O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$9.7B

Holdings

1,960

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (1,960 positions)

#StockSharesValue% PortfolioType
1
MSFTMICROSOFT CORP
743,488$332.3M3.43%
2
AAPLAPPLE INC
1,312,324$276.4M2.85%
3
NVDANVIDIA CORPORATION
2,045,174$252.7M2.61%
4
BRK-BBERKSHIRE HATHAWAY INC DEL
400$244.9M2.53%
5
AMZNAMAZON COM INC
740,604$143.1M1.48%
6
AGGISHARES TR
1,468,075$142.5M1.47%
7
GOOGLALPHABET INC
575,010$104.7M1.08%
8
LLYELI LILLY & CO
106,059$96.0M0.99%
9
JPMJPMORGAN CHASE & CO.
473,264$95.7M0.99%
10
METAMETA PLATFORMS INC
178,485$90.0M0.93%
11
MOALTRIA GROUP INC
1,947,374$88.7M0.92%
12
AVGOBROADCOM INC
54,280$87.1M0.90%
13
MPCMARATHON PETE CORP
482,213$83.7M0.86%
14
GOOGALPHABET INC
439,106$80.5M0.83%
15
STIPISHARES TR
761,196$75.7M0.78%
16
BRK/BBERKSHIRE HATHAWAY INC DEL
183,792$74.8M0.77%
17
JNJJOHNSON & JOHNSON
506,561$74.0M0.76%
18
BKNGBOOKING HOLDINGS INC
17,571$69.6M0.72%
19
VRSKVERISK ANALYTICS INC
256,947$69.3M0.72%
20
BACVERIZON COMMUNICATIONS INC
1,679,339$69.3M0.72%
21
CMCSACOMCAST CORP NEW
1,749,147$68.5M0.71%
22
HIGHARTFORD FINL SVCS GROUP INC
675,889$68.0M0.70%
23
VVISA INC
252,065$66.2M0.68%
24
VLOVALERO ENERGY CORP
399,464$62.6M0.65%
25
WFCWELLS FARGO CO NEW
1,048,922$62.3M0.64%
26
STLDSTEEL DYNAMICS INC
470,821$61.0M0.63%
27
PGPROCTER AND GAMBLE CO
367,667$60.6M0.63%
28
LMTLOCKHEED MARTIN CORP
129,163$60.3M0.62%
29
WMTWALMART INC
886,986$60.1M0.62%
30
BLDRBUILDERS FIRSTSOURCE INC
424,544$58.8M0.61%
31
COSTCOSTCO WHSL CORP NEW
67,481$57.4M0.59%
32
TSMTAIWAN SEMICONDUCTOR MFG LTD
328,701$57.1M0.59%
33
SYFSYNCHRONY FINANCIAL
1,164,987$55.0M0.57%
34
XOMEXXON MOBIL CORP
466,642$53.7M0.55%
35
GDDYGODADDY INC
369,033$51.6M0.53%
36
HDHOME DEPOT INC
140,748$48.5M0.50%
37
AIGAMERICAN INTL GROUP INC
651,681$48.4M0.50%
38
EXPDEXPEDITORS INTL WASH INC
374,925$46.8M0.48%
39
IGSBISHARES TR
862,684$44.2M0.46%
40
UNHUNITEDHEALTH GROUP INC
86,377$44.0M0.45%
41
KLACKLA CORP
53,012$43.7M0.45%
42
BACBANK AMERICA CORP
1,045,046$41.6M0.43%
43
LOWLOWES COS INC
187,859$41.4M0.43%
44
AFLAFLAC INC
453,990$40.5M0.42%
45
ORCLORACLE CORP
286,056$40.4M0.42%
46
MAMASTERCARD INCORPORATED
88,573$39.1M0.40%
47
CAHCARDINAL HEALTH INC
396,350$39.0M0.40%
