O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2020 Filing
Filed August 13, 2020
Portfolio Value
$3.2T
Holdings
1,880
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (1,880 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | MTZMASTEC INC COM USD.1 | 93,376 | $4.2B | 0.13% | |
| 102 | ALSALLSTATE CORP COM USD.01 | 43,117 | $4.2B | 0.13% | |
| 103 | LUVSOUTHWEST AIRLINES COM USD1 | 121,318 | $4.1B | 0.13% | |
| 104 | KRKROGER CO COM USD1 | 116,104 | $3.9B | 0.12% | |
| 105 | TXTTEXTRON INC COM USD.125 | 118,642 | $3.9B | 0.12% | |
| 106 | METAFACEBOOK INC CL A COM USD.000006 | 17,031 | $3.9B | 0.12% | |
| 107 | SONYSONY CORP ADR | 55,839 | $3.9B | 0.12% | |
| 108 | NMI1EURKIRKLAND LAKE GOLD LTD COM | 89,019 | $3.7B | 0.11% | |
| 109 | JNJJOHNSON & JOHNSON COM USD1 | 24,868 | $3.5B | 0.11% | |
| 110 | ADBEADOBE INC COM NPV | 7,998 | $3.5B | 0.11% | |
| 111 | FBINFORTUNE BRANDS HOME & SECUR COM USD.01 | 54,112 | $3.5B | 0.11% | |
| 112 | RIORIO TINTO GROUP SPON ADR | 60,496 | $3.4B | 0.11% | |
| 113 | VLOVALERO ENERGY CORP COM USD1 | 57,676 | $3.4B | 0.11% | |
| 114 | STESTERIS PLC COM NPV | 21,916 | $3.4B | 0.10% | |
| 115 | TMUST-MOBILE US INC COM | 32,213 | $3.4B | 0.10% | |
| 116 | TRVTRAVELERS COS INC COM | 29,005 | $3.3B | 0.10% | |
| 117 | GOOGLALPHABET INC CL A COM USD.001 | 2,249 | $3.2B | 0.10% | |
| 118 | SPGSIMON PROPERTY GROUP INC COM USD.0001 | 46,377 | $3.2B | 0.10% | |
| 119 | KBIAKB FINANCIAL GROUP SPON ADR | 113,701 | $3.2B | 0.10% | |
| 120 | TSMTAIWAN SEMICONDUCTOR MFG CO SPON ADR | 55,074 | $3.1B | 0.10% | |
| 121 | INTCINTEL CORP COM NPV | 51,974 | $3.1B | 0.10% | |
| 122 | SPYSPDR S&P 500 ETF TRUST | 10,033 | $3.1B | 0.10% | |
| 123 | MAMASTERCARD INC CL A COM USD.0001 | 10,446 | $3.1B | 0.10% | |
| 124 | GOOGALPHABET INC CL C COM USD.001 | 2,160 | $3.1B | 0.09% | |
| 125 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 51,855 | $3.0B | 0.09% | |
| 126 | CSLCARLISLE COS INC COM NPV | 25,291 | $3.0B | 0.09% | |
| 127 | VIGVANGUARD DIVIDEND APPREC ETF | 25,763 | $3.0B | 0.09% | |
| 128 | BNSBANK OF NOVA SCOTIA COM NPV | 71,868 | $3.0B | 0.09% | |
| 129 | EAELECTRONIC ARTS INC COM USD.01 | 22,233 | $2.9B | 0.09% | |
| 130 | SHVISHARES SHORT TREASURY BOND | 26,442 | $2.9B | 0.09% | |
| 131 | NVDANVIDIA CORP COM USD.001 | 7,677 | $2.9B | 0.09% | |
| 132 | CEOCNOOC LTD SPONSORED ADR | 25,753 | $2.9B | 0.09% | |
| 133 | EMNEASTMAN CHEMICAL CO COM USD.01 | 41,653 | $2.9B | 0.09% | |
| 134 | GMS1EURGMS INC COM USD.01 | 117,773 | $2.9B | 0.09% | |
| 135 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 14,355 | $2.8B | 0.09% | |
| 136 | PBVPRESTIGE CONSUMER HEALTHCARE COM USD.01 | 75,292 | $2.8B | 0.09% | |
| 137 | SYNASYNAPTICS INC COM NPV | 47,018 | $2.8B | 0.09% | |
| 138 | HDHOME DEPOT INC COM USD.05 | 10,982 | $2.8B | 0.09% | |
| 139 | —COLLECTORS UNIVERSE INC COM USD.001 | 80,057 | $2.7B | 0.09% | |
| 140 | CVXCHEVRON CORP COM USD3 | 30,076 | $2.7B | 0.08% | |
| 141 | PKXPOSCO SPON ADR | 71,403 | $2.6B | 0.08% | |
| 142 | QDELUSDQUIDEL CORP COM NPV | 11,636 | $2.6B | 0.08% | |
| 143 | URIUNITED RENTALS INC COM USD.01 | 17,470 | $2.6B | 0.08% | |
| 144 | CHLUSDCHINA MOBILE LTD SPON ADR | 76,023 | $2.6B | 0.08% | |
| 145 | DECKDECKERS OUTDOOR CORP COM USD.01 | 12,945 | $2.5B | 0.08% | |
| 146 | NVSNNOVARTIS AG SPON ADR | 28,889 | $2.5B | 0.08% | |
| 147 | ABBVABBVIE INC COM USD.01 | 25,219 | $2.5B | 0.08% | |
| 148 | PGPROCTER & GAMBLE CO COM NPV | 20,706 | $2.5B | 0.08% | |
| 149 | IEIISHARES 3-7 YEAR TREASURY BO | 18,315 | $2.4B | 0.08% | |
