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)

StockValue
A4SAMERIPRISE FINANCIAL INC COM
$89.3B
WATWATERS CORP COM USD.01
$87.2B
SYFSYNCHRONY FINANCIAL COM USD.001
$84.0B
CECELANESE CORP COM USD.01
$83.1B
JCIJOHNSON CONTROLS INTL PLC COM USD16
$81.3B
MCKMCKESSON CORP COM USD2
$79.3B
EBAEBAY INC COM USD.001
$78.7B
METMETLIFE INC COM
$76.4B
BACBANK OF AMERICA CORP COM USD2.5
$73.3B
CMICUMMINS INC COM USD2.5
$71.4B
MOALTRIA GROUP INC COM USD1
$70.6B
QCOMQUALCOMM INC COM USD.0001
$67.7B
STXSEAGATE TECHNOLOGY PLC COM USD.00001
$63.0B
AAPLAPPLE INC COM NPV
$58.9B
ORCLORACLE CORP COM USD.01
$56.7B
DWDMORGAN STANLEY COM USD1
$56.2B
TRVCCITIGROUP INC COM USD.01
$51.4B
W3UWESTERN UNION CO COM USD.01
$48.8B
LBTYBLIBERTY GLOBAL PLC SR C COM USD .01
$47.6B
TAT&T INC COM USD1
$47.4B
LLYLILLY (ELI) & CO COM USD.625
$37.1B
BIIBBIOGEN INC COM NPV
$36.7B
LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
$36.5B
RFREGIONS FINANCIAL CORP COM USD.625
$35.2B
DYHTARGET CORP COM USD1
$35.2B
JPMJPMORGAN CHASE & CO COM USD12
$35.0B
HWMHOWMET AEROSPACE INC COM USD1
$33.3B
JNJJOHNSON & JOHNSON COM USD1
$32.5B
HSTHOST HOTELS & RESORTS INC COM USD1
$31.8B
CATCATERPILLAR INC COM USD1
$31.6B
ALLYALLY FINANCIAL INC COM USD.01
$31.1B
MASMASCO CORP COM USD1
$30.7B
NLYEURANNALY CAPITAL MANAGEMENT COM USD.01
$30.6B
CHTRCHARTER COMMUNICATIONS INC CL A NEW
$29.1B
ESSESSEX PROPERTY TRUST COM USD.0001
$29.1B
STTSTATE STREET CORP COM USD1
$27.2B
MSFTMICROSOFT CORP COM USD.00000625
$26.2B
PGPROCTER & GAMBLE CO COM NPV
$25.3B
CMCSACOMCAST CORP CL A COM USD1
$25.1B
PFEPFIZER INC COM USD.1
$25.1B
PNCPNC FINANCIAL SVCS GROUP INC COM USD5
$25.0B
FITBFIFTH THIRD BANCORP COM USD6.67
$24.7B
AGGISHARES CORE U.S. AGGREGATE
$24.6B
MMM3M CO COM NPV
$24.1B
EQHEQUITABLE HOLDINGS INC COM
$23.9B
NTAPNETAPP INC COM NPV
$23.3B
BACVERIZON COMMUNICATIONS INC COM USD1
$22.4B
AMCRAMCOR PLC ORD
$21.7B
SBUXSTARBUCKS CORP COM NPV
$21.3B
CTLEURCENTURYLINK INC COM USD1
$20.6B
CSXCSX CORP COM USD1
$19.8B
AMZNAMAZON.COM INC COM USD.01
$18.9B
TXNTEXAS INSTRUMENTS INC COM USD1
$18.8B
BKNGBOOKING HOLDINGS INC COM USD.008
$17.9B
BXPBOSTON PROPERTIES INC COM USD.01
$17.8B
WHRWHIRLPOOL CORP COM USD1
$16.7B
BBYBEST BUY CO INC COM USD.1
$16.7B
RRYDER SYSTEM INC COM USD.5
$16.5B
PVHPVH CORP COM USD1
$16.4B
DVADAVITA INC CL A COM NPV VTG
$16.2B
IPINTL PAPER CO COM USD1
$15.4B
ALSALLSTATE CORP COM USD.01
$14.3B
DOWDOW INC COM USD 0.01
$14.0B
WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25
$13.9B
CLCOLGATE-PALMOLIVE CO COM USD1
$13.2B
OZKBANK OZK COM USD.01
$13.1B
TERTERADYNE INC COM USD.125
$13.0B
LRCXEURLAM RESEARCH CORP COM NPV
$13.0B
ETNEATON CORP PLC COM USD.5
$12.8B
INTCINTEL CORP COM NPV
$12.6B
WMTWALMART INC COM USD.1
$12.2B
PRUPRUDENTIAL FINANCIAL INC COM USD.01
$12.0B
IBMINTL BUSINESS MACHINES CORP COM USD.2
$11.8B
MGAMAGNA INTERNATIONAL INC COM NPV
$11.4B
XOMEXXON MOBIL CORP COM NPV
$10.4B
CVXCHEVRON CORP COM USD3
$10.0B
URIUNITED RENTALS INC COM USD.01
$9.5B
IGSBISHARES SHORT-TERM CORPORATE
$9.3B
ABTABBOTT LABORATORIES COM NPV
$9.1B
CSCOCISCO SYSTEMS INC COM NPV
$9.0B
AMGAFFILIATED MANAGERS GRP INC COM USD.01
$8.9B
DHRDANAHER CORP COM USD.01
$8.9B
DALDELTA AIR LINES INC COM USD.0001
$8.8B
METAFACEBOOK INC CL A COM USD.000006
$8.8B
KRKROGER CO COM USD1
$8.7B
MOHMOLINA HEALTHCARE INC COM USD.001
$8.7B
TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR
$8.6B
GOOGLALPHABET INC CL A COM USD.001
$8.5B
SPYSPDR S&P 500 ETF TRUST
$8.3B
CTXSEURCITRIX SYSTEMS INC COM USD.001
$8.1B
VNOVORNADO REALTY TRUST SH BEN INT USD.04
$8.0B
TSLATESLA INC COM USD.001
$7.8B
BKBANK OF NEW YORK MELLON CORP COM USD7.5
$7.8B
HCAHCA HEALTHCARE INC COM USD0.01
$7.4B
NEENEXTERA ENERGY INC COM NPV
$7.3B
LENLENNAR CORP CL A COM USD.1
$7.3B
COPCONOCOPHILLIPS COM USD1.25
$7.2B
DUKDUKE ENERGY CORP COM NPV
$7.2B
ADBEADOBE INC COM NPV
$6.9B
KBIAKB FINANCIAL GROUP SPON ADR
$6.8B
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