O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2019 Filing
Filed February 12, 2020
Portfolio Value
$4.5T
Holdings
1,898
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (1,898 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 905,381 | $150.7B | 3.35% | |
| 2 | TRVCCITIGROUP INC COM USD.01 | 1,885,498 | $150.5B | 3.34% | |
| 3 | METMETLIFE INC COM | 2,888,271 | $147.1B | 3.27% | |
| 4 | AMGNAMGEN INC COM NPV | 584,165 | $140.8B | 3.13% | |
| 5 | WFCWELLS FARGO & CO COM USD1.67 | 1,957,203 | $105.2B | 2.34% | |
| 6 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 818,659 | $104.1B | 2.31% | |
| 7 | CAHCARDINAL HEALTH INC COM NPV | 1,927,828 | $97.5B | 2.17% | |
| 8 | CECELANESE CORP COM USD.01 | 715,625 | $88.1B | 1.96% | |
| 9 | EBAEBAY INC COM USD.001 | 2,400,538 | $86.6B | 1.92% | |
| 10 | LLYLILLY (ELI) & CO COM USD.625 | 651,530 | $85.6B | 1.90% | |
| 11 | QCOMQUALCOMM INC COM USD.0001 | 955,622 | $84.3B | 1.87% | |
| 12 | DALDELTA AIR LINES INC COM USD.0001 | 1,425,691 | $83.3B | 1.85% | |
| 13 | VOYAVOYA FINANCIAL INC COM USD.01 | 1,338,493 | $81.6B | 1.81% | |
| 14 | W3UWESTERN UNION CO COM USD.01 | 2,892,068 | $77.4B | 1.72% | |
| 15 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 1,205,819 | $71.1B | 1.58% | |
| 16 | ALLYALLY FINANCIAL INC COM USD.01 | 2,190,536 | $66.9B | 1.49% | |
| 17 | CSCOCISCO SYSTEMS INC COM NPV | 1,328,605 | $63.7B | 1.41% | |
| 18 | WATWATERS CORP COM USD.01 | 272,378 | $63.6B | 1.41% | |
| 19 | SBUXSTARBUCKS CORP COM NPV | 722,102 | $63.5B | 1.41% | |
| 20 | PSXPHILLIPS 66 COM USD0.01 | 510,736 | $56.9B | 1.26% | |
| 21 | ROKROCKWELL AUTOMATION COM USD1 | 277,637 | $56.2B | 1.25% | |
| 22 | BACBANK OF AMERICA CORP COM USD2.5 | 1,550,645 | $54.6B | 1.21% | |
| 23 | BBYBEST BUY CO INC COM USD.1 | 611,199 | $53.6B | 1.19% | |
| 24 | RFREGIONS FINANCIAL CORP COM USD.625 | 3,082,080 | $52.9B | 1.17% | |
| 25 | CSXCSX CORP COM USD1 | 722,356 | $52.2B | 1.16% | |
| 26 | CFCF INDUSTRIES HOLDINGS INC COM USD.01 | 1,069,357 | $51.0B | 1.13% | |
| 27 | FITBFIFTH THIRD BANCORP COM USD6.67 | 1,634,170 | $50.2B | 1.12% | |
| 28 | ARNCCHFARCONIC INC COM USD1 | 1,594,721 | $49.0B | 1.09% | |
| 29 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 437,039 | $48.4B | 1.08% | |
| 30 | KRKROGER CO COM USD1 | 1,639,571 | $47.5B | 1.06% | |
| 31 | MCKMCKESSON CORP COM USD2 | 336,802 | $46.6B | 1.03% | |
| 32 | BENFRANKLIN RESOURCES INC COM USD.1 | 1,630,539 | $42.3B | 0.94% | |
| 33 | YUMYUM BRANDS INC COM NPV | 419,000 | $42.2B | 0.94% | |
| 34 | LIESUN LIFE FINANCIAL INC COM NPV | 900,268 | $41.0B | 0.91% | |
| 35 | SYFSYNCHRONY FINANCIAL COM USD.001 | 1,085,796 | $39.1B | 0.87% | |
| 36 | MGAMAGNA INTERNATIONAL INC COM NPV | 701,102 | $38.4B | 0.85% | |
| 37 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 502,192 | $36.6B | 0.81% | |
| 38 | CMACOMERICA INC COM USD5 | 509,711 | $36.6B | 0.81% | |
| 39 | REGREGENCY CENTERS CORP COM USD.01 | 578,029 | $36.4B | 0.81% | |
| 40 | ORCLORACLE CORP COM USD.01 | 677,923 | $35.9B | 0.80% | |
| 41 | CATCATERPILLAR INC COM USD1 | 240,907 | $35.6B | 0.79% | |
| 42 | DOVDOVER CORP COM USD1 | 302,186 | $34.8B | 0.77% | |
| 43 | OPTUALTICE USA INC COM CL A 0.01USD | 1,185,648 | $32.4B | 0.72% | |
| 44 | TXTTEXTRON INC COM USD.125 | 709,299 | $31.6B | 0.70% | |
| 45 | UNPUNION PACIFIC CORP COM USD2.5 | 174,938 | $31.6B | 0.70% | |
| 46 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,512,046 | $30.7B | 0.68% | |
| 47 | DVNDEVON ENERGY CORP COM USD.1 | 1,166,380 | $30.3B | 0.67% | |
| 48 | IMOIMPERIAL OIL LTD COM NPV | 1,119,582 | $29.6B | 0.66% | |
| 49 | AZOAUTOZONE INC COM NPV | 23,571 | $28.1B | 0.62% | |
