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 |
|---|---|---|---|---|---|
| 301 | INTUINTUIT INC COM NPV | 3,002 | $979.0M | 0.03% | |
| 302 | FELEFRANKLIN ELECTRIC CO INC COM USD.1 | 16,525 | $974.0M | 0.03% | |
| 303 | STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 79,292 | $969.0M | 0.03% | |
| 304 | BHEBENCHMARK ELECTRONICS INC COM USD.01 | 47,275 | $954.0M | 0.03% | |
| 305 | ROCKGIBRALTAR INDUSTRIES INC COM USD.01 | 14,430 | $942.0M | 0.03% | |
| 306 | SHWSHERWIN-WILLIAMS CO COM USD1 | 1,346 | $938.0M | 0.03% | |
| 307 | —TIM PARTICIPACOES SA SPONS ADR | 80,661 | $930.0M | 0.03% | |
| 308 | PETSPETMED EXPRESS INC COM USD.001 | 29,281 | $928.0M | 0.03% | |
| 309 | INGING GROEP NV SPON ADR | 130,642 | $925.0M | 0.03% | |
| 310 | TDTORONTO DOMINION BANK COM NPV | 19,772 | $914.0M | 0.03% | |
| 311 | SLPSIMULATIONS PLUS INC COM USD.001 | 12,027 | $909.0M | 0.03% | |
| 312 | TDOCTELADOC HEALTH INC COM USD.001 | 4,126 | $907.0M | 0.03% | |
| 313 | AYS1SANDSTORM GOLD LTD COM NPV | 107,245 | $905.0M | 0.03% | |
| 314 | BABOEING CO COM USD5 | 5,436 | $898.0M | 0.03% | |
| 315 | MANMANPOWERGROUP COM NPV | 12,130 | $889.0M | 0.03% | |
| 316 | PHGKONINKLIJKE PHILIPS NV NY SHS ADR | 18,796 | $886.0M | 0.03% | |
| 317 | TTEKTETRA TECH INC COM USD.01 | 9,261 | $886.0M | 0.03% | |
| 318 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 7,272 | $885.0M | 0.03% | |
| 319 | CRUSCIRRUS LOGIC INC COM NPV | 13,074 | $884.0M | 0.03% | |
| 320 | MEDPMEDPACE HOLDINGS INC COM USD.01 | 7,841 | $878.0M | 0.03% | |
| 321 | MMM3M CO COM NPV | 5,462 | $875.0M | 0.03% | |
| 322 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 8,212 | $874.0M | 0.03% | |
| 323 | HOLXHOLOGIC INC COM USD.01 | 13,060 | $868.0M | 0.03% | |
| 324 | LPLALPL FINANCIAL HOLDINGS INC COM USD.01 | 11,213 | $860.0M | 0.03% | |
| 325 | CFGCITIZENS FINANCIAL GROUP INC COM USD.01 | 33,889 | $857.0M | 0.03% | |
| 326 | GISGENERAL MILLS INC COM USD.75 | 13,759 | $849.0M | 0.03% | |
| 327 | BG3BIG 5 SPORTING GOODS CORP COM USD.01 | 113,108 | $846.0M | 0.03% | |
| 328 | UPSUNITED PARCEL SERVICE INC CL B COM USD.01 | 5,043 | $840.0M | 0.03% | |
| 329 | AXPAMERICAN EXPRESS CO COM USD.6 | 8,370 | $839.0M | 0.03% | |
| 330 | AEMAGNICO EAGLE MINES LTD COM NPV | 10,522 | $838.0M | 0.03% | |
| 331 | MDLZMONDELEZ INTERNATIONAL INC CL A COM NPV | 14,588 | $838.0M | 0.03% | |
| 332 | NWGNATWEST GROUP PLC SP ADR REP SHS | 311,596 | $838.0M | 0.03% | |
