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 |
|---|---|---|---|---|---|
| 201 | KOCOCA-COLA CO COM USD.5 | 35,488 | $1.8B | 0.05% | |
| 202 | LOWLOWE'S COS INC COM USD.5 | 10,478 | $1.7B | 0.05% | |
| 203 | ABBVABBVIE INC COM USD.01 | 19,821 | $1.7B | 0.05% | |
| 204 | VLOVALERO ENERGY CORP COM USD1 | 40,000 | $1.7B | 0.05% | |
| 205 | TBCHTURTLE BEACH CORP COM USD.001 | 92,221 | $1.7B | 0.05% | |
| 206 | IXORIX CORP SPONSORED ADR | 26,864 | $1.7B | 0.05% | |
| 207 | CMCSACOMCAST CORP CL A COM USD1 | 36,184 | $1.7B | 0.05% | |
| 208 | HONHONEYWELL INTERNATIONAL INC COM USD1 | 10,067 | $1.7B | 0.05% | |
| 209 | DELLDELL TECHNOLOGIES INC CL C | 24,214 | $1.6B | 0.05% | |
| 210 | PKGPACKAGING CORP OF AMERICA COM USD.01 | 14,859 | $1.6B | 0.05% | |
| 211 | HB6HIBBETT SPORTS INC COM USD.01 | 41,070 | $1.6B | 0.05% | |
| 212 | SAPSAP SE SPON ADR | 10,321 | $1.6B | 0.05% | |
| 213 | MRKMERCK & CO COM NPV | 19,151 | $1.6B | 0.05% | |
| 214 | NMRNOMURA HOLDINGS INC SPONSORED ADR | 341,244 | $1.6B | 0.05% | |
| 215 | EBSEMERGENT BIOSOLUTIONS INC COM USD.01 | 14,988 | $1.6B | 0.05% | |
| 216 | LINLINDE PLC COM NPV | 6,504 | $1.5B | 0.05% | |
| 217 | UPBDRENT-A-CENTER INC COM USD.01 | 51,002 | $1.5B | 0.05% | |
| 218 | NEENEXTERA ENERGY INC COM NPV | 5,495 | $1.5B | 0.05% | |
| 219 | SYYSYSCO CORP COM USD1 | 24,457 | $1.5B | 0.05% | |
| 220 | MTHMERITAGE HOMES CORP COM NPV | 13,774 | $1.5B | 0.05% | |
| 221 | IWBISHARES RUSSELL 1000 ETF | 8,109 | $1.5B | 0.05% | |
| 222 | VTVVANGUARD VALUE ETF | 14,444 | $1.5B | 0.05% | |
| 223 | RMERESMED INC COM USD.004 | 8,761 | $1.5B | 0.05% | |
| 224 | 4I1PHILIP MORRIS INTERNATIONAL COM NPV | 19,839 | $1.5B | 0.04% | |
| 225 | MAAMID-AMERICA APT CMNTYS INC COM USD.01 | 12,825 | $1.5B | 0.04% | |
| 226 | AVGOBROADCOM INC ORD NPV | 4,027 | $1.5B | 0.04% | |
| 227 | CVXCHEVRON CORP COM USD3 | 20,346 | $1.5B | 0.04% | |
| 228 | WNSNWNS (HOLDINGS) LTD -ADR ADR USD.15 | 22,880 | $1.5B | 0.04% | |
| 229 | WITWIPRO LTD SPON ADR | 309,104 | $1.5B | 0.04% | |
| 230 | SMFGSUMITOMO MITSUI FINANCIAL GR ADR | 257,932 | $1.4B | 0.04% | |
| 231 | AQN.TOALGONQUIN POWER & UTIL CORP COM | 97,778 | $1.4B | 0.04% | |
| 232 | SJMSMUCKER (JM) CO COM NPV | 12,238 | $1.4B | 0.04% | |
| 233 | COSTCOSTCO WHOLESALE CORP COM USD.1 | 3,969 | $1.4B | 0.04% | |
