O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2023 Filing

Filed August 11, 2023

Portfolio Value

$6.7T

Holdings

1,493

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (1,493 positions)

#StockSharesValue% PortfolioType
1
AAPLAPPLE INC
783,985$152.1B2.26%
2
MSFTMICROSOFT CORP
440,941$150.2B2.23%
3
MOALTRIA GROUP INC
2,209,250$100.1B1.48%
4
BLDRBUILDERS FIRSTSOURCE INC
712,553$96.9B1.44%
5
SHVISHARES TR
864,011$95.4B1.42%
6
MPCMARATHON PETE CORP
723,785$84.4B1.25%
7
FICOFAIR ISAAC CORP
100,528$81.3B1.21%
8
KLACKLA CORP
162,420$78.8B1.17%
9
AIGAMERICAN INTL GROUP INC
1,283,344$73.8B1.10%
10
DOWDOW INC
1,365,457$72.7B1.08%
11
CMCSACOMCAST CORP NEW
1,658,114$68.9B1.02%
12
CAHCARDINAL HEALTH INC
687,854$65.0B0.96%
13
HSTHOST HOTELS & RESORTS INC
3,215,428$54.1B0.80%
14
CHRWC H ROBINSON WORLDWIDE INC
560,190$52.9B0.78%
15
WYWEYERHAEUSER CO MTN BE
1,567,508$52.5B0.78%
16
EQHEQUITABLE HLDGS INC
1,879,106$51.0B0.76%
17
PGPROCTER AND GAMBLE CO
333,508$50.6B0.75%
18
NVDANVIDIA CORPORATION
117,844$49.9B0.74%
19
DFSEURDISCOVER FINL SVCS
421,161$49.2B0.73%
20
BRK/BBERKSHIRE HATHAWAY INC DEL
143,195$48.8B0.72%
21
SYFSYNCHRONY FINANCIAL
1,424,417$48.3B0.72%
22
AMGNAMGEN INC
213,611$47.4B0.70%
23
LOWLOWES COS INC
206,617$46.6B0.69%
24
MCKMCKESSON CORP
109,094$46.6B0.69%
25
MMM3M CO
464,882$46.5B0.69%
26
STIPISHARES TR
474,937$46.4B0.69%
27
CITHE CIGNA GROUP
164,412$46.1B0.68%
28
LLYLILLY ELI & CO
97,583$45.8B0.68%
29
7HPHP INC
1,486,094$45.6B0.68%
30
VVISA INC
181,829$43.2B0.64%
31
MRO*MARATHON OIL CORP
1,864,336$42.9B0.64%
32
GOOGLALPHABET INC
355,799$42.6B0.63%
33
BKBANK NEW YORK MELLON CORP
932,002$41.5B0.62%
34
MRKMERCK & CO INC
358,828$41.4B0.61%
35
AMZNAMAZON COM INC
315,693$41.2B0.61%
36
JNJJOHNSON & JOHNSON
247,874$41.0B0.61%
37
XOMEXXON MOBIL CORP
375,189$40.2B0.60%
38
HIGHARTFORD FINL SVCS GROUP INC
558,034$40.2B0.60%
39
VLOVALERO ENERGY CORP
339,046$39.8B0.59%
40
PEPPEPSICO INC
210,325$39.0B0.58%
41
ORCLORACLE CORP
309,274$36.8B0.55%
42
UNHUNITEDHEALTH GROUP INC
75,800$36.4B0.54%
43
WFCWELLS FARGO CO NEW
850,840$36.3B0.54%
44
NVRNVR INC
5,717$36.3B0.54%
45
NUENUCOR CORP
218,450$35.8B0.53%
46
HONHONEYWELL INTL INC
171,487$35.6B0.53%
47
MCDMCDONALDS CORP
117,218$35.0B0.52%
48
IGSBISHARES TR
695,710$34.9B0.52%
49
METAMETA PLATFORMS INC