| 333 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 20,578 | $833.0M | 0.02% | |
| 334 | CLCOLGATE-PALMOLIVE CO COM USD1 | 10,774 | $831.0M | 0.02% | |
| 335 | COSCNO FINANCIAL GROUP INC COM NEW | 51,668 | $829.0M | 0.02% | |
| 336 | G7AGRUPO AEROPORTUARIO DEL CENT ADR NPV | 22,529 | $828.0M | 0.02% | |
| 337 | DECKDECKERS OUTDOOR CORP COM USD.01 | 3,691 | $814.0M | 0.02% | |
| 338 | —PROVIDENCE SERVICE CORP CL A COM USD.001 | 8,736 | $814.0M | 0.02% | |
| 339 | RGRSTURM RUGER & CO INC COM USD1 | 13,274 | $814.0M | 0.02% | |
| 340 | XOMEXXON MOBIL CORP COM NPV | 23,687 | $813.0M | 0.02% | |
| 341 | EBFENNIS INC COM USD2.5 | 46,613 | $813.0M | 0.02% | |
| 342 | G9NGRUPO AEROPORTUARIO DEL PACI ADR | 10,038 | $810.0M | 0.02% | |
| 343 | ZTSZOETIS INC CL A COM USD.01 | 4,888 | $808.0M | 0.02% | |
| 344 | PLDPROLOGIS INC COM USD.01 | 7,998 | $805.0M | 0.02% | |
| 345 | GAUGALIANO GOLD INC COM | 583,014 | $801.0M | 0.02% | |
| 346 | LSTRLANDSTAR SYSTEM INC COM USD.01 | 6,364 | $799.0M | 0.02% | |
| 347 | EDUNEW ORIENTAL ED & TECH ADR USD | 5,334 | $797.0M | 0.02% | |
| 348 | —CHINA DISTANCE EDUCATION-ADR ADS NPV | 82,552 | $791.0M | 0.02% | |
| 349 | CDWCDW CORP COM USD.01 | 6,596 | $788.0M | 0.02% | |
| 350 | ELVANTHEM INC COM USD.01 | 2,932 | $787.0M | 0.02% | |
| 351 | ISRGINTUITIVE SURGICAL INC COM USD.001 | 1,109 | $787.0M | 0.02% | |
| 352 | QLYSQUALYS INC COM USD0.001 | 7,998 | $786.0M | 0.02% | |
| 353 | EXPIEXP WORLD HOLDINGS INC COM | 19,321 | $781.0M | 0.02% | |
| 354 | —CHANNELADVISOR CORP COM USD.001 | 53,589 | $777.0M | 0.02% | |
| 355 | GPRCHFGREAT PANTHER MINING LTD COM | 884,043 | $776.0M | 0.02% | |
| 356 | DEODIAGEO PLC SPON ADR | 5,632 | $775.0M | 0.02% | |
| 357 | AMDADVANCED MICRO DEVICES COM USD.01 | 9,364 | $768.0M | 0.02% | |
| 358 | TJXTJX COS INC (THE) COM USD1 | 13,710 | $763.0M | 0.02% | |
| 359 | SFMSPROUTS FARMERS MARKET COM USD.001 | 36,366 | $763.0M | 0.02% | |
| 360 | CCEPCOCA-COLA EUROPEAN PARTNERS ORD NPV | 19,625 | $762.0M | 0.02% | |
| 361 | SSRMSSR MINING INC COM NPV | 40,650 | $758.0M | 0.02% | |
| 362 | WSTWEST PHARMACEUTICAL SVSC INC COM USD.25 | 2,731 | $752.0M | 0.02% | |
| 363 | REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001 | 14,009 | $749.0M | 0.02% | |
| 364 | JOYYJOYY INC -ADR ADR | 9,226 | $744.0M | 0.02% | |
| 365 | PDDPINDUODUO INC -ADR ADR | 9,939 | $737.0M | 0.02% | |
| 366 | GOLFACUSHNET HOLDINGS CORP COM USD.001 | 21,815 | $735.0M | 0.02% | |
