O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2020 Filing
Filed February 11, 2021
Portfolio Value
$3.7T
Holdings
2,219
Report Date
Q4 2020
Filing Type
13F-HR
All Holdings (2,219 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | DDOMINION ENERGY INC COM NPV | 89,967 | $6.8B | 0.18% | |
| 102 | DISCAUSDDISCOVERY INC CL A COM | 223,687 | $6.7B | 0.18% | |
| 103 | GOOGALPHABET INC CL C COM USD.001 | 3,759 | $6.6B | 0.18% | |
| 104 | KOCOCA-COLA CO COM USD.5 | 119,459 | $6.6B | 0.18% | |
| 105 | UMCUNITED MICROELECTRONICS CORP SPON ADR | 758,362 | $6.4B | 0.17% | |
| 106 | NVDANVIDIA CORP COM USD.001 | 12,008 | $6.3B | 0.17% | |
| 107 | SONYSONY CORP ADR | 61,105 | $6.2B | 0.17% | |
| 108 | VVISA INC CL A COM USD.0001 | 28,205 | $6.2B | 0.17% | |
| 109 | USBU S BANCORP COM USD5 | 131,633 | $6.1B | 0.17% | |
| 110 | SPGSIMON PROPERTY GROUP INC COM USD.0001 | 71,680 | $6.1B | 0.17% | |
| 111 | HUNHUNTSMAN CORP COM USD.01 | 242,835 | $6.1B | 0.17% | |
| 112 | AMGNAMGEN INC COM NPV | 26,411 | $6.1B | 0.17% | |
| 113 | TRVTRAVELERS COS INC COM | 42,288 | $5.9B | 0.16% | |
| 114 | EMNEASTMAN CHEMICAL CO COM USD.01 | 56,184 | $5.6B | 0.15% | |
| 115 | EAELECTRONIC ARTS INC COM USD.01 | 38,314 | $5.5B | 0.15% | |
| 116 | WYWEYERHAEUSER CO COM USD1.875 | 161,162 | $5.4B | 0.15% | |
| 117 | MUMICRON TECHNOLOGY INC COM USD.1 | 71,880 | $5.4B | 0.15% | |
| 118 | PLDPROLOGIS INC COM USD.01 | 52,919 | $5.3B | 0.14% | |
| 119 | TMUST-MOBILE US INC COM | 38,739 | $5.2B | 0.14% | |
| 120 | FBINFORTUNE BRANDS HOME & SECUR COM USD.01 | 59,791 | $5.1B | 0.14% | |
| 121 | DISDISNEY (WALT) CO COM NPV | 27,785 | $5.0B | 0.14% | |
| 122 | PKXPOSCO SPON ADR | 80,054 | $5.0B | 0.14% | |
| 123 | BUWABIO-RAD LABORATORIES INC CL A COM USD1 | 8,270 | $4.8B | 0.13% | |
| 124 | HDHOME DEPOT INC COM USD.05 | 18,024 | $4.8B | 0.13% | |
| 125 | BRK/BBERKSHIRE HATHAWAY CL B COM USD.0033 | 20,340 | $4.7B | 0.13% | |
| 126 | UNHUNITEDHEALTH GROUP INC COM USD.01 | 13,316 | $4.7B | 0.13% | |
| 127 | RIORIO TINTO GROUP SPON ADR | 61,479 | $4.6B | 0.13% | |
| 128 | MTBM & T BANK CORP COM USD5 | 35,246 | $4.5B | 0.12% | |
| 129 | EDCONSOLIDATED EDISON INC COM USD5 | 61,754 | $4.5B | 0.12% | |
| 130 | LHXL3HARRIS TECHNOLOGIES INC COM USD1 | 23,364 | $4.4B | 0.12% | |
| 131 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 16,719 | $4.4B | 0.12% | |
