O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2021 Filing

Filed November 10, 2021

Portfolio Value

$4.9B

Holdings

2,810

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (2,810 positions)

StockValue
AMXNAMERICA MOVIL SA DE CV SPON ADR L SHS
$4.2M
AVGOBROADCOM INC ORD NPV
$4.1M
BMTABRITISH AMER TOBACCO PLC SPON ADR
$4.1M
GNRCGENERAC HOLDINGS INC COM USD0.01
$4.1M
TXTERNIUM SA -ADR ADS USD
$4.1M
ZBRAZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01
$4.0M
SBUXSTARBUCKS CORP COM NPV
$4.0M
FFORD MOTOR CO COM USD1
$4.0M
TPRTAPESTRY INC COM USD.01
$4.0M
NMRNOMURA HOLDINGS INC SPONSORED ADR
$4.0M
INFYINFOSYS LTD SPN ADR 1/4 SH
$4.0M
MSIMOTOROLA SOLUTIONS INC COM USD.01
$3.9M
NKENIKE INC -CL B CL B COM NPV
$3.9M
BDXBECTON DICKINSON & CO COM USD1
$3.9M
METMETLIFE INC COM
$3.9M
MDTMEDTRONIC PLC COM USD.1
$3.9M
DARDARLING INGREDIENTS INC COM USD.01
$3.8M
DOWDOW INC COM USD 0.01
$3.8M
TDTORONTO DOMINION BANK COM NPV
$3.8M
LPLALPL FINANCIAL HOLDINGS INC COM USD.01
$3.8M
RHCRH PLC ADR
$3.7M
RIORIO TINTO GROUP SPON ADR
$3.7M
NVONOVO NORDISK A/S ADR
$3.7M
EDCONSOLIDATED EDISON INC COM USD5
$3.7M
DOVDOVER CORP COM USD1
$3.7M
SPGIS&P GLOBAL INC COM USD1
$3.6M
LIESUN LIFE FINANCIAL INC COM NPV
$3.6M
IMOSCHIPMOS TECHNOLOGIES INC ADR
$3.5M
VIVTELEFONICA BRASIL SA ADS COMMON
$3.5M
FOXAFOX CORP COM CL A
$3.5M
INTUINTUIT INC COM NPV
$3.5M
HIGHARTFORD FINANCIAL SERVICES COM NPV
$3.5M
BKNGBOOKING HOLDINGS INC COM USD.008
$3.4M
LRCXEURLAM RESEARCH CORP COM NPV
$3.4M
BPOPPOPULAR INC COM USD5
$3.4M
RYROYAL BANK OF CANADA COM NPV
$3.4M
AMKRAMKOR TECHNOLOGY INC COM USD.001
$3.4M
BCSBARCLAYS PLC ADR
$3.3M
REGREGENCY CENTERS CORP COM USD.01
$3.3M
MHKMOHAWK INDUSTRIES INC COM USD.01
$3.3M
LEGLEGGETT & PLATT INC COM USD1
$3.3M
SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR
$3.3M
NUENUCOR CORP COM USD.4
$3.3M
VICIVICI PROPERTIES INC COM
$3.2M
AXPAMERICAN EXPRESS CO COM USD.6
$3.2M
AEPAMERICAN ELECTRIC POWER CO COM USD6.5
$3.2M
VALEVALE SA SPONSORED ADR
$3.2M
WFCWELLS FARGO & CO COM USD1.67
$3.1M
TTENTOTALENERGIES SE SPON ADR
$3.1M
NXPINXP SEMICONDUCTORS NV COM EUR.01
$3.1M
LLOEWS CORP COM USD1
$3.1M
JLLJONES LANG LASALLE INC COM USD.01
$3.1M
MRSHMARSH & MCLENNAN COS COM USD1
$3.1M
ZTSZOETIS INC CL A COM USD.01
$3.1M
VTIVANGUARD TOTAL STOCK MKT ETF
$3.0M
AMATAPPLIED MATERIALS INC COM NPV
$3.0M
ABBVABBVIE INC COM USD.01
$3.0M
BKBANK OF NEW YORK MELLON CORP COM USD7.5
$2.9M
ATKRATKORE INC COM USD.01
$2.9M
LABORATORY CP OF AMER HLDGS COM USD.01
$2.9M
GSKGLAXOSMITHKLINE PLC SPON ADR
$2.9M
HUMHUMANA INC COM NPV
$2.9M
IEFISHARES 7-10 YEAR TREASURY B
$2.8M
CLSEURCELESTICA INC SUB VTG SHS
$2.8M
EPAMEPAM SYSTEMS INC COM USD0.001
$2.8M
WITWIPRO LTD SPON ADR
$2.8M
SUXSYNNEX CORP COM USD.001
$2.7M
KLACKLA CORP COM USD.001
$2.7M
ACWIISHARES MSCI ACWI ETF
$2.7M
IPGINTERPUBLIC GROUP OF COS COM USD.1
$2.7M
BABOEING CO COM USD5
$2.6M
BABAALIBABA GROUP HLDG ADR
$2.6M
MFCMANULIFE FINANCIAL CORP COM NPV
$2.6M
AFLAFLAC INC COM USD.1
$2.6M
RTXRAYTHEON TECHNOLOGIES CORP COM USD5
$2.6M
ONON SEMICONDUCTOR CORP COM USD.01
$2.6M
CFGCITIZENS FINANCIAL GROUP INC COM USD.01
$2.6M
INVAINNOVIVA INC COM USD.01
$2.5M
SHWSHERWIN-WILLIAMS CO COM USD1
$2.5M
SKMEURSK TELECOM CO LTD SPON ADR
$2.5M
AZNASTRAZENECA PLC SPON ADR
$2.5M
INDUSTRIAS BACHOCO SAB DE CV SPON ADR
$2.5M
HSTHOST HOTELS & RESORTS INC COM USD1
$2.5M
KIMKIMCO REALTY CORP COM USD.01
$2.4M
SAPSAP SE SPON ADR
$2.4M
BSBRBANCO SANTANDER BRASIL -ADR ADR
$2.4M
ISRGINTUITIVE SURGICAL INC COM USD.001
$2.4M
ECECOPETROL SA SPON ADS NPV
$2.4M
CITCINTAS CORP COM NPV
$2.4M
STTSTATE STREET CORP COM USD1
$2.4M
AONAON PLC CL A ORD
$2.4M
DDDUPONT DE NEMOURS INC COM USD2.5
$2.3M
SNPSSYNOPSYS INC COM USD.01
$2.3M
RDYDR REDDY'S LABORATORIES LTD ADR
$2.3M
BHPBHP GROUP LTD ADR
$2.3M
BWABORGWARNER INC COM USD.01
$2.3M
MTDMETTLER-TOLEDO INTL INC COM USD.01
$2.2M
DEODIAGEO PLC SPON ADR
$2.2M
IHS MARKIT LTD COM USD.01
$2.2M
TMUST-MOBILE US INC COM
$2.2M
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