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 |
|---|---|---|---|---|---|
| 101 | HPEHEWLETT PACKARD ENTERPRISE COM USD.01 | 515,520 | $8.2B | 0.18% | |
| 102 | CMCANADIAN IMPERIAL BANK COM NPV | 94,990 | $7.9B | 0.18% | |
| 103 | TACTRANSALTA CORP COM NPV | 1,086,829 | $7.8B | 0.17% | |
| 104 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 111,714 | $7.7B | 0.17% | |
| 105 | PGPROCTER & GAMBLE CO COM NPV | 61,542 | $7.7B | 0.17% | |
| 106 | VVISA INC CL A COM USD.0001 | 39,172 | $7.4B | 0.16% | |
| 107 | NXSTNEXSTAR MEDIA GROUP CL A COM USD.01 | 59,558 | $7.0B | 0.16% | |
| 108 | BCEBCE INC COM NPV | 147,072 | $6.8B | 0.15% | |
| 109 | SSRMSSR MINING INC COM NPV | 348,060 | $6.7B | 0.15% | |
| 110 | TAT&T INC COM USD1 | 170,233 | $6.7B | 0.15% | |
| 111 | PHMPULTEGROUP INC COM USD.01 | 159,678 | $6.2B | 0.14% | |
| 112 | BIIBBIOGEN INC COM NPV | 20,741 | $6.2B | 0.14% | |
| 113 | GMS1EURGMS INC COM USD.01 | 226,913 | $6.1B | 0.14% | |
| 114 | XHRXENIA HOTELS & RESORTS INC COM USD.01 | 281,979 | $6.1B | 0.14% | |
| 115 | GLDDGREAT LAKES DREDGE & DOCK CP COM USD.01 | 536,197 | $6.1B | 0.13% | |
| 116 | BKNGBOOKING HOLDINGS INC COM USD.008 | 2,878 | $5.9B | 0.13% | |
| 117 | IRINGERSOLL-RAND PLC COM USD2 | 43,923 | $5.8B | 0.13% | |
| 118 | CSLCARLISLE COS INC COM NPV | 35,588 | $5.8B | 0.13% | |
| 119 | JNPJUNIPER NETWORKS INC COM USD.00001 | 233,790 | $5.8B | 0.13% | |
| 120 | DISCAUSDDISCOVERY INC CL A COM | 164,115 | $5.4B | 0.12% | |
| 121 | ALEXALEXANDER & BALDWIN INC COM NPV | 243,965 | $5.1B | 0.11% | |
| 122 | AWIARMSTRONG WORLD INDUSTRIES COM | 54,112 | $5.1B | 0.11% | |
| 123 | MTZMASTEC INC COM USD.1 | 74,792 | $4.8B | 0.11% | |
| 124 | GILGILDAN ACTIVEWEAR INC CL A SUBVTG NPV | 160,775 | $4.8B | 0.11% | |
| 125 | AAPLAPPLE INC COM NPV | 15,950 | $4.7B | 0.10% | |
| 126 | CHDCHURCH & DWIGHT INC COM NPV | 66,520 | $4.7B | 0.10% | |
| 127 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 109,046 | $4.7B | 0.10% | |
| 128 | ADPAUTOMATIC DATA PROCESSING COM NPV | 27,227 | $4.6B | 0.10% | |
| 129 | —AXA EQUITABLE HOLDINGS COM | 186,364 | $4.6B | 0.10% | |
| 130 | JBLJABIL INC COM USD.001 | 110,259 | $4.6B | 0.10% | |
| 131 | RLJRLJ LODGING TRUST COM USD.01 | 254,500 | $4.5B | 0.10% | |
| 132 | CSWCSW INDUSTRIALS INC COM USD.01 | 58,516 | $4.5B | 0.10% | |
