O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2024 Filing

Filed May 13, 2024

Portfolio Value

$9.0B

Holdings

1,874

Report Date

Q1 2024

Filing Type

13F-HR

All Holdings (1,874 positions)

#	Stock	Shares	Value	% Portfolio
601	IJHISHARES TR	26,557	$1.0M	0.01%
602	VBRVANGUARD INDEX FDS	5,765	$1.0M	0.01%
603	HLIHOULIHAN LOKEY INC	8,677	$1.0M	0.01%
604	LECOLINCOLN ELEC HLDGS INC	4,034	$1.0M	0.01%
605	AALAMERICAN AIRLS GROUP INC	78,024	$1.0M	0.01%
606	MHKMOHAWK INDS INC	11,079	$1.0M	0.01%
607	WTRGESSENTIAL UTILS INC	37,254	$1.0M	0.01%
608	XLVSELECT SECTOR SPDR TR	7,833	$1.0M	0.01%
609	IQVIQVIA HLDGS INC	7,501	$1.0M	0.01%
610	TXTTEXTRON INC	17,231	$1.0M	0.01%
611	EMBJEMBRAER S.A.	46,531	$1.0M	0.01%
612	AKAMAKAMAI TECHNOLOGIES INC	14,227	$1.0M	0.01%
613	ATGEADTALEM GLOBAL ED INC	27,357	$1.0M	0.01%
614	INVAINNOVIVA INC	73,066	$1.0M	0.01%
615	PRIPRIMERICA INC	5,566	$1.0M	0.01%
616	VGREURVECTOR GROUP LTD	105,596	$1.0M	0.01%
617	ESEVERSOURCE ENERGY	32,181	$1.0M	0.01%
618	AYIACUITY BRANDS INC	5,988	$1.0M	0.01%
619	EQREQUITY RESIDENTIAL	28,396	$1.0M	0.01%
620	07WAMR COOPER GROUP INC	13,202	$1.0M	0.01%
621	SBACSBA COMMUNICATIONS CORP NEW	6,726	$1.0M	0.01%
622	XXYCROSS CTRY HEALTHCARE INC	79,399	$1.0M	0.01%
623	VSSVANGUARD INTL EQUITY INDEX F	8,765	$1.0M	0.01%
624	EXPEAGLE MATLS INC	6,580	$1.0M	0.01%
625	STZCONSTELLATION BRANDS INC	7,009	$1.0M	0.01%
626	TPDTEMPUR SEALY INTL INC	19,493	$1.0M	0.01%
627	ERICTELEFONAKTIEBOLAGET LM ERICS	334,701	$1.0M	0.01%
628	BKUBANKUNITED INC	70,910	$1.0M	0.01%
629	MTARCELORMITTAL SA LUXEMBOURG	47,051	$1.0M	0.01%
630	REGREGENCY CTRS CORP	22,564	$1.0M	0.01%
631	KEYSKEYSIGHT TECHNOLOGIES INC	6,785	$1.0M	0.01%
632	PFCPREMIER FINANCIAL CORP	83,521	$1.0M	0.01%
633	KHCKRAFT HEINZ CO	44,621	$1.0M	0.01%
634	DFINDONNELLEY FINL SOLUTIONS INC	26,857	$1.0M	0.01%
635	PAGPENSKE AUTOMOTIVE GRP INC	7,875	$1.0M	0.01%
636	EAELECTRONIC ARTS INC	12,212	$1.0M	0.01%
637	EVREVERCORE INC	7,554	$1.0M	0.01%
638	TRPTC ENERGY CORP	31,818	$1.0M	0.01%
639	ZEUSOLYMPIC STEEL INC	27,829	$1.0M	0.01%
640	COLLCOLLEGIUM PHARMACEUTICAL INC	45,735	$1.0M	0.01%
641	RNGRRANGER ENERGY SVCS INC	100,854	$1.0M	0.01%
642	SKTTANGER INC	65,480	$1.0M	0.01%
643	JEFJEFFERIES FINL GROUP INC	30,748	$1.0M	0.01%
644	XLISELECT SECTOR SPDR TR	8,650	$1.0M	0.01%
645	WATWATERS CORP	3,718	$1.0M	0.01%
646	PLTRPALANTIR TECHNOLOGIES INC	79,854	$1.0M	0.01%
647	KELYAKELLY SVCS INC	59,416	$1.0M	0.01%
