O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2022 Filing
Filed August 11, 2022
Portfolio Value
$5.4B
Holdings
1,255
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (1,255 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | TRVCCITIGROUP INC | 1,937,903 | $89.1B | 1644.53% | |
| 2 | AAPLAPPLE INC | 565,354 | $77.3B | 1426.26% | |
| 3 | DGXQUEST DIAGNOSTICS INC | 545,422 | $72.5B | 1338.33% | |
| 4 | MSFTMICROSOFT CORP | 276,913 | $71.1B | 1312.32% | |
| 5 | 7HPHP INC | 2,123,047 | $69.6B | 1284.14% | |
| 6 | WYWEYERHAEUSER CO MTN BE | 2,053,861 | $68.0B | 1255.19% | |
| 7 | MOALTRIA GROUP INC | 1,627,786 | $68.0B | 1254.60% | |
| 8 | ORCLORACLE CORP | 946,871 | $66.2B | 1220.76% | |
| 9 | A4SAMERIPRISE FINL INC | 277,129 | $65.9B | 1215.41% | |
| 10 | LUMNLUMEN TECHNOLOGIES INC | 5,603,086 | $61.1B | 1127.96% | |
| 11 | UNPUNION PAC CORP | 268,763 | $57.3B | 1057.69% | |
| 12 | JNJJOHNSON & JOHNSON | 306,856 | $54.5B | 1005.09% | |
| 13 | NOCNORTHROP GRUMMAN CORP | 112,918 | $54.0B | 997.13% | |
| 14 | MPCMARATHON PETE CORP | 655,061 | $53.9B | 993.70% | |
| 15 | AMGNAMGEN INC | 220,782 | $53.7B | 991.19% | |
| 16 | CECELANESE CORP DEL | 446,749 | $52.5B | 969.51% | |
| 17 | ITGARTNER INC | 215,891 | $52.2B | 963.37% | |
| 18 | KEYKEYCORP | 2,945,082 | $50.7B | 936.33% | |
| 19 | IGSBISHARES TR | 982,892 | $49.7B | 916.79% | |
| 20 | DPZDOMINOS PIZZA INC | 126,199 | $49.2B | 907.49% | |
| 21 | AGGISHARES TR | 469,889 | $47.8B | 881.61% | |
| 22 | SHVISHARES TR | 429,924 | $47.3B | 873.43% | |
| 23 | UNHUNITEDHEALTH GROUP INC | 91,891 | $47.2B | 870.90% | |
| 24 | BACBK OF AMERICA CORP | 1,470,856 | $45.8B | 844.87% | |
| 25 | LLOEWS CORP | 754,490 | $44.7B | 824.99% | |
| 26 | AMCRAMCOR PLC | 3,421,611 | $42.5B | 784.77% | |
| 27 | TAT&T INC | 1,952,374 | $40.9B | 755.08% | |
| 28 | PFEPFIZER INC | 761,080 | $39.9B | 736.30% | |
| 29 | REGREGENCY CTRS CORP | 648,023 | $38.4B | 709.19% | |
| 30 | MCKMCKESSON CORP | 115,862 | $37.8B | 697.42% | |
| 31 | BRK/BBERKSHIRE HATHAWAY INC DEL | 133,030 | $36.3B | 670.18% | |
| 32 | SYFSYNCHRONY FINANCIAL | 1,279,374 | $35.3B | 652.02% | |
| 33 | PGPROCTER AND GAMBLE CO | 243,752 | $35.0B | 646.73% | |
| 34 | ALSALLSTATE CORP | 274,378 | $34.8B | 641.62% | |
| 35 | LHXL3HARRIS TECHNOLOGIES INC | 142,559 | $34.5B | 635.81% | |
| 36 | AZOAUTOZONE INC | 15,844 | $34.1B | 628.31% | |
| 37 | PHMPULTE GROUP INC | 843,033 | $33.4B | 616.47% | |
| 38 | RYROYAL BK CDA | 341,468 | $33.1B | 610.06% | |
| 39 | SPGSIMON PPTY GROUP INC NEW | 342,549 | $32.5B | 599.97% | |
| 40 | CHTRCHARTER COMMUNICATIONS INC N | 68,732 | $32.2B | 594.21% | |
| 41 | GOOGLALPHABET INC | 14,139 | $30.8B | 568.57% | |
| 42 | PGRPROGRESSIVE CORP | 263,874 | $30.7B | 566.13% | |
| 43 | WFCWELLS FARGO CO NEW | 780,625 | $30.6B | 564.21% | |
| 44 | KMIKINDER MORGAN INC DEL | 1,808,679 | $30.3B | 559.36% | |
| 45 | XOMEXXON MOBIL CORP | 342,899 | $29.4B | 541.87% | |
| 46 | PRUPRUDENTIAL FINL INC | 302,990 | $29.0B | 534.93% | |
| 47 | ELVELEVANCE HEALTH INC | 59,460 | $28.7B | 529.47% | |
| 48 | CAHCARDINAL HEALTH INC | 548,898 | $28.7B | 529.41% | |
| 49 | MASMASCO CORP | 556,272 | $28.1B | 519.39% | |
