O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$4.2T
Holdings
1,062
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (1,062 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 1,066,915 | $156.9B | 3.73% | |
| 2 | METMETLIFE INC COM | 3,013,429 | $142.1B | 3.38% | |
| 3 | TRVCCITIGROUP INC COM USD.01 | 1,931,125 | $133.4B | 3.17% | |
| 4 | AMGNAMGEN INC COM NPV | 608,863 | $117.8B | 2.80% | |
| 5 | YUMYUM BRANDS INC COM NPV | 944,618 | $107.2B | 2.55% | |
| 6 | EBAEBAY INC COM USD.001 | 2,462,258 | $96.0B | 2.28% | |
| 7 | CSCOCISCO SYSTEMS INC COM NPV | 1,911,009 | $94.4B | 2.25% | |
| 8 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 824,611 | $90.0B | 2.14% | |
| 9 | CAHCARDINAL HEALTH INC COM NPV | 1,873,569 | $88.4B | 2.10% | |
| 10 | WFCWELLS FARGO & CO COM USD1.67 | 1,691,469 | $85.3B | 2.03% | |
| 11 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,528,742 | $83.2B | 1.98% | |
| 12 | PSXPHILLIPS 66 COM USD0.01 | 797,417 | $81.7B | 1.94% | |
| 13 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 821,607 | $79.3B | 1.89% | |
| 14 | ALLYALLY FINANCIAL INC COM USD.01 | 2,279,090 | $75.6B | 1.80% | |
| 15 | BBYBEST BUY CO INC COM USD.1 | 985,987 | $68.0B | 1.62% | |
| 16 | KRKROGER CO COM USD1 | 2,611,688 | $67.3B | 1.60% | |
| 17 | W3UWESTERN UNION CO COM USD.01 | 2,836,180 | $65.7B | 1.56% | |
| 18 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 790,715 | $65.0B | 1.55% | |
| 19 | UNPUNION PACIFIC CORP COM USD2.5 | 391,063 | $63.3B | 1.51% | |
| 20 | CECELANESE CORP COM USD.01 | 515,946 | $63.1B | 1.50% | |
| 21 | FITBFIFTH THIRD BANCORP COM USD6.67 | 2,303,129 | $63.1B | 1.50% | |
| 22 | QCOMQUALCOMM INC COM USD.0001 | 782,146 | $59.7B | 1.42% | |
| 23 | RFREGIONS FINANCIAL CORP COM USD.625 | 3,516,743 | $55.6B | 1.32% | |
| 24 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 956,529 | $52.9B | 1.26% | |
| 25 | BENFRANKLIN RESOURCES INC COM USD.1 | 1,797,112 | $51.9B | 1.23% | |
| 26 | SBUXSTARBUCKS CORP COM NPV | 558,418 | $49.4B | 1.17% | |
| 27 | ROKROCKWELL AUTOMATION COM USD1 | 291,560 | $48.1B | 1.14% | |
| 28 | LIESUN LIFE FINANCIAL INC COM NPV | 1,008,518 | $45.1B | 1.07% | |
| 29 | DALDELTA AIR LINES INC COM USD.0001 | 768,114 | $44.2B | 1.05% | |
| 30 | BACBANK OF AMERICA CORP COM USD2.5 | 1,505,610 | $43.9B | 1.05% | |
| 31 | LLYLILLY (ELI) & CO COM USD.625 | 367,978 | $41.2B | 0.98% | |
| 32 | CSXCSX CORP COM USD1 | 580,621 | $40.2B | 0.96% | |
| 33 | TXTTEXTRON INC COM USD.125 | 806,998 | $39.5B | 0.94% | |
| 34 | MGAMAGNA INTERNATIONAL INC COM NPV | 694,980 | $37.1B | 0.88% | |
| 35 | CMACOMERICA INC COM USD5 | 547,663 | $36.1B | 0.86% | |
| 36 | JNPJUNIPER NETWORKS INC COM USD.00001 | 1,416,179 | $35.1B | 0.83% | |
| 37 | DOVDOVER CORP COM USD1 | 344,248 | $34.3B | 0.82% | |
| 38 | WATWATERS CORP COM USD.01 | 140,905 | $31.5B | 0.75% | |
| 39 | UALUNITED AIRLINES HOLDINGS INC COM NEW | 345,994 | $30.6B | 0.73% | |
| 40 | SYFSYNCHRONY FINANCIAL COM USD.001 | 876,303 | $29.9B | 0.71% | |
| 41 | DVNDEVON ENERGY CORP COM USD.1 | 1,224,045 | $29.5B | 0.70% | |
| 42 | ORCLORACLE CORP COM USD.01 | 522,824 | $28.8B | 0.68% | |
| 43 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,519,331 | $27.9B | 0.66% | |
| 44 | DISDISNEY (WALT) CO COM NPV | 210,651 | $27.5B | 0.65% | |
| 45 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 609,179 | $27.3B | 0.65% | |
| 46 | GLWCORNING INC COM USD5 | 951,928 | $27.1B | 0.65% | |
| 47 | AZOAUTOZONE INC COM NPV | 23,261 | $25.2B | 0.60% | |
| 48 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 1,538,088 | $25.0B | 0.59% | |
| 49 | OPTUALTICE USA INC COM CL A 0.01USD | 855,936 | $24.5B | 0.58% | |
