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)

#StockSharesValue% PortfolioType
101
PFEPFIZER INC COM USD.1
300,382$10.9B0.24%
102
OMCOMNICOM GROUP COM USD.5
146,252$10.8B0.24%
103
ABTABBOTT LABORATORIES COM NPV
89,150$10.7B0.24%
104
CMCANADIAN IMPERIAL BANK COM NPV
108,849$10.6B0.24%
105
OPTUALTICE USA INC COM CL A 0.01USD
325,498$10.6B0.23%
106
GIB/ACGI INC CL A COM NPV SVTG
127,219$10.6B0.23%
107
7HPHP INC COM USD1
331,667$10.5B0.23%
108
HCAHCA HEALTHCARE INC COM USD0.01
54,971$10.4B0.23%
109
LNCLINCOLN NATIONAL CORP COM USD1.25
165,835$10.3B0.23%
110
TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR
87,002$10.3B0.23%
111
METAFACEBOOK INC CL A COM USD.000006
32,640$9.6B0.21%
112
ABXBARRICK GOLD CORP COM NPV
474,455$9.4B0.21%
113
CSCOCISCO SYSTEMS INC COM NPV
177,156$9.2B0.20%
114
KBIAKB FINANCIAL GROUP SPON ADR
179,400$8.9B0.20%
115
LIESUN LIFE FINANCIAL INC COM NPV
173,163$8.7B0.19%
116
DHRDANAHER CORP COM USD.01
38,692$8.7B0.19%
117
SPYSPDR S&P 500 ETF TRUST
21,897$8.7B0.19%
118
CSXCSX CORP COM USD1
88,998$8.6B0.19%
119
GOOGALPHABET INC CL C COM USD.001
4,096$8.5B0.19%
120
VNOVORNADO REALTY TRUST SH BEN INT USD.04
183,378$8.3B0.18%
121
NTRNUTRIEN LTD COM NPV
153,239$8.2B0.18%
122
MGAMAGNA INTERNATIONAL INC COM NPV
93,469$8.2B0.18%
123
AMGNAMGEN INC COM NPV
32,804$8.2B0.18%
124
DALDELTA AIR LINES INC COM USD.0001
164,280$7.9B0.18%
125
TSLATESLA INC COM USD.001
11,771$7.9B0.17%
126
DELLDELL TECHNOLOGIES INC CL C
87,327$7.7B0.17%
127
WFGWEST FRSER TMBR CO LTD COM NPV
106,735$7.7B0.17%
128
CBCHUBB LTD ORD KYD.125
48,551$7.7B0.17%
129
EMNEASTMAN CHEMICAL CO COM USD.01
69,030$7.6B0.17%
130
GAPGAP INC COM USD.05
254,905$7.6B0.17%
131
TRVTRAVELERS COS INC COM
50,033$7.5B0.17%
132
UMCUNITED MICROELECTRONICS CORP SPON ADR
820,179$7.5B0.17%
133
NEENEXTERA ENERGY INC COM NPV
96,801$7.3B0.16%
134
BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033
27,296$7.0B0.15%
135
WYWEYERHAEUSER CO COM USD1.875
193,145$6.9B0.15%
136
TTELUS CORP COM NPV
338,561$6.7B0.15%
137
MUMICRON TECHNOLOGY INC COM USD.1
76,279$6.7B0.15%
138
ADBEADOBE INC COM NPV
14,141$6.7B0.15%
139
HDHOME DEPOT INC COM USD.05
21,792$6.7B0.15%
140
VVISA INC CL A COM USD.0001
30,484$6.5B0.14%
141
DUKDUKE ENERGY CORP COM NPV
66,599$6.4B0.14%
142
DDOMINION ENERGY INC COM NPV
84,502$6.4B0.14%
143
UNHUNITEDHEALTH GROUP INC COM USD.01
16,948$6.3B0.14%
144
GSGOLDMAN SACHS GROUP INC COM USD.01
19,049$6.2B0.14%
145
KOCOCA-COLA CO COM USD.5
117,426$6.2B0.14%
146
PGRPROGRESSIVE CORP-OHIO COM USD1
63,125$6.0B0.13%
147
DISDISNEY (WALT) CO COM NPV
32,400$6.0B0.13%
148
VIGVANGUARD DIVIDEND APPREC ETF
39,869$5.9B0.13%
149
STNSTANTEC INC COM NPV
135,057$5.8B0.13%
150
SONYSONY CORP ADR
54,088$5.7B0.13%
151
