O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2022 Filing

Filed May 13, 2022

Portfolio Value

$6.0T

Holdings

1,273

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (1,273 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
551,772$96.3B1.60%
2
A4SAMERIPRISE FINL INC
292,300$87.8B1.46%
3
MOALTRIA GROUP INC
1,589,763$83.1B1.38%
4
ORCLORACLE CORP
997,342$82.5B1.37%
5
UNPUNION PAC CORP
281,797$77.0B1.28%
6
MSFTMICROSOFT CORP
249,316$76.9B1.28%
7
AGGISHARES TR
716,197$76.7B1.28%
8
KRKROGER CO
1,271,302$72.9B1.21%
9
TRVCCITIGROUP INC
1,357,545$72.5B1.21%
10
DGXQUEST DIAGNOSTICS INC
511,097$69.9B1.16%
11
7HPHP INC
1,859,135$67.5B1.12%
12
WYWEYERHAEUSER CO MTN BE
1,749,757$66.3B1.10%
13
LHXL3HARRIS TECHNOLOGIES INC
262,263$65.2B1.08%
14
ITGARTNER INC
212,009$63.1B1.05%
15
CECELANESE CORP DEL
438,432$62.6B1.04%
16
KEYKEYCORP
2,747,609$61.5B1.02%
17
BACBK OF AMERICA CORP
1,489,559$61.4B1.02%
18
JCIJOHNSON CTLS INTL PLC
865,341$56.7B0.94%
19
LUMNLUMEN TECHNOLOGIES INC
4,672,555$52.7B0.88%
20
AMGNAMGEN INC
217,126$52.5B0.87%
21
ALSALLSTATE CORP
377,415$52.3B0.87%
22
BRK/BBERKSHIRE HATHAWAY INC DEL
141,521$49.9B0.83%
23
JNJJOHNSON & JOHNSON
279,197$49.5B0.82%
24
SYFSYNCHRONY FINANCIAL
1,420,734$49.5B0.82%
25
INTCINTEL CORP
973,893$48.3B0.80%
26
SPGSIMON PPTY GROUP INC NEW
356,942$47.0B0.78%
27
NOCNORTHROP GRUMMAN CORP
102,972$46.1B0.77%
28
UNHUNITEDHEALTH GROUP INC
87,347$44.5B0.74%
29
SJMSMUCKER J M CO
314,258$42.6B0.71%
30
LLOEWS CORP
636,776$41.3B0.69%
31
RYROYAL BK CDA
363,486$40.0B0.67%
32
KMIKINDER MORGAN INC DEL
2,100,789$39.7B0.66%
33
PGPROCTER AND GAMBLE CO
254,411$38.9B0.65%
34
AMCRAMCOR PLC
3,355,654$38.0B0.63%
35
TDTORONTO DOMINION BK ONT
479,141$38.0B0.63%
36
MCKMCKESSON CORP
123,095$37.7B0.63%
37
PFEPFIZER INC
708,357$36.7B0.61%
38
DPZDOMINOS PIZZA INC
88,258$35.9B0.60%
39
PGRPROGRESSIVE CORP
313,163$35.7B0.59%
40
WMBWILLIAMS COS INC
1,045,045$34.9B0.58%
41
COPCONOCOPHILLIPS
344,846$34.5B0.57%
42
AMZNAMAZON COM INC
10,574$34.5B0.57%
43
ELVANTHEM INC
68,793$33.8B0.56%
44
HCAHCA HEALTHCARE INC
132,698$33.3B0.55%
45
TAT&T INC
1,389,126$32.8B0.55%
46
PRUPRUDENTIAL FINL INC
276,828$32.7B0.54%
47
GOOGLALPHABET INC
11,745$32.7B0.54%
48
MPCMARATHON PETE CORP
381,969$32.7B0.54%
49
REGREGENCY CTRS CORP
