933,925 | $37.6B | 0.88% | |
| 36 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 1,597,492 | $36.8B | 0.86% | |
| 37 | COPCONOCOPHILLIPS COM USD1.25 | 599,108 | $36.5B | 0.85% | |
| 38 | MGAMAGNA INTERNATIONAL INC COM NPV | 720,345 | $35.8B | 0.84% | |
| 39 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 816,093 | $35.1B | 0.82% | |
| 40 | TXTTEXTRON INC COM USD.125 | 657,287 | $34.9B | 0.81% | |
| 41 | DVNDEVON ENERGY CORP COM USD.1 | 1,154,777 | $32.9B | 0.77% | |
| 42 | WFCWELLS FARGO & CO COM USD1.67 | 695,494 | $32.9B | 0.77% | |
| 43 | DALDELTA AIR LINES INC COM USD.0001 | 567,632 | $32.2B | 0.75% | |
| 44 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 569,031 | $31.1B | 0.73% | |
| 45 | SBUXSTARBUCKS CORP COM NPV | 363,204 | $30.4B | 0.71% | |
| 46 | BACBANK OF AMERICA CORP COM USD2.5 | 985,831 | $28.6B | 0.67% | |
| 47 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,547,073 | $28.1B | 0.66% | |
| 48 | SYFSYNCHRONY FINANCIAL COM USD.001 | 810,073 | $28.1B | 0.66% | |
| 49 | GIB/ACGI INC CL A COM NPV SVTG | 358,738 | $27.5B | 0.64% | |
| 50 | VIABVIACOM INC CL B COM USD | 884,415 | $26.4B | 0.62% | |
| 51 | PHMPULTEGROUP INC COM USD.01 | 818,618 | $25.9B | 0.60% | |
| 52 | ORCLORACLE CORP COM USD.01 | 438,031 | $24.9B | 0.58% | |
| 53 | MEOHMETHANEX CORP COM NPV | 550,013 | $24.9B | 0.58% | |
| 54 | HIIHUNTINGTON INGALLS IND INC COM USD1 | 108,184 | $24.3B | 0.57% | |
| 55 | CDKCDK GLOBAL INC COM USD0.01 | 490,026 | $24.2B | 0.57% | |
| 56 | AZOAUTOZONE INC COM NPV | 21,189 | $23.3B | 0.54% | |
| 57 | CMACOMERICA INC COM USD5 | 296,018 | $21.5B | 0.50% | |
| 58 | HESHESS CORP COM USD1 | 329,195 | $20.9B | 0.49% | |
| 59 | ABBVABBVIE INC COM USD.01 | 283,874 | $20.6B | 0.48% | |
| 60 | DECKDECKERS OUTDOOR CORP COM USD.01 | 116,918 | $20.5B | 0.48% | |
| 61 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 51,497 | $20.3B | 0.47% | |
| 62 | MOALTRIA GROUP INC COM USD1 | 421,320 | $19.9B | 0.47% | |
| 63 | SEESEALED AIR CORP COM USD.01 | 444,342 | $19.0B | 0.44% | |
| 64 | IMOIMPERIAL OIL LTD COM NPV | 657,923 | $18.2B | 0.43% | |
| 65 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 234,261 | $18.2B | 0.42% | |
| 66 | AONAON PLC CL A ORD | 78,345 | $15.1B | 0.35% | |
| 67 | WHRWHIRLPOOL CORP COM USD1 | 106,117 | $15.1B | 0.35% | |
| 68 | OSBCADNORBORD INC COM NPV | 608,477 | $15.1B | 0.35% | |
| 69 | MRKMERCK & CO COM NPV | 158,999 | $13.3B | 0.31% | |
| 70 | OMCOMNICOM GROUP COM USD.5 | 160,952 | $13.2B | 0.31% | |
| 71 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 197,523 | $12.7B | 0.30% | |
| 72 | CAECAE INC COM NPV | 473,855 | $12.7B | 0.30% | |
| 73 | DOOBRP INC SUB VTG NPV | 354,957 | $12.7B | 0.30% | |
| 74 | INTUINTUIT INC COM NPV | 44,748 | $11.7B | 0.27% | |
| 75 | LRCXEURLAM RESEARCH CORP COM NPV | 61,341 | $11.5B | 0.27% | |
| 76 | SUSUNCOR ENERGY INC COM NPV | 366,820 | $11.4B | 0.27% | |
| 77 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 127,523 | $11.0B | 0.26% | |
| 78 | KSSKOHL'S CORP COM USD.01 | 228,517 | $10.8B | 0.25% | |
| 79 | DVADAVITA INC CL A COM NPV VTG | 186,742 | $10.5B | 0.25% | |
| 80 | CRCCANADIAN NATURAL RESOURCES COM NPV | 389,020 | $10.5B | 0.24% | |
| 81 | PFEPFIZER INC COM USD.1 | 233,152 | $10.1B | 0.24% | |
| 82 | FSVFIRSTSERVICE CORP COM | 101,592 | $9.8B | 0.23% | |
| 83 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 32,143 | $9.4B | 0.22% | |
| 84 | LLYLILLY (ELI) & CO COM USD.625 | 84,321 | $9.3B | 0.22% | |
| 85 | HAEHAEMONETICS CORP COM USD.01 | 77,420 | $9.3B | 0.22% | |
| 86 | PGPROCTER & GAMBLE CO COM NPV | 81,092 | $8.9B | 0.21% | |
| 87 | —K12 INC COM USD.0001 | 274,407 | $8.3B | 0.19% | |
| 88 | CECELANESE CORP COM USD.01 | 76,678 | $8.3B | 0.19% | |
| 89 | HCAHCA HEALTHCARE INC COM USD0.01 | 59,853 | $8.1B | 0.19% | |
| 90 | CNMDCONMED CORP COM USD.01 | 93,717 | $8.0B | 0.19% | |
| 91 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 112,419 | $8.0B | 0.19% | |
| 92 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 147,033 | $7.9B | 0.18% | |
| 93 | HBMHUDBAY MINERALS INC COM NPV | 1,440,428 | $7.8B | 0.18% | |
| 94 | EATBRINKER INTL INC COM USD.1 | 197,074 | $7.7B | 0.18% | |
| 95 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 134,434 | $7.5B | 0.18% | |
| 96 | TACTRANSALTA CORP COM NPV | 1,125,288 | $7.3B | 0.17% | |
| 97 | BCEBCE INC COM NPV | 157,555 | $7.2B | 0.17% | |
| 98 | NXSTNEXSTAR MEDIA GROUP CL A COM USD.01 | 70,500 | $7.1B | 0.17% | |
| 99 | BBTUSDBB&T CORP COM USD5 | 137,687 | $6.8B | 0.16% | |
| 100 | RIORIO TINTO GROUP SPON ADR | 102,174 | $6.4B | 0.15% |
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