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 |
|---|---|---|---|---|---|
| 401 | SHOPSHOPIFY INC CL A SUB VTG | 707 | $800.0M | 0.02% | |
| 402 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 17,908 | $799.0M | 0.02% | |
| 403 | TRI4EURTHOMSON-REUTERS CORP COM NPV | 9,485 | $777.0M | 0.02% | |
| 404 | DGDOLLAR GENERAL CORP COM USD.875 | 3,691 | $776.0M | 0.02% | |
| 405 | SPWHSPORTSMANS WAREHOUSE HLDGS COM USD.01 | 44,068 | $773.0M | 0.02% | |
| 406 | RRXREGAL BELOIT CORP COM NPV | 6,288 | $772.0M | 0.02% | |
| 407 | BPOPPOPULAR INC COM USD5 | 13,588 | $765.0M | 0.02% | |
| 408 | SNDRSCHNEIDER NATIONAL INC COM CL B | 36,890 | $764.0M | 0.02% | |
| 409 | APPFAPPFOLIO INC CL A COM USD.0001 | 4,206 | $757.0M | 0.02% | |
| 410 | GOLFACUSHNET HOLDINGS CORP COM USD.001 | 18,639 | $755.0M | 0.02% | |
| 411 | OESXUSDORION ENERGY SYSTEMS INC COM NPV | 75,800 | $748.0M | 0.02% | |
| 412 | JEFJEFFERIES FINANCIAL GRP INC COM USD1 | 30,368 | $747.0M | 0.02% | |
| 413 | TBCHTURTLE BEACH CORP COM USD.001 | 34,573 | $745.0M | 0.02% | |
| 414 | NVROEURNEVRO CORP COM USD0.001 | 4,303 | $745.0M | 0.02% | |
| 415 | UBERUBER TECHNOLOGIES INC COM | 14,552 | $742.0M | 0.02% | |
| 416 | FMFFORMFACTOR INC COM USD.001 | 17,254 | $742.0M | 0.02% | |
| 417 | ARWARROW ELECTRONICS INC COM USD1 | 7,616 | $741.0M | 0.02% | |
| 418 | —INDUSTRIAS BACHOCO SAB DE CV SPON ADR | 16,341 | $738.0M | 0.02% | |
| 419 | VTIVANGUARD TOTAL STOCK MKT ETF | 3,788 | $737.0M | 0.02% | |
| 420 | ELLAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | 2,747 | $731.0M | 0.02% | |
| 421 | ETSYETSY INC COM USD.001 | 4,106 | $730.0M | 0.02% | |
| 422 | JOYYJOYY INC -ADR ADR | 9,112 | $729.0M | 0.02% | |
| 423 | ADIANALOG DEVICES COM USD.16 | 4,891 | $723.0M | 0.02% | |
| 424 | LSTRLANDSTAR SYSTEM INC COM USD.01 | 5,343 | $719.0M | 0.02% | |
| 425 | MGICMAGIC SOFTWARE ENTERPRISES ORD NIS.1 | 45,890 | $718.0M | 0.02% | |
| 426 | CRTOCRITEO SA ADR | 34,884 | $715.0M | 0.02% | |
| 427 | CFCF INDUSTRIES HOLDINGS INC COM USD.01 | 18,294 | $708.0M | 0.02% | |
| 428 | VTRSVIATRIS INC COM USD.5 | 37,306 | $699.0M | 0.02% | |
| 429 | GEGENERAL ELECTRIC CO COM USD.63 | 64,738 | $699.0M | 0.02% | |
| 430 | MBINMERCHANTS BANCORP COM | 25,096 | $693.0M | 0.02% | |
| 431 | CMCCOMMERCIAL METALS COM USD5 | 33,616 | $690.0M | 0.02% | |
| 432 | HN9HANESBRANDS INC COM USD.01 | 47,159 | $688.0M | 0.02% | |
| 433 | —CHINA DISTANCE EDUCATION-ADR ADS NPV | 71,082 | $685.0M | 0.02% | |