| 150 | CCOCAMECO CORP COM NPV | 237,468 | $2.4B | 0.08% | |
| 151 | FITBFIFTH THIRD BANCORP COM USD6.67 | 125,863 | $2.4B | 0.08% | |
| 152 | TTENTOTAL SA SPON ADR | 61,901 | $2.4B | 0.07% | |
| 153 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 8,072 | $2.4B | 0.07% | |
| 154 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 61,443 | $2.4B | 0.07% | |
| 155 | HPEHEWLETT PACKARD ENTERPRISE COM USD.01 | 237,699 | $2.3B | 0.07% | |
| 156 | FNVFRANCO-NEVADA CORP COM NPV | 16,563 | $2.3B | 0.07% | |
| 157 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 23,995 | $2.3B | 0.07% | |
| 158 | XRXXEROX HOLDINGS CORP COM USD1 | 149,394 | $2.3B | 0.07% | |
| 159 | IMKTAINGLES MARKETS INC -CL A CL A COM USD.05 | 52,203 | $2.3B | 0.07% | |
| 160 | PHMPULTEGROUP INC COM USD.01 | 66,003 | $2.2B | 0.07% | |
| 161 | BABAALIBABA GROUP HLDG ADR | 10,341 | $2.2B | 0.07% | |
| 162 | WHRWHIRLPOOL CORP COM USD1 | 17,218 | $2.2B | 0.07% | |
| 163 | SHYISHARES 1-3 YEAR TREASURY BO | 24,814 | $2.1B | 0.07% | |
| 164 | IMOSCHIPMOS TECHNOLOGIES INC ADR | 94,690 | $2.1B | 0.07% | |
| 165 | RSRELIANCE STEEL & ALUMINUM CO COM NPV | 22,319 | $2.1B | 0.07% | |
| 166 | EQIXEQUINIX INC COM USD.001 | 2,979 | $2.1B | 0.06% | |
| 167 | HSYHERSHEY CO COM USD1. | 16,047 | $2.1B | 0.06% | |
| 168 | SRJSPARTANNASH CO COM NPV | 96,952 | $2.1B | 0.06% | |
| 169 | —IHS MARKIT LTD COM USD.01 | 27,212 | $2.1B | 0.06% | |
| 170 | NMRKNEWMARK GROUP INC Cl A | 421,884 | $2.1B | 0.06% | |
| 171 | AWMSKYWORKS SOLUTIONS INC COM USD.25 | 15,700 | $2.0B | 0.06% | |
| 172 | NEMNEWMONT CORP COM USD1.6 | 31,893 | $2.0B | 0.06% | |
| 173 | OMCOMNICOM GROUP COM USD.5 | 35,665 | $1.9B | 0.06% | |
| 174 | CAECAE INC COM NPV | 119,632 | $1.9B | 0.06% | |
| 175 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 5,316 | $1.9B | 0.06% | |
| 176 | OPITQOFFICE PROPERTIES INCOME TR COM USD.01 SBI | 71,425 | $1.9B | 0.06% | |
| 177 | BCEBCE INC COM NPV | 44,424 | $1.8B | 0.06% | |
| 178 | RMERESMED INC COM USD.004 | 9,593 | $1.8B | 0.06% | |
| 179 | ABTABBOTT LABORATORIES COM NPV | 19,917 | $1.8B | 0.06% | |
| 180 | MDTMEDTRONIC PLC COM USD.1 | 19,625 | $1.8B | 0.06% | |
| 181 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 34,135 | $1.8B | 0.06% | |
| 182 | XOMEXXON MOBIL CORP COM NPV | 39,714 | $1.8B | 0.06% | |
| 183 | LQDISHARES IBOXX INVESTMENT GRA | 13,142 | $1.8B | 0.05% | |
| 184 | —ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS | 576,668 | $1.8B | 0.05% | |
| 185 | JBLJABIL INC COM USD.001 | 54,784 | $1.8B | 0.05% | |
| 186 | MUMICRON TECHNOLOGY INC COM USD.1 | 33,142 | $1.7B | 0.05% | |
| 187 | BLDTOPBUILD CORP COM USD1 | 14,741 | $1.7B | 0.05% | |
| 188 | EBFENNIS INC COM USD2.5 | 92,371 | $1.7B | 0.05% | |
| 189 | AZOAUTOZONE INC COM NPV | 1,469 | $1.7B | 0.05% | |
| 190 | RJFRAYMOND JAMES FINANCIAL CORP COM USD.01 | 23,894 | $1.6B | 0.05% | |
| 191 | DARDARLING INGREDIENTS INC COM USD.01 | 66,715 | $1.6B | 0.05% | |
| 192 | HUBGHUB GROUP INC -CL A CL A COM USD.01 | 34,269 | $1.6B | 0.05% | |
| 193 | NFLXNETFLIX INC COM USD.001 | 3,602 | $1.6B | 0.05% | |
| 194 | UPBDRENT-A-CENTER INC COM USD.01 | 58,785 | $1.6B | 0.05% | |
| 195 | BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033 | 9,117 | $1.6B | 0.05% | |
| 196 | AZNASTRAZENECA PLC SPON ADR | 30,735 | $1.6B | 0.05% | |
| 197 | SNPSSYNOPSYS INC COM USD.01 | 8,257 | $1.6B | 0.05% | |
| 198 | TSLATESLA INC COM USD.001 | 1,472 | $1.6B | 0.05% | |
| 199 | BMOBANK OF MONTREAL COM NPV | 29,680 | $1.6B | 0.05% | |
| 200 | CVECENOVUS ENERGY INC COM NPV | 332,963 | $1.6B | 0.05% |