O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2021 Filing
Filed August 9, 2021
Portfolio Value
$5.0T
Holdings
2,670
Report Date
Q2 2021
Filing Type
13F-HR
All Holdings (2,670 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SYFSYNCHRONY FINANCIAL COM USD.001 | 2,138,289 | $103.7B | 2.06% | |
| 2 | CECELANESE CORP COM USD.01 | 575,031 | $87.2B | 1.73% | |
| 3 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,164,185 | $79.9B | 1.59% | |
| 4 | MOALTRIA GROUP INC COM USD1 | 1,631,442 | $77.8B | 1.55% | |
| 5 | MCKMCKESSON CORP COM USD2 | 404,763 | $77.4B | 1.54% | |
| 6 | A4SAMERIPRISE FINANCIAL INC COM | 303,127 | $75.4B | 1.50% | |
| 7 | ORCLORACLE CORP COM USD.01 | 957,999 | $74.6B | 1.48% | |
| 8 | CMICUMMINS INC COM USD2.5 | 282,504 | $68.9B | 1.37% | |
| 9 | BACBANK OF AMERICA CORP COM USD2.5 | 1,599,574 | $65.9B | 1.31% | |
| 10 | EBAEBAY INC COM USD.001 | 898,516 | $63.1B | 1.26% | |
| 11 | ESSESSEX PROPERTY TRUST COM USD.0001 | 201,623 | $60.5B | 1.20% | |
| 12 | LHXL3HARRIS TECHNOLOGIES INC COM USD1 | 276,468 | $59.8B | 1.19% | |
| 13 | STXSEAGATE TECHNOLOGY HOLDINGS COM USD.00001 | 664,516 | $58.4B | 1.16% | |
| 14 | AAPLAPPLE INC COM NPV | 406,804 | $55.7B | 1.11% | |
| 15 | KRKROGER CO COM USD1 | 1,380,924 | $52.9B | 1.05% | |
| 16 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 1,906,361 | $51.5B | 1.03% | |
| 17 | LUMNLUMEN TECHNOLOGIES INC COM USD1 | 3,677,464 | $50.0B | 0.99% | |
| 18 | AGGISHARES CORE U.S. AGGREGATE | 426,791 | $49.2B | 0.98% | |
| 19 | ALSALLSTATE CORP COM USD.01 | 376,244 | $49.1B | 0.98% | |
| 20 | TAT&T INC COM USD1 | 1,684,410 | $48.5B | 0.96% | |
| 21 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 62,552 | $45.1B | 0.90% | |
| 22 | WMBWILLIAMS COS INC COM USD1 | 1,672,616 | $44.4B | 0.88% | |
| 23 | AMCRAMCOR PLC ORD | 3,833,485 | $43.9B | 0.87% | |
| 24 | WATWATERS CORP COM USD.01 | 126,593 | $43.8B | 0.87% | |
| 25 | SPGSIMON PROPERTY GROUP INC COM USD.0001 | 328,479 | $42.9B | 0.85% | |
| 26 | QCOMQUALCOMM INC COM USD.0001 | 278,481 | $39.8B | 0.79% | |
| 27 | MSFTMICROSOFT CORP COM USD.00000625 | 145,137 | $39.3B | 0.78% | |
| 28 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 381,582 | $39.3B | 0.78% | |
| 29 | RYROYAL BANK OF CANADA COM NPV | 376,903 | $38.2B | 0.76% | |
| 30 | 4I1PHILIP MORRIS INTERNATIONAL COM NPV | 377,174 | $37.4B | 0.74% | |
| 31 | INTCINTEL CORP COM NPV | 653,891 | $36.7B | 0.73% | |
| 32 | JNJJOHNSON & JOHNSON COM USD1 | 218,651 | $36.0B | 0.72% | |
| 33 | METMETLIFE INC COM | 581,932 | $34.8B | 0.69% | |
| 34 | SJMSMUCKER (JM) CO COM NPV | 263,686 | $34.2B | 0.68% | |
| 35 | TRVCCITIGROUP INC COM USD.01 | 482,344 | $34.1B | 0.68% | |
| 36 | MASMASCO CORP COM USD1 | 574,232 | $33.8B | 0.67% | |
| 37 | KMIKINDER MORGAN INC CL P COM USD.01 | 1,848,766 | $33.7B | 0.67% | |
| 38 | COPCONOCOPHILLIPS COM USD1.25 | 553,395 | $33.7B | 0.67% | |
| 39 | BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033 | 119,974 | $33.3B | 0.66% | |
| 40 | W3UWESTERN UNION CO COM USD.01 | 1,411,487 | $32.4B | 0.65% | |
| 41 | BIIBBIOGEN INC COM NPV | 93,592 | $32.4B | 0.64% | |
| 42 | MMM3M CO COM NPV | 160,612 | $31.9B | 0.63% | |
| 43 | CMCSACOMCAST CORP CL A COM USD1 | 547,545 | $31.2B | 0.62% | |
| 44 | JPMJPMORGAN CHASE & CO COM USD12 | 196,880 | $30.6B | 0.61% | |
| 45 | NLYEURANNALY CAPITAL MANAGEMENT COM USD.01 | 3,196,902 | $28.4B | 0.56% | |
| 46 | ETNEATON CORP PLC COM USD.5 | 191,424 | $28.4B | 0.56% | |
| 47 | DYHTARGET CORP COM USD1 | 115,364 | $27.9B | 0.55% | |
| 48 | MOHMOLINA HEALTHCARE INC COM USD.001 | 109,787 | $27.8B | 0.55% | |
| 49 | FITBFIFTH THIRD BANCORP COM USD6.67 | 726,543 | $27.8B | 0.55% | |
