O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2022 Filing

Filed February 10, 2023

Portfolio Value

$6132.3T

Holdings

1,387

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (1,387 positions)

#StockSharesValue% PortfolioType
1
MPCMARATHON PETE CORP
851,421$99.1T1.62%
2
MOALTRIA GROUP INC
1,948,744$89.1T1.45%
3
MSFTMICROSOFT CORP
360,307$86.4T1.41%
4
FICOFAIR ISAAC CORP
136,568$81.7T1.33%
5
AAPLAPPLE INC
597,234$77.6T1.27%
6
AIGAMERICAN INTL GROUP INC
1,203,858$76.1T1.24%
7
AMGNAMGEN INC
268,536$70.5T1.15%
8
JNJJOHNSON & JOHNSON
397,096$70.1T1.14%
9
TRVCCITIGROUP INC
1,548,420$70.0T1.14%
10
WYWEYERHAEUSER CO MTN BE
2,258,313$70.0T1.14%
11
APAAPA CORPORATION
1,424,054$66.5T1.08%
12
7HPHP INC
1,898,057$51.0T0.83%
13
AGGISHARES TR
518,780$50.3T0.82%
14
DOWDOW INC
983,548$49.6T0.81%
15
DGXQUEST DIAGNOSTICS INC
316,590$49.5T0.81%
16
SYFSYNCHRONY FINANCIAL
1,483,789$48.8T0.80%
17
ORCLORACLE CORP
595,944$48.7T0.79%
18
IGSBISHARES TR
940,828$46.9T0.76%
19
CAHCARDINAL HEALTH INC
608,478$46.8T0.76%
20
MCKMCKESSON CORP
123,084$46.2T0.75%
21
SHVISHARES TR
419,616$46.1T0.75%
22
AZOAUTOZONE INC
18,605$45.9T0.75%
23
MRO*MARATHON OIL CORP
1,672,704$45.3T0.74%
24
PGPROCTER AND GAMBLE CO
296,170$44.9T0.73%
25
NOCNORTHROP GRUMMAN CORP
81,339$44.4T0.72%
26
BRK/BBERKSHIRE HATHAWAY INC DEL
142,829$44.1T0.72%
27
BLDRBUILDERS FIRSTSOURCE INC
675,208$43.8T0.71%
28
WFCWELLS FARGO CO NEW
1,052,009$43.4T0.71%
29
BKBANK NEW YORK MELLON CORP
951,720$43.3T0.71%
30
XOMEXXON MOBIL CORP
374,371$41.3T0.67%
31
HSTHOST HOTELS & RESORTS INC
2,522,831$40.5T0.66%
32
PEPPEPSICO INC
222,830$40.3T0.66%
33
UNHUNITEDHEALTH GROUP INC
75,897$40.2T0.66%
34
BACBANK AMERICA CORP
1,193,851$39.5T0.64%
35
EQHEQUITABLE HLDGS INC
1,345,994$38.6T0.63%
36
PFEPFIZER INC
729,877$37.4T0.61%
37
LOWLOWES COS INC
186,720$37.2T0.61%
38
KEYKEYCORP
2,118,283$36.9T0.60%
39
ITGARTNER INC
105,162$35.3T0.58%
40
CVXCHEVRON CORP NEW
195,016$35.0T0.57%
41
LLYLILLY ELI & CO
94,684$34.6T0.56%
42
HDHOME DEPOT INC
104,513$33.0T0.54%
43
MASMASCO CORP
706,387$33.0T0.54%
44
MRKMERCK & CO INC
293,041$32.5T0.53%
45
RYROYAL BK CDA SUSTAINABL
343,158$32.3T0.53%
46
EMNEASTMAN CHEM CO
383,984$31.3T0.51%
47
LLOEWS CORP
516,750$30.1T0.49%
48
DVNDEVON ENERGY CORP NEW
483,548$29.7T0.49%
49
KLACKLA CORP
