O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2022 Filing
Filed November 14, 2022
Portfolio Value
$5.3T
Holdings
1,340
Report Date
Q3 2022
Filing Type
13F-HR
All Holdings (1,340 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 667,600 | $92.3B | 1.73% | |
| 2 | TRVCCITIGROUP INC | 1,994,910 | $83.1B | 1.56% | |
| 3 | MPCMARATHON PETE CORP | 801,898 | $79.7B | 1.50% | |
| 4 | MOALTRIA GROUP INC | 1,951,736 | $78.8B | 1.48% | |
| 5 | MSFTMICROSOFT CORP | 322,419 | $75.1B | 1.41% | |
| 6 | WYWEYERHAEUSER CO MTN BE | 2,264,325 | $64.7B | 1.22% | |
| 7 | DGXQUEST DIAGNOSTICS INC | 456,543 | $56.0B | 1.05% | |
| 8 | JNJJOHNSON & JOHNSON | 341,497 | $55.8B | 1.05% | |
| 9 | A4SAMERIPRISE FINL INC | 214,889 | $54.1B | 1.02% | |
| 10 | AMGNAMGEN INC | 236,878 | $53.4B | 1.00% | |
| 11 | UNPUNION PAC CORP | 273,290 | $53.2B | 1.00% | |
| 12 | 7HPHP INC | 2,062,541 | $51.4B | 0.97% | |
| 13 | ORCLORACLE CORP | 840,616 | $51.3B | 0.96% | |
| 14 | ITGARTNER INC | 184,636 | $51.1B | 0.96% | |
| 15 | APAAPA CORPORATION | 1,452,960 | $49.7B | 0.93% | |
| 16 | IGSBISHARES TR | 999,828 | $49.3B | 0.93% | |
| 17 | AGGISHARES TR | 508,255 | $49.0B | 0.92% | |
| 18 | SHVISHARES TR | 430,351 | $47.3B | 0.89% | |
| 19 | FICOFAIR ISAAC CORP | 106,773 | $44.0B | 0.83% | |
| 20 | BACBK OF AMERICA CORP | 1,447,088 | $43.7B | 0.82% | |
| 21 | AIGAMERICAN INTL GROUP INC | 905,313 | $43.0B | 0.81% | |
| 22 | NOCNORTHROP GRUMMAN CORP | 89,103 | $41.9B | 0.79% | |
| 23 | KEYKEYCORP | 2,588,789 | $41.5B | 0.78% | |
| 24 | LUMNLUMEN TECHNOLOGIES INC | 5,637,468 | $41.0B | 0.77% | |
| 25 | WFCWELLS FARGO CO NEW | 1,009,189 | $40.6B | 0.76% | |
| 26 | AZOAUTOZONE INC | 18,622 | $39.9B | 0.75% | |
| 27 | MCKMCKESSON CORP | 117,126 | $39.8B | 0.75% | |
| 28 | CAHCARDINAL HEALTH INC | 586,387 | $39.1B | 0.73% | |
| 29 | SYFSYNCHRONY FINANCIAL | 1,317,857 | $37.2B | 0.70% | |
| 30 | BRK/BBERKSHIRE HATHAWAY INC DEL | 138,108 | $36.9B | 0.69% | |
| 31 | LLOEWS CORP | 715,185 | $35.6B | 0.67% | |
| 32 | UNHUNITEDHEALTH GROUP INC | 69,735 | $35.2B | 0.66% | |
| 33 | REGREGENCY CTRS CORP | 639,180 | $34.4B | 0.65% | |
| 34 | MRO*MARATHON OIL CORP | 1,491,912 | $33.7B | 0.63% | |
| 35 | AMZNAMAZON COM INC | 289,139 | $32.7B | 0.61% | |
| 36 | PGPROCTER AND GAMBLE CO | 258,513 | $32.6B | 0.61% | |
| 37 | DPZDOMINOS PIZZA INC | 104,237 | $32.3B | 0.61% | |
| 38 | XOMEXXON MOBIL CORP | 366,280 | $32.0B | 0.60% | |
| 39 | AMCRAMCOR PLC | 2,972,450 | $31.9B | 0.60% | |
| 40 | PFEPFIZER INC | 722,089 | $31.6B | 0.59% | |
| 41 | DVNDEVON ENERGY CORP NEW | 520,880 | $31.3B | 0.59% | |
| 42 | RYROYAL BK CDA | 337,998 | $30.4B | 0.57% | |
| 43 | MASMASCO CORP | 620,541 | $29.0B | 0.54% | |
| 44 | CECELANESE CORP DEL | 319,473 | $28.9B | 0.54% | |
| 45 | CVXCHEVRON CORP NEW | 194,514 | $27.9B | 0.53% | |
| 46 | GOOGLALPHABET INC | 289,228 | $27.7B | 0.52% | |
| 47 | LOWLOWES COS INC | 144,834 | $27.2B | 0.51% | |
| 48 | BLDRBUILDERS FIRSTSOURCE INC | 459,645 | $27.1B | 0.51% | |
| 49 | LLYLILLY ELI & CO | 83,633 | $27.0B | 0.51% | |