| 133 | INNSUMMIT HOTEL PROPERTIES INC COM USD.01 | 363,189 | $4.5B | 0.10% | |
| 134 | JLLJONES LANG LASALLE INC COM USD.01 | 25,625 | $4.5B | 0.10% | |
| 135 | KGCKINROSS GOLD CORP COM NPV | 915,682 | $4.3B | 0.10% | |
| 136 | —COLLECTORS UNIVERSE INC COM USD.001 | 188,106 | $4.3B | 0.10% | |
| 137 | ROFKFORCE INC COM USD.01 | 99,499 | $4.0B | 0.09% | |
| 138 | CVXCHEVRON CORP COM USD3 | 32,239 | $3.9B | 0.09% | |
| 139 | WMSADVANCED DRAINAGE SYSTEMS COM USD0.01 | 98,350 | $3.8B | 0.08% | |
| 140 | MAMASTERCARD INC CL A COM USD.0001 | 12,712 | $3.8B | 0.08% | |
| 141 | CRUSCIRRUS LOGIC INC COM NPV | 45,126 | $3.7B | 0.08% | |
| 142 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 61,021 | $3.7B | 0.08% | |
| 143 | HMCHONDA MOTOR CO LTD ADR | 127,420 | $3.6B | 0.08% | |
| 144 | EATBRINKER INTL INC COM USD.1 | 85,153 | $3.6B | 0.08% | |
| 145 | HBMHUDBAY MINERALS INC COM NPV | 835,485 | $3.5B | 0.08% | |
| 146 | ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 15,881 | $3.3B | 0.07% | |
| 147 | NVRNVR INC COM USD.01 | 855 | $3.3B | 0.07% | |
| 148 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 58,782 | $2.9B | 0.06% | |
| 149 | WPPWPP PLC ADR | 41,318 | $2.9B | 0.06% | |
| 150 | HSICHENRY SCHEIN INC COM USD.01 | 43,579 | $2.9B | 0.06% | |
| 151 | AGCOAGCO CORP COM USD.01 | 37,177 | $2.9B | 0.06% | |
| 152 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 65,987 | $2.8B | 0.06% | |
| 153 | SYYSYSCO CORP COM USD1 | 32,060 | $2.7B | 0.06% | |
| 154 | AANUSDAARON'S INC COM USD.5 | 48,000 | $2.7B | 0.06% | |
| 155 | —BMC STOCK HOLDINGS INC COM USD.01 | 94,438 | $2.7B | 0.06% | |
| 156 | BWABORGWARNER INC COM USD.01 | 61,938 | $2.7B | 0.06% | |
| 157 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 19,275 | $2.6B | 0.06% | |
| 158 | RSRELIANCE STEEL & ALUMINUM CO COM NPV | 21,215 | $2.5B | 0.06% | |
| 159 | STESTERIS PLC COM NPV | 16,404 | $2.5B | 0.06% | |
| 160 | JPMJPMORGAN CHASE & CO COM USD12 | 17,898 | $2.5B | 0.06% | |
| 161 | AMTAMERICAN TOWER CORP COM USD0.01 | 10,686 | $2.5B | 0.05% | |
| 162 | IMKTAINGLES MARKETS INC -CL A CL A COM USD.05 | 51,406 | $2.4B | 0.05% | |
| 163 | CLSEURCELESTICA INC SUB VTG SHS | 294,003 | $2.4B | 0.05% | |
| 164 | HOPEHOPE BANCORP INC COM USD3 | 163,652 | $2.4B | 0.05% | |
| 165 | CTRACABOT OIL & GAS CORP COM USD.1 | 138,719 | $2.4B | 0.05% | |
| 166 | AMWDAMERICAN WOODMARK CORP COM USD.1 | 22,998 | $2.4B | 0.05% | |