449,448$32.1B0.53%
50
CAHCARDINAL HEALTH INC
528,637$30.0B0.50%
51
AZOAUTOZONE INC
14,396$29.4B0.49%
52
ORLYOREILLY AUTOMOTIVE INC
42,658$29.2B0.49%
53
CMCSACOMCAST CORP NEW
622,526$29.1B0.48%
54
SLBSCHLUMBERGER LTD
694,832$28.7B0.48%
55
EQHEQUITABLE HLDGS INC
924,986$28.6B0.48%
56
WHRWHIRLPOOL CORP
158,701$27.4B0.46%
57
BXPBOSTON PROPERTIES INC
212,544$27.4B0.46%
58
IGSBISHARES TR
524,971$27.2B0.45%
59
XOMEXXON MOBIL CORP
321,642$26.6B0.44%
60
WFCWELLS FARGO CO NEW
542,881$26.3B0.44%
61
CHTRCHARTER COMMUNICATIONS INC N
46,740$25.5B0.42%
62
MFCMANULIFE FINL CORP
1,165,985$24.9B0.41%
63
CVXCHEVRON CORP NEW
151,959$24.7B0.41%
64
BMYBRISTOL-MYERS SQUIBB CO
338,326$24.7B0.41%
65
CRCCANADIAN NAT RES LTD
396,190$24.5B0.41%
66
RSGREPUBLIC SVCS INC
184,717$24.5B0.41%
67
NLYEURANNALY CAPITAL MANAGEMENT IN
3,407,920$24.0B0.40%
68
IBMINTERNATIONAL BUSINESS MACHS
180,992$23.5B0.39%
69
PHMPULTE GROUP INC
558,137$23.4B0.39%
70
COFCAPITAL ONE FINL CORP
177,943$23.4B0.39%
71
ENBENBRIDGE INC
504,870$23.2B0.39%
72
ADPAUTOMATIC DATA PROCESSING IN
102,023$23.2B0.39%
73
LOWLOWES COS INC
112,691$22.8B0.38%
74
RFREGIONS FINANCIAL CORP NEW
1,022,261$22.8B0.38%
75
CSCOCISCO SYS INC
404,972$22.6B0.38%
76
KOCOCA COLA CO
359,742$22.3B0.37%
77
VENVENTAS INC
360,691$22.3B0.37%
78
TSLATESLA INC
20,610$22.2B0.37%
79
CNRCANADIAN NATL RY CO
164,810$22.1B0.37%
80
CMACOMERICA INC
244,405$22.1B0.37%
81
GOOGALPHABET INC
7,837$21.9B0.36%
82
BNSBANK NOVA SCOTIA B C
302,319$21.7B0.36%
83
BMOBANK MONTREAL QUE
180,645$21.3B0.35%
84
BAMBROOKFIELD ASSET MGMT INC
360,619$20.4B0.34%
85
LYBLYONDELLBASELL INDUSTRIES N
195,330$20.1B0.33%
86
JPMJPMORGAN CHASE & CO
144,549$19.7B0.33%
87
BACVERIZON COMMUNICATIONS INC
381,795$19.4B0.32%
88
MMM3M CO
129,859$19.3B0.32%
89
NVDANVIDIA CORPORATION
70,644$19.3B0.32%
90
CMICUMMINS INC
92,353$18.9B0.32%
91
4I1PHILIP MORRIS INTL INC
200,175$18.8B0.31%
92
LBTYBLIBERTY GLOBAL PLC
720,511$18.7B0.31%
93
ACNACCENTURE PLC IRELAND
54,714$18.5B0.31%
94
STXSEAGATE TECHNOLOGY HLDNGS PL
203,990$18.3B0.31%
95
DOWDOW INC
286,341$18.2B0.30%
96
VVISA INC
77,308$17.1B0.29%
97
FICOFAIR ISAAC CORP
35,818$16.7B0.28%
98
TSNTYSON FOODS INC
185,851$16.7B0.28%
99
ACGLARCH CAP GROUP LTD
338,889$16.4B0.27%
100
RRYDER SYS INC
203,993$16.2B0.27%
Page 1 of 13Next