O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2022 Filing
Filed August 11, 2022
Portfolio Value
$5.4B
Holdings
1,255
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (1,255 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | JPMJPMORGAN CHASE & CO | 145,371 | $16.4B | 302.06% | |
| 102 | EMNEASTMAN CHEM CO | 177,769 | $16.0B | 294.46% | |
| 103 | DFSEURDISCOVER FINL SVCS | 165,628 | $15.7B | 289.05% | |
| 104 | MMM3M CO | 120,919 | $15.6B | 288.74% | |
| 105 | BIIBBIOGEN INC | 74,932 | $15.3B | 281.99% | |
| 106 | BAMBROOKFIELD ASSET MGMT INC | 341,028 | $15.2B | 279.90% | |
| 107 | HRBBLOCK H & R INC | 427,318 | $15.1B | 278.50% | |
| 108 | WRKUSDWESTROCK CO | 364,798 | $14.5B | 268.18% | |
| 109 | TSLATESLA INC | 21,418 | $14.4B | 266.14% | |
| 110 | PC6APETROCHINA CO LTD | 305,361 | $14.2B | 262.80% | |
| 111 | STXSEAGATE TECHNOLOGY HLDNGS PL | 193,472 | $13.8B | 255.05% | |
| 112 | BKBANK NEW YORK MELLON CORP | 330,829 | $13.8B | 254.60% | |
| 113 | GPCGENUINE PARTS CO | 103,055 | $13.7B | 252.90% | |
| 114 | LKQ1LKQ CORP | 276,682 | $13.6B | 250.62% | |
| 115 | RRYDER SYS INC | 190,880 | $13.6B | 250.28% | |
| 116 | CBCHUBB LIMITED | 68,444 | $13.5B | 248.27% | |
| 117 | BBYBEST BUY INC | 201,068 | $13.1B | 241.87% | |
| 118 | NTRNUTRIEN LTD | 157,667 | $12.6B | 231.68% | |
| 119 | ADBEADOBE SYSTEMS INCORPORATED | 34,288 | $12.6B | 231.59% | |
| 120 | CVSCVS HEALTH CORP | 133,126 | $12.3B | 227.61% | |
| 121 | UNMUNUM GROUP | 359,583 | $12.2B | 225.72% | |
| 122 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 147,534 | $12.1B | 222.55% | |
| 123 | CTVACORTEVA INC | 222,560 | $12.0B | 222.33% | |
| 124 | DELLDELL TECHNOLOGIES INC | 258,181 | $11.9B | 220.15% | |
| 125 | TRPTC ENERGY CORP | 229,824 | $11.9B | 219.67% | |
| 126 | DWDMORGAN STANLEY | 156,203 | $11.9B | 219.23% | |
| 127 | PAYXPAYCHEX INC | 100,749 | $11.5B | 211.68% | |
| 128 | LMTLOCKHEED MARTIN CORP | 25,917 | $11.1B | 205.61% | |
| 129 | NVDANVIDIA CORPORATION | 71,886 | $10.9B | 201.07% | |
| 130 | COSTCOSTCO WHSL CORP NEW | 22,709 | $10.9B | 200.83% | |
| 131 | BLDRBUILDERS FIRSTSOURCE INC | 199,652 | $10.7B | 197.83% | |
| 132 | CMCANADIAN IMP BK COMM | 220,519 | $10.7B | 197.59% | |
| 133 | ACGLARCH CAP GROUP LTD | 235,069 | $10.7B | 197.31% | |
| 134 | CVECENOVUS ENERGY INC | 546,051 | $10.4B | 191.68% | |
| 135 | MGAMAGNA INTL INC | 187,950 | $10.3B | 190.41% | |
| 136 | GIB/ACGI INC | 127,832 | $10.2B | 187.90% | |
| 137 | HOLXHOLOGIC INC | 144,311 | $10.0B | 184.54% | |
| 138 | OMCOMNICOM GROUP INC | 157,206 | $10.0B | 184.52% | |
| 139 | CSXCSX CORP | 341,305 | $9.9B | 183.01% | |
| 140 | CLRUSDCONTINENTAL RES INC | 148,750 | $9.7B | 179.37% | |
| 141 | MAMASTERCARD INCORPORATED | 30,798 | $9.7B | 179.28% | |
| 142 | NXPINXP SEMICONDUCTORS N V | 65,237 | $9.7B | 178.19% | |
| 143 | CINFCINCINNATI FINL CORP | 81,087 | $9.6B | 178.03% | |
| 144 | ABXBARRICK GOLD CORP | 542,552 | $9.6B | 177.01% | |
| 145 | ALLYALLY FINL INC | 284,391 | $9.5B | 175.85% | |
| 146 | VLOVALERO ENERGY CORP | 89,098 | $9.5B | 174.72% | |
| 147 | CATCATERPILLAR INC | 52,938 | $9.5B | 174.61% | |
| 148 | HONHONEYWELL INTL INC | 53,373 | $9.3B | 171.18% | |
