O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$9.7B

Holdings

1,960

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (1,960 positions)

#StockSharesValue% PortfolioType
101
ASMLASML HOLDING N V
20,543$21.0B216.94%
102
CNRCANADIAN NATL RY CO
177,693$21.0B216.81%
103
CLSCELESTICA INC
360,757$20.7B213.54%
104
CITCINTAS CORP
29,331$20.5B212.09%
105
NVSNNOVARTIS AG
191,503$20.4B210.52%
106
DWDMORGAN STANLEY
207,473$20.2B208.20%
107
SUSUNCOR ENERGY INC NEW
526,704$20.1B207.26%
108
APPAPPLOVIN CORP
241,203$20.1B207.26%
109
ETNEATON CORP PLC
63,896$20.0B206.87%
110
BMYBRISTOL-MYERS SQUIBB CO
482,226$20.0B206.78%
111
VOOVANGUARD INDEX FDS
39,728$19.9B205.17%
112
SPGIS&P GLOBAL INC
42,885$19.1B197.50%
113
TRVTRAVELERS COMPANIES INC
93,315$19.0B195.93%
114
4I1PHILIP MORRIS INTL INC
185,199$18.8B193.78%
115
MARMARRIOTT INTL INC NEW
76,612$18.5B191.25%
116
NTAPNETAPP INC
141,777$18.3B188.55%
117
INTUINTUIT
27,718$18.2B188.10%
118
EXPEEXPEDIA GROUP INC
138,228$17.4B179.83%
119
SPYSPDR S&P 500 ETF TR
31,959$17.4B179.59%
120
CLCOLGATE PALMOLIVE CO
179,046$17.4B179.40%
121
COFCAPITAL ONE FINL CORP
124,489$17.2B177.96%
122
TJXTJX COS INC NEW
156,382$17.2B177.78%
123
KRKROGER CO
340,911$17.0B175.76%
124
TXNTEXAS INSTRS INC
85,141$16.6B171.02%
125
AMCRAMCOR PLC
1,686,094$16.5B170.27%
126
VTIVANGUARD INDEX FDS
61,624$16.5B170.22%
127
FOXAFOX CORP
474,853$16.3B168.52%
128
RELXRELX PLC
352,802$16.2B167.14%
129
CBCHUBB LIMITED
63,442$16.2B167.10%
130
PHPARKER-HANNIFIN CORP
31,991$16.2B167.09%
131
GDGENERAL DYNAMICS CORP
55,055$16.0B164.94%
132
EMEEMCOR GROUP INC
42,887$15.7B161.67%
133
MRSHMARSH & MCLENNAN COS INC
74,134$15.6B161.30%
134
SHYISHARES TR
189,407$15.5B159.69%
135
ABTABBOTT LABS
147,915$15.4B158.70%
136
BSXBOSTON SCIENTIFIC CORP
199,434$15.4B158.59%
137
DISDISNEY WALT CO
154,086$15.3B157.98%
138
NEENEXTERA ENERGY INC
215,041$15.2B157.23%
139
ISRGINTUITIVE SURGICAL INC
34,187$15.2B157.04%
140
SAPSAP SE
75,173$15.2B156.57%
141
CFCF INDS HLDGS INC
203,955$15.1B156.09%
142
CFGCITIZENS FINL GROUP INC
417,700$15.0B155.40%
143
LYBLYONDELLBASELL INDUSTRIES N
156,896$15.0B154.97%
144
MUMICRON TECHNOLOGY INC
114,031$15.0B154.87%
145
NOWSERVICENOW INC
18,926$14.9B153.73%
146
MDLZMONDELEZ INTL INC
221,478$14.5B149.66%
147
AXPAMERICAN EXPRESS CO
62,320$14.4B149.00%
148
TMOTHERMO FISHER SCIENTIFIC INC
26,034$14.4B148.65%
149
BLKCHFBLACKROCK INC
18,238$14.4B148.27%