48
MMM3M CO
369,388$37.7M0.39%
49
DDDUPONT DE NEMOURS INC
461,755$37.2M0.38%
50
MRKMERCK & CO INC
297,842$36.9M0.38%
51
NVONOVO-NORDISK A S
252,465$36.0M0.37%
52
PHMPULTE GROUP INC
326,114$35.9M0.37%
53
RTXRTX CORPORATION
355,193$35.7M0.37%
54
CITHE CIGNA GROUP
107,028$35.4M0.37%
55
BBYBEST BUY INC
413,079$34.8M0.36%
56
SHVISHARES TR
314,554$34.8M0.36%
57
COPCONOCOPHILLIPS
299,009$34.2M0.35%
58
7HPHP INC
967,048$33.9M0.35%
59
MCKMCKESSON CORP
57,964$33.9M0.35%
60
GISGENERAL MLS INC
534,013$33.8M0.35%
61
ADBEADOBE INC
59,688$33.2M0.34%
62
GSGOLDMAN SACHS GROUP INC
73,195$33.1M0.34%
63
CTRACOTERRA ENERGY INC
1,240,379$33.1M0.34%
64
LQDISHARES TR
306,946$32.9M0.34%
65
NFLXNETFLIX INC
48,505$32.7M0.34%
66
TMUST-MOBILE US INC
185,387$32.7M0.34%
67
BKBANK NEW YORK MELLON CORP
541,936$32.5M0.34%
68
RYROYAL BK CDA
299,351$31.9M0.33%
69
MFCMANULIFE FINL CORP
1,186,277$31.6M0.33%
70
EBAEBAY INC.
583,611$31.4M0.32%
71
ABBVABBVIE INC
180,316$30.9M0.32%
72
KOCOCA COLA CO
480,708$30.6M0.32%
73
FICOFAIR ISAAC CORP
20,044$29.8M0.31%
74
HONHONEYWELL INTL INC
139,062$29.7M0.31%
75
CVXCHEVRON CORP NEW
182,659$28.6M0.30%
76
CATCATERPILLAR INC
85,271$28.4M0.29%
77
STTSTATE STR CORP
374,034$27.7M0.29%
78
DFSEURDISCOVER FINL SVCS
208,116$27.2M0.28%
79
PNCPNC FINL SVCS GROUP INC
174,769$27.2M0.28%
80
CRCCANADIAN NAT RES LTD
758,569$27.0M0.28%
81
TSLATESLA INC
136,367$27.0M0.28%
82
ADPAUTOMATIC DATA PROCESSING IN
108,352$25.9M0.27%
83
ACNACCENTURE PLC IRELAND
84,306$25.6M0.26%
84
QCOMQUALCOMM INC
127,598$25.4M0.26%
85
AMGNAMGEN INC
78,009$24.4M0.25%
86
PEPPEPSICO INC
146,990$24.2M0.25%
87
CRMSALESFORCE INC
93,439$24.0M0.25%
88
GEGE AEROSPACE
149,867$23.8M0.25%
89
OCOWENS CORNING NEW
133,089$23.1M0.24%
90
CSCOCISCO SYS INC
477,670$22.7M0.23%
91
WMWASTE MGMT INC DEL
105,208$22.4M0.23%
92
TRVCCITIGROUP INC
352,820$22.4M0.23%
93
TAT&T INC
1,148,003$21.9M0.23%
94
DELLDELL TECHNOLOGIES INC
158,138$21.8M0.23%
95
AMDADVANCED MICRO DEVICES INC
134,194$21.8M0.22%
96
UNPUNION PAC CORP
94,966$21.5M0.22%
97
ELVELEVANCE HEALTH INC
39,653$21.5M0.22%
98
MCDMCDONALDS CORP
84,176$21.5M0.22%
99
AMATAPPLIED MATLS INC
89,676$21.2M0.22%
100
IEFISHARES TR
224,541$21.0M0.22%
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