648	TTCTORO CO	13,106	$1.0M	0.01%
649	ITUBITAU UNIBANCO HLDG S A	211,008	$1.0M	0.01%
650	AFWALIGN TECHNOLOGY INC	5,402	$1.0M	0.01%
651	CHTRCHARTER COMMUNICATIONS INC N	5,370	$1.0M	0.01%
652	SEICSEI INVTS CO	22,919	$1.0M	0.01%
653	CLVTRIP COM GROUP LTD	33,512	$1.0M	0.01%
654	DFACDIMENSIONAL ETF TRUST	39,617	$1.0M	0.01%
655	CVLGCOVENANT LOGISTICS GROUP INC	34,791	$1.0M	0.01%
656	MEOHMETHANEX CORP	39,649	$1.0M	0.01%
657	VENVENTAS INC	27,362	$1.0M	0.01%
658	RITMRITHM CAPITAL CORP	163,518	$1.0M	0.01%
659	BWMXBETTERWARE DE MEXC S A P I D	74,906	$1.0M	0.01%
660	DSGDESCARTES SYS GROUP INC	18,649	$1.0M	0.01%
661	MRNAMODERNA INC	10,869	$1.0M	0.01%
662	GIIIG III APPAREL GROUP LTD	53,814	$1.0M	0.01%
663	ELLAUDER ESTEE COS INC	10,942	$1.0M	0.01%
664	NGGNATIONAL GRID PLC	17,185	$1.0M	0.01%
665	EENI S P A	58,884	$1.0M	0.01%
666	RSPTINVESCO EXCHANGE TRADED FD T	51,179	$1.0M	0.01%
667	PEOEXELON CORP	32,634	$1.0M	0.01%
668	VBKVANGUARD INDEX FDS	5,175	$1.0M	0.01%
669	BSVVANGUARD BD INDEX FDS	14,799	$1.0M	0.01%
670	CHECHEMED CORP NEW	2,641	$1.0M	0.01%
671	ASGNASGN INC	15,336	$1.0M	0.01%
672	TROWPRICE T ROWE GROUP INC	16,040	$1.0M	0.01%
673	ITRNITURAN LOCATION AND CONTROL	37,966	$1.0M	0.01%
674	WPPWPP PLC NEW	21,104	$1.0M	0.01%
675	IRMIRON MTN INC DEL	15,344	$1.0M	0.01%
676	MRVLMARVELL TECHNOLOGY INC	26,743	$1.0M	0.01%
677	CPFCENTRAL PAC FINL CORP	58,190	$1.0M	0.01%
678	XLYSELECT SECTOR SPDR TR	5,922	$1.0M	0.01%
679	KRTKARAT PACKAGING INC	64,049	$1.0M	0.01%
680	IRINGERSOLL RAND INC	16,711	$1.0M	0.01%
681	VIRCVIRCO MFG CO	124,642	$1.0M	0.01%
682	TACTRANSALTA CORP	171,256	$1.0M	0.01%
683	NATRNATURES SUNSHINE PRODS INC	54,529	$1.0M	0.01%
684	DACDANAOS CORPORATION	24,694	$1.0M	0.01%
685	RCORESOURCES CONNECTION INC	91,221	$1.0M	0.01%
686	ALCALCON AG	17,999	$1.0M	0.01%
687	CARSCARS COM INC	92,580	$1.0M	0.01%
688	EFXEQUIFAX INC	6,331	$1.0M	0.01%
689	MCXMCCORMICK & CO INC	25,885	$1.0M	0.01%
690	LHLABORATORY CORP AMER HLDGS	4,890	$1.0M	0.01%
691	COSCNO FINL GROUP INC	57,159	$1.0M	0.01%
692	SGCSUPERIOR GROUP OF CO INC	74,034	$1.0M	0.01%
693	IUSGISHARES TR	10,897	$1.0M	0.01%
694	SANMSANMINA CORPORATION	21,369	$1.0M	0.01%
695	TSTENARIS S A	39,128	$1.0M	0.01%
696	NDAQNASDAQ INC	25,828	$1.0M	0.01%
697	APAAPA CORPORATION	46,704	$1.0M	0.01%
698	SAICSCIENCE APPLICATIONS INTL CO	8,553	$1.0M	0.01%
699	ULTAULTA BEAUTY INC	3,205	$1.0M	0.01%
700	BAXBAXTER INTL INC	39,267	$1.0M	0.01%

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