| 50 | HIIHUNTINGTON INGALLS IND INC COM USD1 | 106,748 | $26.8B | 0.59% | |
| 51 | TECK/BTECK RESOURCES LTD Cl B Com Npv Svtg | 1,440,875 | $25.0B | 0.55% | |
| 52 | DVADAVITA INC CL A COM NPV VTG | 331,168 | $24.8B | 0.55% | |
| 53 | VNOVORNADO REALTY TRUST SH BEN INT USD.04 | 341,168 | $22.7B | 0.50% | |
| 54 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 555,920 | $22.6B | 0.50% | |
| 55 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 511,969 | $22.6B | 0.50% | |
| 56 | LRCXEURLAM RESEARCH CORP COM NPV | 76,708 | $22.4B | 0.50% | |
| 57 | MEOHMETHANEX CORP COM NPV | 561,556 | $21.7B | 0.48% | |
| 58 | ABBVABBVIE INC COM USD.01 | 243,783 | $21.6B | 0.48% | |
| 59 | HESHESS CORP COM USD1 | 310,798 | $20.8B | 0.46% | |
| 60 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 343,142 | $20.4B | 0.45% | |
| 61 | WHRWHIRLPOOL CORP COM USD1 | 137,434 | $20.3B | 0.45% | |
| 62 | CRCCANADIAN NATURAL RESOURCES COM NPV | 613,402 | $19.8B | 0.44% | |
| 63 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 275,140 | $19.7B | 0.44% | |
| 64 | SCZISHARES TR EAFE SML CP ETF | 299,621 | $18.7B | 0.41% | |
| 65 | TERTERADYNE INC COM USD.125 | 254,325 | $17.3B | 0.39% | |
| 66 | 0VVBVIACOMCBS INC CL B COM USD.01 NVTG | 403,839 | $16.9B | 0.38% | |
| 67 | DFSEURDISCOVER FINANCIAL SVCS COM USD.01 | 197,782 | $16.8B | 0.37% | |
| 68 | PFEPFIZER INC COM USD.1 | 427,405 | $16.7B | 0.37% | |
| 69 | GIB/ACGI INC CL A COM NPV SVTG | 200,031 | $16.7B | 0.37% | |
| 70 | MOALTRIA GROUP INC COM USD1 | 331,222 | $16.5B | 0.37% | |
| 71 | LDOSLEIDOS HOLDINGS INC COM USD.01 | 160,973 | $15.7B | 0.35% | |
| 72 | COPCONOCOPHILLIPS COM USD1.25 | 236,793 | $15.4B | 0.34% | |
| 73 | IWVISHARES TR RUSSELL 3000 ETF | 81,365 | $15.3B | 0.34% | |
| 74 | IPINTL PAPER CO COM USD1 | 327,834 | $15.1B | 0.34% | |
| 75 | SUSUNCOR ENERGY INC COM NPV | 433,285 | $14.2B | 0.32% | |
| 76 | DOOBRP INC SUB VTG NPV | 294,014 | $13.4B | 0.30% | |
| 77 | HSTHOST HOTELS & RESORTS INC COM USD1 | 676,704 | $12.5B | 0.28% | |
| 78 | KSSKOHL'S CORP COM USD.01 | 244,152 | $12.4B | 0.28% | |
| 79 | SVMSILVERCORP METALS INC COM | 2,155,775 | $12.2B | 0.27% | |
| 80 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 853,474 | $12.1B | 0.27% | |
| 81 | HFCUSDHOLLYFRONTIER CORP COM USD.01 | 230,698 | $11.7B | 0.26% | |
| 82 | ABGAMERISOURCEBERGEN CORP COM USD.01 | 133,672 | $11.4B | 0.25% | |
| 83 | LUVSOUTHWEST AIRLINES COM USD1 | 202,480 | $10.9B | 0.24% | |
| 84 | CMICUMMINS INC COM USD2.5 | 60,566 | $10.8B | 0.24% | |
| 85 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 32,687 | $10.6B | 0.24% | |
| 86 | LNCLINCOLN NATIONAL CORP COM USD1.25 | 179,757 | $10.6B | 0.24% | |
| 87 | XRXXEROX HOLDINGS CORP COM USD1 | 287,446 | $10.6B | 0.24% | |
| 88 | DECKDECKERS OUTDOOR CORP COM USD.01 | 61,770 | $10.4B | 0.23% | |
| 89 | IWDISHARES TR RUS 1000 VAL ETF | 76,280 | $10.4B | 0.23% | |
| 90 | OSBCADNORBORD INC COM NPV | 389,277 | $10.4B | 0.23% | |
| 91 | BXPBOSTON PROPERTIES INC COM USD.01 | 73,712 | $10.2B | 0.23% | |
| 92 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 98,929 | $9.3B | 0.21% | |
| 93 | OMCOMNICOM GROUP COM USD.5 | 114,791 | $9.3B | 0.21% | |
| 94 | ERFGBPENERPLUS CORP COM NPV | 1,305,664 | $9.3B | 0.21% | |
| 95 | MRKMERCK & CO COM NPV | 100,768 | $9.2B | 0.20% | |
| 96 | FL9CVR ENERGY INC COM USD.01 | 213,967 | $8.6B | 0.19% | |
| 97 | CAECAE INC COM NPV | 324,841 | $8.6B | 0.19% | |
| 98 | DYHTARGET CORP COM USD1 | 66,910 | $8.6B | 0.19% | |
| 99 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 139,158 | $8.5B | 0.19% | |
| 100 | JBSSSANFILIPPO JOHN B&SON COM USD.01 | 89,910 | $8.2B | 0.18% |
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