| 434 | XLKTECHNOLOGY SELECT SECT SPDR | 5,228 | $680.0M | 0.02% | |
| 435 | RYIRYERSON HOLDING CORP COM USD.01 | 49,768 | $679.0M | 0.02% | |
| 436 | TVTXTRAVERE THERAPEUTICS INC COM | 24,845 | $677.0M | 0.02% | |
| 437 | ANAUTONATION INC COM USD.01 | 9,677 | $675.0M | 0.02% | |
| 438 | CMCOCOLUMBUS MCKINNON CORP COM USD.01 | 17,503 | $673.0M | 0.02% | |
| 439 | BRBROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 4,380 | $671.0M | 0.02% | |
| 440 | XLNXEURXILINX INC COM USD.01 | 4,731 | $671.0M | 0.02% | |
| 441 | ROPROPER TECHNOLOGIES INC COM USD.01 | 1,555 | $670.0M | 0.02% | |
| 442 | KMBKIMBERLY-CLARK CORP COM USD1.25 | 4,951 | $668.0M | 0.02% | |
| 443 | ZIONZIONS BANCORPORATION NA COM NPV | 15,316 | $665.0M | 0.02% | |
| 444 | DNLIDENALI THERAPEUTCS INC COM | 7,893 | $661.0M | 0.02% | |
| 445 | ASRGRUPO AEROPORTUARIO SURESTE SPON ADR | 3,986 | $657.0M | 0.02% | |
| 446 | AGYSAGILYSYS INC COM NPV | 16,940 | $650.0M | 0.02% | |
| 447 | MODNEURMODEL N INC COM USD.00015 | 17,882 | $638.0M | 0.02% | |
| 448 | UFPIUFP INDUSTRIES INC COM NPV | 11,416 | $634.0M | 0.02% | |
| 449 | MCHPMICROCHIP TECHNOLOGY INC COM USD.001 | 4,586 | $633.0M | 0.02% | |
| 450 | CCEPCOCA-COLA EUROPEAN PARTNERS ORD NPV | 12,669 | $631.0M | 0.02% | |
| 451 | LYGLLOYDS BANKING GROUP PLC SPONSORED ADR | 321,852 | $631.0M | 0.02% | |
| 452 | LYTSLSI INDUSTRIES INC COM USD.01 | 73,592 | $630.0M | 0.02% | |
| 453 | HOFTHOOKER FURNITURE CORP COM NPV | 19,448 | $627.0M | 0.02% | |
| 454 | HIWHIGHWOODS PROPERTIES INC COM USD.01 | 15,679 | $621.0M | 0.02% | |
| 455 | CTSHCOGNIZANT TECH SOLUTIONS CL A COM USD.01 | 7,562 | $620.0M | 0.02% | |
| 456 | BMIBADGER METER INC COM USD1 | 6,550 | $616.0M | 0.02% | |
| 457 | —NIC INC COM NPV | 23,754 | $613.0M | 0.02% | |
| 458 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 68,503 | $613.0M | 0.02% | |
| 459 | VOOVANGUARD S&P 500 ETF | 1,765 | $607.0M | 0.02% | |
| 460 | RUNSUNRUN INC COM USD0.0001 | 8,736 | $606.0M | 0.02% | |
| 461 | APAMARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | 12,020 | $605.0M | 0.02% | |
| 462 | VMCVULCAN MATERIALS CO COM USD1 | 4,063 | $603.0M | 0.02% | |
| 463 | GSKGLAXOSMITHKLINE PLC SPON ADR | 16,354 | $602.0M | 0.02% | |
| 464 | CNSCOHEN & STEERS INC COM USD.01 | 8,066 | $599.0M | 0.02% | |
| 465 | MRTXEURMIRATI THERAPEUTICS INC COM USD.001 | 2,726 | $599.0M | 0.02% | |
| 466 | VGTVANGUARD INFO TECH ETF | 1,691 | $598.0M | 0.02% | |