| 50 | ADPAUTOMATIC DATA PROCESSING IN | 118,448 | $26.8B | 0.50% | |
| 51 | PEPPEPSICO INC | 161,649 | $26.4B | 0.50% | |
| 52 | PHMPULTE GROUP INC | 686,529 | $25.7B | 0.48% | |
| 53 | BKBANK NEW YORK MELLON CORP | 667,777 | $25.7B | 0.48% | |
| 54 | DFSEURDISCOVER FINL SVCS | 280,422 | $25.5B | 0.48% | |
| 55 | ELVELEVANCE HEALTH INC | 54,545 | $24.8B | 0.47% | |
| 56 | HSTHOST HOTELS & RESORTS INC | 1,536,812 | $24.4B | 0.46% | |
| 57 | SPGSIMON PPTY GROUP INC NEW | 269,551 | $24.2B | 0.45% | |
| 58 | 4I1PHILIP MORRIS INTL INC | 287,620 | $23.9B | 0.45% | |
| 59 | TAT&T INC | 1,555,831 | $23.9B | 0.45% | |
| 60 | CMACOMERICA INC | 324,150 | $23.0B | 0.43% | |
| 61 | IPINTERNATIONAL PAPER CO | 723,478 | $22.9B | 0.43% | |
| 62 | KOCOCA COLA CO | 403,129 | $22.6B | 0.42% | |
| 63 | RSGREPUBLIC SVCS INC | 163,891 | $22.3B | 0.42% | |
| 64 | CSCOCISCO SYS INC | 555,949 | $22.2B | 0.42% | |
| 65 | PRUPRUDENTIAL FINL INC | 258,735 | $22.2B | 0.42% | |
| 66 | TSLATESLA INC | 82,577 | $21.9B | 0.41% | |
| 67 | HCAHCA HEALTHCARE INC | 118,409 | $21.8B | 0.41% | |
| 68 | DOWDOW INC | 493,260 | $21.7B | 0.41% | |
| 69 | RFREGIONS FINANCIAL CORP NEW | 1,062,263 | $21.3B | 0.40% | |
| 70 | LBTYBLIBERTY GLOBAL PLC | 1,269,022 | $20.9B | 0.39% | |
| 71 | HDHOME DEPOT INC | 70,425 | $19.4B | 0.37% | |
| 72 | MRKMERCK & CO INC | 224,556 | $19.3B | 0.36% | |
| 73 | CMCSACOMCAST CORP NEW | 654,133 | $19.2B | 0.36% | |
| 74 | COFCAPITAL ONE FINL CORP | 207,118 | $19.1B | 0.36% | |
| 75 | CHTRCHARTER COMMUNICATIONS INC N | 62,494 | $19.0B | 0.36% | |
| 76 | KMIKINDER MORGAN INC DEL | 1,129,176 | $18.8B | 0.35% | |
| 77 | VVISA INC | 105,656 | $18.8B | 0.35% | |
| 78 | ACNACCENTURE PLC IRELAND | 72,824 | $18.7B | 0.35% | |
| 79 | CNRCANADIAN NATL RY CO | 173,049 | $18.7B | 0.35% | |
| 80 | TDTORONTO DOMINION BK ONT | 300,276 | $18.4B | 0.35% | |
| 81 | IBMINTERNATIONAL BUSINESS MACHS | 152,615 | $18.1B | 0.34% | |
| 82 | UNMUNUM GROUP | 458,351 | $17.8B | 0.33% | |
| 83 | BACVERIZON COMMUNICATIONS INC | 463,096 | $17.6B | 0.33% | |
| 84 | HRBBLOCK H & R INC | 411,881 | $17.5B | 0.33% | |
| 85 | CMICUMMINS INC | 85,803 | $17.5B | 0.33% | |
| 86 | ABBVABBVIE INC | 128,413 | $17.2B | 0.32% | |
| 87 | EMNEASTMAN CHEM CO | 241,004 | $17.1B | 0.32% | |
| 88 | MFCMANULIFE FINL CORP | 1,054,313 | $16.5B | 0.31% | |
| 89 | JPMJPMORGAN CHASE & CO | 157,423 | $16.5B | 0.31% | |
| 90 | WHRWHIRLPOOL CORP | 120,224 | $16.2B | 0.30% | |
| 91 | GOOGALPHABET INC | 167,815 | $16.1B | 0.30% | |
| 92 | LMTLOCKHEED MARTIN CORP | 41,752 | $16.1B | 0.30% | |
| 93 | NVRNVR INC | 3,988 | $15.9B | 0.30% | |
| 94 | WMTWALMART INC | 121,966 | $15.8B | 0.30% | |
| 95 | SUSUNCOR ENERGY INC NEW | 558,507 | $15.7B | 0.30% | |
| 96 | EQHEQUITABLE HLDGS INC | 587,507 | $15.5B | 0.29% | |
| 97 | COSTCOSTCO WHSL CORP NEW | 32,556 | $15.4B | 0.29% | |
| 98 | BMOBANK MONTREAL QUE | 174,875 | $15.3B | 0.29% | |
| 99 | CRCCANADIAN NAT RES LTD | 329,253 | $15.3B | 0.29% | |
| 100 | LYBLYONDELLBASELL INDUSTRIES N | 197,881 | $14.9B | 0.28% |
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