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 |
|---|---|---|---|---|---|
| 201 | MAAMID-AMERICA APT CMNTYS INC COM USD.01 | 13,499 | $1.5B | 0.05% | |
| 202 | COPCONOCOPHILLIPS COM USD1.25 | 36,284 | $1.5B | 0.05% | |
| 203 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 18,177 | $1.5B | 0.05% | |
| 204 | PRUPRUDENTIAL FINANCIAL INC COM USD.01 | 23,880 | $1.5B | 0.05% | |
| 205 | VTVVANGUARD VALUE ETF | 14,444 | $1.4B | 0.04% | |
| 206 | SLPSIMULATIONS PLUS INC COM USD.001 | 23,564 | $1.4B | 0.04% | |
| 207 | ACNACCENTURE PLC CLA USD.0000225 | 6,560 | $1.4B | 0.04% | |
| 208 | IWBISHARES RUSSELL 1000 ETF | 8,109 | $1.4B | 0.04% | |
| 209 | COSTCOSTCO WHOLESALE CORP COM USD.1 | 4,559 | $1.4B | 0.04% | |
| 210 | HUMHUMANA INC COM NPV | 3,545 | $1.4B | 0.04% | |
| 211 | DISDISNEY (WALT) CO COM NPV | 12,056 | $1.3B | 0.04% | |
| 212 | PKGPACKAGING CORP OF AMERICA COM USD.01 | 13,386 | $1.3B | 0.04% | |
| 213 | SYYSYSCO CORP COM USD1 | 24,404 | $1.3B | 0.04% | |
| 214 | SBACSBA COMMUNICATIONS CORP COM USD.01 | 4,476 | $1.3B | 0.04% | |
| 215 | BACVERIZON COMMUNICATIONS INC COM USD1 | 24,138 | $1.3B | 0.04% | |
| 216 | ASMLASML HOLDING NV ADR NY SHS | 3,613 | $1.3B | 0.04% | |
| 217 | WNSNWNS (HOLDINGS) LTD -ADR ADR USD.15 | 24,027 | $1.3B | 0.04% | |
| 218 | AMTAMERICAN TOWER CORP COM USD0.01 | 5,101 | $1.3B | 0.04% | |
| 219 | RDYDR REDDY'S LABORATORIES LTD ADR | 24,828 | $1.3B | 0.04% | |
| 220 | —CHINA TELECOM CORP LTD SPON ADR H SHS | 46,679 | $1.3B | 0.04% | |
| 221 | HNIHNI CORP COM USD1 | 42,860 | $1.3B | 0.04% | |
| 222 | ODFLOLD DOMINION FREIGHT COM USD.1 | 7,636 | $1.3B | 0.04% | |
| 223 | BWABORGWARNER INC COM USD.01 | 36,596 | $1.3B | 0.04% | |
| 224 | PYPLPAYPAL HOLDINGS INC COM USD.0001 | 7,253 | $1.3B | 0.04% | |
| 225 | TTEKTETRA TECH INC COM USD.01 | 15,914 | $1.3B | 0.04% | |
| 226 | HCIHCI GROUP INC COM NPV | 26,474 | $1.2B | 0.04% | |
| 227 | BUWABIO-RAD LABORATORIES INC CL A COM USD1 | 2,689 | $1.2B | 0.04% | |
| 228 | AMKRAMKOR TECHNOLOGY INC COM USD.001 | 98,473 | $1.2B | 0.04% | |
| 229 | DOVDOVER CORP COM USD1 | 12,542 | $1.2B | 0.04% | |
| 230 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 21,080 | $1.2B | 0.04% | |
| 231 | CENTACENTRAL GARDEN & PET CO CL A COM USD.01 | 35,719 | $1.2B | 0.04% | |
| 232 | BLDRBUILDERS FIRSTSOURCE COM USD.01 | 57,905 | $1.2B | 0.04% | |