| 167 | CHLUSDCHINA MOBILE LTD SPON ADR | 56,356 | $2.4B | 0.05% | |
| 168 | UPBDRENT-A-CENTER INC COM USD.01 | 82,271 | $2.4B | 0.05% | |
| 169 | WKCWORLD FUEL SERVICES CORP COM USD.01 | 53,408 | $2.3B | 0.05% | |
| 170 | BPFHBOSTON PRIVATE FINL HOLDINGS COM USD1 | 191,520 | $2.3B | 0.05% | |
| 171 | INVAINNOVIVA INC COM USD.01 | 161,132 | $2.3B | 0.05% | |
| 172 | TSAACI WORLDWIDE INC CL A COM USD.005 | 59,287 | $2.2B | 0.05% | |
| 173 | ABXBARRICK GOLD CORP COM NPV | 119,331 | $2.2B | 0.05% | |
| 174 | PKXPOSCO SPON ADR | 43,358 | $2.2B | 0.05% | |
| 175 | STRLSTERLING CONSTRUCTION CO INC COM NPV | 155,578 | $2.2B | 0.05% | |
| 176 | MUMICRON TECHNOLOGY INC COM USD.1 | 40,644 | $2.2B | 0.05% | |
| 177 | CNMDCONMED CORP COM USD.01 | 19,302 | $2.2B | 0.05% | |
| 178 | EMEEMCOR GROUP INC COM USD.1 | 24,087 | $2.1B | 0.05% | |
| 179 | CRVLCORVEL CORP COM USD.0001 | 23,821 | $2.1B | 0.05% | |
| 180 | KBIAKB FINANCIAL GROUP SPON ADR | 50,211 | $2.1B | 0.05% | |
| 181 | MSFTMICROSOFT CORP COM USD.00000625 | 13,085 | $2.1B | 0.05% | |
| 182 | SCVLSHOE CARNIVAL INC COM USD.1 | 55,121 | $2.1B | 0.05% | |
| 183 | COOCOOPER COS INC (THE) COM USD.1 | 6,334 | $2.0B | 0.05% | |
| 184 | HWCHANCOCK WHITNEY CORP COM USD3.33 | 45,830 | $2.0B | 0.04% | |
| 185 | MTHMERITAGE HOMES CORP COM NPV | 32,709 | $2.0B | 0.04% | |
| 186 | KEYKEYCORP COM USD1 | 98,689 | $2.0B | 0.04% | |
| 187 | NMRKNEWMARK GROUP INC Cl A | 145,886 | $2.0B | 0.04% | |
| 188 | —GREAT WESTERN BANCORP INC COM USD0.01 | 55,572 | $1.9B | 0.04% | |
| 189 | EMNEASTMAN CHEMICAL CO COM USD.01 | 24,334 | $1.9B | 0.04% | |
| 190 | —RETAIL VALUE INC COM | 51,597 | $1.9B | 0.04% | |
| 191 | ARCBARCBEST CORP COM USD.01 | 68,769 | $1.9B | 0.04% | |
| 192 | ACWIISHARES TR MSCI ACWI ETF | 23,921 | $1.9B | 0.04% | |
| 193 | —ENCANA CORP COM NPV | 403,507 | $1.9B | 0.04% | |
| 194 | SONYSONY CORP ADR | 27,103 | $1.8B | 0.04% | |
| 195 | FHIFEDERATED INVESTORS INC CL B COM NPV | 56,421 | $1.8B | 0.04% | |
| 196 | DARDARLING INGREDIENTS INC COM USD.01 | 63,819 | $1.8B | 0.04% | |
| 197 | BLDTOPBUILD CORP COM USD1 | 17,290 | $1.8B | 0.04% | |
| 198 | HLFHERBALIFE NUTRITION LTD COM USD.001 | 36,457 | $1.7B | 0.04% | |
| 199 | TCXTUCOWS INC CL A COM NPV | 27,444 | $1.7B | 0.04% | |
| 200 | CFGCITIZENS FINANCIAL GROUP INC COM USD.01 | 42,335 | $1.7B | 0.04% |