O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2019 Filing

Filed February 12, 2020

Portfolio Value

$4.5B

Holdings

1,898

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (1,898 positions)

StockValue
A4SAMERIPRISE FINANCIAL INC COM
$150.7M
TRVCCITIGROUP INC COM USD.01
$150.5M
METMETLIFE INC COM
$147.1M
AMGNAMGEN INC COM NPV
$140.8M
WFCWELLS FARGO & CO COM USD1.67
$105.2M
NXPINXP SEMICONDUCTORS NV COM EUR.01
$104.1M
CAHCARDINAL HEALTH INC COM NPV
$97.5M
CECELANESE CORP COM USD.01
$88.1M
EBAEBAY INC COM USD.001
$86.6M
LLYLILLY (ELI) & CO COM USD.625
$85.6M
QCOMQUALCOMM INC COM USD.0001
$84.3M
DALDELTA AIR LINES INC COM USD.0001
$83.3M
VOYAVOYA FINANCIAL INC COM USD.01
$81.6M
W3UWESTERN UNION CO COM USD.01
$77.4M
WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25
$71.1M
ALLYALLY FINANCIAL INC COM USD.01
$66.9M
CSCOCISCO SYSTEMS INC COM NPV
$63.7M
WATWATERS CORP COM USD.01
$63.6M
SBUXSTARBUCKS CORP COM NPV
$63.5M
PSXPHILLIPS 66 COM USD0.01
$56.9M
ROKROCKWELL AUTOMATION COM USD1
$56.2M
BACBANK OF AMERICA CORP COM USD2.5
$54.6M
BBYBEST BUY CO INC COM USD.1
$53.6M
RFREGIONS FINANCIAL CORP COM USD.625
$52.9M
CSXCSX CORP COM USD1
$52.2M
CFCF INDUSTRIES HOLDINGS INC COM USD.01
$51.0M
FITBFIFTH THIRD BANCORP COM USD6.67
$50.2M
ARNCCHFARCONIC INC COM USD1
$49.0M
CTXSEURCITRIX SYSTEMS INC COM USD.001
$48.4M
KRKROGER CO COM USD1
$47.5M
MCKMCKESSON CORP COM USD2
$46.6M
BENFRANKLIN RESOURCES INC COM USD.1
$42.3M
YUMYUM BRANDS INC COM NPV
$42.2M
LIESUN LIFE FINANCIAL INC COM NPV
$41.0M
SYFSYNCHRONY FINANCIAL COM USD.001
$39.1M
MGAMAGNA INTERNATIONAL INC COM NPV
$38.4M
S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
$36.6M
CMACOMERICA INC COM USD5
$36.6M
REGREGENCY CENTERS CORP COM USD.01
$36.4M
ORCLORACLE CORP COM USD.01
$35.9M
CATCATERPILLAR INC COM USD1
$35.6M
DOVDOVER CORP COM USD1
$34.8M
OPTUALTICE USA INC COM CL A 0.01USD
$32.4M
TXTTEXTRON INC COM USD.125
$31.6M
UNPUNION PACIFIC CORP COM USD2.5
$31.6M
MFCMANULIFE FINANCIAL CORP COM NPV
$30.7M
DVNDEVON ENERGY CORP COM USD.1
$30.3M
IMOIMPERIAL OIL LTD COM NPV
$29.6M
AZOAUTOZONE INC COM NPV
$28.1M
HIIHUNTINGTON INGALLS IND INC COM USD1
$26.8M
TECK/BTECK RESOURCES LTD Cl B Com Npv Svtg
$25.0M
DVADAVITA INC CL A COM NPV VTG
$24.8M
VNOVORNADO REALTY TRUST SH BEN INT USD.04
$22.7M
JCIJOHNSON CONTROLS INTL PLC COM USD16
$22.6M
NMI1EURKIRKLAND LAKE GOLD LTD COM
$22.6M
LRCXEURLAM RESEARCH CORP COM NPV
$22.4M
MEOHMETHANEX CORP COM NPV
$21.7M
ABBVABBVIE INC COM USD.01
$21.6M
HESHESS CORP COM USD1
$20.8M
STXSEAGATE TECHNOLOGY PLC COM USD.00001
$20.4M
WHRWHIRLPOOL CORP COM USD1
$20.3M
CRCCANADIAN NATURAL RESOURCES COM NPV
$19.8M
TRI4EURTHOMSON-REUTERS CORP COM NPV
$19.7M
SCZISHARES TR EAFE SML CP ETF
$18.7M
TERTERADYNE INC COM USD.125
$17.3M
0VVBVIACOMCBS INC CL B COM USD.01 NVTG
$16.9M
DFSEURDISCOVER FINANCIAL SVCS COM USD.01
$16.8M
PFEPFIZER INC COM USD.1
$16.7M
GIB/ACGI INC CL A COM NPV SVTG
$16.7M
MOALTRIA GROUP INC COM USD1
$16.5M
LDOSLEIDOS HOLDINGS INC COM USD.01
$15.7M
COPCONOCOPHILLIPS COM USD1.25
$15.4M
IWVISHARES TR RUSSELL 3000 ETF
$15.3M
IPINTL PAPER CO COM USD1
$15.1M
SUSUNCOR ENERGY INC COM NPV
$14.2M
DOOBRP INC SUB VTG NPV
$13.4M
HSTHOST HOTELS & RESORTS INC COM USD1
$12.5M
KSSKOHL'S CORP COM USD.01
$12.4M
SVMSILVERCORP METALS INC COM
$12.2M
AQN.TOALGONQUIN POWER & UTIL CORP COM
$12.1M
HFCUSDHOLLYFRONTIER CORP COM USD.01
$11.7M
ABGAMERISOURCEBERGEN CORP COM USD.01
$11.4M
LUVSOUTHWEST AIRLINES COM USD1
$10.9M
CMICUMMINS INC COM USD2.5
$10.8M
TMOTHERMO FISHER SCIENTIFIC INC COM USD1
$10.6M
LNCLINCOLN NATIONAL CORP COM USD1.25
$10.6M
XRXXEROX HOLDINGS CORP COM USD1
$10.6M
DECKDECKERS OUTDOOR CORP COM USD.01
$10.4M
IWDISHARES TR RUS 1000 VAL ETF
$10.4M
OSBCADNORBORD INC COM NPV
$10.4M
BXPBOSTON PROPERTIES INC COM USD.01
$10.2M
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$9.3M
OMCOMNICOM GROUP COM USD.5
$9.3M
ERFGBPENERPLUS CORP COM NPV
$9.3M
MRKMERCK & CO COM NPV
$9.2M
CBCVR ENERGY INC COM USD.01
$8.6M
CAECAE INC COM NPV
$8.6M
DYHTARGET CORP COM USD1
$8.6M
HIGHARTFORD FINANCIAL SERVICES COM NPV
$8.5M
JBSSSANFILIPPO JOHN B&SON COM USD.01
$8.2M
Page 1 of 19Next