| 233 | CNSCOHEN & STEERS INC COM USD.01 | 17,456 | $1.2B | 0.04% | |
| 234 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 8,397 | $1.2B | 0.04% | |
| 235 | SNYSANOFI SPONSORED ADR | 23,153 | $1.2B | 0.04% | |
| 236 | SMFGSUMITOMO MITSUI FINANCIAL GR ADR | 207,036 | $1.2B | 0.04% | |
| 237 | 4I1PHILIP MORRIS INTERNATIONAL COM NPV | 16,540 | $1.2B | 0.04% | |
| 238 | SJMSMUCKER (JM) CO COM NPV | 10,938 | $1.2B | 0.04% | |
| 239 | BHEBENCHMARK ELECTRONICS INC COM USD.01 | 53,463 | $1.2B | 0.04% | |
| 240 | ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 6,057 | $1.1B | 0.04% | |
| 241 | 51AAMERICAN PUBLIC EDUCATION COM USD.01 | 38,168 | $1.1B | 0.04% | |
| 242 | MCDMCDONALD'S CORP COM NPV | 6,101 | $1.1B | 0.03% | |
| 243 | IEFISHARES 7-10 YEAR TREASURY B | 9,154 | $1.1B | 0.03% | |
| 244 | RVPRETRACTABLE TECHNOLOGIES INC COM NPV | 158,870 | $1.1B | 0.03% | |
| 245 | HZNPHORIZON THERAPEUTICS PUB LTD ORD USD.01 | 20,068 | $1.1B | 0.03% | |
| 246 | HLIHOULIHAN LOKEY INC CL A COM USD.001 | 19,856 | $1.1B | 0.03% | |
| 247 | PETSPETMED EXPRESS INC COM USD.001 | 30,958 | $1.1B | 0.03% | |
| 248 | UNPUNION PACIFIC CORP COM USD2.5 | 6,434 | $1.1B | 0.03% | |
| 249 | PHGKONINKLIJKE PHILIPS NV NY SHS ADR | 23,201 | $1.1B | 0.03% | |
| 250 | NMRNOMURA HOLDINGS INC SPONSORED ADR | 244,288 | $1.1B | 0.03% | |
| 251 | CRMSALESFORCE.COM INC COM USD.001 | 5,790 | $1.1B | 0.03% | |
| 252 | CMCCOMMERCIAL METALS COM USD5 | 52,952 | $1.1B | 0.03% | |
| 253 | ATVIEURACTIVISION BLIZZARD INC COM | 14,232 | $1.1B | 0.03% | |
| 254 | IXORIX CORP SPONSORED ADR | 17,479 | $1.1B | 0.03% | |
| 255 | KOCOCA-COLA CO COM USD.5 | 24,108 | $1.1B | 0.03% | |
| 256 | CRUSCIRRUS LOGIC INC COM NPV | 17,406 | $1.1B | 0.03% | |
| 257 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 25,593 | $1.1B | 0.03% | |
| 258 | OSBCADNORBORD INC COM NPV | 47,114 | $1.1B | 0.03% | |
| 259 | IPGINTERPUBLIC GROUP OF COS COM USD.1 | 62,416 | $1.1B | 0.03% | |
| 260 | ECECOPETROL SA SPON ADS NPV | 96,128 | $1.1B | 0.03% | |
| 261 | SPXCSPX CORP COM USD1 | 25,719 | $1.1B | 0.03% | |
| 262 | NKENIKE INC -CL B CL B COM NPV | 10,762 | $1.1B | 0.03% | |
| 263 | LSCCLATTICE SEMICONDUCTOR CORP COM USD.01 | 36,761 | $1.0B | 0.03% | |
| 264 | GISGENERAL MILLS INC COM USD.75 | 16,941 | $1.0B | 0.03% | |
| 265 | UMCUNITED MICROELECTRONICS CORP SPON ADR | 393,011 | $1.0B | 0.03% | |
