O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2023 Filing

Filed November 13, 2023

Portfolio Value

$6.7B

Holdings

1,613

Report Date

Q3 2023

Filing Type

13F-HR

All Holdings (1,613 positions)

#StockSharesValue% PortfolioType
101
MDLZMONDELEZ INTL INC
250,330$17.4B258.09%
102
SUSUNCOR ENERGY INC NEW
503,751$17.3B257.32%
103
ORLYOREILLY AUTOMOTIVE INC
18,865$17.1B254.72%
104
UNMUNUM GROUP
346,458$17.0B253.19%
105
WRKUSDWESTROCK CO
470,280$16.8B250.13%
106
HCAHCA HEALTHCARE INC
67,706$16.7B247.41%
107
COFCAPITAL ONE FINL CORP
171,558$16.6B247.35%
108
GILDGILEAD SCIENCES INC
220,849$16.6B245.88%
109
NVSNNOVARTIS AG
161,871$16.5B244.96%
110
HMCHONDA MOTOR LTD
481,775$16.2B240.77%
111
DWDMORGAN STANLEY
190,980$15.6B231.72%
112
LYBLYONDELLBASELL INDUSTRIES N
163,829$15.5B230.47%
113
PNCPNC FINL SVCS GROUP INC
126,153$15.5B230.07%
114
ZTSZOETIS INC
86,919$15.1B224.66%
115
DGXQUEST DIAGNOSTICS INC
123,812$15.1B224.14%
116
JBLJABIL INC
118,807$15.1B223.96%
117
MASMASCO CORP
278,469$14.9B221.11%
118
CPCANADIAN PACIFIC KANSAS CITY
199,576$14.8B220.43%
119
WFCWELLS FARGO CO NEW
361,391$14.8B219.37%
120
GIB/ACGI INC
148,688$14.7B217.65%
121
EMNEASTMAN CHEM CO
183,305$14.1B208.91%
122
PFEPFIZER INC
415,698$13.8B204.84%
123
MARMARRIOTT INTL INC NEW
69,737$13.7B203.62%
124
AFLAFLAC INC
177,969$13.7B202.93%
125
MRSHMARSH & MCLENNAN COS INC
71,347$13.6B201.71%
126
CVECENOVUS ENERGY INC
650,984$13.6B201.34%
127
CSXCSX CORP
427,927$13.2B195.48%
128
TDTORONTO DOMINION BK ONT
216,610$13.1B193.88%
129
TRVTRAVELERS COMPANIES INC
77,851$12.7B188.87%
130
ACGLARCH CAP GROUP LTD
157,542$12.6B186.55%
131
GSGOLDMAN SACHS GROUP INC
38,563$12.5B185.35%
132
RSRELIANCE STEEL & ALUMINUM CO
46,695$12.2B181.90%
133
WMWASTE MGMT INC DEL
79,388$12.1B179.78%
134
GEGENERAL ELECTRIC CO
109,332$12.1B179.56%
135
EMREMERSON ELEC CO
124,553$12.0B178.70%
136
VTRSVIATRIS INC
1,206,252$11.9B176.69%
137
BMOBANK MONTREAL QUE
140,321$11.8B175.84%
138
EBAEBAY INC.
268,476$11.8B175.84%
139
CRMSALESFORCE INC
58,244$11.8B175.46%
140
RIORIO TINTO PLC
185,255$11.8B175.14%
141
CITCINTAS CORP
24,448$11.8B174.70%
142
SPYSPDR S&P 500 ETF TR
27,133$11.6B172.31%
143
HPEHEWLETT PACKARD ENTERPRISE C
664,415$11.5B171.45%
144
EOGEOG RES INC
89,920$11.4B169.34%
145
AZOAUTOZONE INC
4,460$11.3B168.30%
146
PBRPETROLEO BRASILEIRO SA PETRO
741,752$11.1B165.18%
147
ARWARROW ELECTRS INC
