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 |
|---|---|---|---|---|---|
| 201 | LOWLOWE'S COS INC COM USD.5 | 13,298 | $2.1B | 0.06% | |
| 202 | CRMSALESFORCE.COM INC COM USD.001 | 9,442 | $2.1B | 0.06% | |
| 203 | NEMNEWMONT CORP COM USD1.6 | 34,343 | $2.1B | 0.06% | |
| 204 | LIESUN LIFE FINANCIAL INC COM NPV | 46,142 | $2.1B | 0.06% | |
| 205 | SYYSYSCO CORP COM USD1 | 27,553 | $2.0B | 0.06% | |
| 206 | VLOVALERO ENERGY CORP COM USD1 | 35,787 | $2.0B | 0.06% | |
| 207 | BXBLACKSTONE GROUP INC COM UNIT | 31,172 | $2.0B | 0.05% | |
| 208 | ODFLOLD DOMINION FREIGHT COM USD.1 | 10,346 | $2.0B | 0.05% | |
| 209 | FQIDIGITAL REALTY TRUST INC COM USD.01 | 14,396 | $2.0B | 0.05% | |
| 210 | BWABORGWARNER INC COM USD.01 | 51,948 | $2.0B | 0.05% | |
| 211 | IWDISHARES RUSSELL 1000 VALUE E | 14,516 | $2.0B | 0.05% | |
| 212 | —IHS MARKIT LTD COM USD.01 | 22,043 | $2.0B | 0.05% | |
| 213 | —SYKES ENTERPRISES INC COM USD.01 | 52,458 | $2.0B | 0.05% | |
| 214 | CLSEURCELESTICA INC SUB VTG SHS | 242,377 | $2.0B | 0.05% | |
| 215 | RSRELIANCE STEEL & ALUMINUM CO COM NPV | 16,284 | $1.9B | 0.05% | |
| 216 | LINLINDE PLC COM NPV | 7,280 | $1.9B | 0.05% | |
| 217 | RMERESMED INC COM USD.004 | 9,016 | $1.9B | 0.05% | |
| 218 | —CHINA TELECOM CORP LTD SPON ADR H SHS | 68,858 | $1.9B | 0.05% | |
| 219 | CBCHUBB LTD ORD KYD.125 | 12,299 | $1.9B | 0.05% | |
| 220 | PDDPINDUODUO INC -ADR ADR | 10,603 | $1.9B | 0.05% | |
| 221 | RBAGBPRITCHIE BROS AUCTIONEERS INC COM NPV | 27,086 | $1.9B | 0.05% | |
| 222 | ZZILLOW GROUP INC CL C CAP USD.0001 | 14,433 | $1.9B | 0.05% | |
| 223 | ELVANTHEM INC COM USD.01 | 5,825 | $1.9B | 0.05% | |
| 224 | IESCIES HOLDINGS INC COM USD.01 | 40,164 | $1.8B | 0.05% | |
| 225 | SYNASYNAPTICS INC COM NPV | 19,184 | $1.8B | 0.05% | |
| 226 | BKIEURBLACK KNIGHT INC CL A COM USD.0001 | 20,535 | $1.8B | 0.05% | |
| 227 | BMTABRITISH AMER TOBACCO PLC SPON ADR | 48,277 | $1.8B | 0.05% | |
| 228 | WPPWPP PLC ADR | 32,952 | $1.8B | 0.05% | |
| 229 | WITWIPRO LTD SPON ADR | 315,433 | $1.8B | 0.05% | |
| 230 | KLACKLA CORP COM USD.001 | 6,854 | $1.8B | 0.05% | |
| 231 | 0VVBVIACOMCBS INC CL B COM USD.01 NVTG | 47,556 | $1.8B | 0.05% | |
| 232 | TXTERNIUM SA -ADR ADS USD | 60,869 | $1.8B | 0.05% | |
| 233 | AMKRAMKOR TECHNOLOGY INC COM USD.001 | 117,073 | $1.8B | 0.05% | |
