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 |
|---|---|---|---|---|---|
| 101 | SLBSCHLUMBERGER LTD COM USD.01 | 455,791 | $14.6B | 0.29% | |
| 102 | TFIITFI INTERNATIONAL INC COM | 150,187 | $13.7B | 0.27% | |
| 103 | METAFACEBOOK INC CL A COM USD.000006 | 39,174 | $13.6B | 0.27% | |
| 104 | PFEPFIZER INC COM USD.1 | 344,223 | $13.5B | 0.27% | |
| 105 | DISCAUSDDISCOVERY INC CL A COM | 434,996 | $13.3B | 0.27% | |
| 106 | WMTWALMART INC COM USD.1 | 94,461 | $13.3B | 0.26% | |
| 107 | GOOGALPHABET INC CL C COM USD.001 | 5,136 | $12.9B | 0.26% | |
| 108 | ABXBARRICK GOLD CORP COM NPV | 614,285 | $12.7B | 0.25% | |
| 109 | HCAHCA HEALTHCARE INC COM USD0.01 | 61,485 | $12.7B | 0.25% | |
| 110 | TROWPRICE (T. ROWE) GROUP COM USD.2 | 62,799 | $12.4B | 0.25% | |
| 111 | NOCNORTHROP GRUMMAN CORP COM NPV | 33,352 | $12.1B | 0.24% | |
| 112 | TRPTC ENERGY CORP COM NPV | 244,425 | $12.1B | 0.24% | |
| 113 | 7HPHP INC COM USD1 | 395,922 | $12.0B | 0.24% | |
| 114 | GIB/ACGI INC CL A COM NPV SVTG | 130,428 | $11.8B | 0.24% | |
| 115 | APAAPA CORP COM USD1.25 | 546,933 | $11.8B | 0.24% | |
| 116 | LIESUN LIFE FINANCIAL INC COM NPV | 228,111 | $11.8B | 0.23% | |
| 117 | WYWEYERHAEUSER CO COM USD1.875 | 336,117 | $11.6B | 0.23% | |
| 118 | OPTUALTICE USA INC COM CL A 0.01USD | 335,111 | $11.4B | 0.23% | |
| 119 | CBCHUBB LTD ORD KYD.125 | 71,607 | $11.4B | 0.23% | |
| 120 | TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | 93,312 | $11.2B | 0.22% | |
| 121 | URIUNITED RENTALS INC COM USD.01 | 34,501 | $11.0B | 0.22% | |
| 122 | DELLDELL TECHNOLOGIES INC CL C | 108,305 | $10.8B | 0.21% | |
| 123 | STTSTATE STREET CORP COM USD1 | 130,615 | $10.7B | 0.21% | |
| 124 | SUSUNCOR ENERGY INC COM NPV | 446,992 | $10.7B | 0.21% | |
| 125 | USBUS BANCORP COM USD5 | 184,869 | $10.5B | 0.21% | |
| 126 | DVADAVITA INC CL A COM NPV VTG | 85,623 | $10.3B | 0.21% | |
| 127 | SHYISHARES 1-3 YEAR TREASURY BO | 119,577 | $10.3B | 0.21% | |
| 128 | KBIAKB FINANCIAL GROUP SPON ADR | 208,239 | $10.3B | 0.20% | |
| 129 | SPYSPDR S&P 500 ETF TRUST | 22,968 | $9.8B | 0.20% | |
| 130 | LENLENNAR CORP CL A COM USD.1 | 94,249 | $9.4B | 0.19% | |
| 131 | ABTABBOTT LABORATORIES COM NPV | 80,107 | $9.3B | 0.18% | |
| 132 | NTRNUTRIEN LTD COM NPV | 152,812 | $9.3B | 0.18% | |
| 133 | TRVTRAVELERS COS INC COM | 59,968 | $9.0B | 0.18% | |
| 134 | VVISA INC CL A COM USD.0001 | 38,128 | $8.9B | 0.18% | |
| 135 | DHRDANAHER CORP COM USD.01 | 32,428 | $8.7B | 0.17% | |
| 136 | ADBEADOBE INC COM NPV | 14,737 | $8.6B | 0.17% | |
| 137 | HDHOME DEPOT INC COM USD.05 | 26,577 | $8.5B | 0.17% | |
| 138 | WSMWILLIAMS-SONOMA INC COM NPV | 52,975 | $8.5B | 0.17% | |
| 139 | CSXCSX CORP COM USD1 | 263,398 | $8.4B | 0.17% | |
| 140 | TSNTYSON FOODS INC -CL A CL A COM USD.1 | 114,394 | $8.4B | 0.17% | |
| 141 | NVDANVIDIA CORP COM USD.001 | 10,438 | $8.4B | 0.17% | |
| 142 | CSCOCISCO SYSTEMS INC COM NPV | 157,263 | $8.3B | 0.17% | |
| 143 | EMNEASTMAN CHEMICAL CO COM USD.01 | 69,418 | $8.1B | 0.16% | |
| 144 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 68,640 | $8.0B | 0.16% | |
| 145 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 20,025 | $8.0B | 0.16% | |
| 146 | UMCUNITED MICROELECTRONICS CORP SPON ADR | 846,846 | $8.0B | 0.16% | |
| 147 | TSLATESLA INC COM USD.001 | 11,660 | $7.9B | 0.16% | |
| 148 | HRBBLOCK H & R INC COM NPV | 331,617 | $7.8B | 0.15% | |
| 149 | GPCGENUINE PARTS CO COM USD1 | 59,994 | $7.6B | 0.15% | |
| 150 | DGDOLLAR GENERAL CORP COM USD.875 | 34,551 | $7.5B | 0.15% | |
