O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2023 Filing

Filed February 9, 2024

Portfolio Value

$7.5B

Holdings

1,729

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (1,729 positions)

#StockSharesValue% PortfolioType
101
HCAHCA HEALTHCARE INC
63,773$17.3B228.80%
102
PG4PRINCIPAL FINANCIAL GROUP IN
218,981$17.2B228.34%
103
NVSNNOVARTIS AG
169,684$17.1B227.09%
104
EXPEEXPEDIA GROUP INC
111,638$16.9B224.60%
105
FOXAFOX CORP
569,739$16.9B224.06%
106
TDTORONTO DOMINION BK ONT
254,003$16.4B217.56%
107
DWDMORGAN STANLEY
174,665$16.3B215.88%
108
MARMARRIOTT INTL INC NEW
71,940$16.2B215.03%
109
AMDADVANCED MICRO DEVICES INC
108,226$16.0B211.46%
110
CITCINTAS CORP
26,298$15.8B210.07%
111
SUSUNCOR ENERGY INC NEW
491,973$15.8B208.93%
112
TRVTRAVELERS COMPANIES INC
81,589$15.5B206.00%
113
GEGENERAL ELECTRIC CO
121,504$15.5B205.55%
114
NFLXNETFLIX INC
31,682$15.4B204.47%
115
HMCHONDA MOTOR LTD
497,837$15.4B203.98%
116
JBLJABIL INC
118,744$15.1B200.52%
117
ZTSZOETIS INC
76,168$15.0B199.27%
118
CPCANADIAN PACIFIC KANSAS CITY
189,636$15.0B198.86%
119
DGXQUEST DIAGNOSTICS INC
107,467$14.8B196.41%
120
CFCF INDS HLDGS INC
185,948$14.8B195.93%
121
BMOBANK MONTREAL QUE
143,664$14.2B188.43%
122
UBSUBS GROUP AG
455,302$14.1B186.57%
123
4I1PHILIP MORRIS INTL INC
145,335$13.7B181.24%
124
OCOWENS CORNING NEW
91,106$13.5B179.00%
125
ORLYOREILLY AUTOMOTIVE INC
14,113$13.4B177.73%
126
INTUINTUIT
20,926$13.1B173.37%
127
PBRPETROLEO BRASILEIRO SA PETRO
816,396$13.0B172.81%
128
TRVCCITIGROUP INC
252,276$13.0B172.02%
129
MDLZMONDELEZ INTL INC
178,696$12.9B171.55%
130
SPYSPDR S&P 500 ETF TR
26,637$12.7B167.81%
131
ABTABBOTT LABS
114,877$12.6B167.60%
132
LENLENNAR CORP
84,451$12.6B166.83%
133
SPGIS&P GLOBAL INC
28,521$12.6B166.54%
134
ASMLASML HOLDING N V
16,538$12.5B165.92%
135
CSXCSX CORP
360,030$12.5B165.45%
136
MRO*MARATHON OIL CORP
515,379$12.4B165.03%
137
WMWASTE MGMT INC DEL
69,209$12.4B164.30%
138
LYBLYONDELLBASELL INDUSTRIES N
129,340$12.3B163.00%
139
BBVABANCO BILBAO VIZCAYA ARGENTA
1,343,033$12.2B162.18%
140
RELXRELX PLC
305,855$12.1B160.79%
141
PAYXPAYCHEX INC
101,677$12.1B160.52%
142
RIORIO TINTO PLC
162,477$12.1B160.36%
143
CLSEURCELESTICA INC
411,822$12.1B159.83%
144
LKQ1LKQ CORP
250,792$12.0B158.85%
145
VIPSVIPSHOP HLDGS LTD
674,181$12.0B158.71%
146
SHYISHARES TR
145,548$11.9B158.27%
147
MRSHMARSH & MCLENNAN COS INC
62,829$11.9B157.79%