| 132 | VIGVANGUARD DIVIDEND APPREC ETF | 30,753 | $4.3B | 0.12% | |
| 133 | IPGPIPG PHOTONICS CORP COM USD.0001 | 19,087 | $4.3B | 0.12% | |
| 134 | MFCMANULIFE FINANCIAL CORP COM NPV | 238,094 | $4.2B | 0.12% | |
| 135 | OPTUALTICE USA INC COM CL A 0.01USD | 111,566 | $4.2B | 0.11% | |
| 136 | 4I1PHILIP MORRIS INTERNATIONAL COM NPV | 50,286 | $4.2B | 0.11% | |
| 137 | DELLDELL TECHNOLOGIES INC CL C | 56,289 | $4.1B | 0.11% | |
| 138 | 7HPHP INC COM USD1 | 164,529 | $4.0B | 0.11% | |
| 139 | HONHONEYWELL INTERNATIONAL INC COM USD1 | 18,482 | $3.9B | 0.11% | |
| 140 | SNPSSYNOPSYS INC COM USD.01 | 15,130 | $3.9B | 0.11% | |
| 141 | TMOTHERMO FISHER SCIENTIFIC INC COM USD1 | 8,073 | $3.8B | 0.10% | |
| 142 | MAMASTERCARD INC CL A COM USD.0001 | 10,498 | $3.7B | 0.10% | |
| 143 | BDXBECTON DICKINSON & CO COM USD1 | 14,757 | $3.7B | 0.10% | |
| 144 | SHVISHARES SHORT TREASURY BOND | 33,277 | $3.7B | 0.10% | |
| 145 | OMCOMNICOM GROUP COM USD.5 | 58,317 | $3.6B | 0.10% | |
| 146 | IEIISHARES 3-7 YEAR TREASURY BO | 27,311 | $3.6B | 0.10% | |
| 147 | HMCHONDA MOTOR CO LTD ADR | 127,376 | $3.6B | 0.10% | |
| 148 | SHYISHARES 1-3 YEAR TREASURY BO | 41,158 | $3.6B | 0.10% | |
| 149 | MDTMEDTRONIC PLC COM USD.1 | 29,532 | $3.5B | 0.09% | |
| 150 | HOLXHOLOGIC INC COM USD.01 | 47,381 | $3.5B | 0.09% | |
| 151 | ASMLASML HOLDING NV ADR NY SHS | 6,973 | $3.4B | 0.09% | |
| 152 | NKENIKE INC -CL B CL B COM NPV | 23,947 | $3.4B | 0.09% | |
| 153 | CCCHEMOURS CO COM USD0.01 | 135,248 | $3.4B | 0.09% | |
| 154 | ACNACCENTURE PLC CLA USD.0000225 | 12,802 | $3.3B | 0.09% | |
| 155 | PEPPEPSICO INC COM USD.0166 | 22,354 | $3.3B | 0.09% | |
| 156 | BABAALIBABA GROUP HLDG ADR | 14,102 | $3.3B | 0.09% | |
| 157 | BMYBRISTOL-MYERS SQUIBB CO COM USD.1 | 50,065 | $3.1B | 0.08% | |
| 158 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 62,920 | $3.1B | 0.08% | |
| 159 | ADSKAUTODESK INC COM NPV | 10,017 | $3.1B | 0.08% | |
| 160 | IDXXIDEXX LABS INC COM USD.1 | 6,104 | $3.1B | 0.08% | |
| 161 | PYPLPAYPAL HOLDINGS INC COM USD.0001 | 12,659 | $3.0B | 0.08% | |
| 162 | TTENTOTAL SE SPON ADR | 70,266 | $2.9B | 0.08% | |
| 163 | —VEDANTA LTD SPON ADR | 333,509 | $2.9B | 0.08% | |
| 164 | HUMHUMANA INC COM NPV | 7,080 | $2.9B | 0.08% | |
| 165 | TSNTYSON FOODS INC -CL A CL A COM USD.1 | 44,673 | $2.9B | 0.08% | |