| 151 | STNSTANTEC INC COM NPV | 166,426 | $7.4B | 0.15% | |
| 152 | HMCHONDA MOTOR CO LTD ADR | 224,127 | $7.2B | 0.14% | |
| 153 | IEIISHARES 3-7 YEAR TREASURY BO | 54,900 | $7.2B | 0.14% | |
| 154 | AWNADVANCE AUTO PARTS INC COM USD.0001 | 34,453 | $7.1B | 0.14% | |
| 155 | NEENEXTERA ENERGY INC COM NPV | 94,486 | $6.9B | 0.14% | |
| 156 | KOCOCA-COLA CO COM USD.5 | 124,226 | $6.7B | 0.13% | |
| 157 | VIGVANGUARD DIVIDEND APPREC ETF | 43,332 | $6.7B | 0.13% | |
| 158 | LNCLINCOLN NATIONAL CORP COM USD1.25 | 106,663 | $6.7B | 0.13% | |
| 159 | DUKDUKE ENERGY CORP COM NPV | 66,186 | $6.5B | 0.13% | |
| 160 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 48,282 | $6.5B | 0.13% | |
| 161 | LQDISHARES IBOXX INVESTMENT GRA | 46,268 | $6.2B | 0.12% | |
| 162 | CINFCINCINNATI FINANCIAL CORP COM USD2 | 52,731 | $6.1B | 0.12% | |
| 163 | VLOVALERO ENERGY CORP COM USD1 | 78,570 | $6.1B | 0.12% | |
| 164 | IMOIMPERIAL OIL LTD COM NPV | 200,687 | $6.1B | 0.12% | |
| 165 | PLDPROLOGIS INC COM USD.01 | 51,185 | $6.1B | 0.12% | |
| 166 | TTELUS CORP COM NPV | 271,385 | $6.1B | 0.12% | |
| 167 | DDOMINION ENERGY INC COM NPV | 82,183 | $6.0B | 0.12% | |
| 168 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 35,888 | $5.9B | 0.12% | |
| 169 | DISDISNEY (WALT) CO COM NPV | 33,300 | $5.9B | 0.12% | |
| 170 | FTNTFORTINET INC COM USD.001 | 24,314 | $5.8B | 0.12% | |
| 171 | IDXXIDEXX LABS INC COM USD.1 | 8,948 | $5.7B | 0.11% | |
| 172 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 56,839 | $5.6B | 0.11% | |
| 173 | ASMLASML HOLDING NV ADR NY SHS | 8,156 | $5.6B | 0.11% | |
| 174 | ACNACCENTURE PLC CLA USD.0000225 | 19,082 | $5.6B | 0.11% | |
| 175 | —VEDANTA LTD SPON ADR | 394,919 | $5.6B | 0.11% | |
| 176 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 93,395 | $5.5B | 0.11% | |
| 177 | LLYLILLY (ELI) & CO COM USD.625 | 23,573 | $5.4B | 0.11% | |
| 178 | SONYSONY GROUP CORPORATION ADR | 55,613 | $5.4B | 0.11% | |
| 179 | PYPLPAYPAL HOLDINGS INC COM USD.0001 | 18,516 | $5.4B | 0.11% | |
| 180 | WPMWHEATON PRECIOUS METALS CORP COM | 121,461 | $5.4B | 0.11% | |
| 181 | PKXPOSCO SPON ADR | 69,705 | $5.4B | 0.11% | |
| 182 | STWDSTARWOOD PROPERTY TRUST INC COM USD.01 | 204,125 | $5.3B | 0.11% | |
| 183 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 10,301 | $5.2B | 0.10% | |
| 184 | PVHPVH CORP COM USD1 | 47,055 | $5.1B | 0.10% | |
| 185 | LKQ1LKQ CORP COM | 102,563 | $5.0B | 0.10% | |
| 186 | FLSFLOWSERVE CORP COM USD1.25 | 124,939 | $5.0B | 0.10% | |
| 187 | MAMASTERCARD INC CL A COM USD.0001 | 13,599 | $5.0B | 0.10% | |
| 188 | HONHONEYWELL INTERNATIONAL INC COM USD1 | 22,378 | $4.9B | 0.10% | |
| 189 | GILDGILEAD SCIENCES INC COM USD.001 | 70,588 | $4.9B | 0.10% | |
| 190 | IWFISHARES RUSSELL 1000 GROWTH | 17,632 | $4.8B | 0.10% | |
| 191 | ELVANTHEM INC COM USD.01 | 12,506 | $4.8B | 0.09% | |
| 192 | WFGWEST FRSER TMBR CO LTD COM NPV | 65,942 | $4.7B | 0.09% | |
| 193 | 0VVBVIACOMCBS INC CL B COM USD.01 NVTG | 104,535 | $4.7B | 0.09% | |
| 194 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 12,149 | $4.6B | 0.09% | |
| 195 | HBANHUNTINGTON BANCSHARES COM NPV | 317,251 | $4.5B | 0.09% | |
| 196 | RIORIO TINTO GROUP SPON ADR | 52,185 | $4.4B | 0.09% | |
| 197 | SHVISHARES SHORT TREASURY BOND | 39,173 | $4.3B | 0.09% | |
| 198 | CLRUSDCONTINENTAL RESOURCES INC COM USD.01 | 113,724 | $4.3B | 0.09% | |
| 199 | BABAALIBABA GROUP HLDG ADR | 18,899 | $4.3B | 0.09% | |
| 200 | IXORIX CORP SPONSORED ADR | 49,757 | $4.2B | 0.08% |