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 |
|---|---|---|---|---|---|
| 201 | WCNWASTE CONNECTIONS INC | 48,343 | $6.0B | 110.60% | |
| 202 | ORLYOREILLY AUTOMOTIVE INC | 9,474 | $6.0B | 110.44% | |
| 203 | W3UWESTERN UN CO | 360,919 | $5.9B | 109.68% | |
| 204 | METMETLIFE INC | 94,377 | $5.9B | 109.35% | |
| 205 | USBUS BANCORP DEL | 128,469 | $5.9B | 109.09% | |
| 206 | WECWEC ENERGY GROUP INC | 57,396 | $5.8B | 106.58% | |
| 207 | OXYOCCIDENTAL PETE CORP | 97,827 | $5.8B | 106.28% | |
| 208 | EDCONSOLIDATED EDISON INC | 60,547 | $5.8B | 106.25% | |
| 209 | RHIROBERT HALF INTL INC | 76,615 | $5.7B | 105.88% | |
| 210 | JEFJEFFERIES FINL GROUP INC | 205,848 | $5.7B | 104.92% | |
| 211 | MDLZMONDELEZ INTL INC | 91,452 | $5.7B | 104.77% | |
| 212 | IPGINTERPUBLIC GROUP COS INC | 206,154 | $5.7B | 104.72% | |
| 213 | NVSNNOVARTIS AG | 66,482 | $5.6B | 103.70% | |
| 214 | RTXRAYTHEON TECHNOLOGIES CORP | 58,255 | $5.6B | 103.31% | |
| 215 | CFGCITIZENS FINL GROUP INC | 156,050 | $5.6B | 102.76% | |
| 216 | MRSHMARSH & MCLENNAN COS INC | 34,563 | $5.4B | 99.01% | |
| 217 | RFPUSDRESOLUTE FST PRODS INC | 419,948 | $5.4B | 98.88% | |
| 218 | BHPBHP GROUP LTD | 93,531 | $5.3B | 96.97% | |
| 219 | UHSUNIVERSAL HLTH SVCS INC | 52,114 | $5.2B | 96.84% | |
| 220 | CLCOLGATE PALMOLIVE CO | 64,151 | $5.1B | 94.86% | |
| 221 | TMTOYOTA MOTOR CORP | 33,019 | $5.1B | 93.94% | |
| 222 | TRI4EURTHOMSON REUTERS CORP. | 48,753 | $5.1B | 93.77% | |
| 223 | GSKGSK PLC | 116,384 | $5.1B | 93.48% | |
| 224 | CRMSALESFORCE INC | 30,417 | $5.0B | 92.63% | |
| 225 | MDTMEDTRONIC PLC | 55,348 | $5.0B | 91.65% | |
| 226 | ASMLASML HOLDING N V | 10,430 | $5.0B | 91.58% | |
| 227 | ACWIISHARES TR | 58,328 | $4.9B | 90.29% | |
| 228 | DVADAVITA INC | 61,130 | $4.9B | 90.19% | |
| 229 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 72,290 | $4.9B | 90.03% | |
| 230 | NKENIKE INC | 47,511 | $4.9B | 89.60% | |
| 231 | WFGWEST FRASER TIMBER CO LTD | 62,972 | $4.8B | 89.16% | |
| 232 | FTSFORTIS INC | 100,639 | $4.8B | 87.78% | |
| 233 | IWFISHARES TR | 21,728 | $4.8B | 87.68% | |
| 234 | PPLPEMBINA PIPELINE CORP | 132,690 | $4.7B | 86.54% | |
| 235 | WSMWILLIAMS SONOMA INC | 42,209 | $4.7B | 86.41% | |
| 236 | VIVTELEFONICA BRASIL SA | 514,876 | $4.7B | 86.08% | |
| 237 | CMECME GROUP INC | 22,734 | $4.7B | 85.88% | |
| 238 | RIORIO TINTO PLC | 75,965 | $4.6B | 85.51% | |
| 239 | —LABORATORY CORP AMER HLDGS | 19,774 | $4.6B | 85.51% | |
| 240 | KOFCOCA-COLA FEMSA SAB DE CV | 83,632 | $4.6B | 85.30% | |
| 241 | BABAALIBABA GROUP HLDG LTD | 40,386 | $4.6B | 84.71% | |
| 242 | HIGHARTFORD FINL SVCS GROUP INC | 69,696 | $4.6B | 84.14% | |
| 243 | AZNASTRAZENECA PLC | 68,476 | $4.5B | 83.48% | |
| 244 | PNWPINNACLE WEST CAP CORP | 61,394 | $4.5B | 82.83% | |
| 245 | TECK/BTECK RESOURCES LTD | 146,496 | $4.5B | 82.65% | |
| 246 | GDGENERAL DYNAMICS CORP | 20,246 | $4.5B | 82.65% | |
| 247 | CMBTEURONAV NV | 371,141 | $4.5B | 82.44% | |
| 248 | DRIDARDEN RESTAURANTS INC | 39,148 | $4.4B | 81.71% | |