| 149 | AVGOBROADCOM INC | 18,915 | $9.2B | 169.56% | |
| 150 | FFORD MTR CO DEL | 822,385 | $9.2B | 168.89% | |
| 151 | BCEBCE INC | 185,254 | $9.1B | 168.03% | |
| 152 | COPCONOCOPHILLIPS | 99,798 | $9.0B | 165.39% | |
| 153 | NVONOVO-NORDISK A S | 79,667 | $8.9B | 163.80% | |
| 154 | CAGCONAGRA BRANDS INC | 256,971 | $8.8B | 162.34% | |
| 155 | CFCF INDS HLDGS INC | 102,017 | $8.7B | 161.38% | |
| 156 | MRO*MARATHON OIL CORP | 386,505 | $8.7B | 160.33% | |
| 157 | MCDMCDONALDS CORP | 35,100 | $8.7B | 159.89% | |
| 158 | NWGNATWEST GROUP PLC | 1,565,738 | $8.5B | 157.45% | |
| 159 | ABTABBOTT LABS | 78,464 | $8.5B | 157.30% | |
| 160 | BLKCHFBLACKROCK INC | 13,955 | $8.5B | 156.82% | |
| 161 | IXORIX CORP | 100,755 | $8.5B | 156.47% | |
| 162 | SPYSPDR S&P 500 ETF TR | 22,279 | $8.4B | 155.09% | |
| 163 | BBWIBATH & BODY WORKS INC | 308,663 | $8.3B | 153.30% | |
| 164 | FOXAFOX CORP | 256,554 | $8.3B | 152.25% | |
| 165 | DUKDUKE ENERGY CORP NEW | 76,682 | $8.2B | 151.69% | |
| 166 | LIESUN LIFE FINANCIAL INC. | 176,867 | $8.1B | 149.52% | |
| 167 | TAPMOLSON COORS BEVERAGE CO | 148,299 | $8.1B | 149.17% | |
| 168 | WMWASTE MGMT INC DEL | 52,570 | $8.0B | 148.39% | |
| 169 | VALEVALE S A | 549,307 | $8.0B | 148.28% | |
| 170 | TRVTRAVELERS COMPANIES INC | 47,501 | $8.0B | 148.24% | |
| 171 | METAMETA PLATFORMS INC | 46,838 | $7.6B | 139.37% | |
| 172 | DXCDXC TECHNOLOGY CO | 246,511 | $7.5B | 137.87% | |
| 173 | SPGIS&P GLOBAL INC | 22,053 | $7.4B | 137.15% | |
| 174 | ZTSZOETIS INC | 42,480 | $7.3B | 134.74% | |
| 175 | TMOTHERMO FISHER SCIENTIFIC INC | 13,318 | $7.2B | 133.50% | |
| 176 | WMTWALMART INC | 59,419 | $7.2B | 133.30% | |
| 177 | HMCHONDA MOTOR LTD | 296,456 | $7.2B | 132.10% | |
| 178 | AMXNAMERICA MOVIL SAB DE CV | 344,391 | $7.0B | 129.83% | |
| 179 | TTELUS CORPORATION | 315,091 | $7.0B | 129.50% | |
| 180 | PBRPETROLEO BRASILEIRO SA PETRO | 595,313 | $7.0B | 128.30% | |
| 181 | BCSBARCLAYS PLC | 913,359 | $6.9B | 128.09% | |
| 182 | IMOIMPERIAL OIL LTD | 146,043 | $6.9B | 126.97% | |
| 183 | IWDISHARES TR | 46,819 | $6.8B | 125.23% | |
| 184 | NEENEXTERA ENERGY INC | 87,458 | $6.8B | 124.99% | |
| 185 | DDOMINION ENERGY INC | 83,447 | $6.7B | 122.89% | |
| 186 | MGMMGM RESORTS INTERNATIONAL | 229,352 | $6.6B | 122.50% | |
| 187 | TXNTEXAS INSTRS INC | 42,941 | $6.6B | 121.75% | |
| 188 | INFYINFOSYS LTD | 354,070 | $6.6B | 120.94% | |
| 189 | UPSUNITED PARCEL SERVICE INC | 35,642 | $6.5B | 120.05% | |
| 190 | AMDADVANCED MICRO DEVICES INC | 84,324 | $6.4B | 118.98% | |
| 191 | VIGVANGUARD SPECIALIZED FUNDS | 44,407 | $6.4B | 117.56% | |
| 192 | DHRDANAHER CORPORATION | 25,057 | $6.4B | 117.21% | |
| 193 | VTIVANGUARD INDEX FDS | 33,580 | $6.3B | 116.88% | |
| 194 | KMBKIMBERLY-CLARK CORP | 46,542 | $6.3B | 116.06% | |
| 195 | DVNDEVON ENERGY CORP NEW | 114,108 | $6.3B | 116.03% | |
| 196 | QCOMQUALCOMM INC | 49,166 | $6.3B | 115.88% | |
| 197 | MSIMOTOROLA SOLUTIONS INC | 29,443 | $6.2B | 113.87% | |
| 198 | STNSTANTEC INC | 139,809 | $6.1B | 112.98% | |
| 199 | GSGOLDMAN SACHS GROUP INC | 20,322 | $6.0B | 111.38% | |
| 200 | LEGLEGGETT & PLATT INC | 174,534 | $6.0B | 111.36% |