O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2021 Filing
Filed May 14, 2021
Portfolio Value
$4.5T
Holdings
2,472
Report Date
Q1 2021
Filing Type
13F-HR
All Holdings (2,472 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | CECELANESE CORP COM USD.01 | 612,268 | $91.7B | 2.03% | |
| 2 | SYFSYNCHRONY FINANCIAL COM USD.001 | 2,246,677 | $91.3B | 2.02% | |
| 3 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,527,822 | $91.1B | 2.02% | |
| 4 | A4SAMERIPRISE FINANCIAL INC COM | 388,709 | $90.3B | 2.00% | |
| 5 | MOALTRIA GROUP INC COM USD1 | 1,737,623 | $88.9B | 1.97% | |
| 6 | MCKMCKESSON CORP COM USD2 | 440,475 | $85.9B | 1.90% | |
| 7 | BACBANK OF AMERICA CORP COM USD2.5 | 2,167,491 | $83.8B | 1.86% | |
| 8 | CMICUMMINS INC COM USD2.5 | 308,855 | $80.0B | 1.77% | |
| 9 | EBAEBAY INC COM USD.001 | 1,259,009 | $77.1B | 1.71% | |
| 10 | WATWATERS CORP COM USD.01 | 259,596 | $73.8B | 1.63% | |
| 11 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 896,857 | $68.8B | 1.53% | |
| 12 | ORCLORACLE CORP COM USD.01 | 979,744 | $68.7B | 1.52% | |
| 13 | METMETLIFE INC COM | 1,099,581 | $66.8B | 1.48% | |
| 14 | ESSESSEX PROPERTY TRUST COM USD.0001 | 205,049 | $55.7B | 1.24% | |
| 15 | DWDMORGAN STANLEY COM USD1 | 699,929 | $54.4B | 1.20% | |
| 16 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 2,062,359 | $52.7B | 1.17% | |
| 17 | TAT&T INC COM USD1 | 1,538,240 | $46.6B | 1.03% | |
| 18 | QCOMQUALCOMM INC COM USD.0001 | 348,419 | $46.2B | 1.02% | |
| 19 | AAPLAPPLE INC COM NPV | 370,769 | $45.3B | 1.00% | |
| 20 | TRVCCITIGROUP INC COM USD.01 | 574,042 | $41.8B | 0.93% | |
| 21 | JPMJPMORGAN CHASE & CO COM USD12 | 274,272 | $41.7B | 0.93% | |
| 22 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 66,177 | $40.8B | 0.90% | |
| 23 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 389,826 | $40.6B | 0.90% | |
| 24 | AMCRAMCOR PLC ORD | 3,380,610 | $39.5B | 0.88% | |
| 25 | W3UWESTERN UNION CO COM USD.01 | 1,550,038 | $38.2B | 0.85% | |
| 26 | BIIBBIOGEN INC COM NPV | 133,037 | $37.2B | 0.82% | |
| 27 | RFREGIONS FINANCIAL CORP COM USD.625 | 1,791,794 | $37.0B | 0.82% | |
| 28 | DYHTARGET CORP COM USD1 | 184,349 | $36.5B | 0.81% | |
| 29 | RYROYAL BANK OF CANADA COM NPV | 371,337 | $34.2B | 0.76% | |
| 30 | MASMASCO CORP COM USD1 | 568,080 | $34.0B | 0.75% | |
| 31 | JNJJOHNSON & JOHNSON COM USD1 | 203,240 | $33.4B | 0.74% | |
| 32 | 4I1PHILIP MORRIS INTERNATIONAL COM NPV | 370,625 | $32.9B | 0.73% | |
| 33 | AGGISHARES CORE U.S. AGGREGATE | 285,338 | $32.5B | 0.72% | |
| 34 | FITBFIFTH THIRD BANCORP COM USD6.67 | 831,250 | $31.1B | 0.69% | |
| 35 | MSFTMICROSOFT CORP COM USD.00000625 | 131,908 | $31.1B | 0.69% | |
| 36 | LUMNLUMEN TECHNOLOGIES INC COM USD1 | 2,267,077 | $30.3B | 0.67% | |
| 37 | ALSALLSTATE CORP COM USD.01 | 257,064 | $29.5B | 0.65% | |
| 38 | MMM3M CO COM NPV | 151,091 | $29.1B | 0.64% | |
| 39 | STTSTATE STREET CORP COM USD1 | 339,655 | $28.5B | 0.63% | |
| 40 | CMCSACOMCAST CORP CL A COM USD1 | 523,106 | $28.3B | 0.63% | |
| 41 | KRKROGER CO COM USD1 | 782,011 | $28.1B | 0.62% | |
| 42 | BMOBANK OF MONTREAL COM NPV | 298,003 | $26.5B | 0.59% | |
| 43 | BACVERIZON COMMUNICATIONS INC COM USD1 | 450,078 | $26.2B | 0.58% | |
| 44 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 146,016 | $25.6B | 0.57% | |
| 45 | NTAPNETAPP INC COM NPV | 348,102 | $25.3B | 0.56% | |
| 46 | PGPROCTER & GAMBLE CO COM NPV | 185,567 | $25.1B | 0.56% | |
| 47 | HSTHOST HOTELS & RESORTS INC COM USD1 | 1,488,382 | $25.1B | 0.56% | |
| 48 | MOHMOLINA HEALTHCARE INC COM USD.001 | 107,233 | $25.1B | 0.56% | |
| 49 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,116,327 | $24.0B | 0.53% | |
