O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2023 Filing

Filed August 11, 2023

Portfolio Value

$6.7B

Holdings

1,493

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (1,493 positions)

#StockSharesValue% PortfolioType
201
NTRNUTRIEN LTD
126,380$7.5B110.67%
202
CMCANADIAN IMPERIAL BK COMM TO
174,316$7.4B110.39%
203
UBSUBS GROUP AG
366,685$7.4B110.24%
204
ITWILLINOIS TOOL WKS INC
29,544$7.4B109.63%
205
FFORD MTR CO DEL
484,347$7.3B108.69%
206
TAT&T INC
456,729$7.3B108.06%
207
LIESUN LIFE FINANCIAL INC.
138,277$7.2B106.91%
208
TMOTHERMO FISHER SCIENTIFIC INC
13,769$7.2B106.56%
209
MDTMEDTRONIC PLC
81,256$7.2B106.19%
210
BWABORGWARNER INC
144,956$7.1B105.16%
211
MUMICRON TECHNOLOGY INC
112,334$7.1B105.16%
212
TKCTURKCELL ILETISIM HIZMETLERI
1,971,115$7.0B104.38%
213
ETNEATON CORP PLC
34,831$7.0B103.90%
214
WFGWEST FRASER TIMBER CO LTD
80,829$6.9B103.06%
215
CMICUMMINS INC
28,259$6.9B102.76%
216
HUMHUMANA INC
15,490$6.9B102.75%
217
BSXBOSTON SCIENTIFIC CORP
127,118$6.9B101.99%
218
ABXBARRICK GOLD CORP
400,064$6.8B100.37%
219
BABOEING CO
31,969$6.8B100.13%
220
A4SAMERIPRISE FINL INC
20,293$6.7B99.99%
221
SHOPSHOPIFY INC
103,974$6.7B99.66%
222
APDAIR PRODS & CHEMS INC
22,389$6.7B99.48%
223
NEENEXTERA ENERGY INC
90,019$6.7B99.08%
224
GISGENERAL MLS INC
86,867$6.7B98.83%
225
IEIISHARES TR
57,017$6.6B97.48%
226
ITOTISHARES TR
66,943$6.5B97.15%
227
ODFLOLD DOMINION FREIGHT LINE IN
17,426$6.4B95.58%
228
VRSKVERISK ANALYTICS INC
28,237$6.4B94.66%
229
URIUNITED RENTALS INC
14,259$6.3B94.20%
230
TRITHOMSON REUTERS CORP.
46,925$6.3B93.95%
231
NWGNATWEST GROUP PLC
1,026,388$6.3B93.18%
232
UPSUNITED PARCEL SERVICE INC
34,672$6.2B92.18%
233
AMATAPPLIED MATLS INC
42,975$6.2B92.14%
234
MUBISHARES TR
58,087$6.2B91.96%
235
SOSOUTHERN CO
87,912$6.2B91.60%
236
BMYBRISTOL-MYERS SQUIBB CO
96,303$6.2B91.35%
237
RTXRAYTHEON TECHNOLOGIES CORP
62,571$6.1B90.92%
238
NOCNORTHROP GRUMMAN CORP
13,440$6.1B90.86%
239
DUKDUKE ENERGY CORP NEW
68,170$6.1B90.74%
240
BHPBHP GROUP LTD
102,443$6.1B90.67%
241
MCOMOODYS CORP
17,418$6.1B89.84%
242
INTUINTUIT
13,039$6.0B88.62%
243
CDNSCADENCE DESIGN SYSTEM INC
25,252$5.9B87.85%
244
AXPAMERICAN EXPRESS CO
33,989$5.9B87.82%
245
AZNASTRAZENECA PLC
82,615$5.9B87.70%
246
PNCPNC FINL SVCS GROUP INC
46,736$5.9B87.30%
247
CBOECBOE GLOBAL MKTS INC
42,344$5.8B86.68%
248
SHELSHELL PLC
96,162$5.8B86.13%
249