77,130$29.1T0.47%
50
DFSEURDISCOVER FINL SVCS
296,305$29.0T0.47%
51
HCAHCA HEALTHCARE INC
120,007$28.8T0.47%
52
PHMPULTE GROUP INC
630,623$28.7T0.47%
53
DRIDARDEN RESTAURANTS INC
206,540$28.6T0.47%
54
NVRNVR INC
6,194$28.6T0.47%
55
VVISA INC
136,335$28.3T0.46%
56
REGREGENCY CTRS CORP
452,412$28.3T0.46%
57
4I1PHILIP MORRIS INTL INC
276,695$28.0T0.46%
58
ADPAUTOMATIC DATA PROCESSING IN
114,911$27.4T0.45%
59
ELVELEVANCE HEALTH INC
53,470$27.4T0.45%
60
CMCSACOMCAST CORP NEW
783,713$27.4T0.45%
61
UNPUNION PAC CORP
131,936$27.3T0.45%
62
CSCOCISCO SYS INC
569,640$27.1T0.44%
63
SPGSIMON PPTY GROUP INC NEW
224,009$26.3T0.43%
64
KOCOCA COLA CO
411,688$26.2T0.43%
65
A4SAMERIPRISE FINL INC
84,082$26.2T0.43%
66
CATCATERPILLAR INC
108,729$26.0T0.42%
67
WMTWALMART INC
182,672$25.9T0.42%
68
GOOGLALPHABET INC
292,090$25.8T0.42%
69
LUMNLUMEN TECHNOLOGIES INC
4,908,342$25.6T0.42%
70
TAT&T INC
1,338,858$24.6T0.40%
71
CICIGNA CORP NEW
73,892$24.5T0.40%
72
CHTRCHARTER COMMUNICATIONS INC N
71,987$24.4T0.40%
73
MMM3M CO
198,789$23.8T0.39%
74
AMCRAMCOR PLC
1,983,596$23.6T0.39%
75
ABBVABBVIE INC
144,821$23.4T0.38%
76
JPMJPMORGAN CHASE & CO
171,916$23.1T0.38%
77
CNRCANADIAN NATL RY CO
193,849$23.0T0.38%
78
LBTYBLIBERTY GLOBAL PLC
1,174,551$22.8T0.37%
79
IPINTERNATIONAL PAPER CO
657,100$22.8T0.37%
80
HONHONEYWELL INTL INC
103,590$22.2T0.36%
81
MCDMCDONALDS CORP
83,766$22.1T0.36%
82
LMTLOCKHEED MARTIN CORP
45,006$21.9T0.36%
83
WRKUSDWESTROCK CO
616,491$21.7T0.35%
84
CFCF INDS HLDGS INC
252,575$21.5T0.35%
85
IBMINTERNATIONAL BUSINESS MACHS
149,558$21.1T0.34%
86
COPCONOCOPHILLIPS
171,363$20.2T0.33%
87
RSGREPUBLIC SVCS INC
156,660$20.2T0.33%
88
PRUPRUDENTIAL FINL INC
202,147$20.1T0.33%
89
UNMUNUM GROUP
475,767$19.5T0.32%
90
IWDISHARES TR
128,610$19.5T0.32%
91
ACNACCENTURE PLC IRELAND
71,753$19.1T0.31%
92
LKQ1LKQ CORP
356,509$19.0T0.31%
93
ADBEADOBE SYSTEMS INCORPORATED
56,196$18.9T0.31%
94
MFCMANULIFE FINL CORP
1,054,760$18.8T0.31%
95
BMOBANK MONTREAL QUE
206,083$18.7T0.30%
96
AMZNAMAZON COM INC
216,706$18.2T0.30%
97
CRCCANADIAN NAT RES LTD
320,263$17.8T0.29%
98
SUSUNCOR ENERGY INC NEW
554,753$17.6T0.29%
99
TRVTRAVELERS COMPANIES INC
93,427$17.5T0.29%
100
TDTORONTO DOMINION BK ONT
268,692$17.4T0.28%
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