O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2020 Filing
Filed August 13, 2020
Portfolio Value
$3.2T
Holdings
1,880
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (1,880 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | LLYLILLY (ELI) & CO COM USD.625 | 692,459 | $113.7B | 3.53% | |
| 2 | A4SAMERIPRISE FINANCIAL INC COM | 720,669 | $108.2B | 3.35% | |
| 3 | TRVCCITIGROUP INC COM USD.01 | 1,785,844 | $91.3B | 2.83% | |
| 4 | EBAEBAY INC COM USD.001 | 1,689,558 | $88.6B | 2.75% | |
| 5 | W3UWESTERN UNION CO COM USD.01 | 4,071,085 | $88.0B | 2.73% | |
| 6 | AMGNAMGEN INC COM NPV | 372,814 | $88.0B | 2.73% | |
| 7 | CECELANESE CORP COM USD.01 | 912,432 | $78.8B | 2.44% | |
| 8 | WATWATERS CORP COM USD.01 | 429,875 | $77.6B | 2.41% | |
| 9 | METMETLIFE INC COM | 2,028,972 | $74.1B | 2.30% | |
| 10 | MCKMCKESSON CORP COM USD2 | 425,430 | $65.3B | 2.03% | |
| 11 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,853,662 | $63.3B | 1.96% | |
| 12 | QCOMQUALCOMM INC COM USD.0001 | 639,097 | $58.3B | 1.81% | |
| 13 | SBUXSTARBUCKS CORP COM NPV | 789,399 | $58.1B | 1.80% | |
| 14 | BACBANK OF AMERICA CORP COM USD2.5 | 2,442,503 | $58.0B | 1.80% | |
| 15 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 1,219,937 | $51.7B | 1.60% | |
| 16 | WFCWELLS FARGO & CO COM USD1.67 | 1,959,740 | $50.2B | 1.56% | |
| 17 | SYFSYNCHRONY FINANCIAL COM USD.001 | 2,213,220 | $49.1B | 1.52% | |
| 18 | ORCLORACLE CORP COM USD.01 | 878,494 | $48.6B | 1.51% | |
| 19 | DWDMORGAN STANLEY COM USD1 | 988,268 | $47.7B | 1.48% | |
| 20 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 932,928 | $45.2B | 1.40% | |
| 21 | CATCATERPILLAR INC COM USD1 | 346,529 | $43.8B | 1.36% | |
| 22 | CSXCSX CORP COM USD1 | 609,951 | $42.6B | 1.32% | |
| 23 | PFEPFIZER INC COM USD.1 | 1,265,439 | $41.4B | 1.28% | |
| 24 | HSTHOST HOTELS & RESORTS INC COM USD1 | 3,826,733 | $41.3B | 1.28% | |
| 25 | HWMHOWMET AEROSPACE INC COM USD1 | 2,565,439 | $40.7B | 1.26% | |
| 26 | VNOVORNADO REALTY TRUST SH BEN INT USD.04 | 1,061,794 | $40.6B | 1.26% | |
| 27 | DALDELTA AIR LINES INC COM USD.0001 | 1,393,694 | $39.1B | 1.21% | |
| 28 | CMICUMMINS INC COM USD2.5 | 210,015 | $36.4B | 1.13% | |
| 29 | BIIBBIOGEN INC COM NPV | 132,804 | $35.5B | 1.10% | |
| 30 | TERTERADYNE INC COM USD.125 | 419,993 | $35.5B | 1.10% | |
| 31 | DVADAVITA INC CL A COM NPV VTG | 406,181 | $32.2B | 1.00% | |
| 32 | AAPLAPPLE INC COM NPV | 86,186 | $31.4B | 0.98% | |
| 33 | STTSTATE STREET CORP COM USD1 | 439,900 | $28.0B | 0.87% | |
| 34 | EQHEQUITABLE HOLDINGS INC COM | 1,403,417 | $27.1B | 0.84% | |
| 35 | CFCF INDUSTRIES HOLDINGS INC COM USD.01 | 901,266 | $25.4B | 0.79% | |
| 36 | MGAMAGNA INTERNATIONAL INC COM NPV | 570,488 | $25.4B | 0.79% | |
| 37 | RFREGIONS FINANCIAL CORP COM USD.625 | 2,120,420 | $23.6B | 0.73% | |
| 38 | CSCOCISCO SYSTEMS INC COM NPV | 502,165 | $23.4B | 0.73% | |
| 39 | MOALTRIA GROUP INC COM USD1 | 578,841 | $22.7B | 0.70% | |
| 40 | OPTUALTICE USA INC COM CL A 0.01USD | 997,088 | $22.5B | 0.70% | |
| 41 | JPMJPMORGAN CHASE & CO COM USD12 | 238,060 | $22.4B | 0.69% | |
| 42 | VOYAVOYA FINANCIAL INC COM USD.01 | 479,399 | $22.4B | 0.69% | |
| 43 | REGREGENCY CENTERS CORP COM USD.01 | 475,349 | $21.8B | 0.68% | |
| 44 | ALLYALLY FINANCIAL INC COM USD.01 | 943,479 | $18.7B | 0.58% | |
| 45 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,325,956 | $18.0B | 0.56% | |
| 46 | LIESUN LIFE FINANCIAL INC COM NPV | 486,016 | $17.8B | 0.55% | |
| 47 | BBYBEST BUY CO INC COM USD.1 | 203,375 | $17.8B | 0.55% | |
| 48 | TAT&T INC COM USD1 | 586,403 | $17.7B | 0.55% | |
| 49 | AGGISHARES CORE U.S. AGGREGATE | 147,656 | $17.5B | 0.54% | |
