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 |
|---|---|---|---|---|---|
| 301 | TDTORONTO DOMINION BANK COM NPV | 21,443 | $1.2B | 0.03% | |
| 302 | EBSEMERGENT BIOSOLUTIONS INC COM USD.01 | 13,483 | $1.2B | 0.03% | |
| 303 | G7AGRUPO AEROPORTUARIO DEL CENT ADR NPV | 23,366 | $1.2B | 0.03% | |
| 304 | INGING GROEP NV SPON ADR | 127,114 | $1.2B | 0.03% | |
| 305 | AZNASTRAZENECA PLC SPON ADR | 23,973 | $1.2B | 0.03% | |
| 306 | PFSIPENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | 18,212 | $1.2B | 0.03% | |
| 307 | UBSUBS GROUP AG ORD SHRS | 84,551 | $1.2B | 0.03% | |
| 308 | BG3BIG 5 SPORTING GOODS CORP COM USD.01 | 116,991 | $1.2B | 0.03% | |
| 309 | NXQUANEX BUILDING PRODUCTS COM USD.01 | 53,666 | $1.2B | 0.03% | |
| 310 | JDJD.COM INC ADR | 13,520 | $1.2B | 0.03% | |
| 311 | CICIGNA CORP COM USD1 | 5,674 | $1.2B | 0.03% | |
| 312 | SNYSANOFI SPONSORED ADR | 24,238 | $1.2B | 0.03% | |
| 313 | DEODIAGEO PLC SPON ADR | 7,362 | $1.2B | 0.03% | |
| 314 | —CHINA UNICOM (HONG KONG) LTD SPONSORED ADR | 205,202 | $1.2B | 0.03% | |
| 315 | ICEINTERCONTINENTAL EXCHANGE COM USD.01 | 10,096 | $1.2B | 0.03% | |
| 316 | MTHMERITAGE HOMES CORP COM NPV | 14,039 | $1.2B | 0.03% | |
| 317 | AMATAPPLIED MATERIALS INC COM NPV | 13,450 | $1.2B | 0.03% | |
| 318 | FMSFRESENIUS MEDICAL CARE AG&CO SPON ADR | 27,920 | $1.2B | 0.03% | |
| 319 | EOGEOG RESOURCES INC COM NPV | 23,020 | $1.1B | 0.03% | |
| 320 | KMIKINDER MORGAN INC CL P COM USD.01 | 83,302 | $1.1B | 0.03% | |
| 321 | AXPAMERICAN EXPRESS CO COM USD.6 | 9,401 | $1.1B | 0.03% | |
| 322 | CMACOMERICA INC COM USD5 | 20,296 | $1.1B | 0.03% | |
| 323 | LPLALPL FINANCIAL HOLDINGS INC COM USD.01 | 10,795 | $1.1B | 0.03% | |
| 324 | INVAINNOVIVA INC COM USD.01 | 90,631 | $1.1B | 0.03% | |
| 325 | ISRGINTUITIVE SURGICAL INC COM USD.001 | 1,372 | $1.1B | 0.03% | |
| 326 | RDS/AROYAL DUTCH SHELL PLC ADR CL A | 31,765 | $1.1B | 0.03% | |
| 327 | LLOEWS CORP COM USD1 | 24,790 | $1.1B | 0.03% | |
| 328 | TJXTJX COS INC (THE) COM USD1 | 16,276 | $1.1B | 0.03% | |
| 329 | PACBPACIFIC BIOSCIENCES OF CALIF COM USD.0001 | 42,679 | $1.1B | 0.03% | |
| 330 | LDOSLEIDOS HOLDINGS INC COM USD.01 | 10,508 | $1.1B | 0.03% | |
| 331 | PWRQUANTA SERVICES INC COM USD.00001 | 15,336 | $1.1B | 0.03% | |
| 332 | INFYINFOSYS LTD SPN ADR 1/4 SH | 64,831 | $1.1B | 0.03% | |
| 333 | DOVDOVER CORP COM USD1 | 8,698 | $1.1B | 0.03% | |