148
CHTRCHARTER COMMUNICATIONS INC N
30,521$11.9B157.24%
149
EBAEBAY INC.
271,938$11.9B157.22%
150
BNBROOKFIELD CORP
294,919$11.8B156.81%
151
TAPMOLSON COORS BEVERAGE CO
192,432$11.8B156.12%
152
TJXTJX COS INC NEW
125,351$11.8B155.87%
153
VTIVANGUARD INDEX FDS
49,323$11.7B155.09%
154
SBUXSTARBUCKS CORP
118,480$11.4B150.78%
155
ENBENBRIDGE INC
315,915$11.4B150.75%
156
PHPARKER-HANNIFIN CORP
24,380$11.2B148.87%
157
FERGFERGUSON PLC NEW
57,608$11.1B147.43%
158
GDGENERAL DYNAMICS CORP
42,251$11.0B145.43%
159
SHOPSHOPIFY INC
139,978$10.9B144.48%
160
MLIMUELLER INDS INC
229,211$10.8B143.25%
161
INTCINTEL CORP
214,201$10.8B142.67%
162
ETNEATON CORP PLC
44,601$10.7B142.36%
163
EMREMERSON ELEC CO
109,978$10.7B141.89%
164
KRKROGER CO
233,928$10.7B141.73%
165
BMYBRISTOL-MYERS SQUIBB CO
208,201$10.7B141.58%
166
CBCHUBB LIMITED
46,759$10.6B140.07%
167
RSRELIANCE STEEL & ALUMINUM CO
37,730$10.6B139.86%
168
VTRSVIATRIS INC
972,567$10.5B139.61%
169
BABOEING CO
39,925$10.4B137.94%
170
VALEVALE S A
649,705$10.3B136.57%
171
EOGEOG RES INC
85,114$10.3B136.45%
172
KOFCOCA-COLA FEMSA SAB DE CV
108,177$10.2B135.70%
173
NKENIKE INC
93,915$10.2B135.15%
174
AZOAUTOZONE INC
3,912$10.1B134.07%
175
CDNSCADENCE DESIGN SYSTEM INC
35,767$9.7B129.12%
176
GIB/ACGI INC
90,735$9.7B128.91%
177
AMATAPPLIED MATLS INC
59,691$9.7B128.23%
178
LINLINDE PLC
23,447$9.6B127.64%
179
BLKCHFBLACKROCK INC
11,794$9.6B126.91%
180
SYKSTRYKER CORPORATION
31,937$9.6B126.76%
181
TMOTHERMO FISHER SCIENTIFIC INC
17,862$9.5B125.66%
182
CVECENOVUS ENERGY INC
568,256$9.5B125.50%
183
URIUNITED RENTALS INC
16,320$9.4B124.04%
184
VOEVANGUARD INDEX FDS
64,090$9.3B123.18%
185
MUBISHARES TR
85,715$9.3B123.17%
186
NOWSERVICENOW INC
13,016$9.2B121.88%
187
SWKSTANLEY BLACK & DECKER INC
93,525$9.2B121.61%
188
BSXBOSTON SCIENTIFIC CORP
158,644$9.2B121.57%
189
TXNTEXAS INSTRS INC
53,379$9.1B120.60%
190
BHPBHP GROUP LTD
130,685$8.9B118.33%
191
A4SAMERIPRISE FINL INC
23,270$8.8B117.15%
192
OMCOMNICOM GROUP INC
101,649$8.8B116.56%
193
BPBP PLC
247,980$8.8B116.36%
194
SAPSAP SE
56,477$8.7B115.72%
195
IMOIMPERIAL OIL LTD
152,446$8.7B115.43%
196
VBVANGUARD INDEX FDS
40,648$8.7B114.94%
197
IEIISHARES TR
73,774$8.6B114.54%
198
CLCOLGATE PALMOLIVE CO
107,744$8.6B113.84%
199
RSGREPUBLIC SVCS INC
52,058$8.6B113.78%
200
EMEEMCOR GROUP INC
39,834$8.6B113.75%
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