O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2020 Filing
Filed November 12, 2020
Portfolio Value
$3.3T
Holdings
2,025
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (2,025 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | JNJJOHNSON & JOHNSON COM USD1 | 30,409 | $4.5B | 0.14% | |
| 102 | SONYSONY CORP ADR | 58,605 | $4.5B | 0.13% | |
| 103 | DSGDESCARTES SYSTEMS GROUP INC COM NPV | 78,751 | $4.5B | 0.13% | |
| 104 | SVMSILVERCORP METALS INC COM | 620,931 | $4.5B | 0.13% | |
| 105 | BUWABIO-RAD LABORATORIES INC CL A COM USD1 | 8,530 | $4.4B | 0.13% | |
| 106 | COPCONOCOPHILLIPS COM USD1.25 | 133,553 | $4.4B | 0.13% | |
| 107 | LUVSOUTHWEST AIRLINES COM USD1 | 114,817 | $4.3B | 0.13% | |
| 108 | GOOGLALPHABET INC CL A COM USD.001 | 2,937 | $4.3B | 0.13% | |
| 109 | TMUST-MOBILE US INC COM | 37,496 | $4.3B | 0.13% | |
| 110 | CLSEURCELESTICA INC SUB VTG SHS | 613,169 | $4.2B | 0.13% | |
| 111 | GOOGALPHABET INC CL C COM USD.001 | 2,851 | $4.2B | 0.13% | |
| 112 | ALSALLSTATE CORP COM USD.01 | 43,842 | $4.1B | 0.12% | |
| 113 | PGPROCTER & GAMBLE CO COM NPV | 28,947 | $4.0B | 0.12% | |
| 114 | RIORIO TINTO GROUP SPON ADR | 65,939 | $4.0B | 0.12% | |
| 115 | JBSSSANFILIPPO JOHN B&SON COM USD.01 | 51,898 | $3.9B | 0.12% | |
| 116 | BABAALIBABA GROUP HLDG ADR | 13,335 | $3.9B | 0.12% | |
| 117 | VVISA INC CL A COM USD.0001 | 19,398 | $3.9B | 0.12% | |
| 118 | EMNEASTMAN CHEMICAL CO COM USD.01 | 48,375 | $3.8B | 0.11% | |
| 119 | LDOSLEIDOS HOLDINGS INC COM USD.01 | 41,826 | $3.7B | 0.11% | |
| 120 | SPYSPDR S&P 500 ETF TRUST | 10,998 | $3.7B | 0.11% | |
| 121 | WHRWHIRLPOOL CORP COM USD1 | 19,664 | $3.6B | 0.11% | |
| 122 | BNSBANK OF NOVA SCOTIA COM NPV | 85,877 | $3.6B | 0.11% | |
| 123 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 11,383 | $3.5B | 0.11% | |
| 124 | SHVISHARES SHORT TREASURY BOND | 31,169 | $3.5B | 0.10% | |
| 125 | BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033 | 16,140 | $3.4B | 0.10% | |
| 126 | IEIISHARES 3-7 YEAR TREASURY BO | 25,539 | $3.4B | 0.10% | |
| 127 | TSLATESLA INC COM USD.001 | 7,944 | $3.4B | 0.10% | |
| 128 | PKXPOSCO SPON ADR | 80,060 | $3.4B | 0.10% | |
| 129 | TRVTRAVELERS COS INC COM | 30,770 | $3.3B | 0.10% | |
| 130 | SHYISHARES 1-3 YEAR TREASURY BO | 38,271 | $3.3B | 0.10% | |
| 131 | MTZMASTEC INC COM USD.1 | 77,935 | $3.3B | 0.10% | |
| 132 | VIGVANGUARD DIVIDEND APPREC ETF | 25,588 | $3.3B | 0.10% | |
| 133 | MAMASTERCARD INC CL A COM USD.0001 | 9,641 | $3.3B | 0.10% | |
| 134 | EQXEQUINOX GOLD CORP COM CL A | 276,763 | $3.2B | 0.10% | |
| 135 | SYNASYNAPTICS INC COM NPV | 39,645 | $3.2B | 0.10% | |
| 136 | UMCUNITED MICROELECTRONICS CORP SPON ADR | 660,159 | $3.2B | 0.09% | |
| 137 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 50,241 | $3.0B | 0.09% | |
| 138 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 14,817 | $3.0B | 0.09% | |
| 139 | PHMPULTEGROUP INC COM USD.01 | 62,301 | $2.9B | 0.09% | |
| 140 | CSLCARLISLE COS INC COM NPV | 23,246 | $2.9B | 0.09% | |
| 141 | SUSUNCOR ENERGY INC COM NPV | 221,371 | $2.7B | 0.08% | |
| 142 | CHLUSDCHINA MOBILE LTD SPON ADR | 82,804 | $2.7B | 0.08% | |
| 143 | AWMSKYWORKS SOLUTIONS INC COM USD.25 | 18,211 | $2.6B | 0.08% | |
| 144 | SIISPROTT INC COM | 76,373 | $2.6B | 0.08% | |
| 145 | HMCHONDA MOTOR CO LTD ADR | 108,681 | $2.6B | 0.08% | |
| 146 | BLDTOPBUILD CORP COM USD1 | 14,755 | $2.5B | 0.08% | |
| 147 | CHTRCHARTER COMMUNICATIONS INC CL A NEW | 3,939 | $2.5B | 0.07% | |
| 148 | OMCOMNICOM GROUP COM USD.5 | 49,651 | $2.5B | 0.07% | |