| 334 | AEGAEGON NV NY SHR ADR | 277,084 | $1.1B | 0.03% | |
| 335 | CYDCHINA YUCHAI INTERNATIONAL COM USD.1 | 66,808 | $1.1B | 0.03% | |
| 336 | STNSTANTEC INC COM NPV | 33,621 | $1.1B | 0.03% | |
| 337 | 51AAMERICAN PUBLIC EDUCATION COM USD.01 | 35,826 | $1.1B | 0.03% | |
| 338 | NUANEURNUANCE COMMUNICATIONS INC COM USD.001 | 24,600 | $1.1B | 0.03% | |
| 339 | MRSHMARSH & MCLENNAN COS COM USD1 | 9,257 | $1.1B | 0.03% | |
| 340 | AMTAMERICAN TOWER CORP COM USD0.01 | 4,797 | $1.1B | 0.03% | |
| 341 | RTXRAYTHEON TECHNOLOGIES CORP COM USD5 | 14,987 | $1.1B | 0.03% | |
| 342 | LOGILOGITECH INTERNATIONAL SA ORD | 10,964 | $1.1B | 0.03% | |
| 343 | GNRCGENERAC HOLDINGS INC COM USD0.01 | 4,679 | $1.1B | 0.03% | |
| 344 | MEDPMEDPACE HOLDINGS INC COM USD.01 | 7,622 | $1.1B | 0.03% | |
| 345 | SHWSHERWIN-WILLIAMS CO COM USD1 | 1,441 | $1.1B | 0.03% | |
| 346 | PHMPULTEGROUP INC COM USD.01 | 24,475 | $1.1B | 0.03% | |
| 347 | ZBRAZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | 2,723 | $1.0B | 0.03% | |
| 348 | RHRH COM USD.0001 | 2,321 | $1.0B | 0.03% | |
| 349 | MITKMITEK SYSTEMS INC COM USD.001 | 58,262 | $1.0B | 0.03% | |
| 350 | CSIQCANADIAN SOLAR INC COM NPV | 20,047 | $1.0B | 0.03% | |
| 351 | ITWILLINOIS TOOL WORKS COM NPV | 5,015 | $1.0B | 0.03% | |
| 352 | PHGKONINKLIJKE PHILIPS NV NY SHS ADR | 18,839 | $1.0B | 0.03% | |
| 353 | SEMSELECT MEDICAL HOLDINGS CORP COM USD.001 | 36,928 | $1.0B | 0.03% | |
| 354 | STESTERIS PLC COM NPV | 5,365 | $1.0B | 0.03% | |
| 355 | AMDADVANCED MICRO DEVICES COM USD.01 | 11,054 | $1.0B | 0.03% | |
| 356 | SYKSTRYKER CORP COM USD10 | 4,105 | $1.0B | 0.03% | |
| 357 | BRXBRIXMOR PROPERTY GROUP INC COM USD.01 | 60,252 | $997.0M | 0.03% | |
| 358 | —COLLECTORS UNIVERSE INC COM USD.001 | 13,187 | $994.0M | 0.03% | |
| 359 | WSTWEST PHARMACEUTICAL SVSC INC COM USD.25 | 3,498 | $991.0M | 0.03% | |
| 360 | XYZSQUARE INC CL A COM USD.0000001 | 4,542 | $988.0M | 0.03% | |
| 361 | SPGIS&P GLOBAL INC COM USD1 | 2,974 | $978.0M | 0.03% | |
| 362 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 8,827 | $970.0M | 0.03% | |
| 363 | CNMDCONMED CORP COM USD.01 | 8,542 | $957.0M | 0.03% | |
| 364 | CDWCDW CORP COM USD.01 | 7,175 | $946.0M | 0.03% | |
| 365 | FISVFISERV INC COM USD.01 | 8,299 | $945.0M | 0.03% | |
| 366 | TIMBTIM SA ADR | 67,649 | $942.0M | 0.03% | |
| 367 | NUSNU SKIN ENTERPRISES -CL A CL A COM USD.001 | 17,186 | $939.0M | 0.03% | |
