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)

StockValue
LQDISHARES IBOXX INVESTMENT GRA
$3.4B
FTNTFORTINET INC COM USD.001
$3.4B
ZZILLOW GROUP INC CL C CAP USD.0001
$3.3B
AMKRAMKOR TECHNOLOGY INC COM USD.001
$3.3B
MCDMCDONALD'S CORP COM NPV
$3.3B
ZBRAZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01
$3.2B
VODVODAFONE GROUP PLC SPON ADR
$3.2B
RHCRH PLC ADR
$3.2B
NKENIKE INC -CL B CL B COM NPV
$3.2B
UNPUNION PACIFIC CORP COM USD2.5
$3.1B
ATVIEURACTIVISION BLIZZARD INC COM
$3.1B
0VVBVIACOMCBS INC CL B COM USD.01 NVTG
$3.0B
LOWLOWE'S COS INC COM USD.5
$3.0B
BMTABRITISH AMER TOBACCO PLC SPON ADR
$3.0B
AVGOBROADCOM INC ORD NPV
$3.0B
NXPINXP SEMICONDUCTORS NV COM EUR.01
$3.0B
COFCAPITAL ONE FINANCIAL CORP COM USD.01
$3.0B
CLRUSDCONTINENTAL RESOURCES INC COM USD.01
$2.9B
NFLXNETFLIX INC COM USD.001
$2.9B
PEPPEPSICO INC COM USD.0166
$2.9B
ABBVABBVIE INC COM USD.01
$2.9B
MDTMEDTRONIC PLC COM USD.1
$2.9B
NMRNOMURA HOLDINGS INC SPONSORED ADR
$2.8B
BLKCHFBLACKROCK INC COM USD.01
$2.8B
DSGDESCARTES SYSTEMS GROUP INC COM NPV
$2.8B
ADSKAUTODESK INC COM NPV
$2.8B
SYKES ENTERPRISES INC COM USD.01
$2.8B
IWFISHARES RUSSELL 1000 GROWTH
$2.8B
BHCBAUSCH HEALTH COMPANIES INC COM NPV
$2.7B
CFGCITIZENS FINANCIAL GROUP INC COM USD.01
$2.7B
GNRCGENERAC HOLDINGS INC COM USD0.01
$2.7B
AQN.TOALGONQUIN POWER & UTIL CORP COM
$2.7B
TTENTOTAL SE SPON ADR
$2.7B
SUXSYNNEX CORP COM USD.001
$2.7B
LIESUN LIFE FINANCIAL INC COM NPV
$2.6B
SHGSHINHAN FINANCIAL GROUP LTD SPON ADR
$2.5B
BWABORGWARNER INC COM USD.01
$2.5B
ODFLOLD DOMINION FREIGHT COM USD.1
$2.5B
HIGHARTFORD FINANCIAL SERVICES COM NPV
$2.5B
SNPSSYNOPSYS INC COM USD.01
$2.5B
SMFGSUMITOMO MITSUI FINANCIAL GR ADR
$2.5B
TXTERNIUM SA -ADR ADS USD
$2.5B
BHPBHP GROUP LTD ADR
$2.4B
PIIPOLARIS INC COM NPV
$2.4B
NUENUCOR CORP COM USD.4
$2.4B
CLSEURCELESTICA INC SUB VTG SHS
$2.4B
NVSNNOVARTIS AG SPON ADR
$2.4B
WPPWPP PLC ADR
$2.4B
AMATAPPLIED MATERIALS INC COM NPV
$2.4B
HUMHUMANA INC COM NPV
$2.4B
CRMSALESFORCE.COM INC COM USD.001
$2.3B
PWRQUANTA SERVICES INC COM USD.00001
$2.3B
LUVSOUTHWEST AIRLINES COM USD1
$2.3B
KLACKLA CORP COM USD.001
$2.3B
BLDTOPBUILD CORP COM USD1
$2.3B
BABOEING CO COM USD5
$2.3B
KGCKINROSS GOLD CORP COM NPV
$2.3B
LINLINDE PLC COM NPV
$2.3B
ELVANTHEM INC COM USD.01
$2.2B
TMTOYOTA MOTOR CORP ADR
$2.2B
JLLJONES LANG LASALLE INC COM USD.01
$2.2B
ADPAUTOMATIC DATA PROCESSING COM NPV
$2.2B
AWMSKYWORKS SOLUTIONS INC COM USD.25
$2.2B
WCNWASTE CONNECTIONS INC COM USD.01
$2.2B
VLOVALERO ENERGY CORP COM USD1
$2.2B
VTIVANGUARD TOTAL STOCK MKT ETF
$2.1B
IMOSCHIPMOS TECHNOLOGIES INC ADR
$2.1B
RDYDR REDDY'S LABORATORIES LTD ADR
$2.1B
EOGEOG RESOURCES INC COM NPV
$2.1B
AFLAFLAC INC COM USD.1
$2.0B
RYROYAL BANK OF CANADA COM NPV
$2.0B
WITWIPRO LTD SPON ADR
$2.0B
NEMNEWMONT CORP COM USD1.6
$2.0B
IPGINTERPUBLIC GROUP OF COS COM USD.1
$1.9B
PSXPHILLIPS 66 COM USD0.01
$1.9B
VTVVANGUARD VALUE ETF
$1.9B
DEODIAGEO PLC SPON ADR
$1.9B
MAAMID-AMERICA APT CMNTYS INC COM USD.01
$1.9B
ACHCACADIA HEALTHCARE CO INC COM USD.01
$1.8B
FQIDIGITAL REALTY TRUST INC COM USD.01
$1.8B
COSTCOSTCO WHOLESALE CORP COM USD.1
$1.8B
PAYXPAYCHEX INC COM USD.01
$1.8B
IWBISHARES RUSSELL 1000 ETF
$1.8B
TDTORONTO DOMINION BANK COM NPV
$1.8B
NVONOVO NORDISK A/S ADR
$1.8B
AZNASTRAZENECA PLC SPON ADR
$1.8B
BKBANK OF NEW YORK MELLON CORP COM USD7.5
$1.7B
BMYBRISTOL-MYERS SQUIBB CO COM USD.1
$1.7B
APDAIR PRODUCTS & CHEMICALS INC COM USD1
$1.7B
MTZMASTEC INC COM USD.1
$1.7B
FISFIDELITY NATIONAL INFO SVCS COM
$1.7B
RDS/AROYAL DUTCH SHELL PLC ADR CL A
$1.7B
CHDCHURCH & DWIGHT INC COM NPV
$1.7B
MTDMETTLER-TOLEDO INTL INC COM USD.01
$1.7B
FELEFRANKLIN ELECTRIC CO INC COM USD.1
$1.7B
UBSUBS GROUP AG ORD SHRS
$1.7B
ULUNILEVER PLC ADR
$1.7B
AXPAMERICAN EXPRESS CO COM USD.6
$1.7B
IEFISHARES 7-10 YEAR TREASURY B
$1.7B
MRKMERCK & CO COM NPV
$1.7B
PreviousPage 3 of 26Next