| 234 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 21,080 | $1.4B | 0.04% | |
| 235 | IMOSCHIPMOS TECHNOLOGIES INC ADR | 72,667 | $1.4B | 0.04% | |
| 236 | CHDCHURCH & DWIGHT INC COM NPV | 14,860 | $1.4B | 0.04% | |
| 237 | JBLJABIL INC COM USD.001 | 40,587 | $1.4B | 0.04% | |
| 238 | AMTAMERICAN TOWER CORP COM USD0.01 | 5,680 | $1.4B | 0.04% | |
| 239 | SNYSANOFI SPONSORED ADR | 27,128 | $1.4B | 0.04% | |
| 240 | ECECOPETROL SA SPON ADS NPV | 138,007 | $1.4B | 0.04% | |
| 241 | BCEBCE INC COM NPV | 32,654 | $1.4B | 0.04% | |
| 242 | SBACSBA COMMUNICATIONS CORP COM USD.01 | 4,235 | $1.3B | 0.04% | |
| 243 | UNUSDTHE UNILEVER GROUP NY SHS USD20 ADR | 22,311 | $1.3B | 0.04% | |
| 244 | SPGIS&P GLOBAL INC COM USD1 | 3,722 | $1.3B | 0.04% | |
| 245 | HUBGHUB GROUP INC -CL A CL A COM USD.01 | 26,338 | $1.3B | 0.04% | |
| 246 | DHTDHT HOLDINGS INC COM USD.01 | 254,159 | $1.3B | 0.04% | |
| 247 | IEFISHARES 7-10 YEAR TREASURY B | 10,743 | $1.3B | 0.04% | |
| 248 | AMKRAMKOR TECHNOLOGY INC COM USD.001 | 116,369 | $1.3B | 0.04% | |
| 249 | CVECENOVUS ENERGY INC COM NPV | 333,449 | $1.3B | 0.04% | |
| 250 | GD8AGRAVITY CO LTD -ADR ADR | 9,053 | $1.3B | 0.04% | |
| 251 | —COLLECTORS UNIVERSE INC COM USD.001 | 25,897 | $1.3B | 0.04% | |
| 252 | OPITQOFFICE PROPERTIES INCOME TR COM USD.01 SBI | 61,870 | $1.3B | 0.04% | |
| 253 | FISFIDELITY NATIONAL INFO SVCS COM | 8,691 | $1.3B | 0.04% | |
| 254 | PKNPERKINELMER INC COM USD1 | 10,114 | $1.3B | 0.04% | |
| 255 | IMKTAINGLES MARKETS INC -CL A CL A COM USD.05 | 33,174 | $1.3B | 0.04% | |
| 256 | HLIHOULIHAN LOKEY INC CL A COM USD.001 | 20,949 | $1.2B | 0.04% | |
| 257 | TMTOYOTA MOTOR CORP ADR | 9,358 | $1.2B | 0.04% | |
| 258 | NUANEURNUANCE COMMUNICATIONS INC COM USD.001 | 37,254 | $1.2B | 0.04% | |
| 259 | HPEHEWLETT PACKARD ENTERPRISE COM USD.01 | 131,227 | $1.2B | 0.04% | |
| 260 | BHPBHP GROUP LTD ADR | 23,735 | $1.2B | 0.04% | |
| 261 | NUENUCOR CORP COM USD.4 | 27,282 | $1.2B | 0.04% | |
| 262 | —INOVALON HOLDINGS INC CL A COM USD.000005 | 46,103 | $1.2B | 0.04% | |
| 263 | IESCIES HOLDINGS INC COM USD.01 | 38,343 | $1.2B | 0.04% | |
| 264 | LKQ1LKQ CORP COM | 43,863 | $1.2B | 0.04% | |
| 265 | SNDRSCHNEIDER NATIONAL INC COM CL B | 48,579 | $1.2B | 0.04% | |
| 266 | ACHOWENS & MINOR INC COM USD2 | 47,647 | $1.2B | 0.04% | |