| 50 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 184,493 | $27.0B | 0.54% | |
| 51 | BACVERIZON COMMUNICATIONS INC COM USD1 | 481,146 | $26.9B | 0.54% | |
| 52 | DWDMORGAN STANLEY COM USD1 | 288,213 | $26.4B | 0.53% | |
| 53 | ENBENBRIDGE INC COM NPV | 649,964 | $26.0B | 0.52% | |
| 54 | OMCOMNICOM GROUP COM USD.5 | 324,917 | $26.0B | 0.52% | |
| 55 | SHOPSHOPIFY INC CL A SUB VTG | 17,590 | $25.7B | 0.51% | |
| 56 | PGPROCTER & GAMBLE CO COM NPV | 188,018 | $25.4B | 0.50% | |
| 57 | CVXCHEVRON CORP COM USD3 | 241,756 | $25.3B | 0.50% | |
| 58 | AMGNAMGEN INC COM NPV | 100,475 | $24.5B | 0.49% | |
| 59 | CMCANADIAN IMPERIAL BANK COM NPV | 206,934 | $23.6B | 0.47% | |
| 60 | RFREGIONS FINANCIAL CORP COM USD.625 | 1,143,607 | $23.1B | 0.46% | |
| 61 | AMZNAMAZON.COM INC COM USD.01 | 6,636 | $22.8B | 0.45% | |
| 62 | VENVENTAS INC COM USD.25 | 389,210 | $22.2B | 0.44% | |
| 63 | TXNTEXAS INSTRUMENTS INC COM USD1 | 114,967 | $22.1B | 0.44% | |
| 64 | LBEURL BRANDS INC COM USD.5 | 299,051 | $21.5B | 0.43% | |
| 65 | EQHEQUITABLE HOLDINGS INC COM | 701,327 | $21.4B | 0.42% | |
| 66 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,077,248 | $21.2B | 0.42% | |
| 67 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 110,459 | $21.1B | 0.42% | |
| 68 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 395,459 | $20.8B | 0.41% | |
| 69 | RRYDER SYSTEM INC COM USD.5 | 277,150 | $20.6B | 0.41% | |
| 70 | MGAMAGNA INTERNATIONAL INC COM NPV | 217,973 | $20.2B | 0.40% | |
| 71 | CATCATERPILLAR INC COM USD1 | 92,600 | $20.1B | 0.40% | |
| 72 | WHRWHIRLPOOL CORP COM USD1 | 90,571 | $19.7B | 0.39% | |
| 73 | XOMEXXON MOBIL CORP COM NPV | 302,931 | $19.1B | 0.38% | |
| 74 | BAMBROOKFIELD ASSET MANAGEMENT CL A COM NPV | 371,307 | $19.0B | 0.38% | |
| 75 | PHMPULTEGROUP INC COM USD.01 | 344,151 | $18.8B | 0.37% | |
| 76 | AMGAFFILIATED MANAGERS GRP INC COM USD.01 | 121,161 | $18.7B | 0.37% | |
| 77 | BXPBOSTON PROPERTIES INC COM USD.01 | 162,988 | $18.7B | 0.37% | |
| 78 | ORLYO'REILLY AUTOMOTIVE INC COM USD.01 | 32,526 | $18.4B | 0.37% | |
| 79 | LOWLOWE'S COS INC COM USD.5 | 92,939 | $18.0B | 0.36% | |
| 80 | CICIGNA CORP COM USD1 | 75,402 | $17.9B | 0.36% | |
| 81 | BMOBANK OF MONTREAL COM NPV | 174,097 | $17.9B | 0.36% | |
| 82 | IGSBISHARES SHORT-TERM CORPORATE | 320,253 | $17.6B | 0.35% | |
| 83 | TDTORONTO DOMINION BANK COM NPV | 247,619 | $17.4B | 0.35% | |
| 84 | OZKBANK OZK COM USD.01 | 411,064 | $17.3B | 0.34% | |
| 85 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 163,402 | $17.3B | 0.34% | |
| 86 | IPINTL PAPER CO COM USD1 | 277,671 | $17.0B | 0.34% | |
| 87 | NTAPNETAPP INC COM NPV | 201,153 | $16.5B | 0.33% | |
| 88 | CBRECBRE GROUP INC CL A COM USD.01 | 191,443 | $16.4B | 0.33% | |
| 89 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 166,687 | $16.4B | 0.33% | |
| 90 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 244,779 | $16.4B | 0.33% | |
| 91 | CRCCANADIAN NATURAL RESOURCES COM NPV | 450,087 | $16.3B | 0.33% | |
| 92 | BNSBANK OF NOVA SCOTIA COM NPV | 249,724 | $16.2B | 0.32% | |
| 93 | GOOGLALPHABET INC CL A COM USD.001 | 6,369 | $15.6B | 0.31% | |
| 94 | AZOAUTOZONE INC COM NPV | 10,386 | $15.5B | 0.31% | |
| 95 | BBYBEST BUY CO INC COM USD.1 | 134,463 | $15.5B | 0.31% | |
| 96 | CAGCONAGRA BRANDS INC COM USD5 | 418,968 | $15.2B | 0.30% | |
| 97 | TAPMOLSON COORS BEVERAGE CO CL B COM NPV NVTG | 283,569 | $15.2B | 0.30% | |
| 98 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 148,148 | $15.2B | 0.30% | |
| 99 | WRKUSDWESTROCK CO COM USD.01 | 279,294 | $14.9B | 0.30% | |
| 100 | ACGLARCH CAPITAL GROUP LTD COM USD.01 | 380,521 | $14.8B | 0.29% |
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