O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2020 Filing
Filed February 11, 2021
Portfolio Value
$3.7T
Holdings
2,219
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (2,219 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | A4SAMERIPRISE FINANCIAL INC COM | 459,674 | $89.3B | 2.43% | |
| 2 | WATWATERS CORP COM USD.01 | 352,587 | $87.2B | 2.37% | |
| 3 | SYFSYNCHRONY FINANCIAL COM USD.001 | 2,421,103 | $84.0B | 2.29% | |
| 4 | CECELANESE CORP COM USD.01 | 639,577 | $83.1B | 2.26% | |
| 5 | JCIJOHNSON CONTROLS INTL PLC COM USD16 | 1,744,567 | $81.3B | 2.21% | |
| 6 | MCKMCKESSON CORP COM USD2 | 455,837 | $79.3B | 2.16% | |
| 7 | EBAEBAY INC COM USD.001 | 1,566,390 | $78.7B | 2.14% | |
| 8 | METMETLIFE INC COM | 1,627,470 | $76.4B | 2.08% | |
| 9 | BACBANK OF AMERICA CORP COM USD2.5 | 2,417,812 | $73.3B | 1.99% | |
| 10 | CMICUMMINS INC COM USD2.5 | 314,342 | $71.4B | 1.94% | |
| 11 | MOALTRIA GROUP INC COM USD1 | 1,721,998 | $70.6B | 1.92% | |
| 12 | QCOMQUALCOMM INC COM USD.0001 | 444,299 | $67.7B | 1.84% | |
| 13 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,014,185 | $63.0B | 1.72% | |
| 14 | AAPLAPPLE INC COM NPV | 443,752 | $58.9B | 1.60% | |
| 15 | ORCLORACLE CORP COM USD.01 | 876,023 | $56.7B | 1.54% | |
| 16 | DWDMORGAN STANLEY COM USD1 | 820,590 | $56.2B | 1.53% | |
| 17 | TRVCCITIGROUP INC COM USD.01 | 832,825 | $51.4B | 1.40% | |
| 18 | W3UWESTERN UNION CO COM USD.01 | 2,222,997 | $48.8B | 1.33% | |
| 19 | LBTYBLIBERTY GLOBAL PLC SR C COM USD .01 | 2,012,276 | $47.6B | 1.29% | |
| 20 | TAT&T INC COM USD1 | 1,647,102 | $47.4B | 1.29% | |
| 21 | LLYLILLY (ELI) & CO COM USD.625 | 219,601 | $37.1B | 1.01% | |
| 22 | BIIBBIOGEN INC COM NPV | 150,044 | $36.7B | 1.00% | |
| 23 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 397,745 | $36.5B | 0.99% | |
| 24 | RFREGIONS FINANCIAL CORP COM USD.625 | 2,183,119 | $35.2B | 0.96% | |
| 25 | DYHTARGET CORP COM USD1 | 199,278 | $35.2B | 0.96% | |
| 26 | JPMJPMORGAN CHASE & CO COM USD12 | 275,448 | $35.0B | 0.95% | |
| 27 | HWMHOWMET AEROSPACE INC COM USD1 | 1,166,033 | $33.3B | 0.91% | |
| 28 | JNJJOHNSON & JOHNSON COM USD1 | 206,598 | $32.5B | 0.88% | |
| 29 | HSTHOST HOTELS & RESORTS INC COM USD1 | 2,176,972 | $31.8B | 0.87% | |
| 30 | CATCATERPILLAR INC COM USD1 | 173,411 | $31.6B | 0.86% | |
| 31 | ALLYALLY FINANCIAL INC COM USD.01 | 870,952 | $31.1B | 0.84% | |
| 32 | MASMASCO CORP COM USD1 | 558,298 | $30.7B | 0.83% | |
| 33 | NLYEURANNALY CAPITAL MANAGEMENT COM USD.01 | 3,618,417 | $30.6B | 0.83% | |
| 34 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 44,004 | $29.1B | 0.79% | |
| 35 | ESSESSEX PROPERTY TRUST COM USD.0001 | 122,535 | $29.1B | 0.79% | |
| 36 | STTSTATE STREET CORP COM USD1 | 373,548 | $27.2B | 0.74% | |
| 37 | MSFTMICROSOFT CORP COM USD.00000625 | 117,585 | $26.2B | 0.71% | |
| 38 | PGPROCTER & GAMBLE CO COM NPV | 181,915 | $25.3B | 0.69% | |
| 39 | CMCSACOMCAST CORP CL A COM USD1 | 479,038 | $25.1B | 0.68% | |
| 40 | PFEPFIZER INC COM USD.1 | 681,763 | $25.1B | 0.68% | |
| 41 | PNCPNC FINANCIAL SVCS GROUP INC COM USD5 | 168,033 | $25.0B | 0.68% | |
| 42 | FITBFIFTH THIRD BANCORP COM USD6.67 | 894,950 | $24.7B | 0.67% | |
| 43 | AGGISHARES CORE U.S. AGGREGATE | 208,559 | $24.6B | 0.67% | |
| 44 | MMM3M CO COM NPV | 137,883 | $24.1B | 0.66% | |
| 45 | EQHEQUITABLE HOLDINGS INC COM | 935,026 | $23.9B | 0.65% | |
| 46 | NTAPNETAPP INC COM NPV | 351,786 | $23.3B | 0.63% | |
| 47 | BACVERIZON COMMUNICATIONS INC COM USD1 | 382,171 | $22.4B | 0.61% | |
| 48 | AMCRAMCOR PLC ORD | 1,839,480 | $21.7B | 0.59% | |
| 49 | SBUXSTARBUCKS CORP COM NPV | 199,554 | $21.3B | 0.58% | |
