O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2020 Filing
Filed November 12, 2020
Portfolio Value
$3.3T
Holdings
2,025
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (2,025 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 662,773 | $102.2B | 3.06% | |
| 2 | CECELANESE CORP COM USD.01 | 844,592 | $90.8B | 2.72% | |
| 3 | QCOMQUALCOMM INC COM USD.0001 | 714,798 | $84.2B | 2.52% | |
| 4 | W3UWESTERN UNION CO COM USD.01 | 3,875,549 | $83.1B | 2.49% | |
| 5 | WATWATERS CORP COM USD.01 | 421,694 | $82.6B | 2.48% | |
| 6 | LLYLILLY (ELI) & CO COM USD.625 | 552,998 | $81.9B | 2.46% | |
| 7 | MCKMCKESSON CORP COM USD2 | 499,225 | $74.4B | 2.23% | |
| 8 | METMETLIFE INC COM | 1,992,578 | $74.1B | 2.22% | |
| 9 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,793,644 | $73.3B | 2.20% | |
| 10 | EBAEBAY INC COM USD.001 | 1,354,434 | $70.6B | 2.12% | |
| 11 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,317,866 | $65.0B | 1.95% | |
| 12 | SYFSYNCHRONY FINANCIAL COM USD.001 | 2,469,860 | $64.7B | 1.94% | |
| 13 | BIIBBIOGEN INC COM NPV | 226,125 | $64.2B | 1.92% | |
| 14 | TRVCCITIGROUP INC COM USD.01 | 1,474,825 | $63.6B | 1.91% | |
| 15 | CMICUMMINS INC COM USD2.5 | 285,175 | $60.2B | 1.81% | |
| 16 | BACBANK OF AMERICA CORP COM USD2.5 | 2,361,907 | $56.9B | 1.71% | |
| 17 | SBUXSTARBUCKS CORP COM NPV | 650,247 | $55.9B | 1.68% | |
| 18 | ORCLORACLE CORP COM USD.01 | 863,132 | $51.6B | 1.55% | |
| 19 | AMGNAMGEN INC COM NPV | 187,374 | $47.6B | 1.43% | |
| 20 | DWDMORGAN STANLEY COM USD1 | 960,615 | $46.5B | 1.39% | |
| 21 | MOALTRIA GROUP INC COM USD1 | 1,174,771 | $45.4B | 1.36% | |
| 22 | CATCATERPILLAR INC COM USD1 | 292,505 | $43.7B | 1.31% | |
| 23 | AAPLAPPLE INC COM NPV | 376,725 | $43.6B | 1.31% | |
| 24 | PFEPFIZER INC COM USD.1 | 1,095,653 | $40.2B | 1.21% | |
| 25 | HSTHOST HOTELS & RESORTS INC COM USD1 | 3,645,867 | $39.4B | 1.18% | |
| 26 | HWMHOWMET AEROSPACE INC COM USD1 | 2,216,268 | $37.1B | 1.11% | |
| 27 | DVADAVITA INC CL A COM NPV VTG | 407,465 | $34.9B | 1.05% | |
| 28 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 1,657,876 | $34.1B | 1.02% | |
| 29 | VNOVORNADO REALTY TRUST SH BEN INT USD.04 | 1,004,159 | $33.9B | 1.02% | |
| 30 | CSXCSX CORP COM USD1 | 419,724 | $32.6B | 0.98% | |
| 31 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 440,957 | $31.1B | 0.93% | |
| 32 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 864,504 | $31.1B | 0.93% | |
| 33 | STTSTATE STREET CORP COM USD1 | 512,215 | $30.4B | 0.91% | |
| 34 | MASMASCO CORP COM USD1 | 515,213 | $28.4B | 0.85% | |
| 35 | CTLEURCENTURYLINK INC COM USD1 | 2,809,374 | $28.4B | 0.85% | |
| 36 | EQHEQUITABLE HOLDINGS INC COM | 1,439,501 | $26.3B | 0.79% | |
| 37 | TAT&T INC COM USD1 | 907,873 | $25.9B | 0.78% | |
| 38 | MGAMAGNA INTERNATIONAL INC COM NPV | 551,338 | $25.2B | 0.76% | |
| 39 | BBYBEST BUY CO INC COM USD.1 | 215,400 | $24.0B | 0.72% | |
| 40 | TERTERADYNE INC COM USD.125 | 300,157 | $23.9B | 0.72% | |
| 41 | RFREGIONS FINANCIAL CORP COM USD.625 | 2,046,934 | $23.6B | 0.71% | |
| 42 | JPMJPMORGAN CHASE & CO COM USD12 | 242,929 | $23.4B | 0.70% | |
| 43 | AGGISHARES CORE U.S. AGGREGATE | 194,414 | $23.0B | 0.69% | |
| 44 | NTAPNETAPP INC COM NPV | 481,662 | $21.1B | 0.63% | |
| 45 | LIESUN LIFE FINANCIAL INC COM NPV | 512,973 | $20.9B | 0.63% | |
| 46 | ALLYALLY FINANCIAL INC COM USD.01 | 826,555 | $20.7B | 0.62% | |
| 47 | CFCF INDUSTRIES HOLDINGS INC COM USD.01 | 640,239 | $19.7B | 0.59% | |
| 48 | BXPBOSTON PROPERTIES INC COM USD.01 | 241,144 | $19.4B | 0.58% | |
| 49 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,341,386 | $18.6B | 0.56% | |
