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 |
|---|---|---|---|---|---|
| 101 | TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | 113,958 | $12.7B | 0.26% | |
| 102 | WSMWILLIAMS-SONOMA INC COM NPV | 70,812 | $12.6B | 0.26% | |
| 103 | CICIGNA CORP COM USD1 | 61,291 | $12.3B | 0.25% | |
| 104 | SHYISHARES 1-3 YEAR TREASURY BO | 134,940 | $11.6B | 0.24% | |
| 105 | HDHOME DEPOT INC COM USD.05 | 34,614 | $11.4B | 0.23% | |
| 106 | TRVTRAVELERS COS INC COM | 73,131 | $11.1B | 0.23% | |
| 107 | NVDANVIDIA CORP COM USD.001 | 53,647 | $11.1B | 0.23% | |
| 108 | PAYXPAYCHEX INC COM USD.01 | 98,361 | $11.1B | 0.23% | |
| 109 | DHRDANAHER CORP COM USD.01 | 36,112 | $11.0B | 0.22% | |
| 110 | KBIAKB FINANCIAL GROUP SPON ADR | 235,546 | $10.9B | 0.22% | |
| 111 | USBUS BANCORP COM USD5 | 181,656 | $10.8B | 0.22% | |
| 112 | CSCOCISCO SYSTEMS INC COM NPV | 198,108 | $10.8B | 0.22% | |
| 113 | AMGAFFILIATED MANAGERS GRP INC COM USD.01 | 71,233 | $10.8B | 0.22% | |
| 114 | MRKMERCK & CO COM NPV | 138,649 | $10.4B | 0.21% | |
| 115 | TSLATESLA INC COM USD.001 | 13,393 | $10.4B | 0.21% | |
| 116 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 217,955 | $10.3B | 0.21% | |
| 117 | CINFCINCINNATI FINANCIAL CORP COM USD2 | 89,469 | $10.2B | 0.21% | |
| 118 | ABTABBOTT LABORATORIES COM NPV | 86,410 | $10.2B | 0.21% | |
| 119 | ACNACCENTURE PLC CLA USD.0000225 | 31,319 | $10.0B | 0.20% | |
| 120 | DVADAVITA INC CL A COM NPV VTG | 86,090 | $10.0B | 0.20% | |
| 121 | SPYSPDR S&P 500 ETF TRUST | 23,016 | $9.9B | 0.20% | |
| 122 | HRBBLOCK H & R INC COM NPV | 391,499 | $9.8B | 0.20% | |
| 123 | ADPAUTOMATIC DATA PROCESSING COM NPV | 48,746 | $9.8B | 0.20% | |
| 124 | FTNTFORTINET INC COM USD.001 | 33,295 | $9.7B | 0.20% | |
| 125 | URIUNITED RENTALS INC COM USD.01 | 27,103 | $9.5B | 0.19% | |
| 126 | LENLENNAR CORP CL A COM USD.1 | 97,836 | $9.2B | 0.19% | |
| 127 | VVISA INC CL A COM USD.0001 | 41,094 | $9.2B | 0.19% | |
| 128 | AWNADVANCE AUTO PARTS INC COM USD.0001 | 43,044 | $9.0B | 0.18% | |
| 129 | DISCAUSDDISCOVERY INC CL A COM | 346,557 | $8.8B | 0.18% | |
| 130 | ADBEADOBE INC COM NPV | 15,271 | $8.8B | 0.18% | |
| 131 | DGDOLLAR GENERAL CORP COM USD.875 | 41,283 | $8.8B | 0.18% | |
| 132 | MGAMAGNA INTERNATIONAL INC COM NPV | 114,768 | $8.6B | 0.18% | |
| 133 | CSXCSX CORP COM USD1 | 287,148 | $8.5B | 0.17% | |
| 134 | JEFJEFFERIES FINANCIAL GRP INC COM USD1 | 229,502 | $8.5B | 0.17% | |
| 135 | HMCHONDA MOTOR CO LTD ADR | 269,956 | $8.3B | 0.17% | |
| 136 | NEENEXTERA ENERGY INC COM NPV | 103,337 | $8.1B | 0.17% | |
| 137 | IEIISHARES 3-7 YEAR TREASURY BO | 61,386 | $8.0B | 0.16% | |
| 138 | PC6APETROCHINA CO LTD SPONSORED ADR | 167,822 | $7.9B | 0.16% | |
| 139 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 48,371 | $7.8B | 0.16% | |
| 140 | UMCUNITED MICROELECTRONICS CORP SPON ADR | 685,172 | $7.8B | 0.16% | |
| 141 | GPCGENUINE PARTS CO COM USD1 | 62,613 | $7.6B | 0.16% | |
| 142 | SONYSONY GROUP CORPORATION ADR | 68,684 | $7.6B | 0.16% | |
| 143 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 117,517 | $7.3B | 0.15% | |
| 144 | LLYLILLY (ELI) & CO COM USD.625 | 31,410 | $7.3B | 0.15% | |
| 145 | IDXXIDEXX LABS INC COM USD.1 | 11,530 | $7.2B | 0.15% | |
| 146 | DUKDUKE ENERGY CORP COM NPV | 71,828 | $7.0B | 0.14% | |
| 147 | OPTUALTICE USA INC COM CL A 0.01USD | 337,979 | $7.0B | 0.14% | |
| 148 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 52,539 | $7.0B | 0.14% | |
| 149 | BFHALLIANCE DATA SYSTEMS CORP COM USD.01 | 67,974 | $6.9B | 0.14% | |