150
ZTSZOETIS INC
82,416$14.3B147.53%
151
LRCXEURLAM RESEARCH CORP
13,281$14.1B146.03%
152
VODVODAFONE GROUP PLC NEW
1,579,190$14.0B144.64%
153
CSXCSX CORP
418,017$14.0B144.38%
154
IBMINTERNATIONAL BUSINESS MACHS
80,318$13.9B143.43%
155
HCAHCA HEALTHCARE INC
42,961$13.8B142.52%
156
SHELSHELL PLC
187,007$13.5B139.38%
157
BBVABANCO BILBAO VIZCAYA ARGENTA
1,339,409$13.4B138.72%
158
PBRPETROLEO BRASILEIRO SA PETRO
926,826$13.4B138.67%
159
PRUPRUDENTIAL FINL INC
113,713$13.3B137.59%
160
ITWILLINOIS TOOL WKS INC
55,045$13.0B134.68%
161
LINLINDE PLC
29,555$13.0B133.92%
162
HMCHONDA MOTOR LTD
398,871$12.9B132.78%
163
LENLENNAR CORP
85,368$12.8B132.10%
164
IEIISHARES TR
110,372$12.7B131.60%
165
MUBISHARES TR
119,036$12.7B130.97%
166
UBSUBS GROUP AG
429,391$12.7B130.92%
167
PAYXPAYCHEX INC
106,894$12.7B130.86%
168
DHRDANAHER CORPORATION
50,476$12.6B130.22%
169
ENBENBRIDGE INC
352,699$12.5B129.58%
170
BGBUNGE GLOBAL SA
117,455$12.5B129.49%
171
UBERUBER TECHNOLOGIES INC
172,508$12.5B129.46%
172
BMOBANK MONTREAL QUE
144,632$12.1B125.34%
173
GPNGLOBAL PMTS INC
124,792$12.1B124.59%
174
PGRPROGRESSIVE CORP
57,875$12.0B124.13%
175
EOGEOG RES INC
95,036$12.0B123.52%
176
BNBROOKFIELD CORP
287,192$11.9B123.31%
177
SYKSTRYKER CORPORATION
35,091$11.9B123.28%
178
CPCANADIAN PACIFIC KANSAS CITY
151,410$11.9B123.13%
179
TDTORONTO DOMINION BK ONT
216,427$11.9B122.85%
180
USBUS BANCORP DEL
299,557$11.9B122.80%
181
CDNSCADENCE DESIGN SYSTEM INC
38,511$11.9B122.37%
182
HSTHOST HOTELS & RESORTS INC
656,980$11.8B121.97%
183
AZOAUTOZONE INC
3,984$11.8B121.93%
184
BMTABRITISH AMERN TOB PLC
379,597$11.7B121.23%
185
LYGLLOYDS BANKING GROUP PLC
4,272,387$11.7B120.43%
186
RHCRH PLC
154,910$11.6B119.72%
187
SOSOUTHERN CO
149,461$11.6B119.71%
188
NDQINVESCO QQQ TR
24,112$11.6B119.29%
189
AZNASTRAZENECA PLC
147,015$11.5B118.39%
190
VRTXVERTEX PHARMACEUTICALS INC
24,395$11.4B118.07%
191
EMREMERSON ELEC CO
102,373$11.3B116.45%
192
A4SAMERIPRISE FINL INC
26,325$11.2B116.12%
193
RIORIO TINTO PLC
169,663$11.2B115.50%
194
SCHFSCHWAB STRATEGIC TR
290,994$11.2B115.43%
195
KMBKIMBERLY-CLARK CORP
80,218$11.1B114.47%
196
URIUNITED RENTALS INC
17,141$11.1B114.46%
197
RSGREPUBLIC SVCS INC
56,990$11.1B114.36%
198
BCSBARCLAYS PLC
1,016,986$10.9B112.46%
199
SNPSSYNOPSYS INC
18,018$10.7B110.71%
200
SPGSIMON PPTY GROUP INC NEW
70,556$10.7B110.59%
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