| 50 | MSFTMICROSOFT CORP COM USD.00000625 | 86,620 | $18.2B | 0.55% | |
| 51 | BKNGBOOKING HOLDINGS INC COM USD.008 | 9,959 | $17.0B | 0.51% | |
| 52 | NLYEURANNALY CAPITAL MANAGEMENT COM USD.01 | 2,379,029 | $16.9B | 0.51% | |
| 53 | FITBFIFTH THIRD BANCORP COM USD6.67 | 791,912 | $16.9B | 0.51% | |
| 54 | CSCOCISCO SYSTEMS INC COM NPV | 416,508 | $16.4B | 0.49% | |
| 55 | AMZNAMAZON.COM INC COM USD.01 | 4,430 | $13.9B | 0.42% | |
| 56 | LRCXEURLAM RESEARCH CORP COM NPV | 41,332 | $13.7B | 0.41% | |
| 57 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 124,243 | $13.7B | 0.41% | |
| 58 | DALDELTA AIR LINES INC COM USD.0001 | 385,645 | $11.8B | 0.35% | |
| 59 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 182,435 | $11.6B | 0.35% | |
| 60 | OPTUALTICE USA INC COM CL A 0.01USD | 443,555 | $11.5B | 0.35% | |
| 61 | REGREGENCY CENTERS CORP COM USD.01 | 299,993 | $11.4B | 0.34% | |
| 62 | DOWDOW INC COM USD 0.01 | 227,037 | $10.7B | 0.32% | |
| 63 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 176,927 | $10.5B | 0.31% | |
| 64 | IPINTL PAPER CO COM USD1 | 250,061 | $10.1B | 0.30% | |
| 65 | TFIITFI INTERNATIONAL INC COM | 242,015 | $10.1B | 0.30% | |
| 66 | WPMWHEATON PRECIOUS METALS CORP COM | 191,254 | $9.4B | 0.28% | |
| 67 | KGCKINROSS GOLD CORP COM NPV | 1,062,297 | $9.4B | 0.28% | |
| 68 | STNSTANTEC INC COM NPV | 305,700 | $9.3B | 0.28% | |
| 69 | DOOBRP INC SUB VTG NPV | 175,299 | $9.3B | 0.28% | |
| 70 | CMCANADIAN IMPERIAL BANK COM NPV | 118,669 | $8.9B | 0.27% | |
| 71 | IMOIMPERIAL OIL LTD COM NPV | 730,275 | $8.7B | 0.26% | |
| 72 | IGSBISHARES SHORT-TERM CORPORATE | 153,820 | $8.4B | 0.25% | |
| 73 | DYHTARGET CORP COM USD1 | 53,002 | $8.3B | 0.25% | |
| 74 | BTOB2GOLD CORP COM NPV | 1,169,004 | $7.6B | 0.23% | |
| 75 | LENLENNAR CORP CL A COM USD.1 | 92,756 | $7.6B | 0.23% | |
| 76 | YRIYAMANA GOLD INC COM | 1,242,853 | $7.1B | 0.21% | |
| 77 | CRCCANADIAN NATURAL RESOURCES COM NPV | 431,669 | $6.9B | 0.21% | |
| 78 | ABGAMERISOURCEBERGEN CORP COM USD.01 | 70,545 | $6.8B | 0.21% | |
| 79 | ESSESSEX PROPERTY TRUST COM USD.0001 | 31,892 | $6.4B | 0.19% | |
| 80 | KRKROGER CO COM USD1 | 187,958 | $6.4B | 0.19% | |
| 81 | ABXBARRICK GOLD CORP COM NPV | 223,013 | $6.3B | 0.19% | |
| 82 | CAHCARDINAL HEALTH INC COM NPV | 131,946 | $6.2B | 0.19% | |
| 83 | AMCRAMCOR PLC ORD | 556,345 | $6.2B | 0.18% | |
| 84 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 44,567 | $6.1B | 0.18% | |
| 85 | ADBEADOBE INC COM NPV | 12,414 | $6.1B | 0.18% | |
| 86 | DISCAUSDDISCOVERY INC CL A COM | 278,005 | $6.1B | 0.18% | |
| 87 | BKBANK OF NEW YORK MELLON CORP COM USD7.5 | 170,956 | $5.9B | 0.18% | |
| 88 | URIUNITED RENTALS INC COM USD.01 | 32,515 | $5.7B | 0.17% | |
| 89 | TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | 69,717 | $5.7B | 0.17% | |
| 90 | METAFACEBOOK INC CL A COM USD.000006 | 21,361 | $5.6B | 0.17% | |
| 91 | PAASPAN AMERICAN SILVER CORP COM NPV | 171,037 | $5.5B | 0.16% | |
| 92 | FBINFORTUNE BRANDS HOME & SECUR COM USD.01 | 57,807 | $5.0B | 0.15% | |
| 93 | NVDANVIDIA CORP COM USD.001 | 9,034 | $4.9B | 0.15% | |
| 94 | ETNEATON CORP PLC COM USD.5 | 47,780 | $4.9B | 0.15% | |
| 95 | HSICHENRY SCHEIN INC COM USD.01 | 82,133 | $4.8B | 0.15% | |
| 96 | KBIAKB FINANCIAL GROUP SPON ADR | 148,731 | $4.8B | 0.14% | |
| 97 | EAELECTRONIC ARTS INC COM USD.01 | 35,618 | $4.6B | 0.14% | |
| 98 | MTBM & T BANK CORP COM USD5 | 49,832 | $4.6B | 0.14% | |
| 99 | HDHOME DEPOT INC COM USD.05 | 16,488 | $4.6B | 0.14% | |
| 100 | HCAHCA HEALTHCARE INC COM USD0.01 | 36,686 | $4.6B | 0.14% |
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