| 50 | BKNGBOOKING HOLDINGS INC COM USD.008 | 10,608 | $16.9B | 0.52% | |
| 51 | NTAPNETAPP INC COM NPV | 370,533 | $16.4B | 0.51% | |
| 52 | BXPBOSTON PROPERTIES INC COM USD.01 | 174,671 | $15.8B | 0.49% | |
| 53 | MASMASCO CORP COM USD1 | 291,898 | $14.7B | 0.45% | |
| 54 | MSFTMICROSOFT CORP COM USD.00000625 | 71,153 | $14.5B | 0.45% | |
| 55 | LRCXEURLAM RESEARCH CORP COM NPV | 43,326 | $14.0B | 0.43% | |
| 56 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 123,403 | $13.0B | 0.40% | |
| 57 | IMOIMPERIAL OIL LTD COM NPV | 730,314 | $11.7B | 0.36% | |
| 58 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 544,501 | $11.7B | 0.36% | |
| 59 | LDOSLEIDOS HOLDINGS INC COM USD.01 | 123,892 | $11.6B | 0.36% | |
| 60 | CTLEURCENTURYLINK INC COM USD1 | 1,100,168 | $11.0B | 0.34% | |
| 61 | ABGAMERISOURCEBERGEN CORP COM USD.01 | 106,532 | $10.7B | 0.33% | |
| 62 | AMZNAMAZON.COM INC COM USD.01 | 3,747 | $10.3B | 0.32% | |
| 63 | CAHCARDINAL HEALTH INC COM NPV | 195,106 | $10.2B | 0.32% | |
| 64 | BENFRANKLIN RESOURCES INC COM USD.1 | 483,984 | $10.2B | 0.31% | |
| 65 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 146,019 | $9.6B | 0.30% | |
| 66 | STNSTANTEC INC COM NPV | 304,049 | $9.4B | 0.29% | |
| 67 | TFIITFI INTERNATIONAL INC COM | 257,177 | $9.1B | 0.28% | |
| 68 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 133,724 | $9.1B | 0.28% | |
| 69 | DOWDOW INC COM USD 0.01 | 218,628 | $8.9B | 0.28% | |
| 70 | CMACOMERICA INC COM USD5 | 232,686 | $8.9B | 0.28% | |
| 71 | IPINTL PAPER CO COM USD1 | 250,911 | $8.8B | 0.27% | |
| 72 | KGCKINROSS GOLD CORP COM NPV | 1,208,563 | $8.7B | 0.27% | |
| 73 | CMCANADIAN IMPERIAL BANK COM NPV | 121,697 | $8.1B | 0.25% | |
| 74 | SVMSILVERCORP METALS INC COM | 1,473,809 | $7.9B | 0.24% | |
| 75 | DOOBRP INC SUB VTG NPV | 184,803 | $7.9B | 0.24% | |
| 76 | CRCCANADIAN NATURAL RESOURCES COM NPV | 431,017 | $7.5B | 0.23% | |
| 77 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 50,368 | $7.5B | 0.23% | |
| 78 | YRIYAMANA GOLD INC COM | 1,310,480 | $7.1B | 0.22% | |
| 79 | BTOB2GOLD CORP COM NPV | 1,210,531 | $6.9B | 0.21% | |
| 80 | DYHTARGET CORP COM USD1 | 56,497 | $6.8B | 0.21% | |
| 81 | BKBANK OF NEW YORK MELLON CORP COM USD7.5 | 175,130 | $6.8B | 0.21% | |
| 82 | SUSUNCOR ENERGY INC COM NPV | 397,099 | $6.7B | 0.21% | |
| 83 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 156,169 | $6.3B | 0.20% | |
| 84 | IGSBISHARES SHORT-TERM CORPORATE | 113,096 | $6.2B | 0.19% | |
| 85 | MTBM & T BANK CORP COM USD5 | 58,715 | $6.1B | 0.19% | |
| 86 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 454,562 | $5.9B | 0.18% | |
| 87 | ABXBARRICK GOLD CORP COM NPV | 217,566 | $5.8B | 0.18% | |
| 88 | DISCAUSDDISCOVERY INC CL A COM | 273,836 | $5.8B | 0.18% | |
| 89 | JBSSSANFILIPPO JOHN B&SON COM USD.01 | 65,133 | $5.6B | 0.17% | |
| 90 | WPMWHEATON PRECIOUS METALS CORP COM | 118,534 | $5.2B | 0.16% | |
| 91 | LENLENNAR CORP CL A COM USD.1 | 82,424 | $5.1B | 0.16% | |
| 92 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 41,839 | $4.8B | 0.15% | |
| 93 | PAASPAN AMERICAN SILVER CORP COM NPV | 155,566 | $4.7B | 0.15% | |
| 94 | GIB/ACGI INC CL A COM NPV SVTG | 74,465 | $4.7B | 0.15% | |
| 95 | HSICHENRY SCHEIN INC COM USD.01 | 79,825 | $4.7B | 0.14% | |
| 96 | VVISA INC CL A COM USD.0001 | 23,696 | $4.6B | 0.14% | |
| 97 | ESSESSEX PROPERTY TRUST COM USD.0001 | 19,402 | $4.4B | 0.14% | |
| 98 | CLSEURCELESTICA INC SUB VTG SHS | 625,491 | $4.3B | 0.13% | |
| 99 | WMSADVANCED DRAINAGE SYSTEMS COM USD0.01 | 85,915 | $4.3B | 0.13% | |
| 100 | HMCHONDA MOTOR CO LTD ADR | 165,913 | $4.2B | 0.13% |
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