O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2019 Filing

Filed August 7, 2019

Portfolio Value

$4.3T

Holdings

1,227

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (1,227 positions)

StockValue
A4SAMERIPRISE FINANCIAL INC COM
$159.2M
METMETLIFE INC COM
$148.3M
TRVCCITIGROUP INC COM USD.01
$133.6M
YUMYUM BRANDS INC COM NPV
$118.2M
AMGNAMGEN INC COM NPV
$113.1M
CSCOCISCO SYSTEMS INC COM NPV
$110.5M
CTXSEURCITRIX SYSTEMS INC COM USD.001
$103.3M
FITBFIFTH THIRD BANCORP COM USD6.67
$100.3M
VOYAVOYA FINANCIAL INC COM USD.01
$86.6M
CAHCARDINAL HEALTH INC COM NPV
$78.6M
PSXPHILLIPS 66 COM USD0.01
$78.2M
EBAEBAY INC COM USD.001
$77.1M
NXPINXP SEMICONDUCTORS NV COM EUR.01
$75.5M
UNPUNION PACIFIC CORP COM USD2.5
$73.6M
ALLYALLY FINANCIAL INC COM USD.01
$69.7M
BBYBEST BUY CO INC COM USD.1
$69.1M
S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
$67.3M
JNPJUNIPER NETWORKS INC COM USD.00001
$66.5M
KRKROGER CO COM USD1
$61.3M
RFREGIONS FINANCIAL CORP COM USD.625
$59.5M
BENFRANKLIN RESOURCES INC COM USD.1
$58.4M
MPCMARATHON PETROLEUM CORP COM USD0.01
$54.2M
DISDISNEY (WALT) CO COM NPV
$54.1M
GLWCORNING INC COM USD5
$53.1M
W3UWESTERN UNION CO COM USD.01
$51.7M
QCOMQUALCOMM INC COM USD.0001
$50.1M
ROKROCKWELL AUTOMATION COM USD1
$47.8M
DOVDOVER CORP COM USD1
$43.9M
MARMARRIOTT INTL INC CL A COM NPV
$42.4M
LIESUN LIFE FINANCIAL INC COM NPV
$42.3M
STXSEAGATE TECHNOLOGY PLC COM USD.00001
$41.4M
UALUNITED CONTINENTAL HLDGS INC COM NEW
$40.7M
CAGCONAGRA BRANDS INC COM USD5
$39.8M
CSXCSX CORP COM USD1
$37.9M
HDSUSDHD SUPPLY HOLDINGS INC COM USD.01
$37.6M
TECK/BTECK RESOURCES LTD CL B COM NPV SVTG
$36.8M
COPCONOCOPHILLIPS COM USD1.25
$36.5M
MGAMAGNA INTERNATIONAL INC COM NPV
$35.8M
NMI1EURKIRKLAND LAKE GOLD LTD COM
$35.1M
TXTTEXTRON INC COM USD.125
$34.9M
DVNDEVON ENERGY CORP COM USD.1
$32.9M
WFCWELLS FARGO & CO COM USD1.67
$32.9M
DALDELTA AIR LINES INC COM USD.0001
$32.2M
WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25
$31.1M
SBUXSTARBUCKS CORP COM NPV
$30.4M
BACBANK OF AMERICA CORP COM USD2.5
$28.6M
MFCMANULIFE FINANCIAL CORP COM NPV
$28.1M
SYFSYNCHRONY FINANCIAL COM USD.001
$28.1M
GIB/ACGI INC CL A COM NPV SVTG
$27.5M
VIABVIACOM INC CL B COM USD
$26.4M
PHMPULTEGROUP INC COM USD.01
$25.9M
ORCLORACLE CORP COM USD.01
$24.9M
MEOHMETHANEX CORP COM NPV
$24.9M
HIIHUNTINGTON INGALLS IND INC COM USD1
$24.3M
CDKCDK GLOBAL INC COM USD0.01
$24.2M
AZOAUTOZONE INC COM NPV
$23.3M
CMACOMERICA INC COM USD5
$21.5M
HESHESS CORP COM USD1
$20.9M
ABBVABBVIE INC COM USD.01
$20.6M
DECKDECKERS OUTDOOR CORP COM USD.01
$20.5M
CHTRCHARTER COMMUNICATIONS INC CL A NEW
$20.3M
MOALTRIA GROUP INC COM USD1
$19.9M
SEESEALED AIR CORP COM USD.01
$19.0M
IMOIMPERIAL OIL LTD COM NPV
$18.2M
DFSEURDISCOVER FINANCIAL SVCS COM USD.01
$18.2M
AONAON PLC CL A ORD
$15.1M
WHRWHIRLPOOL CORP COM USD1
$15.1M
OSBCADNORBORD INC COM NPV
$15.1M
MRKMERCK & CO COM NPV
$13.3M
OMCOMNICOM GROUP COM USD.5
$13.2M
TRI4EURTHOMSON-REUTERS CORP COM NPV
$12.7M
CAECAE INC COM NPV
$12.7M
DOOBRP INC SUB VTG NPV
$12.7M
INTUINTUIT INC COM NPV
$11.7M
LRCXEURLAM RESEARCH CORP COM NPV
$11.5M
SUSUNCOR ENERGY INC COM NPV
$11.4M
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$11.0M
KSSKOHL'S CORP COM USD.01
$10.8M
DVADAVITA INC CL A COM NPV VTG
$10.5M
CRCCANADIAN NATURAL RESOURCES COM NPV
$10.5M
PFEPFIZER INC COM USD.1
$10.1M
FSVFIRSTSERVICE CORP COM
$9.8M
TMOTHERMO FISHER SCIENTIFIC INC COM USD1
$9.4M
LLYLILLY (ELI) & CO COM USD.625
$9.3M
HAEHAEMONETICS CORP COM USD.01
$9.3M
PGPROCTER & GAMBLE CO COM NPV
$8.9M
K12 INC COM USD.0001
$8.3M
CECELANESE CORP COM USD.01
$8.3M
HCAHCA HEALTHCARE INC COM USD0.01
$8.1M
CNMDCONMED CORP COM USD.01
$8.0M
CDNSCADENCE DESIGN SYSTEMS INC COM USD.01
$8.0M
RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV
$7.9M
HBMHUDBAY MINERALS INC COM NPV
$7.8M
EATBRINKER INTL INC COM USD.1
$7.7M
HIGHARTFORD FINANCIAL SERVICES COM NPV
$7.5M
TACTRANSALTA CORP COM NPV
$7.3M
BCEBCE INC COM NPV
$7.2M
NXSTNEXSTAR MEDIA GROUP CL A COM USD.01
$7.1M
BBTUSDBB&T CORP COM USD5
$6.8M
RIORIO TINTO GROUP SPON ADR
$6.4M
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