| 50 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 392,329 | $23.8B | 0.57% | |
| 51 | CFCF INDUSTRIES HOLDINGS INC COM USD.01 | 475,702 | $23.4B | 0.56% | |
| 52 | HIIHUNTINGTON INGALLS IND INC COM USD1 | 108,668 | $23.0B | 0.55% | |
| 53 | IMOIMPERIAL OIL LTD COM NPV | 876,617 | $22.8B | 0.54% | |
| 54 | ABBVABBVIE INC COM USD.01 | 297,085 | $22.5B | 0.54% | |
| 55 | VIABVIACOM INC CL B COM USD | 913,450 | $22.0B | 0.52% | |
| 56 | MARMARRIOTT INTL INC CL A COM NPV | 174,538 | $21.7B | 0.52% | |
| 57 | WHRWHIRLPOOL CORP COM USD1 | 134,046 | $21.2B | 0.51% | |
| 58 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 51,161 | $21.1B | 0.50% | |
| 59 | MEOHMETHANEX CORP COM NPV | 586,194 | $20.8B | 0.50% | |
| 60 | HESHESS CORP COM USD1 | 331,076 | $20.0B | 0.48% | |
| 61 | CAGCONAGRA BRANDS INC COM USD5 | 637,684 | $19.6B | 0.47% | |
| 62 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 232,599 | $18.9B | 0.45% | |
| 63 | GIB/ACGI INC CL A COM NPV SVTG | 235,289 | $18.6B | 0.44% | |
| 64 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 269,982 | $18.1B | 0.43% | |
| 65 | LRCXEURLAM RESEARCH CORP COM NPV | 69,530 | $16.1B | 0.38% | |
| 66 | MOALTRIA GROUP INC COM USD1 | 384,637 | $15.7B | 0.37% | |
| 67 | CATCATERPILLAR INC COM USD1 | 117,740 | $14.9B | 0.35% | |
| 68 | COPCONOCOPHILLIPS COM USD1.25 | 259,057 | $14.8B | 0.35% | |
| 69 | CRCCANADIAN NATURAL RESOURCES COM NPV | 543,299 | $14.5B | 0.34% | |
| 70 | HFCUSDHOLLYFRONTIER CORP COM USD.01 | 268,954 | $14.4B | 0.34% | |
| 71 | MCKMCKESSON CORP COM USD2 | 96,690 | $13.2B | 0.31% | |
| 72 | REGREGENCY CENTERS CORP COM USD.01 | 186,838 | $13.0B | 0.31% | |
| 73 | ARNCCHFARCONIC INC COM USD1 | 490,204 | $12.7B | 0.30% | |
| 74 | DECKDECKERS OUTDOOR CORP COM USD.01 | 84,553 | $12.5B | 0.30% | |
| 75 | MRKMERCK & CO COM NPV | 145,580 | $12.3B | 0.29% | |
| 76 | LDOSLEIDOS HOLDINGS INC COM USD.01 | 141,940 | $12.2B | 0.29% | |
| 77 | OSBCADNORBORD INC COM NPV | 490,674 | $11.8B | 0.28% | |
| 78 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 804,449 | $11.0B | 0.26% | |
| 79 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 250,976 | $11.0B | 0.26% | |
| 80 | OMCOMNICOM GROUP COM USD.5 | 137,837 | $10.8B | 0.26% | |
| 81 | LNCLINCOLN NATIONAL CORP COM USD1.25 | 173,931 | $10.5B | 0.25% | |
| 82 | BXPBOSTON PROPERTIES INC COM USD.01 | 79,752 | $10.3B | 0.25% | |
| 83 | SUSUNCOR ENERGY INC COM NPV | 326,245 | $10.3B | 0.25% | |
| 84 | PFEPFIZER INC COM USD.1 | 278,358 | $10.0B | 0.24% | |
| 85 | PGPROCTER & GAMBLE CO COM NPV | 77,964 | $9.7B | 0.23% | |
| 86 | KSSKOHL'S CORP COM USD.01 | 189,811 | $9.4B | 0.22% | |
| 87 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 31,804 | $9.3B | 0.22% | |
| 88 | DOOBRP INC SUB VTG NPV | 231,252 | $9.0B | 0.21% | |
| 89 | ABGAMERISOURCEBERGEN CORP COM USD.01 | 108,932 | $9.0B | 0.21% | |
| 90 | CAECAE INC COM NPV | 339,194 | $8.6B | 0.21% | |
| 91 | FL9CVR ENERGY INC COM USD.01 | 192,184 | $8.5B | 0.20% | |
| 92 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 134,870 | $8.2B | 0.19% | |
| 93 | ERFGBPENERPLUS CORP COM NPV | 1,069,088 | $8.0B | 0.19% | |
| 94 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 120,615 | $8.0B | 0.19% | |
| 95 | —TECH DATA CORP COM USD.0015 | 75,158 | $7.8B | 0.19% | |
| 96 | BCEBCE INC COM NPV | 152,921 | $7.4B | 0.18% | |
| 97 | IPINTL PAPER CO COM USD1 | 176,368 | $7.4B | 0.18% | |
| 98 | DVADAVITA INC CL A COM NPV VTG | 126,555 | $7.2B | 0.17% | |
| 99 | TACTRANSALTA CORP COM NPV | 1,107,796 | $7.2B | 0.17% | |
| 100 | NXSTNEXSTAR MEDIA GROUP CL A COM USD.01 | 68,088 | $7.0B | 0.17% |
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