Fund HoldingsO'SHAUGHNESSY ASSET MANAGEMENT, LLC

Total Portfolio Value
$6.74B
Total Bought
$1.06B
Total Sold
$753.26M
Net Transaction
+$309.77M
Filing Period:
Securities
SharesValue ($K)
Q1 2023
Q2 2023
Change
Q1 2023
Q2 2023
Weight (%)
Change
KLA CORP(KLAC)109,612162,420+52,80843,75478,7771.17%+35,023
APPLE INC(AAPL)713,711783,985+70,274117,691152,0702.26%+34,379
BUILDERS FIRSTSOURCE INC(BLDR)765,089712,553-52,53667,92596,9071.44%+28,983
MICROSOFT CORP(MSFT)423,901440,941+17,040122,211150,1582.23%+27,947
COMCAST CORP NEW(CCZ)1,150,7821,658,114+507,33243,62668,8951.02%+25,268
COTERRA ENERGY INC0913,085+913,085023,1010.34%+23,101
STATE STR CORP(STT)0343,982+343,982025,1730.37%+25,173
HARTFORD FINL SVCS GROUP INC(HIG)286,831558,034+271,20319,98940,1900.60%+20,200
NVIDIA CORPORATION(NVDA)108,637117,844+9,20730,17649,8500.74%+19,674
ISHARES TR686,705864,011+177,30675,88195,4301.42%+19,549
CARDINAL HEALTH INC(CAH)631,480687,854+56,37447,67765,0500.97%+17,374
CANADIAN PACIFIC KANSAS CITY(CP)0205,209+205,209016,5730.25%+16,573
META PLATFORMS INC(META)0114,400+114,400032,8310.49%+32,831
STEEL DYNAMICS INC(STLD)0255,192+255,192027,7980.41%+27,798
3M CO(MMM)291,390464,882+173,49230,62846,5300.69%+15,902
LILLY ELI & CO(LLY)88,58197,583+9,00230,42045,7640.68%+15,344
ALPHABET INC(GOOG)266,486355,799+89,31327,64342,5890.63%+14,947
AMAZON COM INC(AMZN)266,090315,693+49,60327,48441,1540.61%+13,669
EXPEDITORS INTL WASH INC(EXPD)0153,829+153,829018,6330.28%+18,633
GLOBAL PMTS INC(GPN)0222,547+222,547021,9250.33%+21,925
FOX CORP(FOX)0493,827+493,827016,7900.25%+16,790
MCDONALDS CORP(MCD)82,847117,218+34,37123,16534,9790.52%+11,814
C H ROBINSON WORLDWIDE INC(CHRW)417,127560,190+143,06341,45052,8540.78%+11,404
CHUBB LIMITED
COM
094,811+94,811018,2570.27%+18,257
MERCK & CO INC(MRK)286,495358,828+72,33330,48041,4050.61%+10,925
DISCOVER FINL SVCS387,397421,161+33,76438,29049,2130.73%+10,922
BOOKING HOLDINGS INC(BKNG)05,927+5,927016,0050.24%+16,005
EBAY INC.(EBAY)0279,901+279,901012,5090.19%+12,509
VALERO ENERGY CORP(VLO)215,793339,046+123,25330,12539,7700.59%+9,645
CORTEVA INC(CTVA)0181,060+181,060010,3750.15%+10,375
LOWES COS INC(LOW)188,804206,617+17,81337,75546,6330.69%+8,878
MARRIOTT INTL INC NEW(MAR)060,200+60,200011,0580.16%+11,058
JOHNSON & JOHNSON(JNJ)208,312247,874+39,56232,28841,0280.61%+8,740
ARROW ELECTRS INC085,896+85,896012,3030.18%+12,303
BROADCOM INC(AVGO)029,088+29,088025,2320.37%+25,232
FERGUSON PLC NEW052,910+52,91008,3230.12%+8,323
UNITEDHEALTH GROUP INC(UNH)62,23075,800+13,57029,40936,4330.54%+7,023
OREILLY AUTOMOTIVE INC(ORLY)018,122+18,122017,3120.26%+17,312
DELL TECHNOLOGIES INC(DELL)0391,189+391,189021,1670.31%+21,167
VISA INC(V)161,273181,829+20,55636,36143,1810.64%+6,820
HOME DEPOT INC(HD)74,07691,504+17,42821,86128,4250.42%+6,563
AMERICAN INTL GROUP INC1,339,8621,283,344-56,51867,47573,8441.10%+6,368
THOMSON REUTERS CORP.046,925+46,92506,3340.09%+6,334
RELIANCE STEEL & ALUMINUM CO(RS)043,939+43,939011,9330.18%+11,933
DUPONT DE NEMOURS INC(DD)0113,070+113,07008,0780.12%+8,078
THE CIGNA GROUP(CI)158,679164,412+5,73340,54746,1340.68%+5,587
PRINCIPAL FINANCIAL GROUP IN(PFG)247,513314,717+67,20418,39523,8680.35%+5,473