PKXPOSCO SPON ADR
76,675$5.5B0.12%
152
SUSUNCOR ENERGY INC COM NPV
258,368$5.4B0.12%
153
TSNTYSON FOODS INC -CL A CL A COM USD.1
72,572$5.4B0.12%
154
ASMLASML HOLDING NV ADR NY SHS
8,732$5.4B0.12%
155
NVDANVIDIA CORP COM USD.001
9,922$5.3B0.12%
156
PLDPROLOGIS INC COM USD.01
49,965$5.3B0.12%
157
SHYISHARES 1-3 YEAR TREASURY BO
58,990$5.1B0.11%
158
MTBM & T BANK CORP COM USD5
33,409$5.1B0.11%
159
LLYLILLY (ELI) & CO COM USD.625
26,649$5.0B0.11%
160
VEDANTA LTD SPON ADR
391,781$4.9B0.11%
161
KMIKINDER MORGAN INC CL P COM USD.01
294,443$4.9B0.11%
162
EAELECTRONIC ARTS INC COM USD.01
36,024$4.9B0.11%
163
IEIISHARES 3-7 YEAR TREASURY BO
37,478$4.9B0.11%
164
SHVISHARES SHORT TREASURY BOND
43,550$4.8B0.11%
165
RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV
82,207$4.8B0.11%
166
EAFEURGRAFTECH INTERNATIONAL LTD COM USD0.01
387,041$4.7B0.10%
167
ACNACCENTURE PLC CLA USD.0000225
17,050$4.7B0.10%
168
CICIGNA CORP COM USD1
19,116$4.6B0.10%
169
WPMWHEATON PRECIOUS METALS CORP COM
119,883$4.6B0.10%
170
BUWABIO-RAD LABORATORIES INC CL A COM USD1
7,954$4.5B0.10%
171
FLSFLOWSERVE CORP COM USD1.25
115,146$4.5B0.10%
172
HMCHONDA MOTOR CO LTD ADR
147,670$4.5B0.10%
173
IMOIMPERIAL OIL LTD COM NPV
183,702$4.4B0.10%
174
MAMASTERCARD INC CL A COM USD.0001
12,468$4.4B0.10%
175
HONHONEYWELL INTERNATIONAL INC COM USD1
20,298$4.4B0.10%
176
RIORIO TINTO GROUP SPON ADR
55,979$4.3B0.10%
177
BABAALIBABA GROUP HLDG ADR
18,494$4.2B0.09%
178
TRI4EURTHOMSON-REUTERS CORP COM NPV
47,232$4.1B0.09%
179
IDXXIDEXX LABS INC COM USD.1
8,390$4.1B0.09%
180
ORLYO'REILLY AUTOMOTIVE INC COM USD.01
8,006$4.1B0.09%
181
GEGENERAL ELECTRIC CO COM USD.63
307,780$4.0B0.09%
182
TMUST-MOBILE US INC COM
31,899$4.0B0.09%
183
VENVENTAS INC COM USD.25
74,219$4.0B0.09%
184
FNVFRANCO-NEVADA CORP COM NPV
31,413$3.9B0.09%
185
TMOTHERMO FISHER SCIENTIFIC INC COM USD1
8,563$3.9B0.09%
186
MFCMANULIFE FINANCIAL CORP COM NPV
179,045$3.8B0.09%
187
PYPLPAYPAL HOLDINGS INC COM USD.0001
15,799$3.8B0.09%
188
GILDGILEAD SCIENCES INC COM USD.001
59,183$3.8B0.08%
189
FBINFORTUNE BRANDS HOME & SECUR COM USD.01
39,448$3.8B0.08%
190
EDCONSOLIDATED EDISON INC COM USD5
50,105$3.7B0.08%
191
TROWPRICE (T. ROWE) GROUP COM USD.2
21,739$3.7B0.08%
192
IXORIX CORP SPONSORED ADR
43,925$3.7B0.08%
193
CCCHEMOURS CO COM USD0.01
132,155$3.7B0.08%
194
BDXBECTON DICKINSON & CO COM USD1
14,900$3.6B0.08%
195
LKQ1LKQ CORP COM
85,483$3.6B0.08%
196
SBUXSTARBUCKS CORP COM NPV
32,653$3.6B0.08%
197
DARDARLING INGREDIENTS INC COM USD.01
48,446$3.6B0.08%
198
HOLXHOLOGIC INC COM USD.01
47,703$3.5B0.08%
199
SJMSMUCKER (JM) CO COM NPV
27,476$3.5B0.08%
200
RJFRAYMOND JAMES FINANCIAL CORP COM USD.01
27,621$3.4B0.08%
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