| 368 | SPSCSPS COMMERCE INC COM USD.001 | 8,611 | $935.0M | 0.03% | |
| 369 | JKHYHENRY (JACK) & ASSOCIATES COM USD.01 | 5,677 | $920.0M | 0.03% | |
| 370 | ROCKGIBRALTAR INDUSTRIES INC COM USD.01 | 12,741 | $916.0M | 0.02% | |
| 371 | NSCNORFOLK SOUTHERN CORP COM USD1 | 3,845 | $914.0M | 0.02% | |
| 372 | WFCWELLS FARGO & CO COM USD1.67 | 30,253 | $913.0M | 0.02% | |
| 373 | SAILEURSAILPOINT TECHNO HLDG COM | 17,024 | $906.0M | 0.02% | |
| 374 | CENTACENTRAL GARDEN & PET CO CL A COM USD.01 | 24,942 | $906.0M | 0.02% | |
| 375 | TFCTRUIST FINANCIAL CORP COM USD5 | 18,868 | $904.0M | 0.02% | |
| 376 | HUBGHUB GROUP INC -CL A CL A COM USD.01 | 15,811 | $901.0M | 0.02% | |
| 377 | PBVPRESTIGE CONSUMER HEALTHCARE COM USD.01 | 25,736 | $897.0M | 0.02% | |
| 378 | HLIHOULIHAN LOKEY INC CL A COM USD.001 | 13,314 | $895.0M | 0.02% | |
| 379 | 8CWCROWN CASTLE INTL CORP COM USD.01 | 5,555 | $884.0M | 0.02% | |
| 380 | MDLZMONDELEZ INTERNATIONAL INC CL A COM NPV | 15,103 | $883.0M | 0.02% | |
| 381 | RLJRLJ LODGING TRUST COM USD.01 | 62,303 | $882.0M | 0.02% | |
| 382 | EAFEURGRAFTECH INTERNATIONAL LTD COM USD0.01 | 82,339 | $878.0M | 0.02% | |
| 383 | GISGENERAL MILLS INC COM USD.75 | 14,908 | $877.0M | 0.02% | |
| 384 | SPNSSAPIENS INTERNATIONAL CORP COM ANG1 | 28,360 | $868.0M | 0.02% | |
| 385 | DOCUDOCUSIGN INC COM USD0.0001 | 3,900 | $867.0M | 0.02% | |
| 386 | TFIITFI INTERNATIONAL INC COM | 16,771 | $865.0M | 0.02% | |
| 387 | MYRGMYR GROUP INC COM USD.01 | 14,365 | $863.0M | 0.02% | |
| 388 | OPITQOFFICE PROPERTIES INCOME TR COM USD.01 SBI | 37,556 | $853.0M | 0.02% | |
| 389 | PERIPERION NETWORK LTD ORD USD | 66,864 | $851.0M | 0.02% | |
| 390 | ESCAESCALADE INC COM USD1 | 39,836 | $843.0M | 0.02% | |
| 391 | LMTLOCKHEED MARTIN CORP COM USD1 | 2,353 | $835.0M | 0.02% | |
| 392 | TXTTEXTRON INC COM USD.125 | 17,215 | $832.0M | 0.02% | |
| 393 | NOWSERVICENOW INC COM USD.001 | 1,508 | $830.0M | 0.02% | |
| 394 | DEDEERE & CO COM USD1 | 3,072 | $827.0M | 0.02% | |
| 395 | EDUNEW ORIENTAL ED & TECH ADR USD | 4,401 | $818.0M | 0.02% | |
| 396 | AONAON PLC CL A ORD | 3,864 | $816.0M | 0.02% | |
| 397 | LNCLINCOLN NATIONAL CORP COM USD1.25 | 16,171 | $813.0M | 0.02% | |
| 398 | CORECORE MARK HOLDING CO INC COM | 27,430 | $806.0M | 0.02% | |
| 399 | PLUNPLUG POWER INC COM USD.01 | 23,765 | $806.0M | 0.02% | |
| 400 | EWEDWARDS LIFESCIENCES CORP COM USD1 | 8,792 | $802.0M | 0.02% |