| 149 | MCDMCDONALD'S CORP COM NPV | 11,192 | $2.5B | 0.07% | |
| 150 | —IHS MARKIT LTD COM USD.01 | 30,895 | $2.4B | 0.07% | |
| 151 | HUMHUMANA INC COM NPV | 5,856 | $2.4B | 0.07% | |
| 152 | LQDISHARES IBOXX INVESTMENT GRA | 17,815 | $2.4B | 0.07% | |
| 153 | CCOCAMECO CORP COM NPV | 237,506 | $2.4B | 0.07% | |
| 154 | PBVPRESTIGE CONSUMER HEALTHCARE COM USD.01 | 65,280 | $2.4B | 0.07% | |
| 155 | —VEDANTA LTD SPON ADR | 320,151 | $2.4B | 0.07% | |
| 156 | DISDISNEY (WALT) CO COM NPV | 18,935 | $2.3B | 0.07% | |
| 157 | INTCINTEL CORP COM NPV | 44,710 | $2.3B | 0.07% | |
| 158 | MDTMEDTRONIC PLC COM USD.1 | 22,206 | $2.3B | 0.07% | |
| 159 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 18,467 | $2.3B | 0.07% | |
| 160 | FNVFRANCO-NEVADA CORP COM NPV | 16,446 | $2.3B | 0.07% | |
| 161 | HSYHERSHEY CO COM USD1. | 15,999 | $2.3B | 0.07% | |
| 162 | DARDARLING INGREDIENTS INC COM USD.01 | 63,506 | $2.3B | 0.07% | |
| 163 | NKENIKE INC -CL B CL B COM NPV | 18,232 | $2.3B | 0.07% | |
| 164 | GMS1EURGMS INC COM USD.01 | 94,600 | $2.3B | 0.07% | |
| 165 | HZNPHORIZON THERAPEUTICS PUB LTD ORD USD.01 | 29,292 | $2.3B | 0.07% | |
| 166 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 61,703 | $2.3B | 0.07% | |
| 167 | TTENTOTAL SE SPON ADR | 66,194 | $2.3B | 0.07% | |
| 168 | BACVERIZON COMMUNICATIONS INC COM USD1 | 38,087 | $2.3B | 0.07% | |
| 169 | QDELUSDQUIDEL CORP COM NPV | 10,222 | $2.2B | 0.07% | |
| 170 | NEMNEWMONT CORP COM USD1.6 | 35,366 | $2.2B | 0.07% | |
| 171 | GIB/ACGI INC CL A COM NPV SVTG | 33,011 | $2.2B | 0.07% | |
| 172 | ATVIEURACTIVISION BLIZZARD INC COM | 27,619 | $2.2B | 0.07% | |
| 173 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 27,627 | $2.2B | 0.07% | |
| 174 | NVSNNOVARTIS AG SPON ADR | 25,186 | $2.2B | 0.07% | |
| 175 | EQIXEQUINIX INC COM USD.001 | 2,843 | $2.2B | 0.06% | |
| 176 | RDYDR REDDY'S LABORATORIES LTD ADR | 30,990 | $2.2B | 0.06% | |
| 177 | ASMLASML HOLDING NV ADR NY SHS | 5,828 | $2.2B | 0.06% | |
| 178 | NFLXNETFLIX INC COM USD.001 | 4,295 | $2.1B | 0.06% | |
| 179 | TXNTEXAS INSTRUMENTS INC COM USD1 | 14,935 | $2.1B | 0.06% | |
| 180 | ADSKAUTODESK INC COM NPV | 9,193 | $2.1B | 0.06% | |
| 181 | PEPPEPSICO INC COM USD.0166 | 14,970 | $2.1B | 0.06% | |
| 182 | CRMSALESFORCE.COM INC COM USD.001 | 8,094 | $2.0B | 0.06% | |
| 183 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 21,446 | $2.0B | 0.06% | |
| 184 | RSRELIANCE STEEL & ALUMINUM CO COM NPV | 19,817 | $2.0B | 0.06% | |
| 185 | CEOCNOOC LTD SPONSORED ADR | 20,605 | $2.0B | 0.06% | |
| 186 | RJFRAYMOND JAMES FINANCIAL CORP COM USD.01 | 27,084 | $2.0B | 0.06% | |
| 187 | PYPLPAYPAL HOLDINGS INC COM USD.0001 | 9,943 | $2.0B | 0.06% | |
| 188 | WMTWALMART INC COM USD.1 | 13,965 | $2.0B | 0.06% | |
| 189 | SRJSPARTANNASH CO COM NPV | 115,881 | $1.9B | 0.06% | |
| 190 | —CHINA TELECOM CORP LTD SPON ADR H SHS | 61,894 | $1.9B | 0.06% | |
| 191 | BLDRBUILDERS FIRSTSOURCE COM USD.01 | 56,434 | $1.8B | 0.06% | |
| 192 | DHRDANAHER CORP COM USD.01 | 8,502 | $1.8B | 0.05% | |
| 193 | BWABORGWARNER INC COM USD.01 | 47,053 | $1.8B | 0.05% | |
| 194 | ODFLOLD DOMINION FREIGHT COM USD.1 | 10,052 | $1.8B | 0.05% | |
| 195 | UNPUNION PACIFIC CORP COM USD2.5 | 9,239 | $1.8B | 0.05% | |
| 196 | AZNASTRAZENECA PLC SPON ADR | 32,725 | $1.8B | 0.05% | |
| 197 | ABTABBOTT LABORATORIES COM NPV | 16,477 | $1.8B | 0.05% | |
| 198 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 4,059 | $1.8B | 0.05% | |
| 199 | BMOBANK OF MONTREAL COM NPV | 30,503 | $1.8B | 0.05% | |
| 200 | ACNACCENTURE PLC CLA USD.0000225 | 7,847 | $1.8B | 0.05% |