| 150 | CATCATERPILLAR INC COM USD1 | 35,687 | $6.9B | 0.14% | |
| 151 | DISDISNEY (WALT) CO COM NPV | 40,326 | $6.8B | 0.14% | |
| 152 | WHRWHIRLPOOL CORP COM USD1 | 33,415 | $6.8B | 0.14% | |
| 153 | ASMLASML HOLDING NV ADR NY SHS | 9,141 | $6.8B | 0.14% | |
| 154 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 62,636 | $6.7B | 0.14% | |
| 155 | VIGVANGUARD DIVIDEND APPREC ETF | 43,600 | $6.7B | 0.14% | |
| 156 | LQDISHARES IBOXX INVESTMENT GRA | 50,230 | $6.7B | 0.14% | |
| 157 | —VEDANTA LTD SPON ADR | 435,078 | $6.6B | 0.14% | |
| 158 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 40,469 | $6.6B | 0.14% | |
| 159 | SMFGSUMITOMO MITSUI FINANCIAL GR ADR | 935,888 | $6.6B | 0.13% | |
| 160 | DDOMINION ENERGY INC COM NPV | 88,777 | $6.5B | 0.13% | |
| 161 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 10,920 | $6.2B | 0.13% | |
| 162 | LKQ1LKQ CORP COM | 124,018 | $6.2B | 0.13% | |
| 163 | GILDGILEAD SCIENCES INC COM USD.001 | 89,319 | $6.2B | 0.13% | |
| 164 | TXNTEXAS INSTRUMENTS INC COM USD1 | 32,221 | $6.2B | 0.13% | |
| 165 | NTAPNETAPP INC COM NPV | 67,643 | $6.1B | 0.12% | |
| 166 | WMWASTE MANAGEMENT INC COM NPV | 38,479 | $5.8B | 0.12% | |
| 167 | VLOVALERO ENERGY CORP COM USD1 | 79,800 | $5.6B | 0.12% | |
| 168 | PWRQUANTA SERVICES INC COM USD.00001 | 49,381 | $5.6B | 0.11% | |
| 169 | PKXPOSCO SPON ADR | 81,286 | $5.6B | 0.11% | |
| 170 | MCDMCDONALD'S CORP COM NPV | 22,855 | $5.5B | 0.11% | |
| 171 | HONHONEYWELL INTERNATIONAL INC COM USD1 | 25,819 | $5.5B | 0.11% | |
| 172 | PYPLPAYPAL HOLDINGS INC COM USD.0001 | 21,052 | $5.5B | 0.11% | |
| 173 | CLRUSDCONTINENTAL RESOURCES INC COM USD.01 | 117,697 | $5.4B | 0.11% | |
| 174 | IXORIX CORP SPONSORED ADR | 57,417 | $5.4B | 0.11% | |
| 175 | HOLXHOLOGIC INC COM USD.01 | 72,222 | $5.3B | 0.11% | |
| 176 | APAAPA CORP COM USD1.25 | 247,963 | $5.3B | 0.11% | |
| 177 | TFIITFI INTERNATIONAL INC COM | 51,973 | $5.3B | 0.11% | |
| 178 | TMTOYOTA MOTOR CORP ADR | 28,253 | $5.0B | 0.10% | |
| 179 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 13,257 | $5.0B | 0.10% | |
| 180 | SHVISHARES SHORT TREASURY BOND | 44,895 | $5.0B | 0.10% | |
| 181 | MAMASTERCARD INC CL A COM USD.0001 | 14,109 | $4.9B | 0.10% | |
| 182 | KOFCOCA-COLA FEMSA SAB DE CV SPON ADR | 87,105 | $4.9B | 0.10% | |
| 183 | COSTCOSTCO WHOLESALE CORP COM USD.1 | 10,881 | $4.9B | 0.10% | |
| 184 | EMNEASTMAN CHEMICAL CO COM USD.01 | 48,291 | $4.9B | 0.10% | |
| 185 | PVHPVH CORP COM USD1 | 47,125 | $4.8B | 0.10% | |
| 186 | KELKELLOGG CO COM USD.25 | 75,489 | $4.8B | 0.10% | |
| 187 | IWFISHARES RUSSELL 1000 GROWTH | 17,574 | $4.8B | 0.10% | |
| 188 | 0VVBVIACOMCBS INC CL B COM USD.01 NVTG | 120,094 | $4.7B | 0.10% | |
| 189 | WELLWELLTOWER INC COM USD1 | 57,257 | $4.7B | 0.10% | |
| 190 | VODVODAFONE GROUP PLC SPON ADR | 301,243 | $4.7B | 0.10% | |
| 191 | AVYAVERY DENNISON CORP COM USD1 | 22,363 | $4.6B | 0.09% | |
| 192 | BXBLACKSTONE GROUP INC COM USD.00001 | 37,652 | $4.4B | 0.09% | |
| 193 | ACHCACADIA HEALTHCARE CO INC COM USD.01 | 68,564 | $4.4B | 0.09% | |
| 194 | NFLXNETFLIX INC COM USD.001 | 7,128 | $4.4B | 0.09% | |
| 195 | ALLYALLY FINANCIAL INC COM USD.01 | 84,900 | $4.3B | 0.09% | |
| 196 | PEPPEPSICO INC COM USD.0166 | 28,653 | $4.3B | 0.09% | |
| 197 | BLKCHFBLACKROCK INC COM USD.01 | 5,110 | $4.3B | 0.09% | |
| 198 | SHGSHINHAN FINANCIAL GROUP LTD SPON ADR | 125,855 | $4.2B | 0.09% | |
| 199 | CRMSALESFORCE.COM INC COM USD.001 | 15,573 | $4.2B | 0.09% | |
| 200 | KEYKEYCORP COM USD1 | 194,685 | $4.2B | 0.09% |