O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$4.2B

Holdings

1,062

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (1,062 positions)

StockValue
A4SAMERIPRISE FINANCIAL INC COM
$156.9M
METMETLIFE INC COM
$142.1M
TRVCCITIGROUP INC COM USD.01
$133.4M
AMGNAMGEN INC COM NPV
$117.8M
YUMYUM BRANDS INC COM NPV
$107.2M
EBAEBAY INC COM USD.001
$96.0M
CSCOCISCO SYSTEMS INC COM NPV
$94.4M
NXPINXP SEMICONDUCTORS NV COM EUR.01
$90.0M
CAHCARDINAL HEALTH INC COM NPV
$88.4M
WFCWELLS FARGO & CO COM USD1.67
$85.3M
VOYAVOYA FINANCIAL INC COM USD.01
$83.2M
PSXPHILLIPS 66 COM USD0.01
$81.7M
CTXSEURCITRIX SYSTEMS INC COM USD.001
$79.3M
ALLYALLY FINANCIAL INC COM USD.01
$75.6M
BBYBEST BUY CO INC COM USD.1
$68.0M
KRKROGER CO COM USD1
$67.3M
W3UWESTERN UNION CO COM USD.01
$65.7M
S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
$65.0M
UNPUNION PACIFIC CORP COM USD2.5
$63.3M
CECELANESE CORP COM USD.01
$63.1M
FITBFIFTH THIRD BANCORP COM USD6.67
$63.1M
QCOMQUALCOMM INC COM USD.0001
$59.7M
RFREGIONS FINANCIAL CORP COM USD.625
$55.6M
WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25
$52.9M
BENFRANKLIN RESOURCES INC COM USD.1
$51.9M
SBUXSTARBUCKS CORP COM NPV
$49.4M
ROKROCKWELL AUTOMATION COM USD1
$48.1M
LIESUN LIFE FINANCIAL INC COM NPV
$45.1M
DALDELTA AIR LINES INC COM USD.0001
$44.2M
BACBANK OF AMERICA CORP COM USD2.5
$43.9M
LLYLILLY (ELI) & CO COM USD.625
$41.2M
CSXCSX CORP COM USD1
$40.2M
TXTTEXTRON INC COM USD.125
$39.5M
MGAMAGNA INTERNATIONAL INC COM NPV
$37.1M
CMACOMERICA INC COM USD5
$36.1M
JNPJUNIPER NETWORKS INC COM USD.00001
$35.1M
DOVDOVER CORP COM USD1
$34.3M
WATWATERS CORP COM USD.01
$31.5M
UALUNITED AIRLINES HOLDINGS INC COM NEW
$30.6M
SYFSYNCHRONY FINANCIAL COM USD.001
$29.9M
DVNDEVON ENERGY CORP COM USD.1
$29.5M
ORCLORACLE CORP COM USD.01
$28.8M
MFCMANULIFE FINANCIAL CORP COM NPV
$27.9M
DISDISNEY (WALT) CO COM NPV
$27.5M
NMI1EURKIRKLAND LAKE GOLD LTD COM
$27.3M
GLWCORNING INC COM USD5
$27.1M
AZOAUTOZONE INC COM NPV
$25.2M
TECK/BTECK RESOURCES LTD CL B COM NPV SVTG
$25.0M
OPTUALTICE USA INC COM CL A 0.01USD
$24.5M
MPCMARATHON PETROLEUM CORP COM USD0.01
$23.8M
CFCF INDUSTRIES HOLDINGS INC COM USD.01
$23.4M
HIIHUNTINGTON INGALLS IND INC COM USD1
$23.0M
IMOIMPERIAL OIL LTD COM NPV
$22.8M
ABBVABBVIE INC COM USD.01
$22.5M
VIABVIACOM INC CL B COM USD
$22.0M
MARMARRIOTT INTL INC CL A COM NPV
$21.7M
WHRWHIRLPOOL CORP COM USD1
$21.2M
CHTRCHARTER COMMUNICATIONS INC CL A NEW
$21.1M
MEOHMETHANEX CORP COM NPV
$20.8M
HESHESS CORP COM USD1
$20.0M
CAGCONAGRA BRANDS INC COM USD5
$19.6M
DFSEURDISCOVER FINANCIAL SVCS COM USD.01
$18.9M
GIB/ACGI INC CL A COM NPV SVTG
$18.6M
TRI4EURTHOMSON-REUTERS CORP COM NPV
$18.1M
LRCXEURLAM RESEARCH CORP COM NPV
$16.1M
MOALTRIA GROUP INC COM USD1
$15.7M
CATCATERPILLAR INC COM USD1
$14.9M
COPCONOCOPHILLIPS COM USD1.25
$14.8M
CRCCANADIAN NATURAL RESOURCES COM NPV
$14.5M
HFCUSDHOLLYFRONTIER CORP COM USD.01
$14.4M
MCKMCKESSON CORP COM USD2
$13.2M
REGREGENCY CENTERS CORP COM USD.01
$13.0M
ARNCCHFARCONIC INC COM USD1
$12.7M
DECKDECKERS OUTDOOR CORP COM USD.01
$12.5M
MRKMERCK & CO COM NPV
$12.3M
LDOSLEIDOS HOLDINGS INC COM USD.01
$12.2M
OSBCADNORBORD INC COM NPV
$11.8M
AQN.TOALGONQUIN POWER & UTIL CORP COM
$11.0M
JCIJOHNSON CONTROLS INTL PLC COM USD16
$11.0M
OMCOMNICOM GROUP COM USD.5
$10.8M
LNCLINCOLN NATIONAL CORP COM USD1.25
$10.5M
BXPBOSTON PROPERTIES INC COM USD.01
$10.3M
SUSUNCOR ENERGY INC COM NPV
$10.3M
PFEPFIZER INC COM USD.1
$10.0M
PGPROCTER & GAMBLE CO COM NPV
$9.7M
KSSKOHL'S CORP COM USD.01
$9.4M
TMOTHERMO FISHER SCIENTIFIC INC COM USD1
$9.3M
DOOBRP INC SUB VTG NPV
$9.0M
ABGAMERISOURCEBERGEN CORP COM USD.01
$9.0M
CAECAE INC COM NPV
$8.6M
CBCVR ENERGY INC COM USD.01
$8.5M
HIGHARTFORD FINANCIAL SERVICES COM NPV
$8.2M
ERFGBPENERPLUS CORP COM NPV
$8.0M
CDNSCADENCE DESIGN SYSTEMS INC COM USD.01
$8.0M
TECH DATA CORP COM USD.0015
$7.8M
BCEBCE INC COM NPV
$7.4M
IPINTL PAPER CO COM USD1
$7.4M
DVADAVITA INC CL A COM NPV VTG
$7.2M
TACTRANSALTA CORP COM NPV
$7.2M
NXSTNEXSTAR MEDIA GROUP CL A COM USD.01
$7.0M
Page 1 of 11Next