O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2021 Filing
Filed November 10, 2021
Portfolio Value
$4.9T
Holdings
2,810
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (2,810 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SYFSYNCHRONY FINANCIAL COM USD.001 | 1,862,606 | $91.1B | 1.86% | |
| 2 | ORCLORACLE CORP COM USD.01 | 1,040,168 | $90.6B | 1.85% | |
| 3 | CECELANESE CORP COM USD.01 | 538,488 | $81.1B | 1.66% | |
| 4 | A4SAMERIPRISE FINANCIAL INC COM | 297,151 | $78.5B | 1.60% | |
| 5 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,118,600 | $76.2B | 1.56% | |
| 6 | MCKMCKESSON CORP COM USD2 | 376,721 | $75.1B | 1.53% | |
| 7 | LHXL3HARRIS TECHNOLOGIES INC COM USD1 | 324,502 | $71.5B | 1.46% | |
| 8 | ESSESSEX PROPERTY TRUST COM USD.0001 | 197,310 | $63.1B | 1.29% | |
| 9 | MOALTRIA GROUP INC COM USD1 | 1,381,967 | $62.9B | 1.29% | |
| 10 | ALSALLSTATE CORP COM USD.01 | 472,986 | $60.2B | 1.23% | |
| 11 | AAPLAPPLE INC COM NPV | 421,810 | $59.7B | 1.22% | |
| 12 | KRKROGER CO COM USD1 | 1,455,738 | $58.9B | 1.20% | |
| 13 | BACBANK OF AMERICA CORP COM USD2.5 | 1,349,341 | $57.3B | 1.17% | |
| 14 | CMICUMMINS INC COM USD2.5 | 253,686 | $57.0B | 1.16% | |
| 15 | AGGISHARES CORE U.S. AGGREGATE | 491,220 | $56.4B | 1.15% | |
| 16 | INTCINTEL CORP COM NPV | 979,884 | $52.2B | 1.07% | |
| 17 | MSFTMICROSOFT CORP COM USD.00000625 | 182,288 | $51.4B | 1.05% | |
| 18 | LUMNLUMEN TECHNOLOGIES INC COM USD1 | 4,142,932 | $51.3B | 1.05% | |
| 19 | SPGSIMON PROPERTY GROUP INC COM USD.0001 | 358,998 | $46.7B | 0.95% | |
| 20 | AMCRAMCOR PLC ORD | 4,023,711 | $46.6B | 0.95% | |
| 21 | TAT&T INC COM USD1 | 1,709,929 | $46.2B | 0.94% | |
| 22 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 61,552 | $44.8B | 0.91% | |
| 23 | WMBWILLIAMS COS INC COM USD1 | 1,712,258 | $44.4B | 0.91% | |
| 24 | STXSEAGATE TECHNOLOGY HOLDINGS COM USD.00001 | 525,157 | $43.3B | 0.89% | |
| 25 | TRVCCITIGROUP INC COM USD.01 | 579,172 | $40.7B | 0.83% | |
| 26 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 1,349,976 | $39.8B | 0.81% | |
| 27 | AMGNAMGEN INC COM NPV | 185,493 | $39.4B | 0.81% | |
| 28 | SJMSMUCKER (JM) CO COM NPV | 320,746 | $38.5B | 0.79% | |
| 29 | 4I1PHILIP MORRIS INTERNATIONAL COM NPV | 402,044 | $38.1B | 0.78% | |
| 30 | JNJJOHNSON & JOHNSON COM USD1 | 232,364 | $37.6B | 0.77% | |
| 31 | KMIKINDER MORGAN INC CL P COM USD.01 | 2,200,736 | $36.8B | 0.75% | |
| 32 | CMCSACOMCAST CORP CL A COM USD1 | 648,556 | $36.3B | 0.74% | |
| 33 | COPCONOCOPHILLIPS COM USD1.25 | 532,737 | $36.1B | 0.74% | |
| 34 | BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033 | 127,761 | $34.9B | 0.71% | |
| 35 | WATWATERS CORP COM USD.01 | 93,474 | $33.4B | 0.68% | |
| 36 | 7HPHP INC COM USD1 | 1,201,854 | $32.9B | 0.67% | |
| 37 | PGPROCTER & GAMBLE CO COM NPV | 228,291 | $31.9B | 0.65% | |
| 38 | VENVENTAS INC COM USD.25 | 572,977 | $31.6B | 0.65% | |
| 39 | MASMASCO CORP COM USD1 | 562,192 | $31.2B | 0.64% | |
| 40 | NLYEURANNALY CAPITAL MANAGEMENT COM USD.01 | 3,708,148 | $31.2B | 0.64% | |
| 41 | ETNEATON CORP PLC COM USD.5 | 207,376 | $31.0B | 0.63% | |
| 42 | OMCOMNICOM GROUP COM USD.5 | 408,684 | $29.6B | 0.61% | |
| 43 | MOHMOLINA HEALTHCARE INC COM USD.001 | 107,864 | $29.3B | 0.60% | |
| 44 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 323,159 | $29.2B | 0.60% | |
| 45 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 74,439 | $29.1B | 0.59% | |
| 46 | CBRECBRE GROUP INC CL A COM USD.01 | 296,625 | $28.9B | 0.59% | |
| 47 | EQHEQUITABLE HOLDINGS INC COM | 939,250 | $27.8B | 0.57% | |
| 48 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 198,046 | $27.5B | 0.56% | |