| 50 | CVXCHEVRON CORP COM USD3 | 227,432 | $23.8B | 0.53% | |
| 51 | LHXL3HARRIS TECHNOLOGIES INC COM USD1 | 117,051 | $23.7B | 0.53% | |
| 52 | PVHPVH CORP COM USD1 | 222,955 | $23.6B | 0.52% | |
| 53 | ENBENBRIDGE INC COM NPV | 639,537 | $23.3B | 0.52% | |
| 54 | XOMEXXON MOBIL CORP COM NPV | 411,498 | $23.0B | 0.51% | |
| 55 | SHOPSHOPIFY INC CL A SUB VTG | 19,964 | $22.0B | 0.49% | |
| 56 | WMBWILLIAMS COS INC COM USD1 | 921,297 | $21.8B | 0.48% | |
| 57 | SPGSIMON PROPERTY GROUP INC COM USD.0001 | 191,506 | $21.8B | 0.48% | |
| 58 | ETNEATON CORP PLC COM USD.5 | 157,020 | $21.7B | 0.48% | |
| 59 | CATCATERPILLAR INC COM USD1 | 92,974 | $21.5B | 0.48% | |
| 60 | NLYEURANNALY CAPITAL MANAGEMENT COM USD.01 | 2,473,136 | $21.3B | 0.47% | |
| 61 | TXNTEXAS INSTRUMENTS INC COM USD1 | 112,585 | $21.3B | 0.47% | |
| 62 | DISCAUSDDISCOVERY INC CL A COM | 480,298 | $20.9B | 0.46% | |
| 63 | INTCINTEL CORP COM NPV | 326,203 | $20.9B | 0.46% | |
| 64 | ALLYALLY FINANCIAL INC COM USD.01 | 436,685 | $19.7B | 0.44% | |
| 65 | RRYDER SYSTEM INC COM USD.5 | 255,902 | $19.3B | 0.43% | |
| 66 | AMZNAMAZON.COM INC COM USD.01 | 6,151 | $19.0B | 0.42% | |
| 67 | BXPBOSTON PROPERTIES INC COM USD.01 | 187,651 | $19.0B | 0.42% | |
| 68 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 162,523 | $18.8B | 0.42% | |
| 69 | COPCONOCOPHILLIPS COM USD1.25 | 348,273 | $18.4B | 0.41% | |
| 70 | WHRWHIRLPOOL CORP COM USD1 | 83,098 | $18.3B | 0.41% | |
| 71 | LBEURL BRANDS INC COM USD.5 | 295,461 | $18.3B | 0.40% | |
| 72 | EQHEQUITABLE HOLDINGS INC COM | 547,156 | $17.8B | 0.40% | |
| 73 | BBYBEST BUY CO INC COM USD.1 | 154,270 | $17.7B | 0.39% | |
| 74 | AMGAFFILIATED MANAGERS GRP INC COM USD.01 | 118,179 | $17.6B | 0.39% | |
| 75 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 126,110 | $16.8B | 0.37% | |
| 76 | BAMBROOKFIELD ASSET MANAGEMENT CL A COM NPV | 375,090 | $16.7B | 0.37% | |
| 77 | OZKBANK OZK COM USD.01 | 399,338 | $16.3B | 0.36% | |
| 78 | LRCXEURLAM RESEARCH CORP COM NPV | 26,537 | $15.8B | 0.35% | |
| 79 | BKNGBOOKING HOLDINGS INC COM USD.008 | 6,721 | $15.7B | 0.35% | |
| 80 | IPINTL PAPER CO COM USD1 | 288,491 | $15.6B | 0.35% | |
| 81 | DOWDOW INC COM USD 0.01 | 241,915 | $15.5B | 0.34% | |
| 82 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 274,171 | $15.0B | 0.33% | |
| 83 | BNSBANK OF NOVA SCOTIA COM NPV | 238,388 | $14.9B | 0.33% | |
| 84 | HWMHOWMET AEROSPACE INC COM USD1 | 436,910 | $14.0B | 0.31% | |
| 85 | TDTORONTO DOMINION BANK COM NPV | 213,364 | $13.9B | 0.31% | |
| 86 | TAPMOLSON COORS BEVERAGE CO CL B COM NPV NVTG | 262,120 | $13.4B | 0.30% | |
| 87 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 146,761 | $13.4B | 0.30% | |
| 88 | WRKUSDWESTROCK CO COM USD.01 | 256,737 | $13.4B | 0.30% | |
| 89 | IGSBISHARES SHORT-TERM CORPORATE | 227,690 | $12.4B | 0.28% | |
| 90 | URIUNITED RENTALS INC COM USD.01 | 37,041 | $12.2B | 0.27% | |
| 91 | MGAMAGNA INTERNATIONAL INC COM NPV | 138,201 | $12.2B | 0.27% | |
| 92 | CRCCANADIAN NATURAL RESOURCES COM NPV | 384,453 | $11.9B | 0.26% | |
| 93 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 83,555 | $11.7B | 0.26% | |
| 94 | DVADAVITA INC CL A COM NPV VTG | 108,410 | $11.7B | 0.26% | |
| 95 | GOOGLALPHABET INC CL A COM USD.001 | 5,626 | $11.6B | 0.26% | |
| 96 | TFIITFI INTERNATIONAL INC COM | 152,961 | $11.5B | 0.25% | |
| 97 | TRPTC ENERGY CORP COM NPV | 246,967 | $11.3B | 0.25% | |
| 98 | WMTWALMART INC COM USD.1 | 82,816 | $11.2B | 0.25% | |
| 99 | USBU S BANCORP COM USD5 | 200,237 | $11.1B | 0.25% | |
| 100 | LENLENNAR CORP CL A COM USD.1 | 108,432 | $11.0B | 0.24% |
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