| 367 | ITWILLINOIS TOOL WORKS COM NPV | 3,790 | $732.0M | 0.02% | |
| 368 | MITKMITEK SYSTEMS INC COM USD.001 | 56,887 | $727.0M | 0.02% | |
| 369 | UFPIUFP INDUSTRIES INC COM NPV | 12,725 | $721.0M | 0.02% | |
| 370 | ATKRATKORE INTL GROUP INC COM USD.01 | 31,659 | $721.0M | 0.02% | |
| 371 | CVSCVS HEALTH CORP COM USD1 | 12,301 | $719.0M | 0.02% | |
| 372 | KMDAKAMADA LTD COM ILS1. | 85,892 | $718.0M | 0.02% | |
| 373 | CNMDCONMED CORP COM USD.01 | 9,073 | $716.0M | 0.02% | |
| 374 | RHRH COM USD.0001 | 1,865 | $715.0M | 0.02% | |
| 375 | TXTERNIUM SA -ADR ADS USD | 37,868 | $713.0M | 0.02% | |
| 376 | FISVFISERV INC COM USD.01 | 6,888 | $710.0M | 0.02% | |
| 377 | POOLPOOL CORP COM USD.001 | 2,118 | $709.0M | 0.02% | |
| 378 | DGDOLLAR GENERAL CORP COM USD.875 | 3,363 | $705.0M | 0.02% | |
| 379 | BLKCHFBLACKROCK INC COM USD.01 | 1,251 | $705.0M | 0.02% | |
| 380 | MGICMAGIC SOFTWARE ENTERPRISES ORD NIS.1 | 52,887 | $699.0M | 0.02% | |
| 381 | UTHUNITED THERAPEUTICS CORP COM USD.01 | 6,899 | $698.0M | 0.02% | |
| 382 | CMCOCOLUMBUS MCKINNON CORP COM USD.01 | 21,018 | $696.0M | 0.02% | |
| 383 | PZZAPAPA JOHNS INTERNATIONAL INC COM USD.01 | 8,354 | $689.0M | 0.02% | |
| 384 | XLKTECHNOLOGY SELECT SECT SPDR | 5,869 | $685.0M | 0.02% | |
| 385 | —TRIBUNE PUBLISHING CO COM USD.01 | 58,668 | $685.0M | 0.02% | |
| 386 | EWEDWARDS LIFESCIENCES CORP COM USD1 | 8,529 | $681.0M | 0.02% | |
| 387 | CLXCLOROX CO/DE COM USD1 | 3,238 | $681.0M | 0.02% | |
| 388 | AONAON PLC CL A ORD | 3,297 | $680.0M | 0.02% | |
| 389 | VOYAVOYA FINANCIAL INC COM USD.01 | 14,136 | $677.0M | 0.02% | |
| 390 | EOGEOG RESOURCES INC COM NPV | 18,647 | $670.0M | 0.02% | |
| 391 | ADPAUTOMATIC DATA PROCESSING COM NPV | 4,792 | $668.0M | 0.02% | |
| 392 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 4,453 | $658.0M | 0.02% | |
| 393 | VTIVANGUARD TOTAL STOCK MKT ETF | 3,862 | $658.0M | 0.02% | |
| 394 | RTXRAYTHEON TECHNOLOGIES CORP COM USD5 | 11,397 | $656.0M | 0.02% | |
| 395 | TSNTYSON FOODS INC -CL A CL A COM USD.1 | 10,869 | $646.0M | 0.02% | |
| 396 | ESCAESCALADE INC COM USD1 | 35,179 | $643.0M | 0.02% | |
| 397 | SYKSTRYKER CORP COM USD10 | 3,079 | $642.0M | 0.02% | |
| 398 | SPWHSPORTSMANS WAREHOUSE HLDGS COM USD.01 | 44,255 | $634.0M | 0.02% | |
| 399 | MODNEURMODEL N INC COM USD.00015 | 17,703 | $626.0M | 0.02% | |
| 400 | TXTTEXTRON INC COM USD.125 | 17,201 | $621.0M | 0.02% |