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)

StockValue
SYFSYNCHRONY FINANCIAL COM USD.001
$91.1B
ORCLORACLE CORP COM USD.01
$90.6B
CECELANESE CORP COM USD.01
$81.1B
A4SAMERIPRISE FINANCIAL INC COM
$78.5B
JCIJOHNSON CONTROLS INTL PLC COM USD16
$76.2B
MCKMCKESSON CORP COM USD2
$75.1B
LHXL3HARRIS TECHNOLOGIES INC COM USD1
$71.5B
ESSESSEX PROPERTY TRUST COM USD.0001
$63.1B
MOALTRIA GROUP INC COM USD1
$62.9B
ALSALLSTATE CORP COM USD.01
$60.2B
AAPLAPPLE INC COM NPV
$59.7B
KRKROGER CO COM USD1
$58.9B
BACBANK OF AMERICA CORP COM USD2.5
$57.3B
CMICUMMINS INC COM USD2.5
$57.0B
AGGISHARES CORE U.S. AGGREGATE
$56.4B
INTCINTEL CORP COM NPV
$52.2B
MSFTMICROSOFT CORP COM USD.00000625
$51.4B
LUMNLUMEN TECHNOLOGIES INC COM USD1
$51.3B
SPGSIMON PROPERTY GROUP INC COM USD.0001
$46.7B
AMCRAMCOR PLC ORD
$46.6B
TAT&T INC COM USD1
$46.2B
CHTRCHARTER COMMUNICATIONS INC CL A NEW
$44.8B
WMBWILLIAMS COS INC COM USD1
$44.4B
STXSEAGATE TECHNOLOGY HOLDINGS COM USD.00001
$43.3B
TRVCCITIGROUP INC COM USD.01
$40.7B
LBTYBLIBERTY GLOBAL PLC SR C COM USD .01
$39.8B
AMGNAMGEN INC COM NPV
$39.4B
SJMSMUCKER (JM) CO COM NPV
$38.5B
4I1PHILIP MORRIS INTERNATIONAL COM NPV
$38.1B
JNJJOHNSON & JOHNSON COM USD1
$37.6B
KMIKINDER MORGAN INC CL P COM USD.01
$36.8B
CMCSACOMCAST CORP CL A COM USD1
$36.3B
COPCONOCOPHILLIPS COM USD1.25
$36.1B
BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033
$34.9B
WATWATERS CORP COM USD.01
$33.4B
7HPHP INC COM USD1
$32.9B
PGPROCTER & GAMBLE CO COM NPV
$31.9B
VENVENTAS INC COM USD.25
$31.6B
MASMASCO CORP COM USD1
$31.2B
NLYEURANNALY CAPITAL MANAGEMENT COM USD.01
$31.2B
ETNEATON CORP PLC COM USD.5
$31.0B
OMCOMNICOM GROUP COM USD.5
$29.6B
MOHMOLINA HEALTHCARE INC COM USD.001
$29.3B
PGRPROGRESSIVE CORP-OHIO COM USD1
$29.2B
UNHUNITEDHEALTH GROUP INC COM USD.01
$29.1B
CBRECBRE GROUP INC CL A COM USD.01
$28.9B
EQHEQUITABLE HOLDINGS INC COM
$27.8B
IBMINTL BUSINESS MACHINES CORP COM USD.2
$27.5B
W3UWESTERN UNION CO COM USD.01
$27.3B
CVXCHEVRON CORP COM USD3
$27.2B
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$26.6B
PFEPFIZER INC COM USD.1
$26.5B
DWDMORGAN STANLEY COM USD1
$25.7B
BIIBBIOGEN INC COM NPV
$25.3B
RFREGIONS FINANCIAL CORP COM USD.625
$24.3B
FITBFIFTH THIRD BANCORP COM USD6.67
$23.7B
ELVANTHEM INC COM USD.01
$23.5B
AMZNAMAZON.COM INC COM USD.01
$23.4B
RSGREPUBLIC SERVICES INC COM USD.01
$23.4B
TROWPRICE (T. ROWE) GROUP COM USD.2
$22.9B
MMM3M CO COM NPV
$22.7B
ORLYO'REILLY AUTOMOTIVE INC COM USD.01
$22.7B
PNCPNC FINANCIAL SVCS GROUP INC COM USD5
$22.5B
RRYDER SYSTEM INC COM USD.5
$21.7B
DYHTARGET CORP COM USD1
$21.7B
QCOMQUALCOMM INC COM USD.0001
$21.6B
LOWLOWE'S COS INC COM USD.5
$20.4B
GOOGLALPHABET INC CL A COM USD.001
$20.4B
IGSBISHARES SHORT-TERM CORPORATE
$19.9B
BBWIBATH & BODY WORKS INC COM USD.5
$19.9B
JPMJPMORGAN CHASE & CO COM USD12
$19.4B
AZOAUTOZONE INC COM NPV
$19.3B
NOCNORTHROP GRUMMAN CORP COM NPV
$18.6B
PHMPULTEGROUP INC COM USD.01
$17.9B
BXPBOSTON PROPERTIES INC COM USD.01
$17.9B
XOMEXXON MOBIL CORP COM NPV
$17.6B
SLBSCHLUMBERGER LTD COM USD.01
$17.6B
DPZDOMINO'S PIZZA INC COM USD.01
$17.2B
DGXQUEST DIAGNOSTICS INC COM NPV
$17.2B
PRUPRUDENTIAL FINANCIAL INC COM USD.01
$17.0B
BBYBEST BUY CO INC COM USD.1
$16.7B
BMYBRISTOL-MYERS SQUIBB CO COM USD.1
$16.6B
ITGARTNER INC COM
$16.4B
METAFACEBOOK INC CL A COM USD.000006
$16.2B
CAGCONAGRA BRANDS INC COM USD5
$16.2B
KOCOCA-COLA CO COM USD.5
$16.1B
GOOGALPHABET INC CL C COM USD.001
$15.9B
ACGLARCH CAPITAL GROUP LTD COM USD.01
$15.3B
IPINTL PAPER CO COM USD1
$14.8B
WRKUSDWESTROCK CO COM USD.01
$14.7B
WYWEYERHAEUSER CO COM USD1.875
$14.2B
TAPMOLSON COORS BEVERAGE CO CL B COM NPV NVTG
$14.2B
WMTWALMART INC COM USD.1
$14.2B
EBAEBAY INC COM USD.001
$14.1B
BACVERIZON COMMUNICATIONS INC COM USD1
$14.0B
HCAHCA HEALTHCARE INC COM USD0.01
$13.7B
DELLDELL TECHNOLOGIES INC CL C
$13.0B
CBCHUBB LTD ORD KYD.125
$12.9B
TSNTYSON FOODS INC -CL A CL A COM USD.1
$12.9B
UNPUNION PACIFIC CORP COM USD2.5
$12.8B
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