| 50 | INTCINTEL CORP | 724,571 | $27.1B | 500.16% | |
| 51 | TDTORONTO DOMINION BK ONT | 410,757 | $26.9B | 497.01% | |
| 52 | BMYBRISTOL-MYERS SQUIBB CO | 344,190 | $26.5B | 489.02% | |
| 53 | IBMINTERNATIONAL BUSINESS MACHS | 185,669 | $26.2B | 483.72% | |
| 54 | FICOFAIR ISAAC CORP | 63,556 | $25.5B | 470.14% | |
| 55 | CMCSACOMCAST CORP NEW | 628,855 | $24.7B | 455.32% | |
| 56 | KOCOCA COLA CO | 388,601 | $24.4B | 451.10% | |
| 57 | KRKROGER CO | 514,257 | $24.3B | 449.12% | |
| 58 | 4I1PHILIP MORRIS INTL INC | 245,739 | $24.3B | 447.72% | |
| 59 | RSGREPUBLIC SVCS INC | 183,169 | $24.0B | 442.32% | |
| 60 | JCIJOHNSON CTLS INTL PLC | 490,626 | $23.5B | 433.46% | |
| 61 | AMZNAMAZON COM INC | 221,105 | $23.5B | 433.33% | |
| 62 | TSNTYSON FOODS INC | 271,611 | $23.4B | 431.32% | |
| 63 | SJMSMUCKER J M CO | 182,519 | $23.4B | 431.12% | |
| 64 | LBTYBLIBERTY GLOBAL PLC | 1,056,937 | $23.3B | 430.82% | |
| 65 | CVXCHEVRON CORP NEW | 159,745 | $23.1B | 426.76% | |
| 66 | LLYLILLY ELI & CO | 70,902 | $23.0B | 424.20% | |
| 67 | WHRWHIRLPOOL CORP | 146,968 | $22.8B | 419.99% | |
| 68 | CMACOMERICA INC | 308,692 | $22.7B | 417.98% | |
| 69 | APAAPA CORPORATION | 642,093 | $22.4B | 413.49% | |
| 70 | AIGAMERICAN INTL GROUP INC | 438,204 | $22.4B | 413.42% | |
| 71 | ADPAUTOMATIC DATA PROCESSING IN | 102,895 | $21.6B | 398.79% | |
| 72 | MFCMANULIFE FINL CORP | 1,241,178 | $21.5B | 397.05% | |
| 73 | HCAHCA HEALTHCARE INC | 127,610 | $21.4B | 395.72% | |
| 74 | SLBSCHLUMBERGER LTD | 592,425 | $21.2B | 390.91% | |
| 75 | COFCAPITAL ONE FINL CORP | 202,326 | $21.1B | 388.99% | |
| 76 | ENBENBRIDGE INC | 496,634 | $21.0B | 387.02% | |
| 77 | IPINTERNATIONAL PAPER CO | 484,011 | $20.2B | 373.58% | |
| 78 | LOWLOWES COS INC | 115,329 | $20.1B | 371.70% | |
| 79 | EQHEQUITABLE HLDGS INC | 762,949 | $19.9B | 367.01% | |
| 80 | BACVERIZON COMMUNICATIONS INC | 390,593 | $19.8B | 365.78% | |
| 81 | VVISA INC | 99,714 | $19.6B | 362.27% | |
| 82 | BXPBOSTON PROPERTIES INC | 220,105 | $19.6B | 361.39% | |
| 83 | RFREGIONS FINANCIAL CORP NEW | 1,021,404 | $19.2B | 353.38% | |
| 84 | NLYEURANNALY CAPITAL MANAGEMENT IN | 3,212,560 | $19.0B | 350.33% | |
| 85 | PEPPEPSICO INC | 112,350 | $18.7B | 345.50% | |
| 86 | ACNACCENTURE PLC IRELAND | 67,012 | $18.6B | 343.32% | |
| 87 | CICIGNA CORP NEW | 70,310 | $18.5B | 341.88% | |
| 88 | CMICUMMINS INC | 95,046 | $18.4B | 339.41% | |
| 89 | CRCCANADIAN NAT RES LTD | 338,368 | $18.2B | 335.44% | |
| 90 | DOWDOW INC | 349,487 | $18.0B | 332.82% | |
| 91 | HDHOME DEPOT INC | 65,030 | $17.8B | 329.11% | |
| 92 | CNRCANADIAN NATL RY CO | 157,485 | $17.7B | 326.84% | |
| 93 | MRKMERCK & CO INC | 193,883 | $17.7B | 326.16% | |
| 94 | GOOGALPHABET INC | 8,016 | $17.5B | 323.56% | |
| 95 | SUSUNCOR ENERGY INC NEW | 497,878 | $17.5B | 322.25% | |
| 96 | LYBLYONDELLBASELL INDUSTRIES N | 197,625 | $17.3B | 318.93% | |
| 97 | CSCOCISCO SYS INC | 402,862 | $17.2B | 316.97% | |
| 98 | BMOBANK MONTREAL QUE | 175,491 | $16.9B | 311.38% | |
| 99 | BNSBANK NOVA SCOTIA B C | 279,794 | $16.6B | 305.55% | |
| 100 | ABBVABBVIE INC | 106,928 | $16.4B | 302.19% |
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