| 234 | ADPAUTOMATIC DATA PROCESSING COM NPV | 9,827 | $1.7B | 0.05% | |
| 235 | BHPBHP GROUP LTD ADR | 26,430 | $1.7B | 0.05% | |
| 236 | IWBISHARES RUSSELL 1000 ETF | 8,109 | $1.7B | 0.05% | |
| 237 | VTVVANGUARD VALUE ETF | 14,444 | $1.7B | 0.05% | |
| 238 | UPSUNITED PARCEL SERVICE INC CL B COM USD.01 | 10,198 | $1.7B | 0.05% | |
| 239 | JLLJONES LANG LASALLE INC COM USD.01 | 11,496 | $1.7B | 0.05% | |
| 240 | PAYXPAYCHEX INC COM USD.01 | 18,295 | $1.7B | 0.05% | |
| 241 | FISFIDELITY NATIONAL INFO SVCS COM | 11,976 | $1.7B | 0.05% | |
| 242 | PSXPHILLIPS 66 COM USD0.01 | 24,117 | $1.7B | 0.05% | |
| 243 | TMTOYOTA MOTOR CORP ADR | 10,907 | $1.7B | 0.05% | |
| 244 | MTZMASTEC INC COM USD.1 | 24,553 | $1.7B | 0.05% | |
| 245 | ZTSZOETIS INC CL A COM USD.01 | 10,108 | $1.7B | 0.05% | |
| 246 | CHDCHURCH & DWIGHT INC COM NPV | 18,860 | $1.6B | 0.04% | |
| 247 | SPXCSPX CORP COM USD1 | 29,981 | $1.6B | 0.04% | |
| 248 | SMFGSUMITOMO MITSUI FINANCIAL GR ADR | 264,838 | $1.6B | 0.04% | |
| 249 | CITCINTAS CORP COM NPV | 4,579 | $1.6B | 0.04% | |
| 250 | MAAMID-AMERICA APT CMNTYS INC COM USD.01 | 12,676 | $1.6B | 0.04% | |
| 251 | APHAMPHENOL CORP CL A COM USD.001 | 12,172 | $1.6B | 0.04% | |
| 252 | IPGINTERPUBLIC GROUP OF COS COM USD.1 | 67,198 | $1.6B | 0.04% | |
| 253 | NUENUCOR CORP COM USD.4 | 29,723 | $1.6B | 0.04% | |
| 254 | PKNPERKINELMER INC COM USD1 | 10,808 | $1.6B | 0.04% | |
| 255 | AFLAFLAC INC COM USD.1 | 34,760 | $1.5B | 0.04% | |
| 256 | SUXSYNNEX CORP COM USD.001 | 18,979 | $1.5B | 0.04% | |
| 257 | IMOSCHIPMOS TECHNOLOGIES INC ADR | 63,434 | $1.5B | 0.04% | |
| 258 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 11,312 | $1.5B | 0.04% | |
| 259 | BABOEING CO COM USD5 | 7,133 | $1.5B | 0.04% | |
| 260 | FELEFRANKLIN ELECTRIC CO INC COM USD.1 | 21,917 | $1.5B | 0.04% | |
| 261 | ECECOPETROL SA SPON ADS NPV | 117,205 | $1.5B | 0.04% | |
| 262 | SRJSPARTANNASH CO COM NPV | 86,124 | $1.5B | 0.04% | |
| 263 | APDAIR PRODUCTS & CHEMICALS INC COM USD1 | 5,458 | $1.5B | 0.04% | |
| 264 | —PROVIDENCE SERVICE CORP CL A COM USD.001 | 10,684 | $1.5B | 0.04% | |
| 265 | CHRWC H ROBINSON WORLDWIDE INC COM USD.1 | 15,682 | $1.5B | 0.04% | |
| 266 | GD8AGRAVITY CO LTD -ADR ADR | 8,098 | $1.5B | 0.04% | |
| 267 | CEOCNOOC LTD SPONSORED ADR | 15,927 | $1.5B | 0.04% | |