114,400$32.8B0.49%
50
PHMPULTE GROUP INC
421,675$32.8B0.49%
51
AZOAUTOZONE INC
12,883$32.1B0.48%
52
CSCOCISCO SYS INC
615,507$31.8B0.47%
53
EMNEASTMAN CHEM CO
376,028$31.5B0.47%
54
DRIDARDEN RESTAURANTS INC
186,150$31.1B0.46%
55
WMTWALMART INC
197,314$31.0B0.46%
56
JPMJPMORGAN CHASE & CO
210,005$30.5B0.45%
57
RYROYAL BK CDA
313,306$29.9B0.44%
58
CVXCHEVRON CORP NEW
188,382$29.6B0.44%
59
AGGISHARES TR
294,018$28.8B0.43%
60
HDHOME DEPOT INC
91,504$28.4B0.42%
61
LMTLOCKHEED MARTIN CORP
61,317$28.2B0.42%
62
LKQ1LKQ CORP
482,831$28.1B0.42%
63
STLDSTEEL DYNAMICS INC
255,192$27.8B0.41%
64
IPINTERNATIONAL PAPER CO
871,580$27.7B0.41%
65
SPGSIMON PPTY GROUP INC NEW
238,290$27.5B0.41%
66
GOOGALPHABET INC
218,538$26.4B0.39%
67
DGXQUEST DIAGNOSTICS INC
187,460$26.3B0.39%
68
TRVCCITIGROUP INC
570,683$26.3B0.39%
69
BBYBEST BUY INC
316,972$26.0B0.39%
70
ADBEADOBE SYSTEMS INCORPORATED
53,013$25.9B0.38%
71
CATCATERPILLAR INC
105,115$25.9B0.38%
72
AVGOBROADCOM INC
29,088$25.2B0.37%
73
STTSTATE STR CORP
343,982$25.2B0.37%
74
APAAPA CORPORATION
734,770$25.1B0.37%
75
HCAHCA HEALTHCARE INC
81,246$24.7B0.37%
76
ADPAUTOMATIC DATA PROCESSING IN
111,757$24.6B0.36%
77
MASMASCO CORP
425,205$24.4B0.36%
78
UNMUNUM GROUP
506,929$24.2B0.36%
79
PG4PRINCIPAL FINANCIAL GROUP IN
314,717$23.9B0.35%
80
COPCONOCOPHILLIPS
225,965$23.4B0.35%
81
CTRACOTERRA ENERGY INC
913,085$23.1B0.34%
82
CNRCANADIAN NATL RY CO
187,117$22.7B0.34%
83
MAMASTERCARD INCORPORATED
56,852$22.4B0.33%
84
CHTRCHARTER COMMUNICATIONS INC N
60,415$22.2B0.33%
85
COSTCOSTCO WHSL CORP NEW
41,116$22.1B0.33%
86
CRCCANADIAN NAT RES LTD
393,688$22.1B0.33%
87
GPNGLOBAL PMTS INC
222,547$21.9B0.33%
88
KOCOCA COLA CO
363,257$21.9B0.32%
89
DELLDELL TECHNOLOGIES INC
391,189$21.2B0.31%
90
STXSEAGATE TECHNOLOGY HLDNGS PL
338,126$20.9B0.31%
91
DVNDEVON ENERGY CORP NEW
425,099$20.5B0.30%
92
TSMTAIWAN SEMICONDUCTOR MFG LTD
203,358$20.5B0.30%
93
TSLATESLA INC
75,965$19.9B0.29%
94
COFCAPITAL ONE FINL CORP
181,714$19.9B0.29%
95
MFCMANULIFE FINL CORP
1,042,307$19.7B0.29%
96
PFEPFIZER INC
508,559$18.7B0.28%
97
EXPDEXPEDITORS INTL WASH INC
153,829$18.6B0.28%
98
ELVELEVANCE HEALTH INC
41,801$18.6B0.28%
99
CBCHUBB LIMITED
94,811$18.3B0.27%
100
ACNACCENTURE PLC IRELAND
58,666$18.1B0.27%
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