OCOWENS CORNING NEW
44,127$5.8B85.42%
250
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
87,466$5.7B84.69%
251
SAPSAP SE
41,415$5.7B84.04%
252
BCEBCE INC
121,760$5.5B82.33%
253
RFREGIONS FINANCIAL CORP NEW
309,158$5.5B81.72%
254
NDQINVESCO QQQ TR
14,761$5.5B80.89%
255
FNVFRANCO NEV CORP
38,067$5.4B80.46%
256
UHSUNIVERSAL HLTH SVCS INC
34,253$5.4B80.17%
257
SONYSONY GROUP CORPORATION
59,935$5.4B80.05%
258
BCSBARCLAYS PLC
674,599$5.3B78.65%
259
QSRRESTAURANT BRANDS INTL INC
68,264$5.3B78.49%
260
TTELUS CORPORATION
271,676$5.3B78.42%
261
PKXPOSCO HOLDINGS INC
71,417$5.3B78.34%
262
USBUS BANCORP DEL
159,824$5.3B78.33%
263
ISRGINTUITIVE SURGICAL INC
15,437$5.3B78.30%
264
AJGGALLAGHER ARTHUR J & CO
24,021$5.3B78.24%
265
CLSEURCELESTICA INC
355,214$5.2B76.40%
266
GDGENERAL DYNAMICS CORP
23,738$5.1B75.76%
267
MSCIMSCI INC
10,697$5.0B74.46%
268
INTCINTEL CORP
147,711$4.9B73.27%
269
AEMAGNICO EAGLE MINES LTD
98,787$4.9B73.16%
270
MSIMOTOROLA SOLUTIONS INC
16,756$4.9B72.90%
271
VEAVANGUARD TAX-MANAGED FDS
105,861$4.9B72.51%
272
ADIANALOG DEVICES INC
25,054$4.9B72.39%
273
PLDPROLOGIS INC.
39,785$4.9B72.36%
274
TMUST-MOBILE US INC
35,097$4.9B72.30%
275
IWDISHARES TR
30,880$4.9B72.29%
276
ITGARTNER INC
13,848$4.9B71.96%
277
EDCONSOLIDATED EDISON INC
53,184$4.8B71.31%
278
DHRDANAHER CORPORATION
19,909$4.8B70.88%
279
LBTYBLIBERTY GLOBAL PLC
268,763$4.8B70.84%
280
DEDEERE & CO
11,738$4.8B70.55%
281
LRCXEURLAM RESEARCH CORP
7,398$4.8B70.54%
282
AMXAMERICA MOVIL SAB DE CV
218,704$4.7B70.20%
283
PWRQUANTA SVCS INC
24,044$4.7B70.06%
284
TTENTOTALENERGIES SE
81,675$4.7B69.83%
285
CHDCHURCH & DWIGHT CO INC
46,897$4.7B69.72%
286
HIMXHIMAX TECHNOLOGIES INC
693,944$4.7B69.49%
287
PPLPEMBINA PIPELINE CORP
148,723$4.7B69.35%
288
MGMMGM RESORTS INTERNATIONAL
106,440$4.7B69.34%
289
FASTFASTENAL CO
78,452$4.6B68.64%
290
LINLINDE PLC
12,088$4.6B68.33%
291
HRBBLOCK H & R INC
142,991$4.6B67.60%
292
PGRPROGRESSIVE CORP
34,183$4.5B67.11%
293
LEGLEGGETT & PLATT INC
152,552$4.5B67.02%
294
NOWSERVICENOW INC
7,983$4.5B66.55%
295
WECWEC ENERGY GROUP INC
50,312$4.4B65.85%
296
KLICKULICKE & SOFFA INDS INC
73,769$4.4B65.05%
297
QCOMQUALCOMM INC
36,656$4.4B64.72%
298
AITAPPLIED INDL TECHNOLOGIES IN
30,113$4.4B64.69%
299
BAHBOOZ ALLEN HAMILTON HLDG COR
38,542$4.3B63.80%
300
JKHYHENRY JACK & ASSOC INC
25,682$4.3B63.74%
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