| 268 | —KRATON CORP COM USD.01 | 52,458 | $1.5B | 0.04% | |
| 269 | HNIHNI CORP COM USD1 | 42,315 | $1.5B | 0.04% | |
| 270 | MTDMETTLER-TOLEDO INTL INC COM USD.01 | 1,278 | $1.5B | 0.04% | |
| 271 | DHTDHT HOLDINGS INC COM USD.01 | 277,424 | $1.5B | 0.04% | |
| 272 | WNSNWNS (HOLDINGS) LTD -ADR ADR USD.15 | 20,092 | $1.4B | 0.04% | |
| 273 | ULUNILEVER PLC ADR | 23,975 | $1.4B | 0.04% | |
| 274 | STLAFIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 79,502 | $1.4B | 0.04% | |
| 275 | BCCBOISE CASCADE CO COM USD.01 | 29,870 | $1.4B | 0.04% | |
| 276 | DYDYCOM INDUSTRIES INC COM USD.33 | 18,892 | $1.4B | 0.04% | |
| 277 | POOLPOOL CORP COM USD.001 | 3,754 | $1.4B | 0.04% | |
| 278 | RYROYAL BANK OF CANADA COM NPV | 17,001 | $1.4B | 0.04% | |
| 279 | BSBRBANCO SANTANDER BRASIL -ADR ADR | 160,751 | $1.4B | 0.04% | |
| 280 | UPBDRENT-A-CENTER INC COM USD.01 | 36,007 | $1.4B | 0.04% | |
| 281 | INTUINTUIT INC COM NPV | 3,617 | $1.4B | 0.04% | |
| 282 | RVPRETRACTABLE TECHNOLOGIES INC COM NPV | 126,070 | $1.4B | 0.04% | |
| 283 | BLDRBUILDERS FIRSTSOURCE COM USD.01 | 33,052 | $1.3B | 0.04% | |
| 284 | CVSCVS HEALTH CORP COM USD1 | 19,724 | $1.3B | 0.04% | |
| 285 | DECKDECKERS OUTDOOR CORP COM USD.01 | 4,663 | $1.3B | 0.04% | |
| 286 | VOYAVOYA FINANCIAL INC COM USD.01 | 22,523 | $1.3B | 0.04% | |
| 287 | IEFISHARES 7-10 YEAR TREASURY B | 10,836 | $1.3B | 0.04% | |
| 288 | SHGSHINHAN FINANCIAL GROUP LTD SPON ADR | 43,565 | $1.3B | 0.04% | |
| 289 | EQIXEQUINIX INC COM USD.001 | 1,809 | $1.3B | 0.04% | |
| 290 | SAPSAP SE SPON ADR | 9,885 | $1.3B | 0.04% | |
| 291 | MANMANPOWERGROUP COM NPV | 14,272 | $1.3B | 0.04% | |
| 292 | REGIEURRENEWABLE ENERGY GROUP INC COM USD.0001 | 18,093 | $1.3B | 0.03% | |
| 293 | NVONOVO NORDISK A/S ADR | 18,294 | $1.3B | 0.03% | |
| 294 | TTEKTETRA TECH INC COM USD.01 | 10,935 | $1.3B | 0.03% | |
| 295 | VODVODAFONE GROUP PLC SPON ADR | 75,704 | $1.2B | 0.03% | |
| 296 | COSCNO FINANCIAL GROUP INC COM NEW | 56,115 | $1.2B | 0.03% | |
| 297 | QLYSQUALYS INC COM USD0.001 | 10,040 | $1.2B | 0.03% | |
| 298 | —RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | 142,932 | $1.2B | 0.03% | |
| 299 | G9NGRUPO AEROPORTUARIO DEL PACI ADR | 10,961 | $1.2B | 0.03% | |
| 300 | LSCCLATTICE SEMICONDUCTOR CORP COM USD.01 | 26,533 | $1.2B | 0.03% |