| 266 | CMCOCOLUMBUS MCKINNON CORP COM USD.01 | 30,868 | $1.0B | 0.03% | |
| 267 | WPPWPP PLC ADR | 26,354 | $1.0B | 0.03% | |
| 268 | WMTWALMART INC COM USD.1 | 8,594 | $1.0B | 0.03% | |
| 269 | AYS1SANDSTORM GOLD LTD COM NPV | 107,245 | $1.0B | 0.03% | |
| 270 | NUENUCOR CORP COM USD.4 | 24,347 | $1.0B | 0.03% | |
| 271 | —VEDANTA LTD SPON ADR | 179,747 | $1.0B | 0.03% | |
| 272 | ATKRATKORE INTL GROUP INC COM USD.01 | 36,688 | $1.0B | 0.03% | |
| 273 | TMTOYOTA MOTOR CORP ADR | 7,985 | $1.0B | 0.03% | |
| 274 | PEPPEPSICO INC COM USD.0166 | 7,580 | $1.0B | 0.03% | |
| 275 | MRKMERCK & CO COM NPV | 12,949 | $1.0B | 0.03% | |
| 276 | BHPBHP GROUP LTD ADR | 19,741 | $982.0M | 0.03% | |
| 277 | CITCINTAS CORP COM NPV | 3,685 | $982.0M | 0.03% | |
| 278 | AVGOBROADCOM INC ORD NPV | 3,109 | $981.0M | 0.03% | |
| 279 | SNNSMITH & NEPHEW PLC SPON ADR | 25,357 | $967.0M | 0.03% | |
| 280 | TXNTEXAS INSTRUMENTS INC COM USD1 | 7,542 | $958.0M | 0.03% | |
| 281 | USNAUSANA HEALTH SCIENCES INC COM NPV | 13,010 | $956.0M | 0.03% | |
| 282 | LOWLOWE'S COS INC COM USD.5 | 7,060 | $954.0M | 0.03% | |
| 283 | SAPSAP SE SPON ADR | 6,807 | $953.0M | 0.03% | |
| 284 | NEENEXTERA ENERGY INC COM NPV | 3,894 | $935.0M | 0.03% | |
| 285 | UNUSDTHE UNILEVER GROUP NY SHS USD20 ADR | 17,333 | $923.0M | 0.03% | |
| 286 | CFGCITIZENS FINANCIAL GROUP INC COM USD.01 | 36,526 | $922.0M | 0.03% | |
| 287 | APPFAPPFOLIO INC CL A COM USD.0001 | 5,656 | $921.0M | 0.03% | |
| 288 | FELEFRANKLIN ELECTRIC CO INC COM USD.1 | 17,450 | $918.0M | 0.03% | |
| 289 | FISFIDELITY NATIONAL INFO SVCS COM | 6,794 | $911.0M | 0.03% | |
| 290 | MTHMERITAGE HOMES CORP COM NPV | 11,878 | $904.0M | 0.03% | |
| 291 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 14,375 | $900.0M | 0.03% | |
| 292 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 4,884 | $899.0M | 0.03% | |
| 293 | INGING GROEP NV SPON ADR | 129,647 | $895.0M | 0.03% | |
| 294 | FSSFEDERAL SIGNAL CORP COM USD1 | 29,413 | $876.0M | 0.03% | |
| 295 | SUXSYNNEX CORP COM USD.001 | 7,286 | $873.0M | 0.03% | |
| 296 | CYDCHINA YUCHAI INTERNATIONAL COM USD.1 | 60,512 | $870.0M | 0.03% | |
| 297 | SSRMSSR MINING INC COM NPV | 40,632 | $864.0M | 0.03% | |
| 298 | CMCSACOMCAST CORP CL A COM USD1 | 22,138 | $863.0M | 0.03% | |
| 299 | ETNEATON CORP PLC COM USD.5 | 9,819 | $859.0M | 0.03% | |
| 300 | WITWIPRO LTD SPON ADR | 259,606 | $859.0M | 0.03% |