88,189$11.0B164.08%
148
LENLENNAR CORP
96,964$10.9B161.65%
149
VTIVANGUARD INDEX FDS
50,855$10.8B160.48%
150
UBSUBS GROUP AG
437,253$10.8B160.09%
151
VIPSVIPSHOP HLDGS LTD
671,878$10.8B159.80%
152
AONAON PLC
33,031$10.7B159.10%
153
PAYXPAYCHEX INC
92,460$10.7B158.42%
154
KMBKIMBERLY-CLARK CORP
87,862$10.6B157.75%
155
SHYISHARES TR
128,928$10.4B155.09%
156
BBVABANCO BILBAO VIZCAYA ARGENTA
1,293,271$10.4B154.66%
157
MLIMUELLER INDS INC
138,067$10.4B154.17%
158
NFLXNETFLIX INC
27,173$10.3B152.43%
159
BPBP PLC
262,939$10.2B151.24%
160
OCOWENS CORNING NEW
74,194$10.1B150.35%
161
FERGFERGUSON PLC NEW
61,480$10.1B150.22%
162
RSGREPUBLIC SVCS INC
70,369$10.0B148.98%
163
ABTABBOTT LABS
102,882$10.0B148.03%
164
CLCOLGATE PALMOLIVE CO
139,617$9.9B147.50%
165
CLSEURCELESTICA INC
404,491$9.9B147.33%
166
TJXTJX COS INC NEW
109,428$9.7B144.48%
167
GDGENERAL DYNAMICS CORP
43,485$9.6B142.74%
168
RELXRELX PLC
283,345$9.5B141.85%
169
ETNEATON CORP PLC
44,685$9.5B141.58%
170
IMOIMPERIAL OIL LTD
154,163$9.5B141.05%
171
INTUINTUIT
18,523$9.5B140.60%
172
AMDADVANCED MICRO DEVICES INC
91,513$9.4B139.79%
173
KOFCOCA-COLA FEMSA SAB DE CV
119,913$9.4B139.73%
174
CWCURTISS WRIGHT CORP
47,935$9.4B139.31%
175
K6BKBR INC
157,194$9.3B137.65%
176
BLKCHFBLACKROCK INC
14,322$9.3B137.56%
177
CTVACORTEVA INC
180,715$9.2B137.35%
178
HUBBHUBBELL INC
29,494$9.2B137.32%
179
KRKROGER CO
202,971$9.1B134.93%
180
BNBROOKFIELD CORP
289,943$9.1B134.68%
181
ASMLASML HOLDING N V
15,395$9.1B134.63%
182
CBCHUBB LIMITED
43,415$9.0B134.27%
183
SBUXSTARBUCKS CORP
98,682$9.0B133.80%
184
IWDISHARES TR
58,919$8.9B132.89%
185
SPGIS&P GLOBAL INC
24,452$8.9B132.74%
186
OMCOMNICOM GROUP INC
114,753$8.5B126.96%
187
MOSMOSAIC CO NEW
239,044$8.5B126.42%
188
ENBENBRIDGE INC
256,047$8.5B126.16%
189
EMEEMCOR GROUP INC
40,361$8.5B126.15%
190
CBOECBOE GLOBAL MKTS INC
53,954$8.4B125.21%
191
CVSCVS HEALTH CORP
120,216$8.4B124.69%
192
VOEVANGUARD INDEX FDS
63,976$8.4B124.47%
193
VBVANGUARD INDEX FDS
44,039$8.3B123.70%
194
TKCTURKCELL ILETISIM HIZMETLERI
1,753,820$8.3B123.24%
195
PKXPOSCO HOLDINGS INC
80,320$8.2B122.30%
196
SWKSTANLEY BLACK & DECKER INC
98,163$8.2B121.88%
197
NTRNUTRIEN LTD
132,351$8.2B121.42%
198
SYKSTRYKER CORPORATION
29,897$8.2B121.36%
199
MUBISHARES TR
78,511$8.1B119.60%
200
TXNTEXAS INSTRS INC
50,145$8.0B118.45%
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