| 166 | ABGAMERISOURCEBERGEN CORP COM USD.01 | 28,876 | $2.8B | 0.08% | |
| 167 | AWMSKYWORKS SOLUTIONS INC COM USD.25 | 18,296 | $2.8B | 0.08% | |
| 168 | ATVIEURACTIVISION BLIZZARD INC COM | 29,954 | $2.8B | 0.08% | |
| 169 | PGRPROGRESSIVE CORP-OHIO COM USD1 | 28,058 | $2.8B | 0.08% | |
| 170 | DARDARLING INGREDIENTS INC COM USD.01 | 47,020 | $2.7B | 0.07% | |
| 171 | UNPUNION PACIFIC CORP COM USD2.5 | 12,881 | $2.7B | 0.07% | |
| 172 | IWFISHARES RUSSELL 1000 GROWTH | 11,085 | $2.7B | 0.07% | |
| 173 | RJFRAYMOND JAMES FINANCIAL CORP COM USD.01 | 27,571 | $2.6B | 0.07% | |
| 174 | NFLXNETFLIX INC COM USD.001 | 4,836 | $2.6B | 0.07% | |
| 175 | IXORIX CORP SPONSORED ADR | 33,768 | $2.6B | 0.07% | |
| 176 | SJMSMUCKER (JM) CO COM NPV | 22,537 | $2.6B | 0.07% | |
| 177 | LQDISHARES IBOXX INVESTMENT GRA | 18,762 | $2.6B | 0.07% | |
| 178 | BLDTOPBUILD CORP COM USD1 | 13,743 | $2.5B | 0.07% | |
| 179 | MCDMCDONALD'S CORP COM NPV | 11,786 | $2.5B | 0.07% | |
| 180 | FDXFEDEX CORP COM USD.1 | 9,732 | $2.5B | 0.07% | |
| 181 | COFCAPITAL ONE FINANCIAL CORP COM USD.01 | 25,083 | $2.5B | 0.07% | |
| 182 | NXPINXP SEMICONDUCTORS NV COM EUR.01 | 15,430 | $2.5B | 0.07% | |
| 183 | ABBVABBVIE INC COM USD.01 | 22,783 | $2.4B | 0.07% | |
| 184 | AVGOBROADCOM INC ORD NPV | 5,541 | $2.4B | 0.07% | |
| 185 | NVSNNOVARTIS AG SPON ADR | 25,591 | $2.4B | 0.07% | |
| 186 | CFGCITIZENS FINANCIAL GROUP INC COM USD.01 | 67,475 | $2.4B | 0.07% | |
| 187 | BLKCHFBLACKROCK INC COM USD.01 | 3,333 | $2.4B | 0.07% | |
| 188 | LBEURL BRANDS INC COM USD.5 | 63,919 | $2.4B | 0.06% | |
| 189 | CHLUSDCHINA MOBILE LTD SPON ADR | 83,220 | $2.4B | 0.06% | |
| 190 | TROWPRICE (T. ROWE) GROUP COM USD.2 | 15,390 | $2.3B | 0.06% | |
| 191 | COSTCOSTCO WHOLESALE CORP COM USD.1 | 6,117 | $2.3B | 0.06% | |
| 192 | PKGPACKAGING CORP OF AMERICA COM USD.01 | 16,501 | $2.3B | 0.06% | |
| 193 | RHCRH PLC ADR | 53,427 | $2.3B | 0.06% | |
| 194 | RDYDR REDDY'S LABORATORIES LTD ADR | 31,841 | $2.3B | 0.06% | |
| 195 | NMRNOMURA HOLDINGS INC SPONSORED ADR | 423,163 | $2.3B | 0.06% | |
| 196 | WRKUSDWESTROCK CO COM USD.01 | 51,620 | $2.2B | 0.06% | |
| 197 | LUVSOUTHWEST AIRLINES COM USD1 | 47,656 | $2.2B | 0.06% | |
| 198 | LKQ1LKQ CORP COM | 62,927 | $2.2B | 0.06% | |
| 199 | WMBWILLIAMS COS INC COM USD1 | 109,201 | $2.2B | 0.06% | |
| 200 | MRKMERCK & CO COM NPV | 26,136 | $2.1B | 0.06% |