O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2021 Filing
Filed February 11, 2022
Portfolio Value
$5.6T
Holdings
1,260
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (1,260 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | CECELANESE CORP DEL | 622,369 | $104.6B | 1.86% | |
| 2 | A4SAMERIPRISE FINL INC | 314,773 | $95.0B | 1.69% | |
| 3 | ORCLORACLE CORP | 1,034,009 | $90.2B | 1.60% | |
| 4 | AAPLAPPLE INC | 444,603 | $78.9B | 1.40% | |
| 5 | JCIJOHNSON CTLS INTL PLC | 955,853 | $77.7B | 1.38% | |
| 6 | SYFSYNCHRONY FINANCIAL | 1,507,505 | $69.9B | 1.24% | |
| 7 | MSFTMICROSOFT CORP | 202,074 | $68.0B | 1.21% | |
| 8 | KRKROGER CO | 1,474,871 | $66.8B | 1.19% | |
| 9 | AGGISHARES TR | 578,185 | $66.0B | 1.17% | |
| 10 | BACBK OF AMERICA CORP | 1,431,056 | $63.7B | 1.13% | |
| 11 | LHXL3HARRIS TECHNOLOGIES INC | 296,788 | $63.3B | 1.12% | |
| 12 | MOALTRIA GROUP INC | 1,306,225 | $61.9B | 1.10% | |
| 13 | 7HPHP INC | 1,591,072 | $59.9B | 1.06% | |
| 14 | TRVCCITIGROUP INC | 980,753 | $59.2B | 1.05% | |
| 15 | SPGSIMON PPTY GROUP INC NEW | 368,814 | $58.9B | 1.05% | |
| 16 | INTCINTEL CORP | 1,133,190 | $58.4B | 1.04% | |
| 17 | MCKMCKESSON CORP | 219,664 | $54.6B | 0.97% | |
| 18 | ALSALLSTATE CORP | 449,332 | $52.9B | 0.94% | |
| 19 | LUMNLUMEN TECHNOLOGIES INC | 4,045,292 | $50.8B | 0.90% | |
| 20 | DGXQUEST DIAGNOSTICS INC | 289,372 | $50.1B | 0.89% | |
| 21 | AMCRAMCOR PLC | 4,019,642 | $48.3B | 0.86% | |
| 22 | UNPUNION PAC CORP | 189,947 | $47.9B | 0.85% | |
| 23 | ITGARTNER INC | 141,835 | $47.4B | 0.84% | |
| 24 | DPZDOMINOS PIZZA INC | 83,701 | $47.2B | 0.84% | |
| 25 | AMGNAMGEN INC | 203,650 | $45.8B | 0.81% | |
| 26 | ESSESSEX PPTY TR INC | 126,138 | $44.4B | 0.79% | |
| 27 | WMBWILLIAMS COS INC | 1,615,659 | $42.1B | 0.75% | |
| 28 | SJMSMUCKER J M CO | 306,997 | $41.7B | 0.74% | |
| 29 | JNJJOHNSON & JOHNSON | 240,767 | $41.2B | 0.73% | |
| 30 | PGPROCTER AND GAMBLE CO | 250,344 | $41.0B | 0.73% | |
| 31 | TAT&T INC | 1,634,816 | $40.2B | 0.71% | |
| 32 | UNHUNITEDHEALTH GROUP INC | 77,089 | $38.7B | 0.69% | |
| 33 | BRK/BBERKSHIRE HATHAWAY INC DEL | 126,975 | $38.0B | 0.67% | |
| 34 | KEYKEYCORP | 1,639,099 | $37.9B | 0.67% | |
| 35 | PFEPFIZER INC | 638,337 | $37.7B | 0.67% | |
| 36 | ETNEATON CORP PLC | 215,892 | $37.3B | 0.66% | |
| 37 | RYROYAL BK CDA | 344,074 | $36.5B | 0.65% | |
| 38 | COPCONOCOPHILLIPS | 501,694 | $36.2B | 0.64% | |
| 39 | CHTRCHARTER COMMUNICATIONS INC N | 55,440 | $36.1B | 0.64% | |
| 40 | TDTORONTO DOMINION BK ONT | 464,909 | $35.7B | 0.63% | |
| 41 | 4I1PHILIP MORRIS INTL INC | 355,675 | $33.8B | 0.60% | |
| 42 | EQHEQUITABLE HLDGS INC | 1,006,016 | $33.0B | 0.59% | |
| 43 | CVXCHEVRON CORP NEW | 271,670 | $31.9B | 0.57% | |
| 44 | NLYEURANNALY CAPITAL MANAGEMENT IN | 4,008,415 | $31.3B | 0.56% | |
| 45 | PGRPROGRESSIVE CORP | 304,124 | $31.2B | 0.55% | |
| 46 | CMCSACOMCAST CORP NEW | 619,712 | $31.2B | 0.55% | |
| 47 | KMIKINDER MORGAN INC DEL | 1,937,327 | $30.7B | 0.55% | |
| 48 | CMICUMMINS INC | 140,787 | $30.7B | 0.55% | |
| 49 | OMCOMNICOM GROUP INC | 408,674 | $29.9B | 0.53% | |