| 249 | CLSEURCELESTICA INC | 449,820 | $4.4B | 80.67% | |
| 250 | PAGPENSKE AUTOMOTIVE GRP INC | 41,592 | $4.4B | 80.34% | |
| 251 | MEOHMETHANEX CORP | 113,901 | $4.4B | 80.30% | |
| 252 | SBUXSTARBUCKS CORP | 55,782 | $4.3B | 78.62% | |
| 253 | TTENTOTALENERGIES SE | 80,919 | $4.3B | 78.61% | |
| 254 | DISDISNEY WALT CO | 44,921 | $4.2B | 78.26% | |
| 255 | ONON SEMICONDUCTOR CORP | 84,136 | $4.2B | 78.11% | |
| 256 | NVRNVR INC | 1,050 | $4.2B | 77.57% | |
| 257 | HSYHERSHEY CO | 19,428 | $4.2B | 77.13% | |
| 258 | ITWILLINOIS TOOL WKS INC | 22,921 | $4.2B | 77.07% | |
| 259 | APDAIR PRODS & CHEMS INC | 17,364 | $4.2B | 77.06% | |
| 260 | SONYSONY GROUP CORPORATION | 50,879 | $4.2B | 76.76% | |
| 261 | BPOPPOPULAR INC | 53,933 | $4.1B | 76.56% | |
| 262 | INTUINTUIT | 10,756 | $4.1B | 76.50% | |
| 263 | HEHAWAIIAN ELEC INDUSTRIES | 101,289 | $4.1B | 76.45% | |
| 264 | JKHYHENRY JACK & ASSOC INC | 23,003 | $4.1B | 76.41% | |
| 265 | AXPAMERICAN EXPRESS CO | 28,817 | $4.0B | 73.72% | |
| 266 | KBIAKB FINL GROUP INC | 106,382 | $4.0B | 73.02% | |
| 267 | ETNEATON CORP PLC | 30,932 | $3.9B | 71.91% | |
| 268 | ABJAABB LTD | 145,098 | $3.9B | 71.56% | |
| 269 | AEPAMERICAN ELEC PWR CO INC | 40,119 | $3.8B | 71.02% | |
| 270 | TMUST-MOBILE US INC | 28,528 | $3.8B | 70.82% | |
| 271 | OVVOVINTIV INC | 86,672 | $3.8B | 70.67% | |
| 272 | TPRTAPESTRY INC | 125,164 | $3.8B | 70.49% | |
| 273 | CHDCHURCH & DWIGHT CO INC | 41,215 | $3.8B | 70.47% | |
| 274 | DYHTARGET CORP | 27,031 | $3.8B | 70.45% | |
| 275 | LINLINDE PLC | 13,144 | $3.8B | 69.73% | |
| 276 | MTARCELORMITTAL SA LUXEMBOURG | 166,982 | $3.8B | 69.62% | |
| 277 | EOGEOG RES INC | 33,922 | $3.7B | 69.12% | |
| 278 | MUMICRON TECHNOLOGY INC | 67,702 | $3.7B | 69.07% | |
| 279 | AMTAMERICAN TOWER CORP NEW | 14,637 | $3.7B | 69.03% | |
| 280 | KELKELLOGG CO | 52,411 | $3.7B | 68.99% | |
| 281 | VICIVICI PPTYS INC | 125,475 | $3.7B | 68.97% | |
| 282 | URIUNITED RENTALS INC | 15,384 | $3.7B | 68.96% | |
| 283 | PNCPNC FINL SVCS GROUP INC | 23,114 | $3.6B | 67.29% | |
| 284 | AFLAFLAC INC | 65,795 | $3.6B | 67.17% | |
| 285 | SHELSHELL PLC | 69,190 | $3.6B | 66.76% | |
| 286 | BPBP PLC | 126,055 | $3.6B | 65.93% | |
| 287 | TACTRANSALTA CORP | 311,646 | $3.6B | 65.62% | |
| 288 | HIHILLENBRAND INC | 84,404 | $3.5B | 63.79% | |
| 289 | EMREMERSON ELEC CO | 42,837 | $3.4B | 62.87% | |
| 290 | DDSDILLARDS INC | 15,434 | $3.4B | 62.81% | |
| 291 | SNPUSDCHINA PETROLEUM & CHEMICAL C | 74,284 | $3.3B | 61.39% | |
| 292 | CAJPYCANON INC | 145,100 | $3.3B | 60.80% | |
| 293 | WATWATERS CORP | 9,909 | $3.3B | 60.52% | |
| 294 | INVAINNOVIVA INC | 220,020 | $3.2B | 59.91% | |
| 295 | COKECOCA COLA CONS INC | 5,752 | $3.2B | 59.86% | |
| 296 | FDSFACTSET RESH SYS INC | 8,334 | $3.2B | 59.14% | |
| 297 | NUENUCOR CORP | 30,512 | $3.2B | 58.79% | |
| 298 | SJR/BEURSHAW COMMUNICATIONS INC | 106,947 | $3.2B | 58.14% | |
| 299 | PLDPROLOGIS INC. | 26,613 | $3.1B | 57.77% | |
| 300 | PWRQUANTA SVCS INC | 24,368 | $3.1B | 56.35% |