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 |
|---|---|---|---|---|---|
| 201 | GNRCGENERAC HOLDINGS INC COM USD0.01 | 10,079 | $4.2B | 0.08% | |
| 202 | FNVFRANCO-NEVADA CORP COM NPV | 28,717 | $4.2B | 0.08% | |
| 203 | PWRQUANTA SERVICES INC COM USD.00001 | 45,910 | $4.2B | 0.08% | |
| 204 | GEGENERAL ELECTRIC CO COM USD.63 | 308,786 | $4.2B | 0.08% | |
| 205 | SHGSHINHAN FINANCIAL GROUP LTD SPON ADR | 112,452 | $4.0B | 0.08% | |
| 206 | MCDMCDONALD'S CORP COM NPV | 17,211 | $4.0B | 0.08% | |
| 207 | BHPBHP GROUP LTD ADR | 54,356 | $4.0B | 0.08% | |
| 208 | TPRTAPESTRY INC COM USD.01 | 90,448 | $3.9B | 0.08% | |
| 209 | ZBRAZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | 7,372 | $3.9B | 0.08% | |
| 210 | TMTOYOTA MOTOR CORP ADR | 22,307 | $3.9B | 0.08% | |
| 211 | BLKCHFBLACKROCK INC COM USD.01 | 4,437 | $3.9B | 0.08% | |
| 212 | KELKELLOGG CO COM USD.25 | 59,961 | $3.9B | 0.08% | |
| 213 | LRCXEURLAM RESEARCH CORP COM NPV | 5,873 | $3.8B | 0.08% | |
| 214 | DOWDOW INC COM USD 0.01 | 60,081 | $3.8B | 0.08% | |
| 215 | UNPUNION PACIFIC CORP COM USD2.5 | 17,089 | $3.8B | 0.07% | |
| 216 | SBUXSTARBUCKS CORP COM NPV | 33,493 | $3.7B | 0.07% | |
| 217 | EAELECTRONIC ARTS INC COM USD.01 | 25,820 | $3.7B | 0.07% | |
| 218 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 23,494 | $3.6B | 0.07% | |
| 219 | LEGLEGGETT & PLATT INC COM USD1 | 69,898 | $3.6B | 0.07% | |
| 220 | DARDARLING INGREDIENTS INC COM USD.01 | 53,595 | $3.6B | 0.07% | |
| 221 | NKENIKE INC -CL B CL B COM NPV | 23,368 | $3.6B | 0.07% | |
| 222 | VIVTELEFONICA BRASIL SA ADS COMMON | 416,039 | $3.5B | 0.07% | |
| 223 | EDCONSOLIDATED EDISON INC COM USD5 | 48,794 | $3.5B | 0.07% | |
| 224 | BDXBECTON DICKINSON & CO COM USD1 | 14,356 | $3.5B | 0.07% | |
| 225 | MHKMOHAWK INDUSTRIES INC COM USD.01 | 17,999 | $3.5B | 0.07% | |
| 226 | CFGCITIZENS FINANCIAL GROUP INC COM USD.01 | 74,734 | $3.4B | 0.07% | |
| 227 | AVGOBROADCOM INC ORD NPV | 7,176 | $3.4B | 0.07% | |
| 228 | SMFGSUMITOMO MITSUI FINANCIAL GR ADR | 487,144 | $3.4B | 0.07% | |
| 229 | AMKRAMKOR TECHNOLOGY INC COM USD.001 | 141,789 | $3.4B | 0.07% | |
| 230 | BUWABIO-RAD LABORATORIES INC CL A COM USD1 | 5,187 | $3.3B | 0.07% | |
| 231 | VODVODAFONE GROUP PLC SPON ADR | 192,902 | $3.3B | 0.07% | |
| 232 | ITGARTNER INC COM | 13,530 | $3.3B | 0.07% | |
| 233 | RHCRH PLC ADR | 63,696 | $3.2B | 0.06% | |
| 234 | DFATDIMENSIONAL ETF TRUST US TARGETED VLU | 71,883 | $3.2B | 0.06% | |
| 235 | MDTMEDTRONIC PLC COM USD.1 | 25,756 | $3.2B | 0.06% | |
| 236 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 46,158 | $3.2B | 0.06% | |
| 237 | CRMSALESFORCE.COM INC COM USD.001 | 12,901 | $3.2B | 0.06% | |
| 238 | PEPPEPSICO INC COM USD.0166 | 21,036 | $3.1B | 0.06% | |
| 239 | AEPAMERICAN ELECTRIC POWER CO COM USD6.5 | 36,734 | $3.1B | 0.06% | |
| 240 | HOLXHOLOGIC INC COM USD.01 | 46,478 | $3.1B | 0.06% | |
| 241 | ALLYALLY FINANCIAL INC COM USD.01 | 61,546 | $3.1B | 0.06% | |
| 242 | VTIVANGUARD TOTAL STOCK MKT ETF | 13,738 | $3.1B | 0.06% | |
| 243 | ABBVABBVIE INC COM USD.01 | 27,077 | $3.0B | 0.06% | |
| 244 | AMATAPPLIED MATERIALS INC COM NPV | 21,278 | $3.0B | 0.06% | |
| 245 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 14,705 | $3.0B | 0.06% | |
| 246 | LPLALPL FINANCIAL HOLDINGS INC COM USD.01 | 22,401 | $3.0B | 0.06% | |
| 247 | CVECENOVUS ENERGY INC COM NPV | 315,685 | $3.0B | 0.06% | |
| 248 | ZZILLOW GROUP INC CL C CAP USD.0001 | 24,671 | $3.0B | 0.06% | |