JPMORGAN CHASE & CO(JPM)192,504210,005+17,50125,08530,5430.45%+5,458
FRANCO NEV CORP(FNV)038,067+38,06705,4250.08%+5,425
BERKSHIRE HATHAWAY INC DEL141,180143,195+2,01543,59248,8290.72%+5,237
ALPHABET INC(GOOG)204,213218,538+14,32521,23826,4370.39%+5,198
ADOBE SYSTEMS INCORPORATED(ADBE)54,12053,013-1,10720,85625,9230.38%+5,067
CBOE GLOBAL MKTS INC(CBOE)042,344+42,34405,8440.09%+5,844
VERISK ANALYTICS INC(VRSK)028,237+28,23706,3820.09%+6,382
MCKESSON CORP(MCK)117,488109,094-8,39441,83246,6170.69%+4,785
HONEYWELL INTL INC(HON)161,571171,487+9,91630,87935,5840.53%+4,704
KIMBERLY-CLARK CORP(KMB)096,786+96,786013,3620.20%+13,362
SHOPIFY INC(SHOP)0103,974+103,97406,7180.10%+6,718
GOLDMAN SACHS GROUP INC(GS)031,116+31,116010,0360.15%+10,036
UNUM GROUP(UNM)501,263506,929+5,66619,83024,1810.36%+4,351
EQUITABLE HLDGS INC1,845,0811,879,106+34,02546,84751,0370.76%+4,190
SYNCHRONY FINANCIAL(SYF)1,520,9741,424,417-96,55744,23048,3160.72%+4,086
MONDELEZ INTL INC(MDLZ)0236,437+236,437017,2460.26%+17,246
BEST BUY INC(BBY)280,234316,972+36,73821,93425,9760.39%+4,042
WALMART INC(WMT)183,262197,314+14,05227,02231,0140.46%+3,992
VIATRIS INC(VTRS)01,110,115+1,110,115011,0790.16%+11,079
PETROLEO BRASILEIRO SA PETRO(PBR)0619,259+619,25908,5640.13%+8,564
LENNAR CORP(LEN)0143,223+143,223017,9470.27%+17,947
TESLA INC(TSLA)075,965+75,965019,8850.29%+19,885
AGNICO EAGLE MINES LTD(AEM)098,787+98,78704,9320.07%+4,932
WEST FRASER TIMBER CO LTD(WFG)080,829+80,82906,9470.10%+6,947
COSTCO WHSL CORP NEW(COST)37,35041,116+3,76618,55822,1360.33%+3,578
NETFLIX INC(NFLX)023,164+23,164010,2040.15%+10,204
CAPITAL ONE FINL CORP(COF)0181,714+181,714019,8740.29%+19,874
MOLSON COORS BEVERAGE CO(TAP)0219,269+219,269014,4370.21%+14,437
ISHARES TR058,087+58,08706,2000.09%+6,200
NOVARTIS AG(NVS)0144,989+144,989014,6310.22%+14,631
ISHARES TR
0-5 YR TIPS ETF
436,245474,937+38,69243,28946,3540.69%+3,065
HUBBELL INC(HUBB)028,583+28,58309,4770.14%+9,477
ISHARES TR030,880+30,88004,8740.07%+4,874
HONDA MOTOR LTD(HMC)0432,497+432,497013,1090.19%+13,109
JABIL INC(JBL)096,062+96,062010,3680.15%+10,368
ISHARES TR637,297695,710+58,41332,20934,9040.52%+2,695
TEEKAY CORPORATION0424,593+424,59302,5650.04%+2,565
MARSH & MCLENNAN COS INC(MRSH)057,636+57,636010,8400.16%+10,840
CANADIAN NAT RES LTD(CNQ)354,506393,688+39,18219,61822,1360.33%+2,518
DOW INC(DOW)1,280,9841,365,457+84,47370,22472,7241.08%+2,501
GMS INC044,619+44,61903,0880.05%+3,088
AUTOMATIC DATA PROCESSING IN99,265111,757+12,49222,09924,5630.36%+2,464
STANLEY BLACK & DECKER INC(SWK)0100,050+100,05009,3760.14%+9,376
LKQ CORP(LKQ)452,894482,831+29,93725,70628,1350.42%+2,428
RB GLOBAL INC(RBA)040,109+40,10902,4070.04%+2,407
ISHARES TR264,894294,018+29,12426,39428,7990.43%+2,405
CONOCOPHILLIPS(COP)211,979225,965+13,98621,03023,4120.35%+2,382
LINDE PLC(LIN)012,088+12,08804,6060.07%+4,606
UNION PAC CORP(UNP)076,080+76,080015,5670.23%+15,567
KBR INC(KBR)0152,748+152,74809,9380.15%+9,938
ALTRIA GROUP INC(MO)2,192,0552,209,250+17,19597,809100,0791.48%+2,270
OPEN TEXT CORP(OTEX)053,520+53,52002,2260.03%+2,226
ATS CORPORATION(ATS)046,285+46,28502,1290.03%+2,129
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