| 50 | CTLEURCENTURYLINK INC COM USD1 | 2,108,313 | $20.6B | 0.56% | |
| 51 | CSXCSX CORP COM USD1 | 218,034 | $19.8B | 0.54% | |
| 52 | AMZNAMAZON.COM INC COM USD.01 | 5,813 | $18.9B | 0.52% | |
| 53 | TXNTEXAS INSTRUMENTS INC COM USD1 | 114,657 | $18.8B | 0.51% | |
| 54 | BKNGBOOKING HOLDINGS INC COM USD.008 | 8,051 | $17.9B | 0.49% | |
| 55 | BXPBOSTON PROPERTIES INC COM USD.01 | 188,139 | $17.8B | 0.48% | |
| 56 | WHRWHIRLPOOL CORP COM USD1 | 92,614 | $16.7B | 0.45% | |
| 57 | BBYBEST BUY CO INC COM USD.1 | 167,352 | $16.7B | 0.45% | |
| 58 | RRYDER SYSTEM INC COM USD.5 | 267,188 | $16.5B | 0.45% | |
| 59 | PVHPVH CORP COM USD1 | 174,806 | $16.4B | 0.45% | |
| 60 | DVADAVITA INC CL A COM NPV VTG | 138,398 | $16.2B | 0.44% | |
| 61 | IPINTL PAPER CO COM USD1 | 308,943 | $15.4B | 0.42% | |
| 62 | ALSALLSTATE CORP COM USD.01 | 130,413 | $14.3B | 0.39% | |
| 63 | DOWDOW INC COM USD 0.01 | 252,345 | $14.0B | 0.38% | |
| 64 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 348,045 | $13.9B | 0.38% | |
| 65 | CLCOLGATE-PALMOLIVE CO COM USD1 | 153,939 | $13.2B | 0.36% | |
| 66 | OZKBANK OZK COM USD.01 | 417,522 | $13.1B | 0.36% | |
| 67 | TERTERADYNE INC COM USD.125 | 108,727 | $13.0B | 0.35% | |
| 68 | LRCXEURLAM RESEARCH CORP COM NPV | 27,490 | $13.0B | 0.35% | |
| 69 | ETNEATON CORP PLC COM USD.5 | 106,779 | $12.8B | 0.35% | |
| 70 | INTCINTEL CORP COM NPV | 253,625 | $12.6B | 0.34% | |
| 71 | WMTWALMART INC COM USD.1 | 84,685 | $12.2B | 0.33% | |
| 72 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 154,146 | $12.0B | 0.33% | |
| 73 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 94,020 | $11.8B | 0.32% | |
| 74 | MGAMAGNA INTERNATIONAL INC COM NPV | 160,324 | $11.4B | 0.31% | |
| 75 | XOMEXXON MOBIL CORP COM NPV | 252,308 | $10.4B | 0.28% | |
| 76 | CVXCHEVRON CORP COM USD3 | 118,019 | $10.0B | 0.27% | |
| 77 | URIUNITED RENTALS INC COM USD.01 | 41,015 | $9.5B | 0.26% | |
| 78 | IGSBISHARES SHORT-TERM CORPORATE | 167,696 | $9.3B | 0.25% | |
| 79 | ABTABBOTT LABORATORIES COM NPV | 83,185 | $9.1B | 0.25% | |
| 80 | CSCOCISCO SYSTEMS INC COM NPV | 201,716 | $9.0B | 0.25% | |
| 81 | AMGAFFILIATED MANAGERS GRP INC COM USD.01 | 87,828 | $8.9B | 0.24% | |
| 82 | DHRDANAHER CORP COM USD.01 | 39,972 | $8.9B | 0.24% | |
| 83 | DALDELTA AIR LINES INC COM USD.0001 | 219,824 | $8.8B | 0.24% | |
| 84 | METAFACEBOOK INC CL A COM USD.000006 | 32,033 | $8.8B | 0.24% | |
| 85 | KRKROGER CO COM USD1 | 273,532 | $8.7B | 0.24% | |
| 86 | MOHMOLINA HEALTHCARE INC COM USD.001 | 40,703 | $8.7B | 0.24% | |
| 87 | TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | 79,107 | $8.6B | 0.23% | |
| 88 | GOOGLALPHABET INC CL A COM USD.001 | 4,826 | $8.5B | 0.23% | |
| 89 | SPYSPDR S&P 500 ETF TRUST | 22,099 | $8.3B | 0.22% | |
| 90 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 62,070 | $8.1B | 0.22% | |
| 91 | VNOVORNADO REALTY TRUST SH BEN INT USD.04 | 213,897 | $8.0B | 0.22% | |
| 92 | TSLATESLA INC COM USD.001 | 11,022 | $7.8B | 0.21% | |
| 93 | BKBANK OF NEW YORK MELLON CORP COM USD7.5 | 182,888 | $7.8B | 0.21% | |
| 94 | HCAHCA HEALTHCARE INC COM USD0.01 | 44,914 | $7.4B | 0.20% | |
| 95 | NEENEXTERA ENERGY INC COM NPV | 94,962 | $7.3B | 0.20% | |
| 96 | LENLENNAR CORP CL A COM USD.1 | 96,074 | $7.3B | 0.20% | |
| 97 | COPCONOCOPHILLIPS COM USD1.25 | 179,812 | $7.2B | 0.20% | |
| 98 | DUKDUKE ENERGY CORP COM NPV | 78,515 | $7.2B | 0.20% | |
| 99 | ADBEADOBE INC COM NPV | 13,792 | $6.9B | 0.19% | |
| 100 | KBIAKB FINANCIAL GROUP SPON ADR | 172,766 | $6.8B | 0.19% |
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