| 249 | SNPSSYNOPSYS INC COM USD.01 | 10,851 | $3.0B | 0.06% | |
| 250 | BMTABRITISH AMER TOBACCO PLC SPON ADR | 75,903 | $3.0B | 0.06% | |
| 251 | SUXSYNNEX CORP COM USD.001 | 24,445 | $3.0B | 0.06% | |
| 252 | BKNGBOOKING HOLDINGS INC COM USD.008 | 1,352 | $3.0B | 0.06% | |
| 253 | KOFCOCA-COLA FEMSA SAB DE CV SPON ADR | 55,854 | $3.0B | 0.06% | |
| 254 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 47,451 | $2.9B | 0.06% | |
| 255 | NMRNOMURA HOLDINGS INC SPONSORED ADR | 567,845 | $2.9B | 0.06% | |
| 256 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 125,381 | $2.9B | 0.06% | |
| 257 | NVSNNOVARTIS AG SPON ADR | 31,416 | $2.9B | 0.06% | |
| 258 | HSTHOST HOTELS & RESORTS INC COM USD1 | 165,983 | $2.8B | 0.06% | |
| 259 | RDYDR REDDY'S LABORATORIES LTD ADR | 38,433 | $2.8B | 0.06% | |
| 260 | NFLXNETFLIX INC COM USD.001 | 5,331 | $2.8B | 0.06% | |
| 261 | KLACKLA CORP COM USD.001 | 8,620 | $2.8B | 0.06% | |
| 262 | AFLAFLAC INC COM USD.1 | 51,799 | $2.8B | 0.06% | |
| 263 | HUMHUMANA INC COM NPV | 6,218 | $2.8B | 0.05% | |
| 264 | KIMKIMCO REALTY CORP COM USD.01 | 131,093 | $2.7B | 0.05% | |
| 265 | ADPAUTOMATIC DATA PROCESSING COM NPV | 13,717 | $2.7B | 0.05% | |
| 266 | BWABORGWARNER INC COM USD.01 | 55,567 | $2.7B | 0.05% | |
| 267 | ATVIEURACTIVISION BLIZZARD INC COM | 27,847 | $2.7B | 0.05% | |
| 268 | ADSKAUTODESK INC COM NPV | 9,073 | $2.6B | 0.05% | |
| 269 | COSTCOSTCO WHOLESALE CORP COM USD.1 | 6,543 | $2.6B | 0.05% | |
| 270 | AXPAMERICAN EXPRESS CO COM USD.6 | 15,666 | $2.6B | 0.05% | |
| 271 | IEFISHARES 7-10 YEAR TREASURY B | 22,219 | $2.6B | 0.05% | |
| 272 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 169,038 | $2.5B | 0.05% | |
| 273 | WELLWELLTOWER INC COM USD1 | 30,241 | $2.5B | 0.05% | |
| 274 | PIIPOLARIS INC COM NPV | 18,268 | $2.5B | 0.05% | |
| 275 | DDDUPONT DE NEMOURS INC COM USD2.5 | 32,227 | $2.5B | 0.05% | |
| 276 | —SYKES ENTERPRISES INC COM USD.01 | 46,393 | $2.5B | 0.05% | |
| 277 | FSVFIRSTSERVICE CORP COM | 14,484 | $2.5B | 0.05% | |
| 278 | EOGEOG RESOURCES INC COM NPV | 29,770 | $2.5B | 0.05% | |
| 279 | WFCWELLS FARGO & CO COM USD1.67 | 54,447 | $2.5B | 0.05% | |
| 280 | INFYINFOSYS LTD SPN ADR 1/4 SH | 116,107 | $2.5B | 0.05% | |
| 281 | TMUST-MOBILE US INC COM | 16,820 | $2.4B | 0.05% | |
| 282 | BABOEING CO COM USD5 | 10,113 | $2.4B | 0.05% | |
| 283 | VALEVALE SA SPONSORED ADR | 106,203 | $2.4B | 0.05% | |
| 284 | LINLINDE PLC COM NPV | 8,359 | $2.4B | 0.05% | |
| 285 | SAPSAP SE SPON ADR | 16,885 | $2.4B | 0.05% | |
| 286 | INTUINTUIT INC COM NPV | 4,799 | $2.4B | 0.05% | |
| 287 | TXTERNIUM SA -ADR ADS USD | 61,091 | $2.4B | 0.05% | |
| 288 | SPGIS&P GLOBAL INC COM USD1 | 5,704 | $2.3B | 0.05% | |
| 289 | IMOSCHIPMOS TECHNOLOGIES INC ADR | 67,742 | $2.3B | 0.05% | |
| 290 | BSBRBANCO SANTANDER BRASIL -ADR ADR | 279,692 | $2.3B | 0.05% | |
| 291 | ZTSZOETIS INC CL A COM USD.01 | 12,272 | $2.3B | 0.05% | |
| 292 | MRSHMARSH & MCLENNAN COS COM USD1 | 15,921 | $2.2B | 0.04% | |
| 293 | UPSUNITED PARCEL SERVICE INC CL B COM USD.01 | 10,745 | $2.2B | 0.04% | |
| 294 | KEYKEYCORP COM USD1 | 107,455 | $2.2B | 0.04% | |
| 295 | PAYXPAYCHEX INC COM USD.01 | 20,465 | $2.2B | 0.04% | |
| 296 | KGCKINROSS GOLD CORP COM NPV | 344,444 | $2.2B | 0.04% | |
| 297 | ECECOPETROL SA SPON ADS NPV | 148,711 | $2.2B | 0.04% | |
| 298 | TTENTOTALENERGIES SE SPON ADR | 47,755 | $2.2B | 0.04% | |
| 299 | BPOPPOPULAR INC COM USD5 | 28,329 | $2.1B | 0.04% | |
| 300 | LOGILOGITECH INTERNATIONAL SA ORD | 17,524 | $2.1B | 0.04% |