| 467 | LEUCENTRUS ENERGY CORP CL A COM USD.1 | 25,760 | $596.0M | 0.02% | |
| 468 | GNSSGENASYS INC COM USD.00001 | 91,230 | $595.0M | 0.02% | |
| 469 | SOSOUTHERN CO COM USD5 | 9,613 | $591.0M | 0.02% | |
| 470 | GOLDA-MARK PRECIOUS METALS INC COM USD.01 | 22,812 | $585.0M | 0.02% | |
| 471 | BXCBLUELINX HOLDINGS INC COM USD.01 | 19,848 | $581.0M | 0.02% | |
| 472 | BNSBANK OF NOVA SCOTIA COM NPV | 10,714 | $579.0M | 0.02% | |
| 473 | FANGDIAMONDBACK ENERGY INC COM USD.01 | 11,822 | $572.0M | 0.02% | |
| 474 | ODP1ODP CORP COM USD.01 | 19,535 | $572.0M | 0.02% | |
| 475 | XRXXEROX HOLDINGS CORP COM USD1 | 24,539 | $569.0M | 0.02% | |
| 476 | SBACSBA COMMUNICATIONS CORP COM USD.01 | 2,013 | $568.0M | 0.02% | |
| 477 | LAKELAKELAND INDUSTRIES INC COM USD1 | 20,801 | $567.0M | 0.02% | |
| 478 | EBFENNIS INC COM USD2.5 | 31,395 | $560.0M | 0.02% | |
| 479 | WMWASTE MANAGEMENT INC COM NPV | 4,707 | $555.0M | 0.02% | |
| 480 | RAREULTRAGENYX PHARMACEUTICAL COM USD.001 | 4,004 | $554.0M | 0.02% | |
| 481 | UNITUNITI GROUP INC COM USD.0001 | 47,109 | $553.0M | 0.02% | |
| 482 | ROFKFORCE INC COM USD.01 | 13,146 | $553.0M | 0.02% | |
| 483 | KOFCOCA-COLA FEMSA SAB DE CV SPON ADR | 11,986 | $553.0M | 0.02% | |
| 484 | QRVOQORVO INC COM NPV | 3,299 | $549.0M | 0.01% | |
| 485 | COHRII-VI INC COM NPV | 7,215 | $548.0M | 0.01% | |
| 486 | HRIHERC HOLDINGS INC COM USD.01 | 8,212 | $545.0M | 0.01% | |
| 487 | VCELVERICEL CORP COM NPV | 17,595 | $543.0M | 0.01% | |
| 488 | DDDUPONT DE NEMOURS INC COM USD2.5 | 7,583 | $539.0M | 0.01% | |
| 489 | AMSWAUSDAMERICAN SOFTWARE -CL A CL A COM USD.1 | 31,322 | $538.0M | 0.01% | |
| 490 | NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001 | 38,982 | $536.0M | 0.01% | |
| 491 | WGOWINNEBAGO INDUSTRIES COM USD.5 | 8,923 | $535.0M | 0.01% | |
| 492 | NRIMNORTHRIM BANCORP INC COM USD1 | 15,743 | $534.0M | 0.01% | |
| 493 | VALEVALE SA SPONSORED ADR | 31,309 | $525.0M | 0.01% | |
| 494 | VOVANGUARD MID-CAP ETF | 2,528 | $523.0M | 0.01% | |
| 495 | HSYHERSHEY CO COM USD1. | 3,420 | $521.0M | 0.01% | |
| 496 | LWLAMB WESTON HOLDINGS INC COM USD1 | 6,574 | $518.0M | 0.01% | |
| 497 | IHGINTERCONTINENTAL HOTELS GRP SPON ADR | 7,942 | $517.0M | 0.01% | |
| 498 | JBLJABIL INC COM USD.001 | 12,129 | $516.0M | 0.01% | |
| 499 | HPEHEWLETT PACKARD ENTERPRISE COM USD.01 | 43,537 | $516.0M | 0.01% | |
| 500 | SFSTIFEL FINANCIAL CORP COM USD.15 | 10,200 | $515.0M | 0.01% |