| 50 | CBRECBRE GROUP INC | 270,358 | $29.3B | 0.52% | |
| 51 | WYWEYERHAEUSER CO MTN BE | 693,861 | $28.6B | 0.51% | |
| 52 | ELVANTHEM INC | 61,014 | $28.3B | 0.50% | |
| 53 | MOHMOLINA HEALTHCARE INC | 86,943 | $27.7B | 0.49% | |
| 54 | TROWPRICE T ROWE GROUP INC | 137,436 | $27.0B | 0.48% | |
| 55 | STXSEAGATE TECHNOLOGY HLDNGS PL | 238,995 | $27.0B | 0.48% | |
| 56 | ORLYOREILLY AUTOMOTIVE INC | 38,094 | $26.9B | 0.48% | |
| 57 | SHOPSHOPIFY INC | 19,351 | $26.7B | 0.47% | |
| 58 | LOWLOWES COS INC | 102,626 | $26.5B | 0.47% | |
| 59 | IBMINTERNATIONAL BUSINESS MACHS | 196,916 | $26.3B | 0.47% | |
| 60 | RSGREPUBLIC SVCS INC | 184,406 | $25.7B | 0.46% | |
| 61 | COFCAPITAL ONE FINL CORP | 176,270 | $25.6B | 0.45% | |
| 62 | AZOAUTOZONE INC | 12,153 | $25.5B | 0.45% | |
| 63 | AMZNAMAZON COM INC | 7,564 | $25.2B | 0.45% | |
| 64 | LBTYBLIBERTY GLOBAL PLC | 890,514 | $25.0B | 0.44% | |
| 65 | GOOGLALPHABET INC | 8,423 | $24.4B | 0.43% | |
| 66 | IWDISHARES TR | 143,400 | $24.1B | 0.43% | |
| 67 | RFREGIONS FINANCIAL CORP NEW | 1,103,108 | $24.0B | 0.43% | |
| 68 | IGSBISHARES TR | 445,520 | $24.0B | 0.43% | |
| 69 | PHMPULTE GROUP INC | 406,139 | $23.2B | 0.41% | |
| 70 | CICIGNA CORP NEW | 99,496 | $22.8B | 0.41% | |
| 71 | CMCANADIAN IMP BK COMM | 193,908 | $22.6B | 0.40% | |
| 72 | MMM3M CO | 127,181 | $22.6B | 0.40% | |
| 73 | BAMBROOKFIELD ASSET MGMT INC | 371,387 | $22.4B | 0.40% | |
| 74 | SLBSCHLUMBERGER LTD | 745,951 | $22.3B | 0.40% | |
| 75 | LLOEWS CORP | 375,016 | $21.7B | 0.38% | |
| 76 | JPMJPMORGAN CHASE & CO | 134,546 | $21.3B | 0.38% | |
| 77 | MFCMANULIFE FINL CORP | 1,082,655 | $20.6B | 0.37% | |
| 78 | RRYDER SYS INC | 250,360 | $20.6B | 0.37% | |
| 79 | CRCCANADIAN NAT RES LTD | 482,324 | $20.4B | 0.36% | |
| 80 | PRUPRUDENTIAL FINL INC | 187,982 | $20.3B | 0.36% | |
| 81 | ADPAUTOMATIC DATA PROCESSING IN | 81,736 | $20.2B | 0.36% | |
| 82 | BIIBBIOGEN INC | 82,312 | $19.7B | 0.35% | |
| 83 | BMOBANK MONTREAL QUE | 182,211 | $19.6B | 0.35% | |
| 84 | CNRCANADIAN NATL RY CO | 158,530 | $19.5B | 0.35% | |
| 85 | NOCNORTHROP GRUMMAN CORP | 50,047 | $19.4B | 0.34% | |
| 86 | VENVENTAS INC | 365,180 | $18.7B | 0.33% | |
| 87 | GOOGALPHABET INC | 6,406 | $18.5B | 0.33% | |
| 88 | KOCOCA COLA CO | 313,042 | $18.5B | 0.33% | |
| 89 | ACNACCENTURE PLC IRELAND | 44,457 | $18.4B | 0.33% | |
| 90 | GPCGENUINE PARTS CO | 131,338 | $18.4B | 0.33% | |
| 91 | XOMEXXON MOBIL CORP | 296,377 | $18.1B | 0.32% | |
| 92 | LKQ1LKQ CORP | 296,957 | $17.8B | 0.32% | |
| 93 | ENBENBRIDGE INC | 449,513 | $17.6B | 0.31% | |
| 94 | BXPBOSTON PROPERTIES INC | 152,512 | $17.6B | 0.31% | |
| 95 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 143,243 | $17.2B | 0.31% | |
| 96 | TSLATESLA INC | 16,303 | $17.2B | 0.31% | |
| 97 | BMYBRISTOL-MYERS SQUIBB CO | 275,289 | $17.2B | 0.30% | |
| 98 | NVDANVIDIA CORPORATION | 58,293 | $17.1B | 0.30% | |
| 99 | ACGLARCH CAP GROUP LTD | 379,384 | $16.9B | 0.30% | |
| 100 | HDHOME DEPOT INC | 39,949 | $16.6B | 0.29% |
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