| 49 | W3UWESTERN UNION CO COM USD.01 | 1,349,752 | $27.3B | 0.56% | |
| 50 | CVXCHEVRON CORP COM USD3 | 267,714 | $27.2B | 0.55% | |
| 51 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 283,604 | $26.6B | 0.54% | |
| 52 | PFEPFIZER INC COM USD.1 | 615,663 | $26.5B | 0.54% | |
| 53 | DWDMORGAN STANLEY COM USD1 | 264,187 | $25.7B | 0.53% | |
| 54 | BIIBBIOGEN INC COM NPV | 89,301 | $25.3B | 0.52% | |
| 55 | RFREGIONS FINANCIAL CORP COM USD.625 | 1,139,945 | $24.3B | 0.50% | |
| 56 | FITBFIFTH THIRD BANCORP COM USD6.67 | 558,311 | $23.7B | 0.48% | |
| 57 | ELVANTHEM INC COM USD.01 | 62,880 | $23.5B | 0.48% | |
| 58 | AMZNAMAZON.COM INC COM USD.01 | 7,121 | $23.4B | 0.48% | |
| 59 | RSGREPUBLIC SERVICES INC COM USD.01 | 194,465 | $23.4B | 0.48% | |
| 60 | TROWPRICE (T. ROWE) GROUP COM USD.2 | 116,493 | $22.9B | 0.47% | |
| 61 | MMM3M CO COM NPV | 129,294 | $22.7B | 0.46% | |
| 62 | ORLYO'REILLY AUTOMOTIVE INC COM USD.01 | 37,127 | $22.7B | 0.46% | |
| 63 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 115,196 | $22.5B | 0.46% | |
| 64 | RRYDER SYSTEM INC COM USD.5 | 262,617 | $21.7B | 0.44% | |
| 65 | DYHTARGET CORP COM USD1 | 94,778 | $21.7B | 0.44% | |
| 66 | QCOMQUALCOMM INC COM USD.0001 | 167,697 | $21.6B | 0.44% | |
| 67 | LOWLOWE'S COS INC COM USD.5 | 100,664 | $20.4B | 0.42% | |
| 68 | GOOGLALPHABET INC CL A COM USD.001 | 7,623 | $20.4B | 0.42% | |
| 69 | IGSBISHARES SHORT-TERM CORPORATE | 364,933 | $19.9B | 0.41% | |
| 70 | BBWIBATH & BODY WORKS INC COM USD.5 | 315,466 | $19.9B | 0.41% | |
| 71 | JPMJPMORGAN CHASE & CO COM USD12 | 118,278 | $19.4B | 0.40% | |
| 72 | AZOAUTOZONE INC COM NPV | 11,394 | $19.3B | 0.40% | |
| 73 | NOCNORTHROP GRUMMAN CORP COM NPV | 51,633 | $18.6B | 0.38% | |
| 74 | PHMPULTEGROUP INC COM USD.01 | 390,827 | $17.9B | 0.37% | |
| 75 | BXPBOSTON PROPERTIES INC COM USD.01 | 165,052 | $17.9B | 0.37% | |
| 76 | XOMEXXON MOBIL CORP COM NPV | 299,634 | $17.6B | 0.36% | |
| 77 | SLBSCHLUMBERGER LTD COM USD.01 | 592,152 | $17.6B | 0.36% | |
| 78 | DPZDOMINO'S PIZZA INC COM USD.01 | 36,122 | $17.2B | 0.35% | |
| 79 | DGXQUEST DIAGNOSTICS INC COM NPV | 118,358 | $17.2B | 0.35% | |
| 80 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 161,666 | $17.0B | 0.35% | |
| 81 | BBYBEST BUY CO INC COM USD.1 | 157,645 | $16.7B | 0.34% | |
| 82 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 280,630 | $16.6B | 0.34% | |
| 83 | ITGARTNER INC COM | 53,791 | $16.4B | 0.33% | |
| 84 | METAFACEBOOK INC CL A COM USD.000006 | 47,793 | $16.2B | 0.33% | |
| 85 | CAGCONAGRA BRANDS INC COM USD5 | 477,888 | $16.2B | 0.33% | |
| 86 | KOCOCA-COLA CO COM USD.5 | 307,388 | $16.1B | 0.33% | |
| 87 | GOOGALPHABET INC CL C COM USD.001 | 5,954 | $15.9B | 0.32% | |
| 88 | ACGLARCH CAPITAL GROUP LTD COM USD.01 | 399,122 | $15.3B | 0.31% | |
| 89 | IPINTL PAPER CO COM USD1 | 265,325 | $14.8B | 0.30% | |
| 90 | WRKUSDWESTROCK CO COM USD.01 | 293,768 | $14.7B | 0.30% | |
| 91 | WYWEYERHAEUSER CO COM USD1.875 | 400,497 | $14.2B | 0.29% | |
| 92 | TAPMOLSON COORS BEVERAGE CO CL B COM NPV NVTG | 306,456 | $14.2B | 0.29% | |
| 93 | WMTWALMART INC COM USD.1 | 101,664 | $14.2B | 0.29% | |
| 94 | EBAEBAY INC COM USD.001 | 202,458 | $14.1B | 0.29% | |
| 95 | BACVERIZON COMMUNICATIONS INC COM USD1 | 259,822 | $14.0B | 0.29% | |
| 96 | HCAHCA HEALTHCARE INC COM USD0.01 | 56,522 | $13.7B | 0.28% | |
| 97 | DELLDELL TECHNOLOGIES INC CL C | 125,057 | $13.0B | 0.27% | |
| 98 | CBCHUBB LTD ORD KYD.125 | 74,172 | $12.9B | 0.26% | |
| 99 | TSNTYSON FOODS INC -CL A CL A COM USD.1 | 163,130 | $12.9B | 0.26% | |
| 100 | UNPUNION PACIFIC CORP COM USD2.5 | 65,110 | $12.8B | 0.26% |
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