| 267 | CYDCHINA YUCHAI INTERNATIONAL COM USD.1 | 66,449 | $1.2B | 0.04% | |
| 268 | —SYKES ENTERPRISES INC COM USD.01 | 34,868 | $1.2B | 0.04% | |
| 269 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 16,495 | $1.2B | 0.04% | |
| 270 | HCIHCI GROUP INC COM NPV | 23,165 | $1.1B | 0.03% | |
| 271 | WPPWPP PLC ADR | 28,960 | $1.1B | 0.03% | |
| 272 | SPNSSAPIENS INTERNATIONAL CORP COM ANG1 | 37,092 | $1.1B | 0.03% | |
| 273 | JBHTHUNT (JB) TRANSPRT SVCS INC COM USD.01 | 8,946 | $1.1B | 0.03% | |
| 274 | HNIHNI CORP COM USD1 | 35,984 | $1.1B | 0.03% | |
| 275 | CENTACENTRAL GARDEN & PET CO CL A COM USD.01 | 31,076 | $1.1B | 0.03% | |
| 276 | STESTERIS PLC COM NPV | 6,355 | $1.1B | 0.03% | |
| 277 | NVONOVO NORDISK A/S ADR | 16,069 | $1.1B | 0.03% | |
| 278 | SPXCSPX CORP COM USD1 | 23,948 | $1.1B | 0.03% | |
| 279 | DOVDOVER CORP COM USD1 | 10,264 | $1.1B | 0.03% | |
| 280 | LMTLOCKHEED MARTIN CORP COM USD1 | 2,881 | $1.1B | 0.03% | |
| 281 | 51AAMERICAN PUBLIC EDUCATION COM USD.01 | 38,729 | $1.1B | 0.03% | |
| 282 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 10,218 | $1.1B | 0.03% | |
| 283 | CMCCOMMERCIAL METALS COM USD5 | 53,673 | $1.1B | 0.03% | |
| 284 | CITCINTAS CORP COM NPV | 3,183 | $1.1B | 0.03% | |
| 285 | USNAUSANA HEALTH SCIENCES INC COM NPV | 14,314 | $1.1B | 0.03% | |
| 286 | LSCCLATTICE SEMICONDUCTOR CORP COM USD.01 | 36,314 | $1.1B | 0.03% | |
| 287 | RVPRETRACTABLE TECHNOLOGIES INC COM NPV | 155,825 | $1.0B | 0.03% | |
| 288 | RHCRH PLC ADR | 28,662 | $1.0B | 0.03% | |
| 289 | —CHINA UNICOM (HONG KONG) LTD SPONSORED ADR | 157,978 | $1.0B | 0.03% | |
| 290 | IDXXIDEXX LABS INC COM USD.1 | 2,620 | $1.0B | 0.03% | |
| 291 | APDAIR PRODUCTS & CHEMICALS INC COM USD1 | 3,450 | $1.0B | 0.03% | |
| 292 | INVAINNOVIVA INC COM USD.01 | 98,196 | $1.0B | 0.03% | |
| 293 | SUXSYNNEX CORP COM USD.001 | 7,324 | $1.0B | 0.03% | |
| 294 | IPGINTERPUBLIC GROUP OF COS COM USD.1 | 61,292 | $1.0B | 0.03% | |
| 295 | RYROYAL BANK OF CANADA COM NPV | 14,549 | $1.0B | 0.03% | |
| 296 | BCCBOISE CASCADE CO COM USD.01 | 25,394 | $1.0B | 0.03% | |
| 297 | JDJD.COM INC ADR | 13,012 | $1.0B | 0.03% | |
| 298 | OSBCADNORBORD INC COM NPV | 34,205 | $1.0B | 0.03% | |
| 299 | FVICHFFORTUNA SILVER MINES INC COM NPV | 155,902 | $991.0M | 0.03% | |
| 300 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 6,074 | $988.0M | 0.03% |